//---------- API
#region public DataSourceNorgate(Dictionary<DataSourceValue, string> info)
/// <summary>
/// Create and initialize new data source for Norgate Data.
/// </summary>
/// <param name="info">info dictionary</param>
public DataSourceNorgate(Dictionary <DataSourceParam, string> info) : base(info)
{
// make sure Norgate api is properly loaded
NorgateHelpers.HandleUnresovledAssemblies();
if (info[DataSourceParam.name] == info[DataSourceParam.nickName])
{
// no proper name given, try to retrieve from Norgate
SetName();
}
}
private void LoadData(List <Bar> data, DateTime startTime, DateTime endTime)
{
if (!NorgateHelpers.isAPIAvaliable)
{
throw new Exception(string.Format("{0}: Norgate Data Updater not installed", GetType().Name));
}
//--- Norgate setup
NDU.Api.SetAdjustmentType = GlobalSettings.AdjustForDividends
? NDU.AdjustmentType.TotalReturn
: NDU.AdjustmentType.CapitalSpecial;
NDU.Api.SetPaddingType = NDU.PaddingType.AllMarketDays;
//--- run NDU as required
#if false
// this should work, but seems broken as of 01/09/2019
DateTime dbTimeStamp = NDU.Api.LastDatabaseUpdateTime;
#else
List <NDU.RecOHLC> q = new List <NDU.RecOHLC>();
NDU.Api.GetData("$SPX", out q, DateTime.Now - TimeSpan.FromDays(5), DateTime.Now + TimeSpan.FromDays(5));
DateTime dbTimeStamp = q
.Select(ohlc => ohlc.Date)
.OrderByDescending(d => d)
.First();
#endif
if (endTime > dbTimeStamp)
{
NorgateHelpers.RunNDU();
}
//--- get data from Norgate
List <NDU.RecOHLC> norgateData = new List <NDU.RecOHLC>();
NDU.OperationResult result = NDU.Api.GetData(Info[DataSourceParam.symbolNorgate], out norgateData, startTime, endTime);
//--- copy to TuringTrader bars
double priceMultiplier = Info.ContainsKey(DataSourceParam.dataUpdaterPriceMultiplier)
? Convert.ToDouble(Info[DataSourceParam.dataUpdaterPriceMultiplier])
: 1.0;
foreach (var ohlc in norgateData)
{
// Norgate bars only have dates, no time.
// we need to make sure that we won't return bars
// outside of the requested range, as otherwise
// the simulator's IsLastBar will be incorrect
Bar bar = CreateBar(ohlc, priceMultiplier);
if (bar.Time >= startTime && bar.Time <= endTime)
{
data.Add(bar);
}
}
}
public UniverseNorgate(string nickname)
{
// make sure Norgate api is properly loaded
NorgateHelpers.HandleUnresovledAssemblies();
if (!_watchlistNames.ContainsKey(nickname))
{
throw new Exception(string.Format("{0}: no watchlist found for '{1}'", GetType().Name, nickname));
}
_nickname = nickname;
getWatchlist();
}
