public BarSeries Compress(DataEntryEnumerator enumerator)
{
BarSeries series = new BarSeries();
this.NewCompressedBar += (sender, args) => series.Add(args.Bar);
while (enumerator.MoveNext())
this.Add(enumerator.Current);
this.Flush();
return series;
}
public BarSeries GetRange(DateTime dateTime1, DateTime dateTime2)
{
BarSeries barSeries = new BarSeries();
int index = this.series.GetIndex(dateTime1, EIndexOption.Next);
int index2 = this.series.GetIndex(dateTime2, EIndexOption.Prev);
if (index != -1 && index2 != -1)
{
for (int i = index; i <= index2; i++)
{
barSeries.Add(new Bar(this.series[i]));
}
}
return(barSeries);
}
///<summary>
/// Returns bars from within specified dates interval
///</summary>
public BarSeries GetRange(DateTime dateTime1, DateTime dateTime2)
{
BarSeries barSeries = new BarSeries();
int index1 = this.series.GetIndex(dateTime1, EIndexOption.Next);
int index2 = this.series.GetIndex(dateTime1, EIndexOption.Prev);
if (index1 != -1 && index2 != -1)
{
for (int index3 = index1; index3 <= index2; ++index3)
{
barSeries.Add(new Bar(this.series[index3]));
}
}
return(barSeries);
}
private void PreLoadHistoricalData(DateTime startDate, int barSize, BarSeries barsToAppendTo)
{
Stopwatch watch = new Stopwatch();
watch.Start();
string barName = BarNameManager.GetBarName(barSize);
LoggingUtility.WriteInfo(this, string.Format("Trying to retrieve {0} data starting from {1} from IB", barName, startDate.ToShortDateString()));
BarSeries historicalData = GetHistoricalBars("IB", Instrument,
startDate,
Clock.Now,
barSize);
watch.Stop();
int retrievedBarCount = historicalData.Count;
LoggingUtility.WriteInfo(this,
string.Format("Took {0}ms to retrieve data from IB for {1} period data. Total bars retrieved: {2}",
watch.ElapsedMilliseconds, barName, retrievedBarCount));
watch.Reset();
watch.Start();
foreach (Bar currentBar in historicalData)
{
barsToAppendTo.Add(currentBar);
SaveData(currentBar);
OnBar(currentBar);
}
watch.Stop();
LoggingUtility.WriteInfo(this,
string.Format("Took {0}ms to load data into memory for {1} data", watch.ElapsedMilliseconds, barName));
}
public BarSeries GetRange(DateTime dateTime1, DateTime dateTime2)
{
BarSeries barSeries = new BarSeries();
int index = this.series.GetIndex(dateTime1, EIndexOption.Next);
int index2 = this.series.GetIndex(dateTime2, EIndexOption.Prev);
if (index != -1 && index2 != -1)
{
for (int i = index; i <= index2; i++)
{
barSeries.Add(new Bar(this.series[i]));
}
}
return barSeries;
}