public void Load()
{
try {
var file = GetLocalDataFile();
if (File.Exists(file))
{
var list = JToken.Parse(File.ReadAllText(file));
var current = list.First;
while (current != null)
{
var manager = new TimeRangeManager();
var ranges = current["TimeRanges"].ToObject <TimeRange[]>();
foreach (var range in ranges)
{
manager.AddRange(range);
}
var products = current["Products"].ToObject <string>();
var keys = products.Split(',');
foreach (var key in keys)
{
_items[key] = manager;
}
current = current.Next;
}
}
}
catch (Exception) {
// ignored
}
}
public QBTimeBarFactoryItem(Instrument instrument, long barSize, bool enableLog = false)
: base(instrument, barSize, BarInput.Trade, ClockType.Exchange)
{
_enableLog = enableLog;
if (_enableLog)
{
_logger = LogManager.GetLogger("tbg." + instrument.Symbol);
}
IncludeFirstTick = true;
_timeRange = MarketDataFilter.Instance.GetFilter(instrument);
_clockType = ClockType.Exchange;
}
public static void SetTimeFilter(this Instrument inst, TimeRangeManager manager)
{
inst.Fields[QuantBoxConst.InstrumentTimeManagerOffset] = manager;
}