public HistoricalDataBroker(IContinuousFuturesBroker cfBroker, IDataStorage localStorage, IEnumerable <QDMS.IHistoricalDataSource> additionalSources = null)
{
if (cfBroker == null)
{
throw new ArgumentNullException("cfBroker");
}
if (localStorage == null)
{
throw new ArgumentNullException("localStorage");
}
_dataStorage = localStorage;
DataSources = new ObservableDictionary <string, QDMS.IHistoricalDataSource>
{
/*
* { "Interactive Brokers", new IB(Properties.Settings.Default.histClientIBID) },
* { "Yahoo", new Yahoo() },
* { "Quandl", new Quandl() },
* { "FRED", new FRED() },
* { "Google", new Google() }
*/
};
//add the continuous futures broker to the data sources
DataSources.Add("ContinuousFuturesBroker", cfBroker);
//add additional sources
if (additionalSources != null)
{
foreach (IHistoricalDataSource ds in additionalSources)
{
if (!DataSources.ContainsKey(ds.Name))
{
DataSources.Add(ds.Name, ds);
}
}
}
foreach (IHistoricalDataSource ds in DataSources.Values)
{
ds.Error += DatasourceError;
ds.HistoricalDataArrived += ExternalHistoricalDataArrived;
ds.Disconnected += SourceDisconnects;
}
_dataStorage.Error += DatasourceError;
_dataStorage.HistoricalDataArrived += LocalStorageHistoricalDataArrived;
_connectionTimer = new Timer(10000);
_connectionTimer.Elapsed += ConnectionTimerElapsed;
_connectionTimer.Start();
_originalRequests = new ConcurrentDictionary <int, HistoricalDataRequest>();
_subRequests = new ConcurrentDictionary <int, List <HistoricalDataRequest> >();
_usedIDs = new HashSet <int>();
_requestHandlerThread = new Thread(RequestHandler)
{
Name = "HDBPoller"
};
_requestHandlerThread.Start();
TryConnect();
}
