private void SaveOandaCandle(CandlestickDao dao, OandaCandle oandaCandle)
{
var entity = dao.CreateNewEntity();
entity.Instrument = this.Instrument;
entity.Granularity = this.Granularity;
entity.DateTime = oandaCandle.DateTime;
entity.Open = oandaCandle.openMid;
entity.High = oandaCandle.highMid;
entity.Low = oandaCandle.lowMid;
entity.Close = oandaCandle.closeMid;
entity.Volume = oandaCandle.volume;
try {
entity.Save();
} catch (NpgsqlException e) {
if (e.Code == "23505")
{
Console.WriteLine(e.Message);
throw new RetryException();
}
else
{
throw e;
}
}
}
private void SaveOandaCandle(CandlestickDao dao, OandaCandle oandaCandle)
{
var entity = dao.CreateNewEntity();
entity.Instrument = this.Instrument;
entity.Granularity = this.Granularity;
entity.DateTime = oandaCandle.DateTime;
entity.Open = oandaCandle.openMid;
entity.High = oandaCandle.openMid;
entity.Low = oandaCandle.openMid;
entity.Close = oandaCandle.openMid;
entity.Volume = oandaCandle.volume;
entity.Save();
}
private DateTime SaveAndAdd(List <Candlestick> result, TimeSpan granularitySpan, CandlestickDao dao, DateTime t, OandaCandle oandaCandle)
{
while (t < oandaCandle.DateTime)
{
SaveNullCandle(dao, t);
result.Add(new Candlestick()
{
DateTime = t, Open = 0
});
t = t.Add(granularitySpan);
}
SaveOandaCandle(dao, oandaCandle);
result.Add(oandaCandle.Candlestick);
t = t.Add(granularitySpan);
return(t);
}
