public void SetColumns(IList <string> columns)
{
Series.Clear();
SeriesNames.Clear();
for (int i = 0; i < columns.Count; ++i)
{
IndicatorSeriesData data = new IndicatorSeriesData();
data.Name = columns[i];
Series.Add(columns[i], data);
SeriesNames.Add(i, columns[i]);
}
}
public IDictionary <DateTime, decimal> GetTimeseriesData(string ticker, string timeseries)
{
IDictionary <DateTime, decimal> values = null;
IndicatorData indData = null;
IndicatorSeriesData indSeriesData = null;
if (Indicators.TryGetValue(ticker, out indData) && indData.Series.TryGetValue(timeseries, out indSeriesData))
{
values = new Dictionary <DateTime, decimal>(indSeriesData.Values);
}
return(values);
}
public decimal GetDateValue(string ticker, string timeseries, DateTime dt)
{
decimal result = Decimal.MinValue;
IndicatorData indData = null;
IndicatorSeriesData indSeriesData = null;
if (Indicators.TryGetValue(ticker, out indData) && indData.Series.TryGetValue(timeseries, out indSeriesData))
{
DateTime k = indSeriesData.Values.Keys.LastOrDefault(x => x <= dt);
if (k != DateTime.MinValue)
{
result = indSeriesData.Values[k];
}
}
return(result);
}
public EErrorCodes GetTimeSeries(string country, string ticker, ETimeFrame timeframe, DateTime periodStart, DateTime periodEnd)
{
EErrorCodes result = EErrorCodes.GeneralError;
try
{
if (SessionToken != null)
{
GetTimeSeries reqGetTs = new GetTimeSeries();
reqGetTs.Ticker = ticker;
reqGetTs.CountryCode = country;
reqGetTs.SessionToken = SessionToken;
reqGetTs.PeriodStart = periodStart != DateTime.MinValue ? periodStart : DateTime.Parse("01/01/1970");
reqGetTs.PeriodEnd = periodEnd != DateTime.MinValue ? periodEnd : DateTime.Now;
reqGetTs.TimeFrame = timeframe;
GetTimeSeriesResponse resGetTs = Post <GetTimeSeries, GetTimeSeriesResponse>("/api/timeseries/GetTimeSeries", reqGetTs);
if (resGetTs.Success)
{
// creating new records if needed
IndicatorData indData = null;
if (Indicators.TryGetValue(ticker, out indData))
{
for (int i = 0; i < resGetTs.Payload.Values.Quotes.Count; ++i)
{
QuoteRecord rec = resGetTs.Payload.Values.Quotes[i];
for (int v = 0; v < rec.Values.Count; ++v)
{
String sTsName = indData.SeriesNames[v];
IndicatorSeriesData indTsData = null;
if (indData.Series.TryGetValue(sTsName, out indTsData))
{
indTsData.Values.Add(
rec.Time,
rec.Values[v]
);
}
}
}
result = EErrorCodes.Success;
}
else
{
result = EErrorCodes.TickerNotFound;
}
}
else
{
_lastError = new Exception(resGetTs.Errors[0].Message);
result = resGetTs.Errors[0].Code;
}
}
else
{
return(EErrorCodes.SessionClosed);
}
}
catch (Exception ex)
{
_lastError = ex;
result = EErrorCodes.GeneralError;
}
return(result);
}