Exemple #1
0
        public static QuoteArray GetHistoricalQuotes(IHistoricalDataProvider provider, Instrument instrument, DateTime datetime1, DateTime datetime2)
        {
            ArrayList  arrayList  = DataManager.r6ZT8iFUv(provider, instrument, DataManager.EDataSeries.Quote, datetime1, datetime2, -1L);
            QuoteArray quoteArray = new QuoteArray();

            foreach (Quote quote in arrayList)
            {
                quoteArray.Add(quote);
            }
            return(quoteArray);
        }
Exemple #2
0
        public QuoteArray GetQuoteArray(string series, DateTime datetime1, DateTime datetime2)
        {
            QuoteArray quotes = new QuoteArray();

            if (this.file.Series[series] != null)
            {
                foreach (Quote quote in this.file.Series[series].GetArray(datetime1, datetime2))
                {
                    quotes.Add(quote);
                }
            }
            return(quotes);
        }
Exemple #3
0
        private static void OnNewQuote(object sender, QuoteEventArgs e)
        {
            Instrument instrument = e.Instrument as Instrument ?? InstrumentManager.Instruments[e.Instrument.Symbol, e.Provider.Name];

            if (instrument == null)
            {
                return;
            }

            Quote quote = e.Quote;

            if (DataManager.quoteArrayLength != 0)
            {
                QuoteArray quoteArray = DataManager.quoteArrayList[instrument];
                quoteArray.Add(quote);
                if (DataManager.quoteArrayLength != -1 && quoteArray.Count > DataManager.quoteArrayLength)
                {
                    quoteArray.RemoveAt(0);
                }
            }
            instrument.EmitNewQuote(new QuoteEventArgs(quote, instrument, e.Provider));
        }