/// <summary>
/// Load historical data into bars
/// </summary>
/// <param name="bars">Bars object</param>
/// <param name="insStoreID">InsStote Id</param>
/// <param name="date1">First date (without time)</param>
/// <param name="date2">Last date (without time)</param>
/// <returns>Async task</returns>
public Task LoadHistoryAsync(BarRow bars, int insStoreID, DateTime date1, DateTime date2)
{
if (date2 == DateTime.MaxValue)
{
date2 = date2.AddDays(-1);
}
int d1 = StorageLib.ToDbTime(date1.Date);
int d2 = StorageLib.ToDbTime(date2.Date.AddDays(1));
return(Task.Run(() =>
{
var loadedBars = _da.DbContext.Table <BarHistory>()
.Where(b => b.InsStoreID == insStoreID && b.Time >= d1 && b.Time < d2)
.OrderBy(b => b.Time);
bars.SuspendEvents();
foreach (var bar in loadedBars)
{
bars.AddTick(StorageLib.ToDateTime(bar.Time), bar.OpenPrice, 0);
bars.AddTick(StorageLib.ToDateTime(bar.Time), bar.HighPrice, 0);
bars.AddTick(StorageLib.ToDateTime(bar.Time), bar.LowPrice, 0);
bars.AddTick(StorageLib.ToDateTime(bar.Time), bar.ClosePrice, bar.Volume);
}
bars.CloseLastBar();
bars.ResumeEvents();
}));
}
/// <summary>
/// Get Orders list
/// </summary>
/// <param name="accountID">account Id</param>
/// <param name="isActiveOnly">true - active orders only, false - all orders</param>
/// <param name="idFrom">From orderId</param>
/// <returns>Orders list</returns>
public IEnumerable <CommonData.Order> GetOrders(int accountID, bool isActiveOnly, int idFrom)
{
List <CommonData.Order> orders = new List <CommonData.Order>();
var db_allOrders = _da.DbContext.Table <Order>().Where(r => r.AccountID == accountID && r.OrderID >= idFrom);
List <Order> db_orders;
if (isActiveOnly)
{
db_orders = db_allOrders.Where(r => (OrderStatus)r.Status == OrderStatus.Active).ToList();
}
else
{
db_orders = db_allOrders.ToList();
}
foreach (var db_order in db_orders)
{
var order = new CommonData.Order()
{
OrderID = db_order.OrderID,
Time = StorageLib.ToDateTime(db_order.Time),
InsID = db_order.InsID,
BuySell = (BuySell)db_order.BuySell,
LotCount = db_order.LotCount,
Price = db_order.Price,
Status = (OrderStatus)db_order.Status,
AccountID = db_order.AccountID,
StopOrderID = db_order.StopOrderID,
OrderNo = db_order.OrderNo
};
orders.Add(order);
}
return(orders);
}
/// <summary>
/// Get stopOrder by stopOrderNo
/// </summary>
/// <param name="stopOrderNo">StopOrderNo</param>
/// <returns>StopOrder</returns>
public CommonData.StopOrder GetStopOrder(long stopOrderNo)
{
var db_stopOrder = _da.DbContext.Table <StopOrder>().FirstOrDefault(r => r.StopOrderNo == stopOrderNo);
if (db_stopOrder == null)
{
return(null);
}
return(new CommonData.StopOrder()
{
StopOrderID = db_stopOrder.StopOrderID,
Time = StorageLib.ToDateTime(db_stopOrder.Time),
InsID = db_stopOrder.InsID,
BuySell = (BuySell)db_stopOrder.BuySell,
StopType = (StopOrderType)db_stopOrder.StopType,
EndTime = StorageLib.ToDateTime(db_stopOrder.EndTime),
AlertPrice = db_stopOrder.AlertPrice,
Price = db_stopOrder.Price,
LotCount = db_stopOrder.LotCount,
Status = (StopOrderStatus)db_stopOrder.Status,
AccountID = db_stopOrder.AccountID,
CompleteTime = StorageLib.ToDateTime(db_stopOrder.CompleteTime),
StopOrderNo = db_stopOrder.StopOrderNo
});
}
/// <summary>
/// Get free days (weekends)
/// </summary>
/// <param name="insStoreID">InsStore Id</param>
/// <returns>Weekends (without time)</returns>
public IEnumerable <DateTime> GetFreeDays(int insStoreID)
{
List <DBModel.InsStoreFreeDays> freeDays;
freeDays = _da.DbContext.Table <InsStoreFreeDays>()
.Where(s => s.InsStoreID == insStoreID)
.OrderBy(p => p.Date)
.ToList();
return(freeDays.Select(p => StorageLib.ToDateTime(p.Date)).ToList());
}
/// <summary>
/// Get all InsStore periods by InsStoreId
/// </summary>
/// <param name="insStoreID">InsStore Id</param>
/// <returns>Periods</returns>
public IEnumerable <InsStorePeriod> GetPeriods(int insStoreID)
{
List <DBModel.InsStorePeriods> periods;
periods = _da.DbContext.Table <InsStorePeriods>()
.Where(s => s.InsStoreID == insStoreID)
.OrderBy(p => p.StartDate)
.ToList();
return(periods.Select(p => new InsStorePeriod(StorageLib.ToDateTime(p.StartDate), StorageLib.ToDateTime(p.EndDate), p.IsLastDirty)).ToList());
}
/// <summary>
/// Get Orders list by ids
/// </summary>
/// <param name="ids">Order ids list</param>
/// <returns>Orders list</returns>
public IEnumerable <CommonData.Order> GetOrdersByIds(int[] ids)
{
var db_allOrders = _da.DbContext.Table <Order>().Where(r => ids.Contains(r.OrderID)).ToList();
return((from ord in db_allOrders
select new CommonData.Order()
{
OrderID = ord.OrderID,
Time = StorageLib.ToDateTime(ord.Time),
InsID = ord.InsID,
BuySell = (BuySell)ord.BuySell,
LotCount = ord.LotCount,
Price = ord.Price,
Status = (OrderStatus)ord.Status,
AccountID = ord.AccountID,
StopOrderID = ord.StopOrderID,
OrderNo = ord.OrderNo
}).ToList());
}
public IEnumerable <Trade> GetTradeList(int accountID)
{
using (var db = new LeechDAContext(_options))
{
var list = db.Trade.Where(r => r.AccountID == accountID);
return(list.Select(r => new Trade()
{
TradeID = r.TradeID,
OrderID = r.OrderID,
Time = StorageLib.ToDateTime(r.Time),
InsID = r.InsID,
BuySell = (BuySell)r.BuySell,
LotCount = r.LotCount,
Price = r.Price,
AccountID = r.AccountID,
Comm = r.Comm,
TradeNo = r.TradeNo
}).ToList());
}
}
public IEnumerable <Order> GetOrderList(int accountID)
{
using (var db = new LeechDAContext(_options))
{
var list = db.Order.Where(r => r.AccountID == accountID);
return(list.Select(r => new Order()
{
OrderID = r.OrderID,
Time = StorageLib.ToDateTime(r.Time),
InsID = r.InsID,
BuySell = (BuySell)r.BuySell,
LotCount = r.LotCount,
Price = r.Price,
Status = (OrderStatus)r.Status,
AccountID = r.AccountID,
StopOrderID = r.StopOrderID,
OrderNo = r.OrderNo
}).ToList());
}
}
/// <summary>
/// Get StopOrders list
/// </summary>
/// <param name="ids">StopOrderId list</param>
/// <returns>StopOrders list</returns>
public IEnumerable <CommonData.StopOrder> GetStopOrdersByIds(int[] ids)
{
var db_stopOrders = _da.DbContext.Table <StopOrder>().Where(r => ids.Contains(r.StopOrderID)).ToList();
return((from ord in db_stopOrders
select new CommonData.StopOrder()
{
StopOrderID = ord.StopOrderID,
Time = StorageLib.ToDateTime(ord.Time),
InsID = ord.InsID,
BuySell = (BuySell)ord.BuySell,
StopType = (StopOrderType)ord.StopType,
EndTime = StorageLib.ToDateTime(ord.EndTime),
AlertPrice = ord.AlertPrice,
Price = ord.Price,
LotCount = ord.LotCount,
Status = (StopOrderStatus)ord.Status,
AccountID = ord.AccountID,
CompleteTime = StorageLib.ToDateTime(ord.CompleteTime),
StopOrderNo = ord.StopOrderNo
}).ToList());
}
/// <summary>
/// Get StopOrders list
/// </summary>
/// <param name="accountID">account Id</param>
/// <param name="isActiveOnly">true - active stop orders only, false - all stop orders</param>
/// <param name="idFrom">From StopOrderID</param>
/// <returns>StopOrders list</returns>
public IEnumerable <CommonData.StopOrder> GetStopOrders(int accountID, bool isActiveOnly, int idFrom)
{
List <CommonData.StopOrder> stopOrders = new List <CommonData.StopOrder>();
var db_allStopOrders = _da.DbContext.Table <StopOrder>().Where(r => r.AccountID == accountID && r.StopOrderID >= idFrom);
List <StopOrder> db_stopOrders;
if (isActiveOnly)
{
db_stopOrders = db_allStopOrders.Where(r => (StopOrderStatus)r.Status == StopOrderStatus.Active).ToList();
}
else
{
db_stopOrders = db_allStopOrders.ToList();
}
foreach (var db_stopOrder in db_stopOrders)
{
var stopOrder = new CommonData.StopOrder()
{
StopOrderID = db_stopOrder.StopOrderID,
Time = StorageLib.ToDateTime(db_stopOrder.Time),
InsID = db_stopOrder.InsID,
BuySell = (BuySell)db_stopOrder.BuySell,
StopType = (StopOrderType)db_stopOrder.StopType,
EndTime = StorageLib.ToDateTime(db_stopOrder.EndTime),
AlertPrice = db_stopOrder.AlertPrice,
Price = db_stopOrder.Price,
LotCount = db_stopOrder.LotCount,
Status = (StopOrderStatus)db_stopOrder.Status,
AccountID = db_stopOrder.AccountID,
CompleteTime = StorageLib.ToDateTime(db_stopOrder.CompleteTime),
StopOrderNo = db_stopOrder.StopOrderNo
};
stopOrders.Add(stopOrder);
}
return(stopOrders);
}
/// <summary>
/// Get Cashflows by account Id
/// </summary>
/// <param name="accountID">Account Id</param>
/// <returns>Cashflows list</returns>
public IEnumerable <CommonData.Cashflow> GetCashflows(int accountID)
{
List <CommonData.Cashflow> cashflows = new List <CommonData.Cashflow>();
var db_cashflows = _da.DbContext.Table <Cashflow>().Where(r => r.AccountID == accountID).ToList();
foreach (var db_cashflow in db_cashflows)
{
var cashflow = new CommonData.Cashflow()
{
CashflowID = db_cashflow.CashflowID,
Summa = db_cashflow.Summa,
Time = StorageLib.ToDateTime(db_cashflow.Time),
TradeID = db_cashflow.TradeID,
Spend = (CashflowSpend)db_cashflow.Spend,
AccountID = db_cashflow.AccountID
};
cashflows.Add(cashflow);
}
return(cashflows);
}
/// <summary>
/// Get Trades by account, date and id.
/// </summary>
/// <param name="accountID">Account</param>
/// <param name="dateFrom">From date-time (or null)</param>
/// <param name="idFrom">From tradeId (or zero)</param>
/// <returns>Trade list</returns>
public IEnumerable <CommonData.Trade> GetTrades(int accountID, DateTime?dateFrom, int idFrom)
{
List <CommonData.Trade> trades = new List <CommonData.Trade>();
List <Trade> db_trades;
var db_alltrades = _da.DbContext.Table <Trade>().Where(r => r.AccountID == accountID && r.TradeID >= idFrom);
if (dateFrom != null)
{
int df = StorageLib.ToDbTime(dateFrom.Value);
db_trades = db_alltrades.Where(r => r.Time >= df).ToList();
}
else
{
db_trades = db_alltrades.ToList();
}
foreach (var db_trade in db_trades)
{
var trade = new CommonData.Trade()
{
TradeID = db_trade.TradeID,
OrderID = db_trade.OrderID,
Time = StorageLib.ToDateTime(db_trade.Time),
InsID = db_trade.InsID,
BuySell = (BuySell)db_trade.BuySell,
LotCount = db_trade.LotCount,
Price = db_trade.Price,
AccountID = db_trade.AccountID,
Comm = db_trade.Comm,
TradeNo = db_trade.TradeNo
};
trades.Add(trade);
}
return(trades);
}
public IEnumerable <StopOrder> GetStopOrderList(int accountID)
{
using (var db = new LeechDAContext(_options))
{
var list = db.StopOrder.Where(r => r.AccountID == accountID);
return(list.Select(r => new StopOrder()
{
StopOrderID = r.StopOrderID,
Time = StorageLib.ToDateTime(r.Time),
InsID = r.InsID,
BuySell = (BuySell)r.BuySell,
StopType = (StopOrderType)r.StopType,
EndTime = StorageLib.ToDateTime(r.EndTime),
AlertPrice = r.AlertPrice,
Price = r.Price,
LotCount = r.LotCount,
Status = (StopOrderStatus)r.Status,
AccountID = r.AccountID,
CompleteTime = StorageLib.ToDateTime(r.CompleteTime),
StopOrderNo = r.StopOrderNo
}).ToList());
}
}
/// <summary>
/// Get order by orderNo
/// </summary>
/// <param name="orderNo">OrderNo</param>
/// <returns>Order or null if not found</returns>
public CommonData.Order GetOrder(long orderNo)
{
List <CommonData.Order> orders = new List <CommonData.Order>();
var db_order = _da.DbContext.Table <Order>().FirstOrDefault(r => r.OrderNo == orderNo);
if (db_order == null)
{
return(null);
}
return(new CommonData.Order()
{
OrderID = db_order.OrderID,
Time = StorageLib.ToDateTime(db_order.Time),
InsID = db_order.InsID,
BuySell = (BuySell)db_order.BuySell,
LotCount = db_order.LotCount,
Price = db_order.Price,
Status = (OrderStatus)db_order.Status,
AccountID = db_order.AccountID,
StopOrderID = db_order.StopOrderID,
OrderNo = db_order.OrderNo
});
}