/// <inheritdoc />
protected override HeikinAshiCandleMessage CreateCandle(ICandleBuilderSubscription subscription, ICandleBuilderValueTransform transform)
{
var timeFrame = subscription.Message.GetTimeFrame();
var board = subscription.Message.IsRegularTradingHours ? ExchangeInfoProvider.GetOrCreateBoard(subscription.Message.SecurityId.BoardCode) : ExchangeBoard.Associated;
var bounds = timeFrame.GetCandleBounds(transform.Time, board, board.WorkingTime);
if (transform.Time < bounds.Min)
{
return(null);
}
var openTime = bounds.Min;
var candle = FirstInitCandle(subscription, new HeikinAshiCandleMessage
{
TimeFrame = timeFrame,
OpenTime = openTime,
HighTime = openTime,
LowTime = openTime,
CloseTime = openTime,
}, transform);
var currentCandle = subscription.CurrentCandle;
if (currentCandle != null)
{
candle.OpenPrice = (currentCandle.OpenPrice + currentCandle.ClosePrice) / 2M;
}
return(candle);
}
/// <inheritdoc />
protected override HeikinAshiCandleMessage CreateCandle(MarketDataMessage message, HeikinAshiCandleMessage currentCandle, ICandleBuilderValueTransform transform)
{
var timeFrame = message.GetTimeFrame();
var board = ExchangeInfoProvider.GetOrCreateBoard(message.SecurityId.BoardCode);
var bounds = timeFrame.GetCandleBounds(transform.Time, board, board.WorkingTime);
if (transform.Time < bounds.Min)
{
return(null);
}
var openTime = bounds.Min;
var candle = FirstInitCandle(message, new HeikinAshiCandleMessage
{
TimeFrame = timeFrame,
OpenTime = openTime,
HighTime = openTime,
LowTime = openTime,
CloseTime = openTime,
}, transform);
if (currentCandle != null)
{
candle.OpenPrice = (currentCandle.OpenPrice + currentCandle.ClosePrice) / 2M;
}
return(candle);
}
/// <summary>
/// To save the board.
/// </summary>
/// <param name="board">Board.</param>
public static void SaveBoard(ExchangeBoard board)
{
if (board == null)
{
throw new ArgumentNullException(nameof(board));
}
ExchangeInfoProvider.Save(board);
}
/// <summary>
/// To get a board by its code. If board with the passed name does not exist, then it will be created.
/// </summary>
/// <param name="code">Board code.</param>
/// <param name="createBoard">The handler creating a board, if it is not found. If the value is <see langword="null" />, then the board is created by default initialization.</param>
/// <returns>Exchange board.</returns>
public static ExchangeBoard GetOrCreateBoard(string code, Func <string, ExchangeBoard> createBoard = null)
{
if (code.IsEmpty())
{
throw new ArgumentNullException(nameof(code));
}
if (code.CompareIgnoreCase("RTS"))
{
return(Forts);
}
var board = ExchangeInfoProvider.GetExchangeBoard(code);
if (board != null)
{
return(board);
}
if (createBoard == null)
{
var exchange = ExchangeInfoProvider.GetExchange(code);
if (exchange == null)
{
exchange = new Exchange {
Name = code
};
ExchangeInfoProvider.Save(exchange);
}
board = new ExchangeBoard
{
Code = code,
Exchange = exchange
};
}
else
{
board = createBoard(code);
if (ExchangeInfoProvider.GetExchange(board.Exchange.Name) == null)
{
ExchangeInfoProvider.Save(board.Exchange);
}
}
SaveBoard(board);
return(board);
}
///// <summary>
///// Все площадки.
///// </summary>
//public static ExchangeBoard[] AllBoards
//{
// get { return ExchangeInfoProvider.Boards; }
//}
/// <summary>
/// To get a board by its code.
/// </summary>
/// <param name="code">Board code.</param>
/// <returns>Found board. If board with the passed name does not exist, then <see langword="null" /> will be returned.</returns>
public static ExchangeBoard GetBoard(string code)
{
return(code.CompareIgnoreCase("RTS") ? Forts : ExchangeInfoProvider.GetExchangeBoard(code));
}
public Tuple <News, bool> ProcessNewsMessage(Security security, NewsMessage message)
{
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
var isNew = false;
News news;
if (!message.Id.IsEmpty())
{
news = _newsById.SafeAdd(message.Id, key =>
{
isNew = true;
var n = EntityFactory.CreateNews();
n.Id = key;
return(n);
});
}
else
{
isNew = true;
news = EntityFactory.CreateNews();
_newsWithoutId.Add(news);
}
if (isNew)
{
news.ServerTime = message.ServerTime;
news.LocalTime = message.LocalTime;
}
if (!message.Source.IsEmpty())
{
news.Source = message.Source;
}
if (!message.Headline.IsEmpty())
{
news.Headline = message.Headline;
}
if (security != null)
{
news.Security = security;
}
if (!message.Story.IsEmpty())
{
news.Story = message.Story;
}
if (!message.BoardCode.IsEmpty())
{
news.Board = ExchangeInfoProvider.GetOrCreateBoard(message.BoardCode);
}
if (message.Url != null)
{
news.Url = message.Url;
}
message.CopyExtensionInfo(news);
return(Tuple.Create(news, isNew));
}
public static bool Update(ExchangeInfoEntity exchangeInfoEntity, DbTransaction trans = null)
{
var provider = new ExchangeInfoProvider();
return(provider.Update(exchangeInfoEntity, trans));
}
public static bool Save(System.String idx, System.String platformCode, System.String account, System.Guid managerId, System.Int32 zoneName, System.Int32 packId, System.Byte[] rowVersion, System.Int32 exchangeBatchLimitCode, ref System.Int32 returnCode, DbTransaction trans = null)
{
ExchangeInfoProvider provider = new ExchangeInfoProvider();
return(provider.Save(idx, platformCode, account, managerId, zoneName, packId, rowVersion, exchangeBatchLimitCode, ref returnCode, trans));
}
public static bool Delete(System.String idx, System.Byte[] rowVersion, DbTransaction trans = null)
{
ExchangeInfoProvider provider = new ExchangeInfoProvider();
return(provider.Delete(idx, rowVersion, trans));
}
public static List <ExchangeInfoEntity> GetAll()
{
var provider = new ExchangeInfoProvider();
return(provider.GetAll());
}
public static ExchangeInfoEntity GetById(System.String idx)
{
var provider = new ExchangeInfoProvider();
return(provider.GetById(idx));
}
