private static void AddMinutesToGrid(List <IRecord> minutes, MinuteRequest request)
{
string symbol = request.Symbol;
foreach (IRecord rec in minutes)
{
if (cancelRequest)
{
break;
}
var minute = (IMinute)rec;
var record = minute as IIntradayRecord;
var sym = record != null ? record.Symbol : symbol;
var bar = new MinuteBar
{
Close = (decimal)(minute.Close * Data.PriceMultiplier),
High = (decimal)(minute.High * Data.PriceMultiplier),
Interval = request.Interval,
Low = (decimal)(minute.Low * Data.PriceMultiplier),
Open = (decimal)(minute.Open * Data.PriceMultiplier),
Symbol = sym,
Volume = minute.Volume,
Time = minute.Timestamp
};
Data.MinuteBars.Add(bar);
}
}
void AddNewBarInDb(MinuteBar minuteBar)
{
using (var con = OpenConnection())
{
using (var command = con.CreateCommand())
{
command.CommandText =
"INSERT INTO minutebars (open, high, low, close, symbol, TimeFrame,volume, bartime) VALUES (?o,?h,?l,?c,?s,?tf,?v, ?bt)";
command.Parameters.AddWithValue("?o", (minuteBar.Open / Data.PriceMultiplier));
command.Parameters.AddWithValue("?h", minuteBar.High / Data.PriceMultiplier);
command.Parameters.AddWithValue("?l", minuteBar.Low / Data.PriceMultiplier);
command.Parameters.AddWithValue("?c", minuteBar.Close / Data.PriceMultiplier);
command.Parameters.AddWithValue("?s", minuteBar.Symbol.Substring(0, 2));
command.Parameters.AddWithValue("?v", minuteBar.Volume);
command.Parameters.AddWithValue("?tf", minuteBar.Interval);
command.Parameters.AddWithValue("?bt", minuteBar.Time);
var result = command.ExecuteNonQuery();
if (result == 1)
{
Console.WriteLine("INB in DB:" + minuteBar.Open / Data.PriceMultiplier + " H:" +
minuteBar.High / Data.PriceMultiplier + " L:" +
minuteBar.Low / Data.PriceMultiplier +
" C:" + minuteBar.Close / Data.PriceMultiplier +
" Symbol:" + minuteBar.Symbol + " Timeframe:" + minuteBar.Interval
);
}
else
{
Console.WriteLine("Adding new bar into db was unsuccessful!");
}
}
}
}
/// <summary>
/// Converts the list to bar.
/// </summary>
/// <param name="list">The list.</param>
/// <param name="contractcode"></param>
/// <param name="tf"></param>
/// <returns></returns>
private static MinuteBar ConvertListToBar(List <MinuteBar> list, string contractcode, int tf)
{
var barC = list.Last().Close;
var barH = list.Max(x => x.High);
var barL = list.Min(x => x.Low);
var barO = list.First().Open;
var volume = list.Sum(x => x.Volume);
var symbol = contractcode;
var minuteBar = new MinuteBar
{
Open = barO,
High = barH,
Low = barL,
Close = barC,
Interval = tf,
Symbol = symbol,
Volume = volume,
Time = DateTime.Now.AddHours(-7).AddMinutes(-tf)
};
Console.WriteLine("New bar O:" + minuteBar.Open / Data.PriceMultiplier + " H:" +
minuteBar.High / Data.PriceMultiplier + " L:" +
minuteBar.Low / Data.PriceMultiplier +
" C:" + minuteBar.Close / Data.PriceMultiplier +
" Symbol:" + minuteBar.Symbol + " Timeframe:" + minuteBar.Interval
);
return(minuteBar);
}
