public void GetHistoryAsync(HistoryRequest value)
{
GetHistoryDelegate dlg = new GetHistoryDelegate(InnerGetHistory);
dlg.BeginInvoke(value, new AsyncCallback(DeleteStockScannerDone), dlg);
}
internal static void GenerateDayBarMessages(InstrumentOanda instrument, CancellationToken token, GetHistoryDelegate getHistory, Action <QuoteBase> newQuote)
{
var param = new HistoryRequestParameters();
param.Symbol = instrument.Name.ToUpper();
param.FromTime = new DateTime(DateTime.UtcNow.Year, DateTime.UtcNow.Month, DateTime.UtcNow.Day).AddDays(-5).AddMilliseconds(-1);
param.ToTime = new DateTime(DateTime.UtcNow.Year, DateTime.UtcNow.Month, DateTime.UtcNow.Day);
GenerateDayBarMessage(param, instrument, token, getHistory, newQuote);
}
private static void GenerateDayBarMessage(HistoryRequestParameters param, InstrumentOanda instrument, CancellationToken token, GetHistoryDelegate getHistory, Action <QuoteBase> newQuote)
{
try
{
if (token.IsCancellationRequested)
{
return;
}
param.HistoryType = HistoryDataTypes.Bid;
param.Period = (int)HistoryPeriod.Day;
int count = 5000;
List <BarHistoryItem> al = getHistory(param, param.FromTime, param.ToTime, (GranularityEnum)GetOandaTimeframe(param.Period), instrument, count);
if (al == null || al.Count == 0)
{
return;
}
if (token.IsCancellationRequested)
{
return;
}
InstrumentDayBarMessage msg = new InstrumentDayBarMessage();
msg.Symbol = param.Symbol;
var bi0 = al[al.Count - 1];
if (bi0 == null)
{
return;
}
msg.Open = bi0.Open;
msg.High = bi0.High;
msg.Low = bi0.Low;
msg.Ticks = (long)bi0.Volume;
if (al.Count > 1)
{
msg.PreviousClosePrice = al[al.Count - 2].Close;
}
if (token.IsCancellationRequested)
{
return;
}
newQuote(msg);
}
catch (Exception ex)
{
}
}
internal static void GenerateDayBarMessages(ConcurrentDictionary <string, InstrumentOanda> instruments, CancellationToken cancellationToken, GetHistoryDelegate getHistory, Action <QuoteBase> newQuote)
{
SemaphoreSlim maxThread = new SemaphoreSlim(LIMIT_THREAD_GENERATE_BAR_MESSAGES);
try
{
foreach (var instrument in instruments.Values)
{
// Ждем пока освободится семафор
maxThread.Wait();
if (cancellationToken.IsCancellationRequested)
{
return;
}
Task.Factory.StartNew((object obj) =>
{
GenerateDayBarMessages(obj as InstrumentOanda, cancellationToken, getHistory, newQuote);
}, instrument, TaskCreationOptions.LongRunning).ContinueWith((task) =>
{
maxThread.Release();
});
}
}
catch
{
}
finally
{
}
}
