private void Form1_Load(object sender, EventArgs e)
{
if (!Directory.Exists("CONVERTED"))
{
Directory.CreateDirectory("CONVERTED");
}
string md = Environment.GetFolderPath(Environment.SpecialFolder.Personal) + "\\NinjaTrader 8\\db\\NinjaTrader.sdf";
SqlCeConnection scc = new SqlCeConnection(@"data source=" + md);
scc.Open();
string query = "SELECT * FROM MasterInstruments ORDER BY Name";
SqlCeCommand command = new SqlCeCommand(query, scc);
SqlCeDataReader reader = command.ExecuteReader();
while (reader.Read())
{
MI tmp = new MI();
tmp.Name = reader[5].ToString();
tmp.TickSize = Convert.ToDouble(reader[8]);
tmp.Type = (InstrumentType)reader[3];
lstMaster.Add(tmp);
}
reader.Close();
FillTreeView();
}
private void button3_Click(object sender, EventArgs e)
{
if (tv1.SelectedNode == null)
{
return;
}
try
{
if (tv1.SelectedNode.Level == 1)
{
string md = Environment.GetFolderPath(Environment.SpecialFolder.Personal) + "\\NinjaTrader 8\\db\\replay\\";
string fn = md + tv1.SelectedNode.Parent.Text + "\\" + tv1.SelectedNode.Text + ".nrd";
if (File.Exists(fn))
{
button3.Enabled = false;
string[] s = tv1.SelectedNode.Parent.Text.Split(' ');
string MIname = s[0];
MI tmp = lstMaster.First(i => i.Name == MIname);
MasterInstrument mi = new MasterInstrument();
mi.Name = tmp.Name;
mi.InstrumentType = tmp.Type;
mi.TickSize = tmp.TickSize;
DateTime exp = new DateTime(2099, 12, 12);
int month = 12;
int year = 0;
if (s.Length == 2)
{
month = Convert.ToInt16(s[1].Split('-')[0]);
year = 2000 + Convert.ToInt16(s[1].Split('-')[1]);
exp = new DateTime(year, month, 15);
}
Instrument instrument = new Instrument
{
Exchange = Exchange.Default,
Expiry = exp,
MasterInstrument = mi,
};
DateTime dt = new DateTime(Convert.ToInt16(tv1.SelectedNode.Text.Substring(0, 4)),
Convert.ToInt16(tv1.SelectedNode.Text.Substring(4, 2)),
Convert.ToInt16(tv1.SelectedNode.Text.Substring(6, 2)));
if (!Directory.Exists("CONVERTED\\" + tv1.SelectedNode.Parent.Text + "\\"))
{
Directory.CreateDirectory("CONVERTED\\" + tv1.SelectedNode.Parent.Text + "\\");
}
MarketReplay.DumpMarketDepth(instrument,
dt.AddDays(1), dt.AddDays(1),
"CONVERTED\\" + tv1.SelectedNode.Parent.Text + "\\" + tv1.SelectedNode.Text + ".txt");
button3.Enabled = true;
MessageBox.Show("Сonversion completed");
}
}
}
catch (Exception ex)
{
MessageBox.Show("Error" + Environment.NewLine + ex.Message);
button3.Enabled = true;
}
}
