protected override void ProcessRecord()
{
int hr, mn, s;
try
{
string instrument = (string)_currentRecord.values["SECCODE"];
if (_instruments.IsContainsInstrument(instrument))
{
decimal price = Convert.ToDecimal(_currentRecord.values["PRICE"]);
string buySell = _currentRecord.values["BUYSELL"].ToString();
long amount = Convert.ToInt32(_currentRecord.values["QUANTITY"].ToString());
string tradeTime = (_currentRecord.values["TRADETIME"]).ToString();
CASTSConv.ASTSTimeToHrMinSec(tradeTime, out hr, out mn, out s);
double dmilisec = 0;
if (_currentRecord.values["MICROSECONDS"] != null)
{
dmilisec = Math.Ceiling(Convert.ToDouble(_currentRecord.values["MICROSECONDS"].ToString()) / 1000);
dmilisec = Math.Min(999, dmilisec);
}
int milisec = Convert.ToInt16(dmilisec);
//TODO use server time !
DateTime dt = DateTime.Now;
DateTime moment = new DateTime(dt.Year, dt.Month, dt.Day, hr, mn, s, milisec);
// moment = moment.AddHours(-2);
CRawDeal rd = new CRawDeal(amount, price, buySell, moment);
_dealBox.Update(instrument, rd);
if (!_client.IsDealsOnline)
{
_client.IsDealsOnline = true;
_client.EvDealsOnline.Set();
}
}
}
catch (Exception e)
{
Error("CTableAll_Trades.ProcessRecord", e);
}
finally
{
base.ProcessRecord();
}
}
public TestASTSConv()
{
int hr, min, s;
string tradeTime = "1";
CASTSConv.ASTSTimeToHrMinSec(tradeTime, out hr, out min, out s);
Assert.AreEqual(hr, 0);
Assert.AreEqual(min, 0);
Assert.AreEqual(s, 1);
tradeTime = "12";
CASTSConv.ASTSTimeToHrMinSec(tradeTime, out hr, out min, out s);
Assert.AreEqual(hr, 0);
Assert.AreEqual(min, 0);
Assert.AreEqual(s, 12);
tradeTime = "112";
CASTSConv.ASTSTimeToHrMinSec(tradeTime, out hr, out min, out s);
Assert.AreEqual(hr, 0);
Assert.AreEqual(min, 1);
Assert.AreEqual(s, 12);
tradeTime = "3112";
CASTSConv.ASTSTimeToHrMinSec(tradeTime, out hr, out min, out s);
Assert.AreEqual(hr, 0);
Assert.AreEqual(min, 31);
Assert.AreEqual(s, 12);
tradeTime = "13112";
CASTSConv.ASTSTimeToHrMinSec(tradeTime, out hr, out min, out s);
Assert.AreEqual(hr, 1);
Assert.AreEqual(min, 31);
Assert.AreEqual(s, 12);
tradeTime = "213112";
CASTSConv.ASTSTimeToHrMinSec(tradeTime, out hr, out min, out s);
Assert.AreEqual(hr, 21);
Assert.AreEqual(min, 31);
Assert.AreEqual(s, 12);
}