public QuoteSeries GetHistoricalQuotes(IHistoricalDataProvider provider, Instrument instrument, DateTime datetime1, DateTime datetime2)
{
if (provider.IsDisconnected)
{
provider.Connect();
}
DataNotifier @class = new DataNotifier();
string text = Guid.NewGuid().ToString();
lock (this.dictionary_0)
this.dictionary_0.Add(text, @class);
provider.Send(new HistoricalDataRequest(instrument, datetime1, datetime2, DataObjectType.Quote)
{
RequestId = text
});
@class.ReadyEvent.WaitOne();
lock (this.dictionary_0)
this.dictionary_0.Remove(text);
var qs = new QuoteSeries("");
foreach (var data in @class.Data)
{
var objs = data.Objects;
for (int i = 0; i < objs.Length; i++)
{
qs.Add((Quote)objs[i]);
}
}
return(qs);
}
public TickSeries GetHistoricalTicks(IHistoricalDataProvider provider, TickType type, Instrument instrument, DateTime dateTime1, DateTime dateTime2)
{
if (provider.IsDisconnected)
{
provider.Connect();
}
DataNotifier @class = new DataNotifier();
string text = Guid.NewGuid().ToString();
lock (this.dictionary_0)
{
this.dictionary_0.Add(text, @class);
}
HistoricalDataRequest request = null;
switch (type)
{
case TickType.Bid:
request = new HistoricalDataRequest(instrument, dateTime1, dateTime2, DataObjectType.Bid);
break;
case TickType.Ask:
request = new HistoricalDataRequest(instrument, dateTime1, dateTime2, DataObjectType.Ask);
break;
case TickType.Trade:
request = new HistoricalDataRequest(instrument, dateTime1, dateTime2, DataObjectType.Trade);
break;
}
request.RequestId = text;
provider.Send(request);
@class.ReadyEvent.WaitOne();
lock (this.dictionary_0)
{
this.dictionary_0.Remove(text);
}
var ts = new TickSeries("", "");
foreach (var data in @class.Data)
{
var objs = data.Objects;
foreach (var tick in objs)
{
ts.Add((Tick)tick);
}
}
return(ts);
}
public TickSeries GetHistoricalTrades(IHistoricalDataProvider provider, Instrument instrument, DateTime dateTime1, DateTime dateTime2)
{
HistoricalDataRequest request = new HistoricalDataRequest(instrument, dateTime1, dateTime2, 4);
provider.Send(request);
this.handle = new ManualResetEventSlim(false);
this.handle.Wait();
TickSeries tickSeries = new TickSeries("");
if (this.historicalData != null)
{
foreach (HistoricalData current in this.historicalData)
{
DataObject[] objects = current.Objects;
for (int i = 0; i < objects.Length; i++)
{
DataObject dataObject = objects[i];
tickSeries.Add((Trade)dataObject);
}
}
}
this.historicalData = null;
return tickSeries;
}
public BarSeries GetHistoricalBars(IHistoricalDataProvider provider, Instrument instrument, DateTime dateTime1, DateTime dateTime2, BarType barType, long barSize)
{
if (provider.IsDisconnected)
{
provider.Connect();
}
DataManager.DataNotifier @class = new DataManager.DataNotifier();
string text = Guid.NewGuid().ToString();
lock (this.dictionary_0)
{
this.dictionary_0.Add(text, @class);
}
provider.Send(new HistoricalDataRequest(instrument, dateTime1, dateTime2, 6)
{
RequestId = text,
BarType = new BarType?(barType),
BarSize = new long?(barSize)
});
@class.ReadyEvent.WaitOne();
lock (this.dictionary_0)
{
this.dictionary_0.Remove(text);
}
var bs = new BarSeries("", "", -1, -1);
foreach (var data in @class.Data)
{
var objs = data.Objects;
for (int i = 0; i < objs.Length; i++)
{
bs.Add((Bar)objs[i]);
}
}
return(bs);
}
public List <Fundamental> GetHistoricalFundamentals(IHistoricalDataProvider provider, Instrument instrument, DateTime dateTime1, DateTime dateTime2)
{
if (provider.IsDisconnected)
{
provider.Connect();
}
var @class = new DataNotifier();
var guid = Guid.NewGuid().ToString();
lock (this.dictionary_0)
{
this.dictionary_0.Add(guid, @class);
}
provider.Send(new HistoricalDataRequest(instrument, dateTime1, dateTime2, DataObjectType.Fundamental)
{
RequestId = guid
});
@class.ReadyEvent.WaitOne();
lock (this.dictionary_0)
{
this.dictionary_0.Remove(guid);
}
return(@class.Data.SelectMany(current => current.Objects).Cast <Fundamental>().ToList());
}
public TickSeries GetHistoricalTrades(IHistoricalDataProvider provider, Instrument instrument, DateTime dateTime1, DateTime dateTime2)
{
HistoricalDataRequest request = new HistoricalDataRequest(instrument, dateTime1, dateTime2, 4);
provider.Send(request);
this.handle = new ManualResetEventSlim(false);
this.handle.Wait();
TickSeries tickSeries = new TickSeries("");
if (this.historicalData != null)
{
foreach (HistoricalData current in this.historicalData)
{
DataObject[] objects = current.Objects;
for (int i = 0; i < objects.Length; i++)
{
DataObject dataObject = objects[i];
tickSeries.Add((Trade)dataObject);
}
}
}
this.historicalData = null;
return(tickSeries);
}
public QuoteSeries GetHistoricalQuotes(IHistoricalDataProvider provider, Instrument instrument, DateTime datetime1, DateTime datetime2)
{
if (provider.IsDisconnected)
provider.Connect();
DataNotifier @class = new DataNotifier();
string text = Guid.NewGuid().ToString();
lock (this.dictionary_0)
this.dictionary_0.Add(text, @class);
provider.Send(new HistoricalDataRequest(instrument, datetime1, datetime2, DataObjectType.Quote) { RequestId = text });
@class.ReadyEvent.WaitOne();
lock (this.dictionary_0)
this.dictionary_0.Remove(text);
var qs = new QuoteSeries("");
foreach (var data in @class.Data)
{
var objs = data.Objects;
for (int i = 0; i < objs.Length; i++)
qs.Add((Quote)objs[i]);
}
return qs;
}
public BarSeries GetHistoricalBars(IHistoricalDataProvider provider, Instrument instrument, DateTime dateTime1, DateTime dateTime2, BarType barType, long barSize)
{
if (provider.IsDisconnected)
provider.Connect();
DataManager.DataNotifier @class = new DataManager.DataNotifier();
string text = Guid.NewGuid().ToString();
lock (this.dictionary_0)
{
this.dictionary_0.Add(text, @class);
}
provider.Send(new HistoricalDataRequest(instrument, dateTime1, dateTime2, 6)
{
RequestId = text,
BarType = new BarType?(barType),
BarSize = new long?(barSize)
});
@class.ReadyEvent.WaitOne();
lock (this.dictionary_0)
{
this.dictionary_0.Remove(text);
}
var bs = new BarSeries("", "", -1, -1);
foreach (var data in @class.Data)
{
var objs = data.Objects;
for (int i = 0; i < objs.Length; i++)
bs.Add((Bar)objs[i]);
}
return bs;
}
public List<Fundamental> GetHistoricalFundamentals(IHistoricalDataProvider provider, Instrument instrument, DateTime dateTime1, DateTime dateTime2)
{
if (provider.IsDisconnected)
{
provider.Connect();
}
var @class = new DataNotifier();
var guid = Guid.NewGuid().ToString();
lock (this.dictionary_0)
{
this.dictionary_0.Add(guid, @class);
}
provider.Send(new HistoricalDataRequest(instrument, dateTime1, dateTime2, DataObjectType.Fundamental)
{
RequestId = guid
});
@class.ReadyEvent.WaitOne();
lock (this.dictionary_0)
{
this.dictionary_0.Remove(guid);
}
return @class.Data.SelectMany(current => current.Objects).Cast<Fundamental>().ToList();
}
public TickSeries GetHistoricalTicks(IHistoricalDataProvider provider, TickType type, Instrument instrument, DateTime dateTime1, DateTime dateTime2)
{
if (provider.IsDisconnected)
provider.Connect();
DataNotifier @class = new DataNotifier();
string text = Guid.NewGuid().ToString();
lock (this.dictionary_0)
{
this.dictionary_0.Add(text, @class);
}
HistoricalDataRequest request = null;
switch (type)
{
case TickType.Bid:
request = new HistoricalDataRequest(instrument, dateTime1, dateTime2, DataObjectType.Bid);
break;
case TickType.Ask:
request = new HistoricalDataRequest(instrument, dateTime1, dateTime2, DataObjectType.Ask);
break;
case TickType.Trade:
request = new HistoricalDataRequest(instrument, dateTime1, dateTime2, DataObjectType.Trade);
break;
}
request.RequestId = text;
provider.Send(request);
@class.ReadyEvent.WaitOne();
lock (this.dictionary_0)
{
this.dictionary_0.Remove(text);
}
var ts = new TickSeries("", "");
foreach (var data in @class.Data)
{
var objs = data.Objects;
foreach (var tick in objs)
ts.Add((Tick)tick);
}
return ts;
}