public double TimeFrameGetPrice(IntervalPeriod periodInterval, PriceType priceType, int index = 0)
{
var date = TimeFrameRequest <BarData>(periodInterval);
var price = 0D;
if (date != null && date.Count > 0)
{
price = date.GetValue(priceType, index);
}
return(price);
}
private DateTime GetFromPeriod(IntervalPeriod periodInterval)
{
var currentFromInterval = HistoryDataSeries.GetTimeUtc(HistoryDataSeries.Count - 1);
switch (periodInterval.Period)
{
case Period.Second: return(currentFromInterval > DateTime.UtcNow.AddSeconds(-periodInterval.Value) ? DateTime.UtcNow.AddSeconds(-periodInterval.Value) : currentFromInterval);
case Period.Minute: return(currentFromInterval > DateTime.UtcNow.AddMinutes(-periodInterval.Value) ? DateTime.UtcNow.AddMinutes(-periodInterval.Value) : currentFromInterval);
case Period.Hour: return(currentFromInterval > DateTime.UtcNow.AddHours(-periodInterval.Value) ? DateTime.UtcNow.AddHours(-periodInterval.Value) : currentFromInterval);
case Period.Day: return(currentFromInterval > DateTime.UtcNow.AddDays(-periodInterval.Value) ? DateTime.UtcNow.AddDays(-periodInterval.Value) : currentFromInterval);
case Period.Week: return(currentFromInterval > DateTime.UtcNow.AddDays(-periodInterval.Value * 7) ? DateTime.UtcNow.AddDays(-periodInterval.Value * 7) : currentFromInterval);
case Period.Month: return(currentFromInterval > DateTime.UtcNow.AddMonths(-periodInterval.Value) ? DateTime.UtcNow.AddMonths(-periodInterval.Value) : currentFromInterval);
case Period.Year: return(currentFromInterval > DateTime.UtcNow.AddYears(-periodInterval.Value) ? DateTime.UtcNow.AddYears(-periodInterval.Value) : currentFromInterval);
default: return(currentFromInterval);
}
}
public T TimeFrameRequest <T>(IntervalPeriod periodInterval, DataType dataType = DataType.Bid) where T : HistoricalData
{
var request = new TimeHistoricalRequest(InstrumentsManager.Current, dataType, periodInterval.Period, periodInterval.Value);
var data = HistoricalDataManager.Get(request, new Interval(GetFromPeriod(periodInterval), DateTime.UtcNow)) as T;
var result = new AsyncResult(data);
HistoricalDataManager.OnLoaded = (historianData) =>
{
result = new AsyncResult(historianData, true);
result.Status = "Done";
};
do
{
result.Status = "Loading";
} while (!result.IsReady);
data = result.Data as T;
return(data);
}
