Пример #1
0
        private void JwIkuMWKfe([In] object obj0, [In] HistoricalTradeEventArgs obj1)
        {
            uRIUcg8mp5qy3pl442 riUcg8mp5qy3pl442 = (uRIUcg8mp5qy3pl442)null;

            if (!this.V43ldlVmhs.TryGetValue(obj1.RequestId, out riUcg8mp5qy3pl442))
            {
                return;
            }
            Instrument         key              = riUcg8mp5qy3pl442.tRpHqexTIJ();
            Trade              trade            = obj1.Trade;
            dtWG9eTloC3v1YLiPJ wg9eTloC3v1YliPj = (dtWG9eTloC3v1YLiPJ)null;

            if (this.sUBlFVkkCB.TryGetValue(key, out wg9eTloC3v1YliPj))
            {
                if (trade.DateTime < wg9eTloC3v1YliPj.aZTF2X8GaL() || trade.DateTime > wg9eTloC3v1YliPj.Kd2FKl42yG())
                {
                    key.Add(trade);
                }
            }
            else
            {
                key.Add(trade);
            }
            this.mwOkiJi9kn(riUcg8mp5qy3pl442, (HistoricalDataEventArgs)obj1);
        }
Пример #2
0
 private void OnNewHistoricalTrade(object sender, HistoricalTradeEventArgs e)
 {
     if (e.RequestId == this.request.RequestId)
     {
         this.data.Add(e.Trade);
     }
 }
Пример #3
0
 public void EmitHistoricalTrade(global::OpenQuant.API.HistoricalDataRequest request, DateTime datetime, double price, int size)
 {
     if (this.NewHistoricalTrade != null)
     {
         SmartQuant.Data.Trade    trade = new SmartQuant.Data.Trade(datetime, price, size);
         HistoricalTradeEventArgs args  = new HistoricalTradeEventArgs(trade, request.request.RequestId, request.request.Instrument, this, 0);
         this.NewHistoricalTrade(this, args);
     }
 }
Пример #4
0
        private void provider_NewHistoricalTrade(object sender, HistoricalTradeEventArgs args)
        {
            DownloadViewItem downloadViewItem = (DownloadViewItem)null;

            if (!this.items.TryGetValue(((HistoricalDataEventArgs)args).RequestId, out downloadViewItem))
            {
                return;
            }
            downloadViewItem.Instrument.Add(args.Trade);
            this.UpdateDownloadItem(downloadViewItem, (HistoricalDataEventArgs)args);
        }
Пример #5
0
		public void EmitHistoricalTrade(global::OpenQuant.API.HistoricalDataRequest request, DateTime datetime, double price, int size)
		{
			if (this.NewHistoricalTrade != null)
			{
				SmartQuant.Data.Trade trade = new SmartQuant.Data.Trade(datetime, price, size);
				HistoricalTradeEventArgs args = new HistoricalTradeEventArgs(trade, request.request.RequestId, request.request.Instrument, this, 0);
				this.NewHistoricalTrade(this, args);
			}
		}