/// <summary>
/// Compiles a script to evaluate the specified expression
/// </summary>
/// <param name="expression">The expression to get a value from the dataset</param>
/// <returns>The delegate used to get the desired value from a dataset</returns>
protected Func <StockDataInterface, int, object> getExpressionEvaluator(string expression)
{
Func <StockDataInterface, int, object> accessor;
// Check if the expression is an iterator
if (expression.StartsWith("Iterate("))
{
var code = expression.Replace("Iterate(", "DataChartIterator.Iterate(");
var compiler = CSScript.MonoEvaluator.ReferenceAssemblyOf <StockDataInterface>();
compiler = compiler.ReferenceAssembly(Session.ScriptInstance.Location);
this.IterateData = compiler.LoadDelegate <Func <List <StockDataInterface> > >(
@"using System.Collections.Generic;
using RobinhoodDesktop;
using RobinhoodDesktop.Script;
List<StockDataInterface> GetIterator(){ return " + code + @";}")();
((StockDataSet <DataChartIterator>)IterateData[0]).File = Session.SourceFile;
((StockDataSet <DataChartIterator>)IterateData[0]).Start = Session.SinkFile.Start;
accessor = DataChartIterator.GetExpressionEvaluator();
}
else
{
StockDataInterface i = (IterateData != null) ? IterateData[0] : DataSets.First().Value.First();
accessor = i.GetExpressionEvaluator(expression, this.Session);
}
return(accessor);
}
/// <summary>
/// Callback used to create a stock data instance
/// </summary>
public StockProcessingState GetProcessingState(StockDataInterface data)
{
Dictionary <TimeSpan, StockProcessingState> intervals;
StockProcessingState state;
string symbol;
DateTime start;
TimeSpan interval;
data.GetInfo(out symbol, out start, out interval);
if (!ProcessingStates.TryGetValue(symbol, out intervals) || (intervals == null))
{
state = new StockProcessingState();
state.DataSet = HistoricalData[symbol];
ProcessingStates[symbol] = new Dictionary <TimeSpan, StockProcessingState>()
{
{ interval, state }
};
}
else
{
if (!intervals.TryGetValue(interval, out state) || (state == null))
{
state = new StockProcessingState();
state.DataSet = HistoricalData[symbol];
intervals[interval] = state;
}
else
{
// Assume incrementing to the next data set
state.DataSetIndex++;
// Check if processing restarted
if (start < state.LastProcessedStartTime)
{
state = new StockProcessingState();
state.DataSet = HistoricalData[symbol];
intervals[interval] = state;
}
}
}
state.LastProcessedStartTime = start;
// Ensure the data set index is correct (should never evaluate to true)
if (data != HistoricalData[symbol][state.DataSetIndex])
{
throw new Exception("Data set index mismatch");
}
return(state);
}
/// <summary>
/// Callback used to create a stock data instance
/// </summary>
public StockProcessingState GetProcessingState(StockDataInterface data)
{
Dictionary <TimeSpan, StockProcessingState> intervals;
StockProcessingState state;
string symbol;
DateTime start;
TimeSpan interval;
data.GetInfo(out symbol, out start, out interval);
if (!ProcessingStates.TryGetValue(symbol, out intervals) || (intervals == null))
{
state = new StockProcessingState();
state.DataSet = HistoricalData[symbol];
ProcessingStates[symbol] = new Dictionary <TimeSpan, StockProcessingState>()
{
{ interval, state }
};
}
else
{
if (!intervals.TryGetValue(interval, out state) || (state == null))
{
state = new StockProcessingState();
state.DataSet = HistoricalData[symbol];
intervals[interval] = state;
}
else
{
// Assume incrementing to the next data set
for (; state.DataSetIndex < state.DataSet.Count(); state.DataSetIndex++)
{
if (state.DataSet[state.DataSetIndex] == data)
{
break;
}
}
// Check if processing restarted
if (start < state.LastProcessedStartTime)
{
state = new StockProcessingState();
state.DataSet = HistoricalData[symbol];
intervals[interval] = state;
}
}
}
state.LastProcessedStartTime = start;
return(state);
}
