public int GetBarCount(RE.SymbolFreq symbolFreq) { var symbol = jSymbol(symbolFreq); Log.info("CALLBACK: GetBarCount : for symbol " + symbol); return(symbol.barCount()); }
public DateTime GetFirstBarDate(RE.SymbolFreq symbolFreq) { var symbol = jSymbol(symbolFreq); Log.info("CALLBACK: GetFirstBarDate : for symbol " + symbol); return(date(symbol.firstBarDate())); }
public List <RE.BarData> LoadLastBars(RE.SymbolFreq symbolFreq, int barCount) { var symbol = jSymbol(symbolFreq); Log.info("CALLBACK: LoadLastBars : count " + barCount + " for symbol " + symbol); return(barDatas(symbol.lastBars(barCount))); }
public List <RE.BarData> LoadBars(RE.SymbolFreq symbolFreq, DateTime startDateTime, DateTime endDateTime) { var symbol = jSymbol(symbolFreq); var range = range_(startDateTime, endDateTime); Log.info("CALLBACK: LoadBars : range " + range + " for symbol " + symbol); return(barDatas(symbol.bars(range))); }
static JSymbol jSymbol(RE.SymbolFreq protoSymbol) { Bomb.unless(protoSymbol.Frequency.Equals(1440), () => "only daily bars are currently supported"); return(new JSymbol(protoSymbol.Symbol.Name, protoSymbol.Symbol.SymbolInformation.ContractSize)); }
public bool DeleteBars(RE.SymbolFreq symbol) { throw new NotImplementedException(); }
public int SaveBars(RE.SymbolFreq symbol, List <RE.BarData> bars) { throw new NotImplementedException(); }