public HistorySimulator(BasicParam customParam, bool IsTestingMode, FxAdvisorCore.SimpleAdvisor advisor, StrategyParameter currentStrategyParam, string symbol, IMeta meta) { this.CustomParam = customParam; this.IsSuccessful = false; if (IsTestingMode) { rootPath = System.Configuration.ConfigurationManager.AppSettings["QuotesFullPath"]; } this.Advisor = advisor; this.CurrentStrategyParam = currentStrategyParam; this.Symbol = InputData.ConvertToStandardName(symbol); this.Meta = meta; }
private void DownloadFxopenQuotes(string[] arrSymbols, DateTime start, DateTime end) { foreach (string cs in arrSymbols) { GC.Collect(); GC.WaitForPendingFinalizers(); GC.Collect(); string currSymbol = cs.Trim(); string path = StartupParameters.GetDirectory("fxopenQuotes"); path = Path.Combine(path, InputData.ConvertToStandardName(currSymbol)); DataFeedHistory dataFeedHistory = new DataFeedHistory(); dataFeedHistory.Login(); IList <GroupTick> listGT = dataFeedHistory.GetAllQuotes(currSymbol, start, end, (LoggerMessage as IAbstractLogger), true); //InputData iData = new InputData(listGT); //iData.Symbol = InputData.ConvertToStandardName(currSymbol); //if (iData.Data.Count != 0) // iData.SaveToDirectory(path, iData.Data.First().DateTime, iData.Data.Last().DateTime); } }