public IBHistoricalDataRequest(
IBAdapter adapter,
IHistoryDataConsumer consumer,
Contract contract,
DateTime begin,
DateTime end,
HistoryProviderSpan span,
string whatToShow,
int useRth,
int formatDate)
{
this.adapter = adapter;
Consumer = consumer;
this.contract = contract;
this.begin = begin;
this.end = end;
this.span = span;
this.whatToShow = whatToShow;
this.useRth = useRth;
this.formatDate = formatDate;
TimeSpan?minDuration, maxDuration;
IBHistoryDataLimits.GetHistoryDataLimits(span, out minDuration, out maxDuration);
var durationTimespan = end - begin;
switch (span)
{
case HistoryProviderSpan.Minute:
case HistoryProviderSpan.Minute5:
case HistoryProviderSpan.Minute10:
case HistoryProviderSpan.Minute15:
case HistoryProviderSpan.Minute30:
if (durationTimespan >= maxDuration || durationTimespan > IBHistoryDataLimits.MaxBarsPerRequest)
{
duration = (int)Math.Ceiling(durationTimespan.TotalDays);
durationSuffix = " D";
}
else
{
duration = (int)Math.Ceiling(durationTimespan.TotalSeconds);
durationSuffix = " S";
}
break;
case HistoryProviderSpan.Hour:
case HistoryProviderSpan.Hour4:
case HistoryProviderSpan.Day:
case HistoryProviderSpan.Week:
case HistoryProviderSpan.Month:
duration = (int)Math.Ceiling(durationTimespan.TotalDays);
durationSuffix = " D";
break;
default:
throw new ArgumentOutOfRangeException(nameof(span), span, null);
}
}
public IBConnector(IBParameters settings)
{
this.settings = settings;
IBFeed = new IBFeed(this);
IBOrderRouter = new IBOrderRouter(this, settings.SessionUid, settings.RouterMode);
Adapter = new IBAdapter(this, settings.InstrumentConverter);
ContractContainer = new ContractContainer(Adapter, settings.InstrumentConverter);
ConnectionStatusProviders = new IConnectionStatusProvider[] { this };
}
public IBHistoryDataSubscription(
IBAdapter adapter,
IHistoryDataConsumer consumer,
Instrument instrument,
Contract contract,
HistoryProviderSpan span
)
{
this.adapter = adapter;
this.consumer = consumer;
this.contract = contract;
this.span = span;
historyData = new HistoryData(instrument, DateTime.Today, DateTime.Today, span);
}
/// <summary>
/// Конструктор
/// </summary>
public ContractContainer(IBAdapter adapter, InstrumentConverter <IBInstrumentData> instrumentConverter)
{
this.adapter = adapter;
this.instrumentConverter = instrumentConverter;
}