public void StartServer()
{
TaskFactory factory = new TaskFactory(cts.Token);
factory.StartNew(() =>
{
//запустить обход файла
using (StreamReader sr = new StreamReader(FilePath))
{
Dictionary<string, Ticker> tickersCache = new Dictionary<string, Ticker>();
DateTime lastMinute = new DateTime();
string line;
while ((line = sr.ReadLine()) != null)
{
if (cts.Token.IsCancellationRequested) //выход из потока по кнопке "Стоп"
return;
string[] cells = line.Split(Separator);
bool isRealTime = true;
ConnectorHelper helper = new ConnectorHelper();
if (headTable == null) //Должна быть строка с заголовками
{
headTable = helper.FillHeadTable(cells);
continue;
}
//try
//{
TickEventArgs tick = new TickEventArgs();
tick.Date = helper.ParseDate(cells, headTable, Col_Date, Col_Time, FormatDate, FormatTime);
tick.TickerCode = helper.ParseTickerCode(cells, headTable, Col_TickerCode);
tick.Price = helper.ParsePrice(cells, headTable, Col_Price, CultureInfo.InvariantCulture);
tick.Quantity = helper.ParseQuantity(cells, headTable, Col_Qty);
if (tick.Quantity == 0)
{
if(!tickersCache.ContainsKey(tick.TickerCode))
tickersCache[tick.TickerCode] = tickerRepository.Get(T=>T.Where(t=>t.Code == tick.TickerCode)).FirstOrDefault();
Ticker ticker = tickersCache[tick.TickerCode];
if (ticker != null && ticker.QtyInLot.HasValue)
tick.Quantity = helper.ParseQuantity(cells, headTable, Col_Volume, ticker.QtyInLot.Value);
}
tick.IsRealTime = isRealTime;
tick.TradePeriod = helper.ParseTradePeriod(cells, headTable, Col_TradePeriod, Val_PeriodOpening, Val_PeriodTrading, Val_PeriodClosing);
if (tick.TradePeriod == TradePeriod.Undefended)
tick.TradePeriod = helper.ParseTradePeriod(cells, headTable, Col_Time, FormatTime, Val_SessionStart, Val_SessionFinish);
tick.Extended = helper.CreateExtended(cells, headTable);
//Включаем задержку
if(Delay != 0 && lastMinute < tick.Date)
{
Thread.Sleep(60000 / Delay);
lastMinute = tick.Date.AddMinutes(1);
}
//вызвать событие IConnector
var tickPoked = TickPoked;
tickPoked?.Invoke(this, tick);
//}
//catch (Exception)
//{
// throw;
//}
}
}
});
}
/// <summary>
/// Метод выполняется по подписке при передачи данных из терминала Quik
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void OnDataPoked(object sender, DataPokeddEventArgs e)
{
bool isRealTime = e.Cells.Length == 1 ? true : false; //Если пришла одна строка, то скорее всего это реал тайм )). Или проверить время сервера
ConnectorHelper helper = new ConnectorHelper();
foreach (object[] cells in e.Cells)
{
if (headTable == null) //Должна быть строка с заголовками
{
headTable = helper.FillHeadTable(cells);
continue;
}
try
{
TickEventArgs tick = new TickEventArgs();
tick.Date = helper.ParseDate(cells, headTable, Col_Date, Col_Time, FormatDate, FormatTime);
tick.TickerCode = helper.ParseTickerCode(cells, headTable, Col_TickerCode);
tick.Price = helper.ParsePrice(cells, headTable, Col_Price, CultureInfo.InvariantCulture);
tick.Quantity = helper.ParseQuantity(cells, headTable, Col_Qty);
tick.IsRealTime = isRealTime;
tick.TradePeriod = helper.ParseTradePeriod(cells, headTable, Col_TradePeriod, Val_PeriodOpening, Val_PeriodTrading, Val_PeriodClosing);
if (tick.TradePeriod == TradePeriod.Undefended)
tick.TradePeriod = helper.ParseTradePeriod(cells, headTable, Col_TradePeriod, FormatTime, Val_SessionStart, Val_SessionFinish);
tick.Extended = helper.CreateExtended(cells, headTable);
//вызвать событие IConnector
var tickPoked = TickPoked;
tickPoked?.Invoke(this, tick);
}
catch(Exception)
{
throw;
}
}
}
public void OnTickPoked(object sender, TickEventArgs e)
{
}
public void OnTickPoked(object sender, TickEventArgs tick)
{
if (TickPoked != null) //todo: Сделать ассинхронно
TickPoked(this, tick);
if (tick.TradePeriod != TradePeriod.Undefended && tick.TradePeriod != TradePeriod.Trading)
return; //торгуем только в сессию!
//Заполнить "нулевой бар"
if (Ticker.Code == tick.TickerCode)
{
DateTime nextTime;
if (ZeroBar == null)
nextTime = tick.Date.Date + startTime;
else
nextTime = ZeroBar.DateOpen.AddMinutes(TimeFrame.ToMinute);
if (tick.Date >= nextTime)
{
//Добавляем свечу в коллекцию
if (ZeroBar != null)
{
Candles.Insert(0, ZeroBar);
//вызвать событие формирования свечи
OnCreatedCandle();
OnCreatedCandleAsync();
if (tick.IsRealTime) //Стратегию вызываем только в реалтайме!
{
if (CreatedCandleReal != null)
CreatedCandleReal(this, null);
}
//Strategy.Begin();
}
ZeroBar = new Candle();
ZeroBar.DateOpen = nextTime;
ZeroBar.Ticker = Ticker;
ZeroBar.TimeFrame = TimeFrame;
ZeroBar.OpenPrice =
ZeroBar.HighPrice =
ZeroBar.LowPrice =
ZeroBar.ClosePrice = tick.Price;
}
else if (ZeroBar != null)
{
ZeroBar.HighPrice = Math.Max(ZeroBar.HighPrice, tick.Price);
ZeroBar.LowPrice = Math.Min(ZeroBar.LowPrice, tick.Price);
ZeroBar.ClosePrice = tick.Price;
}
}
}
