FastQuant.DataSeries.GetIndex C# (CSharp) Méthode

        public virtual long GetIndex(DateTime dateTime, SearchOption option = SearchOption.Prev)
        {
            lock (Sync)
            {
                if (!this.readOpened)
                    OpenRead();

                if (Count == 0)
                {
                    Console.WriteLine($"DataSeries::GetIndex Error, data series has no elements {Name}");
                    return -1;
                }

                if (dateTime <= DateTime1)
                    return 0;

                if (dateTime >= DateTime2)
                    return Count - 1;

                var key = GetKey(dateTime, this.readKey, IndexOption.Null);
                if (key == null)
                    return -1;

                if (key != this.readKey)
                {
                    if (!CacheObjects && this.readKey != null && this.readKey != this.writeKey &&
                        this.readKey != this.insertKey && this.readKey != this.deleteKey)
                        this.readKey.objects = null;
                    this.readKey = key;
                }
                return this.readKey.index1 + this.readKey.GetIndex(dateTime, option);
            }
        }

        public TickSeries GetHistoricalTicks(TickType type, Instrument instrument, DateTime dateTime1, DateTime dateTime2)
        {
            DataSeries ds = null;

            switch (type)
            {
            case TickType.Bid:
                ds = GetDataSeries(instrument, DataObjectType.Bid, BarType.Time, 60);
                break;

            case TickType.Ask:
                ds = GetDataSeries(instrument, DataObjectType.Ask, BarType.Time, 60);
                break;

            case TickType.Trade:
                ds = GetDataSeries(instrument, DataObjectType.Trade, BarType.Time, 60);
                break;
            }

            var ts = new TickSeries();

            if (ds != null && ds.Count != 0)
            {
                var index1 = ds.GetIndex(dateTime1, SearchOption.Next);
                var index2 = ds.GetIndex(dateTime2, SearchOption.Prev);
                for (long i = index1; i <= index2; i++)
                {
                    var obj = ds[i];
                    switch (type)
                    {
                    case TickType.Bid:
                        if (obj.TypeId == DataObjectType.Bid)
                        {
                            ts.Add((Bid)obj);
                        }
                        else
                        {
                            Console.WriteLine($"DataManager::GetHistoricalTicks Error, object type is not Bid {obj}");
                        }
                        break;

                    case TickType.Ask:
                        if (obj.TypeId == DataObjectType.Ask)
                        {
                            ts.Add((Ask)obj);
                        }
                        else
                        {
                            Console.WriteLine($"DataManager::GetHistoricalTicks Error, object type is not Ask {obj}");
                        }
                        break;

                    case TickType.Trade:
                        if (obj.TypeId == DataObjectType.Trade)
                        {
                            ts.Add((Trade)obj);
                        }
                        else
                        {
                            Console.WriteLine($"DataManager::GetHistoricalTicks Error, object type is not Trade {obj}");
                        }
                        break;
                    }
                }
            }
            return(ts);
        }