MarketSeries IDataSource.GetMarketSeries(string key, DateTime?startDate, DateTime?endDate)
{
string symbolCode;
TimeFrame timeFrame;
MarketSeriesUtilities.DecodeKey(key, out symbolCode, out timeFrame);
return(this.GetMarketSeries(symbolCode, timeFrame, startDate, endDate));
}
public MarketSeries GetMarketSeries(string key, DateTime?startDate = null, DateTime?endDate = null)
{
if (dict.ContainsKey(key))
{
var result = dict[key];
if (startDate.HasValue && result.OpenTime.Count > 0)
{
var diff = result.OpenTime[0] - startDate.Value;
string symbolCode;
TimeFrame timeFrame;
MarketSeriesUtilities.DecodeKey(key, out symbolCode, out timeFrame);
if (diff > timeFrame.TimeSpan)
{
// TODO: Try to reload with requested startDate
Console.WriteLine($"WARN GetMarketSeries({key}) first data item has open time of {result.OpenTime[0]} but requested start time is {startDate.Value}");
}
// TODO - same check with endDate
}
return(result);
}
if (IsHistorical)
{
foreach (var source in Sources)
{
var series = source.GetMarketSeries(key, startDate, endDate);
if (series == null)
{
continue;
}
dict.Add(key, series);
return(series);
}
}
else
{
var split = key.Split(';');
// TODO: Return null if live data not available
var series = (MarketSeries)this.Feed.GetMarketSeries(split[0], split[1]); // REVIEW Cast
dict.Add(key, series);
return(series);
}
//foreach (var source in historical ? historicalMarketSeries : Data.Dat)
//{
// var data = source[symbol]?[timeFrame];
// if (data != null) { return data; }
//}
return(null);
}
