private void BarRequest(CQGCEL cel, IEnumerable<string> symbols, int rangeStart, int rangeEnd, int sessionFilter, string historicalPeriod, string continuationType)
{
if (_shouldStop) return;
_aSymbolStates.Clear();
_aContinuationType = continuationType;
_aHistoricalPeriod = eHistoricalPeriod.hpUndefined;
TableType(historicalPeriod);
_historicalPeriod = historicalPeriod;
foreach (string smb in symbols)
{
_logger.LogAdd("Creating request for symbol:" + smb, Category.Information, true);
DatabaseManager.CreateBarsTable(smb, _aTableType);
CQGTimedBarsRequest request = cel.CreateTimedBarsRequest();
//LineTime = CEL.Environment.LineTime;
request.RangeStart = rangeStart;
request.RangeEnd = rangeEnd;
request.SessionsFilter = sessionFilter;
request.Symbol = smb;
request.IntradayPeriod = _aIntradayPeriod;
if (_aHistoricalPeriod != eHistoricalPeriod.hpUndefined)
request.HistoricalPeriod = _aHistoricalPeriod;
var bars = cel.RequestTimedBars(request);
var curTimedBars = cel.AllTimedBars.ItemById[bars.Id];
if (curTimedBars.Status == eRequestStatus.rsInProgress)
{
_logger.LogAdd("Request is 'In progress' for symbol:" + smb, Category.Information, true);
var ss = new SymbolState { IsCollected = false, IsSuccess = false };
if (!_aSymbolStates.ContainsKey(smb))
_aSymbolStates.Add(smb, ss);
}
OnSymbolCollectStart(smb);
}
}
public static void BarRequest(string symbolName)
{
try
{
if (!Cel.IsStarted)
{
FinishCollectingSymbol(symbolName, false, 0, "CQG not started");
return;
}
Cel.NewInstrument(symbolName);
var tableName = ClientDatabaseManager.GetBarTableFromSymbol(symbolName, GetTableType(_historicalPeriod));
_aHistoricalPeriod = eHistoricalPeriod.hpUndefined;
if (ClientDatabaseManager.BarTableExist(tableName))
{
if (!ClientDatabaseManager.MonthCharYearExist(tableName))
{
ClientDatabaseManager.AddMonthCharYearColumnsToBarTable(tableName);
}
if (ClientDatabaseManager.YearCharExist(tableName))
{
ClientDatabaseManager.DeleteWrongColumnsFromTable(tableName);
}
if (Settings.Default.MakeBigger)
{
ClientDatabaseManager.MakeBarTableBigger(symbolName, GetTableType(_historicalPeriod));
}
}
else
{
ClientDatabaseManager.CreateBarsTable(symbolName, GetTableType(_historicalPeriod));
}
//DatabaseManager.CreateBarsTable(symbolName, GetTableType(_historicalPeriod));
CQGTimedBarsRequest request = Cel.CreateTimedBarsRequest();
request.RangeStart = _rangeStart;
request.RangeEnd = _rangeEnd;
request.SessionsFilter = _sessionFilter;
request.Symbol = symbolName;
request.Continuation = ConvertToTsts(_continuationType);
request.IntradayPeriod = GetIntradayPeriod(_historicalPeriod);
if (_aHistoricalPeriod != eHistoricalPeriod.hpUndefined)
{
request.HistoricalPeriod = _aHistoricalPeriod;
}
var bars = Cel.RequestTimedBars(request);
var curTimedBars = Cel.AllTimedBars.ItemById[bars.Id];
if (curTimedBars.Status == eRequestStatus.rsInProgress)
{
}
}
catch (Exception ex)
{
Console.WriteLine(ex);
}
}
