private NettoRecord MoveToNettos(DateTime closeTime)
{
if (cur == null)
{
return(null);
}
if (cur.time == closeTime)
{
return(cur);
}
if (cur.time > closeTime)
{
return(null);
}
if (next != null)
{
if (next.time > closeTime)
{
return(cur);
}
if (next.time == closeTime)
{
cur = next;
next = NettoRecord.ReadNext(nettoReader);
return(cur);
}
while (true)
{
cur = next;
next = NettoRecord.ReadNext(nettoReader);
if (next == null)
{
cur = null;
return(null);
}
if (next.time > closeTime)
{
return(cur);
}
if (next.time == closeTime)
{
cur = next;
next = NettoRecord.ReadNext(nettoReader);
return(cur);
}
}
}
return(null);
}
public static NettoRecord ReadNext(StreamReader sr)
{
if (symbols == null || symbols.Length == 0)
{
return(null);
}
while (!sr.EndOfStream)
{
var line = sr.ReadLine();
if (string.IsNullOrEmpty(line))
{
continue;
}
// 10.05.2016 22:00 275000 -82000
var parts = line.Split(new [] { ' ' }, StringSplitOptions.RemoveEmptyEntries);
if (parts.Length < symbols.Length + 2)
{
continue;
}
DateTime time;
if (!DateTime.TryParseExact(parts[0] + " " + parts[1], "dd.MM.yyyy HH:mm",
CultureInfo.InvariantCulture, DateTimeStyles.None, out time))
{
continue;
}
var record = new NettoRecord
{
time = time
};
for (var i = 0; i < symbols.Length; i++)
{
var numStr = parts[i + 2];
var num = numStr.ToDoubleUniformSafe() ?? 0;
record.nettoBySymbol.Add(symbols[i], num);
}
return(record);
}
return(null);
}
public override void Initialize(BacktestServerProxy.RobotContext grobotContext,
Contract.Util.BL.CurrentProtectedContext protectedContextx)
{
base.Initialize(grobotContext, protectedContextx);
if (Graphics.Count == 0)
{
Logger.DebugFormat("CounterNettoRobot: настройки графиков не заданы");
return;
}
packers = Graphics.ToDictionary(g => g.a, g => new CandlePacker(g.b));
if (!File.Exists(NettoFilePath))
{
Logger.DebugFormat("CounterNettoRobot: файл не найден");
return;
}
nettoReader = new StreamReader(NettoFilePath, Encoding.ASCII);
NettoRecord.ReadHeader(nettoReader);
cur = NettoRecord.ReadNext(nettoReader);
next = NettoRecord.ReadNext(nettoReader);
}