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 ISamplePackage GetHistory(Asset asset, DateTime start, DateTime end, IProvisionContext provisionContext)
{
List <string> data = YSQReader.GetHistoricalPrices(GetSymbolForAsset(asset), start, end);
IDataSource source = new YQSDataSource();
// first line must be discarded (titles)
data.RemoveAt(0);
TimeSpan period = TimeSpan.FromMinutes(1);
return(new BarPackage {
Asset = asset,
Source = source,
Period = period,
Samples = data.Select(line => (IBar)BuildBar(asset, source, period, line)).OrderBy(x => x.DateTime).ToList()
});
}
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();
}
}
public void AsyncGetHistory(Asset asset, DateTime start, DateTime end, IProvisionContext provisionContext, Func <ISample, bool> func)
{
throw new NotImplementedException();
}
