public override void UpdateProviderFromPropertyValues()
{
selectedMarketQuoteItem = prop["QuoteItem"];
ezInstrumentKey instrumentKey = APIFactory.InstrumentKeyFromString(prop["InstrumentKey"]);
currentInstrument = APIMain.InstrumentFromKey(instrumentKey);
//api.SubscribeToInstrument(instrument.Key);
api.OnInsideMarketUpdate += api_OnInsideMarketUpdate;
api_OnInsideMarketUpdate(currentInstrument);
}
public override void UpdateProviderFromPropertyValues()
{
//selectedMarketData = prop["QuoteItem"];
ezInstrumentKey instrumentKey = APIFactory.InstrumentKeyFromString(prop["InstrumentKey"]);
// Get historical data for 1-hour "bars".
EZInstrument instrument = APIMain.InstrumentFromKey(instrumentKey);
zChartInterval interval = zChartInterval.Hour;
int period = 1;
// TODO analyze different time periods (ex: different hours of the trading session) to
// get a better "AverageVolumePerTimePeriod" calculation.
EZChartDataSeries historicalData = api.RequestHistoricalData(instrument, interval, period);
if (historicalData == null)
{
averageVolumePerTimePeriod = prop["AverageVolumePerTimePeriod"] ?? 0;
timePeriodLength = prop["TimePeriodLengthMinutes"] ?? 0.0;
}
else
{
int totalVolume = 0;
int volumeCount = 0;
foreach (ezBarDataPoint dp in historicalData.TradeBars)
{
totalVolume += dp.Volume;
++volumeCount;
}
double averageVolumePerHour = (double)totalVolume / (double)volumeCount;
timePeriodLength = 5.0; // five minutes
averageVolumePerTimePeriod = (int)Math.Round(averageVolumePerHour / 20.0);
}
currentInstrument = APIMain.InstrumentFromKey(instrumentKey);
//api.SubscribeToInstrument(instrument.Key);
api.OnInsideMarketUpdate += api_OnInsideMarketUpdate;
api_OnInsideMarketUpdate(currentInstrument);
}
