public QuoteDataEnumerator(QuoteSeries series, QuoteData input) : base(series.Count)
{
this.series = series;
this.input = input;
}
public QuoteDataEnumerator(QuoteSeries series, InputType inputType) : base(series.Count)
{
this.series = series;
this.inputType = inputType;
this.int_1 = inputType == InputType.BidAsk ? 2 : 1;
}
public QuoteDataEnumerator(QuoteSeries series, QuoteData input) : base(series.Count)
{
this.series = series;
this.input = input;
}
public QuoteSeries GetHistoricalQuotes(IHistoricalDataProvider provider, Instrument instrument, DateTime datetime1, DateTime datetime2)
{
if (provider.IsDisconnected)
provider.Connect();
DataNotifier @class = new DataNotifier();
string text = Guid.NewGuid().ToString();
lock (this.dictionary_0)
this.dictionary_0.Add(text, @class);
provider.Send(new HistoricalDataRequest(instrument, datetime1, datetime2, DataObjectType.Quote) { RequestId = text });
@class.ReadyEvent.WaitOne();
lock (this.dictionary_0)
this.dictionary_0.Remove(text);
var qs = new QuoteSeries("");
foreach (var data in @class.Data)
{
var objs = data.Objects;
for (int i = 0; i < objs.Length; i++)
qs.Add((Quote)objs[i]);
}
return qs;
}
