void FirstThreadMethod(object obj)
{
var symbol = (string)obj;
var startTime = DateTime.UtcNow.Date;
var endTime = startTime.AddHours(1);
var quotes = new QuotesSingleSequence(this.Storage.Online, symbol, startTime, endTime, 1);
var averageSpread = 0D;
var count = 0;
foreach (var element in quotes)
{
averageSpread += element.Spread;
count++;
}
if (count > 0)
{
averageSpread /= count;
}
else
{
averageSpread = double.NaN;
}
Console.WriteLine("Averge spread of {0} = {1}", symbol, averageSpread);
}
void FirstThreadMethod(object obj)
{
var symbol = (string)obj;
var startTime = DateTime.UtcNow.Date;
var endTime = startTime.AddHours(1);
var quotes = new QuotesSingleSequence(this.Storage.Online, symbol, startTime, endTime, 1);
var averageSpread = 0D;
var count = 0;
foreach (var element in quotes)
{
averageSpread += element.Spread;
count++;
}
if (count > 0)
{
averageSpread /= count;
}
else
{
averageSpread = double.NaN;
}
Console.WriteLine("Averge spread of {0} = {1}", symbol, averageSpread);
}
void SecondThreadMethod(object obj)
{
var symbol = "EURUSD";
var from = (DateTime)obj;
var to = this.now;
var quotes = new QuotesSingleSequence(this.Storage.Online, symbol, from, to, 1);
var averageSpread = 0D;
var count = 0;
foreach (var element in quotes)
{
averageSpread += element.Spread;
count++;
}
if (count > 0)
{
averageSpread /= count;
}
else
{
averageSpread = double.NaN;
}
Console.WriteLine("Averge spread of {0} [{1}, {2}] = {3}", symbol, from, to, averageSpread);
}
/// <summary>
/// Creates a new iterator instance.
/// </summary>
/// <param name="sequence">An existing sequence instance.</param>
/// <exception cref="System.ArgumentNullException">if sequence is null.</exception>
public QuotesSingleIterator(QuotesSingleSequence sequence)
{
if (sequence == null)
throw new ArgumentNullException(nameof(sequence), "Sequence parameter can not be null.");
this.Sequence = sequence;
if (sequence.StartTime <= sequence.EndTime)
{
this.from = sequence.StartTime.Normalize();
this.to = sequence.EndTime.Normalize();
this.direction = TimeDirection.Forward;
}
else
{
this.from = sequence.EndTime.Normalize();
this.to = sequence.StartTime.Normalize();
this.direction = TimeDirection.Backward;
}
this.fromEx = this.from.RoundDownMilliseconds();
this.toEx = this.to.RoundUpMilliseconds();
if (this.direction == TimeDirection.Forward)
this.Current = this.ConstructForward();
else
this.Current = this.ConstructBackward();
this.Continue = this.Current != null;
}
bool Run(string symbol, DateTime startTime, DateTime endTime)
{
Console.WriteLine("Getting quotes for {0}", symbol);
var sequence = new QuotesSingleSequence(this.Storage.Online, symbol, startTime, endTime, 1);
var hour = 0;
foreach (var element in sequence)
{
if (hour != element.CreatingTime.Hour)
{
Console.WriteLine(element.CreatingTime);
hour = element.CreatingTime.Hour;
}
}
return(true);
}
bool Run(string symbol, DateTime startTime, DateTime endTime)
{
Console.WriteLine("Getting quotes for {0}", symbol);
var sequence = new QuotesSingleSequence(this.Storage.Online, symbol, startTime, endTime, 1);
var hour = 0;
foreach (var element in sequence)
{
if (hour != element.CreatingTime.Hour)
{
Console.WriteLine(element.CreatingTime);
hour = element.CreatingTime.Hour;
}
}
return true;
}
void ExportTicks(StreamWriter writer, DataFeedStorage storage)
{
writer.WriteLine("Time,Ask,Bid,AskVolume,BidVolume");
var quotes = new QuotesSingleSequence(storage.Offline, m_symbol, m_from, m_to, 1);
var previousBidPrice = double.NaN;
var previousAskPrice = double.NaN;
foreach (var element in quotes)
{
if (!continueMonitoring)
{
break;
}
var bid = element.Bids[0];
var ask = element.Asks[0];
if (this.m_removeDuplicateEntries)
{
if (previousBidPrice == bid.Price && previousAskPrice == ask.Price)
{
continue;
}
previousBidPrice = bid.Price;
previousAskPrice = ask.Price;
}
var dateTime = element.CreatingTime.ToString("yyyy.MM.dd HH:mm:ss.fff");
var bidPrice = bid.Price.ToString(CultureInfo.InvariantCulture);
var askPrice = ask.Price.ToString(CultureInfo.InvariantCulture);
var bidVolume = (bid.Volume / m_contractSize).ToString(CultureInfo.InvariantCulture);
var askVolume = (ask.Volume / m_contractSize).ToString(CultureInfo.InvariantCulture);
writer.WriteLine("{0},{1},{2},{3},{4}", dateTime, askPrice, bidPrice, askVolume, bidVolume);
this.RaiseProgress(element.CreatingTime);
}
}
void SecondThreadMethod(object obj)
{
var symbol = "EURUSD";
var from = (DateTime)obj;
var to = this.now;
var quotes = new QuotesSingleSequence(this.Storage.Online, symbol, from, to, 1);
var averageSpread = 0D;
var count = 0;
foreach (var element in quotes)
{
averageSpread += element.Spread;
count++;
}
if (count > 0)
{
averageSpread /= count;
}
else
{
averageSpread = double.NaN;
}
Console.WriteLine("Averge spread of {0} [{1}, {2}] = {3}", symbol, from, to, averageSpread);
}
void ExportTicks(StreamWriter writer, DataFeedStorage storage)
{
writer.WriteLine("Time,Ask,Bid,AskVolume,BidVolume");
var quotes = new QuotesSingleSequence(storage.Offline, m_symbol, m_from, m_to, 1);
var previousBidPrice = double.NaN;
var previousAskPrice = double.NaN;
foreach (var element in quotes)
{
if (!continueMonitoring)
{
break;
}
var bid = element.Bids[0];
var ask = element.Asks[0];
if (this.m_removeDuplicateEntries)
{
if (previousBidPrice == bid.Price && previousAskPrice == ask.Price)
{
continue;
}
previousBidPrice = bid.Price;
previousAskPrice = ask.Price;
}
var dateTime = element.CreatingTime.ToString("yyyy.MM.dd HH:mm:ss.fff");
var bidPrice = bid.Price.ToString(CultureInfo.InvariantCulture);
var askPrice = ask.Price.ToString(CultureInfo.InvariantCulture);
var bidVolume = (bid.Volume / m_contractSize).ToString(CultureInfo.InvariantCulture);
var askVolume = (ask.Volume / m_contractSize).ToString(CultureInfo.InvariantCulture);
writer.WriteLine("{0},{1},{2},{3},{4}", dateTime, askPrice, bidPrice, askVolume, bidVolume);
this.RaiseProgress(element.CreatingTime);
}
}
