protected override TimeSpan OnProcess()
{
// если фильтр по инструментам выключен (выбран инструмент все инструменты)
if (this.GetAllSecurity() != null)
{
//throw new InvalidOperationException("Источник не поддерживает закачку данных по всем инструментам.");
this.AddWarningLog(LocalizedStrings.Str2292);
return TimeSpan.MaxValue;
}
var source = new OandaHistorySource();
var startDate = _settings.StartFrom;
var endDate = DateTime.Today - TimeSpan.FromDays(_settings.Offset);
var allDates = startDate.Range(endDate, TimeSpan.FromDays(1)).ToArray();
foreach (var security in GetWorkingSecurities())
{
if (!CanProcess())
break;
if (!security.MarketDataTypesSet.Contains(typeof(Level1ChangeMessage)))
{
this.AddDebugLog(LocalizedStrings.MarketDataNotEnabled, security.Security.Id, typeof(Level1ChangeMessage).Name);
break;
}
var storage = StorageRegistry.GetLevel1MessageStorage(security.Security, _settings.Drive, _settings.StorageFormat);
var emptyDates = allDates.Except(storage.Dates).ToArray();
foreach (var emptyDate in emptyDates)
{
if (!CanProcess())
break;
try
{
this.AddInfoLog(LocalizedStrings.Str3838Params, emptyDate, security.Security.Id);
var rates = source.LoadRates(security.Security, emptyDate, emptyDate);
if (rates.Any())
SaveLevel1Changes(security, rates);
else
this.AddDebugLog(LocalizedStrings.NoData);
}
catch (Exception ex)
{
HandleError(new InvalidOperationException(LocalizedStrings.Str3839Params
.Put(emptyDate, security.Security.Id), ex));
}
}
}
if (CanProcess())
this.AddInfoLog(LocalizedStrings.Str2300);
return base.OnProcess();
}
protected override TimeSpan OnProcess()
{
// если фильтр по инструментам выключен (выбран инструмент все инструменты)
if (this.GetAllSecurity() != null)
{
//throw new InvalidOperationException("Источник не поддерживает закачку данных по всем инструментам.");
this.AddWarningLog(LocalizedStrings.Str2292);
return(TimeSpan.MaxValue);
}
var source = new OandaHistorySource();
var startDate = _settings.StartFrom;
var endDate = DateTime.Today - TimeSpan.FromDays(_settings.Offset);
var allDates = startDate.Range(endDate, TimeSpan.FromDays(1)).ToArray();
foreach (var security in GetWorkingSecurities())
{
if (!CanProcess())
{
break;
}
if (!security.MarketDataTypesSet.Contains(typeof(Level1ChangeMessage)))
{
this.AddDebugLog(LocalizedStrings.MarketDataNotEnabled, security.Security.Id, typeof(Level1ChangeMessage).Name);
break;
}
var storage = StorageRegistry.GetLevel1MessageStorage(security.Security, _settings.Drive, _settings.StorageFormat);
var emptyDates = allDates.Except(storage.Dates).ToArray();
foreach (var emptyDate in emptyDates)
{
if (!CanProcess())
{
break;
}
try
{
this.AddInfoLog(LocalizedStrings.Str3838Params, emptyDate, security.Security.Id);
var rates = source.LoadRates(security.Security, emptyDate, emptyDate);
if (rates.Any())
{
SaveLevel1Changes(security, rates);
}
else
{
this.AddDebugLog(LocalizedStrings.NoData);
}
}
catch (Exception ex)
{
HandleError(new InvalidOperationException(LocalizedStrings.Str3839Params
.Put(emptyDate, security.Security.Id), ex));
}
}
}
if (CanProcess())
{
this.AddInfoLog(LocalizedStrings.Str2300);
}
return(base.OnProcess());
}
