void Subscribe(Instrument instrument, DateTime dateTime1, DateTime dateTime2)
        {
            Console.WriteLine("{0} {1}::Subscribe {2}", DateTime.Now, this.Name, instrument.Symbol);
            var info = new SubscribeInfo();

            info.DatePath        = Path.Combine(DataPath, instrument.Symbol);
            info.DateTime1       = dateTime1;
            info.DateTime2       = dateTime2;
            info.InstrumentId    = instrument.Id;
            info.SubscribeBidAsk = SubscribeBid && SubscribeAsk;
            info.SubscribeTrade  = SubscribeTrade;

            var queue = new EventQueue(1, 0, 2, 0x61a8)
            {
                IsSynched = true
            };

            queue.Enqueue(new OnQueueOpened(queue));
            framework.EventBus.DataPipe.Add(queue);
            _dataSeries.Add(new DataSeriesObject(info, queue));
        }
示例#2
0
 public DataSeriesObject_bak(SubscribeInfo info, EventQueue queue)
 {
     EventQueue = queue;
     _info      = info;
     Init();
 }
 public DataSeriesObject_bak(SubscribeInfo info, EventQueue queue)
 {
     EventQueue = queue;
     _info = info;
     Init();
 }