public void ReadData(string url)
{
if (string.IsNullOrEmpty(url))
{
return;
}
var fileManager = new DataFile();
var fileName = fileManager.GetFileName(url);
fileName = fileName.Substring(0, fileName.Length - 4);
using (var fs = new FileStream(url, FileMode.Open, FileAccess.Read))
{
BinaryReader r = new BinaryReader(fs);
var xd = new byte[32];
for (long i = 0; i < fs.Length; i += 32)
{
for (int j = 0; j < 32; j++)
{
var x = r.ReadByte();
xd[j] = Convert.ToByte(x);
}
var rec = new MarketData(xd);
rec.Ticker = fileName;
var l = rec.Ticker.Length;
if (l > 6)
{
rec.Ticker = rec.Ticker.Substring(l - 6);
}
MarketDataList.Add(rec);
}
}
}
void LoadFromFile()
{
var dlg = new OpenFileDialog()
{
Filter = "Text File|*.txt |Csv File| *.csv | (*.*)|*.*"
};
if (dlg.ShowDialog() == true)
{
var ep = new ReportCommonLib.ReportExportHelper();
var l = ep.LoadFromCsvFile <BackTestingCommonLib.MarketData>(dlg.FileName, Encoding.GetEncoding("GB18030"), GetSeperateChar(), null, preProcess);
l.ForEach(v => MarketDataList.Add(v));
}
}
public void LoadCurrentInstrumentMarketData(DateTime start, DateTime end)
{
if (CurrentInstrument == null)
{
return;
}
else
{
MarketDataList.Clear();
var ml = CurrentDataSource.GetDataList(new List <IInstrument>()
{
CurrentInstrument
}, start, end, Grade);
ml.ForEach(v => MarketDataList.Add(v));
}
}
void LoadFromDB()
{
var sql = "Select * from Table_TradePrice where Time>='" + StartTime.ToString() + "' and Time<='" + EndTime.ToString() + "'";
if (!string.IsNullOrEmpty(InstrumentTicker))
{
sql = sql + " and Ticker='" + InstrumentTicker + "'";
}
var connectionStr = ConfigurationManager.ConnectionStrings["MarketDataConnectionString"];
using (var conn = new SqlConnection(connectionStr.ConnectionString))
{
conn.Open();
var rl = conn.Query <BackTestingCommonLib.MarketData>(sql, new { }, null, true, 60000).ToList();
foreach (var r in rl)
{
MarketDataList.Add(r);
}
}
}
public void LoadMarketData(DateTime start, DateTime end, Func <IDataSource> ds, IInstrument instrument)
{
if (ds == null || ds() == null)
{
MessageBox.Show("please select valid data source");
return;
}
var dl = ds().GetDataList(new List <IInstrument> {
instrument
}, start, end, MarketDataGrade.FiveMinutes);
SourceList.Clear();
dl.ForEach(v => SourceList.Add(v));
var ml = MarketData.SummaryMarketDataList(dl, CurrentPeriod);
MarketDataList.Clear();
ml.ForEach(v => MarketDataList.Add(v));
OnPropertyChanged("IsLoaded");
}
void New()
{
var obj = new BackTestingCommonLib.MarketData();
MarketDataList.Add(obj);
}
