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);
}
}
//*** UI
private void MissingBarRequest(CQGCEL cel, List<string> symbols, int maxCount, bool isAuto = false)
{
if (_shouldStop) return;
_maxBarsLookBack = Math.Abs(maxCount);
_aSymbolStates.Clear();
DatabaseManager.CreateMissingBarExceptionTable();
DatabaseManager.CreateSessionHolidayTimesTable();
DatabaseManager.CreateFullReportTable();
_semaphoreGettingSessionData = new Semaphore(0, 1);
foreach (string smb in symbols)
{
var ss = new SymbolState { IsCollected = false, IsSuccess = false };
if (!_aSymbolStates.ContainsKey(smb))
{
_aSymbolStates.Add(smb, ss);
OnMissingBarStart(smb);
}
}
// Store Holidays
new Thread(() =>
{
Thread.CurrentThread.Name = "AsyncGetingSessionsDataThread";
StartAsyncGetingSessionsData(cel, symbols);
_semaphoreGettingSessionData.Release();
}).Start();
// Finding Missed bars
new Thread(() =>
{
Thread.CurrentThread.Name = "AsyncCheckingMissedBarsThread";
_semaphoreGettingSessionData.WaitOne();
if (isAuto)
StartAsyncCheckingMissedBarsAuto(symbols, _maxBarsLookBack);
else
StartAsyncCheckingMissedBars(symbols);
}).Start();
}
private void TickRequest(CQGCEL cel, IEnumerable<string> symbols, DateTime rangeStart, DateTime rangeEnd, string continuationType)
{
if (_shouldStop) return;
if (rangeStart < DateTime.Now.AddDays(-Settings.Default.MaxTickDays))
rangeStart = DateTime.Now.AddDays(-Settings.Default.MaxTickDays);
_aSymbolStates.Clear();
_aContinuationType = continuationType;
_historicalPeriod = "tick";
foreach (string smb in symbols)
{
var tickRequest = cel.CreateTicksRequest();
//LineTime = CEL.Environment.LineTime;
tickRequest.RangeStart = rangeStart;
tickRequest.RangeEnd = rangeEnd;
tickRequest.Type = eTicksRequestType.trtSinceTimeNotify;
tickRequest.Symbol = smb;
CQGTicks ticks = cel.RequestTicks(tickRequest);
if (ticks.Status == eRequestStatus.rsInProgress)
{
var ss = new SymbolState { IsCollected = false, IsSuccess = false };
_aSymbolStates.Add(smb, ss);
}
OnSymbolCollectStart(smb);
}
}