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    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

    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

    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
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