/// <summary>
/// Load history for special date
/// </summary>
/// <param name="date"></param>
public void Load(DateTime date)
{
string filePath = GetFilePath(date);
this.Clear();
if (!File.Exists(filePath))
{
return;
}
using (StreamReader stream = File.OpenText(filePath))
{
XmlSerializer serializer = new XmlSerializer(typeof(Level2History));
Level2History tmpHistory = serializer.Deserialize(stream) as Level2History;
this.Symbol = tmpHistory.Symbol;
this.AddRange(tmpHistory);
}
}
/// <summary>
/// Add Dom snapshot from dde server data
/// </summary>
/// <param name="table"></param>
public static void AddSnapShotFromDde(string symbol, object[][] table)
{
// Create level 2 shapshot from table
Level2 snapShot = new Level2(symbol, table, DateTime.Now);
// Get level2 history for symbol
Level2History history;
if (Level2Histories.ContainsKey(symbol))
{
// Add snapshot to existing
history = Level2Histories[symbol];
}
else
{
history = new Level2History(symbol)
{
SaveOnExit = true
};
Level2Histories.Add(symbol, history);
// Add this history to bars
if (QuikQuotesLoader.HistoryBars.ContainsKey(symbol))
{
QuikQuotesLoader.HistoryBars[symbol].Level2History = history;
}
}
if (history.Count != 0 &&
snapShot.Time.Minute % 5 == 1 &&
history.Last().Time.Minute != snapShot.Time.Minute)
{
// Save history
history.Save();
}
// Add to history
history.Add(snapShot);
//history.Save();
//history.Load(snapShot.Time);
}
/// <summary>
/// Constructor
/// </summary>
/// <param name="symbol"></param>
/// <param name="scale"></param>
/// <param name="interval"></param>
public BarsAndDom(string symbol, BarScale scale, int interval) : base(symbol, scale, interval)
{
Level2History = new Level2History(Symbol);
}
