public Bar[] GetBars(string symbol, PriceType priceType, BarPeriod period, DateTime startTime, DateTime endTime)
{
try
{
var forexPeriodicity = StorageConvert.ToPeriodicity(period);
var forexPriceType = StorageConvert.ToFxPriceType(priceType);
var manager = this.storage.GetOrCreateHistoryManager(symbol);
if (this.source != null)
{
// online mode
if (!manager.BarsAreSynchronized(this.source, symbol, forexPeriodicity, forexPriceType, startTime, endTime, false))
{
manager.SynchronizeBars(this.source, symbol, forexPeriodicity, forexPriceType, startTime, endTime, false, NullCallback);
}
}
var bars = new List <HistoryBar>();
if (startTime < endTime)
{
ForwardFillBars(manager, symbol, forexPeriodicity, forexPriceType, startTime, endTime, bars);
}
else
{
BackwardFillBars(manager, symbol, forexPeriodicity, forexPriceType, startTime, endTime, bars);
}
var result = bars.Select(o => StorageConvert.ToBar(o, period)).ToArray();
return(result);
}
catch (StorageHistoryNotFoundException ex)
{
throw new HistoryNotFoundException("GetBars", ex);
}
}
Bar[] GetOfflineBars(string symbol, PriceType priceType, BarPeriod period, DateTime startTime, int barsNumber)
{
var manager = this.storage.GetOrCreateHistoryManager(symbol);
var fxPriceType = StorageConvert.ToFxPriceType(priceType);
var report = manager.QueryBarHistory(startTime, -barsNumber, symbol, period.ToString(), fxPriceType);
var items = report.Items;
if (barsNumber > 0)
{
return(items.Select(o => StorageConvert.ToBar(o, period)).ToArray());
}
else if (barsNumber < 0)
{
return(items.Select(o => StorageConvert.ToBar(o, period)).Reverse().ToArray());
}
return(Enumerable.Empty <Bar>().ToArray());
}
