public DatedDataCollectionGen<double> GetSeries(Periodicity type_)
{
if (m_lastType == type_ && m_cachedSeries != null)
return m_cachedSeries;
m_lastType = type_;
var ds = m_eval.ToPeriod(type_, DoubleCollationType.Sum);
if (m_lag == 0)
{
m_cachedSeries = ds;
return ds;
}
double[] values=new double[ds.Data.Length-m_lag];
DateTime[] dates=new DateTime[ds.Data.Length-m_lag];
for (int i = m_lag; i < ds.Data.Length; ++i)
{
values[i-m_lag]=ds.Data[i-m_lag];
dates[i-m_lag]=ds.Dates[i];
}
m_cachedSeries = ds = new DatedDataCollectionGen<double>(dates, values);
return ds;
}
private static string PeriodicityToUrlChar(Periodicity periodicity)
{
switch (periodicity)
{
case Duomo.Common.Lib.Yahoo.Periodicity.Daily:
return "d";
default:
throw new ArgumentException("Unrecognized periodicity.", "periodicity");
}
}
public static YahooHistoricalDataTable Run(string ticker, DateTime startDate, DateTime endDate, Periodicity periodicity)
{
DataRequest request = new DataRequest();
request.Ticker = ticker;
request.StartDate = startDate;
request.EndDate = endDate;
request.Periodicity = periodicity;
string url = request.ToURL();
string csvString = WebDataRequester.GetStringResponse(url);
YahooHistoricalDataTable retValue = new YahooHistoricalDataTable();
retValue.ParseCsvString(ticker, csvString);
return retValue;
}
public static BarPeriod ToBarPeriod(Periodicity periodicity)
{
var st = periodicity.ToString();
if (st == "S1")
{
return BarPeriod.S1;
}
if (st == "S10")
{
return BarPeriod.S10;
}
if (st == "M1")
{
return BarPeriod.M1;
}
if (st == "M5")
{
return BarPeriod.M5;
}
if (st == "M15")
{
return BarPeriod.M15;
}
if (st == "H1")
{
return BarPeriod.H1;
}
if (st == "H4")
{
return BarPeriod.H4;
}
if (st == "D1")
{
return BarPeriod.D1;
}
if (st == "MN1")
{
return BarPeriod.MN1;
}
throw new ArgumentException("Unknown periodicity = " + st);
}
public void RecurringTransactionWithTransactionRegisteredOnCurrentPeriodShouldReturnOnlyFuture(Periodicity periodicity, int assertCount)
{
var passedTransactionDate = DateTime.Today;
var recurStartDate = DateTime.Today.AddDays(-1);
var rT = new RecurringTransactionFactory().WithCreditDefaultValues().WithPeriodicity(periodicity).WithStartDate(recurStartDate).WithCurrency(new Currency()).WithPassedTransactionOn(passedTransactionDate).Build();
var future = rT.GetFutureTransaction();
var dates = GetLimitDates(periodicity, passedTransactionDate);
future.Should().HaveCount(assertCount);
future.Where(f => dates.Item1 < f.Date && f.Date < dates.Item2).Should().BeEmpty();
}
static void ForwardFillBars(IHistoryManager cache, string symbol, Periodicity periodicity, FxPriceType priceType, DateTime startTime, DateTime endTime, ICollection<HistoryBar> bars)
{
try
{
for (var current = startTime; current < endTime; )
{
var report = cache.QueryBarHistory(current, -RequestedBarsNumber, symbol, periodicity.ToString(), priceType);
var items = report.Items;
foreach (var element in report.Items)
{
if (element.Time >= endTime)
{
return;
}
bars.Add(element);
}
if (items.Count == 0)
{
return;
}
current = items.Last().Time;
current = current + periodicity;
}
}
catch (StorageHistoryNotFoundException)
{
}
}
private Tuple <DateTime, DateTime> GetLimitDates(Periodicity periodicity, in DateTime passedTransactionDate)
public void SetPeriodicityAdjustment(Periodicity periodicity)
{
_periodicity = periodicity;
}
public static unsafe int GetQuotesEx(string ticker, Periodicity periodicity, int lastValid, int size, Quotation* quotes, GQEContext* context)
{
// TODO: Add logic here. Take a look at the demo below:
Debug.WriteLine("GetQuotesEx(ticker: " + ticker + ", periodicity: " + periodicity + ", lastValid: " + lastValid + ", size: " + size + ", ...)");
/*for (var i = 0; i < 5; i++)
{
quotes[i].DateTime = new AmiDate(DateTime.Now.AddDays(i - 5));
quotes[i].Price = 10;
quotes[i].Open = 15;
quotes[i].High = 16;
quotes[i].Low = 9;
quotes[i].Volume = 1000;
quotes[i].OpenInterest = 0;
quotes[i].AuxData1 = 0;
quotes[i].AuxData2 = 0;
}
return 5;*/
// return 'lastValid + 1' if no updates are found and you want to keep all existing records
return lastValid + 1;
}
public static unsafe int GetQuotesEx(string ticker, Periodicity periodicity, int lastValid, int size, Quotation* quotes, GQEContext* context)
{
Debug.WriteLine("GetQuotesEx(ticker: " + ticker + ", periodicity: " + periodicity + ", lastValid: " + lastValid + ", size: " + size + ", ...)");
var existingQuotes = new Quotation[0];
if (lastValid > 2)
{
Array.Resize<Quotation>(ref existingQuotes, lastValid + 1);
for (var i = 0; i <= lastValid; i++)
{
existingQuotes[i] = new Quotation
{
DateTime = quotes[i].DateTime,
Open = quotes[i].Open,
High = quotes[i].High,
Low = quotes[i].Low,
Price = quotes[i].Price,
Volume = quotes[i].Volume,
OpenInterest = quotes[i].OpenInterest,
AuxData1 = quotes[i].AuxData1,
AuxData2 = quotes[i].AuxData2
};
}
Array.Sort<Quotation>(existingQuotes, new Comparison<Quotation>((q1, q2) => q1.DateTime.CompareTo(q2.DateTime)));
}
var newQuotes = DataSource.GetQuotes(ticker, periodicity, size, existingQuotes);
if (newQuotes.Any())
{
lastValid = 0;
for (var i = 0; i < newQuotes.Length; i++)
{
quotes[i].DateTime = newQuotes[i].DateTime;
quotes[i].Price = newQuotes[i].Price;
quotes[i].Open = newQuotes[i].Open;
quotes[i].High = newQuotes[i].High;
quotes[i].Low = newQuotes[i].Low;
quotes[i].Volume = newQuotes[i].Volume;
quotes[i].OpenInterest = newQuotes[i].OpenInterest;
quotes[i].AuxData1 = newQuotes[i].AuxData1;
quotes[i].AuxData2 = newQuotes[i].AuxData2;
lastValid++;
}
return lastValid;
}
// return 'lastValid + 1' if no updates are found and you want to keep all existing records
return lastValid + 1;
}
public void AddChart(CtlPainelChart chart, DockWindow Window, XmlNode Propriedades, XmlNode node, string simbolo, Periodicity periodicity, int barSize, int mBars, string windowName)
{
chart.StockChartX1.Visible = false;
chart.LoadCtlPainelChart(frmMain2.GInstance, frmMain2.GInstance._mCtlData, simbolo, periodicity, barSize,
mBars, "Plena", true);
chart.StateDummy = true;
chart.BlockUpdateStock = true;
chart.m_StopLoadScroll = true;
Window.Controls.Add(chart);
chart.BlockUpdateStock = false;
frmMain2.XmlChartPropriedades(chart, Propriedades);
if (Window.DockState == DockState.Floating)
{
Window.FloatingParent.ShowInTaskbar = true;
Window.FloatingParent.MinimizeBox = true;
Window.FloatingParent.MaximizeBox = true;
Window.FloatingParent.FormBorderStyle = FormBorderStyle.Sizable;
Window.FloatingParent.Activated += new EventHandler(frmMain2.GInstance.Window_Activated);
Window.FloatingParent.Closing += new System.ComponentModel.CancelEventHandler(frmMain2.GInstance.Window_Closing);
frmMain2.Window_Initialize(Window, chart);
}
if ((node["VISIBLE"] != null) && (node["VISIBLE"].InnerText.Equals("0")))
{
return;
}
chart.StateDummy = false;
chart.InitRTChartAsync(b => chart._asyncOp.Post(() =>
{
if (b)
{
chart.StockChartX1.FirstVisibleRecord = int.Parse(Propriedades["FIRST_VISIBLE_RECORD"].InnerText);
chart.StockChartX1.LastVisibleRecord = int.Parse(Propriedades["LAST_VISIBLE_RECORD"].InnerText);
chart.BindContextMenuEvents();
chart.m_SchemeColor = Propriedades["COLOR"].InnerText;
Scheme.Instance().UpdateChartColors(chart.StockChartX1, chart.m_SchemeColor);
//chart.StockChartX1.Update();
//chart.StockChartX1.ForcePaint();
frmMain2.GInstance.MActiveChart = chart;
chart.LoadDataTemplate("-987654321.123456789");
chart.UpdateMenus();
chart.StockChartX1.Visible = true;
chart.StockChartX1.Width = chart.Width - 4;
//frmMain2.GInstance.LoadColorScheme(chart);
if (File.Exists(windowName))
{
chart.StockChartX1.LoadGeneralTemplate(windowName);
}
chart.LoadScroll();
return;
}
return;
}));
}
///// <summary>
///// GetExtra data is optional function for retrieving non-quotation data
///// </summary>
public static AmiVar GetExtraData(string ticker, string name, int arraySize, Periodicity periodicity, Alloc alloc)
{
return(new AmiVar());
}
static void BackwardFillBars(IHistoryManager cache, string symbol, Periodicity periodicity, FxPriceType priceType, DateTime startTime, DateTime endTime, List <HistoryBar> bars)
{
ForwardFillBars(cache, symbol, periodicity, priceType, endTime, startTime, bars);
bars.Reverse();
}
public void BarUpdate(string Symbol, Periodicity BarType, int BarSize, M4.DataServer.Interface.BarData Bar, bool IsNewBar)
{
}
protected override IEnumerable <IEnumerable <PointInTime> > GetPoints(int projectId, DateRange dateRange, Periodicity periodicity)
{
return(this.MetricsService.GetMetricData(projectId, dateRange, periodicity));
}
protected override List <HistoryBar> RequestHistory(DateTime timestamp, int count)
{
var result = new List <HistoryBar>(Math.Abs(count));
if (count == 0)
{
return(result);
}
try
{
var report = _historyClient.QueryQuoteHistoryBars(timestamp, count, Symbol, Periodicity.ToString(), (PriceType.HasValue && (PriceType.Value == FxPriceType.Ask)) ? TTQuoteHistoryClient.PriceType.Ask : TTQuoteHistoryClient.PriceType.Bid);
var bars = report.Select(srcBar =>
{
var dstBar = new HistoryBar
{
Time = srcBar.Time,
Open = srcBar.Open,
Hi = srcBar.High,
Low = srcBar.Low,
Close = srcBar.Close
};
return(dstBar);
});
result.AddRange(bars);
}
catch (Exception) {}
return(result);
}
protected override DateTime NormalizeTimestamp(DateTime timestamp)
{
return(Periodicity.GetPeriodStartTime(timestamp));
}
public void setPeriod(Periodicity x)
{
period = x;
}
/// <summary>
/// Initializes a new instance of the <see cref="TimeSeriesOnSpeciesObservationAbundanceIndexExcelXlsx"/> class.
/// </summary>
/// <param name="currentUser">Current user context.</param>
/// <param name="periodicity">Periodicity</param>
/// <param name="addSettings">True if settings sheet should be included</param>
/// <param name="addProvenance">True if provenance sheet should be included.</param>
public TimeSeriesOnSpeciesObservationAbundanceIndexExcelXlsx(IUserContext currentUser, Periodicity periodicity, bool addSettings, bool addProvenance)
{
IsColumnHeaderBackgroundUsed = true;
base.currentUser = currentUser;
base.addSettings = addSettings;
base.addProvenance = addProvenance;
_periodicity = periodicity;
}
public override bool SetTimeBase(Periodicity timeBase)
{
// Yahoo can return 1 min, 5 min and daily bars
return(timeBase == Periodicity.OneMinute || timeBase == Periodicity.FiveMinutes || timeBase == Periodicity.EndOfDay);
}
public void BarUpdate(string Symbol, Periodicity BarType, int BarSize, BarData Bar, bool IsNewBar)
{
}
internal AmiVar GetExtraData(string ticker, string name, Periodicity periodicity, int arraySize)
{
if (!connected)
{
return(new AmiVar(ATFloat.Null)); // to prevent AFL engine to report AFL method call failure
}
try
{
TickerData tickerData = tickers.GetTickerData(ticker);
// if it is a new ticker or data is not available yet
if (string.IsNullOrEmpty(name) | tickerData == null)
{
return(new AmiVar(ATFloat.Null)); // to prevent AFL engine to report AFL method call failure
}
lock (tickerData)
{
string[] parts = name.Split('.');
object obj = tickerData;
Type type;
// walk the object hierarchy using reflection
for (int i = 0; i < parts.GetLength(0); i++)
{
type = obj.GetType();
obj = type.InvokeMember(parts[i], BindingFlags.Default | BindingFlags.GetField | BindingFlags.GetProperty, null, obj, null);
if (obj == null && i < parts.GetLength(0) - 1)
{
LogAndMessage.LogAndAdd(MessageType.Warning, "Extra data field does not exist: " + name, tickerData);
return(new AmiVar(ATFloat.Null)); // to prevent AFL engine to report AFL method call failure
}
}
// convert object value to AmiVar and return it to AB
if (obj == null) // it was a string or an object
{
return(new AmiVar(""));
}
Type valType = obj.GetType();
if (valType == typeof(bool))
{
return(new AmiVar((bool)obj ? 1.0f : 0.0f));
}
if (valType.BaseType == typeof(System.Enum))
{
return(new AmiVar((int)obj));
}
if (valType == typeof(short))
{
return(new AmiVar((short)obj));
}
if (valType == typeof(int))
{
return(new AmiVar((int)obj));
}
if (valType == typeof(long))
{
return(new AmiVar((long)obj));
}
if (valType == typeof(float))
{
return(new AmiVar((float)obj));
}
if (valType == typeof(double))
{
return(new AmiVar((float)(double)obj));
}
if (valType == typeof(string))
{
return(new AmiVar((string)obj));
}
if (valType == typeof(DateTime))
{
return(new AmiVar(ATFloat.DateTimeToABDateNum((DateTime)obj)));
}
if (valType == typeof(TimeSpan))
{
return(new AmiVar(ATFloat.TimeSpanToABTimeNum((TimeSpan)obj)));
}
return(new AmiVar(ATFloat.Null)); // to prevent AFL engine to report AFL method call failure
}
}
catch (MissingMethodException)
{
LogAndMessage.LogAndAdd(MessageType.Warning, "Extra data field does not exist: " + name);
return(new AmiVar(ATFloat.Null)); // to prevent AFL engine to report AFL method call failure
}
catch (Exception ex)
{
LogAndMessage.LogAndAdd(MessageType.Error, "Failed to get extra data: " + ex);
return(new AmiVar(ATFloat.Null)); // to prevent AFL engine to report AFL method call failure
}
}
public Quotation[] GetQuotes(string ticker, Periodicity periodicity, int limit, Quotation[] existingQuotes)
{
// TODO: Return the list of quotes for the specified ticker.
return(new Quotation[] { });
}
public async Task <IReadOnlyList <InventorySnapshotBriefModel> > GetTimelineAsync(DateTime startDate, DateTime endDate, Periodicity periodicity)
{
var snapshots = await _inventorySnapshotService.GetAsync(startDate, endDate, (Core.Domain.InventorySnapshots.Periodicity) periodicity);
var model = Mapper.Map <List <InventorySnapshotBriefModel> >(snapshots);
return(model);
}
/// <summary>
/// Get number of observation for each time step determinined by search criteria and time step type.
/// </summary>
/// <param name="clientInformation">Information about the client that makes this web service call.</param>
/// <param name="searchCriteria">The species observation search criteria.</param>
/// <param name="periodicity">Time step type.</param>
/// <param name="coordinateSystem">Coordinate system used for polygons in species observation search criteria.</param>
/// <returns></returns>
public List <WebTimeStepSpeciesObservationCount> GetTimeSpeciesObservationCounts(WebClientInformation clientInformation,
WebSpeciesObservationSearchCriteria searchCriteria,
Periodicity periodicity,
WebCoordinateSystem coordinateSystem)
{
using (ClientProxy client = new ClientProxy(this, 5))
{
return(client.Client.GetTimeSpeciesObservationCountsBySpeciesObservationSearchCriteria(clientInformation, searchCriteria, periodicity, coordinateSystem));
}
}
static void BackwardFillBars(IHistoryManager cache, string symbol, Periodicity periodicity, FxPriceType priceType, DateTime startTime, DateTime endTime, List<HistoryBar> bars)
{
ForwardFillBars(cache, symbol, periodicity, priceType, endTime, startTime, bars);
bars.Reverse();
}
public override AmiVar GetExtraData(string ticker, string name, Periodicity periodicity, int arraySize)
{
return(database.GetExtraData(ticker, name, periodicity, arraySize));
}
protected override IEnumerable <PointInTime> GetPoints(int projectId, DateRange dateRange, Periodicity periodicity)
{
return(this.StatisticsProvider.GetVideos(projectId, dateRange, periodicity));
}
public IEnumerable <PointInTime> GetEntitiesForChart <T>(IEnumerable <T> query, DateRange range, Periodicity periodicity, Func <IEnumerable <T>, double> getValueFunc) where T : DateEntity
{
IList <PointInTime> result = new List <PointInTime>();
var timeIncrease = this.GetTimeIncreaseFunction(periodicity);
var executedQuery = query.ToList();
for (var date = range.From; date < range.To; date = timeIncrease(date))
{
IEnumerable <T> entities = executedQuery.Where(x => (x.PostedDate >= date) && (x.PostedDate < timeIncrease(date))).ToList();
result.Add(new PointInTime
{
Date = date,
Value = getValueFunc(entities)
});
}
return(result);
}
protected override IEnumerable <IEnumerable <PointInTime> > GetPoints(int projectId, DateRange dateRange, Periodicity periodicity)
{
// TODO: .SkipWhile(x, e => e.Value == 0))
var result = this.MetricsService.GetUsersCount(projectId, dateRange, periodicity);
return(result);
}
unsafe public static int GetQuotesEx(string ticker, Periodicity periodicity, int lastValid, int size, Quotation *quotes, GQEContext *context)
{
// TODO: Add logic here. Take a look at the demo below:
int i = 0;
string chktmp = ConfigurationManager.AppSettings["txtTargetFolderforami"];
string timerflag = ConfigurationManager.AppSettings["timerflag"];
if (timerflag == "1")
{
Status = StatusCode.OK;
}
if (timerflag == "2")
{
Status = StatusCode.Unknown;
}
try
{
string tempfilepath = chktmp + "\\ShubhaRT.txt";
int flag = 0;
string datatostore = ticker;
string Openinterest1 = ConfigurationManager.AppSettings["Openinterest"];
string Open1 = ConfigurationManager.AppSettings["Open"];
string High1 = ConfigurationManager.AppSettings["High"];
string Low1 = ConfigurationManager.AppSettings["Low"];
string Volume1 = ConfigurationManager.AppSettings["Volume"];
string Ask1 = ConfigurationManager.AppSettings["Ask"];
string Bid1 = ConfigurationManager.AppSettings["Bid"];
string Preset1 = ConfigurationManager.AppSettings["preset"];
string servername1 = ConfigurationManager.AppSettings["servername"];
string refreshtime1 = ConfigurationManager.AppSettings["interval"];
int volumecount = 0;
int openinterestcount = 0;
int opencount = 0;
int highcount = 0;
int lowcount = 0;
int askcount = 0;
int bidcount = 0;
int count = 2;
//first 2 position of file is for 1.LTT,2.LTP,3.Volume
if (Volume1 != "")
{
//if user want openint it come at position 4 in file
count++;
volumecount = count;
}
if (Openinterest1 != "")
{
//if user want openint it come at position 4 in file
count++;
openinterestcount = count;
}
if (Open1 != "")
{
count++;
opencount = count;
}
if (High1 != "")
{
count++;
highcount = count;
}
if (Low1 != "")
{
count++;
lowcount = count;
}
if (Ask1 != "")
{
count++;
askcount = count;
}
if (Bid1 != "")
{
count++;
bidcount = count;
}
////////////////////////////////
string[] wordsdata1 = ticker.Split('|');
if (wordsdata1[1].Contains("-"))
{
wordsdata1[1] = wordsdata1[1].Substring(0, wordsdata1[1].Length - 3);
}
if (!File.Exists(chktmp + "\\" + wordsdata1[1] + ".csv"))
{
return(0);
}
////////////////////////////////imp
using (var reader = new StreamReader(chktmp + "\\" + wordsdata1[1] + ".csv"))
{
string line = null;
while ((line = reader.ReadLine()) != null)
{
string[] wordsdata = line.Split(',');
DateTime date = Convert.ToDateTime(wordsdata[0]);
TimeSpan time = TimeSpan.Parse(wordsdata[1]);
DateTime dateTime = date.Add(time);
quotes[i].DateTime = PackDate(dateTime.AddDays(0));
quotes[i].Price = float.Parse(wordsdata[2], CultureInfo.InvariantCulture.NumberFormat);// Convert.ToInt32(wordsdata[3]);
if (volumecount == 0)
{
quotes[i].Volume = 0;
}
else
{
quotes[i].Volume = float.Parse(wordsdata[volumecount], CultureInfo.InvariantCulture.NumberFormat);//Convert.ToInt32(wordsdata[4]);
}
if (opencount == 0)
{
quotes[i].Open = float.Parse(wordsdata[2], CultureInfo.InvariantCulture.NumberFormat);// Convert.ToInt32(wordsdata[3]);;
}
else
{
quotes[i].Open = float.Parse(wordsdata[opencount], CultureInfo.InvariantCulture.NumberFormat);//Convert.ToInt32(wordsdata[3]);
}
if (highcount == 0)
{
quotes[i].High = float.Parse(wordsdata[2], CultureInfo.InvariantCulture.NumberFormat);// Convert.ToInt32(wordsdata[3]);;
}
else
{
quotes[i].High = float.Parse(wordsdata[highcount], CultureInfo.InvariantCulture.NumberFormat);//Convert.ToInt32(wordsdata[3]);
}
if (lowcount == 0)
{
quotes[i].Low = float.Parse(wordsdata[2], CultureInfo.InvariantCulture.NumberFormat);// Convert.ToInt32(wordsdata[3]);;
}
else
{
quotes[i].Low = float.Parse(wordsdata[lowcount], CultureInfo.InvariantCulture.NumberFormat);// Convert.ToInt32(wordsdata[3]);
}
if (openinterestcount == 0)
{
quotes[i].OpenInterest = 0;
}
else
{
quotes[i].OpenInterest = float.Parse(wordsdata[openinterestcount], CultureInfo.InvariantCulture.NumberFormat);;
}
if (askcount == 0)
{
quotes[i].AuxData1 = 0;
}
else
{
quotes[i].AuxData1 = float.Parse(wordsdata[askcount], CultureInfo.InvariantCulture.NumberFormat);;
}
if (bidcount == 0)
{
quotes[i].AuxData2 = 0;
}
else
{
quotes[i].AuxData2 = float.Parse(wordsdata[bidcount], CultureInfo.InvariantCulture.NumberFormat);
}
i++;
}
}
}
catch
{
}
return(i);
}
// not yest implimented
public static List <ForexPriceRecord> Compress(this List <ForexPriceRecord> recs, string symbol, Periodicity period)
{
if (period == Periodicity.OneMinute)
{
return(recs);
}
List <ForexPriceRecord> cp = recs.Where(r => r.Symbol.Equals(symbol)).OrderBy(p => p.PriceDateTime).ToList();
if (cp.Count < 2)
{
return(cp);
}
List <ForexPriceRecord> newRecs = new List <ForexPriceRecord>();
List <ForexPriceRecord> tempRecs = new List <ForexPriceRecord>();
ForexPriceRecord tempRec = new ForexPriceRecord();
ForexPriceRecord firstRec = cp.First();
ForexPriceRecord lastRec = cp.Last();
int minutes = (int)period;
double OpenPrice = firstRec.Open;
double BidOpenPrice = firstRec.BidOpen;
double AskOpenPrice = firstRec.AskOpen;
double mult = firstRec.PipMultiplier;
#region csv recs in 1 minute tf
/*
* AUDCAD 02/04/2009 12:00:00 AM +00:00 0 0 0 0 0.79936 0.79953 0.79932 0.79953 0.80073 0.80085 0.8005 0.80081
* AUDCAD 02/04/2009 12:01:00 AM +00:00 0 0 0 0 0.79953 0.79973 0.79945 0.79973 0.80081 0.80092 0.80081 0.80092
* AUDCAD 02/04/2009 12:02:00 AM +00:00 0 0 0 0 0.79973 0.79993 0.79925 0.79957 0.80092 0.80144 0.80064 0.80076
* AUDCAD 02/04/2009 12:03:00 AM +00:00 0 0 0 0 0.79957 0.79957 0.79905 0.79909 0.80076 0.80076 0.80016 0.80022
* AUDCAD 02/04/2009 12:04:00 AM +00:00 0 0 0 0 0.79909 0.79959 0.79909 0.79943 0.80022 0.8008 0.80022 0.80059
* AUDCAD 02/04/2009 12:05:00 AM +00:00 0 0 0 0 0.79943 0.79953 0.79931 0.79948 0.80059 0.80073 0.80047 0.80068
* AUDCAD 02/04/2009 12:06:00 AM +00:00 0 0 0 0 0.79948 0.79954 0.79936 0.79936 0.80068 0.80075 0.80056 0.80056
* AUDCAD 02/04/2009 12:07:00 AM +00:00 0 0 0 0 0.79936 0.79961 0.79903 0.79959 0.80056 0.80091 0.80044 0.8008
* AUDCAD 02/04/2009 12:08:00 AM +00:00 0 0 0 0 0.79959 0.79959 0.79941 0.79948 0.8008 0.8008 0.80061 0.80068
* AUDCAD 02/04/2009 12:09:00 AM +00:00 0 0 0 0 0.79948 0.80004 0.79936 0.80004 0.80068 0.80123 0.80056 0.80123
* AUDCAD 02/04/2009 12:10:00 AM +00:00 0 0 0 0 0.80004 0.80039 0.8 0.80039 0.80123 0.80149 0.80117 0.80149
* AUDCAD 02/04/2009 12:11:00 AM +00:00 0 0 0 0 0.80039 0.80045 0.79989 0.80035 0.80149 0.80155 0.80136 0.80148
* AUDCAD 02/04/2009 12:12:00 AM +00:00 0 0 0 0 0.80035 0.80043 0.80029 0.80029 0.80148 0.80154 0.80142 0.80142
* AUDCAD 02/04/2009 12:13:00 AM +00:00 0 0 0 0 0.80029 0.80035 0.80018 0.8002 0.80142 0.80142 0.80136 0.80136
* AUDCAD 02/04/2009 12:14:00 AM +00:00 0 0 0 0 0.8002 0.80037 0.79963 0.79989 0.80136 0.80156 0.80107 0.80107
* AUDCAD 02/04/2009 12:15:00 AM +00:00 0 0 0 0 0.79989 0.80012 0.79965 0.79972 0.80107 0.80129 0.80085 0.80091
* AUDCAD 02/04/2009 12:16:00 AM +00:00 0 0 0 0 0.79972 0.80041 0.79972 0.79984 0.80091 0.80176 0.80091 0.80119
* AUDCAD 02/04/2009 12:17:00 AM +00:00 0 0 0 0 0.79984 0.80049 0.79984 0.80034 0.80119 0.80174 0.80119 0.80152
* AUDCAD 02/04/2009 12:18:00 AM +00:00 0 0 0 0 0.80034 0.80093 0.79982 0.80062 0.80152 0.80224 0.80151 0.80193
* AUDCAD 02/04/2009 12:19:00 AM +00:00 0 0 0 0 0.80062 0.80074 0.80019 0.80019 0.80193 0.80198 0.80147 0.80147
*/
#endregion
DateTimeOffset lastDto = lastRec.PriceDateTime;
DateTimeOffset currDto = firstRec.PriceDateTime;
bool hasBidAskPrices = firstRec.HasBidAskPrices;
ForexPriceRecord.ShowPriceOptionsEnum showPriceOpts = firstRec.ShowPriceOptions;
int symbolId = firstRec.SymbolId;
while (currDto <= lastDto)
{
DateTimeOffset endPeriodDto = currDto.AddMinutes(minutes);
if (endPeriodDto > lastDto)
{
endPeriodDto = lastDto.AddMinutes(10);
}
ForexPrices pr = new ForexPrices()
{
PriceRecords = (from r in recs
where r.PriceDateTime >= currDto & r.PriceDateTime < endPeriodDto
select r).ToList()
};
var ts = pr.SymbolTimeStats.FirstOrDefault() as ForexPriceRecordBase;
tempRecs.Add(new ForexPriceRecord()
{
BidOpen = ts.BidOpen,
BidHigh = ts.BidHigh,
BidLow = ts.BidLow,
BidClose = ts.BidClose,
AskOpen = ts.AskOpen,
AskHigh = ts.AskHigh,
AskLow = ts.AskLow,
AskClose = ts.AskClose,
Open = ts.Open,
High = ts.High,
Low = ts.Low,
Close = ts.Close,
HasBidAskPrices = hasBidAskPrices,
PriceDateTime = currDto,
ShowPriceOptions = showPriceOpts,
Symbol = symbol,
SymbolId = symbolId
});
currDto = endPeriodDto;
if (currDto >= lastDto)
{
break;
}
}
return(tempRecs);
}
public static AmiVar GetExtraData(string ticker, string name, int arraySize, Periodicity periodicity, Alloc alloc)
{
return new AmiVar();
}
/// <summary>
/// Creates an xml excel file with the number of observed species over a selected period of time.
/// </summary>
/// <param name="currentUser">Current user context</param>
/// <param name="periodicity">The periodicity.</param>
/// <param name="addSettings">True if settings sheet should be included</param>
/// <param name="addProvenance">True if provenance sheet should be included.</param>
/// <returns>The xml excel file.</returns>
public static TimeSeriesOnSpeciesObservationCountsExcelXml GetTimeSeriesOnSpeciesObservationCountsAsExcelXml(IUserContext currentUser, Periodicity periodicity, bool addSettings, bool addProvenance)
{
TimeSeriesOnSpeciesObservationCountsExcelXml file = new TimeSeriesOnSpeciesObservationCountsExcelXml(currentUser, periodicity, addSettings, addProvenance);
return(file);
}
public Quotation[] GetQuotes(string ticker, Periodicity periodicity, int limit, Quotation[] existingQuotes)
{
// TODO: Return the list of quotes for the specified ticker.
return new Quotation[] { };
}
/// <summary>
/// Creates an xlsx excel file with time series statistics on species observation abundance index.
/// </summary>
/// <param name="currentUser">Current user context</param>
/// <param name="periodicity">The periodicity.</param>
/// <param name="addSettings">True if settings sheet should be included</param>
/// <param name="addProvenance">True if provenance sheet should be included.</param>
/// <returns>The xlsx excel file.</returns>
public static TimeSeriesOnSpeciesObservationAbundanceIndexExcelXlsx GetTimeSeriesOnSpeciesObservationAbundanceIndexAsExcelXlsx(IUserContext currentUser, Periodicity periodicity, bool addSettings, bool addProvenance)
{
return(new TimeSeriesOnSpeciesObservationAbundanceIndexExcelXlsx(currentUser, periodicity, addSettings, addProvenance));
}
public Dictionary <string, long> GetTimeSpeciesObservationCountsBySearchCriteria(string filter, Periodicity periodicity)
{
Dictionary <string, long> uniqueValues;
switch (periodicity)
{
case Periodicity.Yearly:
uniqueValues = GroupBy(SpeciesObservationType, new ElasticsearchTerm("Event_Start_Year"), filter).UniqueValues;
break;
case Periodicity.MonthOfTheYear:
uniqueValues = GroupBy(SpeciesObservationType, new ElasticsearchTerm("Event_Start_MonthOfYear"), filter).UniqueValues;
break;
case Periodicity.WeekOfTheYear:
uniqueValues = GroupBy(SpeciesObservationType, new ElasticsearchTerm("Event_Start_WeekOfYear"), filter).UniqueValues;
break;
case Periodicity.DayOfTheYear:
uniqueValues = GroupBy(SpeciesObservationType, new ElasticsearchTerm("Event_Start_DayOfYear"), filter).UniqueValues;
break;
case Periodicity.Monthly:
uniqueValues = GroupBy(SpeciesObservationType, new ElasticsearchTerm("Event_Start_YearAndMonth"), filter).UniqueValues;
break;
case Periodicity.Weekly:
uniqueValues = GroupBy(SpeciesObservationType, new ElasticsearchTerm("Event_Start_YearAndWeek"), filter).UniqueValues;
break;
case Periodicity.Daily:
uniqueValues = GroupBy(SpeciesObservationType, new ElasticsearchTerm("Event_Start_DatePartOnly"), filter).UniqueValues;
break;
default:
throw new NotImplementedException(string.Format("Periodicity not recognized [{0}]", periodicity));
}
return(uniqueValues);
}
public void RecurringTransactionWithoutQuantityShouldHaveFutureTransactionDependingOnPeriodicityForOneYear(Periodicity periodicity, int assertCount)
{
var rT = new RecurringTransactionFactory().WithCreditDefaultValues().WithPeriodicity(periodicity).WithStartDate(DateTime.Today.AddDays(-1)).WithCurrency(new Currency()).Build();
var future = rT.GetFutureTransaction();
future.Should().HaveCount(assertCount);
}