C# Класс FastQuant.DataManager

Показать файл Открыть проект Примеры использования класса

Открытые методы

Метод Описание
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

Приватные методы

Метод Описание
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

Описание методов

AddDataSeries() публичный метод

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

AddDataSeries() публичный метод

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

AddDataSeries() публичный метод

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

AddTimeSeries() публичный метод

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

Clear() публичный метод

public Clear ( ) : void
Результат void

DataManager() публичный метод

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

DeleteDataSeries() публичный метод

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

DeleteDataSeries() публичный метод

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

DeleteDataSeries() публичный метод

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

Dispose() публичный метод

public Dispose ( ) : void
Результат void

Dump() публичный метод

public Dump ( ) : void
Результат void

GetAsk() публичный метод

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

GetAsk() публичный метод

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

GetAsk() публичный метод

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

GetAsk() публичный метод

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

GetBar() публичный метод

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

GetBar() публичный метод

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

GetBid() публичный метод

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

GetBid() публичный метод

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

GetBid() публичный метод

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

GetBid() публичный метод

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

GetDataSeries() публичный метод

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

GetDataSeries() публичный метод

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

GetDataSeries() публичный метод

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

GetDataSeriesList() публичный метод

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

GetHistoricalAsks() публичный метод

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

GetHistoricalAsks() публичный метод

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

GetHistoricalAsks() публичный метод

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

GetHistoricalAsks() публичный метод

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

GetHistoricalAsks() публичный метод

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

GetHistoricalAsks() публичный метод

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

GetHistoricalBars() публичный метод

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
Результат BarSeries

GetHistoricalBars() публичный метод

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

GetHistoricalBars() публичный метод

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
Результат BarSeries

GetHistoricalBars() публичный метод

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

GetHistoricalBars() публичный метод

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
Результат BarSeries

GetHistoricalBars() публичный метод

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
Результат BarSeries

GetHistoricalBars() публичный метод

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
Результат BarSeries

GetHistoricalBids() публичный метод

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

GetHistoricalBids() публичный метод

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

GetHistoricalBids() публичный метод

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

GetHistoricalBids() публичный метод

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

GetHistoricalBids() публичный метод

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

GetHistoricalBids() публичный метод

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

GetHistoricalFundamentals() публичный метод

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

GetHistoricalQuotes() публичный метод

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

GetHistoricalQuotes() публичный метод

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

GetHistoricalTicks() публичный метод

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
Результат TickSeries

GetHistoricalTicks() публичный метод

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

GetHistoricalTicks() публичный метод

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

GetHistoricalTicks() публичный метод

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

GetHistoricalTicks() публичный метод

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

GetHistoricalTrades() публичный метод

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

GetHistoricalTrades() публичный метод

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

GetHistoricalTrades() публичный метод

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

GetHistoricalTrades() публичный метод

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

GetHistoricalTrades() публичный метод

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

GetHistoricalTrades() публичный метод

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

GetHistoricalTrades() публичный метод

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

GetOrderBook() публичный метод

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

GetOrderBook() публичный метод

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

GetOrderBook() публичный метод

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

GetOrderBook() публичный метод

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

GetOrderBookAggr() публичный метод

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

GetOrderBookAggr() публичный метод

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

GetTimeSeries() публичный метод

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

GetTrade() публичный метод

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

GetTrade() публичный метод

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

GetTrade() публичный метод

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

GetTrade() публичный метод

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

Save() публичный метод

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

Save() публичный метод

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

Save() публичный метод

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

Save() публичный метод

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

Save() публичный метод

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

Save() публичный метод

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

Save() публичный метод

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

Save() публичный метод

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

Save() публичный метод

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

Save() публичный метод

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

Save() публичный метод

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

Save() публичный метод

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

Save() публичный метод

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

Save() публичный метод

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