Esempio n. 1
0
        private void A6IkgWjeaP([In] object obj0, [In] HistoricalQuoteEventArgs obj1)
        {
            uRIUcg8mp5qy3pl442 riUcg8mp5qy3pl442 = (uRIUcg8mp5qy3pl442)null;

            if (!this.V43ldlVmhs.TryGetValue(obj1.RequestId, out riUcg8mp5qy3pl442))
            {
                return;
            }
            Instrument         key              = riUcg8mp5qy3pl442.tRpHqexTIJ();
            Quote              quote            = obj1.Quote;
            dtWG9eTloC3v1YLiPJ wg9eTloC3v1YliPj = (dtWG9eTloC3v1YLiPJ)null;

            if (this.sUBlFVkkCB.TryGetValue(key, out wg9eTloC3v1YliPj))
            {
                if (quote.DateTime < wg9eTloC3v1YliPj.aZTF2X8GaL() || quote.DateTime > wg9eTloC3v1YliPj.Kd2FKl42yG())
                {
                    key.Add(quote);
                }
            }
            else
            {
                key.Add(quote);
            }
            this.mwOkiJi9kn(riUcg8mp5qy3pl442, (HistoricalDataEventArgs)obj1);
        }
Esempio n. 2
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 private void OnNewHistoricalQuote(object sender, HistoricalQuoteEventArgs e)
 {
     if (e.RequestId == this.request.RequestId)
     {
         this.data.Add(e.Quote);
     }
 }
Esempio n. 3
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 public void EmitHistoricalQuote(global::OpenQuant.API.HistoricalDataRequest request, DateTime datetime, double bid, int bidSize, double ask, int askSize)
 {
     if (this.NewHistoricalQuote != null)
     {
         SmartQuant.Data.Quote    quote = new SmartQuant.Data.Quote(datetime, bid, bidSize, ask, askSize);
         HistoricalQuoteEventArgs args  = new HistoricalQuoteEventArgs(quote, request.request.RequestId, request.request.Instrument, this, 0);
         this.NewHistoricalQuote(this, args);
     }
 }
Esempio n. 4
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        private void provider_NewHistoricalQuote(object sender, HistoricalQuoteEventArgs args)
        {
            DownloadViewItem downloadViewItem = (DownloadViewItem)null;

            if (!this.items.TryGetValue(((HistoricalDataEventArgs)args).RequestId, out downloadViewItem))
            {
                return;
            }
            downloadViewItem.Instrument.Add(args.Quote);
            this.UpdateDownloadItem(downloadViewItem, (HistoricalDataEventArgs)args);
        }
Esempio n. 5
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		public void EmitHistoricalQuote(global::OpenQuant.API.HistoricalDataRequest request, DateTime datetime, double bid, int bidSize, double ask, int askSize)
		{
			if (this.NewHistoricalQuote != null)
			{
				SmartQuant.Data.Quote quote = new SmartQuant.Data.Quote(datetime, bid, bidSize, ask, askSize);
				HistoricalQuoteEventArgs args = new HistoricalQuoteEventArgs(quote, request.request.RequestId, request.request.Instrument, this, 0);
				this.NewHistoricalQuote(this, args);
			}
		}