internal SeriesSymbolData(InstrumentDataRequest dataRequest, InstrumentSettings settings = null) {
this.Id = 0x40000000 | System.Threading.Interlocked.Increment(ref __iLastSeriesId);
this.Indexer = new SeriesIndexer();
__cDataRequest = dataRequest;
__cSettings = ((settings == null) ? new InstrumentSettings(ref __cDataRequest) : settings.Create(ref __cDataRequest));
__cUpdateTime = DateTime.UtcNow.AddHours(__cSettings.TimeZone);
SessionObject cSession = __cSettings.GetSessionFromToday();
__iRealtimeCount = (cSession == null) ? 1 : (int) ((cSession.GetCloseTimeForDaylight() - cSession.GetStartTimeForDaylight()).TotalSeconds / dataRequest.Resolution.TotalSeconds + 1);
Indexer.HistoryIndex = 0;
Indexer.RealtimeIndex = -1;
__cOpens = new Series<double>(__iRealtimeCount);
__cOpens.onRequest += Series_onRequest;
__cHighs = new Series<double>(__iRealtimeCount);
__cHighs.onRequest += Series_onRequest;
__cLows = new Series<double>(__iRealtimeCount);
__cLows.onRequest += Series_onRequest;
__cCloses = new Series<double>(__iRealtimeCount);
__cCloses.onRequest += Series_onRequest;
__cTimes = new Series<DateTime>(__iRealtimeCount);
__cTimes.onRequest += Series_onRequest;
__cVolumes = new Series<double>(__iRealtimeCount);
__cVolumes.onRequest += Series_onRequest;
__cDataRequest.Range.Count = 0; //將資料筆數設定為0(因為一開始沒有請求任何資訊)
}
private DataAdapter LoadAdapter(ref InstrumentDataRequest dataRequest, bool useCache = true) {
InstrumentDataRequest cRequest = dataRequest;
cRequest.Resolution = Resolution.GetBaseValue(dataRequest.Resolution);
DataAdapter cAdapter = new DataAdapter(cRequest);
InstrumentDataRequest cDataRequest = cAdapter.Series.DataRequest;
dataRequest.Range.Count = cDataRequest.Range.Count; //將正確的請求歷史資料數量傳入至結構
if (useCache) { //使用快取(true=建立完 DataAdapter 之後，將其保存至快取內以方便後續請求時使用)
if (!cDataRequest.Range.IsAlreadyRequestAllData) {
cAdapter.onCompleted += DataAdapter_onCompleted;
string sLSymbolId = dataRequest.Symbol.ToLower();
int iTotalSeconds = cDataRequest.Resolution.TotalSeconds;
if (iTotalSeconds < Resolution.MAX_BASE_TOTALSECONDS) {
lock (__cMinBases) {
if (!__cMinBases.ContainsKey(sLSymbolId)) {
__cMinBases.Add(sLSymbolId, cAdapter);
}
}
} else {
lock (__cDayBases) {
if (!__cDayBases.ContainsKey(sLSymbolId)) {
__cDayBases.Add(sLSymbolId, cAdapter);
}
}
}
}
}
return cAdapter;
}
private void CreateInstrument(SeriesSymbolDataRand seriesSymbolDataRand, int dataIndex) {
if (seriesSymbolDataRand != null) {
if (logger.IsInfoEnabled) {
InstrumentDataRequest cDataRequest = seriesSymbolDataRand.Source.DataRequest;
logger.InfoFormat("[DataLoader.CreateInstrument] {0}:{1}{2} Instrument create completed...", cDataRequest.Symbol, cDataRequest.Resolution.Size, cDataRequest.Resolution.Type);
}
bool bCompleted = false;
seriesSymbolDataRand.SetMaxbarsReferance(__iMaxBarsReference);
Instrument cInstrument = new Instrument(seriesSymbolDataRand);
lock (__cInstruments) {
__cInstruments[dataIndex] = cInstrument;
++__iMaxInstrumentCount;
bCompleted = __iMaxInstrumentCount == __cInstruments.Count;
}
if (onAddInstrument != null) {
onAddInstrument(this, new InstrumentChangeEvent(cInstrument, dataIndex));
}
if (bCompleted) { //如果讀取資料都已經完成, 發出事件通知已經完成
if (onLoadCompleted != null) {
onLoadCompleted(this, EventArgs.Empty);
}
}
}
}
/// <summary>
/// 非同步模式取得序列商品資訊
/// </summary>
/// <param name="dataRequest">資料請求結構</param>
/// <param name="result">序列商品資訊回報事件</param>
/// <param name="useCache">是否使用快取 [預設:true](true=序列資料結構建立後保存在快取內，下次需要使用直接從快取拿取, false=重新建立序列資料結構，建立的序列資料需要自行移除否則會占用記憶體空間)</param>
/// <param name="args">使用者自訂參數</param>
/// <param name="millisecondsTimeout">回補資料 Timeout 毫秒數 [預設:System.Threading.Timeout.Infinite (永遠等待直到回補完成)]</param>
public void AsyncGetSeries(InstrumentDataRequest dataRequest, EventHandler<SeriesResultEvent> result, bool useCache = true, object args = null, int millisecondsTimeout = Timeout.Infinite) {
Task.Factory.StartNew(() => {
CheckLogin(dataRequest.DataFeed);
Complement(dataRequest, millisecondsTimeout);
SeriesSymbolDataRand cSeries = InternalGetSeries(dataRequest, useCache);
result(this, new SeriesResultEvent(cSeries, args));
});
}
/// <summary>
/// 根據設定資訊調整 InstrumentDataRequest 設定並回傳目前的設定類別
/// </summary>
/// <param name="request">InstrumentDataRequest類別</param>
/// <returns>回傳值: 目前的 InstrumentSettings類別</returns>
public InstrumentSettings Create(ref InstrumentDataRequest request) {
SessionObject cSession = GetSessionFromToday();
DataRequestType cRequestType = request.Range.RequestType;
request.Resolution.CalculateRate(cSession.GetStartTimeForDaylight(), cSession.GetCloseTimeForDaylight(), __cProperty.Sessions.Count);
if (cRequestType == DataRequestType.DaysBack || cRequestType == DataRequestType.FromTo) {
request.Range.Count = request.Resolution.ConvertDaysToBars(request.Range.Count);
}
return this;
}
internal DataRequestEvent(InstrumentDataRequest dataRequest)
{
this.Result = -1;
__iRate = dataRequest.Resolution.Rate;
DataRequest cRange = dataRequest.Range;
this.Count = cRange.Count;
this.Ranges = new DateTime[] { cRange.From, cRange.To };
}
internal DataAdapter(InstrumentDataRequest request)
{
__cSeries = new SeriesSymbolData(request);
__cSeries.onRequest += SeriesSymbolData_onRequest;
__cDevice = __cDeviceCreator.Create();
__cDevice.SetSeries(__cSeries);
__cSeries.OnRequest(new DataRequestEvent(request)); //請求歷史資料
__cSeries.MergeTicks(); //合併即時Tick資訊
}
private void DrawTitle(Rectangle rectangle, ChartProperty property)
{
IQuote cQuote = __cBars.Quotes;
IInstrumentSettings cSettings = __cBars.Info;
InstrumentDataRequest cRequest = __cBars.Request;
Resolution cResolution = cRequest.Resolution;
string sTitle = string.Format("{0} {1} ({2}{3}) #{4} {5}", (cQuote == null) ? cRequest.Symbol : cQuote.SymbolId, (cQuote == null) ? cSettings.ASymbolInfo2.SymbolName : cQuote.SymbolName, cResolution.Size, cResolution.Type.ToString(), cSettings.Category.ToString(), cRequest.Exchange);
IntPtr cOldFont = __cGDI.SelectFont(property.TitleFont);
__cGDI.DrawString(sTitle, property.ForeColor, 5, rectangle.Top + 2);
__cGDI.RemoveObject(__cGDI.SelectFont(cOldFont));
}
private static SeriesSymbolData CreateSeries(string symbolId, EResolution type)
{
InstrumentDataRequest cRequest = new InstrumentDataRequest()
{
Exchange = "TWSE",
DataFeed = "Mitake",
Range = DataRequest.CreateBarsBack(DateTime.Now, 1),
Resolution = new Resolution(type, 1),
Symbol = symbolId
};
return(new SeriesSymbolData(cRequest));
}
/// <summary>
/// 請求商品歷史資料
/// </summary>
/// <param name="e">資料請求事件</param>
protected internal override void Request(DataRequestEvent e)
{
InstrumentDataRequest cDataRequest = this.DataRequest;
DateTime[] cRanges = e.Ranges;
ZRequest cRequest = new ZRequest();
cRequest.Method = "POST";
cRequest.Url = __sHttpUrl;
cRequest.Parameters = string.Format("exchange={0}&symbolId={1}&timeFrame={2}&position={3}&startDate={4}&endDate={5}&count={6}", cDataRequest.Exchange, cDataRequest.Symbol, cDataRequest.Resolution.TotalSeconds, this.Position, cRanges[0].ToString("yyyy-MM-dd"), cRanges[1].ToString("yyyy-MM-dd"), e.Count);
cRequest.CookieContainer = __cCookies;
int iRet = cRequest.Request();
if (iRet == 0)
{
ZReader cReader = new ZReader(cRequest.Response);
e.Result = cReader.Result;
if (cReader.Result == 0)
{
int iCount = e.Count = cReader.Count;
this.AdjustSize(iCount);
ZBuffer cBuffer = cReader.Read();
while (--iCount >= 0)
{
cBuffer.Position = iCount * DATA_BLOCK_SIZE;
DateTime cDate = cBuffer.GetDateTime();
double dOpen = cBuffer.GetDouble();
double dHigh = cBuffer.GetDouble();
double dLow = cBuffer.GetDouble();
double dClose = cBuffer.GetDouble();
double dVolume = cBuffer.GetDouble();
this.AddSeries(cDate, dOpen, dHigh, dLow, dClose, dVolume);
}
this.Position = cReader.Position;
e.Ranges[0] = cReader.BeginDate;
e.Ranges[1] = cReader.EndDate;
if (this.Position == 0)
{
e.IsAlreadyRequestAllData = true;
}
}
}
}
/// <summary>
/// 非同步讀取資料請求結構內的 Instrument 資料
/// </summary>
/// <param name="request">資料請求結構</param>
/// <param name="result">當成功取得 Instrument 商品資料會使用此委派方法回傳資料</param>
/// <param name="useCache">是否使用快取 [預設:false](true=序列資料結構建立後保存在快取內，下次需要使用直接從快取拿取, false=重新建立序列資料結構，建立的序列資料需要自行移除否則會占用記憶體空間)</param>
/// <param name="args">使用者自訂參數</param>
/// <param name="millisecondsTimeout">回補資料 Timeout 毫秒數 [預設:System.Threading.Timeout.Infinite (永遠等待直到回補完成)]</param>
public void BeginLoadData(InstrumentDataRequest request, LoadDataCallback result, bool useCache = false, object args = null, int millisecondsTimeout = System.Threading.Timeout.Infinite) {
SeriesManager.Manager.SetQuoteService(request.DataFeed);
SeriesManager.Manager.AsyncGetSeries(request, (object sender, SeriesResultEvent e) => {
SeriesSymbolDataRand cSeriesSymbolDataRand = e.Data;
cSeriesSymbolDataRand.SetMaxbarsReferance(__iMaxBarsReference);
Instrument cInstrument = new Instrument(cSeriesSymbolDataRand); //建立 Instrument 商品資料
Instrument cBars_0 = GetInstrument(0); //取得目前第 0 個 Instrument 商品資料
if (cBars_0 != null) {
cInstrument.MoveBars(cBars_0.Time.Value);
}
result(new DataLoaderResult(cInstrument, cInstrument.Quotes, args));
}, useCache, null, millisecondsTimeout);
}
/// <summary>
/// 建構子
/// </summary>
/// <param name="source">SeriesSymbolData 商品資料類別</param>
/// <param name="request">資料請求結構</param>
internal SeriesSymbolDataRand(SeriesSymbolData source, InstrumentDataRequest request) {
__cSource = source;
__cSource.onRequestCompleted += SeriesSymbolData_onRequestCompleted; //附掛請求歷史資料完成的事件通知
__cIndexer = source.Indexer;
__iBaseAdjustTotal = __cIndexer.AdjustTotalCount;
source.Clone(out __cTimes, out __cOpens, out __cHighs, out __cLows, out __cCloses, out __cVolumes);
__iHistoryIndex = __cCloses.Count - (request.Range.Count + source.RealtimeCount);
this.Current = 1; //預設值索引從 1 開始(內部會自動計算對應至 SeriesSymbolData 序列資料的正確索引位置)
string sDataSource = source.DataRequest.DataFeed;
AbstractQuoteService cService = QuoteManager.Manager.GetQuoteService(sDataSource);
if (cService != null) {
__cQuoteStorage = cService.Storage;
}
}
/// <summary>
/// 將設定檔轉換為 InstrumentDataRequest 列表的格式
/// </summary>
/// <param name="requests">RequestSetting 陣列</param>
/// <returns>返回值: InstrumentDataRequest 列表</returns>
public static List <InstrumentDataRequest> Convert(List <RequestSetting> requests)
{
List <InstrumentDataRequest> cResult = new List <InstrumentDataRequest>();
foreach (RequestSetting cRequest in requests)
{
string[] sPeriods = cRequest.DataPeriod.Split(',');
int iPeriodSize = int.Parse(sPeriods[0]);
EResolution cResolution = (EResolution)Enum.Parse(typeof(EResolution), sPeriods[1]);
InstrumentDataRequest cDataRequest = new InstrumentDataRequest()
{
Exchange = cRequest.Exchange,
DataFeed = cRequest.DataFeed,
Resolution = new Resolution(cResolution, iPeriodSize),
Symbol = cRequest.SymbolId
};
string[] sParams = cRequest.Range.Split(',');
string sMode = sParams[0];
string[] sArgs = sParams[1].Split(';');
DateTime cEndDate = DateTime.Parse(sArgs[0]);
if (cEndDate == MAX_REQUEST_LASTDATE)
{
cEndDate = DateTime.Today;
}
switch (sMode)
{
case "barsBack":
cDataRequest.Range = DataRequest.CreateBarsBack(cEndDate, int.Parse(sArgs[1]));
break;
case "daysBack":
cDataRequest.Range = DataRequest.CreateDaysBack(cEndDate, int.Parse(sArgs[1]));
break;
case "fromTo":
cDataRequest.Range = DataRequest.CreateFromTo(DateTime.Parse(sArgs[1]), cEndDate);
break;
}
cResult.Add(cDataRequest);
}
return(cResult);
}
private void Complement(InstrumentDataRequest request, int millisecondsTimeout) {
string sDataSource = request.DataFeed;
if (__cDataSources.Contains(sDataSource)) {
AbstractQuoteService cService = QuoteManager.Manager.GetQuoteService(sDataSource);
if (cService != null) {
string sSymbolId = request.Symbol;
IQuote cQuote = cService.Storage.GetQuote(sSymbolId);
if (cQuote != null && cQuote.ComplementStatus != ComplementStatus.Complemented) {
EventWaitHandle cWaitHandle = null;
lock (__cAsyncArgs) {
_AsyncEventArgs cArgs = null;
string sHashKey = string.Format("{0}_{1}", sDataSource, sSymbolId);
if (__cAsyncArgs.TryGetValue(sHashKey, out cArgs)) {
cWaitHandle = cArgs.handle;
} else {
if (cQuote.ComplementStatus == ComplementStatus.NotComplement) {
cArgs = new _AsyncEventArgs();
cArgs.request = request;
cWaitHandle = new ManualResetEvent(false);
cArgs.handle = cWaitHandle;
__cAsyncArgs.Add(sHashKey, cArgs);
cService.AddSubscribe(sSymbolId);
cService.Complement(sSymbolId);
}
}
}
if (cWaitHandle != null) {
if (!cWaitHandle.WaitOne(millisecondsTimeout)) { //等待回補資訊(如果 millisecondsTimeout 為 -1 則會無限等待, 如果有設定 Timeout 在時間到了之後還沒回補完畢就直接釋放 WaitHandle 元件並移除)
cWaitHandle.Dispose();
string sHashKey = string.Format("{0}_{1}", sDataSource, sSymbolId);
lock (__cAsyncArgs) {
__cAsyncArgs.Remove(sHashKey);
}
}
}
}
}
}
}
private void SeriesSymbolData_onRequest(object sender, DataRequestEvent e)
{
int iCount = e.Count;
DataRequest cDataRequest = __cSeries.DataRequest.Range;
int iBaseCount = cDataRequest.Count;
bool bRequest = e.Totals > iBaseCount;
if (!bRequest)
{
bRequest = (__cDevice.Position == -1) ? true : e.CheckRequest(cDataRequest);
}
if (bRequest)
{
__cDevice.Request(e);
if (e.Result == 0)
{
e.Count += iBaseCount;
if (e.IsAlreadyRequestAllData)
{
__cSeries.RemoveRequest(); //如果已經全部讀取完畢就取消事件
if (onCompleted != null)
{
InstrumentDataRequest cInstDataRequest = __cSeries.DataRequest;
onCompleted(this, new DataAdapterCompleteEvent(cInstDataRequest.Symbol, cInstDataRequest.Resolution.TotalSeconds));
}
}
}
}
else
{
e.Result = 0;
e.Count = iBaseCount;
e.Ranges = new DateTime[] { cDataRequest.From, cDataRequest.To };
e.IsAlreadyRequestAllData = cDataRequest.IsAlreadyRequestAllData;
}
}
internal SeriesSymbolData(InstrumentDataRequest dataRequest, InstrumentSettings settings = null)
{
this.Indexer = new SeriesIndexer();
__cDataRequest = dataRequest;
__cSettings = ((settings == null) ? new InstrumentSettings(ref __cDataRequest) : settings.Create(ref __cDataRequest));
__cUpdateTime = DateTime.UtcNow.AddHours(__cSettings.TimeZone);
SessionObject cSession = __cSettings.GetSessionFromToday();
__iRealtimeCount = (int)((cSession.EndTime - cSession.StartTime).TotalSeconds / dataRequest.Resolution.TotalSeconds + 1);
Indexer.HistoryIndex = 0;
Indexer.RealtimeIndex = -1;
__cOpens = new Series <double>(__iRealtimeCount);
__cHighs = new Series <double>(__iRealtimeCount);
__cLows = new Series <double>(__iRealtimeCount);
__cCloses = new Series <double>(__iRealtimeCount);
__cTimes = new Series <DateTime>(__iRealtimeCount);
__cVolumes = new Series <double>(__iRealtimeCount);
__cDataRequest.Range.Count = 0; //將資料筆數設定為0(因為一開始沒有請求任何資訊)
}
/// <summary>
/// 建構子
/// </summary>
/// <param name="request">InstrumentDataRequest類別</param>
public InstrumentSettings(ref InstrumentDataRequest request) {
AbstractExchange cExchange = ProductManager.Manager.GetExchange(request.Exchange);
__sSymbolId = request.Symbol;
__sExchange = request.Exchange;
__sDataSource = request.DataFeed;
__dTimeZone = cExchange.TimeZone;
__cProduct = cExchange.GetProduct(__sSymbolId);
__cProperty = cExchange.GetProperty(__sSymbolId, __sDataSource);
//如果沒有商品資訊就使用 request.Symbol 第一個字元當作搜尋條件來取代
if (__cProduct == null) {
List<Product> cProducts = cExchange.SearchProducts(new string(__sSymbolId[0], 1), false);
foreach (Product cProduct in cProducts) {
AbstractProductProperty cProperty = cExchange.GetProperty(cProduct.SymbolId);
if (cProperty != null) {
__cProduct = cProduct;
__cProperty = cProperty;
break;
}
}
}
__cOptionType = __cProperty.GetCallOrPut(__cProduct); //取得選擇權 Call or Put 類型
__dStrikePrice = __cProperty.GetStrikePrice(__cProduct); //取得選擇權履約價格
//取得合約到期日索引值
IContractTime cContractTime = __cProperty.ContractRule as IContractTime;
if (cContractTime != null) {
__iContractIndex = cContractTime.GetContractIndex(__sSymbolId);
}
this.Create(ref request);
__cResolution = request.Resolution;
}
private Instrument GetBars(string commodityId, char callOrPut, int targetPrice) {
InstrumentDataRequest cRequest = new InstrumentDataRequest() {
Exchange = "TWSE",
DataFeed = "Mitake",
Range = DataRequest.CreateBarsBack(DateTime.Now, MAX_LOAD_OPTIONS_COUNT),
Resolution = new Resolution(EResolution.Day, 1),
Symbol = string.Format("{0}{1}{2}.tw", commodityId, callOrPut, targetPrice)
};
__cExchange.AddProduct(new Product() {
Category = ESymbolCategory.IndexOption,
CommodityId = "TXW",
SymbolId = cRequest.Symbol,
SymbolName = cRequest.Symbol
});
return new Instrument(SeriesManager.Manager.GetSeries(cRequest), 0);
}
internal SeriesSymbolData CreateSeries(InstrumentDataRequest dataRequest) {
return new SeriesSymbolData(dataRequest, __cSettings);
}
private SeriesSymbolDataRand InternalGetSeries(InstrumentDataRequest dataRequest, bool useCache) {
SeriesStorage cStorage = null;
string sLSymbolId = dataRequest.Symbol.ToLower();
lock (__cStorages) {
if (!__cStorages.TryGetValue(sLSymbolId, out cStorage)) {
cStorage = new SeriesStorage(16);
__cStorages.Add(sLSymbolId, cStorage);
}
}
SeriesSymbolDataRand cSeriesRand = null;
int iTotalSeconds = dataRequest.Resolution.TotalSeconds;
if (useCache) { //是否使用快取
lock (cStorage) { //需要 lock 這個區塊(避免非同步讀取資料時發生問題)
int iBaseSeconds = (iTotalSeconds < Resolution.MAX_BASE_TOTALSECONDS) ? Resolution.MIN_BASE_TOTALSECONDS : Resolution.MAX_BASE_TOTALSECONDS;
SeriesSymbolData cSeries = cStorage.GetSeries(iTotalSeconds);
if (cSeries == null) {
cSeries = cStorage.GetSeries(iBaseSeconds);
if (cSeries == null) {
DataAdapter cAdapter = LoadAdapter(ref dataRequest);
cSeries = cAdapter.Series;
cStorage.Add(cSeries);
}
}
if (iBaseSeconds == iTotalSeconds) {
dataRequest = cSeries.DataRequest;
goto exit;
} else {
cSeries = cSeries.CreateSeries(dataRequest); //利用基礎周期建立其他的資料周期
cStorage.Add(cSeries); //加入至 SeriesStorage
}
dataRequest.Resolution = cSeries.DataRequest.Resolution; //將目標的週期結構更新至傳入的 InstrumentDataRequest 週期結構
DataRequestEvent cRequestEvent = new DataRequestEvent(dataRequest);
cSeries.OnRequest(cRequestEvent); //如果已經存在則請求使用者需要的歷史資料區間(請求方法會檢查目前已下載的歷史資料區間是否足夠, 如果使用者需要的歷史資料區間比較大會向伺服器請求)
dataRequest.Range.Count = cRequestEvent.Count; //將請求後的正確數量傳入至結構內
exit:
cSeriesRand = new SeriesSymbolDataRand(cSeries, dataRequest);
}
} else {
DataAdapter cAdapter = LoadAdapter(ref dataRequest, false); //重新建立新的基礎週期序列資料(不使用快取, 不保存至快取內, 使用完畢之後立即 Dispose)
SeriesSymbolData cSeries = cAdapter.Series; //取得新的基礎周期序列資料
int iBaseSeconds = (iTotalSeconds < Resolution.MAX_BASE_TOTALSECONDS) ? Resolution.MIN_BASE_TOTALSECONDS : Resolution.MAX_BASE_TOTALSECONDS;
if (iBaseSeconds == iTotalSeconds) {
dataRequest = cSeries.DataRequest;
} else {
SeriesSymbolData cTargetSeries = cSeries.CreateSeries(dataRequest); //使用 InstrumentDataRequest 建立新的其他週期序列資料
cSeries.Merge(cTargetSeries); //將基礎周期序列資料合併至新的其他週期序列資料
cSeries.Dispose(); //釋放基礎周期序列資料
cSeries = cTargetSeries;
}
cSeriesRand = new SeriesSymbolDataRand(cSeries, dataRequest);
cStorage.Add(cSeries, true); //保存序列資料(存放在 SeriesStorage 內的序列資料才會自動合併最新的即時資訊報價)
cAdapter.Dispose(); //釋放資料配置者類別
}
return cSeriesRand;
}
/// <summary>
/// 取得序列商品資訊
/// </summary>
/// <param name="dataRequest">資料請求結構</param>
/// <param name="useCache">是否使用快取 [預設:true](true=序列資料結構建立後保存在快取內，下次需要使用直接從快取拿取, false=重新建立序列資料結構，建立的序列資料需要自行移除否則會占用記憶體空間)</param>
/// <param name="millisecondsTimeout">回補資料 Timeout 毫秒數 [預設:System.Threading.Timeout.Infinite (永遠等待直到回補完成)]</param>
/// <returns>返回值: SeriesSymbolDataRand 類別</returns>
public SeriesSymbolDataRand GetSeries(InstrumentDataRequest dataRequest, bool useCache = true, int millisecondsTimeout = Timeout.Infinite) {
CheckLogin(dataRequest.DataFeed);
Complement(dataRequest, millisecondsTimeout);
return InternalGetSeries(dataRequest, useCache);
}