static void _cel_TicksResolved(CQGTicks cqgTicks, CQGError cqgError)
{
ChangeTimeoutState(false, false);
if (_isStoped)
{
return;
}
var symbol = cqgTicks.Request.Symbol;
StoreTickData(cqgTicks, cqgError, _userName);
}
private void SessionOnTicksAdded(CQGTicks cqgTicks, int addedTicksCount)
{
for (var i = 0; i < addedTicksCount; i++)
{
var tick = cqgTicks[cqgTicks.Count - i - 1];
SendOutMessage(new ExecutionMessage
{
// TODO
TradePrice = (decimal)tick.Price,
Volume = tick.Volume,
ExecutionType = ExecutionTypes.Tick,
});
}
}
private void SessionOnTicksAdded(CQGTicks cqgTicks, int addedTicksCount)
{
for (var i = 0; i < addedTicksCount; i++)
{
var tick = cqgTicks[cqgTicks.Count - i - 1];
SendOutMessage(new ExecutionMessage
{
// TODO
TradePrice = (decimal)tick.Price,
Volume = tick.Volume,
ExecutionType = ExecutionTypes.Tick,
});
}
}
private static void TickRequest(string symbolName)
{
try
{
if (!Cel.IsStarted)
{
FinishCollectingSymbol(symbolName, false, 0, "CQG not started");
return;
}
if (_rangeDateStart < DateTime.Now.AddDays(-Settings.Default.MaxTickDays))
{
_rangeDateStart = DateTime.Now.AddDays(-Settings.Default.MaxTickDays);
}
if (DateTime.Today.DayOfWeek == DayOfWeek.Monday)
{
_rangeDateStart = _rangeDateStart.AddDays(-2);
}
_historicalPeriod = "tick";
var tickRequest = Cel.CreateTicksRequest();
//LineTime = CEL.Environment.LineTime;
tickRequest.RangeStart = _rangeDateStart;
tickRequest.RangeEnd = _rangeDateEnd;
tickRequest.Type = eTicksRequestType.trtSinceTimeNotify;
tickRequest.Symbol = symbolName;
tickRequest.SessionsFilter = _sessionFilter;
CQGTicks ticks = Cel.RequestTicks(tickRequest);
if (ticks.Status == eRequestStatus.rsInProgress)
{
}
}
catch (Exception ex)
{
Console.WriteLine(ex);
}
}
public void TicksAdd(CQGTicks cqg_ticks, CQGError cqgError, string userName)
{
if (_shouldStop) return;
try
{
_logger.LogAdd("Tick data resolved for symbol:" + cqg_ticks.Request.Symbol, Category.Information, true);
var ss = _aSymbolStates[cqg_ticks.Request.Symbol];
ss.IsCollected = true;
if (cqgError != null && cqgError.Code != 0)
{
ss.IsSuccess = false;
}
else
{
DatabaseManager.CreateTickTable(cqg_ticks.Request.Symbol);
DateTime runDateTime = DateTime.Now;
int groupId = 0;
if (cqg_ticks.Count != 0)
{
DatabaseManager.DeleteTicks(cqg_ticks.Request.Symbol, cqg_ticks[0].Timestamp, cqg_ticks[cqg_ticks.Count - 1].Timestamp);
for (int i = cqg_ticks.Count - 1; i >= 0; i--)
{
if (_shouldStop) break;
AddTick(cqg_ticks[i], cqg_ticks.Request.Symbol, runDateTime, ++groupId, userName);
}
}
DatabaseManager.CommitQueueTick();
ss.IsSuccess = true;
}
_aSymbolStates[cqg_ticks.Request.Symbol] = ss;
OnSymbolCollectEnd(cqg_ticks.Request.Symbol, ss.IsSuccess, _historicalPeriod);
if (SymbolsCollected == _aSymbolStates.Count)
{
OnFinished();
}
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
_logger.LogAdd("TicksAdd. " + ex, Category.Error);
}
}
public static void TicksAdd(CQGTicks cqgTicks, CQGError cqgError, string userName)
{
try
{
if (cqgError != null && cqgError.Code != 0)
{
FinishCollectingSymbol(cqgTicks.Request.Symbol, false);
}
else
{
DatabaseManager.CreateTickTable(cqgTicks.Request.Symbol);
DateTime runDateTime = DateTime.Now;
int groupId = 0;
if (cqgTicks.Count != 0)
{
new Thread(() =>
{
lock (_lockHistInsert)
{
OnTickInsertingStarted(cqgTicks.Request.Symbol, cqgTicks.Count);
DateTime _tmpTime=new DateTime();
int end;
if (_rangeDateEnd == _tmpTime)
{
end = cqgTicks.Count - 1;
}
else end = CqgGetId(cqgTicks, _rangeDateEnd);
Console.WriteLine(DatabaseManager.GetMinTime(cqgTicks.Request.Symbol));
Console.WriteLine(DatabaseManager.GetMaxTime(cqgTicks.Request.Symbol));
Console.WriteLine(cqgTicks.StartTimestamp);
Console.WriteLine(cqgTicks[end].Timestamp);
if (_tmpTime == DatabaseManager.GetMinTime(cqgTicks.Request.Symbol))//todo if empty
{
var progr = 0;
var rowsMaxCount = end;
var rowsInserted = 0;
OnProgressBarChanged(progr);
Console.WriteLine(cqgTicks[end].Timestamp);
Console.WriteLine(cqgTicks[0].Timestamp);
for (int i = 0; i <=end; i++)
{
rowsInserted++;
//Console.WriteLine(cqgTicks[i].Timestamp);
if (_isStoped) break;
AddTick(cqgTicks[i], cqgTicks.Request.Symbol, runDateTime, ++groupId, userName);
var cto = (double)rowsMaxCount;
var newProgr = (int)Math.Round((rowsInserted / cto) * 100f);
if (newProgr > progr)
{
progr = newProgr;
OnProgressBarChanged(progr);
}
//OnProgressBarChanged(progress);
}
}
else if (DatabaseManager.GetMinTime(cqgTicks.Request.Symbol) > cqgTicks.StartTimestamp &&//todo ned test//6
DatabaseManager.GetMaxTime(cqgTicks.Request.Symbol) < cqgTicks[end].Timestamp)
{
int first_start = 0;
int first_end = CqgGetId(cqgTicks,DatabaseManager.GetMinTime(cqgTicks.Request.Symbol));
Console.WriteLine(cqgTicks[first_start].Timestamp + " " + cqgTicks[first_end].Timestamp);
int last_start = CqgGetId(cqgTicks, DatabaseManager.GetMaxTime(cqgTicks.Request.Symbol));
int last_end = end;
Console.WriteLine(cqgTicks[last_start].Timestamp + " " + cqgTicks[last_end].Timestamp);
for (int i = first_start; i <= first_end; i++)
{
if (_isStoped) break;
AddTick(cqgTicks[i], cqgTicks.Request.Symbol, runDateTime, ++groupId, userName);
}
for (int i = last_start; i <= last_end; i++)
{
if (_isStoped) break;
AddTick(cqgTicks[i], cqgTicks.Request.Symbol, runDateTime, ++groupId, userName);
}
}
else if (
DatabaseManager.GetMaxTime(cqgTicks.Request.Symbol) < cqgTicks[end].Timestamp &&
DatabaseManager.GetMaxTime(cqgTicks.Request.Symbol) > cqgTicks.StartTimestamp)//todo ned test//4
{
int StartTimestamp = CqgGetId(cqgTicks, DatabaseManager.GetMaxTime(cqgTicks.Request.Symbol));
Console.WriteLine(cqgTicks[StartTimestamp].Timestamp);
Console.WriteLine(cqgTicks[end].Timestamp);
var progr = 0;
OnProgressBarChanged(progr);
var rowsMaxCount = end - StartTimestamp;
var rowsInserted=0;
for (int i = StartTimestamp; i <= end; i++)
{
rowsInserted++;
if (_isStoped) break;
AddTick(cqgTicks[i], cqgTicks.Request.Symbol, runDateTime, ++groupId, userName);
var cto = (double)rowsMaxCount;
var newProgr = (int)Math.Round((rowsInserted / cto) * 100f);
if (newProgr > progr)
{
progr = newProgr;
OnProgressBarChanged(progr);
}
}
//Console.WriteLine(cqgTicks.StartTimestamp);
}
else if (DatabaseManager.GetMinTime(cqgTicks.Request.Symbol) < cqgTicks[end].Timestamp &&
DatabaseManager.GetMinTime(cqgTicks.Request.Symbol) > cqgTicks.StartTimestamp)//todo ned test//5
{
end = CqgGetId(cqgTicks,DatabaseManager.GetMinTime(cqgTicks.Request.Symbol));
Console.WriteLine(cqgTicks[end].Timestamp);
Console.WriteLine(cqgTicks[0].Timestamp);
var progr = 0;
OnProgressBarChanged(progr);
var rowsInserted = 0;
var rowsMaxCount = end;
for (int i = 0; i <= end; i++)
{
rowsInserted++;
if (_isStoped) break;
AddTick(cqgTicks[i], cqgTicks.Request.Symbol, runDateTime, ++groupId, userName);
var cto = (double)rowsMaxCount;
var newProgr = (int)Math.Round((rowsInserted / cto) * 100f);
if (newProgr > progr)
{
progr = newProgr;
OnProgressBarChanged(progr);
}
}
}
else if (DatabaseManager.GetMinTime(cqgTicks.Request.Symbol) > cqgTicks[end].Timestamp)//todo test 2
{
var progr = 0;
OnProgressBarChanged(progr);
var rowsInserted = 0;
var rowsMaxCount = end;
for (int i = 0; i <= end; i++)
{
if (_isStoped) break;
AddTick(cqgTicks[i], cqgTicks.Request.Symbol, runDateTime, ++groupId, userName);
var cto = (double)rowsMaxCount;
var newProgr = (int)Math.Round((rowsInserted / cto) * 100f);
if (newProgr > progr)
{
progr = newProgr;
OnProgressBarChanged(progr);
}
}
}
else if (DatabaseManager.GetMaxTime(cqgTicks.Request.Symbol) < cqgTicks.StartTimestamp)//todo test 1
{
var progr = 0;
OnProgressBarChanged(progr);
var rowsInserted = 0;
var rowsMaxCount = end;
for (int i = 0; i <= end; i++)
{
if (_isStoped) break;
AddTick(cqgTicks[i], cqgTicks.Request.Symbol, runDateTime, ++groupId, userName);
var cto = (double)rowsMaxCount;
var newProgr = (int)Math.Round((rowsInserted / cto) * 100f);
if (newProgr > progr)
{
progr = newProgr;
OnProgressBarChanged(progr);
}
}
}
DatabaseManager.CommitQueueTick();
FinishCollectingSymbol(cqgTicks.Request.Symbol, true);
OnProgressBarChanged(100);
}
}) { Name ="InsertingHistoricalThread"}.Start();
}
}
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
}
public static int CqgGetId(CQGTicks ticks, DateTime date)
{
int l = 0; // нижняя граница
int u = ticks.Count - 1; // верхняя граница
int m = -1;
while (l <= u)
{
m = (l + u) / 2;
if (ticks[m].Timestamp== date)//todo test serch
{
////Console.WriteLine((ticks[m].Timestamp));
//if (ticks[m].Timestamp > date)
//{
// l = 0;
// u = m;
// while (l <= u)
// {
// m = (l + u) / 2;
// if (ticks[m].Timestamp.Hour==date.Hour)
// return m;
// //Console.WriteLine(ticks[m].Timestamp);
// if (ticks[m].Timestamp.Hour < date.Hour) l = m + 1;
// if (ticks[m].Timestamp.Hour > date.Hour) u = m - 1;
// }
//}
//if (ticks[m].Timestamp < date)
//{
// l = m;
// u = ticks.Count-1;
// while (l <= u)
// {
// int tmp = m;
// m = (l + u) / 2;
// if (ticks[m].Timestamp.Hour==date.Hour)
// return m;
// if (ticks[m].Timestamp.Day > date.Day)
// return tmp;
// //Console.WriteLine(ticks[m].Timestamp);
// if (ticks[m].Timestamp.Hour < date.Hour) l = m + 1;
// if (ticks[m].Timestamp.Hour > date.Hour) u = m - 1;
// }
//}
//if (l >= u) return m;
return m;
}
if (ticks[m].Timestamp < date) l = m + 1;
if (ticks[m].Timestamp > date) u = m - 1;
}
return m;
}
static void _cel_TicksResolved(CQGTicks cqgTicks, CQGError cqgError)
{
ChangeTimeoutState(false, false);
if (_isStoped) return;
var symbol = cqgTicks.Request.Symbol;
TicksAdd(cqgTicks, cqgError, _userName);
}
public static int CqgGetId(CQGTicks ticks, DateTime date)
{
int l = 0; // нижняя граница
int u = ticks.Count - 1; // верхняя граница
int m = -1;
while (l <= u)
{
m = (l + u) / 2;
if (ticks[m].Timestamp == date)//todo test serch
{
////Console.WriteLine((ticks[m].Timestamp));
//if (ticks[m].Timestamp > date)
//{
// l = 0;
// u = m;
// while (l <= u)
// {
// m = (l + u) / 2;
// if (ticks[m].Timestamp.Hour==date.Hour)
// return m;
// //Console.WriteLine(ticks[m].Timestamp);
// if (ticks[m].Timestamp.Hour < date.Hour) l = m + 1;
// if (ticks[m].Timestamp.Hour > date.Hour) u = m - 1;
// }
//}
//if (ticks[m].Timestamp < date)
//{
// l = m;
// u = ticks.Count-1;
// while (l <= u)
// {
// int tmp = m;
// m = (l + u) / 2;
// if (ticks[m].Timestamp.Hour==date.Hour)
// return m;
// if (ticks[m].Timestamp.Day > date.Day)
// return tmp;
// //Console.WriteLine(ticks[m].Timestamp);
// if (ticks[m].Timestamp.Hour < date.Hour) l = m + 1;
// if (ticks[m].Timestamp.Hour > date.Hour) u = m - 1;
// }
//}
//if (l >= u) return m;
return(m);
}
if (ticks[m].Timestamp < date)
{
l = m + 1;
}
if (ticks[m].Timestamp > date)
{
u = m - 1;
}
}
return(m);
}
//**
public static void StoreTickData(CQGTicks cqgTicks, CQGError cqgError, string userName)
{
//try
//{
if ((cqgError != null && cqgError.Code != 0))
{
FinishCollectingSymbol(cqgTicks.Request.Symbol, false, 0, "Expired! Error code: " + cqgError.Code + ". Description:" + cqgError.Description);
return;
}
if (cqgTicks.Count == 0)
{
FinishCollectingSymbol(cqgTicks.Request.Symbol, false, 0, "No data recived");
return;
}
new Thread(() =>
{
lock (_lockHistInsert)
{
int groupId = 0;
OnTickInsertingStarted(cqgTicks.Request.Symbol, cqgTicks.Count);
DateTime _tmpTime = new DateTime();
int first_start = 0;
int first_end = _rangeDateEnd == _tmpTime ? cqgTicks.Count - 1 : CqgGetId(cqgTicks, _rangeDateEnd);
///****************************************//
//inserting
OnProgressBarChanged(0);
var progr = 0;
var rowsMaxCount = (first_end - first_start);
var rowsInserted = 0;
var cto = (double)rowsMaxCount;
var realyInsertedCount = 0;
for (int i = first_start; i <= first_end; i++)
{
if (_isStoped)
{
break;
}
ClientDatabaseManager.CreateTickTable(cqgTicks.Request.Symbol, cqgTicks[i].Timestamp);
if (!ClientDatabaseManager.IsThisHourExistsInTable(cqgTicks.Request.Symbol, cqgTicks[i].Timestamp))
{
AddTick(cqgTicks[i], cqgTicks.Request.Symbol, DateTime.Now, ++groupId, userName);
realyInsertedCount++;
}
rowsInserted++;
var newProgr = (int)Math.Round((rowsInserted / cto) * 100f);
if (newProgr > progr)
{
progr = newProgr;
OnProgressBarChanged(progr);
}
}
ClientDatabaseManager.CommitQueueTick();
if (!_isStoped)
{
FinishCollectingSymbol(cqgTicks.Request.Symbol, true, realyInsertedCount, "");
}
OnProgressBarChanged(100);
}
})
{
Name = "InsertingHistoricalThread"
}.Start();
//}
//catch (Exception ex)
//{
// Console.WriteLine("TicksAdd"+ex.Message);
//}
}
//**
public static void StoreTickData(CQGTicks cqgTicks, CQGError cqgError, string userName)
{
//try
//{
if ((cqgError != null && cqgError.Code != 0))
{
FinishCollectingSymbol("T",cqgTicks.Request.Symbol, false, 0, "Expired! Error code: " + cqgError.Code + ". Description:" + cqgError.Description);
return;
}
if (cqgTicks.Count == 0)
{
FinishCollectingSymbol("T",cqgTicks.Request.Symbol, false, 0, "No data recived");
return;
}
new Thread(() =>
{
lock (_lockHistInsert)
{
int groupId = 0;
OnTickInsertingStarted(cqgTicks.Request.Symbol, cqgTicks.Count);
DateTime _tmpTime = new DateTime();
int first_start = 0;
int first_end = _rangeDateEnd == _tmpTime ? cqgTicks.Count - 1 : CqgGetId(cqgTicks, _rangeDateEnd);
///****************************************//
//inserting
OnProgressBarChanged(0);
var progr = 0;
var rowsMaxCount = (first_end - first_start);
var rowsInserted = 0;
var cto = (double)rowsMaxCount;
var realyInsertedCount = 0;
for (int i = first_start; i <= first_end; i++)
{
if (_isStoped) break;
ClientDatabaseManager.CreateTickTable(cqgTicks.Request.Symbol, cqgTicks[i].Timestamp);
if (!ClientDatabaseManager.IsThisHourExistsInTable(cqgTicks.Request.Symbol, cqgTicks[i].Timestamp))
{
AddTick(cqgTicks[i], cqgTicks.Request.Symbol, DateTime.Now, ++groupId, userName);
realyInsertedCount++;
}
rowsInserted++;
var newProgr = (int)Math.Round((rowsInserted / cto) * 100f);
if (newProgr > progr)
{
progr = newProgr;
OnProgressBarChanged(progr);
}
}
ClientDatabaseManager.CommitQueueTick();
if (!_isStoped) FinishCollectingSymbol("T",cqgTicks.Request.Symbol, true, realyInsertedCount, "");
OnProgressBarChanged(100);
}
}) { Name = "InsertingHistoricalThread" }.Start();
//}
//catch (Exception ex)
//{
// Console.WriteLine("TicksAdd"+ex.Message);
//}
}
public static void TicksAdd(CQGTicks cqgTicks, CQGError cqgError, string userName)
{
try
{
if (cqgError != null && cqgError.Code != 0)
{
}
else
{
DataNetClientDataManager.CreateTickTable(cqgTicks.Request.Symbol);
DateTime runDateTime = DateTime.Now;
int groupId = 0;
if (cqgTicks.Count != 0)
{
DataNetClientDataManager.DeleteTicks(cqgTicks.Request.Symbol, cqgTicks[0].Timestamp, cqgTicks[cqgTicks.Count - 1].Timestamp);
for (int i = cqgTicks.Count - 1; i >= 0; i--)
{
AddTick(cqgTicks[i], cqgTicks.Request.Symbol, runDateTime, ++groupId, userName);
}
}
DataNetClientDataManager.CommitQueueTick();
}
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
}
static void _cel_TicksResolved(CQGTicks cqgTicks, CQGError cqgError)
{
if (_isStoped) return;
var symbol = cqgTicks.Request.Symbol;
TicksAdd(cqgTicks, cqgError, _userName);
FinishCollectingSymbol(symbol);
}
void CQG_TicksResolved(CQGTicks cqg_ticks, CQGError cqg_error)
{
_dataCollector.TicksAdd(cqg_ticks, cqg_error, _client.UserName);
}
