public static TradeSeries GetHistoricalTrades(string provider, Instrument instrument, DateTime begin, DateTime end)
{
TradeSeries tradeSeries = new TradeSeries();
if (FreeQuant.Providers.ProviderManager.HistoricalDataProviders.Contains(provider))
{
foreach (FreeQuant.Data.Trade trade in (DataArray) FreeQuant.Instruments.DataManager.GetHistoricalTrades(FreeQuant.Providers.ProviderManager.HistoricalDataProviders[provider], instrument.instrument, begin, end))
tradeSeries.series.Add((IDataObject)trade);
}
return tradeSeries;
}
public static TradeSeries GetHistoricalTrades(string provider, Instrument instrument, DateTime begin, DateTime end)
{
TradeSeries tradeSeries = new TradeSeries();
if (SmartQuant.Providers.ProviderManager.HistoricalDataProviders.Contains(provider))
{
TradeArray historicalTrades = SmartQuant.Instruments.DataManager.GetHistoricalTrades(SmartQuant.Providers.ProviderManager.HistoricalDataProviders[provider], instrument.instrument, begin, end);
foreach (SmartQuant.Data.Trade obj in historicalTrades)
{
tradeSeries.series.Add(obj);
}
}
return tradeSeries;
}
public static TradeSeries GetHistoricalTrades(string provider, Instrument instrument, DateTime begin, DateTime end)
{
TradeSeries tradeSeries = new TradeSeries();
if (FreeQuant.Providers.ProviderManager.HistoricalDataProviders.Contains(provider))
{
foreach (FreeQuant.Data.Trade trade in (DataArray)FreeQuant.Instruments.DataManager.GetHistoricalTrades(FreeQuant.Providers.ProviderManager.HistoricalDataProviders[provider], instrument.instrument, begin, end))
{
tradeSeries.series.Add((IDataObject)trade);
}
}
return(tradeSeries);
}
public static TradeSeries GetHistoricalTrades(string provider, Instrument instrument, DateTime begin, DateTime end)
{
TradeSeries tradeSeries = new TradeSeries();
if (SmartQuant.Providers.ProviderManager.HistoricalDataProviders.Contains(provider))
{
TradeArray historicalTrades = SmartQuant.Instruments.DataManager.GetHistoricalTrades(SmartQuant.Providers.ProviderManager.HistoricalDataProviders[provider], instrument.instrument, begin, end);
foreach (SmartQuant.Data.Trade obj in historicalTrades)
{
tradeSeries.series.Add(obj);
}
}
return(tradeSeries);
}
public void Add(TradeSeries tradeSeries)
{
tradeSeries.series.Draw();
}
public static BarSeries CompressBars(TradeSeries trades, BarType barType, long barSize)
{
return DataManager.CompressBars(new TradeDataEnumerator(trades), barType, 1L, barSize);
}
public static BarSeries CompressBars(TradeSeries trades, BarType barType, long barSize)
{
return(DataManager.CompressBars(new TradeDataEnumerator(trades), barType, 1L, barSize));
}
public void Add(TradeSeries tradeSeries)
{
tradeSeries.series.Draw();
}
public TradeDataEnumerator(TradeSeries series)
: base(series.Count)
{
this.series = series;
}
