internal static string CombinedBarsRangeTime(string symbol, BarPeriod barPeriod, DateTime startTime, DateTime endTime, double barCountDbl)
{
var isTimeZero = FdkHelper.IsTimeZero(startTime);
BarData[] barsDataBid;
BarData[] barsDataAsk;
if (FdkHelper.IsTimeZero(startTime))
{
var barCount = (int)barCountDbl;
if (barCount == 0)
{
barCount = FdkBars.HugeCount;
}
barsDataAsk = CalculateBarsForSymbolArray(symbol, PriceType.Ask, endTime, barPeriod, barCount);
barsDataBid = CalculateBarsForSymbolArray(symbol, PriceType.Bid, endTime, barPeriod, barCount);
}
else
{
barsDataAsk = CalculateBarsForSymbolArrayRangeTime(symbol, PriceType.Ask, startTime, endTime, barPeriod);
barsDataBid = CalculateBarsForSymbolArrayRangeTime(symbol, PriceType.Bid, startTime, endTime, barPeriod);
}
ReversIfNeed(barsDataAsk);
ReversIfNeed(barsDataBid);
var barsData = FdkBarsMerger.ProcessedBarsResult(barsDataBid, barsDataAsk);
//LogBars(barsData);
var bars = FdkVars.RegisterVariable(barsData, "bars");
return(bars);
}
public static int ConnectToFdk(string address, string login, string password, string path)
{
Calculator = null;
Console.WriteLine("Connecting ... ");
var result = FdkHelper.ConnectToFdk(address, login, password, path);
Console.WriteLine("Done");
return(result);
}
public static string ComputeBarsRangeTime(string symbol, string priceTypeStr, string barPeriodStr,
DateTime startTime, DateTime endTime, double barCountDbl)
{
Stopwatch stopWatch = Stopwatch.StartNew();
try
{
var barPeriod = FdkHelper.GetFieldByName <BarPeriod>(barPeriodStr);
if (barPeriod == null)
{
return(string.Empty);
}
if (priceTypeStr == "BidAsk")
{
return(CombinedBarsRangeTime(symbol, barPeriod, startTime, endTime, barCountDbl));
}
var priceType = FdkHelper.ParseEnumStr <PriceType>(priceTypeStr);
if (priceType == null)
{
return(string.Empty);
}
Log.InfoFormat("FdkBars.ComputeBarsRangeTime( symbol: {0}, barPeriod: {1}, startTime: {2}, endTime: {3}, barCount: {4} priceType: {5})",
symbol, barPeriodStr, startTime, endTime, barCountDbl, priceType);
BarData[] barsData;
if (FdkHelper.IsTimeZero(startTime))
{
var barCount = (int)barCountDbl;
if (barCount == 0)
{
barCount = HugeCount;
}
barsData = CalculateBarsForSymbolArray(symbol, priceType.Value, endTime, barPeriod, barCount);
}
else
{
barsData = CalculateBarsForSymbolArrayRangeTime(symbol, priceType.Value, startTime, endTime, barPeriod);
}
Log.InfoFormat("Elapsed time: {0} ms for {1} items", stopWatch.ElapsedMilliseconds, barsData.Length);
var bars = FdkVars.RegisterVariable(barsData, "bars");
return(bars);
}
catch (Exception ex)
{
Log.Error(ex);
throw;
}
}
public static string ComputeGetPairBarsRange(string symbol, string barPeriodStr, DateTime startTime, DateTime endTime)
{
var barPeriod = FdkHelper.GetFieldByName <BarPeriod>(barPeriodStr);
if (barPeriod == null)
{
return(string.Empty);
}
var barsData = FdkBarPairs.GetPairBarsSymbolArrayRangeTime(symbol, barPeriod, startTime, endTime);
var bars = FdkVars.RegisterVariable(barsData, "barPairs");
return(bars);
}
public static int ConnectToFdk(string address, string login, string password, string path)
{
Console.WriteLine("Connecting ... ");
var result = FdkHelper.ConnectToFdk(address, login, password, path);
if (result == 0)
{
var symbolInfoDic = FdkHelper.Wrapper.GetSymbolsDict();
var symbolInfoList = symbolInfoDic.Values.ToList();
SetRatesOfCurrentTime rates = new SetRatesOfCurrentTime(symbolInfoList, Calculator);
rates.Process();
}
Console.WriteLine("Done");
return(result);
}
public static string ComputeBarsRangeTime(string symbol, string priceTypeStr, string barPeriodStr,
DateTime startTime, DateTime endTime, double barCountDbl)
{
try
{
var barPeriod = FdkHelper.GetFieldByName <BarPeriod>(barPeriodStr);
if (barPeriod == null)
{
return(string.Empty);
}
var priceType = FdkHelper.ParseEnumStr <PriceType>(priceTypeStr);
if (priceType == null)
{
return(string.Empty);
}
Log.InfoFormat("FdkBars.ComputeBarsRangeTime( symbol: {0}, barPeriod: {1}, startTime: {2}, endTime: {3}, barCount: {4})",
symbol, barPeriodStr, startTime, endTime, barCountDbl);
Bar[] barsData;
if (FdkHelper.IsTimeZero(startTime))
{
var barCount = (int)barCountDbl;
barsData = CalculateBarsForSymbolArray(symbol, priceType.Value, endTime, barPeriod, barCount);
}
else
{
barsData = CalculateBarsForSymbolArrayRangeTime(symbol, priceType.Value, startTime, endTime, barPeriod);
}
var bars = FdkVars.RegisterVariable(barsData, "bars");
return(bars);
}
catch (Exception ex)
{
Log.Error(ex);
throw;
}
}
public static DateTime[] ComputeGetBarsInfo(string symbol, string priceTypeStr, string barPeriodStr)
{
var barPeriod = FdkHelper.GetFieldByName <BarPeriod>(barPeriodStr);
if (barPeriod == null)
{
return(new DateTime[0]);
}
var priceType = FdkHelper.ParseEnumStr <PriceType>(priceTypeStr);
if (priceType == null)
{
return(new DateTime[0]);
}
var barsData = GetBarsInfo(symbol, priceType.Value, barPeriod);
var bars = new[]
{
barsData.AvailableFrom,
barsData.AvailableTo
};
return(bars);
}
static DateTime ValidTimeFromTwoTimes(DateTime bidTime, DateTime askTime)
{
return(FdkHelper.IsTimeZero(bidTime) ? askTime : bidTime);
}
public static void Disconnect()
{
Calculator = null;
FdkHelper.Disconnect();
FdkVars.ClearAll();
}
public static void DisplayDate(DateTime time)
{
FdkHelper.DisplayDate(time);
}
public static void Disconnect()
{
FdkHelper.Disconnect();
}