public Quote[] GetQuotes(string symbol, DateTime startTime, DateTime endTime, int depth)
{
try
{
if (depth == 0)
depth = int.MaxValue;
var manager = this.storage.GetOrCreateHistoryManager(symbol);
var includeLevel2 = depth != 1;
if (this.source != null)
{
// online mode
if (!manager.TicksAreSynchronized(this.source, symbol, includeLevel2, startTime, endTime, false))
manager.SynchronizeTicks(this.source, symbol, includeLevel2, startTime, endTime, false, NullCallback);
}
var ticks = new List<TickValue>();
if (startTime < endTime)
ForwardFillTicks(manager, symbol, includeLevel2, startTime, endTime, ticks);
else
BackwardFillTicks(manager, symbol, includeLevel2, startTime, endTime, ticks);
var converter = new StorageConvert();
var result = ticks.Select(o => converter.ToQuote(symbol, o, depth)).ToArray();
return result;
}
catch (StorageHistoryNotFoundException ex)
{
throw new HistoryNotFoundException("GetQuotes", ex);
}
}
Quote[] GetOfflineQuotes(string symbol, DateTime startTime, int quotesNumber, int depth)
{
var includeLevel2 = depth != 1;
var manager = this.storage.GetOrCreateHistoryManager(symbol);
var report = manager.QueryTickHistory(startTime, -quotesNumber, symbol, includeLevel2);
var items = report.Items;
var converter = new StorageConvert();
if (quotesNumber > 0)
{
return(items.Select(o => converter.ToQuote(symbol, o, depth)).ToArray());
}
else if (quotesNumber < 0)
{
return(items.Select(o => converter.ToQuote(symbol, o, depth)).Reverse().ToArray());
}
return(Enumerable.Empty <Quote>().ToArray());
}
public Quote[] GetQuotes(string symbol, DateTime startTime, DateTime endTime, int depth)
{
try
{
if (depth == 0)
{
depth = int.MaxValue;
}
var manager = this.storage.GetOrCreateHistoryManager(symbol);
var includeLevel2 = depth != 1;
if (this.source != null)
{
// online mode
if (!manager.TicksAreSynchronized(this.source, symbol, includeLevel2, startTime, endTime, false))
{
manager.SynchronizeTicks(this.source, symbol, includeLevel2, startTime, endTime, false, NullCallback);
}
}
var ticks = new List <TickValue>();
if (startTime < endTime)
{
ForwardFillTicks(manager, symbol, includeLevel2, startTime, endTime, ticks);
}
else
{
BackwardFillTicks(manager, symbol, includeLevel2, startTime, endTime, ticks);
}
var converter = new StorageConvert();
var result = ticks.Select(o => converter.ToQuote(symbol, o, depth)).ToArray();
return(result);
}
catch (StorageHistoryNotFoundException ex)
{
throw new HistoryNotFoundException("GetQuotes", ex);
}
}
Quote[] GetOnlineQuotes(string symbol, DateTime startTime, int quotesNumber, int depth)
{
var includeLevel2 = depth != 1;
var manager = this.storage.GetOrCreateHistoryManager(symbol);
var ticks = new List <TickValue>();
if (quotesNumber > 0)
{
ForwardFillTicks(manager, symbol, includeLevel2, startTime, quotesNumber, ticks);
}
else if (quotesNumber < 0)
{
BackwardFillTicks(manager, symbol, includeLevel2, startTime, -quotesNumber, ticks);
}
var converter = new StorageConvert();
var result = ticks.Select(o => converter.ToQuote(symbol, o, depth)).ToArray();
return(result);
}
