//Downloads data from EODData
public async Task <IEnumerable <OHLCBar> > GetDataAsync(Instrument instrument, DateTime startDate, DateTime endDate)
{
IEnumerable <QUOTE> prices = null;
IEnumerable <OHLCBar> result = Enumerable.Empty <OHLCBar>();
var code = new EODCode(instrument.Exchange.Name, instrument.Symbol);
prices = await _service.GetPrices(code.Exchange, code.TickerSymbol, startDate, endDate);
if (prices == null)
{
return(Enumerable.Empty <OHLCBar>());
}
result = prices
.Where(p => p.DateTime >= startDate && p.DateTime <= endDate)
.Select(p => new OHLCBar {
DT = p.DateTime, Close = (decimal)p.Close
});
return(result);
}
public bool TryResolve(string instrumentSymbol, out EODCode code)
{
code = Resolve(instrumentSymbol);
return(code != null);
}
