public static QuoteArray GetHistoricalQuotes(IHistoricalDataProvider provider, Instrument instrument, DateTime datetime1, DateTime datetime2)
{
ArrayList arrayList = DataManager.r6ZT8iFUv(provider, instrument, DataManager.EDataSeries.Quote, datetime1, datetime2, -1L);
QuoteArray quoteArray = new QuoteArray();
foreach (Quote quote in arrayList)
{
quoteArray.Add(quote);
}
return(quoteArray);
}
public Stack stkTrades; // stack the trades so oldest at the bottom based on retrieval from iqfeed
public HistoryState(
GetHistory gh
)
{
this.gh = gh;
trades = new TradeArray();
quotes = new QuoteArray();
stkTrades = new Stack(2000);
dtstk = new DateTime(0);
Init();
}
public void Close()
{
gh = null;
instrument = null;
bs = null;
bars = null;
trades = null;
quotes = null;
stkTrades = null;
bufSock.Close();
bufSock = null;
}
public QuoteArray GetQuoteArray(string series, DateTime datetime1, DateTime datetime2)
{
QuoteArray quotes = new QuoteArray();
if (this.file.Series[series] != null)
{
foreach (Quote quote in this.file.Series[series].GetArray(datetime1, datetime2))
{
quotes.Add(quote);
}
}
return(quotes);
}
public QuoteArray this [Instrument instrument]
{
get
{
QuoteArray quoteArray = this.arrayList[instrument] as QuoteArray;
if (quoteArray == null)
{
quoteArray = new QuoteArray();
this.arrayList.Add(instrument, quoteArray);
}
return(quoteArray);
}
}
public static QuoteSeries GetHistoricalQuotes(string provider, Instrument instrument, DateTime begin, DateTime end)
{
QuoteSeries quoteSeries = new QuoteSeries();
if (SmartQuant.Providers.ProviderManager.HistoricalDataProviders.Contains(provider))
{
QuoteArray historicalQuotes = SmartQuant.Instruments.DataManager.GetHistoricalQuotes(SmartQuant.Providers.ProviderManager.HistoricalDataProviders[provider], instrument.instrument, begin, end);
foreach (SmartQuant.Data.Quote obj in historicalQuotes)
{
quoteSeries.series.Add(obj);
}
}
return(quoteSeries);
}
private static void OnNewQuote(object sender, QuoteEventArgs e)
{
Instrument instrument = e.Instrument as Instrument ?? InstrumentManager.Instruments[e.Instrument.Symbol, e.Provider.Name];
if (instrument == null)
{
return;
}
Quote quote = e.Quote;
if (DataManager.quoteArrayLength != 0)
{
QuoteArray quoteArray = DataManager.quoteArrayList[instrument];
quoteArray.Add(quote);
if (DataManager.quoteArrayLength != -1 && quoteArray.Count > DataManager.quoteArrayLength)
{
quoteArray.RemoveAt(0);
}
}
instrument.EmitNewQuote(new QuoteEventArgs(quote, instrument, e.Provider));
}
public QuoteSeries()
{
this.series = new QuoteArray();
}
internal QuoteSeries(QuoteArray series)
{
this.series = series;
}
internal QuoteSeriesEnumerator(QuoteArray series)
{
this.series = series;
this.enumerator = series.GetEnumerator();
}
internal QuoteSeriesEnumerator(QuoteArray series)
{
this.series = series;
this.enumerator = series.GetEnumerator();
}
public QuoteSeries()
{
this.series = new QuoteArray();
}
internal QuoteSeries(QuoteArray series)
{
this.series = series;
}
