| public GetIndex ( DateTime dateTime, SearchOption option = SearchOption.Prev ) : long | ||
| dateTime | DateTime | |
| option | SearchOption | |
| Résultat | long | |
public TickSeries GetHistoricalTicks(TickType type, Instrument instrument, DateTime dateTime1, DateTime dateTime2)
{
DataSeries ds = null;
switch (type)
{
case TickType.Bid:
ds = GetDataSeries(instrument, DataObjectType.Bid, BarType.Time, 60);
break;
case TickType.Ask:
ds = GetDataSeries(instrument, DataObjectType.Ask, BarType.Time, 60);
break;
case TickType.Trade:
ds = GetDataSeries(instrument, DataObjectType.Trade, BarType.Time, 60);
break;
}
var ts = new TickSeries();
if (ds != null && ds.Count != 0)
{
var index1 = ds.GetIndex(dateTime1, SearchOption.Next);
var index2 = ds.GetIndex(dateTime2, SearchOption.Prev);
for (long i = index1; i <= index2; i++)
{
var obj = ds[i];
switch (type)
{
case TickType.Bid:
if (obj.TypeId == DataObjectType.Bid)
{
ts.Add((Bid)obj);
}
else
{
Console.WriteLine($"DataManager::GetHistoricalTicks Error, object type is not Bid {obj}");
}
break;
case TickType.Ask:
if (obj.TypeId == DataObjectType.Ask)
{
ts.Add((Ask)obj);
}
else
{
Console.WriteLine($"DataManager::GetHistoricalTicks Error, object type is not Ask {obj}");
}
break;
case TickType.Trade:
if (obj.TypeId == DataObjectType.Trade)
{
ts.Add((Trade)obj);
}
else
{
Console.WriteLine($"DataManager::GetHistoricalTicks Error, object type is not Trade {obj}");
}
break;
}
}
}
return(ts);
}
