public IEnumerable <SecurityDataAndMetadata> ParseSourceQuotes()
{
string repo = _sourceMetaLoader.LoadSourceInstrumentMetadata().RepositoryPath;
string symbol = _sourceMetaLoader.LoadSourceInstrumentMetadata().Symbol;
RepositoryId repoId = new RepositoryId(repo);
SecurityId securityId = new SecurityId(symbol, Interval.Daily, repoId);
int range = _sourceMetaLoader.LoadSourceInstrumentMetadata().Range;
SecurityDataAndMetadata dataRecords = dataManager.GetDataAndMetadataAsync(securityId, RequestRange.LastNPoints(range)).Result;
yield return(dataRecords);
}
public IEnumerable <SourceInstrumentQuote> ParseSourceQuotes()
{
var query =
from line in File.ReadAllLines(_sourcemetadataloader.LoadSourceInstrumentMetadata().RepositoryPath).Skip(1)
let data = line.Split(',')
where data[0].Length > 0
select new SourceInstrumentQuote()
{
Date = DateTime.Parse(data[0]),
Close = decimal.Parse(data[4]),
};
return(query.ToList());
}
