public DSWebClient( DataProvider provider)
{
webClient = new WebClient( );
webClient.DownloadFileCompleted += new AsyncCompletedEventHandler(webClient_DownloadFileCompleted);
this.provider = provider;
//webClient.DownloadDataCompleted += new DownloadDataCompletedEventHandler(webClient_DownloadDataCompleted);
}
public static void UnRegisterHandler(DataProvider dp)
{
List<IHandler> hdlList = new List<IHandler>();
lock (locker)
{
if (hdlQueue.Count > 0)
{
while (hdlQueue.Count > 0)
{
hdlList.Add(hdlQueue.Dequeue());
}
int index = -1;
for (int i = 0; i < hdlList.Count; i++)
{
IHandler h = hdlList[i];
if (((ProviderHandler)h).Provider == dp)
{
h.IsProcessing = false;
h = null;
index = i;
break;
}
}
if (index > 0)
hdlList.RemoveAt(index);
foreach (IHandler hdl in hdlList)
hdlQueue.Enqueue(hdl);
}
}
}
public static void CleanTmpDirs(DataProvider provider)
{
StringBuilder sb = new StringBuilder(FxpaSource.folderPath);
sb.Append(SEPARATOR).Append(provider.Symbol.ToString());
sb.Append(SEPARATOR).Append(provider.CurrentTInterval.ToString());
sb.Append(SEPARATOR).Append(TMP);
DeleteDirectory(sb.ToString());
}
public static string GetLocalPath( DataProvider provider)
{
StringBuilder sb = new StringBuilder(FxpaSource.folderPath);
sb.Append(SEPARATOR).Append(provider.Symbol.ToString());
sb.Append(SEPARATOR).Append(provider.CurrentTInterval.ToString());
sb.Append(SEPARATOR).Append(LOCAL);
CreateDirectory(sb.ToString());
return sb.ToString();
}
public DataCache(DataProvider dp)
{
provider = dp;
// 180,000 means 30 mins
// 360,000 means 1 hour
//timer = new System.Timers.Timer(5000);
//timer.Elapsed += new System.Timers.ElapsedEventHandler(SaveDataToFile);
//timer.AutoReset = true;
//timer.Enabled = true;
//timer.Stop();
}
private void UpdateIntervalData(Interval intervSpan, ref IntervalData intvData, double[] prices, DateTime time, DataProvider provider)
{
if (currentTimes.ContainsKey(intervSpan) && currentDatas.ContainsKey(intervSpan))
{
DateTime lastTime = currentTimes[intervSpan];
DateTime currTime = AppUtil.GetCurrentIntervalTime(lastTime, time, intervSpan);
TimeSpan span = time.Subtract(lastTime);
Console.WriteLine(" currentTimes[TInterval.MIN1] span " + span + " lastTime " + lastTime + " real time " + time + " currTime " + currTime);
LogUtil.Info(" currentTimes[TInterval.MIN1] span " + span + " lastTime " + lastTime + " real time " + time + " currTime " + currTime);
if (lastTime.CompareTo(time) > 0)
{
return;
}
else if (span >= AppConst.AppTimeSpans[intervSpan])
{
lastTime = AppUtil.GetLatestIntervalTime(lastTime, time, intervSpan);
Console.WriteLine(" span > interval span::: " + span + " lastTime " + lastTime + " real time " + time);
BarData barData = dataUnits[intervSpan][dataUnits[intervSpan].Count - 1];
barData.DateTime = lastTime;
barData.Open = intvData.Open;
barData.Close = intvData.Close;
barData.Low = intvData.Min;
barData.High = intvData.Max;
barData.SignalList = intvData.SignalList;
Console.WriteLine(" BarData #### time " + barData);
List<CandleSignal> currSignalList = new List<CandleSignal>();
Signal[] signals = null;
lock (AppConst.SignalDatasLocker)
{
signals = new Signal[AppContext.SignalDatas.Count];
AppContext.SignalDatas.CopyTo(signals);
}
if (signals != null)
{
int count = 0;
Array.Sort(signals);
foreach (Signal s in signals)
{
if (s.Symbol == provider.Symbol && s.Interval == provider.CurrentTInterval)
{
if (s.ActTime.CompareTo(lastTime) == 0 && s.Arrow != 0)
{
CandleSignal cs = new CandleSignal(s, 1);
if (!barData.SignalList.Contains(cs))
barData.SignalList.Add(cs);
}
if (s.Arrow != 0 && s.ActTime.CompareTo(currTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 1);
currSignalList.Add(cs);
}
if (s.StopLoss != 0 && s.StopLossTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 3);
if (!barData.SignalList.Contains(cs))
barData.SignalList.Add(cs);
}
if (s.StopLoss != 0 && s.StopLossTime.CompareTo(currTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 3);
currSignalList.Add(cs);
}
if (s.GainTip != 0 && s.GainTipTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 2);
if (!barData.SignalList.Contains(cs))
barData.SignalList.Add(cs);
}
if (s.GainTip != 0 && s.GainTipTime.CompareTo(currTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 2);
currSignalList.Add(cs);
}
if (s.StopGain != 0 && s.StopGainTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 4);
if (!barData.SignalList.Contains(cs))
barData.SignalList.Add(cs);
}
if (s.StopGain != 0 && s.StopGainTime.CompareTo(currTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 4);
currSignalList.Add(cs);
}
if (count > 5) break;
count++;
}
}
}
barData.RefreshExValues();
Console.WriteLine(" BarData ############ time " + barData);
LogUtil.Info(" Last BarData ##### " + barData);
SAR sar = null;
CR cr = null;
RSI rsi = null;
RSI rsi2 = null;
RSI rsi3 = null;
RSI rsi4 = null;
ARBR arbr = null;
ARBR arbr2 = null;
CCI cci = null;
CCI cci2 = null;
CCI cci3 = null;
WR wr = null;
WR wr2 = null;
LWR lwr = null;
BOLL boll = null;
if (!provider.Initializing && provider.Initialized)
{
sar = iSARs[intervSpan];
cr = iCRs[intervSpan];
rsi = iRISs[intervSpan];
rsi2 = iRISs2[intervSpan];
rsi3 = iRISs3[intervSpan];
rsi4 = iRISs4[intervSpan];
arbr = iARBRs[intervSpan];
arbr2 = iARBRs2[intervSpan];
cci = iCCIs[intervSpan];
cci2 = iCCIs2[intervSpan];
cci3 = iCCIs3[intervSpan];
wr = iWRs[intervSpan];
wr2 = iWRs2[intervSpan];
lwr = iLWRs[intervSpan];
boll = iBOLLs[intervSpan];
sar.handleFullCandle(ref barData);
rsi.handleFullCandle(ref barData, true,1);
rsi2.handleFullCandle(ref barData, true,2);
rsi3.handleFullCandle(ref barData, true,3);
rsi4.handleFullCandle(ref barData, true,4);
cr.handleFullCandle(ref barData);
arbr.handleFullCandle(ref barData,1);
arbr2.handleFullCandle(ref barData,2);
cci.handleFullCandle(ref barData,1);
cci2.handleFullCandle(ref barData,2);
cci3.handleFragCandle(ref barData, 3);
wr.handleFullCandle(ref barData,1);
wr2.handleFullCandle(ref barData,2);
lwr.handleFullCandle(ref barData, 0);
boll.handleFullCandle(ref barData, 0);
}
if (dataUnits.ContainsKey(intervSpan))
{
dataUnits[intervSpan][dataUnits[intervSpan].Count - 1] = (barData);
}
else
{
List<BarData> list = new List<BarData>();
list.Add(barData);
dataUnits.Add(intervSpan, list);
}
if (provider.CurrentTInterval == intervSpan)
{
provider.IsUpdateCandle = false;
provider.IsAddCandle = true;
}
Console.WriteLine(" New BarData #### time " + currTime);
currentTimes[intervSpan] = currTime;
Console.WriteLine(" currentTimes[" + intervSpan + "] " + currentTimes[intervSpan]);
Console.WriteLine(" NEW RTD.symbol time " + time + " price " + prices[0]);
intvData = new IntervalData(0);
double p = prices[0];
intvData.Max = p;
intvData.Min = p;
intvData.Open = p;
intvData.Close = p;
intvData.PriceList.Clear();
foreach (double price in prices)
{
intvData.PriceList.Add(price);
intvData.Max = Math.Max(intvData.Max, price);
intvData.Min = Math.Min(intvData.Min, price);
}
barData = new BarData(currTime, intvData.Open, intvData.Close, intvData.Min, intvData.Max, 0);
barData.SignalList = currSignalList;
barData.RefreshExValues();
if (!provider.Initializing && provider.Initialized)
{
barData.Sar = sar.getNextSAR();
rsi.handleFullCandle(ref barData, false, 1);
rsi2.handleFullCandle(ref barData, false, 2);
rsi3.handleFullCandle(ref barData, false, 3);
rsi4.handleFullCandle(ref barData, false, 4);
cr.handleFullCandle(ref barData);
cci.handleFragCandle(ref barData,2);
cci2.handleFragCandle(ref barData,2);
iSARs[intervSpan] = sar;
iRISs[intervSpan] = rsi;
iRISs2[intervSpan] = rsi2;
iRISs3[intervSpan] = rsi3;
iRISs4[intervSpan] = rsi4;
iCRs[intervSpan] = cr;
iARBRs[intervSpan] = arbr;
iARBRs2[intervSpan] = arbr2;
iCCIs[intervSpan] = cci;
iCCIs2[intervSpan] = cci2;
iCCIs3[intervSpan] = cci3;
iWRs[intervSpan] = wr;
iWRs2[intervSpan] = wr2;
iLWRs[intervSpan] = lwr;
iBOLLs[intervSpan]=boll;
}
LogUtil.Info(" New BarData #### " + barData);
dataUnits[intervSpan].Add(barData);
Console.WriteLine(" New intvData ############ op " + intvData.Open + " cls " + intvData.Close + " max " + intvData.Max + " low " + intvData.Min);
Console.WriteLine(" allDataUnits[provider.Symbol][intervSpan]..Count ::::::::::::::::::::::::::: " + dataUnits[intervSpan].Count);
}
else
{
Console.WriteLine(" IN currentTimes[" + intervSpan + "] " + currentTimes[intervSpan]);
foreach (double price in prices)
{
intvData.PriceList.Add(price);
intvData.Max = Math.Max(intvData.Max, price);
intvData.Min = Math.Min(intvData.Min, price);
}
Signal[] signals = null;
lock (AppConst.SignalDatasLocker)
{
signals = new Signal[AppContext.SignalDatas.Count];
AppContext.SignalDatas.CopyTo(signals);
}
if (signals != null)
{
Array.Sort(signals);
int count = 0;
foreach (Signal s in signals)
{
if (s.Symbol == provider.Symbol && s.Interval == provider.CurrentTInterval)
{
if (s.Arrow != 0 && s.ActTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 1);
if (!intvData.SignalList.Contains(cs))
intvData.SignalList.Add(cs);
}
if (s.GainTip != 0 && s.GainTipTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 2);
if (!intvData.SignalList.Contains(cs))
intvData.SignalList.Add(cs);
}
if (s.StopLoss != 0 && s.StopLossTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 3);
if (!intvData.SignalList.Contains(cs))
intvData.SignalList.Add(cs);
}
if (s.StopGain != 0 && s.StopGainTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 4);
if (!intvData.SignalList.Contains(cs))
intvData.SignalList.Add(cs);
}
if (count > 5) break;
count++;
}
}
}
intvData.Close = intvData.PriceList.Last<double>();
//intvData.isInitialized = true;
if (provider.CurrentTInterval == intervSpan)
{
provider.IsUpdateCandle = true;
provider.IsAddCandle = false;
}
LogUtil.Info(" Updated intvData ############ " + intvData);
}
Console.WriteLine(" Update intvData ############ op " + intvData.Open + " cls " + intvData.Close + " max " + intvData.Max + " low " + intvData.Min);
//}
//intvData.isUpdated = true;
}
}
public AnalyzerSession CreateSimulationSession(
SessionInfo sessionInfo)
{
AnalyzerSession session = new AnalyzerSession(sessionInfo);
DataProvider dataProvider = null;
lock (this)
{
if (AppContext.FirstDataProvider != null)
{
dataProvider = AppContext.FirstDataProvider; // new DataProvider(sessionInfo.Symbol);
dataProvider.Run();
}
else
{
dataProvider = new DataProvider(sessionInfo.Symbol);
dataProvider.Init();
}
session.Initialize(dataProvider);
_existingSessions.Add(session);
}
// comment by Harry
//GeneralHelper.SafeEventRaise(SessionsUpdateEvent, this);
return session;
}
public static void UnRegisterDataProvider(DataProvider dataProvider)
{
lock (activeProviders)
{
if (activeProviders.ContainsKey(dataProvider.Symbol))
{
activeProviders.Remove(((DataProvider)dataProvider).Symbol);
symbolDatas.Remove(((DataProvider)dataProvider).Symbol);
activeProvider = null;
symList.Remove(((DataProvider)dataProvider).Symbol);
}
}
}
public static void RegisterDataProvider(DataProvider provider)
{
lock (activeProviders)
{
//Console.WriteLine("@@@@@@@@@@@@@@@@@@@@@@@ " + provider.Symbol);
if (!activeProviders.ContainsKey(provider.Symbol))
{
activeProviders.Add(provider.Symbol, provider);
symbolDatas.Add(provider.Symbol, new List<RealTimeData>());
activeProvider = provider;
symList.Add(provider.Symbol);
}
}
}
public ProviderHandler(DataProvider provider)
: base()
{
this.provider = provider;
this.MsgUpdateEvent += new MsgUpdatedDelegate(provider.RetrieveCdlFileAndLatestRtd);
}
public static string GetTmpSigFilePath(DataProvider provider)
{
StringBuilder sb = new StringBuilder(FxpaSource.folderPath);
sb.Append(SEPARATOR).Append(provider.Symbol.ToString());
sb.Append(SEPARATOR).Append(provider.CurrentTInterval.ToString());
sb.Append(SEPARATOR).Append(TMP);
CreateDirectory(sb.ToString());
sb.Append(SEPARATOR).Append(provider.Symbol.ToString()).Append(DOT).Append(SIG);
return sb.ToString();
}