public override void Send(HistoricalDataRequest request)
{
if(!IsApiConnected(_HdApi))
{
EmitHistoricalDataEnd(request.RequestId, RequestResult.Error, "Provider is not connected.");
xlog.Error("历史行情服务器没有连接");
return;
}
int iRet = 1;
switch(request.DataType)
{
case DataObjectType.Bid:
case DataObjectType.Ask:
case DataObjectType.Trade:
case DataObjectType.Quote:
iRet = GetHistoricalTicks(ToStruct(request));
break;
case DataObjectType.Bar:
iRet = GetHistoricalBars(ToStruct(request));
break;
}
historicalDataRecords.Add(iRet, new HistoricalDataRecord(request));
historicalDataIds.Add(request.RequestId, iRet);
}
private HistoricalDataRequestField ToStruct(HistoricalDataRequest request)
{
string altSymbol;
string altExchange;
string apiSymbol;
string apiExchange;
double apiTickSize;
GetApi_Symbol_Exchange_TickSize(request.Instrument,
out altSymbol, out altExchange,
out apiSymbol, out apiExchange,
out apiTickSize);
HistoricalDataRequestField field = new HistoricalDataRequestField();
field.Symbol = request.Instrument.Symbol;
field.InstrumentID = apiSymbol;
field.ExchangeID = apiExchange;
field.Date1 = GetDate(request.DateTime1);
field.Date2 = GetDate(request.DateTime2);
field.Time1 = GetTime(request.DateTime1);
field.Time2 = GetTime(request.DateTime2);
field.DataType = (XAPI.DataObjetType)request.DataType;
if(request.BarType.HasValue)
field.BarType = (XAPI.BarType)request.BarType.Value;
if(request.BarSize.HasValue)
field.BarSize = (int)request.BarSize.Value;
//field.RequestId;
//field.Count;
return field;
}
public TickSeries GetHistoricalTrades(IHistoricalDataProvider provider, Instrument instrument, DateTime dateTime1, DateTime dateTime2)
{
HistoricalDataRequest request = new HistoricalDataRequest(instrument, dateTime1, dateTime2, 4);
provider.Send(request);
this.handle = new ManualResetEventSlim(false);
this.handle.Wait();
TickSeries tickSeries = new TickSeries("");
if (this.historicalData != null)
{
foreach (HistoricalData current in this.historicalData)
{
DataObject[] objects = current.Objects;
for (int i = 0; i < objects.Length; i++)
{
DataObject dataObject = objects[i];
tickSeries.Add((Trade)dataObject);
}
}
}
this.historicalData = null;
return tickSeries;
}
public TickSeries GetHistoricalTrades(IHistoricalDataProvider provider, Instrument instrument, DateTime dateTime1, DateTime dateTime2)
{
HistoricalDataRequest request = new HistoricalDataRequest(instrument, dateTime1, dateTime2, 4);
provider.Send(request);
this.handle = new ManualResetEventSlim(false);
this.handle.Wait();
TickSeries tickSeries = new TickSeries("");
if (this.historicalData != null)
{
foreach (HistoricalData current in this.historicalData)
{
DataObject[] objects = current.Objects;
for (int i = 0; i < objects.Length; i++)
{
DataObject dataObject = objects[i];
tickSeries.Add((Trade)dataObject);
}
}
}
this.historicalData = null;
return(tickSeries);
}
public abstract void SendHistoricalDataRequest(HistoricalDataRequest request);
public virtual void RequestHistoricalData(HistoricalDataRequest request)
{
}
public virtual void Send(HistoricalDataRequest request)
{
}
public HistoricalDataRecord(HistoricalDataRequest request)
{
this.Request = request;
}
private void tsbImport_Start_Click(object sender, EventArgs e)
{
if (this.instruments.Count == 0)
{
int num = (int) MessageBox.Show((IWin32Window) this, "Please, add instrument(s).", this.GetMessageBoxCaption(), MessageBoxButtons.OK, MessageBoxIcon.Exclamation);
}
else
{
this.tsbInstrumentAdd.Enabled = false;
this.tsbInstrumentRemove.Enabled = false;
this.tsbImport_Start.Enabled = false;
this.tsbImport_Stop.Enabled = true;
this.gbxSettings.Enabled = false;
this.taskItems.Clear();
this.requests.Clear();
this.workingRequests.Clear();
this.lastQuotes.Clear();
foreach (ImportTaskViewItem importTaskViewItem in this.ltvImportTasks.Items)
{
HistoricalDataRequest historicalDataRequest = new HistoricalDataRequest();
historicalDataRequest.RequestId = Guid.NewGuid().ToString();
historicalDataRequest.Instrument = importTaskViewItem.Task.Instrument;
historicalDataRequest.DataType = ((DataTypeItem) this.cbxDataType.SelectedItem).DataType;
historicalDataRequest.BarType = ((DataTypeItem) this.cbxDataType.SelectedItem).BarType;
if (historicalDataRequest.BarType.HasValue)
historicalDataRequest.BarSize = new long?((long) this.nudBarSize.Value);
historicalDataRequest.DateTime1 = this.dtpFrom.Value;
historicalDataRequest.DateTime2 = this.dtpTo.Value;
importTaskViewItem.Task.State = ImportTaskState.Pending;
importTaskViewItem.Task.Count = 0;
importTaskViewItem.Task.TotalNum = 0;
importTaskViewItem.Task.Message = string.Empty;
this.taskItems.Add(historicalDataRequest.RequestId, importTaskViewItem);
this.requests.Add(historicalDataRequest);
}
this.worker.RunWorkerAsync((object) this.requests);
}
}
public virtual void Send(HistoricalDataRequest request)
{
}
public virtual void RequestHistoricalData(HistoricalDataRequest request)
{
}
