private IEnumerable <HistoricalData> GetData(MarketRequest request, string filename) { switch (request.DataType) { case DataType.Tick: return(LookupMessageFileParser.ParseFromFile(line => new HistoricalData(TickMessage.Parse(line).Timestamp, line), filename)); case DataType.Daily: return(LookupMessageFileParser.ParseFromFile(line => new HistoricalData(DailyWeeklyMonthlyMessage.Parse(line).Timestamp, line), filename)); default: throw new NotSupportedException(); } }
private Task <string> GetMarketFilename(MarketRequest request) { switch (request.DataType) { case DataType.Tick: return(_lookupClient.Historical.File.GetHistoryTickTimeframeAsync(request.MarketSymbol.Symbol, request.StartDate, request.EndDate, dataDirection: DataDirection.Oldest)); case DataType.Daily: return(_lookupClient.Historical.File.GetHistoryDailyTimeframeAsync(request.MarketSymbol.Symbol, request.StartDate, request.EndDate, dataDirection: DataDirection.Oldest)); default: throw new NotSupportedException(); } }