private static Dictionary <int, TimeSeries> GetInstrumentData(Trade trade, IDataSourcer dataSourcer, DateTime startDate, DateTime endDate)
{
var data = new Dictionary <int, TimeSeries>();
if (trade.Orders == null)
{
return(data);
}
foreach (EntityModel.Instrument inst in trade.Orders.Select(x => x.Instrument).Distinct(x => x.ID))
{
data.Add(inst.ID, new TimeSeries(dataSourcer.GetData(inst, startDate, endDate)));
}
return(data);
}
/// <summary>
/// When we need external data (benchmarking vs Opening price), this is
/// where we request it.
/// </summary>
private void RequestRequiredData()
{
_data.Clear();
Dictionary <Instrument, KeyValuePair <DateTime, DateTime> > neededDates = GetNeededDates();
foreach (var kvp in neededDates)
{
var instrument = kvp.Key;
DateTime fromDate = kvp.Value.Key;
DateTime toDate = kvp.Value.Value;
var data = _datasourcer.GetData(instrument, fromDate, toDate);
_data.Add(instrument.ID, data);
}
}
private static Dictionary<int, TimeSeries> GetInstrumentData(Trade trade, IDataSourcer dataSourcer, DateTime startDate, DateTime endDate)
{
var data = new Dictionary<int, TimeSeries>();
if (trade.Orders == null) return data;
foreach (EntityModel.Instrument inst in trade.Orders.Select(x => x.Instrument).Distinct(x => x.ID))
{
data.Add(inst.ID, new TimeSeries(dataSourcer.GetData(inst, startDate, endDate)));
}
return data;
}