IEnumerableEx <TEntity> IMarketDataStorage <TEntity> .Load(DateTime date)
{
if (typeof(TEntity) == typeof(Candle))
{
var messages = Load(date);
return(messages
.Cast <CandleMessage>()
.ToEx(messages.Count)
.ToCandles <TEntity>(_security.GetSecurity(date))
.ToEx(messages.Count));
}
else
{
return(Load(date).ToEntities <TMessage, TEntity>(_security.GetSecurity(date)));
}
}
IEnumerable <Candle> IMarketDataStorage <Candle> .Load(DateTime date)
{
var messages = Load(date);
return(messages
.ToCandles <TCandle>(_security.GetSecurity(date.ApplyTimeZone(TimeZoneInfo.Utc)))
.Cast <Candle>());
}
IEnumerableEx <Candle> IMarketDataStorage <Candle> .Load(DateTime date)
{
var messages = Load(date);
return(messages
.ToCandles <TCandle>(_security.GetSecurity(date))
.Cast <Candle>()
.ToEx(messages.Count));
}
IEnumerableEx<TEntity> IMarketDataStorage<TEntity>.Load(DateTime date)
{
var security = _security.GetSecurity(date.ApplyTimeZone(TimeZoneInfo.Utc));
if (typeof(TEntity) == typeof(Candle))
{
var messages = Load(date);
return messages
.Cast<CandleMessage>()
.ToEx(messages.Count)
.ToCandles<TEntity>(security)
.ToEx(messages.Count);
}
else
return Load(date).ToEntities<TMessage, TEntity>(security);
}
private IMarketDataStorage<T> GetStorage(DateTime date)
{
return _getStorage(_security.GetSecurity(date.ApplyTimeZone(TimeZoneInfo.Utc)), Drive.Drive);
}
/// <summary>
/// To load messages from embedded storages for specified date.
/// </summary>
/// <param name="date">Date.</param>
/// <returns>The messages.</returns>
protected override IEnumerable <T> OnLoad(DateTime date)
{
var securityId = _security.ToSecurityId();
var currentSecurityId = _security.GetSecurity(date);
foreach (Message msg in base.OnLoad(date))
{
switch (msg.Type)
{
case MessageTypes.CandlePnF:
case MessageTypes.CandleRange:
case MessageTypes.CandleRenko:
case MessageTypes.CandleTick:
case MessageTypes.CandleTimeFrame:
case MessageTypes.CandleVolume:
{
var candleMsg = (CandleMessage)msg;
if (candleMsg.SecurityId == currentSecurityId)
{
yield return(ReplaceSecurityId(msg, securityId));
}
break;
}
case MessageTypes.Execution:
{
var execMsg = (ExecutionMessage)msg;
if (execMsg.SecurityId == currentSecurityId)
{
yield return(ReplaceSecurityId(msg, securityId));
}
break;
}
case MessageTypes.QuoteChange:
{
var quoteMsg = (QuoteChangeMessage)msg;
if (quoteMsg.SecurityId == currentSecurityId)
{
yield return(ReplaceSecurityId(msg, securityId));
}
break;
}
case MessageTypes.Level1Change:
{
var l1Msg = (Level1ChangeMessage)msg;
if (l1Msg.SecurityId == currentSecurityId)
{
yield return(ReplaceSecurityId(msg, securityId));
}
break;
}
default:
yield return((T)msg);
break;
}
}
}
private IMarketDataStorage <T> GetStorage(DateTime date)
{
return(_getStorage(_security.GetSecurity(date), Drive.Drive));
}