public void TestSaveHistoricalDataEmptyFolder()
{
var fn = string.Empty;
_hist = new QuoteBasicFileStore(_exchange, _folder, _numBarsInFile);
_hist.OnQuoteSaved += (object sender, string exch, string filename) =>
{
fn = filename;
};
var starttime = _timenow - 10000 * _interval;
var q = CreateQuote(starttime, 700);
var r = _hist.Save(q);
Assert.IsTrue(r);
Assert.IsTrue(fn == this.GetQuoteFileName(_symbol, _interval, 0));
starttime = q.LastTime + _interval;
q = CreateQuote(starttime, 700);
r = _hist.Save(q);
Assert.IsTrue(r);
Assert.IsTrue(fn == this.GetQuoteFileName(_symbol, _interval, 0));
starttime = q.LastTime - 100 * _interval;
q = CreateQuote(starttime, 700);
r = _hist.Save(q);
Assert.IsTrue(r);
Assert.IsTrue(fn == this.GetQuoteFileName(_symbol, _interval, 1));
q = QuoteBasicExension.LoadFile(fn);
Assert.IsTrue(q.Count == 599);
}
//file naming convention: exchange_symbol_interval_index.txt
public bool Save(IQuoteBasicBase quote, int numBarsToRemoveGap = -1)
{
lock (this)
{
if (quote == null || quote.Count == 0)
{
return(false);
}
var files = this.FindQuoteFiles(quote.Symbol, quote.Interval);
if (files != null && files.Count > 0)
{
files.Sort();
var q1 = QuoteBasicExension.LoadFile(files.Last());
if (numBarsToRemoveGap > 0)
{
for (int i = Math.Max(0, q1.Count - numBarsToRemoveGap); i < q1.Count - 1; i++)
{
if (q1.Time[i + 1] - q1.Time[i] > q1.Interval)
{
q1.Clear(i + 1, q1.Count - 1);
break;
}
}
}
//var readtream = new FileStream(files.Last(), FileMode.Open);
//var q1 = QuoteBasicBase.InitByStream(readtream);
//readtream.Close();
if (quote.LastTime <= q1.LastTime)
{
return(false);
}
if (q1.Count < _maxNumBarsInFile)
{
var fn = files.Last();
q1.Append(quote);
q1.SaveToFile(fn);
//var writestream = new FileStream(files.Last(), FileMode.Truncate);
//q1.AppendStream(writestream);
//writestream.Close();
OnQuoteSaved?.Invoke(this, this.Exchange, fn);
}
else
{
var last = files.Last().Split('_').Last();
var index = int.Parse(last.Split('.')[0]);
var fn = this.GetQuoteFileName(quote.Symbol, quote.Interval, index + 1);
//var writestream = new FileStream(fn, FileMode.OpenOrCreate);
if (q1.LastTime >= quote.FirstTime) //remove redundant sticks from new files
{
var sind = quote.FindIndexForGivenTime(q1.LastTime);
var q2 = new QuoteBasicBase(quote);
q2.Clear(0, sind);
q2.SaveToFile(fn);
//q2.AppendStream(writestream);
}
else
{
quote.SaveToFile(fn);
//quote.AppendStream(writestream);
}
//writestream.Close();
OnQuoteSaved?.Invoke(this, this.Exchange, fn);
}
}
else
{
var fn = this.GetQuoteFileName(quote.Symbol, quote.Interval, 0);
quote.SaveToFile(fn);
//var writestream = new FileStream(fn, FileMode.OpenOrCreate);
//quote.AppendStream(writestream);
//writestream.Close();
OnQuoteSaved?.Invoke(this, this.Exchange, fn);
}
return(true);
}
}