/// <summary>
/// build index for an entire folder
/// </summary>
/// <param name="folder"></param>
public HistSimIndexPlay(string folder, int interval)
{
_folder = folder + "\\";
string[,] tfi = Util.TickFileIndex(folder, TikConst.WILDCARD_EXT);
// see if we have index
string fn;
HistSimIndex hsi;
_extdebug = tfi.GetLength(0) > 500;
edebug("checking for index for: " + tfi.GetLength(0) + "-sized simulation.");
if (HistSimIndex.HaveIndex(folder, tfi, interval, out fn))
{
edebug("index found.");
hsi = HistSimIndex.FromFile(fn);
hsi.GotDebug += new DebugDelegate(debug);
}
else if (HistSimIndex.BuildIndex(folder, tfi, out hsi, true, true, interval, debug))
{
edebug("Index built successfully. ");
}
else
{
debug("Error building index.");
return;
}
myhsi = hsi;
_reader.DoWork += new DoWorkEventHandler(_reader_DoWork);
_reader.WorkerSupportsCancellation = true;
hsip_avail = hsi.Playindex.Length;
checkindex();
}
public HistSimIndexPlay(string folder, TickFileFilter tff, int interval, DebugDelegate deb)
{
if (deb != null)
{
GotDebug += deb;
}
_folder = folder + "\\";
// see if we have index
string fn;
HistSimIndex hsi;
debug("getting tickfiles, please wait...");
string[,] total = tff.bUseCSV ? ChimeraDataUtils.TickFileIndex(folder, "*_trades.csv", true)
: Util.TickFileIndex(folder, TikConst.WILDCARD_EXT, false);
debug("found " + total.GetLength(0).ToString("N0") + " tickfiles");
string[,] filtered = tff.AllowsIndexAndSize(total);
debug("post-filter: " + filtered.GetLength(0).ToString("N0") + ", checking for index...");
if (HistSimIndex.HaveIndex(folder, filtered, out fn, deb, tff.bUseCSV))
{
debug("index found, starting load: " + fn);
hsi = HistSimIndex.FromFile(fn, debug);
if (hsi == null)
{
debug("unable to load index.");
return;
}
hsi.GotDebug += new DebugDelegate(debug);
}
else if (HistSimIndex.BuildIndex(folder, filtered, out hsi, true, true, interval, debug, tff.bUseCSV))
{
debug("Index built successfully, ready to play.");
}
else
{
debug("Error building index...");
return;
}
_reader.DoWork += new DoWorkEventHandler(_reader_DoWork);
_reader.WorkerSupportsCancellation = true;
myhsi = hsi;
hsip_avail = hsi.Playindex.Length;
checkindex();
}
public HistSimIndexPlay(string[] dataset, string folder, int interval, DebugDelegate deb)
{
if (deb != null)
{
GotDebug += deb;
}
if (dataset.Length < 1)
{
debug("Empty data set, quitting...");
return;
}
_folder = folder;
// get index of set
string[,] tfi = GetTickIndex(dataset, false, folder);
_extdebug = tfi.GetLength(0) > 500;
// see if we have index
string fn;
HistSimIndex hsi;
edebug("checking for index");
if (HistSimIndex.HaveIndex(folder, tfi, interval, out fn))
{
edebug("index found.");
hsi = HistSimIndex.FromFile(fn);
hsi.GotDebug += new DebugDelegate(debug);
}
else if (HistSimIndex.BuildIndex(folder, tfi, out hsi, true, true, interval, debug))
{
edebug("Index built successfully");
}
else
{
debug("Error building index...");
return;
}
myhsi = hsi;
_reader.DoWork += new DoWorkEventHandler(_reader_DoWork);
_reader.WorkerSupportsCancellation = true;
hsip_avail = hsi.Playindex.Length;
checkindex();
}
/// <summary>
/// checks whether we already have an index built for a given data set.
/// if index is empty, deletes index.
/// </summary>
/// <param name="folder"></param>
/// <param name="tff"></param>
/// <param name="file"></param>
/// <returns></returns>
public static bool HaveIndex(string folder, string[,] tickindex, int interval, out string file)
{
HistSimIndex hsi;
if (BuildIndex(folder, tickindex, out hsi, false, false, interval, null))
{
string checksum = MD5(indextoc(hsi));
string fn = idxfold(folder) + checksum + ".txt";
if (File.Exists(fn))
{
file = fn;
hsi = HistSimIndex.FromFile(fn);
bool complete = hsi.isComplete && (hsi.Playindex.Length > 0);
if (!complete)
{
File.Delete(fn);
return(false);
}
return(true);
}
}
file = string.Empty;
return(false);
}
