public Bar[] GetBars(string symbol, PriceType priceType, BarPeriod period, DateTime startTime, DateTime endTime)
{
try
{
var forexPeriodicity = StorageConvert.ToPeriodicity(period);
var forexPriceType = StorageConvert.ToFxPriceType(priceType);
var manager = this.storage.GetOrCreateHistoryManager(symbol);
if (this.source != null)
{
// online mode
if (!manager.BarsAreSynchronized(this.source, symbol, forexPeriodicity, forexPriceType, startTime, endTime, false))
{
manager.SynchronizeBars(this.source, symbol, forexPeriodicity, forexPriceType, startTime, endTime, false, NullCallback);
}
}
var bars = new List <HistoryBar>();
if (startTime < endTime)
{
ForwardFillBars(manager, symbol, forexPeriodicity, forexPriceType, startTime, endTime, bars);
}
else
{
BackwardFillBars(manager, symbol, forexPeriodicity, forexPriceType, startTime, endTime, bars);
}
var result = bars.Select(o => StorageConvert.ToBar(o, period)).ToArray();
return(result);
}
catch (StorageHistoryNotFoundException ex)
{
throw new HistoryNotFoundException("GetBars", ex);
}
}
/// <summary>
/// The method synchronizes bars.
/// </summary>
/// <param name="symbol"></param>
/// <param name="priceType"></param>
/// <param name="period"></param>
/// <param name="startTime"></param>
/// <param name="endTime"></param>
public void Synchronize(string symbol, PriceType priceType, BarPeriod period, DateTime startTime, DateTime endTime)
{
if (this.source == null)
{
throw new InvalidOperationException("Can't synchronize in offline mode.");
}
var manager = this.GetOrCreateHistoryManager(symbol);
var periodicity = StorageConvert.ToPeriodicity(period);
var fxPriceType = StorageConvert.ToFxPriceType(priceType);
manager.SynchronizeBars(this.source, symbol, periodicity, fxPriceType, startTime, endTime, false, NullCallback);
}
/// <summary>
/// Imports bars to storage.
/// </summary>
/// <param name="symbol">Symbol of importing bars</param>
/// <param name="period">Period of importing bars</param>
/// <param name="bars">Importing bars</param>
/// <param name="priceType">Price type of importing bars</param>
/// <param name="overwriteBarChainsWithEqualTime"></param>
public void Import(string symbol, BarPeriod period, IEnumerable <Bar> bars, PriceType priceType, bool overwriteBarChainsWithEqualTime)
{
var provider = this.GetOrCreateHistoryManager(symbol);
var fxPeriod = StorageConvert.ToPeriodicity(period);
var fxPriceType = StorageConvert.ToFxPriceType(priceType);
var fxBars = bars.Select(StorageConvert.ToHistoryBar);
provider.ImportBars(
fxBars,
symbol,
fxPeriod,
fxPriceType,
true,
overwriteBarChainsWithEqualTime ? BarsImportRules.Replace : BarsImportRules.Skip,
null
);
}
public HistoryInfo GetBarsInfo(string symbol, PriceType priceType, BarPeriod period)
{
try
{
var source = this.GetRemoteOrLocalSource(symbol);
var periodicity = StorageConvert.ToPeriodicity(period);
var priceTypeEx = StorageConvert.ToFxPriceType(priceType);
var info = source.GetBarsHistoryInfo(symbol, periodicity, priceTypeEx);
var result = new HistoryInfo(info.AvailableFrom.Value, info.AvailableTo.Value);
return(result);
}
catch (StorageHistoryNotFoundException ex)
{
throw new HistoryNotFoundException("GetBarsInfo", ex);
}
}
