public static void ProcessQuotation(Quotation quotation, int volume) { CandleBuilder builder; if (!builders.TryGetValue(quotation.InstrumentID, out builder)) { builder = new CandleBuilder(CandleDAL.GetLast(quotation.InstrumentID), CandleType.Minute); builders.Add(quotation.InstrumentID, builder); } builder.ProcessQuotation(quotation, volume); DataSaver.AddCandle(builder.LastData); }
public static List <Candle> GetCandles(string instrumentID, CandleType type, DateTime fromTradingDay) { List <Candle> minuteCandles = CandleDAL.Get(instrumentID, fromTradingDay); if (type == CandleType.Minute) { return(minuteCandles); } else { return(CandleHelper.ConvertCandleToCandle(minuteCandles, type)); } }