private T SendRequest <T>(IntervalPeriod periodInterval, DataType dataType = DataType.Bid) where T : HistoricalData
{
T data = null;
var request = new TimeHistoricalRequest(InstrumentsManager.Current, dataType, periodInterval.Period, periodInterval.Value);
data = HistoricalDataManager.Get(request, new Interval(GetFromPeriod(periodInterval), DateTime.UtcNow)) as T;
var result = new AsyncResult(data);
HistoricalDataManager.OnLoaded = (historianData) =>
{
result = new AsyncResult(historianData, true);
result.Status = "Done";
};
do
{
result.Status = "Loading";
} while (!result.IsReady);
asyncResults.Add(result);
data = result.Data as T;
return(data);
}
public override void Update(TickStatus args)
{
if (!historyRequested)
{
inst = InstrumentsManager.Current;
var dayRequest = new TimeHistoricalRequest(inst, DataType.Trade, Period.Day, 1);
var weekRequest = new TimeHistoricalRequest(inst, DataType.Trade, Period.Week, 1);
var monthRequest = new TimeHistoricalRequest(inst, DataType.Trade, Period.Month, 1);
dailyBars = HistoricalDataManager.Get(dayRequest, new Interval(DateTime.UtcNow.AddDays(-252).ToLocalTime(), DateTime.UtcNow.ToLocalTime())) as BarData;
weeklyBars = HistoricalDataManager.Get(weekRequest, new Interval(DateTime.UtcNow.AddDays(-250).ToLocalTime(), DateTime.UtcNow.ToLocalTime())) as BarData;
monthlyBars = HistoricalDataManager.Get(monthRequest, new Interval(DateTime.UtcNow.AddMonths(-160).ToLocalTime(), DateTime.UtcNow.ToLocalTime())) as BarData;
historyRequested = true;
}
if (args == TickStatus.IsBar)
{
Process();
}
}
