public Tuple <List <Bar>, TwsError> GetPreviousCloses(Contract contract, int days)
{
Semaphore semaphore = new Semaphore(0, 1);
Tuple <List <Bar>, TwsError> reTuple;
List <Bar> barsList = null;
TwsError error = null;
int reqId = int.MinValue;
void hHistoricalBarReceived(object sender, HistoricalBarRecv_EventArgs e)
{
if (e.RequestId == reqId)
{
if (barsList == null)
{
barsList = new List <Bar>();
}
barsList.Add(e.HistoricalBar);
}
}
void hHistoricalDataReceived(object sender, RequestId_EventArgs e)
{
if (e.RequestId == reqId)
{
semaphore.Release();
}
}
void hErrorReceived(object sender, ErrorRecv_EventArgs e)
{
if (e.Error.id != -1 && e.Error.id == reqId)
{
error = e.Error;
semaphore.Release();
}
}
HistoricalBarReceived_Event += hHistoricalBarReceived;
HistoricalDataEndReceived_Event += hHistoricalDataReceived;
ErrorReceived_Event += hErrorReceived;
reqId = RequestPreviousCloses(contract, days);
RequestId_Event?.Invoke(contract, new RequestId_EventArgs(reqId));
semaphore.WaitOne();
HistoricalDataEndReceived_Event -= hHistoricalDataReceived;
HistoricalBarReceived_Event -= hHistoricalBarReceived;
ErrorReceived_Event -= hErrorReceived;
reTuple = new Tuple <List <Bar>, TwsError>(barsList, error);
return(reTuple);
}
public ErrorRecv_EventArgs(TwsError err)
{
this.Error = err;
}