public void AsyncGetHistory(Asset asset, DateTime start, DateTime end, IProvisionContext provisionContext, Func <ISample, bool> func) { IDataSource source = new DukascopyDataSource(); DukascopyOfflineReader.GetHistoricalPrices( provisionContext.Source, (Func <string, bool>)(line => { return(func(Quote.From3PartsString(line, asset, source))); })); }
public void TestMethod() { int samples = 0; DukascopyOfflineReader.GetHistoricalPrices( @"C:\hfdata\Temp\EURUSD_DUKAS_TICKS.txt", (Func <string, bool>)(line => { Console.WriteLine(line); Assert.IsNotNull(line); Assert.IsTrue(line.Length > 0); return(++samples < 5); })); Assert.AreEqual(5, samples); }
public ISamplePackage GetHistory(Asset asset, DateTime start, DateTime end, IProvisionContext provisionContext) { List <string> data = DukascopyOfflineReader.GetHistoricalPrices(provisionContext.Source); switch (provisionContext.SampleType) { case SampleType.Bar: // first line must be discarded (titles) data.RemoveAt(0); TimeSpan period = provisionContext.Period; IDataSource source = new DukascopyDataSource(); return(new BarPackage { Asset = asset, Source = source, Period = period, Samples = data.Select(line => (IBar)BuildBar(asset, source, period, line)).ToList() }); case SampleType.Quote: default: throw new NotImplementedException(); } }