IFillGapsBehaviour
StockSharp.Algo
Interface describes missed historical data (gaps) dates.
Methods
TryGetNextGapAsync
public ValueTask<ValueTuple<DateTime?, DateTime?>> TryGetNextGapAsync(SecurityId secId, DataType dataType, DateTime from, DateTime to, FillGapsDays fillGaps, CancellationToken cancellationToken)
result = iFillGapsBehaviour.TryGetNextGapAsync(secId, dataType, from, to, fillGaps, cancellationToken)
Try get next date without data.
- secId
- SecurityId
- dataType
- DataType
- from
- From
- to
- To
- fillGaps
- FillGapsDays
- cancellationToken
- CancellationToken
Returns: Operation result. no any gaps.