/// <summary>
/// распаковать если необходимо
/// </summary>
public List<CandleDataPacked> GetCandles()
{
if (!packed) return unpacked;
var result = new List<CandleDataPacked>(count);
var unpackedStream = method == PackedMethod.FastGZip
? UnpackBytesGZip(candleStream)
: CompressionHelper.DecompressBytes(candleStream);
const int quoteSz = SizeofTime + SizeofPrice + SizeofHLC;
var size = count * quoteSz;
CandleDataPacked previousCandle = null;
for (var offset = 0; offset < size; offset += quoteSz)
{
var q = new CandleDataPacked
{
timeOpen = new DateTime(BitConverter.ToInt64(unpackedStream, offset)),
open = BitConverter.ToSingle(unpackedStream, offset + SizeofTime),
HLC = BitConverter.ToInt32(unpackedStream, offset + SizeofTime + SizeofPrice)
};
q.close = q.open; // default
if (previousCandle != null)
previousCandle.close = q.open;
previousCandle = q;
result.Add(q);
}
return result;
}
/// <summary>
/// распаковать если необходимо
/// </summary>
public List <CandleDataPacked> GetCandles()
{
if (!packed)
{
return(unpacked);
}
var result = new List <CandleDataPacked>(count);
var unpackedStream = method == PackedMethod.FastGZip
? UnpackBytesGZip(candleStream)
: CompressionHelper.DecompressBytes(candleStream);
const int quoteSz = SizeofTime + SizeofPrice + SizeofHLC;
var size = count * quoteSz;
CandleDataPacked previousCandle = null;
for (var offset = 0; offset < size; offset += quoteSz)
{
var q = new CandleDataPacked
{
timeOpen = new DateTime(BitConverter.ToInt64(unpackedStream, offset)),
open = BitConverter.ToSingle(unpackedStream, offset + SizeofTime),
HLC = BitConverter.ToInt32(unpackedStream, offset + SizeofTime + SizeofPrice)
};
q.close = q.open; // default
if (previousCandle != null)
{
previousCandle.close = q.open;
}
previousCandle = q;
result.Add(q);
}
return(result);
}
/// <summary>
/// Вызывает хранимую процедуру 'GetLastQuote' или 'FindQuote'
/// </summary>
public QuoteData GetQuoteStoredProc(string ticker, DateTime? start = null)
{
if (string.IsNullOrEmpty(ticker)) return null;
SqlConnection conn = null;
SqlDataReader rdr = null;
var tickerId = DalSpot.Instance.GetFXICodeBySymbol(ticker);
var date = default(DateTime);
var open = -1f;
var lhc = -1;
try
{
var connectionString = ConfigurationManager.ConnectionStrings["QuoteBase"].ConnectionString;
conn = new SqlConnection(connectionString);
conn.Open();
var procName = start.HasValue ? "FindQuote" : "GetLastQuote";
var cmd = new SqlCommand(procName, conn) { CommandType = CommandType.StoredProcedure };
cmd.Parameters.Add(new SqlParameter("@ticker", tickerId));
if (start.HasValue) cmd.Parameters.Add(new SqlParameter("@date", start.Value));
rdr = cmd.ExecuteReader();
while (rdr.Read())
{
if (!int.TryParse(rdr["ticker"].ToString(), out tickerId)) return null;
if (!DateTime.TryParse(rdr["date"].ToString(), out date)) return null;
if (!float.TryParse(rdr["open"].ToString(), out open)) return null;
if (!int.TryParse(rdr["HLC"].ToString(), out lhc)) return null;
}
}
catch (Exception ex)
{
Logger.Error("Ошибка в методе GetQuoteStoredProc", ex);
return null;
}
finally
{
if (conn != null)
{
conn.Close();
}
if (rdr != null)
{
rdr.Close();
}
}
var candelDataPacked = new CandleDataPacked
{
HLC = lhc,
open = open,
timeOpen = date,
close = open // default
};
var candleData = new CandleData(candelDataPacked, DalSpot.Instance.GetPrecision10(ticker));
var useOpen = start.HasValue && date == start.Value;
return GetQuoteWithDefaultSpread(candleData, ticker, useOpen);
}
public CandleData(CandleDataPacked spec, int pointCost)
{
open = spec.open;
timeOpen = spec.timeOpen;
timeClose = spec.timeOpen.AddMinutes(1);
close = spec.close;
MakeHlcFromOffset16(spec.HLC, pointCost);
}