public CompressorTaskViewItem(CompressorTaskItem item) : base(new string[4])
{
this.item = item;
this.UpdateValues();
}
private void UpdateTaskViewItem(CompressorTaskItem item)
{
this.Invoke((Action)(() => this.taskViewItems[item].UpdateValues()));
}
private void PerformTask(CompressorTaskItem item)
{
this.SetCurrentTaskTitle(item.Title);
this.SetCurrentProgress(0);
item.Status = CompressorTaskStatus.Processing;
this.UpdateTaskViewItem(item);
try
{
string str;
if (item.Task.BarTypeSize.BarType == BarType.Time && item.Task.BarTypeSize.BarSize == 86400)
{
str = string.Format("{0}{1}{2}", (object)((FIXInstrument)item.Task.Instrument).Symbol, '.', "Daily");
}
else
{
str = string.Format("{0}{1}{2}{1}{3}{1}{4}", (object)((FIXInstrument)item.Task.Instrument).Symbol, '.', "Bar", item.Task.BarTypeSize.BarType, item.Task.BarTypeSize.BarSize);
}
IDataSeries barSeries = DataManager.Server.GetDataSeries(str);
if (barSeries == null)
{
barSeries = DataManager.Server.AddDataSeries(str);
}
else
{
switch (item.Task.ExistentDataSeries)
{
case ExistentDataSeries.Overwrite:
barSeries.Clear();
break;
case ExistentDataSeries.Skip:
item.Status = CompressorTaskStatus.Done;
item.Message = "Bar series already exists - task aborted.";
return;
}
}
int compressedBars = 0;
BarCompressor compressor = BarCompressor.GetCompressor(item.Task.BarTypeSize, item.Task.DataSource);
compressor.NewCompressedBar += (EventHandler <CompressedBarEventArgs>)((sender, args) =>
{
barSeries.Update(args.Bar.DateTime, args.Bar);
++compressedBars;
});
int count = item.Task.InputSeries.Count;
int num1 = 0;
for (int index = 0; index < count; ++index)
{
IDataObject idataObject = (IDataObject)item.Task.InputSeries[index];
BarDataItemList items = new BarDataItemList();
switch (item.Task.DataSource.Input)
{
case DataSourceInput.Trade:
Trade trade = (Trade)idataObject;
items.Add(new BarDataItem(trade.Price, (long)trade.Size));
break;
case DataSourceInput.Bid:
Quote quote1 = (Quote)idataObject;
items.Add(new BarDataItem(quote1.Bid, (long)quote1.BidSize));
break;
case DataSourceInput.Ask:
Quote quote2 = (Quote)idataObject;
items.Add(new BarDataItem(quote2.Ask, (long)quote2.AskSize));
break;
case DataSourceInput.BidAsk:
Quote quote3 = (Quote)idataObject;
items.Add(new BarDataItem(quote3.Bid, (long)quote3.BidSize));
items.Add(new BarDataItem(quote3.Ask, (long)quote3.AskSize));
break;
case DataSourceInput.Middle:
Quote quote4 = (Quote)idataObject;
items.Add(new BarDataItem((quote4.Bid + quote4.Ask) / 2.0, (long)((quote4.BidSize + quote4.AskSize) / 2)));
break;
case DataSourceInput.Spread:
Quote quote5 = (Quote)idataObject;
items.Add(new BarDataItem(quote5.Ask - quote5.Bid));
break;
case DataSourceInput.Bar:
Bar bar = (Bar)idataObject;
items.Add(new BarDataItem(bar.Open, bar.Volume, bar.OpenInt));
items.Add(new BarDataItem(bar.High));
items.Add(new BarDataItem(bar.Low));
items.Add(new BarDataItem(bar.Close));
break;
}
compressor.Add(new CompressorDataItem(idataObject.DateTime, items));
int num2 = (index + 1) * 100 / count;
if (num2 > num1)
{
num1 = num2;
this.SetCurrentProgress(num2);
}
if (this.doStop)
{
break;
}
}
compressor.Flush();
barSeries.Flush();
if (this.doStop)
{
item.Status = CompressorTaskStatus.Done;
item.Result = CompressorTaskResult.Error;
item.Message = "Aborted by user.";
}
else
{
item.Status = CompressorTaskStatus.Done;
item.Result = CompressorTaskResult.Success;
item.Message = string.Format("Compressed: {0} - > {1}", (object)count.ToString("n0"), (object)compressedBars.ToString("n0"));
}
}
catch (Exception ex)
{
item.Status = CompressorTaskStatus.Done;
item.Result = CompressorTaskResult.Error;
item.Message = ex.Message;
}
finally
{
this.UpdateTaskViewItem(item);
}
}
private void UpdateTaskViewItem(CompressorTaskItem item)
{
this.Invoke((Action) (() => this.taskViewItems[item].UpdateValues()));
}
private void PerformTask(CompressorTaskItem item)
{
this.SetCurrentTaskTitle(item.Title);
this.SetCurrentProgress(0);
item.Status = CompressorTaskStatus.Processing;
this.UpdateTaskViewItem(item);
try
{
string str;
if (item.Task.BarTypeSize.BarType == BarType.Time && item.Task.BarTypeSize.BarSize == 86400)
str = string.Format("{0}{1}{2}", (object) ((FIXInstrument) item.Task.Instrument).Symbol, '.', "Daily");
else
str = string.Format("{0}{1}{2}{1}{3}{1}{4}", (object) ((FIXInstrument) item.Task.Instrument).Symbol, '.', "Bar", item.Task.BarTypeSize.BarType, item.Task.BarTypeSize.BarSize);
IDataSeries barSeries = DataManager.Server.GetDataSeries(str);
if (barSeries == null)
{
barSeries = DataManager.Server.AddDataSeries(str);
}
else
{
switch (item.Task.ExistentDataSeries)
{
case ExistentDataSeries.Overwrite:
barSeries.Clear();
break;
case ExistentDataSeries.Skip:
item.Status = CompressorTaskStatus.Done;
item.Message = "Bar series already exists - task aborted.";
return;
}
}
int compressedBars = 0;
BarCompressor compressor = BarCompressor.GetCompressor(item.Task.BarTypeSize, item.Task.DataSource);
compressor.NewCompressedBar += (EventHandler<CompressedBarEventArgs>) ((sender, args) =>
{
barSeries.Update(args.Bar.DateTime, args.Bar);
++compressedBars;
});
int count = item.Task.InputSeries.Count;
int num1 = 0;
for (int index = 0; index < count; ++index)
{
IDataObject idataObject = (IDataObject) item.Task.InputSeries[index];
BarDataItemList items = new BarDataItemList();
switch (item.Task.DataSource.Input)
{
case DataSourceInput.Trade:
Trade trade = (Trade) idataObject;
items.Add(new BarDataItem(trade.Price, (long) trade.Size));
break;
case DataSourceInput.Bid:
Quote quote1 = (Quote) idataObject;
items.Add(new BarDataItem(quote1.Bid, (long) quote1.BidSize));
break;
case DataSourceInput.Ask:
Quote quote2 = (Quote) idataObject;
items.Add(new BarDataItem(quote2.Ask, (long) quote2.AskSize));
break;
case DataSourceInput.BidAsk:
Quote quote3 = (Quote) idataObject;
items.Add(new BarDataItem(quote3.Bid, (long) quote3.BidSize));
items.Add(new BarDataItem(quote3.Ask, (long) quote3.AskSize));
break;
case DataSourceInput.Middle:
Quote quote4 = (Quote) idataObject;
items.Add(new BarDataItem((quote4.Bid + quote4.Ask) / 2.0, (long) ((quote4.BidSize + quote4.AskSize) / 2)));
break;
case DataSourceInput.Spread:
Quote quote5 = (Quote) idataObject;
items.Add(new BarDataItem(quote5.Ask - quote5.Bid));
break;
case DataSourceInput.Bar:
Bar bar = (Bar) idataObject;
items.Add(new BarDataItem(bar.Open, bar.Volume, bar.OpenInt));
items.Add(new BarDataItem(bar.High));
items.Add(new BarDataItem(bar.Low));
items.Add(new BarDataItem(bar.Close));
break;
}
compressor.Add(new CompressorDataItem(idataObject.DateTime, items));
int num2 = (index + 1) * 100 / count;
if (num2 > num1)
{
num1 = num2;
this.SetCurrentProgress(num2);
}
if (this.doStop)
break;
}
compressor.Flush();
barSeries.Flush();
if (this.doStop)
{
item.Status = CompressorTaskStatus.Done;
item.Result = CompressorTaskResult.Error;
item.Message = "Aborted by user.";
}
else
{
item.Status = CompressorTaskStatus.Done;
item.Result = CompressorTaskResult.Success;
item.Message = string.Format("Compressed: {0} - > {1}", (object) count.ToString("n0"), (object) compressedBars.ToString("n0"));
}
}
catch (Exception ex)
{
item.Status = CompressorTaskStatus.Done;
item.Result = CompressorTaskResult.Error;
item.Message = ex.Message;
}
finally
{
this.UpdateTaskViewItem(item);
}
}
public CompressorTaskViewItem(CompressorTaskItem item) : base(new string[4])
{
this.item = item;
this.UpdateValues();
}
