public PriceSet GetPrices(TradingSymbol symbol, int year, int month)
{
int price_set_index = GetPriceSetIndex(year, month);
string price_set_file_path = GetPriceSetFilePath(symbol, year, month);
if (!data_loaded.ContainsKey(symbol))
{
data_loaded[symbol] = new Dictionary <int, PriceSet>();
}
if (data_loaded[symbol].ContainsKey(price_set_index))
{
return(data_loaded[symbol][price_set_index]);
}
else
{
if (File.Exists(price_set_file_path))
{
data_loaded[symbol][price_set_index] = PriceSet.Read(new BinaryReader(File.Open(price_set_file_path, FileMode.Open)));
}
else
{
data_loaded[symbol][price_set_index] = new PriceSet(symbol, new DateTimeUTC(year, month, 1), new DateTimeUTC(year, month + 1, 1));
}
return(data_loaded[symbol][price_set_index]);
}
}
public static PriceSet GetPriceSet(TradingSymbol trading_symbol)
{
string data_path = Path.Combine(binary_data_root_path, trading_symbol.Broker, trading_symbol.Account, trading_symbol.Symbol);
if (!Directory.Exists(data_path))
{
throw new Exception("No data for trading symbol: " + trading_symbol);
}
string[] files = Directory.GetFiles(data_path);
if (files.Length != 1)
{
throw new Exception("No unique data for trading symbol: " + trading_symbol);
}
using (BinaryReader reader = new BinaryReader(new FileStream(files[0], FileMode.Open)))
{
return(PriceSet.Read(reader));
}
}