/// <summary>
/// Add new streaming data packet
/// </summary>
/// <param name="dp">streaming data packet</param>
public void AddNewPacket(DataPacket dp)
{
string Symbol = dp.Symbol;
//if code end with =X remove it
if (Symbol.EndsWith("=X"))
{
Symbol = Symbol.Substring(0, Symbol.Length - 2);
}
CommonDataProvider cdp = htStreaming[Symbol] as CommonDataProvider;
if (cdp == null)
{
cdp = CommonDataProvider.Empty;
htStreaming[Symbol] = cdp;
}
cdp.Merge(dp);
}
public string LookupDataFile(string Code, CommonDataProvider cdp, ref int Fields, ref MetaStockTimeFrame TimeFrame)
{
if (cdp != null)
{
cdp.SetStringData("Code", Code);
}
foreach (Master m in Masters)
{
if (string.Compare(m.symbol, Code, true) == 0)
{
if (cdp != null)
{
cdp.SetStringData("Name", m.issue_name);
}
Fields = m.num_fields;
TimeFrame = m.time_frame;
return(FilePath + "F" + m.file_num + ".DAT");
}
}
if (XMasters != null)
{
foreach (XMaster m in XMasters)
{
if (string.Compare(m.StockSymbol, Code, true) == 0)
{
if (cdp != null)
{
cdp.SetStringData("Name", m.StockName);
}
TimeFrame = m.TimeFrame;
return(FilePath + "F" + m.Fn + ".MWD");
}
}
}
return("");
}
public override void SetStrings(CommonDataProvider cdp, string Code)
{
cdp.SetStringData("Code", Code);
}
public override void SaveData(string Symbol, IDataProvider idp, Stream OutStream, DateTime Start, DateTime End, bool Intraday)
{
CommonDataProvider cdp = (CommonDataProvider)idp;
if (Symbol != null && Symbol != "")
{
int Count = cdp.Count;
XMaster xm;
Master m = FindBySymbol(Symbol, out xm);
bool NeedSave = false;
bool NeedSaveX = false;
Fields = (byte)(7 + (Intraday?1:0));
if (m == null && xm == null)
{
int NowNumber = MaxNum + 1;
if (NowNumber > 255)
{
xm = new XMaster();
xm.Fn = (short)NowNumber;
ArrayList al = new ArrayList(XMasters);
xm.StockSymbol = Symbol;
xm.StockName = cdp.GetStringData("Name");
if (xm.StockName == null)
{
xm.StockName = Symbol;
}
al.Add(xm);
XMasters = (XMaster[])al.ToArray(typeof(XMaster));
NeedSaveX = true;
}
else
{
m = new Master();
m.file_num = (byte)NowNumber;
ArrayList al = new ArrayList(Masters);
m.symbol = Symbol;
m.num_fields = (byte)Fields;
m.issue_name = cdp.GetStringData("Name");
if (m.issue_name == null)
{
m.issue_name = Symbol;
}
al.Add(m);
Masters = (Master[])al.ToArray(typeof(Master));
NeedSave = true;
}
}
double[] Date = (double[])cdp["DATE"];
double[] Open = (double[])cdp["OPEN"];
double[] High = (double[])cdp["HIGH"];
double[] Low = (double[])cdp["LOW"];
double[] Close = (double[])cdp["CLOSE"];
double[] Volume = (double[])cdp["VOLUME"];
double[] OpenInt = (double[])cdp["ADJCLOSE"];
float[] ff = new float[Count * Fields];
for (int i = 0; i < Count; i++)
{
int j = 0;
DateTime D = DateTime.FromOADate(Date[i]);
ff[i * Fields + j] = (D.Year - 1900) * 10000 + D.Month * 100 + D.Day;
if (Fields == 8)
{
j = 1;
ff[i * Fields + j] = D.Hour * 10000 + D.Minute * 100 + D.Second;
}
ff[i * Fields + 1 + j] = (float)Open[i];
ff[i * Fields + 2 + j] = (float)High[i];
ff[i * Fields + 3 + j] = (float)Low[i];
ff[i * Fields + 4 + j] = (float)Close[i];
ff[i * Fields + 5 + j] = (float)Volume[i];
ff[i * Fields + 6 + j] = (float)Close[i];
}
fieee2msbin(ff);
byte[] bs = new byte[ff.Length * 4];
Buffer.BlockCopy(ff, 0, bs, 0, bs.Length);
string s = LookupDataFile(Symbol, cdp); //FilePath+"F"+m.file_num+".DAT";
using (FileStream fs = File.Create(s))
fs.Write(bs, 0, bs.Length);
if (NeedSave)
{
SaveMaster();
}
if (NeedSaveX)
{
SaveXMaster();
}
}
}
public override IDataProvider GetData(string Code, int Count)
{
CommonDataProvider cdp = new CommonDataProvider(this);
string s = LookupDataFile(Code, cdp, ref Fields);
if (s != "" && File.Exists(s))
{
using (FileStream fs = ReadData(s))
{
byte[] bb = new byte[Fields * 4];
byte[] bs = new byte[fs.Length - bb.Length];
fs.Read(bb, 0, bb.Length);
fs.Read(bs, 0, bs.Length);
float[] ff = new float[bs.Length / 4];
Buffer.BlockCopy(bs, 0, ff, 0, bs.Length);
fmsbin2ieee(ff);
int N = ff.Length / Fields;
double[] Date = new double[N];
double[] Open = new double[N];
double[] High = new double[N];
double[] Low = new double[N];
double[] Close = new double[N];
double[] Volume = new double[N];
double[] OpenInt = new double[N];
if (Fields == 5)
{
Open = Close;
OpenInt = Close;
}
for (int i = 0; i < N; i++)
{
int D = (int)ff[i * Fields];
DateTime DD = new DateTime(D / 10000 + 1900, (D / 100) % 100, D % 100);
int j = 0;
if (Fields == 8)
{
int T = (int)ff[i * Fields + 1];
DD += new TimeSpan(T / 10000, (T / 100) % 100, T % 100);
j = 1;
}
Date[i] = DD.ToOADate();
if (Fields >= 7)
{
Open[i] = ff[i * Fields + 1 + j];
High[i] = ff[i * Fields + 2 + j];
Low[i] = ff[i * Fields + 3 + j];
Close[i] = ff[i * Fields + 4 + j];
Volume[i] = ff[i * Fields + 5 + j];
OpenInt[i] = Close[i];
}
else
{
High[i] = ff[i * Fields + 1];
Low[i] = ff[i * Fields + 2];
Close[i] = ff[i * Fields + 3];
Volume[i] = ff[i * Fields + 4];
}
}
cdp.LoadBinary(new double[][] { Open, High, Low, Close, Volume, Date, OpenInt });
return(cdp);
}
}
else
{
cdp.LoadByteBinary(new byte[] {});
}
return(cdp);
}
public string LookupDataFile(string Code, CommonDataProvider cdp)
{
int i = 0;
return(LookupDataFile(Code, cdp, ref i));
}
public CommonDataProvider LoadYahooCSV(StreamReader sr)
{
string s = sr.ReadToEnd().Trim();
string[] ss = s.Split('\n');
ArrayList al = new ArrayList();
for (int i = 1; i < ss.Length; i++)
{
ss[i] = ss[i].Trim();
if (!ss[i].StartsWith("<!--"))
{
al.Add(ss[i]);
}
}
int N = al.Count;
double[] CLOSE = new double[N];
double[] OPEN = new double[N];
double[] HIGH = new double[N];
double[] LOW = new double[N];
double[] VOLUME = new double[N];
double[] DATE = new double[N];
double[] ADJCLOSE = new double[N];
DateTimeFormatInfo dtfi = DateTimeFormatInfo.InvariantInfo;
NumberFormatInfo nfi = NumberFormatInfo.InvariantInfo;
for (int i = 0; i < N; i++)
{
string[] sss = ((string)al[i]).Split(',');
if (sss.Length < 7)
{
string[] rrr = new string[7];
for (int k = 0; k < sss.Length; k++)
{
rrr[k] = sss[k];
}
if (sss.Length == 6)
{
rrr[6] = sss[4];
}
//Format: 3-Mar-1904,13
if (sss.Length == 2)
{
for (int k = 2; k < rrr.Length; k++)
{
rrr[k] = sss[1];
}
}
sss = rrr;
}
int j = N - i - 1;
DATE[j] = DateTime.ParseExact(sss[0], "yyyy-MM-dd", dtfi).ToOADate(); //%d-MMM-yy
OPEN[j] = double.Parse(sss[1], nfi);
HIGH[j] = double.Parse(sss[2], nfi);
LOW[j] = double.Parse(sss[3], nfi);
CLOSE[j] = double.Parse(sss[4], nfi);
VOLUME[j] = double.Parse(sss[5], nfi);
ADJCLOSE[j] = double.Parse(sss[6], nfi);
}
CommonDataProvider cdp = new CommonDataProvider(this);
cdp.LoadBinary(new double[][] { OPEN, HIGH, LOW, CLOSE, VOLUME, DATE, ADJCLOSE });
return(cdp);
}
public virtual void SetStrings(CommonDataProvider cdp, string Code)
{
cdp.SetStringData("Code", Code);
}
/// <summary>
/// Implement the interface
/// </summary>
public override IDataProvider this[string Code, int Count]
{
get
{
if (CacheTimeSpan == TimeSpan.Zero)
{
return(base[Code, Count]);
}
if (EnableMemoryCache && HttpContext.Current != null)
{
object o = HttpContext.Current.Cache[GetKey(Code)];
if (o != null)
{
return(MergeRealtime((CommonDataProvider)o, Code));
}
}
string Cache = "";
if (EnableFileCache && CacheRoot != null && CacheRoot != "")
{
try
{
if (CacheRoot.EndsWith("\\"))
{
CacheRoot = CacheRoot.Substring(0, CacheRoot.Length - 1);
}
if (!Directory.Exists(CacheRoot))
{
Directory.CreateDirectory(CacheRoot);
}
CacheRoot += "\\";
Cache = CacheRoot + GetKey(Code);
if (File.Exists(Cache))
{
if (File.GetLastWriteTime(Cache).Add(CacheTimeSpan) > DateTime.Now)
{
CommonDataProvider cdp = new CommonDataProvider(this);
cdp.LoadBinary(Cache);
return(MergeRealtime(cdp, Code));
}
}
}
catch
{
Cache = "";
}
}
IDataProvider idp = base[Code, Count];
bool FileCached = false;
if (idp is CommonDataProvider && idp.Count > 0)
{
try
{
if (EnableFileCache && Cache != "")
{
(idp as CommonDataProvider).SaveBinary(Cache);
FileCached = true;
}
}
catch
{
}
}
if (EnableMemoryCache && HttpContext.Current != null && !FileCached && idp != null)
{
HttpContext.Current.Cache.Add(GetKey(Code), idp, null, DateTime.Now.Add(CacheTimeSpan), TimeSpan.Zero, CacheItemPriority.Default, null);
}
return(MergeRealtime((CommonDataProvider)idp, Code));
}
}
public override IDataProvider GetData(string Code, int Count)
{
CommonDataProvider cdp = new CommonDataProvider(this);
if (Code == null)
{
Code = "MSFT";
}
Random Rnd = new Random(Code.GetHashCode());
/// ds[0] : OPEN
/// ds[1] : HIGH
/// ds[2] : LOW
/// ds[3] : CLOSE
/// ds[4] : VOLUME
/// ds[5] : DATE
double[][] ds = new double[6][];
double[] dd = null;
if (IntradayInfo != null)
{
//ExchangeIntraday ei = ExchangeIntraday.US;
dd = IntradayInfo.GetMinuteDate(DateTime.Today.AddDays(-7), DateTime.Today);
MaxCount = dd.Length;
}
for (int i = 0; i < ds.Length; i++)
{
ds[i] = new double[MaxCount];
}
for (int i = 0; i < MaxCount; i++)
{
if (i == 0)
{
ds[0][i] = 20;
ds[3][i] = 21;
ds[4][i] = 100000;
}
else
{
ds[0][i] = ds[0][i - 1] + Rnd.NextDouble() - 0.48;
ds[3][i] = ds[0][i - 1] + Rnd.NextDouble() - 0.48;
ds[4][i] = Math.Abs(ds[4][i - 1] + Rnd.Next(100000) - 50000);
}
ds[1][i] = Math.Max(ds[0][i], ds[3][i]) + Rnd.NextDouble();
ds[2][i] = Math.Min(ds[0][i], ds[3][i]) - Rnd.NextDouble();
if (IntradayInfo != null)
{
ds[5][i] = dd[i];
}
else
{
ds[5][i] = DateTime.Today.AddDays(i - MaxCount).ToOADate();
}
}
cdp.LoadBinary(ds);
cdp.SetStringData("Code", Code);
// if (IntradayInfo!=null)
// cdp.SetStringData("Code",Code+"@Random Intraday");
// else cdp.SetStringData("Code",Code+"@Random");
return(cdp);
}
public string LookupDataFile(string Code, CommonDataProvider cdp)
{
return(LookupDataFile(Code, cdp, ref Fields, ref TimeFrame));
}
public static CommonDataProvider LoadYahooCSV(IDataManager idm, Stream stream)
{
StreamReader reader = new StreamReader(stream);
string[] strArray = reader.ReadToEnd().Trim().Split(new char[] { '\n' });
ArrayList list = new ArrayList();
for (int i = 1; i < strArray.Length; i++)
{
strArray[i] = strArray[i].Trim();
if (!strArray[i].StartsWith("<!--"))
{
list.Add(strArray[i]);
}
}
int count = list.Count;
double[] numArray = new double[count];
double[] numArray2 = new double[count];
double[] numArray3 = new double[count];
double[] numArray4 = new double[count];
double[] numArray5 = new double[count];
double[] numArray6 = new double[count];
double[] numArray7 = new double[count];
DateTimeFormatInfo invariantInfo = DateTimeFormatInfo.InvariantInfo;
NumberFormatInfo info2 = NumberFormatInfo.InvariantInfo;
for (int j = 0; j < count; j++)
{
string[] strArray2 = ((string)list[j]).Split(new char[] { ',' });
if (strArray2.Length < 7)
{
string[] strArray3 = new string[7];
for (int k = 0; k < strArray2.Length; k++)
{
strArray3[k] = strArray2[k];
}
if (strArray2.Length == 6)
{
strArray3[6] = strArray2[4];
}
if (strArray2.Length == 2)
{
for (int m = 2; m < strArray3.Length; m++)
{
strArray3[m] = strArray2[1];
}
}
strArray2 = strArray3;
}
int index = (count - j) - 1;
numArray6[index] = DateTime.ParseExact(strArray2[0], DateFormat, invariantInfo).ToOADate();
numArray2[index] = double.Parse(strArray2[1], info2);
numArray3[index] = double.Parse(strArray2[2], info2);
numArray4[index] = double.Parse(strArray2[3], info2);
numArray[index] = double.Parse(strArray2[4], info2);
numArray5[index] = double.Parse(strArray2[5], info2);
numArray7[index] = double.Parse(strArray2[6], info2);
}
CommonDataProvider provider = new CommonDataProvider(idm);
provider.LoadBinary(new double[][] { numArray2, numArray3, numArray4, numArray, numArray5, numArray6, numArray7 });
return(provider);
}
