Exemplo n.º 1
0
        private void CEL_CELStarted()
        {
            Control ctrl = null;
            IEnumerator <String> enumList = _addSybolsList.Keys.GetEnumerator();

            while (enumList.MoveNext())
            {
                try
                {
                    ctrl = _addSybolsList[enumList.Current];
                    _cel.NewInstrument(enumList.Current);

                    CQGTicksRequest req = _cel.CreateTicksRequest();
                    req.Type           = eTicksRequestType.trtCurrentNotify;
                    req.SessionsFilter = 0;
                    req.TickFilter     = eTickFilter.tfAll;
                    req.Symbol         = enumList.Current;
                    _cel.RequestTicks(req);
                }
                catch (Exception ex)
                {
                    Console.WriteLine(ex.Message);
                    if (ctrl != null)
                    {
                        ctrl.ForeColor = Color.OrangeRed;
                        ctrl.Text      = ex.Message;
                    }
                }
            }
        }
Exemplo n.º 2
0
        public static void UpdateDailyValues(List <string> symbols)
        {
            if (!_cqgIsStarted)
            {
                return;
            }

            foreach (var symbol in symbols)
            {
                if (!ClientDatabaseManager.IfTodayWeHadSettingDailyValue(symbol) && !SubscribedSymbol.Contains(symbol))
                {
                    // _subscribedSymbol.Add(symbol);
                    if (IsNoCont(symbol))
                    {
                        _cqgVar.NewInstrument(symbol);
                    }
                    else
                    {
                        _cqgVar.NewInstrument(symbol + (Settings.Default.IsAdditionalTextReuired?Settings.Default.AdditionalText:""));
                    }
                }
            }
        }
Exemplo n.º 3
0
        public static void UpdateDailyValues(List <string> symbols)
        {
            if (!_cqgIsStarted)
            {
                return;
            }

            foreach (var symbol in symbols)
            {
                if (!DatabaseManager.IfTodayWeHadSettingDailyValue(symbol) && !_subscribedSymbol.Contains(symbol))
                {
                    _subscribedSymbol.Add(symbol);
                    _cqgVar.NewInstrument(symbol);
                    _SymbolNow = symbol;
                }
            }
        }
Exemplo n.º 4
0
        private void StartAsyncGetingSessionsData(CQGCEL cel, List <string> symbols)
        {
            for (int i = 0; i < symbols.Count(); i++)
            {
                var symbol = symbols[i];

                var progress = (i * (50 / symbols.Count()));
                OnProgress(progress);

                _aSemaphoreHolidays = new Semaphore(0, 1);
                _aSemaphoreSessions = new Semaphore(0, 1);

                List <DateTime> aResultDateTimes = ClientDatabaseManager.GetAllDateTimes(ClientDatabaseManager.GetTableFromSymbol(symbol));

                if (aResultDateTimes == null || aResultDateTimes.Count == 0)
                {
                    continue;
                }

                var rangeBegin = aResultDateTimes.First();
                var rangeEnd   = aResultDateTimes.Last();
                var req        = cel.CreateHistoricalSessionsRequest();


                req.Type       = eHistoricalSessionsRequestType.hsrtTimeRange;
                req.Symbol     = symbol;
                req.RangeStart = rangeBegin;
                req.RangeEnd   = rangeEnd;

                cel.RequestHistoricalSessions(req);
                _aSemaphoreHolidays.WaitOne(20000);// wait


                cel.NewInstrument(symbol);
                _aSemaphoreSessions.WaitOne(20000);// wait
            }
        }
Exemplo n.º 5
0
        private static void TicksRequest(string symbolName)
        {
            try
            {
                if (!Cel.IsStarted)
                {
                    return;
                }

                Cel.NewInstrument(symbolName);


                //CQGTicksRequest req = Cel.CreateTicksRequest();
                //req.Type = eTicksRequestType.trtCurrentNotify;
                //req.SessionsFilter = 0;
                //req.TickFilter = eTickFilter.tfAll;
                //req.Symbol = symbolName;
                //Cel.RequestTicks(req);
            }
            catch (Exception ex)
            {
                Console.WriteLine(ex.Message);
            }
        }
Exemplo n.º 6
0
        private void StartAsyncGetingSessionsData(CQGCEL cel, IEnumerable<string> symbols)
        {
            foreach (string symbol in symbols)
            {
                _aSemaphoreHolidays = new Semaphore(0, 1);
                _aSemaphoreSessions = new Semaphore(0, 1);

                List<DateTime> aResultDateTimes = DatabaseManager.GetAllDateTimes(DatabaseManager.GetTableFromSymbol(symbol));

                if (aResultDateTimes == null || aResultDateTimes.Count == 0)
                    continue;

                var rangeBegin = aResultDateTimes.First();
                var rangeEnd = aResultDateTimes.Last();
                var req = cel.CreateHistoricalSessionsRequest();

                req.Type = eHistoricalSessionsRequestType.hsrtTimeRange;
                req.Symbol = symbol;
                req.RangeStart = rangeBegin;
                req.RangeEnd = rangeEnd;

                cel.RequestHistoricalSessions(req);
                _aSemaphoreHolidays.WaitOne(20000);// wait

                cel.NewInstrument(symbol);
                _aSemaphoreSessions.WaitOne(20000);// wait
            }
        }
Exemplo n.º 7
0
        private void StartAsyncGetingSessionsData(CQGCEL cel, List<string> symbols)
        {
            for (int i = 0; i < symbols.Count(); i++)
            {
                var symbol = symbols[i];

                var progress = (i * (50 / symbols.Count()));
                OnProgress(progress);

                _aSemaphoreHolidays = new Semaphore(0, 1);
                _aSemaphoreSessions = new Semaphore(0, 1);

                List<DateTime> aResultDateTimes = ClientDatabaseManager.GetAllDateTimes(ClientDatabaseManager.GetTableFromSymbol(symbol));

                if (aResultDateTimes == null || aResultDateTimes.Count == 0)
                    continue;

                var rangeBegin = aResultDateTimes.First();
                var rangeEnd = aResultDateTimes.Last();
                var req = cel.CreateHistoricalSessionsRequest();

                req.Type = eHistoricalSessionsRequestType.hsrtTimeRange;
                req.Symbol = symbol;
                req.RangeStart = rangeBegin;
                req.RangeEnd = rangeEnd;

                cel.RequestHistoricalSessions(req);
                _aSemaphoreHolidays.WaitOne(20000);// wait

                cel.NewInstrument(symbol);
                _aSemaphoreSessions.WaitOne(20000);// wait
            }
        }
Exemplo n.º 8
0
        public static void BarRequest(string symbolName)
        {
            try
            {
                if (!Cel.IsStarted)
                {
                    FinishCollectingSymbol(symbolName, false, 0, "CQG not started");
                    return;
                }
                Cel.NewInstrument(symbolName);


                var tableName = ClientDatabaseManager.GetBarTableFromSymbol(symbolName, GetTableType(_historicalPeriod));

                _aHistoricalPeriod = eHistoricalPeriod.hpUndefined;
                if (ClientDatabaseManager.BarTableExist(tableName))
                {
                    if (!ClientDatabaseManager.MonthCharYearExist(tableName))
                    {
                        ClientDatabaseManager.AddMonthCharYearColumnsToBarTable(tableName);
                    }
                    if (ClientDatabaseManager.YearCharExist(tableName))
                    {
                        ClientDatabaseManager.DeleteWrongColumnsFromTable(tableName);
                    }


                    if (Settings.Default.MakeBigger)
                    {
                        ClientDatabaseManager.MakeBarTableBigger(symbolName, GetTableType(_historicalPeriod));
                    }
                }
                else
                {
                    ClientDatabaseManager.CreateBarsTable(symbolName, GetTableType(_historicalPeriod));
                }
                //DatabaseManager.CreateBarsTable(symbolName, GetTableType(_historicalPeriod));

                CQGTimedBarsRequest request = Cel.CreateTimedBarsRequest();

                request.RangeStart     = _rangeStart;
                request.RangeEnd       = _rangeEnd;
                request.SessionsFilter = _sessionFilter;
                request.Symbol         = symbolName;
                request.Continuation   = ConvertToTsts(_continuationType);

                request.IntradayPeriod = GetIntradayPeriod(_historicalPeriod);

                if (_aHistoricalPeriod != eHistoricalPeriod.hpUndefined)
                {
                    request.HistoricalPeriod = _aHistoricalPeriod;
                }

                var bars         = Cel.RequestTimedBars(request);
                var curTimedBars = Cel.AllTimedBars.ItemById[bars.Id];

                if (curTimedBars.Status == eRequestStatus.rsInProgress)
                {
                }
            }
            catch (Exception ex)
            {
                Console.WriteLine(ex);
            }
        }