public int GetBarCount(RE.SymbolFreq symbolFreq)
{
var symbol = jSymbol(symbolFreq);
Log.info("CALLBACK: GetBarCount : for symbol " + symbol);
return(symbol.barCount());
}
public DateTime GetFirstBarDate(RE.SymbolFreq symbolFreq)
{
var symbol = jSymbol(symbolFreq);
Log.info("CALLBACK: GetFirstBarDate : for symbol " + symbol);
return(date(symbol.firstBarDate()));
}
public List <RE.BarData> LoadLastBars(RE.SymbolFreq symbolFreq, int barCount)
{
var symbol = jSymbol(symbolFreq);
Log.info("CALLBACK: LoadLastBars : count " + barCount + " for symbol " + symbol);
return(barDatas(symbol.lastBars(barCount)));
}
public List <RE.BarData> LoadBars(RE.SymbolFreq symbolFreq, DateTime startDateTime, DateTime endDateTime)
{
var symbol = jSymbol(symbolFreq);
var range = range_(startDateTime, endDateTime);
Log.info("CALLBACK: LoadBars : range " + range + " for symbol " + symbol);
return(barDatas(symbol.bars(range)));
}
static JSymbol jSymbol(RE.SymbolFreq protoSymbol)
{
Bomb.unless(protoSymbol.Frequency.Equals(1440), () => "only daily bars are currently supported");
return(new JSymbol(protoSymbol.Symbol.Name, protoSymbol.Symbol.SymbolInformation.ContractSize));
}
public bool DeleteBars(RE.SymbolFreq symbol)
{
throw new NotImplementedException();
}
public int SaveBars(RE.SymbolFreq symbol, List <RE.BarData> bars)
{
throw new NotImplementedException();
}
