public void GetLongHistoricPrices(string symbol, string timeframe, int ticks)
{
_mktData = new Quantum();
Symbol = new Symbol(symbol);
session.AttachHandler(mHandler);
DateTime dateNow = DateTime.Now;
TimeSpan time = Timeframe.StringToTimeSpan(timeframe);
DateTime startDate = dateNow.AddMinutes(-ticks * Timeframe.TimeframeToMinutes(timeframe));
O2GRequestFactory factory = session.Session.getRequestFactory();
O2GTimeframeCollection timeframes = factory.Timeframes;
O2GTimeframe tfo = timeframes[timeframe];
int counter = ticks;
lock (locker)
{
while (counter > 0)
{
_completeCounter++;
int subticks = (counter >= QSConstants.MAX_FXCM_API_TICKS)
? QSConstants.MAX_FXCM_API_TICKS
: counter;
O2GRequest request = factory.createMarketDataSnapshotRequestInstrument(symbol, tfo, subticks);
factory.fillMarketDataSnapshotRequestTime(request, startDate,
startDate.AddMinutes(2 * subticks * Timeframe.TimeframeToMinutes(timeframe)));
session.Session.sendRequest(request);
startDate = startDate.AddMinutes(subticks * Timeframe.TimeframeToMinutes(timeframe));
counter -= (counter >= QSConstants.MAX_FXCM_API_TICKS) ? QSConstants.MAX_FXCM_API_TICKS : counter;
}
}
int timeCounter = 0;
while (!Complete || timeCounter++ < 3000) //max timeout 30 seconds
{
Thread.Sleep(100);
}
}
public void Execute()
{
_session.InitializeSession();
Console.WriteLine("Prepping strategy data...");
PrepDataForStrategies();
Console.WriteLine("Done.");
while (true)
{
if (!_session.LoggedIn)
{
_session.InitializeSession();
}
try
{
List <Tick> ticks = new List <Tick>();
foreach (Symbol s in _symbolList)
{
OrderPlacementEngine.OrderObject ob = _opEngine.prepareParamsFromLoginRules(s.SymbolString);
Tick t = new Tick();
}
foreach (var strat in _strategies)
{
strat.OnTick(ticks.ToArray());
}
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
//Sleep specified minutes
Console.WriteLine(DateTime.Now + ":Sleeping...");
Thread.Sleep(Timeframe.TimeframeToMinutes(TradeTimeframe) * 60 * 1000);
}
return;
}