public static IDataSeries GetDataSeries(Instrument instrument, DataManager.EDataSeries series)
{
string suffix;
switch (series)
{
case DataManager.EDataSeries.Daily:
suffix = SUFFIX_DAILY;
break;
case DataManager.EDataSeries.Trade:
suffix = SUFFIX_TRADE;
break;
case DataManager.EDataSeries.Quote:
suffix = SUFFIX_QUOTE;
break;
case DataManager.EDataSeries.Bar:
suffix = SUFFIX_BAR;
break;
case DataManager.EDataSeries.MarketDepth:
suffix = SUFFIX_MARKET_DEPTH;
break;
case DataManager.EDataSeries.Fundamental:
suffix = SUFFIX_FUNDAMENTAL;
break;
case DataManager.EDataSeries.CorporateAction:
suffix = SUFFIX_CORPORATE_ACTION;
break;
default:
throw new ArgumentException("Eerro: {0}" + series.ToString());
}
return DataManager.server.GetDataSeries(instrument.Symbol + SERIES_SEPARATOR + suffix);
}
private static ArrayList r6ZT8iFUv(IHistoricalDataProvider provider, Instrument instrument, DataManager.EDataSeries dataType, DateTime beginDate, DateTime endDate, long barSize)
{
if (provider == null)
throw new ArgumentNullException("Provider is null");
if (instrument == null)
throw new ArgumentNullException("Instrument is null");
if (!provider.IsConnected)
{
provider.Connect(10000);
if (!provider.IsConnected)
throw new InvalidOperationException("Provider cannot make a connection");
}
HistoricalDataRequest request = new HistoricalDataRequest();
request.Instrument = instrument;
switch (dataType)
{
case DataManager.EDataSeries.Daily:
request.DataType = HistoricalDataType.Daily;
break;
case DataManager.EDataSeries.Trade:
request.DataType = HistoricalDataType.Trade;
break;
case DataManager.EDataSeries.Quote:
request.DataType = HistoricalDataType.Quote;
break;
case DataManager.EDataSeries.Bar:
request.DataType = HistoricalDataType.Bar;
request.BarSize = barSize;
break;
}
request.BeginDate = beginDate;
request.EndDate = endDate;
return new HistoricalDataGetter(provider, request).GetData();
}
public IDataSeries GetDataSeries(DataManager.EDataSeries series)
{
return DataManager.GetDataSeries(this, series);
}
