public int BarsSave(Bars bars)
{
int ret = 0;
DateTime start = DateTime.Now;
Storage db = StorageFactory.Instance.CreateStorage();
db.Open(this.Abspath, pagePoolSize);
BarsPerst barsPerst = db.Root as BarsPerst;
barsPerst = (BarsPerst)db.CreateClass(typeof(BarsPerst));
barsPerst.Symbol = bars.Symbol;
barsPerst.SecurityName = bars.SecurityName;
barsPerst.ScaleInterval = bars.ScaleInterval;
/// If number of element in block is 100, time series period is 1 day, then
/// value of maxBlockTimeInterval can be set as 100*(24*60*60*10000000L)*2
//long maxBlockTimeInterval = (number of elements in block)*(tick interval)*2;
TICKS_PER_SECOND = bars.ScaleInterval.TimeSpanInSeconds;
barsPerst.BarsStored = db.CreateTimeSeries <BarPerst>(N_ELEMS_PER_BLOCK, N_ELEMS_PER_BLOCK * TICKS_PER_SECOND * 2);
foreach (Bar bar in bars.Values)
{
BarPerst barPerst = new BarPerst(bar);
barsPerst.BarsStored.Add(barPerst);
}
ret = barsPerst.BarsStored.Count;
db.Root = barsPerst;
db.Commit();
db.Close();
string msg = "Elapsed time for storing " + ret + " bars: " + (DateTime.Now - start);
return(ret);
}
public Bars BarsRead()
{
Bars ret = null;
DateTime start = DateTime.Now;
Storage db = StorageFactory.Instance.CreateStorage();
db.Open(this.Abspath, pagePoolSize);
BarsPerst barsPerst = db.Root as BarsPerst;
if (barsPerst == null)
{
return(ret);
}
ret = new Bars(barsPerst.Symbol, barsPerst.ScaleInterval, this.Abspath);
foreach (BarPerst barPerst in barsPerst.BarsStored)
{
ret.BarCreateAppend(new DateTime(barPerst.Time), barPerst.Open, barPerst.High, barPerst.Low, barPerst.Close, barPerst.Volume);
}
db.Close();
string msg = "Elapsed time for reading " + ret.Count + " bars: " + (DateTime.Now - start);
return(ret);
}
