private IEnumerable <HistoricalData> GetData(MarketRequest request, string filename) { switch (request.DataType) { case DataType.Tick: return(LookupMessageFileParser.ParseFromFile(line => new HistoricalData(TickMessage.Parse(line).Timestamp, line), filename)); case DataType.Daily: return(LookupMessageFileParser.ParseFromFile(line => new HistoricalData(DailyWeeklyMonthlyMessage.Parse(line).Timestamp, line), filename)); default: throw new NotSupportedException(); } }
public static IEnumerable <HistoricalBar> ParseFromFile(string path) { return(LookupMessageFileParser.ParseFromFile(Parse, path)); }
public static IEnumerable <IntervalMessage> ParseFromFile(string path, bool hasRequestId = false) { return(hasRequestId == false ? LookupMessageFileParser.ParseFromFile(Parse, path) : LookupMessageFileParser.ParseFromFile(ParseWithRequestId, path)); }
public static IEnumerable <TickMessage <float> > ParseFloatFromFile(string path, bool hasRequestId = false) { return(hasRequestId == false ? LookupMessageFileParser.ParseFromFile(ParseFloat, path) : LookupMessageFileParser.ParseFromFile(ParseFloatWithRequestId, path)); }
public static IEnumerable <TickMessage <decimal> > ParseDecimalFromFile(string path, bool hasRequestId = false) { return(hasRequestId == false ? LookupMessageFileParser.ParseFromFile(ParseDecimal, path) : LookupMessageFileParser.ParseFromFile(ParseDecimalWithRequestId, path)); }
public static IEnumerable <DailyWeeklyMonthlyMessage <double> > ParseFromFile(string path, bool hasRequestId = false) { return(hasRequestId == false ? LookupMessageFileParser.ParseFromFile(Parse, path) : LookupMessageFileParser.ParseFromFile(ParseWithRequestId, path)); }