//file naming convention: exchange_symbol_interval_index.txt
public async Task <bool> Update(IQuoteBasicDownloader download, string symbol, int interval, int timeout = 50000)
{
//lock (this)
{
var files = this.FindQuoteFiles(symbol, interval);
if (files != null && files.Count > 0)
{
files.Sort();
var readtream = new FileStream(files.Last(), FileMode.Open);
var q1 = QuoteBasicBase.InitByStream(readtream);
readtream.Close();
//if time difference is too small => skip download
var utcNow = DateTime.UtcNow.GetUnixTimeFromUTC();
if (utcNow - q1.LastTime <= interval)
{
return(false);
}
var q = await download.Download(symbol, interval, timeout);
if (q == null || q.Count == 0)
{
return(false);
}
if (q1.Count < _maxNumBarsInFile)
{
q1.Append(q, false);
var writestream = new FileStream(files.Last(), FileMode.Truncate);
q1.AppendStream(writestream);
writestream.Close();
OnQuoteSaved?.Invoke(this, this.Exchange, files.Last());
}
else
{
var index = int.Parse(files.Last().Split('_')[4].Split('.')[0]);
var fn = this.GetQuoteFileName(symbol, interval, index + 1);
var writestream = new FileStream(fn, FileMode.OpenOrCreate);
q.AppendStream(writestream);
writestream.Close();
OnQuoteSaved?.Invoke(this, this.Exchange, fn);
}
}
else
{
var q = await download.Download(symbol, interval, timeout);
if (q == null || q.Count == 0)
{
return(false);
}
var fn = this.GetQuoteFileName(symbol, interval, 0);
var writestream = new FileStream(fn, FileMode.OpenOrCreate);
q.AppendStream(writestream);
writestream.Close();
OnQuoteSaved?.Invoke(this, this.Exchange, fn);
}
return(true);
}
}
//file naming convention: exchange_symbol_interval_index.txt
public bool Save(IQuoteBasicBase quote, int numBarsToRemoveGap = -1)
{
lock (this)
{
if (quote == null || quote.Count == 0)
{
return(false);
}
var files = this.FindQuoteFiles(quote.Symbol, quote.Interval);
if (files != null && files.Count > 0)
{
files.Sort();
var q1 = QuoteBasicExension.LoadFile(files.Last());
if (numBarsToRemoveGap > 0)
{
for (int i = Math.Max(0, q1.Count - numBarsToRemoveGap); i < q1.Count - 1; i++)
{
if (q1.Time[i + 1] - q1.Time[i] > q1.Interval)
{
q1.Clear(i + 1, q1.Count - 1);
break;
}
}
}
//var readtream = new FileStream(files.Last(), FileMode.Open);
//var q1 = QuoteBasicBase.InitByStream(readtream);
//readtream.Close();
if (quote.LastTime <= q1.LastTime)
{
return(false);
}
if (q1.Count < _maxNumBarsInFile)
{
var fn = files.Last();
q1.Append(quote);
q1.SaveToFile(fn);
//var writestream = new FileStream(files.Last(), FileMode.Truncate);
//q1.AppendStream(writestream);
//writestream.Close();
OnQuoteSaved?.Invoke(this, this.Exchange, fn);
}
else
{
var last = files.Last().Split('_').Last();
var index = int.Parse(last.Split('.')[0]);
var fn = this.GetQuoteFileName(quote.Symbol, quote.Interval, index + 1);
//var writestream = new FileStream(fn, FileMode.OpenOrCreate);
if (q1.LastTime >= quote.FirstTime) //remove redundant sticks from new files
{
var sind = quote.FindIndexForGivenTime(q1.LastTime);
var q2 = new QuoteBasicBase(quote);
q2.Clear(0, sind);
q2.SaveToFile(fn);
//q2.AppendStream(writestream);
}
else
{
quote.SaveToFile(fn);
//quote.AppendStream(writestream);
}
//writestream.Close();
OnQuoteSaved?.Invoke(this, this.Exchange, fn);
}
}
else
{
var fn = this.GetQuoteFileName(quote.Symbol, quote.Interval, 0);
quote.SaveToFile(fn);
//var writestream = new FileStream(fn, FileMode.OpenOrCreate);
//quote.AppendStream(writestream);
//writestream.Close();
OnQuoteSaved?.Invoke(this, this.Exchange, fn);
}
return(true);
}
}
