[Quantproject-developers] QuantDownloader/Downloader/OpenTickDownloader BarQueueFiller.cs, 1.5, 1.6

[Glauco S. <gla...@us...>]

Update of /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader
In directory ddv4jf1.ch3.sourceforge.com:/tmp/cvs-serv8538/OpenTickDownloader

Modified Files:
	BarQueueFiller.cs 
Log Message:
a IOHLCRequester is now used instead of a IBarsSelector

Index: BarQueueFiller.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantDownloader/Downloader/OpenTickDownloader/BarQueueFiller.cs,v
retrieving revision 1.5
retrieving revision 1.6
diff -C2 -d -r1.5 -r1.6
*** BarQueueFiller.cs	18 Jan 2009 18:27:09 -0000	1.5
--- BarQueueFiller.cs	29 Jan 2009 19:38:45 -0000	1.6
***************
*** 31,35 ****
  {
  	public delegate void NewOHLCRequestEventHandler(
! 		int requestId , DateTime dateTimeForRequest , long barInterval );
  	
  	/// <summary>
--- 31,38 ----
  {
  	public delegate void NewOHLCRequestEventHandler(
! 		int requestId ,
! 		DateTime dateTimeForFirstBarOpenInUTC ,
! 		DateTime dateTimeForLastBarOpenInUTC ,
! 		long barInterval );
  	
  	/// <summary>
***************
*** 43,47 ****
  		public event NewMessageEventHandler NewMessage;
  		
! 		private IBarsSelector barsSelector;
  		
  		private OTManager oTManager;
--- 46,51 ----
  		public event NewMessageEventHandler NewMessage;
  		
! 		private IOHLCRequester oHLCRequester;
! //		private IBarsSelector barsSelector;
  		
  		private OTManager oTManager;
***************
*** 73,77 ****
  		/// downloaded bars</param>
  		public BarQueueFiller(
! 			IBarsSelector barsSelector ,
  			IExchangeSelector exchangeSelector ,
  			OTManager oTManager ,
--- 77,81 ----
  		/// downloaded bars</param>
  		public BarQueueFiller(
! 			IOHLCRequester oHLCRequester ,
  			IExchangeSelector exchangeSelector ,
  			OTManager oTManager ,
***************
*** 79,83 ****
  		)
  		{
! 			this.barsSelector = barsSelector;
  			this.exchangeSelector = exchangeSelector;
  			this.exchangeSelector.NewMessage +=
--- 83,87 ----
  		)
  		{
! 			this.oHLCRequester = oHLCRequester;
  			this.exchangeSelector = exchangeSelector;
  			this.exchangeSelector.NewMessage +=
***************
*** 135,143 ****
  		#region enqueueBar
  		#region getBar
! 		private long getBar_getInterval( OTOHLC ohlc )
! 		{
! 			int interval = 60; // TO DO use an internal list to handle this data
! 			return interval;
! 		}
  		private Bar getBar( OTOHLC ohlc )
  		{
--- 139,147 ----
  		#region enqueueBar
  		#region getBar
! //		private long getBar_getInterval( OTOHLC ohlc )
! //		{
! //			int interval = 60; // TO DO use an internal list to handle this data
! //			return interval;
! //		}
  		private Bar getBar( OTOHLC ohlc )
  		{
***************
*** 146,150 ****
  			string ticker = barRequest.Symbol;
  			string exchange = barRequest.Exchange;
! 			long interval = this.getBar_getInterval( ohlc );
  			Bar bar = new Bar(
  				ticker ,
--- 150,154 ----
  			string ticker = barRequest.Symbol;
  			string exchange = barRequest.Exchange;
! 			long interval = barRequest.IntervalValueInSeconds;
  			Bar bar = new Bar(
  				ticker ,
***************
*** 189,218 ****
  		#region fillQueue_requestBar
  		private void fillQueue_requestBar_actually(
! 			BarIdentifier barIdentifier , string exchange )
  		{
  			short numberOfMinutesInEachBar =
  				Convert.ToInt16( Math.Round(
! 					Convert.ToDouble( barIdentifier.Interval / 60 ) ) );
! 			DateTime dateTimeForBarOpenInUTC =
  				TimeZoneManager.ConvertToUTC(
! 					barIdentifier.DateTimeForOpenInNewYorkTimeZone );
  			int requestId = this.oTManager.RequestHistData(
! 				exchange , barIdentifier.Ticker ,
! 				dateTimeForBarOpenInUTC ,
! 				dateTimeForBarOpenInUTC ,
  				OTHistoricalType.OhlcMinutely , numberOfMinutesInEachBar );
  			if ( this.NewOHLCRequest != null )
  				this.NewOHLCRequest(
! 					requestId , dateTimeForBarOpenInUTC ,
! 					barIdentifier.Interval );
  		}
  		private void fillQueue_requestBar(
! 			BarIdentifier barIdentifier )
  		{
  			string exchange =
! 				this.exchangeSelector.SelectExchange( barIdentifier.Ticker );
  			if ( exchange != "" )
  				// the exchange has been actually selected
! 				this.fillQueue_requestBar_actually( barIdentifier , exchange );
  		}
  		#endregion fillQueue_requestBar
--- 193,225 ----
  		#region fillQueue_requestBar
  		private void fillQueue_requestBar_actually(
! 			OHLCRequest oHLCRequest , string exchange )
  		{
  			short numberOfMinutesInEachBar =
  				Convert.ToInt16( Math.Round(
! 					Convert.ToDouble( oHLCRequest.BarIntervalInSeconds / 60 ) ) );
! 			DateTime dateTimeForFirstBarOpenInUTC =
  				TimeZoneManager.ConvertToUTC(
! 					oHLCRequest.DateTimeForFirstBarOpenInNewYorkTimeZone );
! 			DateTime dateTimeForLastBarOpenInUTC =
! 				TimeZoneManager.ConvertToUTC(
! 					oHLCRequest.DateTimeForLastBarOpenInNewYorkTimeZone );
  			int requestId = this.oTManager.RequestHistData(
! 				exchange , oHLCRequest.Ticker ,
! 				dateTimeForFirstBarOpenInUTC ,
! 				dateTimeForLastBarOpenInUTC ,
  				OTHistoricalType.OhlcMinutely , numberOfMinutesInEachBar );
  			if ( this.NewOHLCRequest != null )
  				this.NewOHLCRequest(
! 					requestId , dateTimeForFirstBarOpenInUTC , dateTimeForLastBarOpenInUTC ,
! 					oHLCRequest.BarIntervalInSeconds );
  		}
  		private void fillQueue_requestBar(
! 			OHLCRequest oHLCRequest )
  		{
  			string exchange =
! 				this.exchangeSelector.SelectExchange( oHLCRequest.Ticker );
  			if ( exchange != "" )
  				// the exchange has been actually selected
! 				this.fillQueue_requestBar_actually( oHLCRequest , exchange );
  		}
  		#endregion fillQueue_requestBar
***************
*** 220,226 ****
  		private void fillQueue_requestBarsForEachMarketDay()
  		{
! 			while ( !this.barsSelector.AreAllBarsAlredyGiven )
  				this.fillQueue_requestBar(
! 					this.barsSelector.GetNextBarIdentifier() );
  		}
  		#endregion fillQueue_requestBarsForEachMarketDay
--- 227,233 ----
  		private void fillQueue_requestBarsForEachMarketDay()
  		{
! 			while ( !this.oHLCRequester.AreAllOHLCRequestsAlredyGiven )
  				this.fillQueue_requestBar(
! 					this.oHLCRequester.GetNextOHLCRequest() );
  		}
  		#endregion fillQueue_requestBarsForEachMarketDay