public static BarSeries CompressBars(QuoteSeries quotes, QuoteData input, BarType barType, long barSize)
{
if (barType == BarType.Range && input == QuoteData.BidAsk)
{
throw new ArgumentException(string.Format("Cannot make range bars from {0}", input));
}
return(DataManager.CompressBars(new QuoteDataEnumerator(quotes, input), barType, 1L, barSize));
}
public static QuoteSeries GetHistoricalQuotes(string provider, Instrument instrument, DateTime begin, DateTime end)
{
QuoteSeries quoteSeries = new QuoteSeries();
if (FreeQuant.Providers.ProviderManager.HistoricalDataProviders.Contains(provider))
{
foreach (FreeQuant.Data.Quote quote in (DataArray) FreeQuant.Instruments.DataManager.GetHistoricalQuotes(FreeQuant.Providers.ProviderManager.HistoricalDataProviders[provider], instrument.instrument, begin, end))
quoteSeries.series.Add((IDataObject)quote);
}
return quoteSeries;
}
public static QuoteSeries GetHistoricalQuotes(string provider, Instrument instrument, DateTime begin, DateTime end)
{
QuoteSeries quoteSeries = new QuoteSeries();
if (SmartQuant.Providers.ProviderManager.HistoricalDataProviders.Contains(provider))
{
QuoteArray historicalQuotes = SmartQuant.Instruments.DataManager.GetHistoricalQuotes(SmartQuant.Providers.ProviderManager.HistoricalDataProviders[provider], instrument.instrument, begin, end);
foreach (SmartQuant.Data.Quote obj in historicalQuotes)
{
quoteSeries.series.Add(obj);
}
}
return quoteSeries;
}
public static QuoteSeries GetHistoricalQuotes(string provider, Instrument instrument, DateTime begin, DateTime end)
{
QuoteSeries quoteSeries = new QuoteSeries();
if (FreeQuant.Providers.ProviderManager.HistoricalDataProviders.Contains(provider))
{
foreach (FreeQuant.Data.Quote quote in (DataArray)FreeQuant.Instruments.DataManager.GetHistoricalQuotes(FreeQuant.Providers.ProviderManager.HistoricalDataProviders[provider], instrument.instrument, begin, end))
{
quoteSeries.series.Add((IDataObject)quote);
}
}
return(quoteSeries);
}
public static QuoteSeries GetHistoricalQuotes(string provider, Instrument instrument, DateTime begin, DateTime end)
{
QuoteSeries quoteSeries = new QuoteSeries();
if (SmartQuant.Providers.ProviderManager.HistoricalDataProviders.Contains(provider))
{
QuoteArray historicalQuotes = SmartQuant.Instruments.DataManager.GetHistoricalQuotes(SmartQuant.Providers.ProviderManager.HistoricalDataProviders[provider], instrument.instrument, begin, end);
foreach (SmartQuant.Data.Quote obj in historicalQuotes)
{
quoteSeries.series.Add(obj);
}
}
return(quoteSeries);
}
public QuoteDataEnumerator(QuoteSeries series, QuoteData input) : base(series.Count)
{
this.series = series;
this.input = input;
}
public void Add(QuoteSeries quoteSeries)
{
quoteSeries.series.Draw();
}
public static BarSeries CompressBars(QuoteSeries quotes, QuoteData input, BarType barType, long barSize)
{
if (barType == BarType.Range && input == QuoteData.BidAsk)
{
throw new ArgumentException(string.Format("Cannot make range bars from {0}", input));
}
return DataManager.CompressBars(new QuoteDataEnumerator(quotes, input), barType, 1L, barSize);
}
public void Add(QuoteSeries quoteSeries)
{
quoteSeries.series.Draw();
}