Bars IBars2WLBars(string symbol, WealthLab.BarScale scale, int barInterval, IBars bars, bool includePartialBar)
{
l.Debug("IBars2WLBars");
WealthLab.Bars result = new WealthLab.Bars(symbol, scale, barInterval);
IBar b = bars.First;
while (b != bars.Last)
{
result.Add(b.GetDateTime(), b.Open, b.High, b.Low, b.Close, b.Volume);
b = bars.GetNext(b);
}
// bars.NewBarEvent += bars_NewBarEvent;
if (b != null) // а значит указывает на Last
{
if ((!includePartialBar) && ((result.Date[result.Count - 1] + bars.scale.ToTimeSpan()) < (DateTime.Now - sec3)))
{
result.Add(b.GetDateTime(), b.Open, b.High, b.Low, b.Close, b.Volume);
}
if (includePartialBar)
{
result.Open.PartialValue = b.Open;;
result.Close.PartialValue = b.Close;
result.High.PartialValue = b.High;
result.Low.PartialValue = b.Low;
result.Volume.PartialValue = b.Volume;
}
}
l.Debug("IBars2WLBars result.Count " + result.Count);
return(result);
}
public override Bars RequestData(DataSource ds, string symbol, DateTime startDate, DateTime endDate, int maxBars, bool includePartialBar)
{
l.Debug("RequestData " + symbol + " from " + startDate.ToString("yy.MM.dd hh:mm:ss") + " to " + endDate.ToString("yy.MM.dd hh:mm:ss") + " maxBars=" + maxBars.ToString() + " includePartialBar=" + includePartialBar.ToString());
// Пытаюсь получить Bars из кэша
WealthLab.Bars bars = null;
OpenWealth.ISymbol owSymbol = data.GetSymbol(symbol);
OpenWealth.IScale owScale = WLScale2Scale(ds.Scale, ds.BarInterval);
OpenWealth.IBars owBars = data.GetBars(owSymbol, owScale);
lock (barsCache)
{
if (barsCache.ContainsKey(owBars))
{
l.Debug("bars содержится в Cache");
bars = barsCache[owBars].Target as Bars;
if (bars == null)
{
l.Debug("ссылка в Cache истекла");
bars = IBars2WLBars(symbol, ds.Scale, ds.BarInterval, owBars, includePartialBar);
barsCache[owBars].Target = bars;
}
}
else
{
l.Debug("bars НЕ содержится в Cache");
bars = IBars2WLBars(symbol, ds.Scale, ds.BarInterval, owBars, includePartialBar);
// barsCache.Add(owBars, new WeakReference(bars));
}
}
return(bars);
}
Bars IBars2WLBars(string symbol, WealthLab.BarScale scale, int barInterval, IBars bars, bool includePartialBar)
{
l.Debug("IBars2WLBars");
WealthLab.Bars result = new WealthLab.Bars(symbol, scale, barInterval);
IBar b = bars.First;
while (b != bars.Last)
{
result.Add(b.GetDateTime(), b.Open, b.High, b.Low, b.Close, b.Volume);
b = bars.GetNext(b);
}
// bars.NewBarEvent += bars_NewBarEvent;
if (b != null) // а значит указывает на Last
{
if ((!includePartialBar)&&((result.Date[result.Count - 1] + bars.scale.ToTimeSpan()) < (DateTime.Now - sec3)))
result.Add(b.GetDateTime(), b.Open, b.High, b.Low, b.Close, b.Volume);
if (includePartialBar)
{
result.Open.PartialValue = b.Open;;
result.Close.PartialValue = b.Close;
result.High.PartialValue = b.High;
result.Low.PartialValue = b.Low;
result.Volume.PartialValue = b.Volume;
}
}
l.Debug("IBars2WLBars result.Count " + result.Count);
return result;
}