protected override TimeSpan OnProcess()
{
var source = new RtsHistorySource
{
IsSystemOnly = _settings.IsSystemOnly,
LoadEveningSession = _settings.LoadEveningSession,
SaveRtsStdTrades = _settings.SaveRtsStdTrades,
SaveRtsStdCombinedOnly = _settings.SaveRtsStdCombinedOnly
};
if (_settings.UseTemporaryFiles != TempFiles.NotUse)
{
source.DumpFolder = GetTempPath();
}
// если фильтр по инструментам выключен (выбран инструмент все инструменты)
var allSecurity = this.GetAllSecurity();
var usdRur = GetUsdRur(source.SecurityIdGenerator.GenerateId("USD/RUR", ExchangeBoard.Forts));
var startDate = _settings.StartFrom;
var endDate = DateTime.Today - TimeSpan.FromDays(_settings.DayOffset);
var allDates = startDate.Range(endDate, TimeSpan.FromDays(1)).ToArray();
var secMap = new HashSet <Security>();
if (allSecurity == null)
{
secMap.AddRange(Settings.Securities.Select(s => s.Security));
}
foreach (var date in allDates)
{
if (!CanProcess())
{
break;
}
if (_settings.IgnoreWeekends && !ExchangeBoard.Forts.IsTradeDate(date.ApplyTimeZone(ExchangeBoard.Forts.TimeZone), true))
{
this.AddDebugLog(LocalizedStrings.WeekEndDate, date);
continue;
}
this.AddInfoLog(LocalizedStrings.Str2823Params, date);
var trades = source.LoadTicks(EntityRegistry.Securities, date);
if (trades.Count == 0)
{
this.AddDebugLog(LocalizedStrings.NoData);
}
else
{
if (allSecurity == null)
{
trades = trades.Where(p => secMap.Contains(p.Key)).ToDictionary();
}
foreach (var pair in trades)
{
SaveSecurity(pair.Key);
SaveTicks(pair.Key, pair.Value);
}
}
if (_settings.UseTemporaryFiles == TempFiles.UseAndDelete)
{
var dir = source.GetDumpFile(null, date, date, typeof(ExecutionMessage), ExecutionTypes.Tick);
if (Directory.Exists(dir))
{
Directory.Delete(dir, true);
}
}
_settings.StartFrom = date.AddDays(1);
SaveSettings();
}
if (_settings.IsDownloadUsdRate)
{
var usdRurStorage = StorageRegistry.GetTradeStorage(usdRur, _settings.Drive, _settings.StorageFormat);
foreach (var date in _settings.UsdRurStartFrom
.Range(endDate, TimeSpan.FromDays(1))
.Except(usdRurStorage.Dates))
{
if (!CanProcess())
{
break;
}
if (_settings.IgnoreWeekends && !usdRur.Board.IsTradeDate(date.ApplyTimeZone(ExchangeBoard.Forts.TimeZone), true))
{
this.AddDebugLog(LocalizedStrings.WeekEndDate, date);
continue;
}
this.AddInfoLog(LocalizedStrings.Str2294Params, date, usdRur.Id);
var rate = FortsDailyData.GetRate(usdRur, date, date.Add(TimeSpan.FromDays(1)));
if (rate.Count == 0)
{
this.AddDebugLog(LocalizedStrings.NoData);
}
else
{
SaveTicks(usdRur, rate.Select(p => new ExecutionMessage
{
SecurityId = usdRur.ToSecurityId(),
TradePrice = p.Value,
ServerTime = p.Key,
ExecutionType = ExecutionTypes.Tick
}).OrderBy(t => t.ServerTime));
}
_settings.UsdRurStartFrom = date.AddDays(1);
SaveSettings();
}
}
if (CanProcess())
{
this.AddInfoLog(LocalizedStrings.Str2300);
}
return(base.OnProcess());
}
protected override TimeSpan OnProcess()
{
var source = new RtsHistorySource
{
ExchangeBoard = ExchangeBoard.Ux,
IsSystemOnly = _settings.IsSystemOnly,
};
if (_settings.UseTemporaryFiles != TempFiles.NotUse)
{
source.DumpFolder = GetTempPath();
}
// если фильтр по инструментам выключен (выбран инструмент все инструменты)
var allSecurity = this.GetAllSecurity();
var startDate = _settings.StartFrom;
var endDate = DateTime.Today - TimeSpan.FromDays(_settings.DayOffset);
var allDates = startDate.Range(endDate, TimeSpan.FromDays(1)).ToArray();
var secMap = new HashSet <Security>();
if (allSecurity == null)
{
secMap.AddRange(Settings.Securities.Select(s => s.Security));
}
foreach (var date in allDates)
{
if (!CanProcess())
{
break;
}
if (_settings.IgnoreWeekends && !ExchangeBoard.Ux.WorkingTime.IsTradeDate(date, true))
{
this.AddDebugLog(LocalizedStrings.WeekEndDate, date);
continue;
}
this.AddInfoLog(LocalizedStrings.Str2823Params, date);
var trades = source.LoadTrades(EntityRegistry.Securities, date);
if (trades.Count == 0)
{
this.AddDebugLog(LocalizedStrings.NoData);
}
else
{
if (allSecurity == null)
{
trades = trades.Where(p => secMap.Contains(p.Key)).ToDictionary();
}
foreach (var pair in trades)
{
SaveSecurity(pair.Key);
SaveTrades(pair.Key, pair.Value);
}
}
if (_settings.UseTemporaryFiles == TempFiles.UseAndDelete)
{
var dir = source.GetDumpFile(null, date, date, typeof(Trade), null);
if (Directory.Exists(dir))
{
Directory.Delete(dir, true);
}
}
_settings.StartFrom = date.AddDays(1);
SaveSettings();
}
if (CanProcess())
{
this.AddInfoLog(LocalizedStrings.Str2300);
}
return(base.OnProcess());
}
protected override TimeSpan OnProcess()
{
var source = new RtsHistorySource
{
ExchangeBoard = ExchangeBoard.Ux,
IsSystemOnly = _settings.IsSystemOnly,
};
if (_settings.UseTemporaryFiles != TempFiles.NotUse)
source.DumpFolder = GetTempPath();
// если фильтр по инструментам выключен (выбран инструмент все инструменты)
var allSecurity = this.GetAllSecurity();
var startDate = _settings.StartFrom;
var endDate = DateTime.Today - TimeSpan.FromDays(_settings.DayOffset);
var allDates = startDate.Range(endDate, TimeSpan.FromDays(1)).ToArray();
var secMap = new HashSet<Security>();
if (allSecurity == null)
secMap.AddRange(Settings.Securities.Select(s => s.Security));
foreach (var date in allDates)
{
if (!CanProcess())
break;
if (_settings.IgnoreWeekends && !ExchangeBoard.Ux.WorkingTime.IsTradeDate(date, true))
{
this.AddDebugLog(LocalizedStrings.WeekEndDate, date);
continue;
}
this.AddInfoLog(LocalizedStrings.Str2823Params, date);
var trades = source.LoadTrades(EntityRegistry.Securities, date);
if (trades.Count == 0)
{
this.AddDebugLog(LocalizedStrings.NoData);
}
else
{
if (allSecurity == null)
trades = trades.Where(p => secMap.Contains(p.Key)).ToDictionary();
foreach (var pair in trades)
{
SaveSecurity(pair.Key);
SaveTrades(pair.Key, pair.Value);
}
}
if (_settings.UseTemporaryFiles == TempFiles.UseAndDelete)
{
var dir = source.GetDumpFile(null, date, date, typeof(Trade), null);
if (Directory.Exists(dir))
Directory.Delete(dir, true);
}
_settings.StartFrom = date.AddDays(1);
SaveSettings();
}
if (CanProcess())
this.AddInfoLog(LocalizedStrings.Str2300);
return base.OnProcess();
}
protected override TimeSpan OnProcess()
{
var source = new RtsHistorySource
{
IsSystemOnly = _settings.IsSystemOnly,
LoadEveningSession = _settings.LoadEveningSession,
SaveRtsStdTrades = _settings.SaveRtsStdTrades,
SaveRtsStdCombinedOnly = _settings.SaveRtsStdCombinedOnly
};
if (_settings.UseTemporaryFiles != TempFiles.NotUse)
source.DumpFolder = GetTempPath();
// если фильтр по инструментам выключен (выбран инструмент все инструменты)
var allSecurity = this.GetAllSecurity();
var usdRur = GetUsdRur(source.SecurityIdGenerator.GenerateId("USD/RUR", ExchangeBoard.Forts));
var startDate = _settings.StartFrom;
var endDate = DateTime.Today - TimeSpan.FromDays(_settings.DayOffset);
var allDates = startDate.Range(endDate, TimeSpan.FromDays(1)).ToArray();
var secMap = new HashSet<Security>();
if (allSecurity == null)
secMap.AddRange(Settings.Securities.Select(s => s.Security));
foreach (var date in allDates)
{
if (!CanProcess())
break;
if (_settings.IgnoreWeekends && !ExchangeBoard.Forts.IsTradeDate(date.ApplyTimeZone(ExchangeBoard.Forts.TimeZone), true))
{
this.AddDebugLog(LocalizedStrings.WeekEndDate, date);
continue;
}
this.AddInfoLog(LocalizedStrings.Str2823Params, date);
var trades = source.LoadTicks(EntityRegistry.Securities, date);
if (trades.Count == 0)
{
this.AddDebugLog(LocalizedStrings.NoData);
}
else
{
if (allSecurity == null)
trades = trades.Where(p => secMap.Contains(p.Key)).ToDictionary();
foreach (var pair in trades)
{
SaveSecurity(pair.Key);
SaveTicks(pair.Key, pair.Value);
}
}
if (_settings.UseTemporaryFiles == TempFiles.UseAndDelete)
{
var dir = source.GetDumpFile(null, date, date, typeof(ExecutionMessage), ExecutionTypes.Tick);
if (Directory.Exists(dir))
Directory.Delete(dir, true);
}
_settings.StartFrom = date.AddDays(1);
SaveSettings();
}
if (_settings.IsDownloadUsdRate)
{
var usdRurStorage = StorageRegistry.GetTradeStorage(usdRur, _settings.Drive, _settings.StorageFormat);
foreach (var date in _settings.UsdRurStartFrom
.Range(endDate, TimeSpan.FromDays(1))
.Except(usdRurStorage.Dates))
{
if (!CanProcess())
break;
if (_settings.IgnoreWeekends && !usdRur.Board.IsTradeDate(date.ApplyTimeZone(ExchangeBoard.Forts.TimeZone), true))
{
this.AddDebugLog(LocalizedStrings.WeekEndDate, date);
continue;
}
this.AddInfoLog(LocalizedStrings.Str2294Params, date, usdRur.Id);
var rate = FortsDailyData.GetRate(usdRur, date, date.Add(TimeSpan.FromDays(1)));
if (rate.Count == 0)
{
this.AddDebugLog(LocalizedStrings.NoData);
}
else
{
SaveTicks(usdRur, rate.Select(p => new ExecutionMessage
{
SecurityId = usdRur.ToSecurityId(),
TradePrice = p.Value,
ServerTime = p.Key,
ExecutionType = ExecutionTypes.Tick
}).OrderBy(t => t.ServerTime));
}
_settings.UsdRurStartFrom = date.AddDays(1);
SaveSettings();
}
}
if (CanProcess())
this.AddInfoLog(LocalizedStrings.Str2300);
return base.OnProcess();
}
