| public static GetName ( Instrument instrument, BarType barType, long barSize ) : string | ||
| instrument | Instrument | |
| barType | BarType | |
| barSize | long | |
| return | string | |
public override void DeleteDataSeries(Instrument instrument, byte type, BarType barType = BarType.Time, long barSize = 60)
{
DataSeries dataSeries;
if (type == DataObjectType.Bar)
{
var iId = instrument.Id;
dataSeries = GetBarDataSeriesInCache(instrument, barType, barSize, false);
if (barType == BarType.Time && barSize <= TimeSpan.TicksPerDay / TimeSpan.TicksPerSecond)
{
this.byIId_BSize[iId][(int)barSize] = null;
}
else
{
this.byType_IId_BSize[type] = this.byType_IId_BSize[type] ?? new IdArray <Dictionary <long, DataSeries> >();
this.byType_IId_BSize[type][iId] = this.byType_IId_BSize[type][iId] ?? new Dictionary <long, DataSeries>();
this.byType_IId_BSize[type][iId].Remove(barSize);
}
this.dataFile.Delete(DataSeriesNameHelper.GetName(instrument, barType, barSize));
}
else
{
dataSeries = this.byType[type][instrument.Id];
if (dataSeries != null)
{
this.byType[type].Remove(instrument.Id);
}
this.dataFile.Delete(DataSeriesNameHelper.GetName(instrument, type));
}
}
public override DataSeries GetDataSeries(Instrument instrument, byte type, BarType barType = BarType.Time, long barSize = 60)
{
if (type == DataObjectType.Bar)
{
return(GetBarDataSeriesInCache(instrument, barType, barSize, false));
}
var series = this.byType[type][instrument.Id];
if (series == null)
{
string name = DataSeriesNameHelper.GetName(instrument, type);
series = (this.dataFile.Get(name) as DataSeries);
this.byType[type][instrument.Id] = series;
}
return(series);
}
private DataSeries GetBarDataSeriesInCache(Instrument instrument, BarType barType, long barSize, bool createNotExist)
{
var iId = instrument.Id;
DataSeries dataSeries;
if (barType == BarType.Time && barSize <= TimeSpan.TicksPerDay / TimeSpan.TicksPerSecond)
{
this.byIId_BSize[iId] = this.byIId_BSize[iId] ?? new IdArray <DataSeries>();
dataSeries = this.byIId_BSize[iId][(int)barSize];
}
else
{
this.byType_IId_BSize[(int)barType] = this.byType_IId_BSize[(int)barType] ?? new IdArray <Dictionary <long, DataSeries> >();
this.byType_IId_BSize[(int)barType][iId] = this.byType_IId_BSize[(int)barType][iId] ?? new Dictionary <long, DataSeries>();
this.byType_IId_BSize[(int)barType][iId].TryGetValue(barSize, out dataSeries);
}
if (dataSeries != null)
{
return(dataSeries);
}
string name = DataSeriesNameHelper.GetName(instrument, barType, barSize);
dataSeries = GetDataSeries(name);
if (dataSeries == null && createNotExist)
{
dataSeries = CreateDataSeries(name);
this.dataFile.Write(name, dataSeries);
this.dataFile.Flush();
}
// Save to cache
if (barType == BarType.Time && barSize <= TimeSpan.TicksPerDay / TimeSpan.TicksPerSecond)
{
this.byIId_BSize[iId][(int)barSize] = dataSeries;
}
else
{
this.byType_IId_BSize[(int)barType][iId][barSize] = dataSeries;
}
return(dataSeries);
}
