private static void AddBar(CQGTimedBar timedBar, string symbol, DateTime runDateTime, string tType, string userName)
{
try
{
string MonthChar = "";
string Year = "";
foreach (var monthCharYearModel in monthCharYearlList)
{
if (symbol == monthCharYearModel.Symbol)
{
MonthChar = monthCharYearModel.MonthChar;
Year = monthCharYearModel.Year;
}
}
var str5 = symbol.Trim();
var str = str5.Split('.');
str5 = str[str.Length - 1];
if (GetValueAsString(timedBar.Open) == "N/A")
{
}
else
{
GetValueAsString(timedBar.Open);
}
GetValueAsString(timedBar.Timestamp);
var str3 = "'" + symbol + "'," +
GetValueAsString(Math.Max(timedBar.Open, 0)) + "," +
GetValueAsString(Math.Max(timedBar.High, 0)) + "," +
GetValueAsString(Math.Max(timedBar.Low, 0)) + "," +
GetValueAsString(Math.Max(timedBar.Close, 0)) + "," +
GetValueAsString(Math.Max(timedBar.TickVolume, 0)) + "," +
GetValueAsString(Math.Max(timedBar.ActualVolume, 0)) + "," +
GetValueAsString(Math.Max(timedBar.AskVolume, 0)) + "," +
GetValueAsString(Math.Max(timedBar.BidVolume, 0)) + "," +
GetValueAsString(Math.Max(timedBar.OpenInterest, 0)) + "," +
GetValueAsString(timedBar.Timestamp) + "," +
GetValueAsString(runDateTime) + ",'" +
_continuationType + "','" +
userName + "','" +
MonthChar + "','" +
Year + "'";
var sql = "INSERT IGNORE INTO B_" + str5 + "_" + tType + " (Symbol, OpenValue, HighValue, LowValue, CloseValue," +
" TickVol, ActualVol, AskVol, BidVol, OpenInterest," +
"BarTime, SystemTime, ContinuationType, UserName, MonthChar, Year) VALUES (" + str3 + ");";
ClientDatabaseManager.AddToQueue(sql, 5);
}
catch (Exception ex)
{
Console.WriteLine("AddBar." + ex.Message);
}
}
private void AddBar(CQGTimedBar timedBar, string symbol, DateTime runDateTime, string tType, string userName)
{
if (_shouldStop) return;
try
{
var str5 = symbol.Trim();
var str = str5.Split('.');
str5 = str[str.Length - 1];
if (GetValueAsString(timedBar.Open) == "N/A")
{
}
else
{
GetValueAsString(timedBar.Open);
}
GetValueAsString(timedBar.Timestamp);
var str3 = "'" + symbol + "'," +
GetValueAsString(Math.Max(timedBar.Open, 0)) + "," +
GetValueAsString(Math.Max(timedBar.High, 0)) + "," +
GetValueAsString(Math.Max(timedBar.Low, 0)) + "," +
GetValueAsString(Math.Max(timedBar.Close, 0)) + "," +
GetValueAsString(Math.Max(timedBar.TickVolume, 0)) + "," +
GetValueAsString(Math.Max(timedBar.ActualVolume, 0)) + "," +
GetValueAsString(Math.Max(timedBar.AskVolume, 0)) + "," +
GetValueAsString(Math.Max(timedBar.BidVolume, 0)) + "," +
GetValueAsString(Math.Max(timedBar.OpenInterest, 0)) + "," +
GetValueAsString(timedBar.Timestamp) + "," +
GetValueAsString(runDateTime) + ",'" +
_aContinuationType + "','" +
userName + "'";
var sql = "INSERT IGNORE INTO B_" + str5 + "_" + tType + " (Symbol, OpenValue, HighValue, LowValue, CloseValue,"+
" TickVol, ActualVol, AskVol, BidVol, OpenInterest," +
"BarTime, SystemTime, ContinuationType, UserName) VALUES (" + str3 + ");";
DatabaseManager.AddToQueue(sql,1);
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
_logger.LogAdd("AddBar. " + ex, Category.Error);
}
}
private static void AddBar(CQGTimedBar timedBar, string symbol, DateTime runDateTime, string tType, string userName)
{
try
{
string MonthChar = "def";
string Year = "def";
foreach (var monthCharYearModel in monthCharYearlList)
{
if (symbol == monthCharYearModel.Symbol)
{
MonthChar = monthCharYearModel.MonthChar;
Year = monthCharYearModel.Year;
}
}
var str5 = symbol.Trim();
var str = str5.Split('.');
str5 = str[str.Length - 1];
if (GetValueAsString(timedBar.Open) == "N/A")
{
}
else
{
GetValueAsString(timedBar.Open);
}
GetValueAsString(timedBar.Timestamp);
var str3 = "'" + symbol + "'," +
GetValueAsString(Math.Max(timedBar.Open, 0)) + "," +
GetValueAsString(Math.Max(timedBar.High, 0)) + "," +
GetValueAsString(Math.Max(timedBar.Low, 0)) + "," +
GetValueAsString(Math.Max(timedBar.Close, 0)) + "," +
GetValueAsString(Math.Max(timedBar.TickVolume, 0)) + "," +
GetValueAsString(Math.Max(timedBar.ActualVolume, 0)) + "," +
GetValueAsString(Math.Max(timedBar.AskVolume, 0)) + "," +
GetValueAsString(Math.Max(timedBar.BidVolume, 0)) + "," +
GetValueAsString(Math.Max(timedBar.OpenInterest, 0)) + "," +
GetValueAsString(timedBar.Timestamp) + "," +
GetValueAsString(runDateTime) + ",'" +
_continuationType + "','" +
userName + "','" +
MonthChar + "','" +
Year + "'";
var sql = "INSERT IGNORE INTO B_" + str5 + "_" + tType + " (Symbol, OpenValue, HighValue, LowValue, CloseValue," +
" TickVol, ActualVol, AskVol, BidVol, OpenInterest," +
"BarTime, SystemTime, ContinuationType, UserName, MonthChar, YearChar) VALUES (" + str3 + ");";
DatabaseManager.AddToQueue(sql, 5);
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
}
}
/// <summary>
/// Copies the data from a CQG Timed Bar into a KaiTrade standatd bar
/// </summary>
/// <param name="myItem"></param>
/// <param name="mySet"></param>
/// <param name="myBar"></param>
/// <param name="myIndex"></param>
private void CopyBar(KaiTrade.Interfaces.ITSItem myItem, KaiTrade.Interfaces.ITSSet mySet, CQGTimedBar myBar, long myIndex)
{
try
{
// get a new TS item
myItem.ItemType = KaiTrade.Interfaces.TSItemType.time;
myItem.Index = myIndex;
myItem.TimeStamp = myBar.Timestamp;
myItem.Open = myBar.Open;
myItem.High = myBar.High;
myItem.Low = myBar.Low;
myItem.Close = myBar.Close;
myItem.Mid = myBar.Mid;
myItem.HLC3 = myBar.HLC3;
myItem.Avg = myBar.Avg;
myItem.TrueHigh = myBar.TrueHigh;
myItem.TrueLow = myBar.TrueLow;
myItem.Range = myBar.Range;
myItem.TrueRange = myBar.TrueRange;
myItem.AskVolume = myBar.AskVolume;
myItem.BidVolume = myBar.BidVolume;
myItem.Volume = myBar.ActualVolume;
}
catch (Exception myE)
{
log.Error("DumpRecord", myE);
}
}
