public static IDataSeries GetDataSeries(Instrument instrument, DataManager.EDataSeries series) { string suffix; switch (series) { case DataManager.EDataSeries.Daily: suffix = SUFFIX_DAILY; break; case DataManager.EDataSeries.Trade: suffix = SUFFIX_TRADE; break; case DataManager.EDataSeries.Quote: suffix = SUFFIX_QUOTE; break; case DataManager.EDataSeries.Bar: suffix = SUFFIX_BAR; break; case DataManager.EDataSeries.MarketDepth: suffix = SUFFIX_MARKET_DEPTH; break; case DataManager.EDataSeries.Fundamental: suffix = SUFFIX_FUNDAMENTAL; break; case DataManager.EDataSeries.CorporateAction: suffix = SUFFIX_CORPORATE_ACTION; break; default: throw new ArgumentException("Eerro: {0}" + series.ToString()); } return(DataManager.server.GetDataSeries(instrument.Symbol + SERIES_SEPARATOR + suffix)); }
private static ArrayList r6ZT8iFUv(IHistoricalDataProvider provider, Instrument instrument, DataManager.EDataSeries dataType, DateTime beginDate, DateTime endDate, long barSize) { if (provider == null) { throw new ArgumentNullException("Provider is null"); } if (instrument == null) { throw new ArgumentNullException("Instrument is null"); } if (!provider.IsConnected) { provider.Connect(10000); if (!provider.IsConnected) { throw new InvalidOperationException("Provider cannot make a connection"); } } HistoricalDataRequest request = new HistoricalDataRequest(); request.Instrument = instrument; switch (dataType) { case DataManager.EDataSeries.Daily: request.DataType = HistoricalDataType.Daily; break; case DataManager.EDataSeries.Trade: request.DataType = HistoricalDataType.Trade; break; case DataManager.EDataSeries.Quote: request.DataType = HistoricalDataType.Quote; break; case DataManager.EDataSeries.Bar: request.DataType = HistoricalDataType.Bar; request.BarSize = barSize; break; } request.BeginDate = beginDate; request.EndDate = endDate; return(new HistoricalDataGetter(provider, request).GetData()); }
public IDataSeries GetDataSeries(DataManager.EDataSeries series) { return(DataManager.GetDataSeries(this, series)); }