Ejemplo n.º 1
0
 public ReplayUpdateInfo(CqlQuote quote)
 {
     if (quote != null)
     {
         _name = quote.n;
         _id   = quote.s;
         _time = quote.t;
         _itemData["MID_OPEN"]    = "0";
         _itemData["HIGH"]        = "0";
         _itemData["LOW"]         = "0";
         _itemData["CHANGE"]      = "0";
         _itemData["CHANGE_PCT"]  = "0";
         _itemData["UPDATE_TIME"] = string.Format("{0}-{1}-{2} {3}:{4}:{5}.{6}", quote.t.Year, quote.t.Month,
                                                  quote.t.Day, quote.t.Hour, quote.t.Minute, quote.t.Second, quote.t.Millisecond);
         _itemData["MARKET_DELAY"] = "0";
         _itemData["MARKET_STATE"] = "REPLAY";
         _itemData["BID"]          = quote.b.ToString();
         _itemData["OFFER"]        = quote.o.ToString();
         _itemData["VOLUME"]       = quote.v.ToString();
     }
 }
Ejemplo n.º 2
0
        public Dictionary <string, List <CqlQuote> > GetRows(DateTime startTime, DateTime stopTime, string type, List <string> ids)
        {
            var mktdataidQuotes = new Dictionary <string, List <CqlQuote> >();
            var rowSets         = getRows(startTime, stopTime, type, ids);

            foreach (var rowSet in rowSets)
            {
                if (!mktdataidQuotes.ContainsKey(rowSet.Key))
                {
                    mktdataidQuotes[rowSet.Key] = new List <CqlQuote>();
                }
                if (rowSet.Value != null)
                {
                    foreach (Row row in rowSet.Value.GetRows())
                    {
                        mktdataidQuotes[rowSet.Key].Add(CqlQuote.CreateInstance(type, row));
                    }
                }
                mktdataidQuotes[rowSet.Key].Reverse();
            }
            return(mktdataidQuotes);
        }
Ejemplo n.º 3
0
 public Gap(decimal val, Tuple <CqlQuote, CqlQuote> quotes)
 {
     this.value     = val;
     this.quoteLow  = quotes.Item1;
     this.quoteHigh = quotes.Item2;
 }
Ejemplo n.º 4
0
 public Price(CqlQuote cql)
 {
     this.Bid    = cql.b.Value;
     this.Offer  = cql.o.Value;
     this.Volume = cql.v;
 }