public static ExchangeStatus CurrentExchangeStatus(Exchange exchange)
{
try
{
if (IsDateBusinessDay(DateTime.Now))
{
if (m_oOpeningHours == null)
{
GoogleHistoricalDataInterpreter oGHDI = new GoogleHistoricalDataInterpreter();
m_oOpeningHours = oGHDI.GetStartEndOfExchange(Instruments[0], exchange); //ugly, what happens when the first instruments doesn't exists at the exchange...?
}
if ((DateTime.Now >= m_oOpeningHours.Item1 && DateTime.Now <= m_oOpeningHours.Item2))
{
m_oExchangeStatus = ExchangeStatus.Open;
}
else
{
m_oExchangeStatus = ExchangeStatus.Closed;
}
}
else
{
m_oExchangeStatus = ExchangeStatus.Closed;
}
}
catch
{
m_oExchangeStatus = ExchangeStatus.Undefined;
}
return(m_oExchangeStatus);
}
private List <HistoricalQuoteDetails> GetExternalDataForRange(DateTime Start, DateTime End, int Interval)
{
//fix the dates, since google keeps sending to much
GoogleHistoricalDataInterpreter g = new GoogleHistoricalDataInterpreter();
return(g.GetHistoricalDataWithInterval(m_oH.Instrument, m_oH.Exchange, Start, Interval).HistoricalQuoteDetails
.Where(h => h.Date >= Start && h.Date <= End)
.OrderBy(x => x.Date)
.ToList());
}
public HistoricalPriceCacheBuilder(Instrument[] Instruments, string PathToSerializeDirectory, string FileNamePattern, string Exchange)
{
m_oInstruments = Instruments;
m_oPathToSerializeDirectory = PathToSerializeDirectory;
m_oFileNamePattern = FileNamePattern;
m_oCurrentExchange = new Exchange
{
ExhangeCode = Exchange
};
m_oGHDI = new GoogleHistoricalDataInterpreter();
}
