internal bool Enqueue()
{
if (!this.queue.IsFull())
{
this.queue.Write(this.obj);
this.current += 1L;
if (this.current <= this.index2)
{
this.obj = this.series[this.current];
}
else
{
this.obj = null;
}
this.count += 1L;
if (this.count == (long)this.progressCount)
{
this.progressCount += this.progressDelta;
this.progressPercent++;
this.queue.Enqueue(new OnSimulatorProgress((long)this.progressCount, this.progressPercent));
}
return true;
}
return false;
}
protected internal virtual void OnData(DataObject obj)
{
Tick tick = (Tick)obj;
if (this.bar == null)
{
this.bar = new Bar();
this.bar.instrumentId = tick.instrumentId;
this.bar.type = this.barType;
this.bar.size = this.barSize;
this.bar.openDateTime = this.GetBarOpenDateTime(obj);
this.bar.dateTime = this.GetBarCloseDateTime(obj);
this.bar.open = tick.price;
this.bar.high = tick.price;
this.bar.low = tick.price;
this.bar.close = tick.price;
this.bar.volume = (long)tick.size;
}
else
{
if (tick.price > this.bar.high)
{
this.bar.high = tick.price;
}
if (tick.price < this.bar.low)
{
this.bar.low = tick.price;
}
this.bar.close = tick.price;
this.bar.volume += (long)tick.size;
}
this.bar.n += 1L;
}
internal DataSeriesObject(DataSeries series, DateTime dateTime1, DateTime dateTime2, IEventQueue queue)
{
this.series = series;
this.queue = queue;
if (dateTime1 == DateTime.MinValue || dateTime1 < series.DateTime1)
{
this.index1 = 0L;
}
else
{
this.index1 = series.GetIndex(dateTime1, SearchOption.Next);
}
if (dateTime2 == DateTime.MaxValue || dateTime2 > series.DateTime2)
{
this.index2 = series.count - 1L;
}
else
{
this.index2 = series.GetIndex(dateTime2, SearchOption.Prev);
}
this.current = this.index1;
this.obj = series[this.current];
this.progressDelta = (int)Math.Ceiling((double)this.Count / 100.0);
this.progressCount = this.progressDelta;
this.progressPercent = 0;
}
protected internal override void OnData(DataObject obj)
{
bool flag = this.bar == null;
base.OnData(obj);
if (flag)
{
base.AddReminder(this.bar.dateTime);
}
}
protected internal override void OnData(DataObject obj)
{
base.OnData(obj);
this.bar.dateTime = this.GetBarCloseDateTime(obj);
if (this.bar.n == this.barSize)
{
base.EmitBar();
}
}
protected override void OnInit(SmartQuant.DataObject dataObject, int decimalPlaces)
{
if (dataObject != null)
{
Quote quote = (Quote)dataObject;
this.nudBid.Value = (Decimal)quote.Bid.Price;
this.nudBidSize.Value = (Decimal)quote.Bid.Size;
this.nudAsk.Value = (Decimal)quote.Ask.Price;
this.nudAskSize.Value = (Decimal)quote.Ask.Size;
}
this.nudBid.DecimalPlaces = decimalPlaces;
this.nudAsk.DecimalPlaces = decimalPlaces;
}
protected override void OnInit(SmartQuant.DataObject dataObject, int decimalPlaces)
{
if (dataObject != null)
{
Tick tick = (Tick)dataObject;
this.nudProvider.Value = (Decimal)tick.ProviderId;
this.nudPrice.Value = (Decimal)tick.Price;
this.nudSize.Value = (Decimal)tick.Size;
if ((int)this.tickTypeId == 4)
{
this.nudDirection.Value = (Decimal)((Trade)tick).Direction;
}
}
this.nudPrice.DecimalPlaces = decimalPlaces;
}
internal void OnData(DataObject obj)
{
if (obj.TypeId != 4)
{
return;
}
List<BarFactoryItem> list = this.itemLists[((Tick)obj).instrumentId];
if (list != null)
{
foreach (BarFactoryItem current in list)
{
current.OnData(obj);
}
}
}
public void AddObject(DataObject obj)
{
if (this.count == this.size)
{
Console.WriteLine("DataKey::Add Can not add object. Buffer is full.");
return;
}
if (this.objects == null)
{
this.objects = new DataObject[this.size];
}
if (this.count == 0)
{
this.objects[this.count++] = obj;
this.dateTime1 = obj.dateTime;
this.dateTime2 = obj.dateTime;
}
else
{
if (obj.dateTime >= this.objects[this.count - 1].dateTime)
{
this.objects[this.count++] = obj;
this.dateTime2 = obj.dateTime;
}
else
{
int num = this.count;
while (true)
{
this.objects[num] = this.objects[num - 1];
if (obj.dateTime >= this.objects[num].dateTime || num == 1)
{
break;
}
num--;
}
this.objects[num - 1] = obj;
if (num == 1)
{
this.dateTime1 = obj.dateTime;
}
this.count++;
}
}
this.index2 += 1L;
this.changed = true;
}
internal bool Enqueue()
{
if (eventQueue.IsFull())
{
return false;
}
DataObject data = null;
while (dataQueue.IsEmpty())
{
if (obj != null)
{
data = obj;
obj = null;
break;
}
if (current > index2)
{
endOfSeries = true;
return false;
}
obj = series[current];
//-----------------------
// DataProcessor其实只是Bar处理，由于读到的行情全是Tick，所以这部分可忽视
//obj = processor.OnData(this);
// 这地方居然会导致OnTrade两次
//Emit(obj);
//-----------------------
current += 1L;
count += 1L;
}
if (data == null)
data = (DataObject)dataQueue.Read();
eventQueue.Write(data);
if (count == progressCount)
{
progressCount += progressDelta;
progressPercent++;
eventQueue.Enqueue(new OnSimulatorProgress(progressCount, progressPercent));
}
return true;
}
protected override void OnInit(SmartQuant.DataObject dataObject, int decimalPlaces)
{
if (dataObject != null)
{
Bar bar = (Bar)dataObject;
this.dtpDateTime.Value = bar.OpenDateTime;
this.dtpEnd.Value = bar.CloseDateTime;
this.nudOpen.Value = (Decimal)bar.Open;
this.nudHigh.Value = (Decimal)bar.High;
this.nudLow.Value = (Decimal)bar.Low;
this.nudClose.Value = (Decimal)bar.Close;
this.nudVolume.Value = (Decimal)bar.Volume;
this.nudOpenInt.Value = (Decimal)bar.OpenInt;
this.dtpDateTime.Enabled = false;
this.dtpEnd.Enabled = false;
}
else
{
DateTime now = DateTime.Now;
this.dtpDateTime.Value = new DateTime(now.Year, now.Month, now.Day, now.Hour, now.Minute, now.Second);
this.dtpDateTime.Enabled = true;
if (this.barType == BarType.Time)
{
this.dtpEnd.Value = this.dtpDateTime.Value.AddSeconds((double)this.barSize);
this.dtpEnd.Enabled = false;
}
else
{
this.dtpEnd.Value = this.dtpDateTime.Value;
this.dtpEnd.Enabled = true;
}
}
this.tbxBarType.Text = string.Format("{0} {1}", (object)this.barType, (object)this.barSize);
this.nudOpen.DecimalPlaces = decimalPlaces;
this.nudHigh.DecimalPlaces = decimalPlaces;
this.nudLow.DecimalPlaces = decimalPlaces;
this.nudClose.DecimalPlaces = decimalPlaces;
}
public virtual void Save(Instrument instrument, DataObject obj)
{
}
public void Log(DataObject data, Group group)
{
this.strategy.Log(data, group);
}
public void Respond(DataObject data, int commandId)
{
}
public void UpdateObject(int index, DataObject obj)
{
this.objects[index] = obj;
this.changed = true;
}
public void Add(DataObject obj)
{
if (obj.dateTime.Ticks == 0L)
{
Console.WriteLine("DataSeries::Add Error: can not add object with DateTime = 0");
return;
}
if (!this.isOpenWrite)
{
this.OpenWrite();
}
this.count += 1L;
if (this.count == 1L)
{
this.dateTime1 = obj.dateTime;
this.dateTime2 = obj.dateTime;
}
else
{
if (obj.dateTime < this.dateTime2)
{
this.Insert(obj);
return;
}
this.dateTime2 = obj.DateTime;
}
this.writeKey.AddObject(obj);
if (this.writeKey.count == this.writeKey.size)
{
this.WriteKey(this.writeKey);
if (!this.cacheObjects && this.writeKey != this.readKey && this.writeKey != this.insertKey && this.writeKey != this.deleteKey)
{
this.writeKey.objects = null;
}
this.writeKey = new DataKey(this.file, null, this.writeKey.position, -1L);
this.writeKey.number = this.buffer_count;
this.writeKey.index1 = this.count;
this.writeKey.index2 = this.count;
this.writeKey.changed = true;
this.buffer_count++;
this.cache[this.writeKey.number] = this.writeKey;
}
else
{
this.changed = true;
}
this.file.isModified = true;
}
public void Log(DataObject data, Group group)
{
this.framework.eventServer.OnLog(new GroupEvent(data, group));
}
protected override DateTime GetBarOpenDateTime(DataObject obj)
{
long num = (long)obj.dateTime.TimeOfDay.TotalSeconds / this.barSize * this.barSize;
return obj.dateTime.Date.AddSeconds((double)num);
}
protected override DateTime GetBarCloseDateTime(DataObject obj)
{
return(this.GetBarOpenDateTime(obj).AddSeconds((double)this.barSize));
}
public void Add(DataObject obj)
{
throw new NotImplementedException();
}
protected override DateTime GetBarCloseDateTime(DataObject obj)
{
return this.GetBarOpenDateTime(obj).AddSeconds((double)this.barSize);
}
public void OnData(DataObject data)
{
this.OnEvent(data);
}
protected virtual DateTime GetBarCloseDateTime(DataObject obj)
{
return obj.dateTime;
}
protected virtual DataObject OnData(DataObject obj)
{
throw new NotImplementedException();
}
public void Log(DataObject data, int groupId)
{
this.strategy.Log(data, groupId);
}
protected virtual DataObject OnData(DataObject obj)
{
throw new NotImplementedException();
}
protected override DateTime GetBarOpenDateTime(DataObject obj)
{
long num = (long)obj.dateTime.TimeOfDay.TotalSeconds / this.barSize * this.barSize;
return(obj.dateTime.Date.AddSeconds((double)num));
}
protected void Emit(DataObject obj)
{
throw new NotImplementedException();
}
public void Update(long index, DataObject obj)
{
DataObject dataObject = this.Get(index);
if (dataObject.dateTime != obj.dateTime)
{
Console.WriteLine("DataSeries::Update Can not update object with different datetime");
return;
}
bool flag = this.readKey.changed;
this.readKey.UpdateObject((int)(index - this.readKey.index1), obj);
if (!flag)
{
this.WriteKey(this.readKey);
}
this.file.isModified = true;
}
protected void Emit(DataObject obj)
{
if (!this.dataQueue.IsFull())
{
this.dataQueue.Write(obj);
}
else
{
Console.WriteLine("DataProcessor::Emit Can not write data object. Data queue is full. Data queue size = " + this.dataQueue.Size);
}
}
private void Insert(DataObject obj)
{
if (obj.dateTime >= this.writeKey.dateTime1 && obj.dateTime <= this.writeKey.dateTime2)
{
this.writeKey.AddObject(obj);
if (this.writeKey.count == this.writeKey.size)
{
this.WriteKey(this.writeKey);
this.writeKey = new DataKey(this.file, null, this.writeKey.position, -1L);
this.writeKey.number = this.buffer_count;
this.writeKey.index1 = this.count;
this.writeKey.index2 = this.count;
this.writeKey.changed = true;
this.buffer_count++;
this.cache[this.writeKey.number] = this.writeKey;
}
else
{
this.changed = true;
}
this.file.isModified = true;
return;
}
DataKey dataKey = this.GetKey(obj.dateTime, this.insertKey);
if (this.insertKey == null)
{
this.insertKey = dataKey;
}
else
{
if (this.insertKey != dataKey)
{
if (this.insertKey.changed)
{
this.WriteKey(this.insertKey);
}
if (!this.cacheObjects && this.insertKey != this.readKey && this.insertKey != this.writeKey && this.insertKey != this.deleteKey)
{
this.insertKey.objects = null;
}
this.insertKey = dataKey;
}
}
this.insertKey.GetObjects();
if (this.insertKey.count < this.insertKey.size)
{
this.insertKey.AddObject(obj);
if (this.insertKey.count == this.insertKey.size)
{
this.WriteKey(this.insertKey);
}
}
else
{
dataKey = new DataKey(this.file, null, -1L, -1L);
int index = this.insertKey.GetIndex(obj.dateTime, SearchOption.Next);
for (int i = index; i < this.insertKey.count; i++)
{
dataKey.AddObject(this.insertKey.objects[i]);
this.insertKey.objects[i] = null;
}
this.insertKey.count = index;
this.insertKey.index2 = this.insertKey.index1 + (long)this.insertKey.count - 1L;
if (this.insertKey.count != 0)
{
this.insertKey.dateTime2 = this.insertKey.objects[this.insertKey.count - 1].dateTime;
}
this.insertKey.AddObject(obj);
this.InsertKey(dataKey, this.insertKey);
}
if (this.readKey != null && this.readKey.number > this.insertKey.number)
{
this.readKey.index1 += 1L;
this.readKey.index2 += 1L;
}
if (this.writeKey != null && this.writeKey.number > this.insertKey.number)
{
this.writeKey.index1 += 1L;
this.writeKey.index2 += 1L;
}
if (this.deleteKey != null && this.deleteKey.number > this.insertKey.number)
{
this.deleteKey.index1 += 1L;
this.deleteKey.index2 += 1L;
}
this.insertKey.changed = true;
this.changed = true;
this.file.isModified = true;
}
public void Update(long index, DataObject obj)
{
throw new NotImplementedException();
}
public void Log(DataObject data, int groupId)
{
this.framework.eventServer.OnLog(new GroupEvent(data, this.framework.groupManager.Groups[groupId]));
}
public virtual DataObject Filter(DataObject obj)
{
return obj;
}
public void Respond(DataObject data)
{
this.Respond(data, -1);
}
public void Save(Instrument instrument, DataObject obj)
{
this.server.Save(instrument, obj);
}
protected internal void EmitData(DataObject data)
{
this.dataQueue.Enqueue(data);
}
protected void Emit(DataObject obj)
{
throw new NotImplementedException();
}
public void OnData(DataObject data)
{
this.OnEvent(data);
}
public void Save(Instrument instrument, DataObject obj)
{
this.server.Save(instrument, obj);
}
public void Save(int instrumentId, DataObject obj)
{
Instrument byId = this.framework.InstrumentManager.GetById(instrumentId);
this.server.Save(byId, obj);
}
public void Save(int instrumentId, DataObject obj)
{
Instrument byId = this.framework.InstrumentManager.GetById(instrumentId);
this.server.Save(byId, obj);
}
public DataObject(DataObject obj)
{
this.dateTime = obj.dateTime;
}
public virtual DataObject Filter(DataObject obj)
{
return(obj);
}