/// <summary>
/// create file from ticks
/// </summary>
/// <param name="ticks"></param>
/// <param name="debs"></param>
/// <returns></returns>
public static bool TicksToFile(Tick[] ticks, DebugDelegate debs)
{
try
{
TikWriter tw = new TikWriter();
foreach (Tick k in ticks)
{
tw.newTick(k);
}
tw.Close();
if (debs != null)
{
debs(tw.RealSymbol + " saved " + tw.Count + " ticks to: " + tw.Filepath);
}
}
catch (Exception ex)
{
if (debs != null)
{
debs(ex.Message + ex.StackTrace);
}
return(false);
}
return(true);
}
/// <summary>
/// converts EPF files to tradelink tick files in current directory
/// </summary>
/// <param name="args"></param>
public static void EPF2TIK(string[] args)
{
// get a list of epf files
foreach (string file in args)
{
SecurityImpl sec = SecurityImpl.FromTIK(file);
sec.HistSource.gotTick += new TradeLink.API.TickDelegate(HistSource_gotTick);
_tw = new TikWriter(sec.Symbol);
while (sec.NextTick())
_tw.Close();
}
}
/// <summary>
/// converts EPF files to tradelink tick files in current directory
/// </summary>
/// <param name="args"></param>
public static void EPF2TIK(string[] args)
{
// get a list of epf files
foreach (string file in args)
{
SecurityImpl sec = SecurityImpl.FromTIK(file);
sec.HistSource.gotTick += new TradeLink.API.TickDelegate(HistSource_gotTick);
_tw = new TikWriter(sec.Symbol);
while (sec.NextTick())
{
_tw.Close();
}
}
}
public static bool TicksToFile(Tick[] ticks, DebugDelegate debs)
{
try
{
TikWriter tw = new TikWriter();
foreach (Tick k in ticks)
tw.newTick(k);
tw.Close();
if (debs != null)
debs(tw.RealSymbol + " saved " + tw.Count + " ticks to: " + tw.Filepath);
}
catch (Exception ex)
{
if (debs != null)
debs(ex.Message + ex.StackTrace);
return false;
}
return true;
}
public static bool ChartSave(BarList bl, string path, int date)
{
try
{
Directory.CreateDirectory(path);
}
catch { return false; }
try
{
if (date == 0)
date = bl.RecentBar.Bardate;
string fn = TikWriter.SafeFilename(bl.Symbol, path, date);
if (System.IO.File.Exists(fn))
{
try { System.IO.File.Delete(fn); }
catch { return false; }
}
TikWriter tw = new TikWriter(path, bl.Symbol, date);
foreach (Bar b in bl)
{
Tick[] ticks = BarImpl.ToTick(b);
foreach (Tick k in ticks)
tw.newTick(k);
}
tw.Close();
return true;
}
catch { }
return false;
}
double writeandread(Tick[] data, int date, bool printperf)
{
// clear out the read buffer
readdata.Clear();
// keep track of time
double elapms;
System.Diagnostics.Stopwatch sw = new System.Diagnostics.Stopwatch();
// write new file from data
TikWriter tw = new TikWriter(PATH,data[0].symbol,date==0 ? data[0].date: date);
string FILE = tw.Filepath;
sw.Start();
foreach (Tick k in data)
tw.newTick(k);
sw.Stop();
tw.Close();
elapms = (double)sw.ElapsedMilliseconds;
if (printperf)
Console.WriteLine("write speed (ticks/sec): " + (data.Length / (elapms / 1000)).ToString("n0"));
// read file back in from file
TikReader tr = new TikReader(FILE);
tr.gotTick += new TickDelegate(tr_gotTick);
sw.Reset();
sw.Start();
while (tr.NextTick()) ;
sw.Stop();
tr.Close();
elapms = (double)sw.ElapsedMilliseconds;
if (printperf)
Console.WriteLine("read speed (ticks/sec): " + (data.Length/(elapms/1000)).ToString("n0"));
// remove file
removefile(FILE);
return elapms;
}
/// <summary>
/// build the index
/// </summary>
public void Start()
{
const int RATE = 30000;
int esttick = estsize() / 40;
double est = esttick / RATE;
TimeSpan ts = new TimeSpan(0, 0, (int)est);
System.Diagnostics.Stopwatch sw = new System.Diagnostics.Stopwatch();
sw.Start();
debug("Starting creation of index... estimated: " + ts.ToString());
// start the workers
for (int i = 0; i < TOC.GetLength(0); i++)
{
// try provided path
string fn = TOC[i, 0];
// ensure file exists
if (File.Exists(fn))
{
readers.Add(new tickreader(i, fn, _binaryindex, Interval));
}
else
{
// try default path
fn = Folder + "\\" + Path.GetFileName(TOC[i, 0]);
if (File.Exists(fn))
{
readers.Add(new tickreader(i, fn, _binaryindex, Interval));
}
else
{
debug(fn + " not found.");
}
}
}
debug("Started " + readers.Count + " readers, waiting for completition");
// wait till they're done
_running = true;
while (_running)
{
System.Threading.Thread.Sleep(SLEEP);
bool busy = false;
for (int i = 0; i < readers.Count; i++)
{
busy |= readers[i].IsBusy;
}
_running = busy;
}
debug("Readers completed, assembling master index.");
_running = false;
// estimate size
int size = 0;
bool finished = true;
foreach (tickreader tr in readers)
{
finished &= tr.finished;
size += tr.count;
}
// append to single arrays
List <long> times = new List <long>(size);
List <int> index = new List <int>(size);
foreach (tickreader tr in readers)
{
times.AddRange(tr.datetimes);
index.AddRange(tr.index);
}
long[] ltimes = times.ToArray();
int[] iindex = index.ToArray();
// sort master array
Array.Sort(ltimes, iindex);
// save play index
_idx = iindex;
// save times
_times = ltimes;
// see if we're saving binary index
if (_binaryindex)
{
// fake symbol name
string sym = MD5(indextoc(this));
// ensure binary index folder exists
if (!Directory.Exists(IndexFolder))
{
Directory.CreateDirectory(IndexFolder);
}
// create file
TikWriter tw = new TikWriter(IndexFolder, sym, 0);
// get a filename
_binaryidx = tw.Filepath;
debug("Creating binary index: " + BinaryIndex);
// master tick list
Tick[] ktiks = new Tick[times.Count];
ltimes = times.ToArray();
int next = 0;
for (int i = 0; i < readers.Count; i++)
{
int len = readers[i].ticks.Count;
readers[i].ticks.CopyTo(0, ktiks, next, len);
next += len;
readers[i].ticks.Clear();
}
// sort ticks
Array.Sort(ltimes, ktiks);
// save ticks to binary file
int count = 0;
for (int i = 0; i < iindex.Length; i++)
{
// get tick
Tick k = ktiks[count++];
// save
tw.newTick(k);
}
tw.Close();
debug("binary index completed containing " + count + " ticks.");
}
// save finish state
_finished = finished;
// clean up readers
readers.Clear();
sw.Stop();
double actual = sw.Elapsed.TotalSeconds;
double rate = actual == 0 ? 0 : ltimes.Length / actual;
debug("Master index complete. actual: " + sw.Elapsed.ToString() + "(" + rate.ToString("N0") + " ticks/sec)");
}
/// <summary>
/// build the index
/// </summary>
public void Start()
{
const int RATE = 30000;
int esttick = estsize() / 40;
double est = esttick/ RATE;
TimeSpan ts = new TimeSpan(0, 0, (int)est);
System.Diagnostics.Stopwatch sw = new System.Diagnostics.Stopwatch();
sw.Start();
debug("Starting creation of index... estimated: "+ts.ToString());
// start the workers
for (int i = 0; i < TOC.GetLength(0); i++)
{
// try provided path
string fn = TOC[i, 0];
// ensure file exists
if (File.Exists(fn))
readers.Add(new tickreader(i, fn, _binaryindex, Interval));
else
{
// try default path
fn = Folder + "\\" + Path.GetFileName(TOC[i, 0]);
if (File.Exists(fn))
readers.Add(new tickreader(i, fn, _binaryindex, Interval));
else
debug(fn + " not found.");
}
}
debug("Started "+readers.Count+" readers, waiting for completition");
// wait till they're done
_running = true;
while (_running)
{
System.Threading.Thread.Sleep(SLEEP);
bool busy = false;
for (int i = 0; i < readers.Count; i++)
busy |= readers[i].IsBusy;
_running = busy;
}
debug("Readers completed, assembling master index.");
_running = false;
// estimate size
int size = 0;
bool finished = true;
foreach (tickreader tr in readers)
{
finished &= tr.finished;
size += tr.count;
}
// append to single arrays
List<long> times = new List<long>(size);
List<int> index = new List<int>(size);
foreach (tickreader tr in readers)
{
times.AddRange(tr.datetimes);
index.AddRange(tr.index);
}
long[] ltimes = times.ToArray();
int[] iindex = index.ToArray();
// sort master array
Array.Sort(ltimes, iindex);
// save play index
_idx = iindex;
// save times
_times = ltimes;
// see if we're saving binary index
if (_binaryindex)
{
// fake symbol name
string sym = MD5(indextoc(this));
// ensure binary index folder exists
if (!Directory.Exists(IndexFolder))
Directory.CreateDirectory(IndexFolder);
// create file
TikWriter tw = new TikWriter(IndexFolder, sym, 0);
// get a filename
_binaryidx = tw.Filepath;
debug("Creating binary index: "+BinaryIndex);
// master tick list
Tick[] ktiks = new Tick[times.Count];
ltimes = times.ToArray();
int next = 0;
for (int i = 0; i < readers.Count; i++)
{
int len = readers[i].ticks.Count;
readers[i].ticks.CopyTo(0, ktiks, next, len);
next += len;
readers[i].ticks.Clear();
}
// sort ticks
Array.Sort(ltimes, ktiks);
// save ticks to binary file
int count = 0;
for (int i = 0; i < iindex.Length; i++)
{
// get tick
Tick k = ktiks[count++];
// save
tw.newTick(k);
}
tw.Close();
debug("binary index completed containing " + count + " ticks.");
}
// save finish state
_finished = finished;
// clean up readers
readers.Clear();
sw.Stop();
double actual = sw.Elapsed.TotalSeconds;
double rate = actual == 0 ? 0 : ltimes.Length / actual;
debug("Master index complete. actual: "+sw.Elapsed.ToString()+"("+rate.ToString("N0")+" ticks/sec)");
}
