/// <summary> /// Historic Bar Data Request Message /// </summary> public bool HistoricBarDataRequest(HistoricDataRequest historicDataRequest) { try { // Get Blackwood BarType Pacmid.Messages.DBARTYPE bwBarType = BlackwoodBarTypeConvertor.GetBarType(historicDataRequest.BarType); // Send Historic Data Request _session.RequestHistoricData(historicDataRequest.Security.Symbol, bwBarType, new DateTime(historicDataRequest.StartTime.Ticks, DateTimeKind.Local), new DateTime(historicDataRequest.EndTime.Ticks, DateTimeKind.Local), historicDataRequest.Interval, Convert.ToUInt32(historicDataRequest.Id)); if (Logger.IsInfoEnabled) { Logger.Info("Historic Data Request Sent: " + historicDataRequest, _type.FullName, "RequestHistoricBarData"); } return(true); } catch (Exception exception) { Logger.Error(exception, _type.FullName, "RequestHistoricBarData"); return(false); } }
public void GetTradeBarTypeTestCase() { string bartypeIntraDay = BlackwoodBarTypeConvertor.GetBarType(DBARTYPE.INTRADAY); string bartypeDaily = BlackwoodBarTypeConvertor.GetBarType(DBARTYPE.DAILY); string bartypeWeekly = BlackwoodBarTypeConvertor.GetBarType(DBARTYPE.WEEKLY); string bartypeMonthly = BlackwoodBarTypeConvertor.GetBarType(DBARTYPE.MONTHLY); string bartypeTick = BlackwoodBarTypeConvertor.GetBarType(DBARTYPE.TICK); Assert.AreEqual(BarType.INTRADAY, bartypeIntraDay, "Intra Bar"); Assert.AreEqual(BarType.DAILY, bartypeDaily, "Daily Bar"); Assert.AreEqual(BarType.WEEKLY, bartypeWeekly, "Weekly Bar"); Assert.AreEqual(BarType.MONTHLY, bartypeMonthly, "Monthly Bar"); Assert.AreEqual(BarType.TICK, bartypeTick, "Tick Bar"); }
public void GetBlackwoodBarTypeTestCase() { Pacmid.Messages.DBARTYPE dbartypeIntraDay = BlackwoodBarTypeConvertor.GetBarType(BarType.INTRADAY); Pacmid.Messages.DBARTYPE dbartypeDaily = BlackwoodBarTypeConvertor.GetBarType(BarType.DAILY); Pacmid.Messages.DBARTYPE dbartypeWeekly = BlackwoodBarTypeConvertor.GetBarType(BarType.WEEKLY); Pacmid.Messages.DBARTYPE dbartypeMonthly = BlackwoodBarTypeConvertor.GetBarType(BarType.MONTHLY); Pacmid.Messages.DBARTYPE dbartypeTick = BlackwoodBarTypeConvertor.GetBarType(BarType.TICK); Assert.AreEqual(DBARTYPE.INTRADAY, dbartypeIntraDay, "Intra Bar"); Assert.AreEqual(DBARTYPE.DAILY, dbartypeDaily, "Daily Bar"); Assert.AreEqual(DBARTYPE.WEEKLY, dbartypeWeekly, "Weekly Bar"); Assert.AreEqual(DBARTYPE.MONTHLY, dbartypeMonthly, "Monthly Bar"); Assert.AreEqual(DBARTYPE.TICK, dbartypeTick, "Tick Bar"); }