public IEnumerable <Candlestick> Execute()
{
List <Candlestick> result = new List <Candlestick>();
TimeSpan granularitySpan = GetGranularitySpan();
if (Count != -1)
{
End = Start.AddTicks(granularitySpan.Ticks * Count);
}
var dao = new CandlestickDao();
while (true)
{
try {
using (var transaction = DBUtils.GetConnection().BeginTransaction()) {
DateTime t = GetAlignTime(Start);
foreach (var entity in dao.GetBy(Instrument, Granularity, t, End).ToList())
{
if (entity.DateTime != t)
{
foreach (var oandaCandle in GetCandles(t, entity.DateTime.AddSeconds(-1)))
{
t = SaveAndAdd(result, granularitySpan, dao, t, oandaCandle);
}
FillNullCandles(result, granularitySpan, dao, t, entity.DateTime);
t = entity.DateTime;
}
result.Add(entity.Candlestick);
t = t.Add(granularitySpan);
}
if (t < End)
{
foreach (var oandaCandle in GetCandles(t, End))
{
t = SaveAndAdd(result, granularitySpan, dao, t, oandaCandle);
}
FillNullCandles(result, granularitySpan, dao, t, End);
}
transaction.Commit();
}
break;
} catch (RetryException) {
continue;
}
}
return(result);
}
public IEnumerable <Candlestick> Execute()
{
List <Candlestick> result = new List <Candlestick>();
TimeSpan granularitySpan = GetGranularitySpan();
if (Count != -1)
{
End = Start.AddTicks(granularitySpan.Ticks * Count);
}
var dao = new CandlestickDao();
using (var transaction = DBUtils.GetConnection().BeginTransaction()) {
DateTime t = GetAlignTime(Start);
foreach (var entity in dao.GetBy(Instrument, Granularity, t, End).ToList())
{
if (entity.DateTime != t)
{
foreach (var oandaCandle in GetCandles(t, entity.DateTime.AddSeconds(-1)))
{
SaveOandaCandle(dao, oandaCandle);
result.Add(oandaCandle.Candlestick);
}
t = entity.DateTime;
}
result.Add(entity.Candlestick);
t = t.Add(granularitySpan);
}
if (t < End)
{
foreach (var oandaCandle in GetCandles(t, End))
{
SaveOandaCandle(dao, oandaCandle);
result.Add(oandaCandle.Candlestick);
}
}
transaction.Commit();
}
return(result);
}
