public AllSecurityMarketDataStorage(Security security, object arg, Func <T, DateTimeOffset> getTime, Func <T, Security> getSecurity, Func <Security, IMarketDataDrive, IMarketDataStorage <T> > getStorage, IMarketDataStorageDrive drive)
{
if (security == null)
{
throw new ArgumentNullException("security");
}
if (getTime == null)
{
throw new ArgumentNullException("getTime");
}
if (getSecurity == null)
{
throw new ArgumentNullException("getSecurity");
}
if (getStorage == null)
{
throw new ArgumentNullException("getStorage");
}
if (drive == null)
{
throw new ArgumentNullException("drive");
}
_security = security;
_getTime = getTime;
_arg = arg;
Drive = drive;
_basket = new BasketMarketDataStorage <T>();
var idGenerator = new SecurityIdGenerator();
var parts = idGenerator.Split(security.Id);
var code = parts.Item1;
var securities = InteropHelper
.GetDirectories(Path.Combine(Drive.Drive.Path, code.Substring(0, 1)), code + "*")
.Select(p => Path.GetFileName(p).FolderNameToSecurityId())
.Select(s =>
{
var id = idGenerator.Split(s);
var clone = security.Clone();
clone.Id = s;
clone.Board = ExchangeBoard.GetOrCreateBoard(id.Item2);
return(clone);
});
foreach (var sec in securities)
{
_basket.InnerStorages.Add(getStorage(sec, Drive.Drive));
}
}
public LocalMessageStorage(LocalSecurityMarketDataStorage parent, string fileName, IMessageSerializer <TMessage> serializer)
{
if (parent == null)
{
throw new ArgumentNullException("parent");
}
if (serializer == null)
{
throw new ArgumentNullException("serializer");
}
if (fileName.IsEmpty())
{
throw new ArgumentNullException("fileName");
}
_parent = parent;
_fileName = fileName;
_serializer = serializer;
_fileNameWithExtension = _fileName + GetExtension(_serializer);
_datesDict = new Lazy <CachedSynchronizedOrderedDictionary <DateTime, DateTime> >(() =>
{
var retVal = new CachedSynchronizedOrderedDictionary <DateTime, DateTime>();
var datesPath = GetDatesCachePath();
if (File.Exists(datesPath))
{
foreach (var date in LoadDates())
{
retVal.Add(date, date);
}
}
else
{
var rootDir = _parent.Path;
var dates = InteropHelper
.GetDirectories(rootDir)
.Where(dir => File.Exists(IOPath.Combine(dir, _fileNameWithExtension)))
.Select(dir => IOPath.GetFileName(dir).ToDateTime(_dateFormat));
foreach (var date in dates)
{
retVal.Add(date, date);
}
SaveDates(retVal.CachedValues);
}
return(retVal);
}).Track();
}
public LocalMarketDataStorageDrive(string fileName, string path, StorageFormats format, IMarketDataDrive drive)
{
if (drive == null)
{
throw new ArgumentNullException("drive");
}
if (fileName.IsEmpty())
{
throw new ArgumentNullException("fileName");
}
if (path.IsEmpty())
{
throw new ArgumentNullException("path");
}
_fileName = fileName;
_path = path;
_format = format;
_drive = drive;
_fileNameWithExtension = _fileName + GetExtension(_format);
_datesDict = new Lazy <CachedSynchronizedOrderedDictionary <DateTime, DateTime> >(() =>
{
var retVal = new CachedSynchronizedOrderedDictionary <DateTime, DateTime>();
var datesPath = GetDatesCachePath();
if (File.Exists(datesPath))
{
foreach (var date in LoadDates())
{
retVal.Add(date, date);
}
}
else
{
var dates = InteropHelper
.GetDirectories(_path)
.Where(dir => File.Exists(IOPath.Combine(dir, _fileNameWithExtension)))
.Select(dir => IOPath.GetFileName(dir).ToDateTime(_dateFormat));
foreach (var date in dates)
{
retVal.Add(date, date);
}
SaveDates(retVal.CachedValues);
}
return(retVal);
}).Track();
}
private IEnumerable <IMarketDataStorage <ExecutionMessage> > GetExecutionStorages()
{
var executionRegistry = _sessionStrategy.GetExecutionStorage();
var securities = InteropHelper
.GetDirectories(executionRegistry.DefaultDrive.Path)
.Select(letterDir => new { letterDir, name = Path.GetFileName(letterDir) })
.Where(t => t.name != null && t.name.Length == 1)
.SelectMany(t => InteropHelper.GetDirectories(t.letterDir))
.Select(p => Path.GetFileName(p).FolderNameToSecurityId())
.Select(this.LookupById)
.Where(s => s != null)
.ToArray();
return(securities.Select(s => executionRegistry.GetExecutionStorage(s, ExecutionTypes.Order)));
}
//private static readonly Version _dateVersion = new Version(1, 0);
public LocalMarketDataStorageDrive(Type dataType, object arg, string path, StorageFormats format, LocalMarketDataDrive drive)
{
var fileName = GetFileName(dataType, arg);
if (path.IsEmpty())
{
throw new ArgumentNullException(nameof(path));
}
_path = path;
_drive = drive ?? throw new ArgumentNullException(nameof(drive));
_fileNameWithExtension = fileName + GetExtension(format);
_datesPath = IOPath.Combine(_path, fileName + format + "Dates.txt");
_dataType = DataType.Create(dataType, arg);
_datesDict = new Lazy <CachedSynchronizedOrderedDictionary <DateTime, DateTime> >(() =>
{
var retVal = new CachedSynchronizedOrderedDictionary <DateTime, DateTime>();
if (File.Exists(_datesPath))
{
foreach (var date in LoadDates())
{
retVal.Add(date, date);
}
}
else
{
var dates = InteropHelper
.GetDirectories(_path)
.Where(dir => File.Exists(IOPath.Combine(dir, _fileNameWithExtension)))
.Select(dir => GetDate(IOPath.GetFileName(dir)));
foreach (var date in dates)
{
retVal.Add(date, date);
}
SaveDates(retVal.CachedValues);
}
return(retVal);
}).Track();
}
/// <summary>
/// Get all available data types.
/// </summary>
/// <param name="securityId">Instrument identifier.</param>
/// <param name="format">Format type.</param>
/// <returns>Data types.</returns>
public override IEnumerable <Tuple <Type, object> > GetAvailableDataTypes(SecurityId securityId, StorageFormats format)
{
var secPath = GetSecurityPath(securityId);
if (!Directory.Exists(secPath))
{
return(Enumerable.Empty <Tuple <Type, object> >());
}
var ext = GetExtension(format);
return(InteropHelper
.GetDirectories(secPath)
.SelectMany(dir => Directory.GetFiles(dir, "candles_*" + ext).Select(IOPath.GetFileNameWithoutExtension))
.Distinct()
.Select(GetDataType)
.Where(t => t != null));
}
/// <summary>
/// Получить для инструмента доступные типы свечек с параметрами.
/// </summary>
/// <param name="securityId">Идентификатор инструмента.</param>
/// <param name="format">Тип формата.</param>
/// <returns>Доступные типы свечек с параметрами.</returns>
public override IEnumerable <Tuple <Type, object[]> > GetCandleTypes(SecurityId securityId, StorageFormats format)
{
var secPath = GetSecurityPath(securityId);
var ext = GetExtension(format);
return(InteropHelper
.GetDirectories(secPath)
.SelectMany(dir => Directory.GetFiles(dir, "candles_*" + ext).Select(IOPath.GetFileNameWithoutExtension))
.Distinct()
.Select(fileName =>
{
var parts = fileName.Split('_');
var type = "{0}.{1}Message, {2}".Put(typeof(CandleMessage).Namespace, parts[1], typeof(CandleMessage).Assembly.FullName).To <Type>();
var value = type.ToCandleArg(parts[2]);
return Tuple.Create(type, value);
})
.GroupBy(t => t.Item1)
.Select(g => Tuple.Create(g.Key, g.Select(t => t.Item2).ToArray()))
.ToArray());
}
IEnumerable <Tuple <Type, object[]> > ISecurityMarketDataStorage.GetCandleTypes(IMessageSerializer <CandleMessage> serializer)
{
var secPath = _parent.GetSecurityPath(_securityId);
var ext = GetExtension(serializer);
return(InteropHelper
.GetDirectories(secPath)
.SelectMany(dir => Directory.GetFiles(dir, "candles_*" + ext).Select(IOPath.GetFileNameWithoutExtension))
.Distinct()
.Select(fileName =>
{
var parts = fileName.Split('_');
var type = "{0}.{1}, {2}".Put(typeof(Candle).Namespace, parts[1], typeof(Candle).Assembly.FullName).To <Type>();
var value = type.ToCandleMessageType().ToCandleArg(parts[2]);
return Tuple.Create(type, value);
})
.GroupBy(t => t.Item1)
.Select(g => Tuple.Create(g.Key, g.Select(t => t.Item2).ToArray()))
.ToArray());
}
private void Sync_Click(object sender, RoutedEventArgs e)
{
if (_token != null)
{
StopSync();
return;
}
Sync.Content = LocalizedStrings.Str2890;
_token = new CancellationTokenSource();
Task.Factory.StartNew(() =>
{
var securityPaths = new List <string>();
foreach (var dir in DriveCache.Instance.AllDrives
.OfType <LocalMarketDataDrive>()
.Select(drive => drive.Path)
.Distinct())
{
foreach (var letterDir in InteropHelper.GetDirectories(dir))
{
if (_token.IsCancellationRequested)
{
break;
}
var name = Path.GetFileName(letterDir);
if (name == null || name.Length != 1)
{
continue;
}
securityPaths.AddRange(InteropHelper.GetDirectories(letterDir));
}
if (_token.IsCancellationRequested)
{
break;
}
}
if (_token.IsCancellationRequested)
{
return;
}
var iterCount =
securityPaths.Count + // кол-во проходов по директории для создания инструмента
DriveCache.Instance.AllDrives.Count() * (EntityRegistry.Securities.Count + securityPaths.Count); // кол-во сбросов кэша дат
this.GuiSync(() => Progress.Maximum = iterCount);
var logSource = ConfigManager.GetService <LogManager>().Application;
var securityIdGenerator = new SecurityIdGenerator();
var securities = EntityRegistry.Securities.ToDictionary(s => s.Id, s => new KeyValuePair <Security, bool>(s, true), StringComparer.InvariantCultureIgnoreCase);
foreach (var securityPath in securityPaths)
{
if (_token.IsCancellationRequested)
{
break;
}
var securityId = Path.GetFileName(securityPath).FolderNameToSecurityId();
var isNew = false;
var security = securities.TryGetValue(securityId).Key;
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 info = securityIdGenerator.Split(securityId);
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 = info.Item1,
Code = info.Item1,
Board = ExchangeBoard.GetOrCreateBoard(info.Item2),
ExtensionInfo = new Dictionary <object, object>()
};
securities.Add(securityId, new KeyValuePair <Security, bool>(security, false));
isNew = true;
}
}
this.GuiSync(() =>
{
Progress.Value++;
if (isNew)
{
Logs.Messages.Add(new LogMessage(logSource, TimeHelper.Now, LogLevels.Info, LocalizedStrings.Str2930Params.Put(security)));
}
});
}
EntityRegistry.Securities.AddRange(securities.Values.Where(p => !p.Value).Select(p => p.Key));
if (_token.IsCancellationRequested)
{
return;
}
var dataTypes = new Dictionary <Type, object>
{
{ typeof(ExecutionMessage), ExecutionTypes.Tick },
{ typeof(ExecutionMessage), ExecutionTypes.OrderLog },
{ typeof(ExecutionMessage), ExecutionTypes.Order },
{ typeof(ExecutionMessage), ExecutionTypes.Trade },
{ typeof(QuoteChangeMessage), null },
{ typeof(Level1ChangeMessage), null },
{ typeof(NewsMessage), null }
};
var formats = Enumerator.GetValues <StorageFormats>();
foreach (var drive in DriveCache.Instance.AllDrives)
{
foreach (var security in EntityRegistry.Securities)
{
foreach (var dataType in dataTypes)
{
foreach (var format in formats)
{
if (_token.IsCancellationRequested)
{
break;
}
drive.GetStorageDrive(security.ToSecurityId(), dataType.Key, dataType.Value, format).ClearDatesCache();
}
}
if (_token.IsCancellationRequested)
{
break;
}
this.GuiSync(() =>
{
Progress.Value++;
Logs.Messages.Add(new LogMessage(logSource, TimeHelper.Now, LogLevels.Info,
LocalizedStrings.Str2931Params.Put(security, drive.Path)));
});
}
if (_token.IsCancellationRequested)
{
break;
}
}
}, _token.Token)
.ContinueWithExceptionHandling(this, res =>
{
Sync.Content = LocalizedStrings.Str2932;
Sync.IsEnabled = true;
Progress.Value = 0;
_token = null;
});
}
public AllSecurityMarketDataStorage(Security security,
object arg,
Func <T, DateTimeOffset> getTime,
Func <T, Security> getSecurity,
Func <Security, IMarketDataDrive, IMarketDataStorage <T> > getStorage,
IMarketDataStorageDrive drive,
IExchangeInfoProvider exchangeInfoProvider)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
if (getTime == null)
{
throw new ArgumentNullException(nameof(getTime));
}
if (getSecurity == null)
{
throw new ArgumentNullException(nameof(getSecurity));
}
if (getStorage == null)
{
throw new ArgumentNullException(nameof(getStorage));
}
if (drive == null)
{
throw new ArgumentNullException(nameof(drive));
}
if (exchangeInfoProvider == null)
{
throw new ArgumentNullException(nameof(exchangeInfoProvider));
}
_security = security;
_exchangeInfoProvider = exchangeInfoProvider;
_getTime = getTime;
_arg = arg;
Drive = drive;
_basket = new BasketMarketDataStorage <T>();
var id = security.Id.ToSecurityId();
var code = id.SecurityCode;
var securities = InteropHelper
.GetDirectories(Path.Combine(Drive.Drive.Path, code.Substring(0, 1)), code + "*")
.Select(p => Path.GetFileName(p).FolderNameToSecurityId())
.Select(s =>
{
var idInfo = s.ToSecurityId();
var clone = security.Clone();
clone.Id = s;
clone.Board = _exchangeInfoProvider.GetOrCreateBoard(idInfo.BoardCode);
return(clone);
});
foreach (var sec in securities)
{
_basket.InnerStorages.Add(getStorage(sec, Drive.Drive));
}
}
/// <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);
}
}
}
