private static void ConvertCSV(string csvFile)
{
string[] sData = LoadCSV(csvFile);
if (sData == null)
{
return;
}
bool bConvert = false;
SeriesSymbolData cMSeries = null, cDSeries = null;
if (logger.IsInfoEnabled)
{
logger.Info("[Convert] 開始轉換 CSV 期貨檔案資訊...");
}
string[] sItems = sData[0].Split(',');
string sSymbolId = null;
bConvert = cTargetSymbols.TryGetValue(Path.GetFileNameWithoutExtension(csvFile), out sSymbolId);
if (bConvert)
{
int iLength = sData.Length;
cMSeries = CreateSeries(sSymbolId, EResolution.Minute);
cMSeries.SetRange(iLength);
cMSeries.AdjustSize(iLength, true);
for (int i = iLength - 1; i >= 0; i--)
{
sItems = sData[i].Split(',');
DateTime cTime = DateTime.Parse(sItems[0]);
double dOpen = double.Parse(sItems[1]);
double dHigh = double.Parse(sItems[2]);
double dLow = double.Parse(sItems[3]);
double dClose = double.Parse(sItems[4]);
double dVolume = double.Parse(sItems[5]);
cMSeries.AddSeries(cTime, dOpen, dHigh, dLow, dClose, dVolume, false);
}
cDSeries = CreateSeries(sSymbolId, EResolution.Day);
cMSeries.Merge(cDSeries);
FileAdapter cAdapter = new FileAdapter(Settings.GlobalSettings.Settings.DataPath, true);
cAdapter.Write(cMSeries);
cAdapter.Write(cDSeries);
cMSeries.Dispose();
cDSeries.Dispose();
}
}
private SeriesSymbolDataRand InternalGetSeries(InstrumentDataRequest dataRequest, bool useCache) {
SeriesStorage cStorage = null;
string sLSymbolId = dataRequest.Symbol.ToLower();
lock (__cStorages) {
if (!__cStorages.TryGetValue(sLSymbolId, out cStorage)) {
cStorage = new SeriesStorage(16);
__cStorages.Add(sLSymbolId, cStorage);
}
}
SeriesSymbolDataRand cSeriesRand = null;
int iTotalSeconds = dataRequest.Resolution.TotalSeconds;
if (useCache) { //是否使用快取
lock (cStorage) { //需要 lock 這個區塊(避免非同步讀取資料時發生問題)
int iBaseSeconds = (iTotalSeconds < Resolution.MAX_BASE_TOTALSECONDS) ? Resolution.MIN_BASE_TOTALSECONDS : Resolution.MAX_BASE_TOTALSECONDS;
SeriesSymbolData cSeries = cStorage.GetSeries(iTotalSeconds);
if (cSeries == null) {
cSeries = cStorage.GetSeries(iBaseSeconds);
if (cSeries == null) {
DataAdapter cAdapter = LoadAdapter(ref dataRequest);
cSeries = cAdapter.Series;
cStorage.Add(cSeries);
}
}
if (iBaseSeconds == iTotalSeconds) {
dataRequest = cSeries.DataRequest;
goto exit;
} else {
cSeries = cSeries.CreateSeries(dataRequest); //利用基礎周期建立其他的資料周期
cStorage.Add(cSeries); //加入至 SeriesStorage
}
dataRequest.Resolution = cSeries.DataRequest.Resolution; //將目標的週期結構更新至傳入的 InstrumentDataRequest 週期結構
DataRequestEvent cRequestEvent = new DataRequestEvent(dataRequest);
cSeries.OnRequest(cRequestEvent); //如果已經存在則請求使用者需要的歷史資料區間(請求方法會檢查目前已下載的歷史資料區間是否足夠, 如果使用者需要的歷史資料區間比較大會向伺服器請求)
dataRequest.Range.Count = cRequestEvent.Count; //將請求後的正確數量傳入至結構內
exit:
cSeriesRand = new SeriesSymbolDataRand(cSeries, dataRequest);
}
} else {
DataAdapter cAdapter = LoadAdapter(ref dataRequest, false); //重新建立新的基礎週期序列資料(不使用快取, 不保存至快取內, 使用完畢之後立即 Dispose)
SeriesSymbolData cSeries = cAdapter.Series; //取得新的基礎周期序列資料
int iBaseSeconds = (iTotalSeconds < Resolution.MAX_BASE_TOTALSECONDS) ? Resolution.MIN_BASE_TOTALSECONDS : Resolution.MAX_BASE_TOTALSECONDS;
if (iBaseSeconds == iTotalSeconds) {
dataRequest = cSeries.DataRequest;
} else {
SeriesSymbolData cTargetSeries = cSeries.CreateSeries(dataRequest); //使用 InstrumentDataRequest 建立新的其他週期序列資料
cSeries.Merge(cTargetSeries); //將基礎周期序列資料合併至新的其他週期序列資料
cSeries.Dispose(); //釋放基礎周期序列資料
cSeries = cTargetSeries;
}
cSeriesRand = new SeriesSymbolDataRand(cSeries, dataRequest);
cStorage.Add(cSeries, true); //保存序列資料(存放在 SeriesStorage 內的序列資料才會自動合併最新的即時資訊報價)
cAdapter.Dispose(); //釋放資料配置者類別
}
return cSeriesRand;
}