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();
}
}
private Task <string> GetMarketFilename(MarketRequest request)
{
switch (request.DataType)
{
case DataType.Tick:
return(_lookupClient.Historical.File.GetHistoryTickTimeframeAsync(request.MarketSymbol.Symbol, request.StartDate, request.EndDate, dataDirection: DataDirection.Oldest));
case DataType.Daily:
return(_lookupClient.Historical.File.GetHistoryDailyTimeframeAsync(request.MarketSymbol.Symbol, request.StartDate, request.EndDate, dataDirection: DataDirection.Oldest));
default:
throw new NotSupportedException();
}
}