AlexCatarino
2d96c9212b
Adds the IQFeed to the Toolbox: IQFeedDataQueueHandler implements IDataQueueHandler and IHistoryProvider Changes config.json to include IQFeed configuration. At config.json "data-queue-handler" and "history-provider" should point to newly created IQFeedDataQueueHandler to make the implementation work Adds BasicTemplateForexAlgorithm.cs to test IQFeed implementation
85 lines
2.9 KiB
C#
85 lines
2.9 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Text;
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namespace QuantConnect.ToolBox.IQFeed
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{
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public class Time
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{
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public Time(int hour = 0, int minute = 0, int second = 0)
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{
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_hour = hour;
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_minute = minute;
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_second = second;
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}
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public Time(string textTime)
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{
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if (textTime.Length < 8) { _hour = 0; _minute = 0; _second = 0; return; }
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if (!int.TryParse(textTime.Substring(0, 2), out _hour)) _hour = 0;
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if (!int.TryParse(textTime.Substring(3, 2), out _minute)) _minute = 0;
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if (!int.TryParse(textTime.Substring(6, 2), out _second)) _second = 0;
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}
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public int Hour { get { return _hour; } set { _hour = value; } }
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public int Minute { get { return _minute; } set { _minute = value; } }
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public int Second { get { return _second; } set { _second = value; } }
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public string IQFeedFormat
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{
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get
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{
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return string.Format("{0}{1}{2}", _hour.ToString("00"), _minute.ToString("00"), _second.ToString("00"));
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}
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}
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#region private
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private int _hour;
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private int _minute;
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private int _second;
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#endregion
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}
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public enum PeriodType { Second, Minute, Hour }
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public class Interval
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{
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public Interval(PeriodType periodType, int periods)
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{
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_periodType = periodType;
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_periods = periods;
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}
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public PeriodType PeriodType { get { return _periodType; } }
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public int Periods { get { return _periods; } }
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public int Seconds
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{
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get
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{
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switch (_periodType)
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{
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case PeriodType.Second: return _periods;
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case PeriodType.Minute: return _periods * 60;
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case PeriodType.Hour: return _periods * 3600;
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}
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throw new Exception("May not get seconds for " + _periodType.ToString());
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}
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}
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#region private
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private PeriodType _periodType;
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private int _periods;
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#endregion
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}
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}
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