public TickSeries GetHistoricalTicks(IHistoricalDataProvider provider, TickType type, Instrument instrument, DateTime dateTime1, DateTime dateTime2)
{
if (provider.IsDisconnected)
{
provider.Connect();
}
DataNotifier @class = new DataNotifier();
string text = Guid.NewGuid().ToString();
lock (this.dictionary_0)
{
this.dictionary_0.Add(text, @class);
}
HistoricalDataRequest request = null;
switch (type)
{
case TickType.Bid:
request = new HistoricalDataRequest(instrument, dateTime1, dateTime2, DataObjectType.Bid);
break;
case TickType.Ask:
request = new HistoricalDataRequest(instrument, dateTime1, dateTime2, DataObjectType.Ask);
break;
case TickType.Trade:
request = new HistoricalDataRequest(instrument, dateTime1, dateTime2, DataObjectType.Trade);
break;
}
request.RequestId = text;
provider.Send(request);
@class.ReadyEvent.WaitOne();
lock (this.dictionary_0)
{
this.dictionary_0.Remove(text);
}
var ts = new TickSeries("", "");
foreach (var data in @class.Data)
{
var objs = data.Objects;
foreach (var tick in objs)
{
ts.Add((Tick)tick);
}
}
return(ts);
}
public TickSeries GetHistoricalTicks(TickType type, Instrument instrument, DateTime dateTime1, DateTime dateTime2)
{
DataSeries ds = null;
switch (type)
{
case TickType.Bid:
ds = GetDataSeries(instrument, DataObjectType.Bid, BarType.Time, 60);
break;
case TickType.Ask:
ds = GetDataSeries(instrument, DataObjectType.Ask, BarType.Time, 60);
break;
case TickType.Trade:
ds = GetDataSeries(instrument, DataObjectType.Trade, BarType.Time, 60);
break;
}
var ts = new TickSeries();
if (ds != null && ds.Count != 0)
{
var index1 = ds.GetIndex(dateTime1, SearchOption.Next);
var index2 = ds.GetIndex(dateTime2, SearchOption.Prev);
for (long i = index1; i <= index2; i++)
{
var obj = ds[i];
switch (type)
{
case TickType.Bid:
if (obj.TypeId == DataObjectType.Bid)
{
ts.Add((Bid)obj);
}
else
{
Console.WriteLine($"DataManager::GetHistoricalTicks Error, object type is not Bid {obj}");
}
break;
case TickType.Ask:
if (obj.TypeId == DataObjectType.Ask)
{
ts.Add((Ask)obj);
}
else
{
Console.WriteLine($"DataManager::GetHistoricalTicks Error, object type is not Ask {obj}");
}
break;
case TickType.Trade:
if (obj.TypeId == DataObjectType.Trade)
{
ts.Add((Trade)obj);
}
else
{
Console.WriteLine($"DataManager::GetHistoricalTicks Error, object type is not Trade {obj}");
}
break;
}
}
}
return(ts);
}