public Instrument(MainModel model, string symbol)
{
m_cache = new List <Candle>(CacheSize);
Model = model;
SymbolCode = symbol;
SupportResistLevels = new BindingSource <SnRLevel> {
DataSource = new BindingListEx <SnRLevel>()
};
// Load the sqlite database of historic price data
m_db = new Sqlite.Database(DBFilepath);
// Tweak some DB settings for performance
m_db.Execute(Sqlite.Sql("PRAGMA synchronous = OFF"));
m_db.Execute(Sqlite.Sql("PRAGMA journal_mode = MEMORY"));
// Create a table for the price data info
m_db.Execute(SqlExpr.PriceDataTable());
// Ensure tables exist for each of the time frames.
// Note: timestamp is not the row id. Row Ids should not have any
// meaning. It's more efficient to let the DB do the sorting
// and just use 'order by' in queries
foreach (var tf in Enum <ETimeFrame> .Values.Where(x => x != ETimeFrame.None))
{
m_db.Execute(SqlExpr.CandleTable(tf));
}
// Create a table for the SnR levels
m_db.Execute(SqlExpr.SnRLevelsTable());
// Initialise from the DB, so don't write back to the db
using (Scope.Create(() => ++ m_suspend_db_updates, () => -- m_suspend_db_updates))
{
// Select the default time frame to begin with
TimeFrame = Settings.General.DefaultTimeFrame;
// Load the last known price data for the instrument
PriceData = m_db.EnumRows <PriceData>(SqlExpr.GetPriceData()).FirstOrDefault() ?? new PriceData();
// Load the known support and resistance levels
SupportResistLevels.AddRange(m_db.EnumRows <SnRLevel>(SqlExpr.GetSnRLevelData()));
// Set up the EMAs
ResetEma();
}
}
public Transmitter(string sym, string db_filepath)
{
SymbolCode = sym;
TimeFrames = new ETimeFrame[0];
// Load the instrument candle database
m_db = new Sqlite.Database(db_filepath, Sqlite.OpenFlags.ReadOnly);
// Read the price data
PriceData = m_db.EnumRows <PriceData>("select * from PriceData").First();
}
/// <summary>Return all the candles in the given time range</summary>
public IEnumerable <InMsg.CandleData> EnumCandleData(DateTimeOffset t0, DateTimeOffset t1)
{
var ts = "[" + nameof(Candle.Timestamp) + "]";
var sql = Str.Build("select * from {0} where ", ts, " >= ? and ", ts, " <= ? order by ", ts);
var args = new object[] { t0.Ticks, t1.Ticks };
foreach (var tf in TimeFrames)
{
foreach (var candle in m_db.EnumRows <Candle>(sql.Fmt(tf), 1, args))
{
yield return(new InMsg.CandleData(SymbolCode, tf, candle));
}
}
}
/// <summary>The raw data. Idx = 0 is the oldest, Idx = Count is the latest</summary>
public Candle this[PosIdx pos_idx]
{
get
{
Debug.Assert(pos_idx >= 0 && pos_idx < Count);
// Shift the cached range if needed
if (!m_index_range.Contains(pos_idx))
{
m_cache.Clear();
// Otherwise, reload the cache centred on the requested index
var new_range = new Range((long)pos_idx - CacheSize / 2, (long)pos_idx + CacheSize / 2);
if (new_range.Beg < 0)
{
new_range = new_range.Shift(0 - new_range.Beg);
}
if (new_range.End > Count)
{
new_range = new_range.Shift(Count - new_range.End);
}
if (new_range.Beg < 0)
{
new_range.Beg = 0;
}
// Populate the cache from the database
// Order by timestamp so that the oldest is first, and the newest is at the end.
var sql = Str.Build("select * from ", TimeFrame, " order by [", nameof(Candle.Timestamp), "] limit ?,?");
m_cache.AddRange(m_db.EnumRows <Candle>(sql, 1, new object[] { new_range.Begi, new_range.Sizei }));
m_index_range = new_range;
}
return(m_cache[(int)pos_idx - m_index_range.Begi]);
}
}