コード例 #1
0
        private void DataReceived(FSM_EventArgs.GooContract_With_Payload e)
        {
            OHLCQuote dataBar = e.Payload as OHLCQuote;

            if (e.Contract.HistoricalData.Data.ContainsKey(dataBar.Date) == false)
            {
                e.Contract.HistoricalData.Data.Add(dataBar.Date, dataBar);
            }
        }
コード例 #2
0
        // Received packet of historical data from TWS
        private static void Ibclient_HistoricalData(messages.HistoricalDataMessage hData)
        {
            // Data request is valid until HistoricalDataEnd is received.
            GooContract c = GetDataRequestContract(hData.RequestId, false);

            // Package the quote and send the data received event to the state machine.
            OHLCQuote quote = new OHLCQuote(hData.Date, hData.Open, hData.High, hData.Low, hData.Close);
            var       e     = new FSM_EventArgs.GooContract_With_Payload(c, quote);

            c.FSM.DownloadHistoricalData.FireEvent(FSM_DownloadHistoricalData.Events.HistoricalData, e);
        }