/// <summary>
/// Закачать новые инструменты.
/// </summary>
/// <param name="storage">Хранилище информации об инструментах.</param>
/// <param name="criteria">Инструмент, поля которого будут использоваться в качестве фильтра.</param>
/// <param name="newSecurity">Обработчик, через который будет передан новый инструмент.</param>
/// <param name="isCancelled">Обработчик, возвращающий признак отмены поиска.</param>
public void Refresh(ISecurityStorage storage, Security criteria, Action <Security> newSecurity, Func <bool> isCancelled)
{
lock (_refreshSync)
_isRefreshed = false;
if (_connector == null)
{
_criteria = criteria;
_newSecurity = newSecurity;
_wasConnected = false;
Start();
lock (_refreshSync)
{
if (!_isRefreshed)
{
_refreshSync.Wait(TimeSpan.FromMinutes(1));
}
}
}
else
{
ProcessLookupSecurities(criteria, newSecurity, true);
}
}
public Worker()
{
storage = new StorageRegistry();
securityStorage = storage.GetSecurityStorage();
connectors = new List<IQFeedTrader>();
}
/// <summary>
/// Initializes a new instance of the <see cref="StorageMetaInfoMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">The adapter, to which messages will be directed.</param>
/// <param name="securityStorage">Securities meta info storage.</param>
/// <param name="positionStorage">Position storage.</param>
/// <param name="exchangeInfoProvider">Exchanges and trading boards provider.</param>
public StorageMetaInfoMessageAdapter(IMessageAdapter innerAdapter, ISecurityStorage securityStorage, IPositionStorage positionStorage, IExchangeInfoProvider exchangeInfoProvider)
: base(innerAdapter)
{
_securityStorage = securityStorage ?? throw new ArgumentNullException(nameof(securityStorage));
_positionStorage = positionStorage ?? throw new ArgumentNullException(nameof(positionStorage));
_exchangeInfoProvider = exchangeInfoProvider ?? throw new ArgumentNullException(nameof(_exchangeInfoProvider));
}
IEnumerable <Security> ISecurityProvider.Lookup(Security criteria)
{
if (criteria.Code == "*")
{
return(_securitiesById.Values);
}
var security = _securitiesById.TryGetValue(criteria.Id);
if (security != null)
{
return new[] { security }
}
;
return(_securitiesByCode.TryGetValue(criteria.Code) ?? Enumerable.Empty <Security>());
}
object ISecurityProvider.GetNativeId(Security security)
{
throw new NotSupportedException();
}
void ISecurityStorage.Save(Security security)
{
_securitiesByCode.SafeAdd(security.Code).Add(security);
_securitiesById[security.Id] = security;
}
IEnumerable <string> ISecurityStorage.GetSecurityIds()
{
return(_securitiesById.Keys);
}
/// <summary>
/// Initializes a new instance of the <see cref="CsvImporter"/>.
/// </summary>
/// <param name="dataType">Data type info.</param>
/// <param name="fields">Importing fields.</param>
/// <param name="securityStorage">Securities meta info storage.</param>
/// <param name="exchangeInfoProvider">Exchanges and trading boards provider.</param>
/// <param name="drive">The storage. If a value is <see langword="null" />, <see cref="IStorageRegistry.DefaultDrive"/> will be used.</param>
/// <param name="storageFormat">The format type. By default <see cref="StorageFormats.Binary"/> is passed.</param>
public CsvImporter(DataType dataType, IEnumerable <FieldMapping> fields, ISecurityStorage securityStorage, IExchangeInfoProvider exchangeInfoProvider, IMarketDataDrive drive, StorageFormats storageFormat)
: base(dataType, fields)
{
_securityStorage = securityStorage ?? throw new ArgumentNullException(nameof(securityStorage));
_exchangeInfoProvider = exchangeInfoProvider ?? throw new ArgumentNullException(nameof(exchangeInfoProvider));
_drive = drive;
_storageFormat = storageFormat;
}
public StorageEntityFactory(ISecurityStorage securityStorage)
{
if (securityStorage == null)
throw new ArgumentNullException("securityStorage");
_securityStorage = securityStorage;
_securities = _securityStorage.LookupAll().ToDictionary(s => s.Id, s => s, StringComparer.InvariantCultureIgnoreCase);
}
/// <summary>
/// Initializes a new instance of the <see cref="StorageMetaInfoMessageAdapter"/>.
/// </summary>
/// <param name="innerAdapter">The adapter, to which messages will be directed.</param>
/// <param name="securityStorage">Securities meta info storage.</param>
/// <param name="positionStorage">Position storage.</param>
/// <param name="exchangeInfoProvider">Exchanges and trading boards provider.</param>
/// <param name="storageRegistry">The storage of market data.</param>
/// <param name="snapshotRegistry">Snapshot storage registry.</param>
/// <param name="candleBuilderProvider">Candle builders provider.</param>
public StorageMetaInfoMessageAdapter(IMessageAdapter innerAdapter, ISecurityStorage securityStorage,
IPositionStorage positionStorage, IExchangeInfoProvider exchangeInfoProvider,
IStorageRegistry storageRegistry, SnapshotRegistry snapshotRegistry, CandleBuilderProvider candleBuilderProvider)
: base(innerAdapter, storageRegistry, snapshotRegistry, candleBuilderProvider)
{
_securityStorage = securityStorage ?? throw new ArgumentNullException(nameof(securityStorage));
_positionStorage = positionStorage ?? throw new ArgumentNullException(nameof(positionStorage));
_exchangeInfoProvider = exchangeInfoProvider ?? throw new ArgumentNullException(nameof(_exchangeInfoProvider));
}
private void MockSecurityStorage()
{
var context = this.mockSecurityDataContext.Object;
Func <ISecurityDataContext> createSecurityDataContext = () => { return(context); };
var dbsecurityStorage = new DatabaseSecurityStorage(createSecurityDataContext);
var cachePrvoider = new HttpCache();
this.securityStorage = new CachedSecurityStorage(dbsecurityStorage, cachePrvoider);
}
public void AttachToStorage(ISecurityStorage storage)
{
if (storage != null)
{
_storageSynchronizer = new StorageSynchronizer(this, storage);
}
else
{
_storageSynchronizer = null;
}
}
private void MockSecurityStorage()
{
var context = _MockSecurityDataContext.Object;
Func <ISecurityDataContext> createSecurityDataContext = () =>
{
return(context);
};
_SecurityStorage = new DatabaseSecurityStorage
(createSecurityDataContext);
}
/// <summary>
/// Initializes a new instance of the <see cref="Connector"/>.
/// </summary>
/// <param name="securityStorage">Securities meta info storage.</param>
/// <param name="positionStorage">Position storage.</param>
/// <param name="storageRegistry">The storage of market data.</param>
/// <param name="snapshotRegistry">Snapshot storage registry.</param>
/// <param name="initManagers">Initialize managers.</param>
public Connector(ISecurityStorage securityStorage, IPositionStorage positionStorage,
IStorageRegistry storageRegistry, SnapshotRegistry snapshotRegistry,
bool initManagers = true)
: this(false, true, storageRegistry, snapshotRegistry, initManagers)
{
_entityCache.ExchangeInfoProvider = storageRegistry.ExchangeInfoProvider;
SecurityStorage = securityStorage ?? throw new ArgumentNullException(nameof(securityStorage));
PositionStorage = positionStorage ?? throw new ArgumentNullException(nameof(positionStorage));
InitAdapter(storageRegistry, snapshotRegistry);
}
private void MockSecurityStorage()
{
var context = _MockSecurityDataContext.Object;
Func<ISecurityDataContext> createSecurityDataContext = () =>
{
return context;
};
_SecurityStorage = new DatabaseSecurityStorage
(createSecurityDataContext);
}
/// <summary>
/// Initializes a new instance of the <see cref="MultiSecurityStorage"/>.
/// </summary>
/// <param name="regular">Security storage of <see cref="Security"/>.</param>
/// <param name="index">Security storage of <see cref="IndexSecurity"/>.</param>
/// <param name="continuous">Security storage of <see cref="ContinuousSecurity"/>.</param>
public MultiSecurityStorage(ISecurityStorage regular, ISecurityStorage index, ISecurityStorage continuous)
{
_regular = regular ?? throw new ArgumentNullException(nameof(regular));
_index = index ?? throw new ArgumentNullException(nameof(index));
_continuous = continuous ?? throw new ArgumentNullException(nameof(continuous));
_regular.Added += OnSecuritiesAdded;
_regular.Removed += OnSecuritiesRemoved;
_index.Added += OnSecuritiesAdded;
_index.Removed += OnSecuritiesRemoved;
_continuous.Added += OnSecuritiesAdded;
_continuous.Removed += OnSecuritiesRemoved;
}
/// <summary>
/// Initializes a new instance of the <see cref="StorageEntityFactory"/>.
/// </summary>
/// <param name="entityRegistry">The storage of trade objects.</param>
/// <param name="storageRegistry">The storage of market data.</param>
public StorageEntityFactory(IEntityRegistry entityRegistry, IStorageRegistry storageRegistry)
{
if (entityRegistry == null)
throw new ArgumentNullException("entityRegistry");
if (storageRegistry == null)
throw new ArgumentNullException("storageRegistry");
_entityRegistry = entityRegistry;
_storageRegistry = storageRegistry;
_securityStorage = storageRegistry.GetSecurityStorage();
_securities = _securityStorage.LookupAll()
.ToDictionary(s => s.Id, s => s, StringComparer.InvariantCultureIgnoreCase);
}
/// <summary>
/// Delete instrument by identifier.
/// </summary>
/// <param name="securityStorage">Securities meta info storage.</param>
/// <param name="securityId">Identifier.</param>
public static void DeleteById(this ISecurityStorage securityStorage, string securityId)
{
if (securityStorage == null)
{
throw new ArgumentNullException(nameof(securityStorage));
}
if (securityId.IsEmpty())
{
throw new ArgumentNullException(nameof(securityId));
}
securityStorage.DeleteBy(new Security {
Id = securityId
});
}
/// <summary>
/// Initializes a new instance of the <see cref="StorageEntityFactory"/>.
/// </summary>
/// <param name="entityRegistry">The storage of trade objects.</param>
/// <param name="storageRegistry">The storage of market data.</param>
public StorageEntityFactory(IEntityRegistry entityRegistry, IStorageRegistry storageRegistry)
{
if (entityRegistry == null)
{
throw new ArgumentNullException("entityRegistry");
}
if (storageRegistry == null)
{
throw new ArgumentNullException("storageRegistry");
}
_entityRegistry = entityRegistry;
_storageRegistry = storageRegistry;
_securityStorage = storageRegistry.GetSecurityStorage();
_securities = _securityStorage.LookupAll()
.ToDictionary(s => s.Id, s => s, StringComparer.InvariantCultureIgnoreCase);
}
/// <summary>
/// Initialize <see cref="RemoteStorage"/>.
/// </summary>
/// <param name="storageRegistry">Market-data storage.</param>
/// <param name="securityStorage">Securities meta info storage.</param>
/// <param name="extendedInfoStorage">Extended info <see cref="Message.ExtensionInfo"/> storage.</param>
/// <param name="exchangeInfoProvider">The exchange boards provider.</param>
protected RemoteStorage(IStorageRegistry storageRegistry, ISecurityStorage securityStorage,
IExtendedInfoStorage extendedInfoStorage, IExchangeInfoProvider exchangeInfoProvider)
{
StorageRegistry = storageRegistry ?? throw new ArgumentNullException(nameof(storageRegistry));
SecurityStorage = securityStorage ?? throw new ArgumentNullException(nameof(securityStorage));
ExtendedInfoStorage = extendedInfoStorage ?? throw new ArgumentNullException(nameof(extendedInfoStorage));
ExchangeInfoProvider = exchangeInfoProvider ?? throw new ArgumentNullException(nameof(exchangeInfoProvider));
AddDataType(typeof(ExecutionMessage));
AddDataType(typeof(Level1ChangeMessage));
AddDataType(typeof(QuoteChangeMessage));
AddDataType(typeof(NewsMessage));
foreach (var candleType in StockSharp.Messages.Extensions.AllCandleTypes)
{
AddDataType(candleType);
}
AddDataType(typeof(PositionChangeMessage));
}
/// <summary>
/// Initialize <see cref="RemoteStorage"/>.
/// </summary>
/// <param name="storageRegistry">Market-data storage.</param>
/// <param name="securityStorage">Securities meta info storage.</param>
/// <param name="extendedInfoStorage">Extended info <see cref="Message.ExtensionInfo"/> storage.</param>
/// <param name="exchangeInfoProvider">The exchange boards provider.</param>
protected RemoteStorage(IStorageRegistry storageRegistry, ISecurityStorage securityStorage,
IExtendedInfoStorage extendedInfoStorage, IExchangeInfoProvider exchangeInfoProvider)
{
StorageRegistry = storageRegistry ?? throw new ArgumentNullException(nameof(storageRegistry));
SecurityStorage = securityStorage ?? throw new ArgumentNullException(nameof(securityStorage));
ExtendedInfoStorage = extendedInfoStorage ?? throw new ArgumentNullException(nameof(extendedInfoStorage));
ExchangeInfoProvider = exchangeInfoProvider ?? throw new ArgumentNullException(nameof(exchangeInfoProvider));
AddDataType(typeof(ExecutionMessage));
AddDataType(typeof(Level1ChangeMessage));
AddDataType(typeof(QuoteChangeMessage));
AddDataType(typeof(NewsMessage));
AddDataType(typeof(TimeFrameCandleMessage));
AddDataType(typeof(RangeCandleMessage));
AddDataType(typeof(RenkoCandleMessage));
AddDataType(typeof(PnFCandleMessage));
AddDataType(typeof(TickCandleMessage));
AddDataType(typeof(VolumeCandleMessage));
AddDataType(typeof(PositionChangeMessage));
}
public static IEnumerable <T> GetItems <T>(this ISecurityStorage storage) where T : IStorageEntity
{
return(storage.GetItems(typeof(T)).Cast <T>());
}
void ISecurityDownloader.Refresh(ISecurityStorage storage, Security criteria, Action <Security> newSecurity, Func <bool> isCancelled)
{
new DukasCopySource().Refresh(EntityRegistry.Securities, criteria, newSecurity, isCancelled);
}
public UserActivityController(ISecurityStorage securityStorage)
{
this.SecurityStorage = securityStorage;
}
void ISecurityDownloader.Refresh(ISecurityStorage storage, Security criteria, Action <Security> newSecurity, Func <bool> isCancelled)
{
using (var client = CreateClient())
client.Refresh(storage, criteria, newSecurity, isCancelled);
}
public CachedSecurityStorage(ISecurityStorage storage, ICacheProvider cacheProvider)
{
this.storage = storage;
this.cacheProvider = cacheProvider;
}
public SecurityManager(ISecurityStorage SecurityStorage)
{
_SecurityStorage = SecurityStorage;
}
/// <summary>
/// Initializes a new instance of the <see cref="StorageEntityFactory"/>.
/// </summary>
/// <param name="securityStorage">Securities meta info storage.</param>
/// <param name="positionStorage">Position storage.</param>
/// <param name="trackPositions">Track positions.</param>
public StorageEntityFactory(ISecurityStorage securityStorage, IPositionStorage positionStorage, bool trackPositions)
{
_securityStorage = securityStorage ?? throw new ArgumentNullException(nameof(securityStorage));
_positionStorage = positionStorage ?? throw new ArgumentNullException(nameof(positionStorage));
_trackPositions = trackPositions;
}
public UserActivityController(ISecurityStorage securityStorage)
{
this.SecurityStorage = securityStorage;
}
public void Refresh(ISecurityStorage storage, Security criteria, Action<Security> newSecurity, Func<bool> isCancelled)
{
CreateSource().Refresh(_quandlSecurityStorage, criteria, newSecurity, isCancelled);
}
public StorageSynchronizer(SecurityStore store, ISecurityStorage securityStorage)
{
_store = store;
_securityStorage = securityStorage;
Sync();
}
public FormsSecurityManager(ISecurityStorage SecurityStorage) : base(SecurityStorage)
{
}
void ISecurityDownloader.Refresh(ISecurityStorage storage, Security criteria, Action<Security> newSecurity, Func<bool> isCancelled)
{
new OandaHistorySource().Refresh(storage, criteria, newSecurity, isCancelled);
}
public CachedSecurityStorage(ISecurityStorage storage, ICacheProvider cacheProvider)
{
this.storage = storage;
this.cacheProvider = cacheProvider;
}
public FormsSecurityManager(ISecurityStorage SecurityStorage) : base(SecurityStorage)
{
}
public void Refresh(ISecurityStorage storage, Security criteria, Action <Security> newSecurity, Func <bool> isCancelled)
{
CreateSource().Refresh(_quandlSecurityStorage, criteria, newSecurity, isCancelled);
}
void ISecurityDownloader.Refresh(ISecurityStorage storage, Security criteria, Action <Security> newSecurity, Func <bool> isCancelled)
{
new MfdHistorySource().Refresh(_mfdSecurityStorage, criteria, newSecurity, isCancelled);
}
private void SaveSecurity(Security security, ISecurityStorage securityStorage)
{
securityStorage.Save(security);
}
public SecurityManager(ISecurityStorage SecurityStorage)
{
_SecurityStorage=SecurityStorage;
}
/// <summary>
/// Synchronize securities with storage.
/// </summary>
/// <param name="drives">Storage drives.</param>
/// <param name="securityStorage">Securities meta info storage.</param>
/// <param name="exchangeInfoProvider">Exchanges and trading boards provider.</param>
/// <param name="newSecurity">The handler through which a new instrument will be passed.</param>
/// <param name="updateProgress">The handler through which a progress change will be passed.</param>
/// <param name="logsReceiver">Logs receiver.</param>
/// <param name="isCancelled">The handler which returns an attribute of search cancel.</param>
public static void SynchronizeSecurities(this IEnumerable <IMarketDataDrive> drives,
ISecurityStorage securityStorage, IExchangeInfoProvider exchangeInfoProvider,
Action <Security> newSecurity, Action <int, int> updateProgress,
Func <bool> isCancelled, ILogReceiver logsReceiver)
{
if (drives == null)
{
throw new ArgumentNullException(nameof(drives));
}
if (securityStorage == null)
{
throw new ArgumentNullException(nameof(securityStorage));
}
if (exchangeInfoProvider == null)
{
throw new ArgumentNullException(nameof(exchangeInfoProvider));
}
if (newSecurity == null)
{
throw new ArgumentNullException(nameof(newSecurity));
}
if (updateProgress == null)
{
throw new ArgumentNullException(nameof(updateProgress));
}
if (isCancelled == null)
{
throw new ArgumentNullException(nameof(isCancelled));
}
if (logsReceiver == null)
{
throw new ArgumentNullException(nameof(logsReceiver));
}
var securityPaths = new List <string>();
var progress = 0;
foreach (var dir in drives.Select(drive => drive.Path).Distinct())
{
foreach (var letterDir in InteropHelper.GetDirectories(dir))
{
if (isCancelled())
{
break;
}
var name = Path.GetFileName(letterDir);
if (name == null || name.Length != 1)
{
continue;
}
securityPaths.AddRange(InteropHelper.GetDirectories(letterDir));
}
if (isCancelled())
{
break;
}
}
if (isCancelled())
{
return;
}
// кол-во проходов по директории для создания инструмента
var iterCount = securityPaths.Count;
updateProgress(0, iterCount);
var securities = securityStorage.LookupAll().ToDictionary(s => s.Id, s => s, StringComparer.InvariantCultureIgnoreCase);
foreach (var securityPath in securityPaths)
{
if (isCancelled())
{
break;
}
var securityId = Path.GetFileName(securityPath).FolderNameToSecurityId();
var isNew = false;
var security = securities.TryGetValue(securityId);
if (security == null)
{
var firstDataFile =
Directory.EnumerateDirectories(securityPath)
.SelectMany(d => Directory.EnumerateFiles(d, "*.bin")
.Concat(Directory.EnumerateFiles(d, "*.csv"))
.OrderBy(f => Path.GetExtension(f).CompareIgnoreCase(".bin") ? 0 : 1))
.FirstOrDefault();
if (firstDataFile != null)
{
var id = securityId.ToSecurityId();
decimal priceStep;
if (Path.GetExtension(firstDataFile).CompareIgnoreCase(".bin"))
{
try
{
priceStep = File.ReadAllBytes(firstDataFile).Range(6, 16).To <decimal>();
}
catch (Exception ex)
{
throw new InvalidOperationException(LocalizedStrings.Str2929Params.Put(firstDataFile), ex);
}
}
else
{
priceStep = 0.01m;
}
security = new Security
{
Id = securityId,
PriceStep = priceStep,
Name = id.SecurityCode,
Code = id.SecurityCode,
Board = exchangeInfoProvider.GetOrCreateBoard(id.BoardCode),
};
securities.Add(securityId, security);
securityStorage.Save(security, false);
newSecurity(security);
isNew = true;
}
}
updateProgress(progress++, iterCount);
if (isNew)
{
logsReceiver.AddInfoLog(LocalizedStrings.Str2930Params, security);
}
}
}
void ISecurityDownloader.Refresh(ISecurityStorage storage, Security criteria, Action<Security> newSecurity, Func<bool> isCancelled)
{
new DukasCopySource().Refresh(EntityRegistry.Securities, criteria, newSecurity, isCancelled);
}
void ISecurityDownloader.Refresh(ISecurityStorage storage, Security criteria, Action<Security> newSecurity, Func<bool> isCancelled)
{
using (var client = CreateClient())
client.Refresh(storage, criteria, newSecurity, isCancelled);
}
void ISecurityDownloader.Refresh(ISecurityStorage storage, Security criteria, Action <Security> newSecurity, Func <bool> isCancelled)
{
CreateSource().Refresh(storage, criteria, newSecurity, isCancelled);
}
private void MockSecurityStorage()
{
var context = this.mockSecurityDataContext.Object;
Func<ISecurityDataContext> createSecurityDataContext = () => { return context; };
var dbsecurityStorage = new DatabaseSecurityStorage(createSecurityDataContext);
var cachePrvoider = new HttpCache();
this.securityStorage = new CachedSecurityStorage(dbsecurityStorage, cachePrvoider);
}
