Class HistoricalData

Represent access to historical data information and indicators control.

Namespace: TradingPlatform.BusinessLayer

Syntax

public class HistoricalData

Constructors

HistoricalData(HistoryRequestParameters)

Represent access to historical data information and indicators control.

Declaration

protected HistoricalData(HistoryRequestParameters historyRequestParameters)

Parameters

Type	Name	Description
HistoryRequestParameters	historyRequestParameters

Fields

Indicators

Represent access to historical data information and indicators control.

Declaration

protected readonly IndicatorsCollection Indicators

Field Value

Type	Description
IndicatorsCollection

Parameters

Represent access to historical data information and indicators control.

Declaration

protected HistoryRequestParameters Parameters

Field Value

Type	Description
HistoryRequestParameters

itemsLocker

Represent access to historical data information and indicators control.

Declaration

protected readonly object itemsLocker

Field Value

Type	Description
object

Properties

Aggregation

Gets HistoricalData aggregation

Declaration

public HistoryAggregation Aggregation { get; }

Property Value

Type	Description
HistoryAggregation

AttachedIndicators

Gets array of attached indicators

Declaration

public Indicator[] AttachedIndicators { get; }

Property Value

Type	Description
Indicator[]

BuiltInIndicators

Gets access to built-in indicators

Declaration

public BuiltInIndicators BuiltInIndicators { get; }

Property Value

Type	Description
BuiltInIndicators

Count

Gets HistoricalData items amount

Declaration

public virtual int Count { get; }

Property Value

Type	Description
int

FromTime

Gets HistoricalData left time boundary

Declaration

public DateTime FromTime { get; }

Property Value

Type	Description
DateTime

IndicatorCalculationBehavior

Represent access to historical data information and indicators control.

Declaration

public IndicatorCalculationBehavior IndicatorCalculationBehavior { get; set; }

Property Value

Type	Description
IndicatorCalculationBehavior

this[int, SeekOriginHistory]

Retrieves HistoricalData item by indexing offset and direction to find.

Declaration

public virtual IHistoryItem this[int offset, SeekOriginHistory origin = SeekOriginHistory.End] { get; }

Parameters

Type	Name	Description
int	offset
SeekOriginHistory	origin

Property Value

Type	Description
IHistoryItem

NeedSubscribe

Represent access to historical data information and indicators control.

Declaration

protected virtual bool NeedSubscribe { get; }

Property Value

Type	Description
bool

Symbol

Gets HistoricalData symbol

Declaration

public Symbol Symbol { get; }

Property Value

Type	Description
Symbol

ToTime

Gets HistoricalData right time boundary

Declaration

public DateTime ToTime { get; }

Property Value

Type	Description
DateTime

Methods

AddIndicator(string, params SettingItem[])

Creates indicator by it's name and if it successfully created adds it to the HistoricalData

Declaration

public Indicator AddIndicator(string indicatorName, params SettingItem[] settings)

Parameters

Type	Name	Description
string	indicatorName
SettingItem[]	settings

Returns

Type	Description
Indicator

AddIndicator(Indicator)

Adds indicator to the HistoricalData

Declaration

public void AddIndicator(Indicator indicator)

Parameters

Type	Name	Description
Indicator	indicator

AddNewItem(IHistoryItem, bool, HistoryEventArgs)

Represent access to historical data information and indicators control.

Declaration

protected virtual void AddNewItem(IHistoryItem historyItem, bool updateIndicators = true, HistoryEventArgs e = null)

Parameters

Type	Name	Description
IHistoryItem	historyItem
bool	updateIndicators
HistoryEventArgs	e

CalculateVolumeProfile(VolumeAnalysisCalculationParameters)

Represent access to historical data information and indicators control.

Declaration

public IVolumeAnalysisCalculationProgress CalculateVolumeProfile(VolumeAnalysisCalculationParameters volumeAnalysisCalculationParameters)

Parameters

Type	Name	Description
VolumeAnalysisCalculationParameters	volumeAnalysisCalculationParameters

Returns

Type	Description
IVolumeAnalysisCalculationProgress

CreateHistoryProcessor()

Represent access to historical data information and indicators control.

Declaration

protected virtual IHistoryProcessor CreateHistoryProcessor()

Returns

Type	Description
IHistoryProcessor

GetEnumerator()

Returns an enumerator that iterates through a collection.

Declaration

public IEnumerator GetEnumerator()

Returns

Type	Description
IEnumerator	An IEnumerator object that can be used to iterate through the collection.

GetIndexByTime(long, SeekOriginHistory)

Gets index by time with counting on search direction

Declaration

public double GetIndexByTime(long time, SeekOriginHistory origin = SeekOriginHistory.End)

Parameters

Type	Name	Description
long	time
SeekOriginHistory	origin

Returns

Type	Description
double

GetTimeToNextBar()

Represent access to historical data information and indicators control.

Declaration

public string GetTimeToNextBar()

Returns

Type	Description
string

ProcessLast(Last)

Represent access to historical data information and indicators control.

Declaration

protected virtual void ProcessLast(Last last)

Parameters

Type	Name	Description
Last	last

ProcessLevel2Qute(MessageQuote)

Represent access to historical data information and indicators control.

Declaration

protected virtual void ProcessLevel2Qute(MessageQuote quote)

Parameters

Type	Name	Description
MessageQuote	quote

ProcessMark(Mark)

Represent access to historical data information and indicators control.

Declaration

protected virtual void ProcessMark(Mark mark)

Parameters

Type	Name	Description
Mark	mark

ProcessQuote(Quote)

Represent access to historical data information and indicators control.

Declaration

protected virtual void ProcessQuote(Quote quote)

Parameters

Type	Name	Description
Quote	quote

Reload()

Reloads entire HistoricalData

Declaration

public void Reload()

RemoveIndicator(Indicator)

Removes indicator from the HistoricalData

Declaration

public void RemoveIndicator(Indicator indicator)

Parameters

Type	Name	Description
Indicator	indicator

SubscribeSymbol()

Represent access to historical data information and indicators control.

Declaration

protected virtual void SubscribeSymbol()

Symbol_NewLast(Symbol, Last)

Represent access to historical data information and indicators control.

Declaration

protected void Symbol_NewLast(Symbol symbol, Last last)

Parameters

Type	Name	Description
Symbol	symbol
Last	last

Symbol_NewQuote(Symbol, Quote)

Represent access to historical data information and indicators control.

Declaration

protected void Symbol_NewQuote(Symbol symbol, Quote quote)

Parameters

Type	Name	Description
Symbol	symbol
Quote	quote

UnSubscribeSymbol()

Represent access to historical data information and indicators control.

Declaration

protected virtual void UnSubscribeSymbol()

Events

HistoryItemUpdated

Will be triggered when current historical item changed or updated

Declaration

public event HistoryEventHandler HistoryItemUpdated

Event Type

Type	Description
HistoryEventHandler

HistoryItemVolumeAnalysisUpdated

Will be triggered when volume analysis of current historical item changed or updated

Declaration

public event Action HistoryItemVolumeAnalysisUpdated

Event Type

Type	Description
Action

NewHistoryItem

Will be triggered when new historical item created

Declaration

public event HistoryEventHandler NewHistoryItem

Event Type

Type	Description
HistoryEventHandler