Не могу получить свечи с финама

Не могу получить свечи с финама
Atom
21.05.2016
SharpoCrew


Ребята, подскажите пожалуйста, где ошибка на форме создаю проект, хочу получить свечи с финама взял проект из семплов в тестинге, делал все как по инструкции, но в тестинге свечи получаю, а в этом коде нет Привел полный код.

string SecId; int TimeFrame; string folder; DateTime start; DateTime stop; public Form1() { InitializeComponent(); folder = @".\HistoryData"; SecId = "RIZ2@FORTS";

  	start = new DateTime(2015, 10, 1);
  	stop = new DateTime(2015, 10, 15);
  	var startTime = ((DateTime)start).ChangeKind(DateTimeKind.Utc);
  	var stopTime = ((DateTime)stop).ChangeKind(DateTimeKind.Utc);

  	TimeFrame = 1;

  	var timeFrame = TimeSpan.FromMinutes(1);

  	var secGen = new SecurityIdGenerator();
  	var id = secGen.Split(SecId);

  	var secCode = id.SecurityCode;
  	var board = ExchangeBoard.GetOrCreateBoard(id.BoardCode);

  	var security = new Security
  	{
  		Id = SecId, // sec id has the same name as folder with historical data
  		Code = secCode,
  		Board = board,
  	};
  	// create backtesting connector
  	// test portfolio
  	var portfolio = new Portfolio
  	{
  		Name = "test account",
  		BeginValue = 1000000,
  	};
  	var secId = security.ToSecurityId();

  	_finamHistorySource.Refresh(new FinamSecurityStorage(security), security, s => { }, () => false);

  	// storage to historical data
  	var storageRegistry = new StorageRegistry
  	{
  		// set historical path
  		DefaultDrive = new LocalMarketDataDrive(folder)
  	};

  	var emulationInfo = new EmulationInfo { UseCandleTimeFrame = timeFrame, HistorySource = d => _finamHistorySource.GetCandles(security, timeFrame, d.Date, d.Date) };

  	// create backtesting connector
  	var connector = new HistoryEmulationConnector(
  		new[] { security },
  		new[] { portfolio })
  	{
  		EmulationAdapter =
  		{
  			Emulator =
  			{
  				Settings =
  				{
  					// match order if historical price touched our limit order price.
  					// It is terned off, and price should go through limit order price level
  					// (more "severe" test mode)
  					MatchOnTouch = false,
  				}
  			}
  		},

  		UseExternalCandleSource = true,

  		CreateDepthFromOrdersLog = emulationInfo.UseOrderLog,
  		CreateTradesFromOrdersLog = emulationInfo.UseOrderLog,

  		HistoryMessageAdapter =
  		{
  			StorageRegistry = storageRegistry,

  			// set history range
  			StartDate = startTime,
  			StopDate = stopTime,

  			OrderLogMarketDepthBuilders =
  				{
  					{
  						secId,
  						(IOrderLogMarketDepthBuilder)new PlazaOrderLogMarketDepthBuilder(secId)

  					}
  				}
  		},

  		// set market time freq as time frame
  		MarketTimeChangedInterval = timeFrame,
  	};

  	var candleManager = new CandleManager(connector);

  	candleManager.Processing +=
  	(_s, _c) =>
  	{
  	};

  	var series = new CandleSeries(typeof(TimeFrameCandle), security, timeFrame);

  	connector.NewSecurities += securities =>
  	{
  		if (securities.All(s => s != security))
  			return;
  		// start strategy before emulation started
  		candleManager.Start(series);

  		// start historical data loading when connection established successfully and all data subscribed
  		connector.Start();
  	};
  	// start emulation
  	// raise NewSecurities and NewPortfolio for full fill strategy properties
  	connector.Connect();
  }

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