public string FromPeriodicityToLocalizedString(Periodicity periodicity)
{
if (periodicity == Periodicity.Year)
{
return(Properties.Resources.Year);
}
else if (periodicity == Periodicity.Month)
{
return(Properties.Resources.Month);
}
else if (periodicity == Periodicity.Week)
{
return(Properties.Resources.Week);
}
else if (periodicity == Periodicity.Day)
{
return(Properties.Resources.Day);
}
else if (periodicity == Periodicity.Hour)
{
return(Properties.Resources.Hour);
}
else if (periodicity == Periodicity.Minute)
{
return(Properties.Resources.Minute);
}
else
{
return(periodicity.ToString());
}
}
public void WriteXml(XmlWriter writer)
{
writer.WriteStartElement("Journal");
writer.WriteElementString("JournalName", _journalName);
writer.WriteElementString("Periodicity", _periodicity.ToString());
writer.WriteStartElement("Articles");
if (Articles != null)
{
Articles.ForEach(article =>
{
article.WriteXml(writer);
});
}
writer.WriteEndElement();
writer.WriteEndElement();
}
public static BarPeriod ToBarPeriod(Periodicity periodicity)
{
var st = periodicity.ToString();
if (st == "S1")
{
return(BarPeriod.S1);
}
if (st == "S10")
{
return(BarPeriod.S10);
}
if (st == "M1")
{
return(BarPeriod.M1);
}
if (st == "M5")
{
return(BarPeriod.M5);
}
if (st == "M15")
{
return(BarPeriod.M15);
}
if (st == "H1")
{
return(BarPeriod.H1);
}
if (st == "H4")
{
return(BarPeriod.H4);
}
if (st == "D1")
{
return(BarPeriod.D1);
}
if (st == "MN1")
{
return(BarPeriod.MN1);
}
throw new ArgumentException("Unknown periodicity = " + st);
}
public static BarPeriod ToBarPeriod(Periodicity periodicity)
{
var st = periodicity.ToString();
if (st == "S1")
{
return BarPeriod.S1;
}
if (st == "S10")
{
return BarPeriod.S10;
}
if (st == "M1")
{
return BarPeriod.M1;
}
if (st == "M5")
{
return BarPeriod.M5;
}
if (st == "M15")
{
return BarPeriod.M15;
}
if (st == "H1")
{
return BarPeriod.H1;
}
if (st == "H4")
{
return BarPeriod.H4;
}
if (st == "D1")
{
return BarPeriod.D1;
}
if (st == "MN1")
{
return BarPeriod.MN1;
}
throw new ArgumentException("Unknown periodicity = " + st);
}
static void ForwardFillBars(IHistoryManager cache, string symbol, Periodicity periodicity, FxPriceType priceType, DateTime startTime, DateTime endTime, ICollection <HistoryBar> bars)
{
try
{
for (var current = startTime; current < endTime;)
{
var report = cache.QueryBarHistory(current, -RequestedBarsNumber, symbol, periodicity.ToString(), priceType);
var items = report.Items;
foreach (var element in report.Items)
{
if (element.Time >= endTime)
{
return;
}
bars.Add(element);
}
if (items.Count == 0)
{
return;
}
current = items.Last().Time;
current = current + periodicity;
}
}
catch (StorageHistoryNotFoundException)
{
}
}
protected override List <HistoryBar> RequestHistory(DateTime timestamp, int count)
{
var result = new List <HistoryBar>(Math.Abs(count));
if (count == 0)
{
return(result);
}
try
{
var report = _historyClient.QueryQuoteHistoryBars(timestamp, count, Symbol, Periodicity.ToString(), (PriceType.HasValue && (PriceType.Value == FxPriceType.Ask)) ? TTQuoteHistoryClient.PriceType.Ask : TTQuoteHistoryClient.PriceType.Bid);
var bars = report.Select(srcBar =>
{
var dstBar = new HistoryBar
{
Time = srcBar.Time,
Open = srcBar.Open,
Hi = srcBar.High,
Low = srcBar.Low,
Close = srcBar.Close
};
return(dstBar);
});
result.AddRange(bars);
}
catch (Exception) {}
return(result);
}
static void ForwardFillBars(IHistoryManager cache, string symbol, Periodicity periodicity, FxPriceType priceType, DateTime startTime, DateTime endTime, ICollection<HistoryBar> bars)
{
try
{
for (var current = startTime; current < endTime; )
{
var report = cache.QueryBarHistory(current, -RequestedBarsNumber, symbol, periodicity.ToString(), priceType);
var items = report.Items;
foreach (var element in report.Items)
{
if (element.Time >= endTime)
{
return;
}
bars.Add(element);
}
if (items.Count == 0)
{
return;
}
current = items.Last().Time;
current = current + periodicity;
}
}
catch (StorageHistoryNotFoundException)
{
}
}
