private int DoSaveBars(SymbolFreq symbol, List<BarData> bars)
{
if (bars.Count == 0)
{
return 0;
}
DateTime firstDate = DateTime.MaxValue;
DateTime lastDate = DateTime.MinValue;
foreach (BarData bar in bars)
{
if (bar.BarStartTime < firstDate)
{
firstDate = bar.BarStartTime;
}
if (bar.BarStartTime > lastDate)
{
lastDate = bar.BarStartTime;
}
}
//int symbolId = GetSymbolID(symbol.Symbol, symbol.Frequency);
string symbolId = symbol.ToUniqueId();
//int updatedBars = 0;
using (OleDbConnection dbConnection = new OleDbConnection(connectionString))
{
dbConnection.Open();
OleDbCommand command = new OleDbCommand("DELETE FROM BarData WHERE SymbolID = '" + symbolId +
"' AND [BarDateTime] >= @FirstDate AND [BarDateTime] <= @LastDate", dbConnection);
OleDbParameter paramFirstDate = new OleDbParameter("@FirstDate", OleDbType.DBTimeStamp);
paramFirstDate.Value = firstDate;
command.Parameters.Add(paramFirstDate);
OleDbParameter paramLastDate = new OleDbParameter("@LastDate", OleDbType.DBTimeStamp);
paramLastDate.Value = lastDate;
command.Parameters.Add(paramLastDate);
command.ExecuteNonQuery();
OleDbTransaction transaction;
transaction = dbConnection.BeginTransaction(IsolationLevel.ReadUncommitted);
foreach (BarData bar in bars)
{
InsertBar(dbConnection, transaction, bar, symbol.ToUniqueId());
}
transaction.Commit();
return bars.Count;
}
}
public bool DeleteBars(SymbolFreq symbol)
{
DoDeleteBars(symbol.ToUniqueId());
return true;
}
public int SaveBars(SymbolFreq symbol, List<BarData> bars)
{
// Moving the guts to a private member for obfuscation purposes
return DoSaveBars(symbol, bars);
}
private List<BarData> DoLoadBars(SymbolFreq symbol, DateTime startDateTime, DateTime endDateTime, int barCount, bool loadFromEnd)
{
List<BarData> bars = new List<BarData>();
OleDbConnection dbConnection = new OleDbConnection(connectionString);
dbConnection.Open();
string query = "SELECT ";
if (barCount > 0)
{
query += "TOP " + barCount + " ";
}
query += "* FROM BarData WHERE SymbolID = '" + symbol.ToUniqueId() + "'";
if (startDateTime != DateTime.MinValue)
{
query += " AND BarDateTime >= " + DBDateTime(startDateTime);
}
if (endDateTime != DateTime.MaxValue)
{
query += " AND BarDateTime <= " + DBDateTime(endDateTime);
}
query += " ORDER BY BarDateTime ";
if (loadFromEnd)
{
query += "DESC";
}
else
{
query += "ASC";
}
OleDbCommand command = new OleDbCommand(query, dbConnection);
OleDbDataReader reader = command.ExecuteReader();
while (reader.Read())
{
BarData bar = new BarData();
bar.EmptyBar = Convert.ToBoolean(reader["EmptyBar"]);
if (!bar.EmptyBar)
{
bar.BarStartTime = Convert.ToDateTime(reader["BarDateTime"]);
bar.Open = Convert.ToDouble(reader["Open"]);
bar.Close = Convert.ToDouble(reader["Close"]);
bar.High = Convert.ToDouble(reader["High"]);
bar.Low = Convert.ToDouble(reader["Low"]);
bar.Bid = Convert.ToDouble(reader["Bid"]);
bar.Ask = Convert.ToDouble(reader["Ask"]);
bar.Volume = Convert.ToUInt64(reader["Volume"]);
bar.OpenInterest = Convert.ToInt32(reader["OpenInterest"]);
}
bars.Add(bar);
}
if (dbConnection.State == ConnectionState.Open)
{
dbConnection.Close();
}
if (loadFromEnd)
{
bars.Reverse();
}
return bars;
}
public List<BarData> LoadBars(SymbolFreq symbol, DateTime startDateTime, DateTime endDateTime, int barCount, bool loadFromEnd)
{
// Moved guts to a private for obfuscation purposes
return DoLoadBars(symbol, startDateTime, endDateTime, barCount, loadFromEnd);
}
public long GetBarCount(SymbolFreq symbol, DateTime startDateTime, DateTime endDateTime)
{
// Moving the guts to a private member for obfuscation purposes
return DoGetBarCount(symbol.ToUniqueId(), startDateTime, endDateTime);
}
public int SaveBars(SymbolFreq symbol, List<BarData> bars)
{
//SqlConnection dbConnection = new SqlConnection(connectionString);
//Guid symbol = new Guid(symbolId);
return DoSaveBars(symbol.ToUniqueId(), bars);
}
public List<BarData> LoadBars(SymbolFreq symbol, DateTime startDateTime, DateTime endDateTime, int maxLoadBars, bool loadFromEnd)
{
return DoLoadBars(symbol.ToUniqueId(), startDateTime, endDateTime, maxLoadBars, loadFromEnd);
}
public long GetBarCount(SymbolFreq symbol, DateTime startDateTime, DateTime endDateTime)
{
return DoGetBarCount(symbol.ToUniqueId(), startDateTime, endDateTime);
}
