Ejemplo n.º 1
0
        // **********************************************************************

        public override void ProcessTable(XlTable xt)
        {
            sb.Clear();

            for (int row = 0; row < xt.Rows; row++)
            {
                for (int col = 0; col < xt.Columns; col++)
                {
                    xt.ReadValue();

                    switch (xt.ValueType)
                    {
                    case XlTable.BlockType.Float:
                        sb.Append(xt.FloatValue.ToString().PadLeft(vspace));
                        break;

                    case XlTable.BlockType.String:
                        sb.Append(xt.StringValue.PadLeft(vspace));
                        break;

                    default:
                        sb.Append(xt.ValueType.ToString().PadLeft(vspace));
                        break;
                    }
                }

                sb.AppendLine();
            }

            Data    = sb.ToString();
            updated = true;
        }
Ejemplo n.º 2
0
        protected override void SetValues(XlTable _xt, int _col, DDEChannelsMarketEventArgs _ddeMEA)
        {
            switch (_col)
            {
            case 0:
                _ddeMEA.Account = _xt.StringValue;
                break;

            case 1:
                _ddeMEA.Securyti = _xt.StringValue;
                break;

            case 2:
                _ddeMEA.CurrentNettoPosition = _xt.FloatValue;
                break;

            case 3:
                _ddeMEA.ActiveBuy = _xt.FloatValue;
                break;

            case 4:
                _ddeMEA.ActiveSell = _xt.FloatValue;
                break;
            }
        }
Ejemplo n.º 3
0
            public override void ProcessTable(XlTable xt)
            {
                // Поступили новые данные из таблицы, настроенной для экспорта
                // в "Рабочую книгу" quotes.

                // Ничего не будем делать, только обозначим это событие.

                Console.Write(".");
            }
Ejemplo n.º 4
0
 public Ticks AddTicks(XlTable xt, Ticks tics)
 {
     xt.ReadValue();
     tics.date.Add(DateTime.Parse(xt.StringValue).TimeOfDay);
     xt.ReadValue();
     tics.price.Add(xt.FloatValue);
     xt.ReadValue();
     tics.count.Add((int)xt.FloatValue);
     return(tics);
 }
Ejemplo n.º 5
0
        protected override void SetValues(XlTable _xt, int _col, DDEChannelsMarketEventArgs _ddeMEA)
        {
            switch (_col)
            {
            case 0:
                _ddeMEA.Date = _xt.StringValue;
                break;

            case 1:
                _ddeMEA.Number = _xt.FloatValue;
                break;

            case 2:
                _ddeMEA.Time = _xt.StringValue;
                break;

            case 3:
                _ddeMEA.Securyti = _xt.StringValue;
                break;

            case 4:
                _ddeMEA.Operation = _xt.StringValue;
                break;

            case 5:
                _ddeMEA.Price = (double)_xt.FloatValue;
                break;

            case 6:
                _ddeMEA.Quantity = _xt.FloatValue;
                break;

            case 7:
                _ddeMEA.Balance = _xt.FloatValue;
                break;

            case 8:
                _ddeMEA.Status = _xt.StringValue;
                break;

            case 9:
                _ddeMEA.Comment = _xt.StringValue;
                break;

            case 10:
                _ddeMEA.Account = _xt.StringValue;
                break;

            case 11:
                _ddeMEA.Trans_ID = _xt.FloatValue.ToString();
                break;
            }
        }
Ejemplo n.º 6
0
        protected override void ProcessTable(XlTable xt)
        {
            for (int row = 0; row < xt.Rows; row++)
            {
                for (int col = 0; col < xt.Columns; col++)
                {
                    xt.ReadValue();

                    switch (col)
                    {
                    case 0:
                        Time_change = xt.StringValue;
                        break;

                    case 1:
                        Price_trade = (decimal)xt.FloatValue;
                        break;

                    case 2:
                        Bid = (decimal)xt.FloatValue;
                        break;

                    case 3:
                        Offer = (decimal)xt.FloatValue;
                        break;

                    case 4:
                        High_possible_price = (decimal)xt.FloatValue;
                        break;

                    case 5:
                        Minimum_possible_price = (decimal)xt.FloatValue;
                        break;

                    case 6:
                        Step_price = (decimal)xt.FloatValue;
                        break;

                    case 7:
                        StockCode = xt.StringValue;
                        break;

                    case 8:
                        ClassCode = xt.StringValue;
                        break;

                    case 9:
                        Time_trade = xt.StringValue;
                        break;
                    }
                }
            }
        }
Ejemplo n.º 7
0
 public override void ProcessTable(XlTable xt)
 {
     if (model == null)
     {
         model = repos.GetTicks(xt, Topic, TimeFrameForFill);
     }
     else
     {
         model = repos.AddTicks(xt, model);
     }
     find.StartFind(model);
 }
Ejemplo n.º 8
0
        protected override void SetValues(XlTable _xt, int _col, DDEChannelsMarketEventArgs _ddeMEA)
        {
            switch (_col)
            {
            case 0:
                _ddeMEA.TimeChange = _xt.StringValue;
                break;

            case 1:
                _ddeMEA.Price = (double)_xt.FloatValue;
                break;

            case 2:
                _ddeMEA.Bid = (decimal)_xt.FloatValue;
                break;

            case 3:
                _ddeMEA.Offer = (decimal)_xt.FloatValue;
                break;

            case 4:
                _ddeMEA.High_possible_price = (decimal)_xt.FloatValue;
                break;

            case 5:
                _ddeMEA.Minimum_possible_price = (decimal)_xt.FloatValue;
                break;

            case 6:
                _ddeMEA.StepPrice = (decimal)_xt.FloatValue;
                break;

            case 7:
                _ddeMEA.Securyti = _xt.StringValue;
                break;

            case 8:
                _ddeMEA.ClassCode = _xt.StringValue;
                break;

            case 9:
                _ddeMEA.Time = _xt.StringValue;     // время последней сделки
                break;
            }
        }
Ejemplo n.º 9
0
            // Обработчик данных
            public override void ProcessTable(XlTable xt)
            {
                // Поступили новые данные из таблицы, настроенной для экспорта
                // в "Рабочую книгу" trades.

                // Все переданные данные содержатся в переменной xt, являющейся
                // экземпляром класса XlTable, который содержит методы для их
                // распаковки.

                // xt.Rows - кол-во строк, xt.Columns - кол-во столбцов в полученной
                // таблице. Для чтения одной ячейки таблицы служит метод
                // xt.ReadValue(), который после своего вызова устанавливает
                // свойства xt.ValueType - тип прочитанных данных и xt.*Value -
                // значение в ячейке. От Квика поступают данные двух типов:
                //  XlTable.BlockType.Float (double в C#)
                //  XlTable.BlockType.String (в C# тоже string)

                // Отобразим всю полученную информацию

                for (int row = 0; row < xt.Rows; row++)
                {
                    for (int col = 0; col < xt.Columns; col++)
                    {
                        xt.ReadValue();

                        switch (xt.ValueType)
                        {
                        case XlTable.BlockType.Float:
                            Console.Write("D:{0}\t", xt.FloatValue);
                            break;

                        case XlTable.BlockType.String:
                            Console.Write("S:{0}\t", xt.StringValue);
                            break;

                        default:
                            Console.Write("{0}:{1}\t", xt.ValueType, xt.WValue);
                            break;
                        }
                    }

                    Console.WriteLine();
                }
            }
Ejemplo n.º 10
0
        protected override void ProcessTable(XlTable xt)
        {
            DDeChannelsServiceEventArgs ddeServiceEventArgs = new DDeChannelsServiceEventArgs();

            ddeServiceEventArgs.SetCountRowsExport(xt.Rows);

            ObtainingDataStartedEvent(this, ddeServiceEventArgs);

            int xtRows = xt.Rows;

            for (int row = 0; row < xtRows; row++)
            {
                DDEChannelsMarketEventArgs ddeMarketEventArgs = new DDEChannelsMarketEventArgs();

                xt.ReadValue();
                ddeMarketEventArgs.Number = xt.FloatValue;

                xt.ReadValue();
                ddeMarketEventArgs.Securyti = xt.StringValue;

                xt.ReadValue();
                ddeMarketEventArgs.Price = (double)xt.FloatValue;

                xt.ReadValue();
                ddeMarketEventArgs.Date = xt.StringValue;

                xt.ReadValue();
                ddeMarketEventArgs.Time = xt.StringValue;

                xt.ReadValue();
                ddeMarketEventArgs.TimeMsc = xt.FloatValue;

                xt.ReadValue();
                ddeMarketEventArgs.Operation = xt.StringValue;

                xt.ReadValue();
                ddeMarketEventArgs.Quantity = (double)xt.FloatValue;

                LoadedLineEvent(this, ddeMarketEventArgs);
            }
            ObtainingDataCompletedEvent(this, ddeServiceEventArgs);
        }
Ejemplo n.º 11
0
        public Ticks GetTicks(XlTable xt, string topic, int timeFrameForFill)
        {
            //  TimeSpan time = DateTime.Now.AddSeconds(-timeFrameForFill).TimeOfDay;
            //  TimeSpan timeHistory = new TimeSpan(22, 00, 00);
            Ticks tics = new Ticks(topic);

            for (int i = 0; i < xt.Rows - 2; i++)
            {
                xt.ReadValue();
                xt.ReadValue();
                xt.ReadValue();
            }
            tics.date.Add(DateTime.Parse(xt.StringValue).TimeOfDay);
            xt.ReadValue();
            tics.price.Add(xt.FloatValue);
            xt.ReadValue();
            tics.count.Add((int)xt.FloatValue);

            /*
             * for (int i = 0; i < xt.Rows - 1; i++)
             * {
             *  xt.ReadValue();
             *  if ((DateTime.Parse(xt.StringValue).TimeOfDay) > time)
             *  {
             *      tics.date.Add(DateTime.Parse(xt.StringValue).TimeOfDay);
             *      xt.ReadValue();
             *      tics.price.Add(xt.FloatValue);
             *      xt.ReadValue();
             *      tics.count.Add((int)xt.FloatValue);
             *  }
             *  else
             *  {
             *      xt.ReadValue();
             *      xt.ReadValue();
             *  }
             * }*/
            return(tics);
        }
Ejemplo n.º 12
0
        // **********************************************************************

        // Обработчик данных
        public override void ProcessTable(XlTable xt)
        {
            // Учитывая, что это простой пример, в очередь будем
            // класть уже готовую для отображения строку.

            for (int row = 0; row < xt.Rows; row++)
            {
                sb.Clear();

                for (int col = 0; col < xt.Columns; col++)
                {
                    xt.ReadValue();

                    switch (xt.ValueType)
                    {
                    case XlTable.BlockType.Float:
                        sb.Append(xt.FloatValue);
                        break;

                    case XlTable.BlockType.String:
                        sb.Append(xt.StringValue);
                        break;

                    default:
                        sb.Append(xt.ValueType);
                        sb.Append(":");
                        sb.Append(xt.WValue);
                        break;
                    }

                    sb.Append("\t");
                }

                sb.AppendLine();

                Queue.Enqueue(sb.ToString());
            }
        }
Ejemplo n.º 13
0
        protected override void ProcessTable(XlTable xt)
        {
            ObtainingDataStartedEvent(this, EventArgs.Empty);

            int xtRows = xt.Rows;

            SetCountRowsExport(xtRows);

            for (int row = 0; row < xtRows; row++)
            {
                xt.ReadValue();
                Number = xt.FloatValue;

                xt.ReadValue();
                Security = xt.StringValue;

                xt.ReadValue();
                Price = (decimal)xt.FloatValue;

                xt.ReadValue();
                Date = xt.StringValue;

                xt.ReadValue();
                Time = xt.StringValue;

                xt.ReadValue();
                TimeMsk = xt.FloatValue.ToString();

                xt.ReadValue();
                Operation = xt.StringValue;

                xt.ReadValue();
                Quantity = (decimal)xt.FloatValue;

                LoadedLineEvent(this, EventArgs.Empty);
            }
            ObtainingDataCompletedEvent(this, EventArgs.Empty);
        }
        protected override void ProcessTable(XlTable xt)
        {
            DDeChannelsServiceEventArgs ddeServiceEventArgs = new DDeChannelsServiceEventArgs();

            ddeServiceEventArgs.SetCountRowsExport(xt.Rows);

            ObtainingDataStartedEvent(this, ddeServiceEventArgs);

            int xtRows = xt.Rows;

            for (int row = 0; row < xtRows; row++)
            {
                DDEChannelsMarketEventArgs ddeMarketEventArgs = new DDEChannelsMarketEventArgs();

                for (int col = 0; col < xt.Columns; col++)
                {
                    xt.ReadValue();
                    SetValues(xt, col, ddeMarketEventArgs);
                }
                LoadedLineEvent(this, ddeMarketEventArgs);
            }
            ObtainingDataCompletedEvent(this, ddeServiceEventArgs);
        }
Ejemplo n.º 15
0
        // **********************************************************************

        public override void ProcessTable(XlTable xt)
        {
            int row = 0;

            // ------------------------------------------------------------

            if (columnsUnknown)
            {
                cDate      = -1;
                cTime      = -1;
                cPrice     = -1;
                cQuantity  = -1;
                cOp        = -1;
                cSecCode   = -1;
                cClassCode = -1;

                for (int col = 0; col < xt.Columns; col++)
                {
                    xt.ReadValue();

                    if (xt.ValueType == XlTable.BlockType.String)
                    {
                        switch (xt.StringValue)
                        {
                        case cnDate:
                            cDate = col;
                            break;

                        case cnTime:
                            cTime = col;
                            break;

                        case cnPrice:
                            cPrice = col;
                            break;

                        case cnQuantity:
                            cQuantity = col;
                            break;

                        case cnOperation:
                            cOp = col;
                            break;

                        case cnSecCode:
                            cSecCode = col;
                            break;

                        case cnClassCode:
                            cClassCode = col;
                            break;
                        }
                    }
                }

                if (cDate < 0 ||
                    cTime < 0 ||
                    cPrice < 0 ||
                    cQuantity < 0 ||
                    cOp < 0 ||
                    cSecCode < 0 ||
                    cClassCode < 0)
                {
                    SetError("нет нужных столбцов");
                    return;
                }

                row++;
                columnsUnknown = false;
            }

            // ------------------------------------------------------------

            while (row++ < xt.Rows)
            {
                bool rowCorrect = true;

                string secCode   = string.Empty;
                string classCode = string.Empty;

                string date = string.Empty;
                string time = string.Empty;

                Tick t = new Tick();

                // ----------------------------------------------------------

                for (int col = 0; col < xt.Columns; col++)
                {
                    xt.ReadValue();

                    if (col == cDate)
                    {
                        if (xt.ValueType == XlTable.BlockType.String)
                        {
                            date = xt.StringValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cTime)
                    {
                        if (xt.ValueType == XlTable.BlockType.String)
                        {
                            time = xt.StringValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cPrice)
                    {
                        if (xt.ValueType == XlTable.BlockType.Float)
                        {
                            t.RawPrice = xt.FloatValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cQuantity)
                    {
                        if (xt.ValueType == XlTable.BlockType.Float)
                        {
                            t.Volume = (int)xt.FloatValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cOp)
                    {
                        if (xt.ValueType == XlTable.BlockType.String)
                        {
                            switch (xt.StringValue)
                            {
                            case strBuyOp:
                                t.Op = TradeOp.Buy;
                                break;

                            case strSellOp:
                                t.Op = TradeOp.Sell;
                                break;
                            }
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cSecCode)
                    {
                        if (xt.ValueType == XlTable.BlockType.String)
                        {
                            secCode = xt.StringValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cClassCode)
                    {
                        if (xt.ValueType == XlTable.BlockType.String)
                        {
                            classCode = xt.StringValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                }

                // ----------------------------------------------------------

                if (rowCorrect)
                {
                    if (DateTime.TryParseExact(date + time, dtFmt, dtFmtInfo,
                                               DateTimeStyles.None, out t.DateTime))
                    {
                        if (TickHandler != null)
                        {
                            TickHandler(Security.GetKey(secCode, classCode), t);
                        }
                    }
                    else
                    {
                        SetError("не распознан формат даты или времени");
                        return;
                    }
                }
                else
                {
                    SetError("ошибка в данных");
                    return;
                }

                // ----------------------------------------------------------
            }
        }
Ejemplo n.º 16
0
        // **********************************************************************

        public override void ProcessTable(XlTable xt)
        {
            int row = 0;

            // ------------------------------------------------------------

            if (columnsUnknown)
            {
                // -------------------проверка столбцов-----------------------------------
                cCode          = -1; cClassName = -1; cClassCode = -1; cOptionBase = -1; cTrdDateCode = -1; cMatDate = -1;
                cDaysToMatDate = -1; cTime = -1; cNumbids = -1; cNumoffers = -1; cBiddeptht = -1; cOfferdeptht = -1;
                cVoltoday      = -1; cValtoday = -1; cNumtrades = -1; cNumcontracts = -1; cSelldepo = -1; cBuydepo = -1;
                cChangetime    = -1; cOptionStrike = -1; cOptionType = -1; cVolatility = -1;


                for (int col = 0; col < xt.Columns; col++)
                {
                    xt.ReadValue();

                    if (xt.ValueType == XlTable.BlockType.String)
                    {
                        switch (xt.StringValue)
                        {
                        case cnCode:
                            cCode = col;
                            break;

                        case cnClassName:
                            cClassName = col;
                            break;

                        case cnClassCode:
                            cClassCode = col;
                            break;

                        case cnOptionBase:
                            cOptionBase = col;
                            break;

                        case cnTrdDateCode:
                            cTrdDateCode = col;
                            break;

                        case cnMatDate:
                            cMatDate = col;
                            break;

                        case cnDaysToMatDate:
                            cDaysToMatDate = col;
                            break;

                        case cnTime:
                            cTime = col;
                            break;

                        case cnNumbids:
                            cNumbids = col;
                            break;

                        case cnNumoffers:
                            cNumoffers = col;
                            break;

                        case cnBiddeptht:
                            cBiddeptht = col;
                            break;

                        case cnOfferdeptht:
                            cOfferdeptht = col;
                            break;

                        case cnVoltoday:
                            cVoltoday = col;
                            break;

                        case cnValtoday:
                            cValtoday = col;
                            break;

                        case cnNumtrades:
                            cNumtrades = col;
                            break;

                        case cnNumcontracts:
                            cNumcontracts = col;
                            break;

                        case cnSelldepo:
                            cSelldepo = col;
                            break;

                        case cnBuydepo:
                            cBuydepo = col;
                            break;

                        case cnChangetime:
                            cChangetime = col;
                            break;

                        case cnOptionStrike:
                            cOptionStrike = col;
                            break;

                        case cnOptionType:
                            cOptionType = col;
                            break;

                        case cnVolatility:
                            cVolatility = col;
                            break;
                        }
                    }
                }


                if (cCode < 0 || cClassName < 0 || cClassCode < 0 || cOptionBase < 0 || cTrdDateCode < 0 || cMatDate < 0 ||
                    cDaysToMatDate < 0 || cTime < 0 || cNumbids < 0 || cNumoffers < 0 || cBiddeptht < 0 || cOfferdeptht < 0 ||
                    cVoltoday < 0 || cValtoday < 0 || cNumtrades < 0 || cNumcontracts < 0 || cSelldepo < 0 || cBuydepo < 0 ||
                    cChangetime < 0 || cOptionStrike < 0 || cVolatility < 0)
                {
                    SetError("нет нужных столбцов");
                    return;
                }

                row++;
                columnsUnknown = false;
            }
            // ------------------------------------------------------------


            while (row++ < xt.Rows)
            {
                bool rowCorrect = true;

                string secCode   = string.Empty;
                string classCode = string.Empty;
                string className = string.Empty;

                string date = string.Empty;
                string time = string.Empty;

                string matDate = string.Empty;

                Setting s = new Setting();



                // ----------------------------------------------------------

                for (int col = 0; col < xt.Columns; col++)
                {
                    xt.ReadValue();

                    if (col == cCode)
                    {
                        if (xt.ValueType == XlTable.BlockType.String)
                        {
                            s.SecCode = xt.StringValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cClassName)
                    {
                        if (xt.ValueType == XlTable.BlockType.String)
                        {
                            s.ClassName = xt.StringValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cClassCode)
                    {
                        if (xt.ValueType == XlTable.BlockType.String)
                        {
                            s.ClassCode = xt.StringValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cOptionBase)
                    {
                        if (xt.ValueType == XlTable.BlockType.String)
                        {
                            s.OptionBase = xt.StringValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cTrdDateCode)
                    {
                        if (xt.ValueType == XlTable.BlockType.String)
                        {
                            date = xt.StringValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cChangetime) // cTime
                    {
                        if (xt.ValueType == XlTable.BlockType.String)
                        {
                            time = xt.StringValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cMatDate)
                    {
                        if (xt.ValueType == XlTable.BlockType.String)
                        {
                            matDate = xt.StringValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cDaysToMatDate)
                    {
                        if (xt.ValueType == XlTable.BlockType.Float)
                        {
                            s.DaysToMatDate = (int)xt.FloatValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cNumbids)
                    {
                        if (xt.ValueType == XlTable.BlockType.Float)
                        {
                            s.Numbids = (int)xt.FloatValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cNumoffers)
                    {
                        if (xt.ValueType == XlTable.BlockType.Float)
                        {
                            s.Numoffers = (int)xt.FloatValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cBiddeptht)
                    {
                        if (xt.ValueType == XlTable.BlockType.Float)
                        {
                            s.Biddeptht = (int)xt.FloatValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cOfferdeptht)
                    {
                        if (xt.ValueType == XlTable.BlockType.Float)
                        {
                            s.Offerdeptht = (int)xt.FloatValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cVoltoday)
                    {
                        if (xt.ValueType == XlTable.BlockType.Float)
                        {
                            s.Voltoday = (int)xt.FloatValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cValtoday)
                    {
                        if (xt.ValueType == XlTable.BlockType.Float)
                        {
                            s.Valtoday = xt.FloatValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cNumtrades)
                    {
                        if (xt.ValueType == XlTable.BlockType.Float)
                        {
                            s.Numtrades = (int)xt.FloatValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cNumcontracts)
                    {
                        if (xt.ValueType == XlTable.BlockType.Float)
                        {
                            s.Numcontracts = (int)xt.FloatValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cSelldepo)
                    {
                        if (xt.ValueType == XlTable.BlockType.Float)
                        {
                            s.Selldepo = xt.FloatValue;
                        }
                        else
                        if (xt.ValueType == XlTable.BlockType.String)
                        {
                            s.Strike = 0;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cBuydepo)
                    {
                        if (xt.ValueType == XlTable.BlockType.Float)
                        {
                            s.Buydepo = xt.FloatValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cOptionStrike)
                    {
                        if (xt.ValueType == XlTable.BlockType.Float)
                        {
                            s.Strike = xt.FloatValue;
                        }
                        else
                        if (xt.ValueType == XlTable.BlockType.String)
                        {
                            s.Strike = 0;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cOptionType)
                    {
                        if (xt.ValueType == XlTable.BlockType.String)
                        {
                            s.OptionType = xt.StringValue;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                    else if (col == cVolatility)
                    {
                        if (xt.ValueType == XlTable.BlockType.Float)
                        {
                            s.Volatility = xt.FloatValue;
                        }
                        else
                        if (xt.ValueType == XlTable.BlockType.String)
                        {
                            s.Volatility = 0;
                        }
                        else
                        {
                            rowCorrect = false;
                        }
                    }
                }

                // ----------------------------------------------------------



                if (rowCorrect)
                {
                    DateTime sMatDate = s.MatDate;
                    if (DateTime.TryParseExact(matDate, "dd.MM.yyyy", dtFmtInfo,
                                               DateTimeStyles.None, out sMatDate))
                    {
                        s.MatDate = sMatDate;
                    }
                    else
                    {
                        SetError("не распознан формат даты или времени");
                        return;
                    }

                    DateTime sDateTime = s.DateTime;
                    if (DateTime.TryParseExact(date + time, dtFmt, dtFmtInfo,
                                               DateTimeStyles.None, out sDateTime))
                    {
                        s.DateTime = sDateTime;
                        if (SettingsHandler != null)
                        {
                            SettingsHandler(s);
                        }
                    }
                    else
                    {
                        SetError("не распознан формат даты или времени");
                        return;
                    }
                }
                else
                {
                    SetError("ошибка в данных");
                    return;
                }

                // ----------------------------------------------------------
            }
        }
Ejemplo n.º 17
0
        // **********************************************************************

        public override void ProcessTable(XlTable xt)
        {
            if (xt.Rows < 3)
            {
                SetError("стакан пуст");
                return;
            }

            // ------------------------------------------------------------

            int cAskVolume = -1, cBidVolume = -1, cPrice = -1;

            for (int col = 0; col < xt.Columns; col++)
            {
                xt.ReadValue();

                if (xt.ValueType == XlTable.BlockType.String)
                {
                    switch (xt.StringValue)
                    {
                    case cnAskVolume:
                        cAskVolume = col;
                        break;

                    case cnBidVolume:
                        cBidVolume = col;
                        break;

                    case cnPrice:
                        cPrice = col;
                        break;
                    }
                }
            }

            if (cAskVolume < 0 || cBidVolume < 0 || cPrice < 0)
            {
                SetError("нет нужных столбцов");
                return;
            }

            // ------------------------------------------------------------

            Quote[] quotes = new Quote[xt.Rows - 1];
            int     ask = -1, bid = -1;

            // ------------------------------------------------------------

            for (int row = 0; row < quotes.Length; row++)
            {
                int p = 0, av = 0, bv = 0, sc = 0;

                for (int col = 0; col < xt.Columns; col++)
                {
                    xt.ReadValue();

                    switch (xt.ValueType)
                    {
                    case XlTable.BlockType.Float:
                        if (col == cAskVolume)
                        {
                            av = (int)xt.FloatValue;
                        }
                        else if (col == cBidVolume)
                        {
                            bv = (int)xt.FloatValue;
                        }
                        else if (col == cPrice)
                        {
                            p = Price.GetInt(xt.FloatValue);
                        }
                        break;

                    case XlTable.BlockType.String:
                        sc++;
                        break;
                    }
                }

                if (p <= 0)
                {
                    if (sc == xt.Columns)
                    {
                        break;
                    }
                    else
                    {
                        SetError("ошибка в данных");
                        return;
                    }
                }

                if (av > 0)
                {
                    ask = row;

                    quotes[row] = new Quote(p, av, QuoteType.Ask);
                }
                else if (bv > 0)
                {
                    if (bid == -1)
                    {
                        bid = row;
                    }

                    quotes[row] = new Quote(p, bv, QuoteType.Bid);
                }
                else
                {
                    SetError("нет объема");
                    return;
                }
            }

            // ------------------------------------------------------------

            if (quotes[0].Price <= quotes[1].Price)
            {
                SetError("стакан перевернут");
                return;
            }

            if (ask == -1 || bid == -1)
            {
                SetError("неполный спред");
                return;
            }

            // ------------------------------------------------------------

            quotes[ask].Type = QuoteType.BestAsk;
            quotes[bid].Type = QuoteType.BestBid;

            if (StockHandler != null)
            {
                StockHandler(quotes, new Spread(quotes[ask].Price, quotes[bid].Price));
            }
        }
 // abstract metods
 protected abstract void SetValues(XlTable _xt, int _col, DDEChannelsMarketEventArgs _ddeMEA);