So I have a few classes set up. One class has two values, the SymbolName and the data for that Symbol.
I have a sublist of that setup to house two different data sets of type SharePrices.
I am trying to figure out a way to add TradeBar data to the list of completeData for each symbolData for each corresponding SymbolName.
Basically I need to populate SharePrices, each minute, store that in list completeData which will happen for each symbolData corresponding to each SymbolName. I hope I explained that right. Any help is appreciated.
I have it set up to AddSecurity() correctly at initialization. But I can't seem to figure out how to add data more than one level deep.
public void AddSecurities()
{
for(int i = 0; i < symbolsList.Count; i++)
{
AddSecurity(SecurityType.Equity, symbolsList.ElementAt(i).ToString(), Resolution.Minute);
}
}
public void AddSymbols_toList()
{
for(int i = 0; i < SymbolsForAlgorithm.Length; i++)
{
symbolsList.Add(new SymbolList { SymbolName = SymbolsForAlgorithm[i]});
}
}
public class SymbolList
{
public string SymbolName { get; set; }
public List symbolData { get; set; } = new List();
public override string ToString()
{
return String.Format("{0}", SymbolName);
}
}
public class SymbolData
{
public List completeData { get; set; } = new List();
public List windowData { get; set; } = new List();
}
public class SharePrices
{
public DateTime Date { get; set; }
public decimal Price { get; set; }
public override string ToString()
{
return String.Format("{0}", "{1}", Date, Price);
}
} 
