void ConstructSourceDataBarProvider(TimeSpan period)
{
if (_sourceDataBarProvider == null)
{
if (_sourceDataDelivery.OperationalState != OperationalStateEnum.Operational)
{
SystemMonitor.OperationError("Can not build data bar provider, source data delivery not ready.");
return;
}
if (_sourceDataDelivery.GetSymbolRuntimeSessionInformation(_sessionInfo.Symbol).AvailableDataBarPeriods.Contains(period) == false)
{
SystemMonitor.OperationError("Can not build data bar provider, period not supported.");
return;
}
_period = period;
_timeControl.Period = period;
_sourceDataBarProvider = new DataBarHistoryProvider(_sourceDataDelivery, _sessionInfo, period, 100000);
_sourceDataBarProvider.DataBarHistoryUpdateEvent += new DataBarHistoryUpdateDelegate(_sourceDataBarProvider_DataBarHistoryUpdateEvent);
}
}
public IDataBarHistoryProvider ObtainDataBarHistoryProvider(ComponentId source, Symbol symbol, TimeSpan period)
{
if (source.IsEmpty || symbol.IsEmpty)
{
SystemMonitor.Warning("Source or symbol empty.");
return null;
}
lock (this)
{
if (_dataBarProviders.ContainsKey(source)
&& _dataBarProviders[source].ContainsKey(symbol)
&& _dataBarProviders[source][symbol].ContainsKey(period))
{
return _dataBarProviders[source][symbol][period];
}
}
ISourceDataDelivery delivery = GetDataDelivery(source);
if (delivery == null)
{
SystemMonitor.OperationError("Failed to establish data delivery for quote provider.");
return null;
}
RuntimeDataSessionInformation session = delivery.GetSymbolRuntimeSessionInformation(symbol);
if (session == null)
{
SystemMonitor.OperationError("Failed to establish runtime session information for symbol [" + symbol.Name + "]");
}
DataBarHistoryProvider provider = new DataBarHistoryProvider(delivery, session.Info, period, null);
// By default assign a volume indicator.
provider.Indicators.AddIndicator(new VolumeCustom());
AddElement(source, symbol, period, provider);
return provider;
}
/// <summary>
///
/// </summary>
public DataBarFilter(DataBarHistoryProvider provider)
{
_provider = provider;
}
/// <summary>
///
/// </summary>
public DataBarFilter(DataBarHistoryProvider provider)
{
_provider = provider;
}