public override IDataProvider GetData(string Code, int Count)
{
CommonDataProvider cdp = new CommonDataProvider(this);
string s = LookupDataFile(Code, cdp, ref Fields);
if (s != "" && File.Exists(s))
{
using (FileStream fs = ReadData(s))
{
byte[] bb = new byte[Fields * 4];
byte[] bs = new byte[fs.Length - bb.Length];
fs.Read(bb, 0, bb.Length);
fs.Read(bs, 0, bs.Length);
float[] ff = new float[bs.Length / 4];
Buffer.BlockCopy(bs, 0, ff, 0, bs.Length);
fmsbin2ieee(ff);
int N = ff.Length / Fields;
double[] Date = new double[N];
double[] Open = new double[N];
double[] High = new double[N];
double[] Low = new double[N];
double[] Close = new double[N];
double[] Volume = new double[N];
double[] OpenInt = new double[N];
if (Fields == 5)
{
Open = Close;
OpenInt = Close;
}
for (int i = 0; i < N; i++)
{
int D = (int)ff[i * Fields];
DateTime DD = new DateTime(D / 10000 + 1900, (D / 100) % 100, D % 100);
int j = 0;
if (Fields == 8)
{
int T = (int)ff[i * Fields + 1];
DD += new TimeSpan(T / 10000, (T / 100) % 100, T % 100);
j = 1;
}
Date[i] = DD.ToOADate();
if (Fields >= 7)
{
Open[i] = ff[i * Fields + 1 + j];
High[i] = ff[i * Fields + 2 + j];
Low[i] = ff[i * Fields + 3 + j];
Close[i] = ff[i * Fields + 4 + j];
Volume[i] = ff[i * Fields + 5 + j];
OpenInt[i] = Close[i];
}
else
{
High[i] = ff[i * Fields + 1];
Low[i] = ff[i * Fields + 2];
Close[i] = ff[i * Fields + 3];
Volume[i] = ff[i * Fields + 4];
}
}
cdp.LoadBinary(new double[][] { Open, High, Low, Close, Volume, Date, OpenInt });
return(cdp);
}
}
else
{
cdp.LoadByteBinary(new byte[] {});
}
return(cdp);
}
