private static string GetTableType(string historicalPeriod) { switch (historicalPeriod) { case "1 minute": return("1M"); case "2 minutes": return("2M"); case "3 minutes": return("3M"); case "5 minutes": return("5M"); case "10 minutes": return("10M"); case "15 minutes": return("15M"); case "30 minutes": return("30M"); case "60 minutes": return("60M"); case "240 minutes": return("240M"); case "Daily": _aHistoricalPeriod = eHistoricalPeriod.hpDaily; return("D"); case "Weekly": _aHistoricalPeriod = eHistoricalPeriod.hpWeekly; return("W"); case "Monthly": _aHistoricalPeriod = eHistoricalPeriod.hpMonthly; return("M"); case "Quarterly": _aHistoricalPeriod = eHistoricalPeriod.hpQuarterly; return("Q"); case "Yearly": _aHistoricalPeriod = eHistoricalPeriod.hpYearly; return("Y"); case "Semiannual": _aHistoricalPeriod = eHistoricalPeriod.hpSemiannual; return("S"); } return("1M"); }
private void BarRequest(CQGCEL cel, IEnumerable<string> symbols, int rangeStart, int rangeEnd, int sessionFilter, string historicalPeriod, string continuationType) { if (_shouldStop) return; _aSymbolStates.Clear(); _aContinuationType = continuationType; _aHistoricalPeriod = eHistoricalPeriod.hpUndefined; TableType(historicalPeriod); _historicalPeriod = historicalPeriod; foreach (string smb in symbols) { _logger.LogAdd("Creating request for symbol:" + smb, Category.Information, true); DatabaseManager.CreateBarsTable(smb, _aTableType); CQGTimedBarsRequest request = cel.CreateTimedBarsRequest(); //LineTime = CEL.Environment.LineTime; request.RangeStart = rangeStart; request.RangeEnd = rangeEnd; request.SessionsFilter = sessionFilter; request.Symbol = smb; request.IntradayPeriod = _aIntradayPeriod; if (_aHistoricalPeriod != eHistoricalPeriod.hpUndefined) request.HistoricalPeriod = _aHistoricalPeriod; var bars = cel.RequestTimedBars(request); var curTimedBars = cel.AllTimedBars.ItemById[bars.Id]; if (curTimedBars.Status == eRequestStatus.rsInProgress) { _logger.LogAdd("Request is 'In progress' for symbol:" + smb, Category.Information, true); var ss = new SymbolState { IsCollected = false, IsSuccess = false }; if (!_aSymbolStates.ContainsKey(smb)) _aSymbolStates.Add(smb, ss); } OnSymbolCollectStart(smb); } }
void TableType(string tableTypeFull) { switch (tableTypeFull) { case "1 minute": _aIntradayPeriod = 1; _aTableType = "1M"; break; case "2 minutes": _aIntradayPeriod = 2; _aTableType = "2M"; break; case "3 minutes": _aIntradayPeriod = 3; _aTableType = "3M"; break; case "5 minutes": _aIntradayPeriod = 5; _aTableType = "5M"; break; case "10 minutes": _aIntradayPeriod = 10; _aTableType = "10M"; break; case "15 minutes": _aIntradayPeriod = 15; _aTableType = "15M"; break; case "30 minutes": _aIntradayPeriod = 30; _aTableType = "30M"; break; case "60 minutes": _aIntradayPeriod = 60; _aTableType = "60M"; break; case "240 minutes": _aIntradayPeriod = 240; _aTableType = "240M"; break; case "Daily": _aHistoricalPeriod = eHistoricalPeriod.hpDaily; _aIntradayPeriod = 1; _aTableType = "D"; break; case "Weekly": _aHistoricalPeriod = eHistoricalPeriod.hpWeekly; _aIntradayPeriod = 1; _aTableType = "W"; break; case "Monthly": _aHistoricalPeriod = eHistoricalPeriod.hpMonthly; _aIntradayPeriod = 1; _aTableType = "M"; break; case "Quarterly": _aHistoricalPeriod = eHistoricalPeriod.hpQuarterly; _aIntradayPeriod = 1; _aTableType = "Q"; break; case "Yearly": _aHistoricalPeriod = eHistoricalPeriod.hpYearly; _aIntradayPeriod = 1; _aTableType = "Y"; break; case "Semiannual": _aHistoricalPeriod = eHistoricalPeriod.hpSemiannual; _aIntradayPeriod = 1; _aTableType = "S"; break; default: _aIntradayPeriod = 1; _aTableType = "1M"; break; } }
private static string GetTableType(string historicalPeriod) { switch (historicalPeriod) { case "1 minute": return "1M"; case "2 minutes": return "2M"; case "3 minutes": return "3M"; case "5 minutes": return"5M"; case "10 minutes": return "10M"; case "15 minutes": return "15M"; case "30 minutes": return "30M"; case "60 minutes": return "60M"; case "240 minutes": return "240M"; case "Daily": _aHistoricalPeriod = eHistoricalPeriod.hpDaily; return "D"; case "Weekly": _aHistoricalPeriod = eHistoricalPeriod.hpWeekly; return "W"; case "Monthly": _aHistoricalPeriod = eHistoricalPeriod.hpMonthly; return "M"; case "Quarterly": _aHistoricalPeriod = eHistoricalPeriod.hpQuarterly; return "Q"; case "Yearly": _aHistoricalPeriod = eHistoricalPeriod.hpYearly; return "Y"; case "Semiannual": _aHistoricalPeriod = eHistoricalPeriod.hpSemiannual; return "S"; } return "1M"; }
public static void TimeBarRequest(string symbolName) { try { if (!Cel.IsStarted) { FinishCollectingSymbol(symbolName,false); return; } _aHistoricalPeriod = eHistoricalPeriod.hpUndefined; if (DatabaseManager.BarTableExist(symbolName, GetTableType(_historicalPeriod))) { if (!DatabaseManager.MonthCharYearExist(symbolName, GetTableType(_historicalPeriod))) DatabaseManager.AddColumsTable(symbolName, GetTableType(_historicalPeriod)); } else { DatabaseManager.CreateBarsTable(symbolName, GetTableType(_historicalPeriod)); } //DatabaseManager.CreateBarsTable(symbolName, GetTableType(_historicalPeriod)); CQGTimedBarsRequest request = Cel.CreateTimedBarsRequest(); request.RangeStart = _rangeStart; request.RangeEnd = _rangeEnd; request.SessionsFilter = _sessionFilter; request.Symbol = symbolName; request.Continuation = ConvertToTsts(_continuationType); request.IntradayPeriod = GetIntradayPeriod(_historicalPeriod); if (_aHistoricalPeriod != eHistoricalPeriod.hpUndefined) request.HistoricalPeriod = _aHistoricalPeriod; var bars = Cel.RequestTimedBars(request); var curTimedBars = Cel.AllTimedBars.ItemById[bars.Id]; if (curTimedBars.Status == eRequestStatus.rsInProgress) { } } catch (Exception ex) { Console.WriteLine(ex); } }
public static void BarRequest(string symbolName) { try { if (!Cel.IsStarted) { FinishCollectingSymbol(symbolName, false, 0, "CQG not started"); return; } Cel.NewInstrument(symbolName); var tableName = ClientDatabaseManager.GetBarTableFromSymbol(symbolName, GetTableType(_historicalPeriod)); _aHistoricalPeriod = eHistoricalPeriod.hpUndefined; if (ClientDatabaseManager.BarTableExist(tableName)) { if (!ClientDatabaseManager.MonthCharYearExist(tableName)) { ClientDatabaseManager.AddMonthCharYearColumnsToBarTable(tableName); } if (ClientDatabaseManager.YearCharExist(tableName)) { ClientDatabaseManager.DeleteWrongColumnsFromTable(tableName); } if (Settings.Default.MakeBigger) { ClientDatabaseManager.MakeBarTableBigger(symbolName, GetTableType(_historicalPeriod)); } } else { ClientDatabaseManager.CreateBarsTable(symbolName, GetTableType(_historicalPeriod)); } //DatabaseManager.CreateBarsTable(symbolName, GetTableType(_historicalPeriod)); CQGTimedBarsRequest request = Cel.CreateTimedBarsRequest(); request.RangeStart = _rangeStart; request.RangeEnd = _rangeEnd; request.SessionsFilter = _sessionFilter; request.Symbol = symbolName; request.Continuation = ConvertToTsts(_continuationType); request.IntradayPeriod = GetIntradayPeriod(_historicalPeriod); if (_aHistoricalPeriod != eHistoricalPeriod.hpUndefined) { request.HistoricalPeriod = _aHistoricalPeriod; } var bars = Cel.RequestTimedBars(request); var curTimedBars = Cel.AllTimedBars.ItemById[bars.Id]; if (curTimedBars.Status == eRequestStatus.rsInProgress) { } } catch (Exception ex) { Console.WriteLine(ex); } }
public static void BarRequest(string symbolName) { try { if (!Cel.IsStarted) { FinishCollectingSymbol("B",symbolName, false, 0, "CQG not started"); return; } Cel.NewInstrument(symbolName); var tableName = ClientDatabaseManager.GetBarTableFromSymbol(symbolName, GetTableType(_historicalPeriod)); _aHistoricalPeriod = eHistoricalPeriod.hpUndefined; if (ClientDatabaseManager.BarTableExist(tableName)) { if (!ClientDatabaseManager.MonthCharYearExist(tableName)) ClientDatabaseManager.AddMonthCharYearColumnsToBarTable(tableName); if (ClientDatabaseManager.YearCharExist(tableName)) ClientDatabaseManager.DeleteWrongColumnsFromTable(tableName); if(Settings.Default.MakeBigger) ClientDatabaseManager.MakeBarTableBigger(symbolName, GetTableType(_historicalPeriod)); } else { ClientDatabaseManager.CreateBarsTable(symbolName, GetTableType(_historicalPeriod)); } //DatabaseManager.CreateBarsTable(symbolName, GetTableType(_historicalPeriod)); CQGTimedBarsRequest request = Cel.CreateTimedBarsRequest(); request.RangeStart = _rangeStart; request.RangeEnd = _rangeEnd; request.SessionsFilter = _sessionFilter; request.Symbol = symbolName; request.Continuation = ConvertToTsts(_continuationType); var d = GetHistPeriod(_historicalPeriod); if (d != eHistoricalPeriod.hpUndefined) { request.HistoricalPeriod = d; } else { request.IntradayPeriod = GetIntradayPeriod(_historicalPeriod); } var bars = Cel.RequestTimedBars(request); var curTimedBars = Cel.AllTimedBars.ItemById[bars.Id]; if (curTimedBars.Status == eRequestStatus.rsInProgress) { } } catch (Exception ex) { Console.WriteLine(ex); } }