private static string GetTableType(string historicalPeriod)
{
switch (historicalPeriod)
{
case "1 minute":
return("1M");
case "2 minutes":
return("2M");
case "3 minutes":
return("3M");
case "5 minutes":
return("5M");
case "10 minutes":
return("10M");
case "15 minutes":
return("15M");
case "30 minutes":
return("30M");
case "60 minutes":
return("60M");
case "240 minutes":
return("240M");
case "Daily":
_aHistoricalPeriod = eHistoricalPeriod.hpDaily;
return("D");
case "Weekly":
_aHistoricalPeriod = eHistoricalPeriod.hpWeekly;
return("W");
case "Monthly":
_aHistoricalPeriod = eHistoricalPeriod.hpMonthly;
return("M");
case "Quarterly":
_aHistoricalPeriod = eHistoricalPeriod.hpQuarterly;
return("Q");
case "Yearly":
_aHistoricalPeriod = eHistoricalPeriod.hpYearly;
return("Y");
case "Semiannual":
_aHistoricalPeriod = eHistoricalPeriod.hpSemiannual;
return("S");
}
return("1M");
}
private void BarRequest(CQGCEL cel, IEnumerable<string> symbols, int rangeStart, int rangeEnd, int sessionFilter, string historicalPeriod, string continuationType)
{
if (_shouldStop) return;
_aSymbolStates.Clear();
_aContinuationType = continuationType;
_aHistoricalPeriod = eHistoricalPeriod.hpUndefined;
TableType(historicalPeriod);
_historicalPeriod = historicalPeriod;
foreach (string smb in symbols)
{
_logger.LogAdd("Creating request for symbol:" + smb, Category.Information, true);
DatabaseManager.CreateBarsTable(smb, _aTableType);
CQGTimedBarsRequest request = cel.CreateTimedBarsRequest();
//LineTime = CEL.Environment.LineTime;
request.RangeStart = rangeStart;
request.RangeEnd = rangeEnd;
request.SessionsFilter = sessionFilter;
request.Symbol = smb;
request.IntradayPeriod = _aIntradayPeriod;
if (_aHistoricalPeriod != eHistoricalPeriod.hpUndefined)
request.HistoricalPeriod = _aHistoricalPeriod;
var bars = cel.RequestTimedBars(request);
var curTimedBars = cel.AllTimedBars.ItemById[bars.Id];
if (curTimedBars.Status == eRequestStatus.rsInProgress)
{
_logger.LogAdd("Request is 'In progress' for symbol:" + smb, Category.Information, true);
var ss = new SymbolState { IsCollected = false, IsSuccess = false };
if (!_aSymbolStates.ContainsKey(smb))
_aSymbolStates.Add(smb, ss);
}
OnSymbolCollectStart(smb);
}
}
void TableType(string tableTypeFull)
{
switch (tableTypeFull)
{
case "1 minute":
_aIntradayPeriod = 1;
_aTableType = "1M";
break;
case "2 minutes":
_aIntradayPeriod = 2;
_aTableType = "2M";
break;
case "3 minutes":
_aIntradayPeriod = 3;
_aTableType = "3M";
break;
case "5 minutes":
_aIntradayPeriod = 5;
_aTableType = "5M";
break;
case "10 minutes":
_aIntradayPeriod = 10;
_aTableType = "10M";
break;
case "15 minutes":
_aIntradayPeriod = 15;
_aTableType = "15M";
break;
case "30 minutes":
_aIntradayPeriod = 30;
_aTableType = "30M";
break;
case "60 minutes":
_aIntradayPeriod = 60;
_aTableType = "60M";
break;
case "240 minutes":
_aIntradayPeriod = 240;
_aTableType = "240M";
break;
case "Daily":
_aHistoricalPeriod = eHistoricalPeriod.hpDaily;
_aIntradayPeriod = 1;
_aTableType = "D";
break;
case "Weekly":
_aHistoricalPeriod = eHistoricalPeriod.hpWeekly;
_aIntradayPeriod = 1;
_aTableType = "W";
break;
case "Monthly":
_aHistoricalPeriod = eHistoricalPeriod.hpMonthly;
_aIntradayPeriod = 1;
_aTableType = "M";
break;
case "Quarterly":
_aHistoricalPeriod = eHistoricalPeriod.hpQuarterly;
_aIntradayPeriod = 1;
_aTableType = "Q";
break;
case "Yearly":
_aHistoricalPeriod = eHistoricalPeriod.hpYearly;
_aIntradayPeriod = 1;
_aTableType = "Y";
break;
case "Semiannual":
_aHistoricalPeriod = eHistoricalPeriod.hpSemiannual;
_aIntradayPeriod = 1;
_aTableType = "S";
break;
default:
_aIntradayPeriod = 1;
_aTableType = "1M";
break;
}
}
private static string GetTableType(string historicalPeriod)
{
switch (historicalPeriod)
{
case "1 minute":
return "1M";
case "2 minutes":
return "2M";
case "3 minutes":
return "3M";
case "5 minutes":
return"5M";
case "10 minutes":
return "10M";
case "15 minutes":
return "15M";
case "30 minutes":
return "30M";
case "60 minutes":
return "60M";
case "240 minutes":
return "240M";
case "Daily":
_aHistoricalPeriod = eHistoricalPeriod.hpDaily;
return "D";
case "Weekly":
_aHistoricalPeriod = eHistoricalPeriod.hpWeekly;
return "W";
case "Monthly":
_aHistoricalPeriod = eHistoricalPeriod.hpMonthly;
return "M";
case "Quarterly":
_aHistoricalPeriod = eHistoricalPeriod.hpQuarterly;
return "Q";
case "Yearly":
_aHistoricalPeriod = eHistoricalPeriod.hpYearly;
return "Y";
case "Semiannual":
_aHistoricalPeriod = eHistoricalPeriod.hpSemiannual;
return "S";
}
return "1M";
}
public static void TimeBarRequest(string symbolName)
{
try
{
if (!Cel.IsStarted)
{
FinishCollectingSymbol(symbolName,false);
return;
}
_aHistoricalPeriod = eHistoricalPeriod.hpUndefined;
if (DatabaseManager.BarTableExist(symbolName, GetTableType(_historicalPeriod)))
{
if (!DatabaseManager.MonthCharYearExist(symbolName, GetTableType(_historicalPeriod)))
DatabaseManager.AddColumsTable(symbolName, GetTableType(_historicalPeriod));
}
else
{
DatabaseManager.CreateBarsTable(symbolName, GetTableType(_historicalPeriod));
}
//DatabaseManager.CreateBarsTable(symbolName, GetTableType(_historicalPeriod));
CQGTimedBarsRequest request = Cel.CreateTimedBarsRequest();
request.RangeStart = _rangeStart;
request.RangeEnd = _rangeEnd;
request.SessionsFilter = _sessionFilter;
request.Symbol = symbolName;
request.Continuation = ConvertToTsts(_continuationType);
request.IntradayPeriod = GetIntradayPeriod(_historicalPeriod);
if (_aHistoricalPeriod != eHistoricalPeriod.hpUndefined)
request.HistoricalPeriod = _aHistoricalPeriod;
var bars = Cel.RequestTimedBars(request);
var curTimedBars = Cel.AllTimedBars.ItemById[bars.Id];
if (curTimedBars.Status == eRequestStatus.rsInProgress)
{
}
}
catch (Exception ex)
{
Console.WriteLine(ex);
}
}
void TableType(string tableTypeFull)
{
switch (tableTypeFull)
{
case "1 minute":
_aIntradayPeriod = 1;
_aTableType = "1M";
break;
case "2 minutes":
_aIntradayPeriod = 2;
_aTableType = "2M";
break;
case "3 minutes":
_aIntradayPeriod = 3;
_aTableType = "3M";
break;
case "5 minutes":
_aIntradayPeriod = 5;
_aTableType = "5M";
break;
case "10 minutes":
_aIntradayPeriod = 10;
_aTableType = "10M";
break;
case "15 minutes":
_aIntradayPeriod = 15;
_aTableType = "15M";
break;
case "30 minutes":
_aIntradayPeriod = 30;
_aTableType = "30M";
break;
case "60 minutes":
_aIntradayPeriod = 60;
_aTableType = "60M";
break;
case "240 minutes":
_aIntradayPeriod = 240;
_aTableType = "240M";
break;
case "Daily":
_aHistoricalPeriod = eHistoricalPeriod.hpDaily;
_aIntradayPeriod = 1;
_aTableType = "D";
break;
case "Weekly":
_aHistoricalPeriod = eHistoricalPeriod.hpWeekly;
_aIntradayPeriod = 1;
_aTableType = "W";
break;
case "Monthly":
_aHistoricalPeriod = eHistoricalPeriod.hpMonthly;
_aIntradayPeriod = 1;
_aTableType = "M";
break;
case "Quarterly":
_aHistoricalPeriod = eHistoricalPeriod.hpQuarterly;
_aIntradayPeriod = 1;
_aTableType = "Q";
break;
case "Yearly":
_aHistoricalPeriod = eHistoricalPeriod.hpYearly;
_aIntradayPeriod = 1;
_aTableType = "Y";
break;
case "Semiannual":
_aHistoricalPeriod = eHistoricalPeriod.hpSemiannual;
_aIntradayPeriod = 1;
_aTableType = "S";
break;
default:
_aIntradayPeriod = 1;
_aTableType = "1M";
break;
}
}
public static void BarRequest(string symbolName)
{
try
{
if (!Cel.IsStarted)
{
FinishCollectingSymbol(symbolName, false, 0, "CQG not started");
return;
}
Cel.NewInstrument(symbolName);
var tableName = ClientDatabaseManager.GetBarTableFromSymbol(symbolName, GetTableType(_historicalPeriod));
_aHistoricalPeriod = eHistoricalPeriod.hpUndefined;
if (ClientDatabaseManager.BarTableExist(tableName))
{
if (!ClientDatabaseManager.MonthCharYearExist(tableName))
{
ClientDatabaseManager.AddMonthCharYearColumnsToBarTable(tableName);
}
if (ClientDatabaseManager.YearCharExist(tableName))
{
ClientDatabaseManager.DeleteWrongColumnsFromTable(tableName);
}
if (Settings.Default.MakeBigger)
{
ClientDatabaseManager.MakeBarTableBigger(symbolName, GetTableType(_historicalPeriod));
}
}
else
{
ClientDatabaseManager.CreateBarsTable(symbolName, GetTableType(_historicalPeriod));
}
//DatabaseManager.CreateBarsTable(symbolName, GetTableType(_historicalPeriod));
CQGTimedBarsRequest request = Cel.CreateTimedBarsRequest();
request.RangeStart = _rangeStart;
request.RangeEnd = _rangeEnd;
request.SessionsFilter = _sessionFilter;
request.Symbol = symbolName;
request.Continuation = ConvertToTsts(_continuationType);
request.IntradayPeriod = GetIntradayPeriod(_historicalPeriod);
if (_aHistoricalPeriod != eHistoricalPeriod.hpUndefined)
{
request.HistoricalPeriod = _aHistoricalPeriod;
}
var bars = Cel.RequestTimedBars(request);
var curTimedBars = Cel.AllTimedBars.ItemById[bars.Id];
if (curTimedBars.Status == eRequestStatus.rsInProgress)
{
}
}
catch (Exception ex)
{
Console.WriteLine(ex);
}
}
public static void BarRequest(string symbolName)
{
try
{
if (!Cel.IsStarted)
{
FinishCollectingSymbol("B",symbolName, false, 0, "CQG not started");
return;
}
Cel.NewInstrument(symbolName);
var tableName = ClientDatabaseManager.GetBarTableFromSymbol(symbolName, GetTableType(_historicalPeriod));
_aHistoricalPeriod = eHistoricalPeriod.hpUndefined;
if (ClientDatabaseManager.BarTableExist(tableName))
{
if (!ClientDatabaseManager.MonthCharYearExist(tableName))
ClientDatabaseManager.AddMonthCharYearColumnsToBarTable(tableName);
if (ClientDatabaseManager.YearCharExist(tableName))
ClientDatabaseManager.DeleteWrongColumnsFromTable(tableName);
if(Settings.Default.MakeBigger)
ClientDatabaseManager.MakeBarTableBigger(symbolName, GetTableType(_historicalPeriod));
}
else
{
ClientDatabaseManager.CreateBarsTable(symbolName, GetTableType(_historicalPeriod));
}
//DatabaseManager.CreateBarsTable(symbolName, GetTableType(_historicalPeriod));
CQGTimedBarsRequest request = Cel.CreateTimedBarsRequest();
request.RangeStart = _rangeStart;
request.RangeEnd = _rangeEnd;
request.SessionsFilter = _sessionFilter;
request.Symbol = symbolName;
request.Continuation = ConvertToTsts(_continuationType);
var d = GetHistPeriod(_historicalPeriod);
if (d != eHistoricalPeriod.hpUndefined)
{
request.HistoricalPeriod = d;
}
else
{
request.IntradayPeriod = GetIntradayPeriod(_historicalPeriod);
}
var bars = Cel.RequestTimedBars(request);
var curTimedBars = Cel.AllTimedBars.ItemById[bars.Id];
if (curTimedBars.Status == eRequestStatus.rsInProgress)
{
}
}
catch (Exception ex)
{
Console.WriteLine(ex);
}
}
