C# Class FastQuant.DataManager

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Méthodes publiques

Méthode 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

Méthode 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 méthode

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

AddDataSeries() public méthode

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

AddDataSeries() public méthode

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

AddTimeSeries() public méthode

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

Clear() public méthode

public Clear ( ) : void
Résultat void

DataManager() public méthode

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

DeleteDataSeries() public méthode

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

DeleteDataSeries() public méthode

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

DeleteDataSeries() public méthode

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

Dispose() public méthode

public Dispose ( ) : void
Résultat void

Dump() public méthode

public Dump ( ) : void
Résultat void

GetAsk() public méthode

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

GetAsk() public méthode

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

GetAsk() public méthode

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

GetAsk() public méthode

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

GetBar() public méthode

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

GetBar() public méthode

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

GetBid() public méthode

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

GetBid() public méthode

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

GetBid() public méthode

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

GetBid() public méthode

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

GetDataSeries() public méthode

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

GetDataSeries() public méthode

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

GetDataSeries() public méthode

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

GetDataSeriesList() public méthode

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

GetHistoricalAsks() public méthode

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

GetHistoricalAsks() public méthode

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

GetHistoricalAsks() public méthode

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

GetHistoricalAsks() public méthode

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

GetHistoricalAsks() public méthode

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

GetHistoricalAsks() public méthode

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

GetHistoricalBars() public méthode

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
Résultat BarSeries

GetHistoricalBars() public méthode

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

GetHistoricalBars() public méthode

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
Résultat BarSeries

GetHistoricalBars() public méthode

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

GetHistoricalBars() public méthode

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
Résultat BarSeries

GetHistoricalBars() public méthode

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
Résultat BarSeries

GetHistoricalBars() public méthode

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
Résultat BarSeries

GetHistoricalBids() public méthode

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

GetHistoricalBids() public méthode

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

GetHistoricalBids() public méthode

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

GetHistoricalBids() public méthode

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

GetHistoricalBids() public méthode

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

GetHistoricalBids() public méthode

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

GetHistoricalFundamentals() public méthode

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

GetHistoricalQuotes() public méthode

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

GetHistoricalQuotes() public méthode

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

GetHistoricalTicks() public méthode

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
Résultat TickSeries

GetHistoricalTicks() public méthode

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

GetHistoricalTicks() public méthode

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

GetHistoricalTicks() public méthode

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

GetHistoricalTicks() public méthode

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

GetHistoricalTrades() public méthode

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

GetHistoricalTrades() public méthode

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

GetHistoricalTrades() public méthode

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

GetHistoricalTrades() public méthode

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

GetHistoricalTrades() public méthode

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

GetHistoricalTrades() public méthode

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

GetHistoricalTrades() public méthode

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

GetOrderBook() public méthode

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

GetOrderBook() public méthode

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

GetOrderBook() public méthode

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

GetOrderBook() public méthode

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

GetOrderBookAggr() public méthode

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

GetOrderBookAggr() public méthode

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

GetTimeSeries() public méthode

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

GetTrade() public méthode

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

GetTrade() public méthode

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

GetTrade() public méthode

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

GetTrade() public méthode

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

Save() public méthode

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

Save() public méthode

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

Save() public méthode

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

Save() public méthode

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

Save() public méthode

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

Save() public méthode

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

Save() public méthode

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

Save() public méthode

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

Save() public méthode

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

Save() public méthode

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

Save() public méthode

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

Save() public méthode

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

Save() public méthode

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

Save() public méthode

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