/// <summary>
/// Auxiliary function in order to fill in the FX Market History (including the increasing Frequency feature)
/// </summary>
/// <param name="fxmh"></param>
/// <param name="cpts"></param>
/// <param name="startDate"></param>
private void FillFXMarketHistory(FXMarketHistory fxmh, CurrencyPairTimeSeries cpts, DateTime startDate)
{
List <Tuple <DateTime, double> > ts = GetTimeSeries(cpts, isIndex: false, startDate: startDate);
if (ts.Count > 0)
{
foreach (Tuple <DateTime, double> item in ts)
{
fxmh.AddQuote(item.Item1, new XChangeRate(item.Item2, cpts.CurPair));
}
}
DateTime firstDate = fxmh.GetFirstDate(cpts.CurPair);
if (firstDate > startDate)
{
CurrencyPairTimeSeries newCpts = (CurrencyPairTimeSeries)cpts.Clone();
newCpts.IncreaseFreq();
if (newCpts.Freq != Frequency.None)
{
FillFXMarketHistory(fxmh, newCpts, startDate);
}
}
}
/// <summary>
/// Create, Update and Save OHLC data (as much as needed)
/// </summary>
/// <param name="itsk"></param>
/// <param name="useLowerFrequencies"></param>
public void LoadOHLC(ITimeSeriesKey itsk, bool useLowerFrequencies = false)
{
if (itsk.GetKeyType() == TimeSeriesKeyType.CurrencyPair)
{
CurrencyPairTimeSeries cpts = CurrencyPairTimeSeries.RequestIDToCurrencyPairTimeSeries(itsk.GetTimeSeriesKey());
if (!cpts.CurPair.IsIdentity)
{
if (cpts.Freq == Frequency.None)
{
cpts.Freq = SavingMinimumFrequency.GetNextFrequency();
}
List <Frequency> freqList = (useLowerFrequencies && SaveableFrequency(cpts.Freq)) ? cpts.Freq.GetFrequencyList() : new List <Frequency> {
cpts.Freq
};
foreach (Frequency item in freqList)
{
CurrencyPairTimeSeries newCpts = (CurrencyPairTimeSeries)cpts.Clone();
newCpts.Freq = item;
LoadOHLCCore(newCpts);
}
}
}
}
