static public List <ActiveContract> GetActiveContracts() { using (var jetiDB = new JETIEntities()) { return((from ActiveContract in jetiDB.ActiveContracts select ActiveContract).ToList()); } }
static public dynamic GetPriceData(ActiveContract t) { Console.WriteLine("--Getting Data For: " + t.IBFuturesLocalSymbol); using (var jetiDB = new JETIEntities()) { return((from PriceCapture p in jetiDB.PriceCaptures where p.Ticker == t.IBFuturesLocalSymbol //& p.IBTimestamp == DateTime.Today select new { p.IBTimestamp, p.Ticker, p.Price }).ToList()); } }
public void RealTimeBarCapturetoDB(double close, long time, string ticker) { //Write data to EF model and persist to SQL database var JetiDB = new JETIEntities(); var PrObj = new PriceCapture(); PrObj.Ticker = ticker; PrObj.Price = close; PrObj.IBTimestamp = UnixTimeStampToDateTime(time); JetiDB.PriceCaptures.Add(PrObj); JetiDB.SaveChanges(); }
static public DataTable GetPricesFromDB(ActiveContract t, int periods) { DataTable dt = new DataTable(); dt.Columns.Add("time", typeof(DateTime)); dt.Columns.Add("ticker", typeof(string)); dt.Columns.Add("price", typeof(double)); using (var jetiDB = new JETIEntities()) { var q = (from PriceCapture p in jetiDB.PriceCaptures where p.Ticker == t.IBFuturesLocalSymbol orderby p.IBTimestamp descending //& p.IBTimestamp == DateTime.Today select new { p.IBTimestamp, p.Ticker, p.Price }).Take(periods); foreach (var k in q) { dt.Rows.Add(k.IBTimestamp, k.Ticker, k.Price); //Console.WriteLine(""); } } return(dt); }