static public List <ActiveContract> GetActiveContracts()
{
using (var jetiDB = new JETIEntities())
{
return((from ActiveContract in jetiDB.ActiveContracts
select ActiveContract).ToList());
}
}
static public dynamic GetPriceData(ActiveContract t)
{
Console.WriteLine("--Getting Data For: " + t.IBFuturesLocalSymbol);
using (var jetiDB = new JETIEntities())
{
return((from PriceCapture p in jetiDB.PriceCaptures
where p.Ticker == t.IBFuturesLocalSymbol
//& p.IBTimestamp == DateTime.Today
select new { p.IBTimestamp, p.Ticker, p.Price }).ToList());
}
}
public void RealTimeBarCapturetoDB(double close, long time, string ticker)
{
//Write data to EF model and persist to SQL database
var JetiDB = new JETIEntities();
var PrObj = new PriceCapture();
PrObj.Ticker = ticker;
PrObj.Price = close;
PrObj.IBTimestamp = UnixTimeStampToDateTime(time);
JetiDB.PriceCaptures.Add(PrObj);
JetiDB.SaveChanges();
}
static public DataTable GetPricesFromDB(ActiveContract t, int periods)
{
DataTable dt = new DataTable();
dt.Columns.Add("time", typeof(DateTime));
dt.Columns.Add("ticker", typeof(string));
dt.Columns.Add("price", typeof(double));
using (var jetiDB = new JETIEntities())
{
var q = (from PriceCapture p in jetiDB.PriceCaptures
where p.Ticker == t.IBFuturesLocalSymbol
orderby p.IBTimestamp descending
//& p.IBTimestamp == DateTime.Today
select new { p.IBTimestamp, p.Ticker, p.Price }).Take(periods);
foreach (var k in q)
{
dt.Rows.Add(k.IBTimestamp, k.Ticker, k.Price);
//Console.WriteLine("");
}
}
return(dt);
}
