public static async Task StoreDay1Bars(string symbol, List <Bar> bars)
{
List <Point> points = new List <Point>();
foreach (Bar aBar in bars)
{
Point aPoint = new Point
{
Name = "Bar.Daily",
Fields = new Dictionary <string, object>
{
{ "LastClose", aBar.LastClose },
{ "Open", aBar.Open },
{ "High", aBar.High },
{ "Low", aBar.Low },
{ "Close", aBar.Close },
{ "Volume", aBar.Volume },
{ "Amount", aBar.Amount }
},
Tags = new Dictionary <string, object>
{
{ "Symbol", symbol }
},
Timestamp = aBar.BeginTime
};
points.Add(aPoint);
}
await InfluxHelper.WriteAsync(points, dbName);
}
public static async Task StoreTrades(string symbol, List <Trade> trades)
{
List <Point> points = new List <Point>();
foreach (Trade aTrade in trades)
{
Point aPoint = new Point
{
Name = "Trade",
Fields = new Dictionary <string, object>
{
{ "Price", aTrade.Price },
{ "Volume", aTrade.Volume },
{ "Amount", aTrade.Amount }
},
Tags = new Dictionary <string, object>
{
{ "Symbol", symbol }
},
Timestamp = aTrade.DateTime
};
points.Add(aPoint);
}
await InfluxHelper.WriteAsync(points, dbName);
}
public static void DatabaseInit()
{
IEnumerable <Database> databases = InfluxHelper.GetDatabase();
bool has = false;
foreach (Database database in databases)
{
if (database.Name == dbName)
{
has = true;
break;
}
}
if (!has)
{
if (InfluxHelper.CreateDatabase(dbName))
{
Console.WriteLine("Database {0} created.", dbName);
}
if (InfluxHelper.CreateRetentionPolicy(dbName, min1BarPolicyName, "365d", 1))
{
Console.WriteLine("Retention policy {0} created.", min1BarPolicyName);
}
if (InfluxHelper.CreateRetentionPolicy(dbName, tradePolicyName, "30d", 1))
{
Console.WriteLine("Retention policy {0} created.", tradePolicyName);
}
}
}
public static List <Bar> GetDay1Bars(string symbol)
{
string query = string.Format("select * from \"Bar.Daily\" where \"Symbol\"=\'{0}\'", symbol);
IEnumerable <Serie> series = InfluxHelper.Query(query, dbName);
List <Bar> ret = new List <Bar>();
foreach (Serie serie in series)
{
foreach (var value in serie.Values)
{
Bar aBar = new Bar
{
BeginTime = Convert.ToDateTime(value[0]),
Amount = Utils.ParseDouble(value[1].ToString()),
Close = Utils.ParseFloat(value[2].ToString()),
High = Utils.ParseFloat(value[3].ToString()),
LastClose = Utils.ParseFloat(value[4].ToString()),
Low = Utils.ParseFloat(value[5].ToString()),
Open = Utils.ParseFloat(value[6].ToString()),
Volume = Utils.ParseDouble(value[8].ToString()),
Size = 86400
};
ret.Add(aBar);
}
}
return(ret);
}
private static IBatchWriter StartBatchWriter(string policyName)
{
IBatchWriter batchWriter = null;
lock (_locker)
{
if (!batchWriters.ContainsKey(policyName))
{
batchWriter = InfluxHelper.CreateBatchWriter(dbName, policyName);
batchWriter.OnError += BatchWriter_OnError;
batchWriter.Start(1000, true);
batchWriters.Add(policyName, batchWriter);
}
else
{
batchWriter = batchWriters[policyName];
}
}
return(batchWriter);
}
public static void SetInfluxConnectParameters(string influxUrl, string username, string password)
{
InfluxHelper.SetConnectParameters(influxUrl, username, password);
}
