public TickSeries GetHistoricalTicks(IHistoricalDataProvider provider, TickType type, Instrument instrument, DateTime dateTime1, DateTime dateTime2) { if (provider.IsDisconnected) { provider.Connect(); } DataNotifier @class = new DataNotifier(); string text = Guid.NewGuid().ToString(); lock (this.dictionary_0) { this.dictionary_0.Add(text, @class); } HistoricalDataRequest request = null; switch (type) { case TickType.Bid: request = new HistoricalDataRequest(instrument, dateTime1, dateTime2, DataObjectType.Bid); break; case TickType.Ask: request = new HistoricalDataRequest(instrument, dateTime1, dateTime2, DataObjectType.Ask); break; case TickType.Trade: request = new HistoricalDataRequest(instrument, dateTime1, dateTime2, DataObjectType.Trade); break; } request.RequestId = text; provider.Send(request); @class.ReadyEvent.WaitOne(); lock (this.dictionary_0) { this.dictionary_0.Remove(text); } var ts = new TickSeries("", ""); foreach (var data in @class.Data) { var objs = data.Objects; foreach (var tick in objs) { ts.Add((Tick)tick); } } return(ts); }
public virtual void Send(HistoricalDataRequest request) { // noop }
public virtual void RequestHistoricalData(HistoricalDataRequest request) { // noop }
public TickSeries GetHistoricalTicks(IHistoricalDataProvider provider, TickType type, Instrument instrument, DateTime dateTime1, DateTime dateTime2) { if (provider.IsDisconnected) provider.Connect(); DataNotifier @class = new DataNotifier(); string text = Guid.NewGuid().ToString(); lock (this.dictionary_0) { this.dictionary_0.Add(text, @class); } HistoricalDataRequest request = null; switch (type) { case TickType.Bid: request = new HistoricalDataRequest(instrument, dateTime1, dateTime2, DataObjectType.Bid); break; case TickType.Ask: request = new HistoricalDataRequest(instrument, dateTime1, dateTime2, DataObjectType.Ask); break; case TickType.Trade: request = new HistoricalDataRequest(instrument, dateTime1, dateTime2, DataObjectType.Trade); break; } request.RequestId = text; provider.Send(request); @class.ReadyEvent.WaitOne(); lock (this.dictionary_0) { this.dictionary_0.Remove(text); } var ts = new TickSeries("", ""); foreach (var data in @class.Data) { var objs = data.Objects; foreach (var tick in objs) ts.Add((Tick)tick); } return ts; }