public TVCHistoryResponse GetHistoricalPrices(string symbol, BarFrequency frequency, DateTime from, DateTime to)
{
string freq = ConvertBarFrequencyToTVCResolution(frequency);
string result = TVCHttpGet(string.Format(TVC_URL_HISTORY, symbol, freq, from.ToUnixDateTime(), to.ToUnixDateTime()));
TVCHistoryResponse history = JsonConvert.DeserializeObject <TVCHistoryResponse>(result);
return(history);
}
public override TimeSeriesDataOutput GetTimeSeriesData(TimeSeriesDataInput input)
{
if (input == null || string.IsNullOrEmpty(input.Symbol))
{
return(null);
}
DateTime fromDate = new DateTime(1970, 1, 1);
DateTime toDate = DateTime.Now;
if (input.OutputCount >= 0)
{
switch (input.Frequency)
{
case BarFrequency.Day1:
fromDate = toDate.AddDays(-input.OutputCount * 5);
break;
case BarFrequency.Week1:
fromDate = toDate.AddDays(-input.OutputCount * 8);
break;
case BarFrequency.Month1:
fromDate = toDate.AddDays(-input.OutputCount * 31);
break;
case BarFrequency.Hour1:
fromDate = toDate.AddDays(-(input.OutputCount / 6.5) * 5);
break;
case BarFrequency.Hour4:
fromDate = toDate.AddDays(-(input.OutputCount / (6.5 / 4) * 5));
break;
case BarFrequency.Minute1:
fromDate = toDate.AddDays(-(input.OutputCount / 390 >= 1.0 ? input.OutputCount / 390 : 1) * 5);
break;
case BarFrequency.Minute15:
fromDate = toDate.AddDays(-(input.OutputCount / (390 / 15) > 1.0 ? input.OutputCount / (390 / 15) : 1) * 5);
break;
case BarFrequency.Minute30:
fromDate = toDate.AddDays(-(input.OutputCount / (390 / 30) > 1.0 ? input.OutputCount / (390 / 30) : 1) * 5);
break;
case BarFrequency.Minute5:
fromDate = toDate.AddDays(-(input.OutputCount / (390 / 5) > 1.0 ? input.OutputCount / (390 / 5) : 1) * 5);
break;
}
}
TVCHistoryResponse tvchistory = GetHistoricalPrices(input.Symbol, input.Frequency, fromDate, toDate);
if (tvchistory != null && tvchistory.s == "ok")
{
TimeSeriesDataOutput output = new TimeSeriesDataOutput();
output.Symbol = input.Symbol;
output.TimeZone = "UTC";
List <StockBar> stockBars = new List <StockBar>();
if (tvchistory.t != null && tvchistory.t.Length > 0)
{
for (int i = 0; i < tvchistory.t.Length; i++)
{
StockBar bar = new StockBar();
bar.AsOfDate = new DateTime(1970, 1, 1).AddSeconds(tvchistory.t[i]);
bar.Close = tvchistory.c[i];
bar.High = tvchistory.h[i];
bar.Low = tvchistory.l[i];
bar.Open = tvchistory.o[i];
bar.SplitCoefficient = 1.0;
bar.Volume = Convert.ToDecimal(tvchistory.v[i]);
bar.TS = DateTime.UtcNow;
stockBars.Add(bar);
}
}
if (stockBars.Count > 0)
{
if (input.OutputCount >= 0 && stockBars.Count > input.OutputCount)
{
output.Data = stockBars.Skip(stockBars.Count - (int)input.OutputCount).ToArray();
}
else
{
output.Data = stockBars.ToArray();
}
}
return(output);
}
return(null);
}
