/// <summary> /// Import from CSV file. /// </summary> /// <param name="fileName">File name.</param> /// <param name="updateProgress">Progress notification.</param> /// <param name="isCancelled">The processor, returning process interruption sign.</param> public void Import(string fileName, Action <int> updateProgress, Func <bool> isCancelled) { var buffer = new List <dynamic>(); this.AddInfoLog(LocalizedStrings.Str2870Params.Put(fileName, DataType.MessageType.Name)); try { var len = new FileInfo(fileName).Length; var prevPercent = 0; var lineIndex = 0; foreach (var instance in Parse(fileName, isCancelled)) { if (!(instance is SecurityMessage secMsg)) { buffer.Add(instance); if (buffer.Count > 1000) { FlushBuffer(buffer); } } else { var security = _entityRegistry.Securities.ReadBySecurityId(secMsg.SecurityId); if (security != null) { if (!UpdateDuplicateSecurities) { this.AddErrorLog(LocalizedStrings.Str1453.Put(secMsg.SecurityId)); continue; } security.ApplyChanges(secMsg, _exchangeInfoProvider, UpdateDuplicateSecurities); } else { security = secMsg.ToSecurity(_exchangeInfoProvider); } _entityRegistry.Securities.Save(security, UpdateDuplicateSecurities); ExtendedInfoStorageItem?.Add(secMsg.SecurityId, secMsg.ExtensionInfo); } var percent = (int)(((double)lineIndex / len) * 100 - 1).Round(); lineIndex++; if (percent <= prevPercent) { continue; } prevPercent = percent; updateProgress?.Invoke(prevPercent); }
/// <summary> /// Import from CSV file. /// </summary> /// <param name="fileName">File name.</param> /// <param name="updateProgress">Progress notification.</param> /// <param name="isCancelled">The processor, returning process interruption sign.</param> public void Import(string fileName, Action <int> updateProgress, Func <bool> isCancelled) { var buffer = new List <Message>(); this.AddInfoLog(LocalizedStrings.Str2870Params.Put(fileName, DataType.MessageType.Name)); Func <Message, SecurityId> getSecurityId = null; if (DataType == DataType.Securities) { getSecurityId = m => ((SecurityMessage)m).SecurityId; } else if (DataType == DataType.MarketDepth) { getSecurityId = m => ((QuoteChangeMessage)m).SecurityId; } else if (DataType == DataType.Level1) { getSecurityId = m => ((Level1ChangeMessage)m).SecurityId; } else if (DataType == DataType.PositionChanges) { getSecurityId = m => ((PositionChangeMessage)m).SecurityId; } else if (DataType == DataType.Ticks || DataType == DataType.OrderLog || DataType == DataType.Transactions) { getSecurityId = m => ((ExecutionMessage)m).SecurityId; } else if (DataType.IsCandles) { getSecurityId = m => ((CandleMessage)m).SecurityId; } try { var len = new FileInfo(fileName).Length; var prevPercent = 0; var lineIndex = 0; foreach (var msg in Parse(fileName, isCancelled)) { if (msg is SecurityMappingMessage) { continue; } if (!(msg is SecurityMessage secMsg)) { buffer.Add(msg); if (buffer.Count > 1000) { FlushBuffer(buffer, getSecurityId); } } else { var security = _securityStorage.LookupById(secMsg.SecurityId); var isNew = true; if (security != null) { if (!UpdateDuplicateSecurities) { this.AddErrorLog(LocalizedStrings.Str1453.Put(secMsg.SecurityId)); continue; } isNew = false; security.ApplyChanges(secMsg, _exchangeInfoProvider, UpdateDuplicateSecurities); } else { security = secMsg.ToSecurity(_exchangeInfoProvider); } _securityStorage.Save(security, UpdateDuplicateSecurities); ExtendedInfoStorageItem?.Add(secMsg.SecurityId, secMsg.ExtensionInfo); SecurityUpdated?.Invoke(security, isNew); } var percent = (int)(((double)lineIndex / len) * 100 - 1).Round(); lineIndex++; if (percent <= prevPercent) { continue; } prevPercent = percent; updateProgress?.Invoke(prevPercent); }
/// <summary> /// Import from CSV file. /// </summary> /// <param name="fileName">File name.</param> /// <param name="updateProgress">Progress notification.</param> /// <param name="isCancelled">The processor, returning process interruption sign.</param> public void Import(string fileName, Action <int> updateProgress, Func <bool> isCancelled) { var buffer = new List <dynamic>(); this.AddInfoLog(LocalizedStrings.Str2870Params.Put(fileName, DataType.MessageType.Name)); try { var len = new FileInfo(fileName).Length; var prevPercent = 0; var lineIndex = 0; foreach (var instance in Parse(fileName, isCancelled)) { if (!(instance is SecurityMessage secMsg)) { buffer.Add(instance); if (buffer.Count > 1000) { FlushBuffer(buffer); } } else { var security = _entityRegistry.Securities.ReadBySecurityId(secMsg.SecurityId); if (security != null) { if (!UpdateDuplicateSecurities) { this.AddErrorLog(LocalizedStrings.Str1453.Put(secMsg.SecurityId)); continue; } security.Type = secMsg.SecurityType ?? secMsg.SecurityId.SecurityType; security.CfiCode = secMsg.CfiCode; security.Strike = secMsg.Strike; security.OptionType = secMsg.OptionType; security.Name = secMsg.Name; security.ShortName = secMsg.ShortName; security.Class = secMsg.Class; security.BinaryOptionType = secMsg.BinaryOptionType; security.ExternalId = secMsg.SecurityId.ToExternalId(); security.ExpiryDate = secMsg.ExpiryDate; security.SettlementDate = secMsg.SettlementDate; security.UnderlyingSecurityId = secMsg.UnderlyingSecurityCode + "@" + secMsg.SecurityId.BoardCode; security.Currency = secMsg.Currency; security.PriceStep = secMsg.PriceStep; security.Decimals = secMsg.Decimals; security.VolumeStep = secMsg.VolumeStep; security.Multiplier = secMsg.Multiplier; } else { security = secMsg.ToSecurity(_exchangeInfoProvider); } _entityRegistry.Securities.Save(security); if (ExtendedInfoStorageItem != null) { ExtendedInfoStorageItem.Add(secMsg.SecurityId, secMsg.ExtensionInfo); } } var percent = (int)(((double)lineIndex / len) * 100 - 1).Round(); lineIndex++; if (percent <= prevPercent) { continue; } prevPercent = percent; updateProgress?.Invoke(prevPercent); }
/// <summary> /// Import from CSV file. /// </summary> /// <param name="fileName">File name.</param> /// <param name="updateProgress">Progress notification.</param> /// <param name="isCancelled">The processor, returning process interruption sign.</param> /// <returns>Count and last time.</returns> public (int, DateTimeOffset?) Import(string fileName, Action <int> updateProgress, Func <bool> isCancelled) { var count = 0; var lastTime = default(DateTimeOffset?); var buffer = new List <Message>(); void Flush() { count += buffer.Count; if (buffer.LastOrDefault() is IServerTimeMessage timeMsg) { lastTime = timeMsg.ServerTime; } FlushBuffer(buffer); } this.AddInfoLog(LocalizedStrings.Str2870Params.Put(fileName, DataType.MessageType.Name)); try { var len = new FileInfo(fileName).Length; var prevPercent = 0; var lineIndex = 0; foreach (var msg in Parse(fileName, isCancelled)) { if (msg is SecurityMappingMessage) { continue; } if (!(msg is SecurityMessage secMsg)) { buffer.Add(msg); if (buffer.Count > 1000) { Flush(); } } else { var security = _securityStorage.LookupById(secMsg.SecurityId); var isNew = true; if (security != null) { if (!UpdateDuplicateSecurities) { this.AddErrorLog(LocalizedStrings.Str1453.Put(secMsg.SecurityId)); continue; } isNew = false; security.ApplyChanges(secMsg, _exchangeInfoProvider, UpdateDuplicateSecurities); } else { security = secMsg.ToSecurity(_exchangeInfoProvider); } _securityStorage.Save(security, UpdateDuplicateSecurities); ExtendedInfoStorageItem?.Add(secMsg.SecurityId, secMsg.ExtensionInfo); SecurityUpdated?.Invoke(security, isNew); } var percent = (int)(((double)lineIndex / len) * 100 - 1).Round(); lineIndex++; if (percent <= prevPercent) { continue; } prevPercent = percent; updateProgress?.Invoke(prevPercent); }