static void Main(string[] args)
{
InitalizeLog4Net();
string localDirPath = @"C:\Outils\FileTest\Local";
string masterDirPath = @"C:\Users\Laurent\Pictures\Photos LIGER\";
var filesEnumerator = new DirectoryInfo(localDirPath).EnumerateFiles("*", SearchOption.AllDirectories);
int count = filesEnumerator.Count();
double totalLength = filesEnumerator.Sum(f => f.Length) / 1024.0 / 1024.0;
Console.WriteLine("{0} fichiers. Taille totale : {1:0.00} Go, Taille moy. : {2:0.00} mo", count, totalLength / 1024, totalLength / count);
CancellationTokenSource cts = new CancellationTokenSource();
var breakTask = Task.Factory.StartNew(() => { BreakExecution(cts); }, cts.Token);
Repository syncDir = new Repository(localDirPath, cts);
Console.WriteLine();
// on recommence, mais cette fois pour la synchro vers un autre repertoire
cts = new CancellationTokenSource();
breakTask = Task.Factory.StartNew(() => { BreakExecution(cts); }, cts.Token);
syncDir.SyncWithMaster(masterDirPath, new SyncOptions() { MaxLocalStorage = FileLength.FromGigaBytes(7) }, cts);
//var doublons = syncDir.Map.Values
// .GroupBy(ci => ci.Sha1String)
// .Where(g => g.Count() > 1);
//int totalDoublons = 0;
//// affichage des doublons :
//foreach (var group in doublons)
//{
// foreach (var item in group)
// {
// Console.WriteLine("{0} : {1}", group.Key, item.FileName);
// }
// totalDoublons += group.Count();
// Console.WriteLine("-------- {0} doublons ---------", group.Count());
//}
//Console.WriteLine("-------- {0} doublons au total ---------", totalDoublons);
Console.WriteLine("Appuyer sur une touche pour fermer cette fenetre.");
Console.Read();
}
/// <summary>
/// Converts Bovespa zip files with trade/bid/ask data for equities, options and futures into Lean format
/// </summary>
/// <returns></returns>
private static async Task IntradayFilesConverter()
{
var zipfiles = new DirectoryInfo(_settings.InputFolder + @"\" + _settings.SecurityType)
.GetFiles((_settings.InputDataType == "bid" ? "OFER_CPA" : _settings.InputDataType == "ask" ? "OFER_VDA" : "NEG") + "*zip")
.Where(f => f.Name.Substring(f.Name.Length - 12, 8).ToDateTime() > _settings.StartDate).ToList();
if (zipfiles.Count == 0)
{
Console.WriteLine("No zip files with {0} Bovespa data.", _settings.InputDataType);
return;
}
ZipFile zip;
var sum = 0.0;
var total = zipfiles.Sum(z => z.Length);
var destinationFolder = Directory.CreateDirectory(_settings.OutputFolder + @"\" + _settings.SecurityType + @"\bra\" +
(_settings.InputDataType == "trade" ? "tick" : _settings.InputDataType) + @"\");
// Delete existing files
var csvFiles = destinationFolder.GetFiles("*_" + _settings.InputDataType + "_Tick.csv").ToList();
csvFiles.ForEach(c => c.Delete());
//
var starttime = DateTime.Now;
Console.WriteLine(zipfiles.Count + " zip files with Bovespa {0} data (" + (total / Math.Pow(1024, 3)).ToString("0.00 GB") + ") \t" + starttime, _settings.InputDataType);
foreach (var zipfile in zipfiles)
{
Compression.Unzip(zipfile.FullName, out zip);
for (var i = 0; i < zip.Entries.Count; i++)
{
using (var reader = new StreamReader(zip[i].OpenReader()))
{
while (!reader.EndOfStream)
{
var csv = (await reader.ReadLineAsync()).Split(';');
if (csv.Length < 5) continue;
// Ticker
if (!ValidateSymbol(csv[1] = csv[1].Trim())) continue;
// TimeOfDay
csv[0] = csv[0].Replace("-", "");
// Data
csv[2] = TimeSpan.Parse(csv[5]).TotalMilliseconds.ToString("F0") + "," +
(10000 * decimal.Parse(csv[3])).ToString("F0") + "," + csv[4].ToInt64() + "\r\n";
// CSV file
csv[6] = destinationFolder.FullName + @"\" + csv[0] + "_" + csv[1].ToLower() + "_Trade_Tick.csv";
File.AppendAllText(csv[6], csv[2]);
}
}
}
Console.Write("\r" + (sum += zipfile.Length / total).ToString("0.00%") + "\t" + (DateTime.Now - starttime).ToString(@"hh\:mm\:ss") +
" Last file: " + zipfile.Name.ToUpper());
}
var subdirs = new Dictionary<string, string>();
csvFiles = destinationFolder.GetFiles("*_" + _settings.InputDataType + "_Tick.csv").ToList();
sum = 0.0;
total = csvFiles.Sum(z => z.Length);
starttime = DateTime.Now;
Console.WriteLine(csvFiles.Count + " csv files with {0} data (" + (total / Math.Pow(1024, 3)).ToString("0.00 GB") + ") to zip. \t" + starttime, _settings.InputDataType);
foreach (var csvFile in csvFiles)
{
var data = csvFile.Name.Split('_');
var date = data[0];
var ticker = data[1];
if(!subdirs.ContainsKey(ticker))
{
var subdir = Directory.CreateDirectory(destinationFolder.FullName + @"\" + ticker + @"\");
subdirs.Add(ticker, subdir.FullName);
}
Compression.Zip(subdirs[ticker] + data[0] + "_trade.zip",
new Dictionary<string, string> { { csvFile.Name, File.ReadAllText(csvFile.FullName) } });
Console.Write("\r" + (sum += csvFile.Length / total).ToString("0.00%") + "\t" + (DateTime.Now - starttime).ToString(@"hh\:mm\:ss") +
" Last file: " + csvFile.Name.ToUpper());
csvFile.Delete();
}
Console.WriteLine("\r... exiting routine at " + DateTime.Now);
}
/// <summary>
/// Converts Bovespa zip files with daily data for equities into Lean format (input-data-type = "daily")
/// </summary>
/// <returns></returns>
private static async Task DailyFilesConverter()
{
var zipfiles = new DirectoryInfo(_settings.InputFolder + @"\equity").GetFiles("COTAHIST_A*zip")
.Where(f => f.Name.Substring(f.Name.Length - 8, 4).ToInt32() > 1997).ToList();
if(zipfiles.Count==0)
{
Console.WriteLine("No zip files with daily Bovespa data.");
return;
}
var sum = 0.0;
var total = (long)zipfiles.Count;
total = zipfiles.Sum(z => z.Length);
//FolderCleanUp("equity", "daily");
var outputdir = Directory.CreateDirectory(_settings.OutputFolder + @"\equity\bra\daily\");
var starttime = DateTime.Now;
Console.WriteLine(zipfiles.Count + " zip files with Bovespa daily data (" + (total / Math.Pow(1024, 2)).ToString("0.00 MB") + ") \t" + starttime);
foreach (var zipfile in zipfiles)
{
starttime = DateTime.Now;
var data = await ReadAsyncZipFile(zipfile);
data.RemoveAll(d => Filter(d));
data.GroupBy(d => d.Substring(12, 12).Trim().ToLower() + ".csv").ToList().ForEach(d =>
{
File.AppendAllLines(outputdir.FullName + d.Key, d.Select(l =>
{
return l.Substring(2, 8) + "," +
100 * Convert.ToInt64(l.Substring(56, 13)) + "," +
100 * Convert.ToInt64(l.Substring(69, 13)) + "," +
100 * Convert.ToInt64(l.Substring(82, 13)) + "," +
100 * Convert.ToInt64(l.Substring(108, 13)) + "," +
100 * Convert.ToInt64(l.Substring(152, 18));
}).OrderBy(l => l));
});
Console.WriteLine((sum += zipfile.Length / total).ToString("0.00%\t") + zipfile.Name.ToUpper() +
" read in " + (DateTime.Now - starttime).ToString(@"ss\.ff") + " secs");
}
var csvFiles = outputdir.GetFiles("*.csv").ToDictionary(x => x.Name.Replace(".csv", "").Trim(), y => y);
Console.WriteLine(csvFiles.Count + " csv files to zip.\t" + DateTime.Now);
sum = 0.0;
total = csvFiles.Values.Sum(c => c.Length);
foreach(var kvp in csvFiles)
{
await Task.Factory.StartNew(() => Compression.Zip(kvp.Value.FullName));
Console.Write("\r" + (sum += kvp.Value.Length / total).ToString("0.00%\t") + kvp.Key.ToUpper() + "\t");
};
Console.WriteLine("\r... exiting routine at " + DateTime.Now);
}
/// <summary>
/// Convert LEAN data to custom data
/// </summary>
/// <param name="OutputResolution">Output resoltution for intraday cases (hour/minute/second)</param>
/// <returns></returns>
private static async Task Convert2CustomCSV(string OutputResolution)
{
var symbols = new DirectoryInfo(_settings.OutputFolder + @"/" + _settings.SecurityType + @"/bra/" + OutputResolution + @"/")
.GetDirectories().ToList();
if (_settings.InstrumentList.Length > 0) symbols.RemoveAll(s => !_settings.InstrumentList.Contains(s.Name.ToUpper()));
if (symbols.Count == 0)
{
}
var sum = 0.0;
var total = 0.0;
symbols.ForEach(d => total += d.GetFiles().Sum(f => f.Length));
var roottime = DateTime.Now;
Console.WriteLine("\r" + symbols.Count + " symbol directories to read (" + (total / 1024 / 1024).ToString("000.00") + " MB).\t" + roottime);
foreach (var symbol in symbols)
{
var starttime = DateTime.Now;
var factors = GetTickerFactors(symbol.Name);
var zipfiles = symbol.GetFiles("*.zip").ToList();
var csvFile = new FileInfo(symbol.Name.ToUpper() + "_" + _settings.OutputResolution + ".csv");
if (csvFile.Exists) csvFile.Delete();
foreach (var zipfile in zipfiles)
{
var date = zipfile.Name.ToDateTime();
var factor = factors.FirstOrDefault(kvp => kvp.Key >= date);
File.AppendAllLines(csvFile.FullName, (await ReadAsyncZipFile(zipfile)).Select(l =>
{
var data = l.Split(',');
return symbol.Name.ToUpper() + ";" +
date.AddMilliseconds(data[0].ToInt64()).ToString(@"dd/MM/yyyy;HH\:mm\:ss") + ";" +
Math.Round(data[1].ToDecimal() * factor.Value / 10000, 2).ToString("0.00", _ptBR) + ";" +
Math.Round(data[2].ToDecimal() * factor.Value / 10000, 2).ToString("0.00", _ptBR) + ";" +
Math.Round(data[3].ToDecimal() * factor.Value / 10000, 2).ToString("0.00", _ptBR) + ";" +
Math.Round(data[4].ToDecimal() * factor.Value / 10000, 2).ToString("0.00", _ptBR) + ";" +
(data.Length == 6 ? data[5] : data[6] + ";" + data[5]);
}).ToArray());
sum += zipfile.Length;
}
Console.Write("\r" + (sum / total).ToString("0.00%") + "\t" + symbol.Name.ToUpper() + ": \t" + zipfiles.Count +
" days were read/written in " + (DateTime.Now - starttime).ToString(@"ss\.ff") + " secs.\t");
}
// For options and futures
var csvFiles = new DirectoryInfo(Environment.CurrentDirectory).GetFiles("*_" + _settings.OutputResolution + ".csv");
if (csvFiles.Count() > 0)
{
sum = 0.0;
total = csvFiles.Sum(f => f.Length);
Console.WriteLine("Zipping " + (total / 1024 / 1024).ToString("000.00") + " MB");
csvFiles.GroupBy(g =>
{
if (_settings.SecurityType == "equity") return g.Name.Replace(".csv", ".zip");
if (_settings.SecurityType == "futures") return g.Name.Substring(0, 3).ToUpper() + "FUT" + "_" + _settings.OutputResolution + ".zip";
var type = ("ABCDEFGHIJKL".Contains(g.Name[4]) ? "_C" : "_P") + "_" + _settings.OutputResolution + ".zip";
return g.Name.Substring(0, 4) + type;
})
//.ToList().ForEach(f =>
//{
// var outputfile = new FileInfo(f.Key);
// if (outputfile.Exists) outputfile.Delete();
// Compression.Zip(outputfile.FullName);
// using (var z = new FileStream(outputfile.FullName, FileMode.Create))
// using (var a = new ZipArchive(z, ZipArchiveMode.Create, true))
// f.ToList().ForEach(csvFile =>
// {
// a.CreateEntryFromFile(csvFile.FullName, csvFile.Name, CompressionLevel.Optimal);
// csvFile.Delete();
// sum += csvFile.Length;
// Console.Write("\r" + (sum / total).ToString("0.00%") + "\tLast zippped file:\t" + csvFile.Name.ToUpper());
// });
//})
;
}
Console.WriteLine("\r\n... exiting routine at " + DateTime.Now);
}
/// <summary>
/// Convert LEAN data to custom data
/// </summary>
/// <returns></returns>
private static async Task Convert2CustomCSV()
{
if (_settings.OutputFormat == "lean") return;
if (_settings.OutputResolution != "daily")
{
await Convert2CustomCSV(_settings.OutputResolution);
return;
}
var zipfiles = new DirectoryInfo(_settings.OutputFolder + @"/" + _settings.SecurityType + @"/bra/daily/").GetFiles("*.zip").ToList();
if (zipfiles.Count == 0)
{
}
var sum = 0.0;
var total = zipfiles.Sum(f => f.Length);
var roottime = DateTime.Now;
Console.WriteLine(zipfiles.Count + " symbol to read.(" + (total / 1024 / 1024).ToString("000.00") + "MB)\t" + roottime);
foreach (var zipfile in zipfiles)
{
var starttime = DateTime.Now;
var symbol = zipfile.Name.Replace(".zip", "");
var csvFile = new FileInfo(symbol.ToUpper() + "_Diário.csv");
if (csvFile.Exists) csvFile.Delete();
var factors = GetTickerFactors(symbol);
File.WriteAllLines(csvFile.FullName, (await ReadAsyncZipFile(zipfile)).Select(l =>
{
var data = l.Split(',');
var date = data[0].ToDateTime();
var factor = factors.FirstOrDefault(kvp => kvp.Key >= date);
return symbol.ToUpper() + ";" + date.ToString("dd/MM/yyyy") + ";" +
Math.Round(data[1].ToDecimal() * factor.Value / 10000, 2).ToString("0.00", _ptBR) + ";" +
Math.Round(data[2].ToDecimal() * factor.Value / 10000, 2).ToString("0.00", _ptBR) + ";" +
Math.Round(data[3].ToDecimal() * factor.Value / 10000, 2).ToString("0.00", _ptBR) + ";" +
Math.Round(data[4].ToDecimal() * factor.Value / 10000, 2).ToString("0.00", _ptBR) + ";" +
(data.Length == 6 ? data[5] : data[6] + ";" + data[5]);
}).ToArray());
Console.Write("\r" + ((sum += zipfile.Length) / total).ToString("0.00%\t") + symbol.ToUpper() +
"\twas read/written in " + (DateTime.Now - starttime).ToString(@"ss\.ff") + " secs\t");
}
Console.WriteLine("\r... exiting routine at " + DateTime.Now + ". Took " + (DateTime.Now - roottime).ToString(@"mm\:ss"));
}
public static void LoadPlugin(string searchPattern = "*.cmd.dll")
{
var files = new DirectoryInfo(Directory.GetCurrentDirectory()).GetFiles(searchPattern,
SearchOption.AllDirectories);
if (files.Length == 0)
{
Console.WriteLine(string.Format("No Commant Library Files Found whith Search Pattern '{0}'",
searchPattern));
return;
}
Console.WriteLine(string.Format("\r\nTotal {0} Commands Loaded.",
files.Sum(fileInfo => LoadPlugin(fileInfo.FullName, false))));
//重置 帮助 和 智能感知
ResetHelp();
ResetIntelliSense();
}
private void TrimOlgLogFiles(string archiveLogDir, int maxMegabytes)
{
var files = new DirectoryInfo(archiveLogDir).GetFiles();
if (files.Any())
{
var totalSize = files.Sum(info => info.Length);
if (totalSize > ((long)maxMegabytes) * 1024L * 1024L)
{
var fileToDelete = files.Single(file => file.CreationTime == files.Min(info => info.CreationTime));
fileToDelete.Delete();
TrimOlgLogFiles(archiveLogDir, maxMegabytes);
}
}
}
private void Refresh(CancellationTokenSource cts)
{
var snapshotTask = Task.Factory.StartNew(() =>
{
while (true)
{
SaveSnapshot();
if (cts.Token.IsCancellationRequested)
{
break;
}
Thread.Sleep(TimeSpan.FromSeconds(5));
}
},
cts.Token);
var hashTask = Task.Factory.StartNew(() =>
{
Stopwatch watch = Stopwatch.StartNew();
var filesEnumerator = new DirectoryInfo(this.RootPath).EnumerateFiles("*", SearchOption.AllDirectories);
long repoSize = filesEnumerator.Sum(f => f.Length);
int repoFileCount = filesEnumerator.Count();
_logger.InfoFormat("Refresh du repository '{0}' : {1} fichiers ({2:0.00} go).",
this.RootPath,
repoFileCount,
FileLength.ToMegaBytes(repoSize));
Stopwatch logWatch = Stopwatch.StartNew();
int index = 0;
List<FileInfo> lastBatch = new List<FileInfo>();
foreach (var fi in filesEnumerator)
{
lastBatch.Add(fi);
if (fi.Name == SnapshotFileName)
{
// on saute le fichier de snapshot
continue;
}
string relativeFileName = fi.GetRelativePath(this.RootPath);
Map.AddOrUpdate(relativeFileName,
_ => new CustomInfo(relativeFileName, fi),
(_, info) => info.Update(fi));
if (cts.Token.IsCancellationRequested)
{
break;
}
if (logWatch.ElapsedMilliseconds >= 5000)
{
long lastBatchSize = lastBatch.Sum(f => f.Length);
long remaining = repoSize - lastBatchSize;
double bytesPerSec = Convert.ToDouble(lastBatchSize / (logWatch.ElapsedMilliseconds / 1000));
TimeSpan etaSec = TimeSpan.FromSeconds(remaining / bytesPerSec);
_logger.InfoFormat("Refresh : {0:P2} - {1:0.00} Mo/s - eta : {2}",
Convert.ToDouble(index) / repoFileCount,
FileLength.ToMegaBytes(bytesPerSec),
etaSec);
lastBatch.Clear();
logWatch.Reset();
logWatch.Start();
}
index++;
}
cts.Cancel();
return watch.Elapsed;
}, cts.Token);
Task.WaitAll(snapshotTask, hashTask);
}
public string GetLogSummary( string folderPath )
{
var summary = "";
ExecuteDbMethod(
cn => {
var cutOffDateTime = DateTime.Now.AddHours( -24 );
var command = new InlineSelect( "count( * )".ToSingleElementArray(), "from RsisLogBackups", false );
command.AddCondition(
new InequalityCondition(
InequalityCondition.Operator.GreaterThan,
new InlineDbCommandColumnValue( "DateAndTimeSaved", new DbParameterValue( cutOffDateTime, "DateTime2" ) ) ) );
var numberOfLogsRestored = 0;
command.Execute(
cn,
r => {
r.Read();
numberOfLogsRestored = r.GetInt32( 0 );
} );
summary = "In the last 24 hours, " + numberOfLogsRestored + " logs were successfully restored.";
if( Directory.Exists( folderPath ) ) {
var logsDownloaded = new DirectoryInfo( folderPath ).GetFiles().Where( f => f.LastWriteTime > cutOffDateTime ).ToList();
var totalSizeInBytes = logsDownloaded.Sum( f => f.Length );
summary += " " + logsDownloaded.Count() + " logs were downloaded, with a total size of " + FormattingMethods.GetFormattedBytes( totalSizeInBytes ) + ".";
}
} );
return summary;
}