public static TickSet FromFile(string fileName, bool load = false)
{
var nameOnly = Path.GetFileName(fileName);
if (!nameOnly.StartsWith("FXCM_FCAPI_"))
{
throw new ArgumentOutOfRangeException(nameof(fileName));
}
if (!nameOnly.EndsWith("_00_24H_EST.csv"))
{
throw new ArgumentOutOfRangeException(nameof(fileName));
}
var fields = nameOnly.Split('_');
var symbol = (Symbol)Enum.Parse(typeof(Symbol), fields[2]);
var year = int.Parse(fields[3]);
var month = int.Parse(fields[4]);
var day = int.Parse(fields[5]);
var date = new DateTime(year, month, day);
var tickSet = new TickSet(symbol, date);
if (load)
{
tickSet.Load(fileName);
}
return(tickSet);
}
public void Fetch(Symbol symbol, DateTime date)
{
if (!symbol.IsDefinedEnum())
{
throw new ArgumentOutOfRangeException(nameof(symbol));
}
if (date.Kind != DateTimeKind.Unspecified)
{
throw new ArgumentException("\"date.Kind\" must be \"Unspecified\"!");
}
var ticks = new SortedDictionary <DateTime, Tick>();
O2GSession session = null;
try
{
session = O2GTransport.createSession();
var statusListener = new StatusListener(session);
statusListener.OnStatus += (s, e) =>
OnStatus?.Invoke(this, new StatusArgs((Status)(int)e.Status));
statusListener.OnError += (s, e) =>
OnError?.Invoke(this, new ErrorArgs(e.Kind, e.Message));
session.subscribeSessionStatus(statusListener);
statusListener.Reset();
session.login(userName, password, URL, connection);
if (statusListener.WaitEvents() && statusListener.IsConnected)
{
var canUnsubscribeResponse = false;
ResponseListener responseListener = null;
try
{
responseListener = new ResponseListener(session);
responseListener.OnRequestFailed += (s, e) =>
OnError?.Invoke(this, new ErrorArgs(ErrorKind.Session, e.ErrorMessage));
//????????????????????
responseListener.OnNoTicks += (s, e) =>
{
};
session.subscribeResponse(responseListener);
canUnsubscribeResponse = true;
GetTicks(ticks, symbol, date, session, responseListener);
var tickSet = new TickSet(symbol, date);
tickSet.Load(ticks.Values);
OnTickSet?.Invoke(this, new TickSetArgs(tickSet));
}
catch (Exception error)
{
OnError?.Invoke(this, new ErrorArgs(ErrorKind.Client, error.Message));
}
finally
{
statusListener.Reset();
session.logout();
statusListener.WaitEvents();
if (canUnsubscribeResponse)
{
session.unsubscribeResponse(responseListener);
}
}
}
session.unsubscribeSessionStatus(statusListener);
}
catch (TimeoutException error)
{
OnError?.Invoke(this, new ErrorArgs(ErrorKind.Timeout, error.Message));
}
catch (Exception error)
{
OnError?.Invoke(this, new ErrorArgs(ErrorKind.Client, error.Message));
}
finally
{
if (session != null)
{
session.Dispose();
}
}
}
internal TickSetArgs(TickSet tickSet)
{
TickSet = tickSet;
}
