Exemplo n.º 1
0
        /// <summary>
        /// Load historical data into bars
        /// </summary>
        /// <param name="bars">Bars object</param>
        /// <param name="insStoreID">InsStote Id</param>
        /// <param name="date1">First date (without time)</param>
        /// <param name="date2">Last date (without time)</param>
        /// <returns>Async task</returns>
        public Task LoadHistoryAsync(BarRow bars, int insStoreID, DateTime date1, DateTime date2)
        {
            if (date2 == DateTime.MaxValue)
            {
                date2 = date2.AddDays(-1);
            }
            int d1 = StorageLib.ToDbTime(date1.Date);
            int d2 = StorageLib.ToDbTime(date2.Date.AddDays(1));

            return(Task.Run(() =>
            {
                var loadedBars = _da.DbContext.Table <BarHistory>()
                                 .Where(b => b.InsStoreID == insStoreID && b.Time >= d1 && b.Time < d2)
                                 .OrderBy(b => b.Time);

                bars.SuspendEvents();
                foreach (var bar in loadedBars)
                {
                    bars.AddTick(StorageLib.ToDateTime(bar.Time), bar.OpenPrice, 0);
                    bars.AddTick(StorageLib.ToDateTime(bar.Time), bar.HighPrice, 0);
                    bars.AddTick(StorageLib.ToDateTime(bar.Time), bar.LowPrice, 0);
                    bars.AddTick(StorageLib.ToDateTime(bar.Time), bar.ClosePrice, bar.Volume);
                }
                bars.CloseLastBar();
                bars.ResumeEvents();
            }));
        }
Exemplo n.º 2
0
        /// <summary>
        /// Загрузка исторических данных в BarRow.
        /// Наиболее подходящий InsStore определяется автоматически.
        /// </summary>
        /// <param name="bars">BarRow</param>
        /// <param name="insID">Инструмент</param>
        /// <param name="date1">Нач дата</param>
        /// <param name="date2">Кон дата</param>
        /// <param name="insStoreID">Поток данных для загрузки (если null, то поток будет определен автоматически)</param>
        /// <returns>Асинхронная задача загрузки. Общее число баров после загрузки.</returns>
        public async Task <int> LoadHistoryAsync(BarRow bars, int insID, DateTime date1, DateTime date2, int?insStoreID = null)
        {
            Instrum instrum = _instrumBL.GetInstrumByID(insID);

            if (instrum == null)
            {
                return(0);
            }

            if (insStoreID == null)
            {
                var insStore = GetLoadHistoryInsStore(insID, bars.Timeframe);
                if (insStore != null)
                {
                    insStoreID = insStore.InsStoreID;
                }
            }
            if (insStoreID == null)
            {
                return(0);
            }

            int k    = (int)Math.Pow(10, instrum.Decimals);
            var list = await _insStoreDA.GetHistoryAsync(insStoreID.Value, date1, date2);

            return(await Task.Run(() =>
            {
                bars.SuspendEvents();
                foreach (var bar in list)
                {
                    DateTime time = StorageLib.ToDateTime(bar.Time);
                    decimal openPrice = (decimal)bar.OpenPrice / k;
                    decimal lowPrice = (decimal)(bar.OpenPrice + bar.LowDelta) / k;
                    decimal highPrice = (decimal)(bar.OpenPrice + bar.HighDelta) / k;
                    decimal closePrice = (decimal)(bar.OpenPrice + bar.CloseDelta) / k;

                    bars.AddTick(time, openPrice, 0);
                    bars.AddTick(time, lowPrice, 0);
                    bars.AddTick(time, highPrice, 0);
                    bars.AddTick(time, closePrice, bar.Volume);
                }
                bars.CloseLastBar();
                bars.ResumeEvents();

                return bars.Count;
            }));
        }