/// <summary>
/// Преобразовать <see cref="Security"/> в <see cref="HydraTaskSecurity"/>.
/// </summary>
/// <param name="task">Задача.</param>
/// <param name="securities">Исходные инструменты.</param>
/// <returns>Сконвертированные инструменты.</returns>
public static IEnumerable <HydraTaskSecurity> ToHydraSecurities(this IHydraTask task, IEnumerable <Security> securities)
{
if (task == null)
{
throw new ArgumentNullException(nameof(task));
}
if (securities == null)
{
throw new ArgumentNullException(nameof(securities));
}
var allSec = task.GetAllSecurity();
var secMap = task.Settings.Securities.ToDictionary(s => s.Security, s => s);
return(securities.Where(s => s != allSec.Security).Select(s => secMap.TryGetValue(s) ?? new HydraTaskSecurity
{
Security = s,
Settings = task.Settings,
MarketDataTypes = allSec == null ? ArrayHelper.Empty <Type>() : allSec.MarketDataTypes,
}));
}
private void InitTask(IHydraTask task, HydraTaskSettings settings)
{
Core.Extensions.Tasks.Add(task);
task.Init(settings);
_logManager.Sources.Add(task);
task.DataLoaded += (security, dataType, arg, time, count) =>
{
if (dataType == typeof(NewsMessage))
{
LoadedNews += count;
return;
}
var allSecurity = _taskAllSecurities.SafeAdd(task, key => task.GetAllSecurity());
var taskSecurity = _taskSecurityCache.SafeAdd(task).SafeAdd(security, key => task.Settings.Securities.FirstOrDefault(s => s.Security == key));
HydraTaskSecurity.TypeInfo info;
HydraTaskSecurity.TypeInfo allInfo;
if (dataType == typeof(ExecutionMessage))
{
switch ((ExecutionTypes)arg)
{
case ExecutionTypes.Tick:
{
info = taskSecurity?.TradeInfo;
allInfo = allSecurity?.TradeInfo;
LoadedTrades += count;
break;
}
case ExecutionTypes.OrderLog:
{
info = taskSecurity?.OrderLogInfo;
allInfo = allSecurity?.OrderLogInfo;
LoadedOrderLog += count;
break;
}
case ExecutionTypes.Order:
case ExecutionTypes.Trade:
{
info = taskSecurity?.TransactionInfo;
allInfo = allSecurity?.TransactionInfo;
LoadedTransactions += count;
break;
}
default:
throw new ArgumentOutOfRangeException(nameof(arg));
}
}
else if (dataType == typeof(QuoteChangeMessage))
{
info = taskSecurity?.DepthInfo;
allInfo = allSecurity?.DepthInfo;
LoadedDepths += count;
}
else if (dataType == typeof(Level1ChangeMessage))
{
info = taskSecurity?.Level1Info;
allInfo = allSecurity?.Level1Info;
LoadedLevel1 += count;
}
else if (dataType.IsCandleMessage())
{
info = taskSecurity?.CandleInfo;
allInfo = allSecurity?.CandleInfo;
LoadedCandles += count;
}
else
throw new ArgumentOutOfRangeException(nameof(dataType), dataType, LocalizedStrings.Str1018);
if (allInfo != null)
{
allInfo.Count += count;
allInfo.LastTime = time.LocalDateTime;
task.Settings.Securities.Update(allSecurity);
}
if (info == null)
return;
info.Count += count;
info.LastTime = time.LocalDateTime;
task.Settings.Securities.Update(taskSecurity);
};
}
private void InitTask(IHydraTask task, HydraTaskSettings settings)
{
Core.Extensions.Tasks.Add(task);
task.Init(settings);
_logManager.Sources.Add(task);
task.DataLoaded += (security, dataType, arg, time, count) =>
{
if (dataType == typeof(NewsMessage))
{
LoadedNews += count;
return;
}
var allSecurity = _taskAllSecurities.SafeAdd(task, key => task.GetAllSecurity());
var taskSecurity = _taskSecurityCache.SafeAdd(task).SafeAdd(security, key => task.Settings.Securities.FirstOrDefault(s => s.Security == key));
HydraTaskSecurity.TypeInfo info;
HydraTaskSecurity.TypeInfo allInfo;
if (dataType == typeof(ExecutionMessage))
{
switch ((ExecutionTypes)arg)
{
case ExecutionTypes.Tick:
{
info = taskSecurity == null ? null : taskSecurity.TradeInfo;
allInfo = allSecurity == null ? null : allSecurity.TradeInfo;
LoadedTrades += count;
break;
}
case ExecutionTypes.OrderLog:
{
info = taskSecurity == null ? null : taskSecurity.OrderLogInfo;
allInfo = allSecurity == null ? null : allSecurity.OrderLogInfo;
LoadedOrderLog += count;
break;
}
case ExecutionTypes.Order:
case ExecutionTypes.Trade:
{
info = taskSecurity == null ? null : taskSecurity.ExecutionInfo;
allInfo = allSecurity == null ? null : allSecurity.ExecutionInfo;
LoadedExecutions += count;
break;
}
default:
throw new ArgumentOutOfRangeException("arg");
}
}
else if (dataType == typeof(QuoteChangeMessage))
{
info = taskSecurity == null ? null : taskSecurity.DepthInfo;
allInfo = allSecurity == null ? null : allSecurity.DepthInfo;
LoadedDepths += count;
}
else if (dataType == typeof(Level1ChangeMessage))
{
info = taskSecurity == null ? null : taskSecurity.Level1Info;
allInfo = allSecurity == null ? null : allSecurity.Level1Info;
LoadedLevel1 += count;
}
else if (dataType.IsSubclassOf(typeof(CandleMessage)))
{
info = taskSecurity == null ? null : taskSecurity.CandleInfo;
allInfo = allSecurity == null ? null : allSecurity.CandleInfo;
LoadedCandles += count;
}
else
{
throw new ArgumentOutOfRangeException("dataType", dataType, LocalizedStrings.Str1018);
}
if (allInfo != null)
{
allInfo.Count += count;
allInfo.LastTime = time.LocalDateTime;
task.Settings.Securities.Update(allSecurity);
}
if (info == null)
{
return;
}
info.Count += count;
info.LastTime = time.LocalDateTime;
task.Settings.Securities.Update(taskSecurity);
};
}
