/// <summary>
/// take candle history for period
/// взять историю свечек за период
/// </summary>
public List <Candle> GetCandleDataToSecurity(Security security, TimeFrameBuilder timeFrameBuilder, DateTime startTime, DateTime endTime, DateTime actualTime)
{
if (endTime > DateTime.Now - new TimeSpan(0, 0, 1, 0))
{
endTime = DateTime.Now - new TimeSpan(0, 0, 1, 0);
}
int interval = 500 * (int)timeFrameBuilder.TimeFrameTimeSpan.TotalMinutes;
List <Candle> candles = new List <Candle>();
var startTimeStep = startTime;
var endTimeStep = startTime;
while (endTime > endTimeStep)
{
endTimeStep = endTimeStep + new TimeSpan(0, 0, interval, 0);
DateTime realEndTime = endTimeStep;
if (realEndTime > DateTime.Now - new TimeSpan(0, 0, (int)timeFrameBuilder.TimeFrameTimeSpan.TotalMinutes, 0))
{
realEndTime = DateTime.Now - new TimeSpan(0, 0, (int)timeFrameBuilder.TimeFrameTimeSpan.TotalMinutes, 0);
}
List <Candle> stepCandles = _client.GetCandlesForTimes(security.Name, timeFrameBuilder.TimeFrameTimeSpan, startTimeStep, realEndTime);
if (stepCandles != null)
{
candles.AddRange(stepCandles);
}
startTimeStep = endTimeStep + new TimeSpan(0, 0, (int)timeFrameBuilder.TimeFrameTimeSpan.TotalMinutes, 0);
if (endTime < endTimeStep)
{
break;
}
Thread.Sleep(300);
}
if (candles.Count == 0)
{
return(null);
}
return(candles);
}
/// <summary>
/// take candle history for period
/// взять историю свечек за период
/// </summary>
public List <Candle> GetCandleDataToSecurity(Security security, TimeFrameBuilder timeFrameBuilder,
DateTime startTime, DateTime endTime, DateTime actualTime)
{
List <Candle> candles = new List <Candle>();
actualTime = startTime;
while (actualTime < endTime)
{
List <Candle> newCandles = _client.GetCandlesForTimes(security.Name,
timeFrameBuilder.TimeFrameTimeSpan,
actualTime, endTime);
if (candles.Count != 0 && newCandles.Count != 0)
{
for (int i = 0; i < newCandles.Count; i++)
{
if (candles[candles.Count - 1].TimeStart >= newCandles[i].TimeStart)
{
newCandles.RemoveAt(i);
i--;
}
}
}
if (newCandles.Count == 0)
{
return(candles);
}
candles.AddRange(newCandles);
actualTime = candles[candles.Count - 1].TimeStart;
}
if (candles.Count == 0)
{
return(null);
}
return(candles);
}