private void SaveOandaCandle(CandlestickDao dao, OandaCandle oandaCandle)
{
var entity = dao.CreateNewEntity();
entity.Instrument = this.Instrument;
entity.Granularity = this.Granularity;
entity.DateTime = oandaCandle.DateTime;
entity.Open = oandaCandle.openMid;
entity.High = oandaCandle.highMid;
entity.Low = oandaCandle.lowMid;
entity.Close = oandaCandle.closeMid;
entity.Volume = oandaCandle.volume;
try {
entity.Save();
} catch (NpgsqlException e) {
if (e.Code == "23505")
{
Console.WriteLine(e.Message);
throw new RetryException();
}
else
{
throw e;
}
}
}
private void SaveNullCandle(CandlestickDao dao, DateTime t)
{
var entity = dao.CreateNewEntity();
entity.Instrument = this.Instrument;
entity.Granularity = this.Granularity;
entity.DateTime = t;
entity.Open = 0;
entity.High = 0;
entity.Low = 0;
entity.Close = 0;
entity.Volume = 0;
try {
entity.Save();
} catch (NpgsqlException e) {
if (e.Code == "23505")
{
Console.WriteLine(e.Message);
throw new RetryException();
}
else
{
throw e;
}
}
}
public IEnumerable <Candlestick> Execute()
{
List <Candlestick> result = new List <Candlestick>();
TimeSpan granularitySpan = GetGranularitySpan();
if (Count != -1)
{
End = Start.AddTicks(granularitySpan.Ticks * Count);
}
var dao = new CandlestickDao();
while (true)
{
try {
using (var transaction = DBUtils.GetConnection().BeginTransaction()) {
DateTime t = GetAlignTime(Start);
foreach (var entity in dao.GetBy(Instrument, Granularity, t, End).ToList())
{
if (entity.DateTime != t)
{
foreach (var oandaCandle in GetCandles(t, entity.DateTime.AddSeconds(-1)))
{
t = SaveAndAdd(result, granularitySpan, dao, t, oandaCandle);
}
FillNullCandles(result, granularitySpan, dao, t, entity.DateTime);
t = entity.DateTime;
}
result.Add(entity.Candlestick);
t = t.Add(granularitySpan);
}
if (t < End)
{
foreach (var oandaCandle in GetCandles(t, End))
{
t = SaveAndAdd(result, granularitySpan, dao, t, oandaCandle);
}
FillNullCandles(result, granularitySpan, dao, t, End);
}
transaction.Commit();
}
break;
} catch (RetryException) {
continue;
}
}
return(result);
}
private void SaveOandaCandle(CandlestickDao dao, OandaCandle oandaCandle)
{
var entity = dao.CreateNewEntity();
entity.Instrument = this.Instrument;
entity.Granularity = this.Granularity;
entity.DateTime = oandaCandle.DateTime;
entity.Open = oandaCandle.openMid;
entity.High = oandaCandle.openMid;
entity.Low = oandaCandle.openMid;
entity.Close = oandaCandle.openMid;
entity.Volume = oandaCandle.volume;
entity.Save();
}
public IEnumerable <Candlestick> Execute()
{
List <Candlestick> result = new List <Candlestick>();
TimeSpan granularitySpan = GetGranularitySpan();
if (Count != -1)
{
End = Start.AddTicks(granularitySpan.Ticks * Count);
}
var dao = new CandlestickDao();
using (var transaction = DBUtils.GetConnection().BeginTransaction()) {
DateTime t = GetAlignTime(Start);
foreach (var entity in dao.GetBy(Instrument, Granularity, t, End).ToList())
{
if (entity.DateTime != t)
{
foreach (var oandaCandle in GetCandles(t, entity.DateTime.AddSeconds(-1)))
{
SaveOandaCandle(dao, oandaCandle);
result.Add(oandaCandle.Candlestick);
}
t = entity.DateTime;
}
result.Add(entity.Candlestick);
t = t.Add(granularitySpan);
}
if (t < End)
{
foreach (var oandaCandle in GetCandles(t, End))
{
SaveOandaCandle(dao, oandaCandle);
result.Add(oandaCandle.Candlestick);
}
}
transaction.Commit();
}
return(result);
}
private DateTime SaveAndAdd(List <Candlestick> result, TimeSpan granularitySpan, CandlestickDao dao, DateTime t, OandaCandle oandaCandle)
{
while (t < oandaCandle.DateTime)
{
SaveNullCandle(dao, t);
result.Add(new Candlestick()
{
DateTime = t, Open = 0
});
t = t.Add(granularitySpan);
}
SaveOandaCandle(dao, oandaCandle);
result.Add(oandaCandle.Candlestick);
t = t.Add(granularitySpan);
return(t);
}
private void FillNullCandles(List <Candlestick> result, TimeSpan granularitySpan, CandlestickDao dao, DateTime t, DateTime endTime)
{
while (t < endTime)
{
SaveNullCandle(dao, t);
result.Add(new Candlestick()
{
DateTime = t, Open = 0
});
t = t.Add(granularitySpan);
}
}