private void LEn1aOXgs([In] IAsyncResult obj0) { HistoricalDataRequest historicalDataRequest = (HistoricalDataRequest) obj0.AsyncState; WebRequest webRequest = (WebRequest) null; if (!this.EjDBtJJBo.TryGetValue(historicalDataRequest.RequestId, out webRequest)) return; this.EjDBtJJBo.Remove(historicalDataRequest.RequestId); try { StreamReader streamReader = new StreamReader(webRequest.EndGetResponse(obj0).GetResponseStream()); List<string> list1 = new List<string>(); string str; while ((str = streamReader.ReadLine()) != null) list1.Add(str); list1.RemoveAt(0); list1.Reverse(); List<Daily> list2 = new List<Daily>(); for (int index1 = 0; index1 < list1.Count; ++index1) { string[] strArray = list1[index1].Split(new char[1] { ',' }); if (strArray.Length >= 7) { for (int index2 = 0; index2 < strArray.Length; ++index2) { strArray[index2] = strArray[index2].Trim(new char[1] { '"' }); if (strArray[index2] == RbFKKlTxInQUoAZCSj.q6GyF96n8(274)) strArray[index2] = RbFKKlTxInQUoAZCSj.q6GyF96n8(284); } Daily daily1 = new Daily(DateTime.Parse(strArray[0], (IFormatProvider) CultureInfo.InvariantCulture), double.Parse(strArray[1], (IFormatProvider) CultureInfo.InvariantCulture), double.Parse(strArray[2], (IFormatProvider) CultureInfo.InvariantCulture), double.Parse(strArray[3], (IFormatProvider) CultureInfo.InvariantCulture), double.Parse(strArray[4], (IFormatProvider) CultureInfo.InvariantCulture), long.Parse(strArray[5], (IFormatProvider) CultureInfo.InvariantCulture)); if (this.YGOxAtD62) { double num1 = double.Parse(strArray[6], (IFormatProvider) CultureInfo.InvariantCulture); double num2 = num1 / daily1.Close; Daily daily2 = daily1; double num3 = daily2.Open * num2; daily2.Open = num3; Daily daily3 = daily1; double num4 = daily3.High * num2; daily3.High = num4; Daily daily4 = daily1; double num5 = daily4.Low * num2; daily4.Low = num5; daily1.Close = num1; } list2.Add(daily1); } } foreach (Daily daily in list2) { if (this.FexSQYEw9.Contains((object) historicalDataRequest.RequestId)) { this.FexSQYEw9.Remove((object) historicalDataRequest.RequestId); this.J9LThvcYS(historicalDataRequest, list2.Count); return; } else if (this.c6Jl2nfcs != null) this.c6Jl2nfcs((object) this, new HistoricalBarEventArgs((Bar) daily, historicalDataRequest.RequestId, historicalDataRequest.Instrument, (IHistoricalDataProvider) this, list2.Count)); } this.xmlocsjtF(historicalDataRequest, list2.Count); } catch (Exception ex) { if (this.FexSQYEw9.Contains((object) historicalDataRequest.RequestId)) { this.FexSQYEw9.Remove((object) historicalDataRequest.RequestId); this.J9LThvcYS(historicalDataRequest, 0); } else this.iC2ZqQH0T(historicalDataRequest, ex.Message); } }
public static void Add(Instrument instrument, Daily daily) { DataManager.Add(instrument, SUFFIX_DAILY, daily); }
public void Add(Daily daily) { DataManager.Add(this, daily); }
public Daily(Daily daily) : base(daily) { }
public static void Add(Instrument instrument, Bar bar) { FreeQuant.Instruments.Instrument instrument1 = Map.OQ_FQ_Instrument[(object)instrument] as FreeQuant.Instruments.Instrument; if (bar.bar.BarType == FreeQuant.Data.BarType.Time && bar.bar.Size == 86400L) { Daily daily = new Daily(bar.bar.DateTime, bar.bar.Open, bar.bar.High, bar.bar.Low, bar.bar.Close, bar.bar.Volume, bar.bar.OpenInt); FreeQuant.Instruments.DataManager.Add(instrument1, daily); } else FreeQuant.Instruments.DataManager.Add(instrument1, bar.bar); }
private void tm9qNM8Cd([In] IAsyncResult obj0) { HistoricalDataRequest historicalDataRequest = (HistoricalDataRequest) obj0.AsyncState; WebRequest webRequest; if (!this.K4r2jjlJs.TryGetValue(historicalDataRequest.RequestId, out webRequest)) return; this.K4r2jjlJs.Remove(historicalDataRequest.RequestId); try { StreamReader streamReader = new StreamReader(webRequest.EndGetResponse(obj0).GetResponseStream()); List<string> list1 = new List<string>(); string str; while ((str = streamReader.ReadLine()) != null) list1.Add(str); if (list1.Count > 0) list1.RemoveAt(0); list1.Reverse(); List<Daily> list2 = new List<Daily>(); for (int index = 0; index < list1.Count; ++index) { string[] strArray = list1[index].Split(new char[1] { ',' }); Daily daily = new Daily(DateTime.Parse(strArray[0], (IFormatProvider) CultureInfo.InvariantCulture), double.Parse(strArray[1], (IFormatProvider) CultureInfo.InvariantCulture), double.Parse(strArray[2], (IFormatProvider) CultureInfo.InvariantCulture), double.Parse(strArray[3], (IFormatProvider) CultureInfo.InvariantCulture), double.Parse(strArray[4], (IFormatProvider) CultureInfo.InvariantCulture), long.Parse(strArray[5], (IFormatProvider) CultureInfo.InvariantCulture)); list2.Add(daily); } foreach (Daily daily in list2) { if (this.YZKOeBcIM.Contains((object) historicalDataRequest.RequestId)) { this.YZKOeBcIM.Remove((object) historicalDataRequest.RequestId); this.FAwwpUwD2(historicalDataRequest, list2.Count); return; } else this.viIgpbj1M(historicalDataRequest, (Bar) daily, list2.Count); } this.iAYkpjLCs(historicalDataRequest, list2.Count); } catch (Exception ex) { if (this.YZKOeBcIM.Contains((object) historicalDataRequest.RequestId)) { this.YZKOeBcIM.Remove((object) historicalDataRequest.RequestId); this.FAwwpUwD2(historicalDataRequest, 0); } else this.NxZTw30av(historicalDataRequest, ex.Message); } }