Class HistoricalData

Represent access to historical data information and indicators control.

Namespace: TradingPlatform.BusinessLayer

Syntax

public class HistoricalData : IDisposable, IIndicatorsCollection, IIndicatorRefresher, IEnumerable<IHistoryItem>

Constructors

HistoricalData(HistoryRequestParameters)

Declaration

protected HistoricalData(HistoryRequestParameters historyRequestParameters)

Parameters

Type	Name	Description
HistoryRequestParameters	historyRequestParameters

Fields

items

Declaration

protected readonly List<IHistoryItem> items

Field Value

Type	Description
List<TradingPlatform.BusinessLayer.IHistoryItem>

itemsLocker

Declaration

protected readonly object itemsLocker

Field Value

Type	Description
System.Object

Properties

Aggregation

Gets HistoricalData aggregation

Declaration

public HistoryAggregation Aggregation { get; }

Property Value

Type	Description
HistoryAggregation

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
System.Int32

FromTime

Gets HistoricalData left time boundary

Declaration

public DateTime FromTime { get; }

Property Value

Type	Description
DateTime

HistoryType

Gets HistoricalData history type

Declaration

public HistoryType HistoryType { get; }

Property Value

Type	Description
TradingPlatform.BusinessLayer.HistoryType

Item[Int32, 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
System.Int32	offset
TradingPlatform.BusinessLayer.SeekOriginHistory	origin

Property Value

Type	Description
TradingPlatform.BusinessLayer.IHistoryItem

NeedSubscribe

Declaration

protected virtual bool NeedSubscribe { get; }

Property Value

Type	Description
System.Boolean

Period

Gets HistoricalData Period

Declaration

public Period Period { get; }

Property Value

Type	Description
Period

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, 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
System.String	indicatorName
TradingPlatform.BusinessLayer.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, Boolean, HistoryEventArgs)

Declaration

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

Parameters

Type	Name	Description
TradingPlatform.BusinessLayer.IHistoryItem	historyItem
System.Boolean	updateIndicators
TradingPlatform.BusinessLayer.HistoryEventArgs	e

CalculateVolumeProfile(VolumeAnalysisCalculationParameters)

Declaration

public IVolumeAnalysisCalculationProgress CalculateVolumeProfile(VolumeAnalysisCalculationParameters volumeAnalysisCalculationParameters)

Parameters

Type	Name	Description
VolumeAnalysisCalculationParameters	volumeAnalysisCalculationParameters

Returns

Type	Description
IVolumeAnalysisCalculationProgress

GetEnumerator()

Declaration

public IEnumerator GetEnumerator()

Returns

Type	Description
IEnumerator

GetIndexByTime(Int64, SeekOriginHistory)

Gets index by time with counting on search direction

Declaration

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

Parameters

Type	Name	Description
System.Int64	time
TradingPlatform.BusinessLayer.SeekOriginHistory	origin

Returns

Type	Description
System.Double

GetTimeToNextBar()

Declaration

public string GetTimeToNextBar()

Returns

Type	Description
System.String

ProcessLast(Last)

Declaration

protected virtual void ProcessLast(Last last)

Parameters

Type	Name	Description
Last	last

ProcessMark(Mark)

Declaration

protected virtual void ProcessMark(Mark mark)

Parameters

Type	Name	Description
Mark	mark

ProcessQuote(Quote)

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()

Declaration

protected virtual void SubscribeSymbol()

Symbol_NewLast(Symbol, Last)

Declaration

protected void Symbol_NewLast(Symbol symbol, Last last)

Parameters

Type	Name	Description
Symbol	symbol
Last	last

UnSubscribeSymbol()

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
TradingPlatform.BusinessLayer.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
TradingPlatform.BusinessLayer.HistoryEventHandler

Implements

IEnumerable<>