/// <summary>
/// Processes the web data to quotation list and rt window
/// NOTE: AmiBroker' quotation array is not updated yet! It gets updated by this data in GetQuotesEx method call.
/// </summary>
/// <param name="tickerData"></param>
/// <param name="data"></param>
private static void ProcessWebData(TickerData tickerData, HttpWebResponse data)
{
if (tickerData == null | data == null)
{
return;
}
bool result = false;
try
{
// opening response stream
Stream stream = data.GetResponseStream();
StreamReader reader = new StreamReader(stream);
// reading the lines until it finds ticker
string line = reader.ReadLine();
while (!reader.EndOfStream && !line.StartsWith("ticker:"))
{
line = reader.ReadLine();
}
// reading the next line
line = reader.ReadLine();
// if line indicates error
if (line.StartsWith("errorid"))
{
return;
}
string unit = string.Empty;
if (!reader.EndOfStream && line.StartsWith("unit:"))
{
unit = line;
}
// reading the lines until it finds volume (after it start the quote section)
while (!reader.EndOfStream && !line.StartsWith("volume:"))
{
line = reader.ReadLine();
}
if (reader.EndOfStream)
{
return;
}
int ltzOffset = TimeZone.CurrentTimeZone.GetUtcOffset(DateTime.Now).Seconds;
CultureInfo ci = new CultureInfo("en-US");
// processing quotation data from HTML stream
Quotation quote = new Quotation();
line = reader.ReadLine();
lock (tickerData)
{
if (tickerData.Quotes != null)
{
tickerData.Quotes.Clear();
}
while (!reader.EndOfStream)
{
int startIndex = 0;
int endIndex = line.IndexOf(',');
int timestamp = int.Parse(line.Substring(startIndex, endIndex - startIndex));
if (timestamp >= tickerData.LastDownloaded)
{
DateTime date;
if (unit == "unit:MIN") // timestamp: 1314192659
{
date = new DateTime(1970, 1, 1);
date = date.AddSeconds(timestamp + ltzOffset);
}
else // "unit:DAY", timestamp: 20100824
{
date = new DateTime(timestamp / 10000, timestamp / 100 % 100, timestamp % 100);
}
quote = new Quotation();
quote.DateTime = (AmiDate)date;
startIndex = endIndex + 1;
endIndex = line.IndexOf(',', startIndex);
quote.Price = float.Parse(line.Substring(startIndex, endIndex - startIndex), ci);
startIndex = endIndex + 1;
endIndex = line.IndexOf(',', startIndex);
quote.High = float.Parse(line.Substring(startIndex, endIndex - startIndex), ci);
startIndex = endIndex + 1;
endIndex = line.IndexOf(',', startIndex);
quote.Low = float.Parse(line.Substring(startIndex, endIndex - startIndex), ci);
startIndex = endIndex + 1;
endIndex = line.IndexOf(',', startIndex);
quote.Open = float.Parse(line.Substring(startIndex, endIndex - startIndex), ci);
startIndex = endIndex + 1;
endIndex = line.Length;
quote.Volume = float.Parse(line.Substring(startIndex, endIndex - startIndex), ci);
if (tickerData.Quotes != null)
{
tickerData.Quotes.Merge(quote);
tickerData.LastProcessed = timestamp;
}
}
line = reader.ReadLine();
}
}
// updating real time quote window using the last quote
if (tickerData.UpdateRecentInfo)
{
tickerData.RecentInfo.Last = quote.Price;
DateTime now = DateTime.Now;
int lastTickDate = now.Year * 10000 + now.Month * 100 + now.Day;
int lastTickTime = now.Hour * 10000 + now.Minute * 100 + now.Second;
tickerData.RecentInfo.DateChange = lastTickDate;
tickerData.RecentInfo.TimeChange = lastTickTime;
tickerData.RecentInfo.DateUpdate = lastTickDate;
tickerData.RecentInfo.TimeUpdate = lastTickTime;
DataSourceBase.NotifyRecentInfoUpdate(tickerData.Ticker, ref tickerData.RecentInfo);
}
tickerData.LastTickTime = quote.DateTime.Hour * 10000 + quote.DateTime.Minute * 100 + quote.DateTime.Second;
tickerData.LastTickDate = quote.DateTime.Year * 10000 + quote.DateTime.Month * 100 + quote.DateTime.Day;
result = true;
}
finally
{
// if ticker was used in a chart, scan, etc. we update it's quotation status
if (tickerData.QuoteDataStatus != QuoteDataStatus.Offline)
{
tickerData.QuoteDataStatus = result ? QuoteDataStatus.Online : QuoteDataStatus.Failed;
}
// if ticker data was downloaded and processed with no error at least once...
if (tickerData.QuoteDataStatus == QuoteDataStatus.Online)
{
tickerData.IsKnown = true;
}
}
}
internal AmiVar GetExtraData(string ticker, string name, Periodicity periodicity, int arraySize)
{
if (!connected)
{
return(new AmiVar(ATFloat.Null)); // to prevent AFL engine to report AFL method call failure
}
try
{
TickerData tickerData = tickers.GetTickerData(ticker);
// if it is a new ticker or data is not available yet
if (string.IsNullOrEmpty(name) | tickerData == null)
{
return(new AmiVar(ATFloat.Null)); // to prevent AFL engine to report AFL method call failure
}
lock (tickerData)
{
string[] parts = name.Split('.');
object obj = tickerData;
Type type;
// walk the object hierarchy using reflection
for (int i = 0; i < parts.GetLength(0); i++)
{
type = obj.GetType();
obj = type.InvokeMember(parts[i], BindingFlags.Default | BindingFlags.GetField | BindingFlags.GetProperty, null, obj, null);
if (obj == null && i < parts.GetLength(0) - 1)
{
LogAndMessage.LogAndAdd(MessageType.Warning, "Extra data field does not exist: " + name, tickerData);
return(new AmiVar(ATFloat.Null)); // to prevent AFL engine to report AFL method call failure
}
}
// convert object value to AmiVar and return it to AB
if (obj == null) // it was a string or an object
{
return(new AmiVar(""));
}
Type valType = obj.GetType();
if (valType == typeof(bool))
{
return(new AmiVar((bool)obj ? 1.0f : 0.0f));
}
if (valType.BaseType == typeof(System.Enum))
{
return(new AmiVar((int)obj));
}
if (valType == typeof(short))
{
return(new AmiVar((short)obj));
}
if (valType == typeof(int))
{
return(new AmiVar((int)obj));
}
if (valType == typeof(long))
{
return(new AmiVar((long)obj));
}
if (valType == typeof(float))
{
return(new AmiVar((float)obj));
}
if (valType == typeof(double))
{
return(new AmiVar((float)(double)obj));
}
if (valType == typeof(string))
{
return(new AmiVar((string)obj));
}
if (valType == typeof(DateTime))
{
return(new AmiVar(ATFloat.DateTimeToABDateNum((DateTime)obj)));
}
if (valType == typeof(TimeSpan))
{
return(new AmiVar(ATFloat.TimeSpanToABTimeNum((TimeSpan)obj)));
}
return(new AmiVar(ATFloat.Null)); // to prevent AFL engine to report AFL method call failure
}
}
catch (MissingMethodException)
{
LogAndMessage.LogAndAdd(MessageType.Warning, "Extra data field does not exist: " + name);
return(new AmiVar(ATFloat.Null)); // to prevent AFL engine to report AFL method call failure
}
catch (Exception ex)
{
LogAndMessage.LogAndAdd(MessageType.Error, "Failed to get extra data: " + ex);
return(new AmiVar(ATFloat.Null)); // to prevent AFL engine to report AFL method call failure
}
}
