Вечорка с FTP РТС

......
IEnumerable<Trade> GetTradesFromFinam(DateTime date)
		{
			var storage = new DumbSecurityStorage();
			storage.Save(Security);
			var source = new FinamHistorySource(storage) { DumpFolder = GetTempPath() };
			var finamMarketId = (long)Settings["HistoryFinamMarketId"]; //14 //todo: проверка
			var finamSecurityId = (long)Settings["HistoryFinamSecurityId"];  //82813; //todo: проверка
			Security.ExtensionInfo["FinamMarketId"] = finamMarketId;
			Security.ExtensionInfo["FinamSecurityId"] = finamSecurityId;
			return source.GetTrades(Security, date);
		}

		IEnumerable<Trade> GetTradesFromRts(DateTime date)
		{
			var storage = new DumbSecurityStorage();
			storage.Save(Security);
			var source = new RtsHistorySource(storage) { DumpFolder = GetTempPath() };
			var trades = new Dictionary<Security, IList<Trade>>();
			source.LoadTrades(date, trades);
			if (!trades.ContainsKey(Security))
				throw new ApplicationException("Не получены данные за прошлый день");
			return trades[Security];
		}

		private string GetTempPath()
		{
             var tradeStoragePath = (string)Settings["HistoryTradeStoragePath"]; //todo: проверка
			var tempPath = Path.Combine(tradeStoragePath, "TemporaryFiles");

			if (!Directory.Exists(tempPath))
				Directory.CreateDirectory(tempPath);

			return tempPath;
		}


		DateTime GetLastDateBefore(DateTime date)
		{
			do
			{
				date = date.AddDays(-1);
				if (ExchangeBoard.Forts.WorkingTime.IsTradeDate(date, true))
					return date;
			} while (true);
		}



		/// <summary>
		///  Добавление в список свечей данных из хранилища
		/// </summary>
		private void AddHistoryCandles()
		{
			var storageRegistry = new StorageRegistry();
			var tradeStoragePath = (string)Settings["HistoryTradeStoragePath"]; //todo: проверка
			((LocalMarketDataDrive)storageRegistry.DefaultDrive).Path = tradeStoragePath;
			var storage = storageRegistry.GetTradeStorage(Security);

			var thisDate = LoggingHelper.Now.Date;
			var lastDate = GetLastDateBefore(thisDate);

			switch ((string)Settings["HistorySource"]) //todo: проверка
			{
				case "RTS":
					if (!storage.Dates.Contains(thisDate))
					{
						var trades = GetTradesFromRts(lastDate);
						//
						storage.Save(trades.Where(t => t.Time > lastDate && t.Price > 0));
						//пропуск закачки более старых (нужна закачка целыми днями) и игнорирование ошибки данных
						// на ftp ртс данные выложены по сессиям с 19.00 до 19.00

						trades = GetTradesFromRts(thisDate);
						storage.Save(trades.Where(t => t.Time < thisDate && t.Price > 0));
						//пропуск закачки сегодняшних и игнорирование ошибки данных
					}
					break;
				case "Finam":
					if (!storage.Dates.Contains(lastDate))
					{
						var trades = GetTradesFromFinam(lastDate);
						storage.Save(trades);
					}
					break;
				default:
					if (!storage.Dates.Contains(lastDate))
					{
						//var trades = GetTradesFromTxt(@"E:\Downloads\RIH3_130312_130312.txt");
						var trades = GetTradesFromTxt(string.Format(
							"{0}{1}_{2}_{2}.txt",
							tradeStoragePath, Security.Code, lastDate));
						storage.Save(trades);
					}
					break;
			}

			// берём только сделки раньше тех, что есть в таблице
			var lastTimeSource = Trader.Trades.Select(t => t.Time);
			var lastTime = lastTimeSource.Any() ? lastTimeSource.Min() : thisDate;
			var source = new TradeStorageCandleBuilderSource
				{
					StorageRegistry = storageRegistry,
					Filter = trade => trade.Time > lastDate && trade.Time < lastTime,
				};
			TraderBuilder.CandleManager.Sources.OfType<TickCandleBuilder>().Single().Sources.Add(source);
		}


		protected override void OnStarted()
		{
			try
			{
				Trader = TraderBuilder.BuildTrader();
				OrderHelper = TraderBuilder.OrderHelper;
				if (Trader == null)
					throw new ApplicationException(string.Format("Отсутствует трейдер {0}.", TraderBuilder.Title));
				_strategyStartTime = Trader.GetMarketTime(ExchangeBoard.Forts.Exchange);

				Portfolio = PortfolioSelector.GetPortfolio(Trader);
				if (Portfolio == null)
					throw new ApplicationException(string.Format("Отсутствует портфель {0}.", PortfolioSelector.Title));

				Security = SecuritySelector.GetSecurity(Trader);
				if (Security == null)
					throw new ApplicationException(string.Format("Отсутствует инструмент {0}.", SecuritySelector.Title));
				Trader.RegisterSecurity(Security);

				Trader.RegisterMarketDepth(Security);

				if (VolumeSizer != null)
				{
					Volume = VolumeSizer.GetVolume(Portfolio, Security);
					this.AddInfoLog("Объем: {0}", Volume);
				}

				AddHistoryCandles();

				Series = new CandleSeries(
					CandleFrameType, Security, FrameSize) { WorkingTime = ExchangeBoard.Forts.WorkingTime };
					// Если Security - это WeightedIndexSecurity, то _series не заполняется

				Series
					.WhenCandlesFinished()
					.Do(ProcessCandle)
					.Apply(this);

				TraderBuilder.CandleManager.Start(Series);

				base.OnStarted();

			}
			catch (Exception ex)
			{
				this.AddErrorLog(ex);
				Stop();
			}
		}
......