public SubscriptionInfo(Subscription subscription)
{
Subscription = subscription ?? throw new ArgumentNullException(nameof(subscription));
if (Subscription.CandleSeries != null)
{
Holder = new CandlesSeriesHolder(subscription.CandleSeries);
}
var type = subscription.DataType;
if (type == DataType.PositionChanges ||
type == DataType.Securities ||
type == DataType.Board ||
subscription.SubscriptionMessage is TimeFrameLookupMessage)
{
Lookup = new LookupInfo(subscription.SubscriptionMessage);
}
}
public SubscriptionInfo(Subscription subscription)
{
Subscription = subscription ?? throw new ArgumentNullException(nameof(subscription));
if (Subscription.CandleSeries != null)
{
Holder = new CandlesSeriesHolder(subscription.CandleSeries);
}
_last = subscription.SubscriptionMessage.From;
var type = subscription.DataType;
if (type == DataType.PositionChanges ||
type == DataType.Securities ||
type == DataType.Board ||
type == DataType.TimeFrames)
{
LookupItems = new List <object>();
}
}
public SubscriptionInfo(Subscription subscription, bool keepAfterFinish)
{
Subscription = subscription ?? throw new ArgumentNullException(nameof(subscription));
KeepAfterFinish = keepAfterFinish;
if (Subscription.CandleSeries != null)
{
Holder = new CandlesSeriesHolder(subscription.CandleSeries);
}
_last = subscription.SubscriptionMessage.From;
var type = subscription.DataType;
if (type == DataType.PositionChanges ||
type == DataType.Securities ||
type == DataType.Board ||
type == DataType.TimeFrames)
{
Lookup = new LookupInfo(subscription.SubscriptionMessage);
}
}
private void LoadData(CandleSeries series)
{
var msgType = series.CandleType.ToCandleMessageType();
_holder = new CandlesSeriesHolder(series);
_candleTransform.Process(new ResetMessage());
_candleBuilder = msgType.ToCandleMarketDataType().CreateCandleBuilder();
var storage = new StorageRegistry();
BusyIndicator.IsBusy = true;
var path = HistoryPath.Folder;
var isBuild = BuildFromTicks.IsChecked == true;
var format = Format.SelectedFormat;
var maxDays = (isBuild || series.CandleType != typeof(TimeFrameCandle))
? 5
: 30 * (int)((TimeSpan)series.Arg).TotalMinutes;
_mdMsg = series.ToMarketDataMessage(true);
Task.Factory.StartNew(() =>
{
var date = DateTime.MinValue;
if (isBuild)
{
foreach (var tick in storage.GetTickMessageStorage(series.Security, new LocalMarketDataDrive(path), format).Load())
{
_tradeGenerator.Process(tick);
if (_candleTransform.Process(tick))
{
var candles = _candleBuilder.Process(_mdMsg, _currCandle, _candleTransform);
foreach (var candle in candles)
{
_currCandle = candle;
_updatedCandles.Add((CandleMessage)candle.Clone());
}
}
_lastTime = tick.ServerTime;
if (date != tick.ServerTime.Date)
{
date = tick.ServerTime.Date;
var str = date.To <string>();
this.GuiAsync(() => BusyIndicator.BusyContent = str);
maxDays--;
if (maxDays == 0)
{
break;
}
}
}
}
else
{
foreach (var candleMsg in storage.GetCandleMessageStorage(msgType, series.Security, series.Arg, new LocalMarketDataDrive(path), format).Load())
{
if (candleMsg.State != CandleStates.Finished)
{
candleMsg.State = CandleStates.Finished;
}
_currCandle = candleMsg;
_updatedCandles.Add(candleMsg);
_lastTime = candleMsg.OpenTime;
if (candleMsg is TimeFrameCandleMessage)
{
_lastTime += (TimeSpan)series.Arg;
}
_tradeGenerator.Process(new ExecutionMessage
{
ExecutionType = ExecutionTypes.Tick,
SecurityId = series.Security.ToSecurityId(),
ServerTime = _lastTime,
TradePrice = candleMsg.ClosePrice,
});
if (date != candleMsg.OpenTime.Date)
{
date = candleMsg.OpenTime.Date;
var str = date.To <string>();
this.GuiAsync(() => BusyIndicator.BusyContent = str);
maxDays--;
if (maxDays == 0)
{
break;
}
}
}
}
_historyLoaded = true;
})
.ContinueWith(t =>
{
if (t.Exception != null)
{
Error(t.Exception.Message);
}
BusyIndicator.IsBusy = false;
Chart.IsAutoRange = false;
}, TaskScheduler.FromCurrentSynchronizationContext());
}
