public static void AddOhlcQuoteInDb(OHLCQuote minuteBar)
{
using (var con = OpenConnection())
{
using (var command = con.CreateCommand())
{
command.CommandText =
"INSERT INTO minutebars (open, high, low, close, symbol, TimeFrame, bartime, volume) VALUES (?o,?h,?l,?c,?s,?tf, ?t,?v)";
command.Parameters.AddWithValue("?o", minuteBar.Open);
command.Parameters.AddWithValue("?h", minuteBar.High);
command.Parameters.AddWithValue("?l", minuteBar.Low);
command.Parameters.AddWithValue("?c", minuteBar.Close);
command.Parameters.AddWithValue("?s", minuteBar.Symbol.Substring(0, 2));
command.Parameters.AddWithValue("?v", minuteBar.Volume);
command.Parameters.AddWithValue("?tf", minuteBar.Interval);
command.Parameters.AddWithValue("?t", minuteBar.Timestamp);
var result = command.ExecuteNonQuery();
if (result > 0)
{
Console.WriteLine("New bar O:" + minuteBar.Open + " H:" +
minuteBar.High + " L:" +
minuteBar.Low +
" C:" + minuteBar.Close +
" Symbol:" + minuteBar.Symbol + " Timeframe:" + minuteBar.Interval
);
}
else
{
Console.WriteLine("Adding new bar into db was unsuccessful!");
}
}
}
}
void NewOHLCQuote(OHLCQuote quote)
{
if (this.InvokeRequired)
{
this.BeginInvoke(new NewOHLCQuoteHandler(NewOHLCQuote), new object[] { quote });
}
else
{
listOHLC.Items.Add(OHLCQuoteToString(quote));
}
}
private void NewOhlcQuote(OHLCQuote q)
{
Data.MinuteBars.Add(new MinuteBar
{
Close = (decimal)(q.Close * Data.PriceMultiplier),
High = (decimal)(q.High * Data.PriceMultiplier),
Interval = (int)q.Interval,
Low = (decimal)(q.Low * Data.PriceMultiplier),
Open = (decimal)(q.Open * Data.PriceMultiplier),
Symbol = q.Symbol,
Volume = q.Volume,
Time = q.Timestamp
});
Program.Tf.StartNew(() => Db.AddOhlcQuoteInDb(q));
//Console.WriteLine("New bar: "+q.Timestamp.ToString("hh:mm:ss.ffff") +" vs. "+ DateTime.Now.AddHours(-7).ToString("hh:mm:ss.ffff"));
}
public static string OhlcQuoteToString(OHLCQuote q)
{
var res = "";
try
{
res =
$"{q.Symbol} @ {q.Timestamp:yyyy-MM-dd HH:mm}: Day={q.Day},Open={q.FormatValue(q.Open, NumericFormat.Default)},High={q.FormatValue(q.High, NumericFormat.Default)},Low={q.FormatValue(q.Low, NumericFormat.Default)},Close={q.FormatValue(q.Close, NumericFormat.Default)},Volume={q.Volume}";
}
catch (Exception ex)
{
res = "Error converting data from OHLC quote to string: " + ex.Message;
}
return(res);
}
private string OHLCQuoteToString(OHLCQuote q)
{
string res = "";
try
{
res = string.Format("{0} @ {1}: Day={2},Open={3},High={4},Low={5},Close={6},Volume={7}",
q.Symbol, q.Timestamp.ToString("yyyy-MM-dd HH:mm"),
q.Day,
q.FormatValue(q.Open, NumericFormat.Default),
q.FormatValue(q.High, NumericFormat.Default),
q.FormatValue(q.Low, NumericFormat.Default),
q.FormatValue(q.Close, NumericFormat.Default),
q.Volume);
}
catch (Exception ex)
{
res = "Error converting data from OHLC quote to string: " + ex.Message;
}
return(res);
}