protected bool LoadDataForTickers(StrategyBase s)
{
StrategyInputInfo info = s.CreateInputInfo();
for (int i = 0; i < info.Tickers.Count; i++)
{
TickerInputInfo ti = info.Tickers[i];
Exchange e = ((IStrategyDataProvider)this).GetExchange(ti.Exchange);
if (e == null)
{
return(false);
}
ti.Ticker = e.GetTicker(ti.TickerName);
if (ti.Ticker == null)
{
return(false);
}
StrategySimulationData data = null;
SimulationData.TryGetValue(ti.Ticker, out data);
if (data == null)
{
data = new StrategySimulationData()
{
Ticker = ti.Ticker, Exchange = e, Strategy = s, TickerInfo = ti
}
}
;
if (!string.IsNullOrEmpty(ti.TickerSimulationDataFile))
{
data.UseTickerSimulationDataFile = true;
if (!ti.Ticker.CaptureDataHistory.Load(ti.TickerSimulationDataFile))
{
return(false);
}
data.CaptureDataHistory = ti.Ticker.CaptureDataHistory;
}
else
{
if (ti.UseTradeHistory)
{
if (data.Trades == null)
{
data.Trades = DownloadTrades(ti);
}
}
if (ti.UseKline)
{
if (data.CandleStickData == null)
{
data.CandleStickData = DownloadCandleStickData(ti);
}
data.CopyCandleSticksFromLoaded();
if (data.CandleStickData.Count == 0)
{
return(false);
}
}
data.OrderBook = DownloadOrderBook(ti);
if (data.OrderBook == null)
{
return(false);
}
}
if (!SimulationData.ContainsKey(ti.Ticker))
{
SimulationData.Add(ti.Ticker, data);
}
}
return(true);
}
bool IStrategyDataProvider.InitializeDataFor(StrategyBase s)
{
return(true);
}