C# Class FastQuant.DataManager

Mostrar archivo Open project: fastquant/fastquant.dll Class Usage Examples

Public Methods

Method	Description
AddDataSeries ( Instrument instrument, byte type ) : DataSeries
AddDataSeries ( Instrument instrument, byte type, BarType barType = BarType.Time, long barSize = 60 ) : DataSeries
AddDataSeries ( string name ) : DataSeries
AddTimeSeries ( string name ) : TimeSeries
Clear ( ) : void
DataManager ( Framework framework, DataServer server ) : System
DeleteDataSeries ( Instrument instrument, byte type, BarType barType = BarType.Time, long barSize = 60 ) : void
DeleteDataSeries ( string name ) : void
DeleteDataSeries ( string symbol, byte type, BarType barType = BarType.Time, long barSize = 60 ) : void
Dispose ( ) : void
Dump ( ) : void
GetAsk ( Instrument instrument ) : Ask
GetAsk ( Instrument instrument, byte providerId ) : Ask
GetAsk ( int instrumentId ) : Ask
GetAsk ( int instrumentId, byte providerId ) : Ask
GetBar ( Instrument instrument ) : Bar
GetBar ( int instrumentId ) : Bar
GetBid ( Instrument instrument ) : Bid
GetBid ( Instrument instrument, byte providerId ) : Bid
GetBid ( int instrumentId ) : Bid
GetBid ( int instrumentId, byte providerId ) : Bid
GetDataSeries ( Instrument instrument, byte type, BarType barType = BarType.Time, long barSize = 60 ) : DataSeries
GetDataSeries ( string name ) : DataSeries
GetDataSeries ( string symbol, byte type, BarType barType = BarType.Time, long barSize = 60 ) : DataSeries
GetDataSeriesList ( Instrument instrument = null, string pattern = null ) : List
GetHistoricalAsks ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
GetHistoricalAsks ( Instrument instrument ) : TickSeries
GetHistoricalAsks ( Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
GetHistoricalAsks ( string symbol ) : TickSeries
GetHistoricalAsks ( string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
GetHistoricalAsks ( string provider, string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
GetHistoricalBars ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2, BarType barType, long barSize ) : BarSeries
GetHistoricalBars ( Instrument instrument, BarType barType, long barSize ) : BarSeries
GetHistoricalBars ( Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2, BarType barType, long barSize ) : BarSeries
GetHistoricalBars ( string symbol, BarType barType, long barSize ) : BarSeries
GetHistoricalBars ( string symbol, System.DateTime dateTime1, System.DateTime dateTime2, BarType barType, long barSize ) : BarSeries
GetHistoricalBars ( string provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2, BarType barType, long barSize ) : BarSeries
GetHistoricalBars ( string provider, string symbol, System.DateTime dateTime1, System.DateTime dateTime2, BarType barType, long barSize ) : BarSeries
GetHistoricalBids ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
GetHistoricalBids ( Instrument instrument ) : TickSeries
GetHistoricalBids ( Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
GetHistoricalBids ( string symbol ) : TickSeries
GetHistoricalBids ( string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
GetHistoricalBids ( string provider, string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
GetHistoricalFundamentals ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : List
GetHistoricalQuotes ( IHistoricalDataProvider provider, Instrument instrument ) : QuoteSeries
GetHistoricalQuotes ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime datetime1, System.DateTime datetime2 ) : QuoteSeries
GetHistoricalTicks ( IHistoricalDataProvider provider, TickType type, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
GetHistoricalTicks ( TickType type, Instrument instrument ) : TickSeries
GetHistoricalTicks ( TickType type, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
GetHistoricalTicks ( TickType type, string symbol ) : TickSeries
GetHistoricalTicks ( TickType type, string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
GetHistoricalTrades ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
GetHistoricalTrades ( Instrument instrument ) : TickSeries
GetHistoricalTrades ( Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
GetHistoricalTrades ( string symbol ) : TickSeries
GetHistoricalTrades ( string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
GetHistoricalTrades ( string provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
GetHistoricalTrades ( string provider, string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
GetOrderBook ( Instrument instrument ) : OrderBook
GetOrderBook ( Instrument instrument, byte providerId ) : OrderBook
GetOrderBook ( int instrumentId ) : OrderBook
GetOrderBook ( int instrumentId, byte providerId ) : OrderBook
GetOrderBookAggr ( Instrument instrument ) : OrderBookAggr
GetOrderBookAggr ( int instrumentId ) : OrderBookAggr
GetTimeSeries ( string name ) : TimeSeries
GetTrade ( Instrument instrument ) : Trade
GetTrade ( Instrument instrument, byte providerId ) : Trade
GetTrade ( int instrumentId ) : Trade
GetTrade ( int instrumentId, byte providerId ) : Trade
Save ( Bar bar, SaveMode option = SaveMode.Add ) : void
Save ( BarSeries series, SaveMode option = SaveMode.Add ) : void
Save ( Fundamental fundamental, SaveMode option = SaveMode.Add ) : void
Save ( Instrument instrument, DataObject obj, SaveMode option = SaveMode.Add ) : void
Save ( Instrument instrument, IDataSeries series, SaveMode option = SaveMode.Add ) : void
Save ( Level2 level2, SaveMode option = SaveMode.Add ) : void
Save ( Level2Snapshot level2, SaveMode option = SaveMode.Add ) : void
Save ( Level2Update level2, SaveMode option = SaveMode.Add ) : void
Save ( News news, SaveMode option = SaveMode.Add ) : void
Save ( Quote quote, SaveMode option = SaveMode.Add ) : void
Save ( Tick tick, SaveMode option = SaveMode.Add ) : void
Save ( TickSeries series, SaveMode option = SaveMode.Add ) : void
Save ( int instrumentId, DataObject obj, SaveMode option = SaveMode.Add ) : void
Save ( string symbol, DataObject obj, SaveMode option = SaveMode.Add ) : void

Private Methods

Method	Description
Dispose ( bool disposing ) : void
OnAsk ( Ask ask ) : void
OnBar ( Bar bar ) : void
OnBid ( Bid bid ) : void
OnFundamental ( Fundamental fundamental ) : void
OnHistoricalData ( HistoricalData historicalData_0 ) : void
OnHistoricalDataEnd ( HistoricalDataEnd historicalDataEnd_0 ) : void
OnLevel2 ( Level2Snapshot l2s ) : void
OnLevel2 ( Level2Update l2u ) : void
OnNews ( News news ) : void
OnTrade ( Trade trade ) : void
ThreadRun ( ) : void

Method Details

AddDataSeries() public method

public AddDataSeries ( Instrument instrument, byte type ) : DataSeries
instrument	Instrument
type	byte
return	DataSeries

AddDataSeries() public method

public AddDataSeries ( Instrument instrument, byte type, BarType barType = BarType.Time, long barSize = 60 ) : DataSeries
instrument	Instrument
type	byte
barType	BarType
barSize	long
return	DataSeries

AddDataSeries() public method

public AddDataSeries ( string name ) : DataSeries
name	string
return	DataSeries

AddTimeSeries() public method

public AddTimeSeries ( string name ) : TimeSeries
name	string
return	TimeSeries

Clear() public method

public Clear ( ) : void
return	void

DataManager() public method

public DataManager ( Framework framework, DataServer server ) : System
framework	Framework
server	DataServer
return	System

DeleteDataSeries() public method

public DeleteDataSeries ( Instrument instrument, byte type, BarType barType = BarType.Time, long barSize = 60 ) : void
instrument	Instrument
type	byte
barType	BarType
barSize	long
return	void

DeleteDataSeries() public method

public DeleteDataSeries ( string name ) : void
name	string
return	void

DeleteDataSeries() public method

public DeleteDataSeries ( string symbol, byte type, BarType barType = BarType.Time, long barSize = 60 ) : void
symbol	string
type	byte
barType	BarType
barSize	long
return	void

Dispose() public method

public Dispose ( ) : void
return	void

Dump() public method

public Dump ( ) : void
return	void

GetAsk() public method

public GetAsk ( Instrument instrument ) : Ask
instrument	Instrument
return	Ask

GetAsk() public method

public GetAsk ( Instrument instrument, byte providerId ) : Ask
instrument	Instrument
providerId	byte
return	Ask

GetAsk() public method

public GetAsk ( int instrumentId ) : Ask
instrumentId	int
return	Ask

GetAsk() public method

public GetAsk ( int instrumentId, byte providerId ) : Ask
instrumentId	int
providerId	byte
return	Ask

GetBar() public method

public GetBar ( Instrument instrument ) : Bar
instrument	Instrument
return	Bar

GetBar() public method

public GetBar ( int instrumentId ) : Bar
instrumentId	int
return	Bar

GetBid() public method

public GetBid ( Instrument instrument ) : Bid
instrument	Instrument
return	Bid

GetBid() public method

public GetBid ( Instrument instrument, byte providerId ) : Bid
instrument	Instrument
providerId	byte
return	Bid

GetBid() public method

public GetBid ( int instrumentId ) : Bid
instrumentId	int
return	Bid

GetBid() public method

public GetBid ( int instrumentId, byte providerId ) : Bid
instrumentId	int
providerId	byte
return	Bid

GetDataSeries() public method

public GetDataSeries ( Instrument instrument, byte type, BarType barType = BarType.Time, long barSize = 60 ) : DataSeries
instrument	Instrument
type	byte
barType	BarType
barSize	long
return	DataSeries

GetDataSeries() public method

public GetDataSeries ( string name ) : DataSeries
name	string
return	DataSeries

GetDataSeries() public method

public GetDataSeries ( string symbol, byte type, BarType barType = BarType.Time, long barSize = 60 ) : DataSeries
symbol	string
type	byte
barType	BarType
barSize	long
return	DataSeries

GetDataSeriesList() public method

public GetDataSeriesList ( Instrument instrument = null, string pattern = null ) : List
instrument	Instrument
pattern	string
return	List

GetHistoricalAsks() public method

public GetHistoricalAsks ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
provider	IHistoricalDataProvider
instrument	Instrument
dateTime1	System.DateTime
dateTime2	System.DateTime
return	TickSeries

GetHistoricalAsks() public method

public GetHistoricalAsks ( Instrument instrument ) : TickSeries
instrument	Instrument
return	TickSeries

GetHistoricalAsks() public method

public GetHistoricalAsks ( Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
instrument	Instrument
dateTime1	System.DateTime
dateTime2	System.DateTime
return	TickSeries

GetHistoricalAsks() public method

public GetHistoricalAsks ( string symbol ) : TickSeries
symbol	string
return	TickSeries

GetHistoricalAsks() public method

public GetHistoricalAsks ( string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
symbol	string
dateTime1	System.DateTime
dateTime2	System.DateTime
return	TickSeries

GetHistoricalAsks() public method

public GetHistoricalAsks ( string provider, string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
provider	string
symbol	string
dateTime1	System.DateTime
dateTime2	System.DateTime
return	TickSeries

GetHistoricalBars() public method

public GetHistoricalBars ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2, BarType barType, long barSize ) : BarSeries
provider	IHistoricalDataProvider
instrument	Instrument
dateTime1	System.DateTime
dateTime2	System.DateTime
barType	BarType
barSize	long
return	BarSeries

GetHistoricalBars() public method

public GetHistoricalBars ( Instrument instrument, BarType barType, long barSize ) : BarSeries
instrument	Instrument
barType	BarType
barSize	long
return	BarSeries

GetHistoricalBars() public method

public GetHistoricalBars ( Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2, BarType barType, long barSize ) : BarSeries
instrument	Instrument
dateTime1	System.DateTime
dateTime2	System.DateTime
barType	BarType
barSize	long
return	BarSeries

GetHistoricalBars() public method

public GetHistoricalBars ( string symbol, BarType barType, long barSize ) : BarSeries
symbol	string
barType	BarType
barSize	long
return	BarSeries

GetHistoricalBars() public method

public GetHistoricalBars ( string symbol, System.DateTime dateTime1, System.DateTime dateTime2, BarType barType, long barSize ) : BarSeries
symbol	string
dateTime1	System.DateTime
dateTime2	System.DateTime
barType	BarType
barSize	long
return	BarSeries

GetHistoricalBars() public method

public GetHistoricalBars ( string provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2, BarType barType, long barSize ) : BarSeries
provider	string
instrument	Instrument
dateTime1	System.DateTime
dateTime2	System.DateTime
barType	BarType
barSize	long
return	BarSeries

GetHistoricalBars() public method

public GetHistoricalBars ( string provider, string symbol, System.DateTime dateTime1, System.DateTime dateTime2, BarType barType, long barSize ) : BarSeries
provider	string
symbol	string
dateTime1	System.DateTime
dateTime2	System.DateTime
barType	BarType
barSize	long
return	BarSeries

GetHistoricalBids() public method

public GetHistoricalBids ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
provider	IHistoricalDataProvider
instrument	Instrument
dateTime1	System.DateTime
dateTime2	System.DateTime
return	TickSeries

GetHistoricalBids() public method

public GetHistoricalBids ( Instrument instrument ) : TickSeries
instrument	Instrument
return	TickSeries

GetHistoricalBids() public method

public GetHistoricalBids ( Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
instrument	Instrument
dateTime1	System.DateTime
dateTime2	System.DateTime
return	TickSeries

GetHistoricalBids() public method

public GetHistoricalBids ( string symbol ) : TickSeries
symbol	string
return	TickSeries

GetHistoricalBids() public method

public GetHistoricalBids ( string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
symbol	string
dateTime1	System.DateTime
dateTime2	System.DateTime
return	TickSeries

GetHistoricalBids() public method

public GetHistoricalBids ( string provider, string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
provider	string
symbol	string
dateTime1	System.DateTime
dateTime2	System.DateTime
return	TickSeries

GetHistoricalFundamentals() public method

public GetHistoricalFundamentals ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : List
provider	IHistoricalDataProvider
instrument	Instrument
dateTime1	System.DateTime
dateTime2	System.DateTime
return	List

GetHistoricalQuotes() public method

public GetHistoricalQuotes ( IHistoricalDataProvider provider, Instrument instrument ) : QuoteSeries
provider	IHistoricalDataProvider
instrument	Instrument
return	QuoteSeries

GetHistoricalQuotes() public method

public GetHistoricalQuotes ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime datetime1, System.DateTime datetime2 ) : QuoteSeries
provider	IHistoricalDataProvider
instrument	Instrument
datetime1	System.DateTime
datetime2	System.DateTime
return	QuoteSeries

GetHistoricalTicks() public method

public GetHistoricalTicks ( IHistoricalDataProvider provider, TickType type, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
provider	IHistoricalDataProvider
type	TickType
instrument	Instrument
dateTime1	System.DateTime
dateTime2	System.DateTime
return	TickSeries

GetHistoricalTicks() public method

public GetHistoricalTicks ( TickType type, Instrument instrument ) : TickSeries
type	TickType
instrument	Instrument
return	TickSeries

GetHistoricalTicks() public method

public GetHistoricalTicks ( TickType type, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
type	TickType
instrument	Instrument
dateTime1	System.DateTime
dateTime2	System.DateTime
return	TickSeries

GetHistoricalTicks() public method

public GetHistoricalTicks ( TickType type, string symbol ) : TickSeries
type	TickType
symbol	string
return	TickSeries

GetHistoricalTicks() public method

public GetHistoricalTicks ( TickType type, string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
type	TickType
symbol	string
dateTime1	System.DateTime
dateTime2	System.DateTime
return	TickSeries

GetHistoricalTrades() public method

public GetHistoricalTrades ( IHistoricalDataProvider provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
provider	IHistoricalDataProvider
instrument	Instrument
dateTime1	System.DateTime
dateTime2	System.DateTime
return	TickSeries

GetHistoricalTrades() public method

public GetHistoricalTrades ( Instrument instrument ) : TickSeries
instrument	Instrument
return	TickSeries

GetHistoricalTrades() public method

public GetHistoricalTrades ( Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
instrument	Instrument
dateTime1	System.DateTime
dateTime2	System.DateTime
return	TickSeries

GetHistoricalTrades() public method

public GetHistoricalTrades ( string symbol ) : TickSeries
symbol	string
return	TickSeries

GetHistoricalTrades() public method

public GetHistoricalTrades ( string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
symbol	string
dateTime1	System.DateTime
dateTime2	System.DateTime
return	TickSeries

GetHistoricalTrades() public method

public GetHistoricalTrades ( string provider, Instrument instrument, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
provider	string
instrument	Instrument
dateTime1	System.DateTime
dateTime2	System.DateTime
return	TickSeries

GetHistoricalTrades() public method

public GetHistoricalTrades ( string provider, string symbol, System.DateTime dateTime1, System.DateTime dateTime2 ) : TickSeries
provider	string
symbol	string
dateTime1	System.DateTime
dateTime2	System.DateTime
return	TickSeries

GetOrderBook() public method

public GetOrderBook ( Instrument instrument ) : OrderBook
instrument	Instrument
return	OrderBook

GetOrderBook() public method

public GetOrderBook ( Instrument instrument, byte providerId ) : OrderBook
instrument	Instrument
providerId	byte
return	OrderBook

GetOrderBook() public method

public GetOrderBook ( int instrumentId ) : OrderBook
instrumentId	int
return	OrderBook

GetOrderBook() public method

public GetOrderBook ( int instrumentId, byte providerId ) : OrderBook
instrumentId	int
providerId	byte
return	OrderBook

GetOrderBookAggr() public method

public GetOrderBookAggr ( Instrument instrument ) : OrderBookAggr
instrument	Instrument
return	OrderBookAggr

GetOrderBookAggr() public method

public GetOrderBookAggr ( int instrumentId ) : OrderBookAggr
instrumentId	int
return	OrderBookAggr

GetTimeSeries() public method

public GetTimeSeries ( string name ) : TimeSeries
name	string
return	TimeSeries

GetTrade() public method

public GetTrade ( Instrument instrument ) : Trade
instrument	Instrument
return	Trade

GetTrade() public method

public GetTrade ( Instrument instrument, byte providerId ) : Trade
instrument	Instrument
providerId	byte
return	Trade

GetTrade() public method

public GetTrade ( int instrumentId ) : Trade
instrumentId	int
return	Trade

GetTrade() public method

public GetTrade ( int instrumentId, byte providerId ) : Trade
instrumentId	int
providerId	byte
return	Trade

Save() public method

public Save ( Bar bar, SaveMode option = SaveMode.Add ) : void
bar	Bar
option	SaveMode
return	void

Save() public method

public Save ( BarSeries series, SaveMode option = SaveMode.Add ) : void
series	BarSeries
option	SaveMode
return	void

Save() public method

public Save ( Fundamental fundamental, SaveMode option = SaveMode.Add ) : void
fundamental	Fundamental
option	SaveMode
return	void

Save() public method

public Save ( Instrument instrument, DataObject obj, SaveMode option = SaveMode.Add ) : void
instrument	Instrument
obj	DataObject
option	SaveMode
return	void

Save() public method

public Save ( Instrument instrument, IDataSeries series, SaveMode option = SaveMode.Add ) : void
instrument	Instrument
series	IDataSeries
option	SaveMode
return	void

Save() public method

public Save ( Level2 level2, SaveMode option = SaveMode.Add ) : void
level2	Level2
option	SaveMode
return	void

Save() public method

public Save ( Level2Snapshot level2, SaveMode option = SaveMode.Add ) : void
level2	Level2Snapshot
option	SaveMode
return	void

Save() public method

public Save ( Level2Update level2, SaveMode option = SaveMode.Add ) : void
level2	Level2Update
option	SaveMode
return	void

Save() public method

public Save ( News news, SaveMode option = SaveMode.Add ) : void
news	News
option	SaveMode
return	void

Save() public method

public Save ( Quote quote, SaveMode option = SaveMode.Add ) : void
quote	Quote
option	SaveMode
return	void

Save() public method

public Save ( Tick tick, SaveMode option = SaveMode.Add ) : void
tick	Tick
option	SaveMode
return	void

Save() public method

public Save ( TickSeries series, SaveMode option = SaveMode.Add ) : void
series	TickSeries
option	SaveMode
return	void

Save() public method

public Save ( int instrumentId, DataObject obj, SaveMode option = SaveMode.Add ) : void
instrumentId	int
obj	DataObject
option	SaveMode
return	void

Save() public method

public Save ( string symbol, DataObject obj, SaveMode option = SaveMode.Add ) : void
symbol	string
obj	DataObject
option	SaveMode
return	void