/// <summary>
/// Example: to get 15 minute bars,
/// interval = ChartInterval.Minute
/// period = 15
/// </summary>
/// <param name="market"></param>
/// <param name="interval"></param>
/// <param name="period"></param>
/// <param name="startDate"></param>
/// <param name="endDate">Leave endDate = null for realtime (endDate = current date)</param>
static public EZChartDataSeries MakeChartData(EZInstrument instrument, ezBarInterval barInterval, DateTime startDate, DateTime?endDate = null)
{
Market market = APIMain.MarketFromInstrument(instrument);
// Load the data for the selected market.
BarInterval interval = new BarInterval(APIConvert.ToChartInterval(barInterval.Interval), barInterval.Period);
ChartDataSeries ctsChartData = new ChartDataSeries(market, interval, SessionTimeRange.Empty);
var session = new ezSessionTimeRange();
EZChartDataSeries chartData = new EZChartDataSeries(market.Description, barInterval, session);
var chartThread = new ChartDataThread(ctsChartData, chartData, startDate, endDate);
var thread = new Thread(new ThreadStart(chartThread.Run));
thread.Name = market.Description + ":" + barInterval;
thread.Start();
return(chartData);
//dataPoints = new List<ezBarDataPoint>();
/*foreach (HistoricalQuote hq in historical)
* {
* ezBarDataPoint dp = new ezBarDataPoint(hq.Open, hq.High, hq.Low, hq.Close, 0, hq.Volume);
* dataPoints.Add(dp);
* }*/
}
private void RequestChartData(EZInstrument instrument, zChartInterval interval, int period)
{
ChartDataForm chartForm;
// Set EndDate to the current trading date.
//DateTime dtEndDate = selectedContract.GetTradeDate(DateTime.Now);
DateTime dtEndDate = DateTime.Now;
DateTime dtStartDate;
// Pick a different start date depending on if we are viewing DAYS, HOURS, MINUTES, etc...
if (interval == zChartInterval.Week)
{
dtStartDate = dtEndDate.AddMonths(-16);
}
else if (interval == zChartInterval.Day)
{
dtStartDate = dtEndDate.AddMonths(-5);
}
else if (interval == zChartInterval.Minute)
{
dtStartDate = dtEndDate;
if (period <= 15) // 15 minute (or less) bars
{
dtStartDate = dtStartDate.AddTradeHours(-4);
}
else // more than 15 minute bars
{
dtStartDate = dtStartDate.AddTradeDays(-2);
}
}
else
{
// Anything we haven't covered, we'll load a couple days (not ideal - needs to be improved).
dtStartDate = dtEndDate;
dtStartDate = dtStartDate.AddTradeDays(-3);
/*// This little loop here will ensure that we load the previous trade date as well as today and will account for weekends
* // and holidays.
* while ((selectedContract.GetTradeDate(dtStartDate) == dtEndDate))
* {
* dtStartDate = dtStartDate.AddDays(-1);
* }*/
}
// Create a BarInterval object to tell the API what bar interval we want.
// So for example, if we wanted a 15 minute bar, we would do: New ezBarInterval(zChartDataType.Minute, 15)
ezBarInterval ezbi = new ezBarInterval(interval, period);
IChartDataProvider provider = new ChartDataProviderCTS(instrument.Name + " : " + ezbi, ezbi, ezSessionTimeRange.Empty);
chartForm = new ChartDataForm(provider);
WinForms.SetWaitCursor(true);
//provider.LoadHistoricalChartData(APIMain.MarketFromInstrument(instrument), dtStartDate, dtEndDate);
provider.LoadRealTimeChartData(APIMain.MarketFromInstrument(instrument), dtStartDate);
chartForm.Show();
}
public EZChartDataSeries(string dataSeriesName, ezBarInterval interval, ezSessionTimeRange session)
{
this.dataSeriesName = dataSeriesName;
this.interval = interval;
this.session = session;
tickDataPoints = new List <ezBarDataPointTicks>();
dataPoints = new List <ezBarDataPoint>();
}
