/// <summary>
/// Запись в базу исторических данных
/// </summary>
/// <param name="insStoreID">Поток данных</param>
/// <param name="decimals">Кол-во десятичных знаков после запятой в ценах</param>
/// <param name="bars">Список баров</param>
/// <param name="date1">Начальная дата блока исторических данных</param>
/// <param name="date2">Конечная дата блока исторических данных</param>
/// <param name="isLastDirty">Конечная дата помечается как неполный день</param>
/// <param name="cancel">Токен отмены длительной операции</param>
public void InsertData(int insStoreID, int decimals, IEnumerable <Bar> bars, DateTime date1, DateTime date2,
bool isLastDirty, CancellationToken cancel)
{
var calendar = GetInsStoreCalendar(insStoreID);
if (calendar == null)
{
return;
}
calendar.AppendPeriod(new InsStorePeriod(date1, date2, isLastDirty));
var freeDays = GetFreeDays(bars, date1, date2, isLastDirty);
calendar.UpdateFreeDays(freeDays, date1, date2);
int k = (int)Math.Pow(10, decimals);
var dbBars = bars.Select(b =>
{
DbBarHistory bh = new DbBarHistory();
bh.InsStoreID = insStoreID;
bh.Time = StorageLib.ToDbTime(b.Time);
int op = (int)(b.Open * k);
int cp = (int)(b.Close * k);
int hp = (int)(b.High * k);
int lp = (int)(b.Low * k);
bh.OpenPrice = op;
bh.CloseDelta = CalcDelta(cp, op);
bh.HighDelta = CalcDelta(hp, op);
bh.LowDelta = CalcDelta(lp, op);
long v = b.Volume;
if (v > int.MaxValue)
{
v = int.MaxValue;
}
if (v < int.MinValue)
{
v = int.MinValue;
}
bh.Volume = (int)v;
return(bh);
});
_insStoreDA.InsertBars(insStoreID, dbBars, date1, date2, cancel);
if (cancel.IsCancellationRequested)
{
return;
}
_insStoreDA.UpdatePeriods(insStoreID, calendar.Periods);
_insStoreDA.UpdateFreeDays(insStoreID, calendar.FreeDays);
}
public void SaveData()
{
DateTime firstDate; DateTime lastDate;
var lastHistData = _reposBL.GetIntParam(LAST_HISTORY_DATA);
if (lastHistData == null)
{
firstDate = DateTime.Today.AddHours(_config.CorrectHours).Date;
}
else
{
firstDate = StorageLib.ToDateTime(lastHistData.Value).AddDays(1);
}
lastDate = firstDate;
_logger.AddInfo("InsStoreData", "Bars saving ...");
bool isNewTran = _storage.BeginTransaction();
try
{
foreach (var insStore in _insStore_barRow.Keys)
{
var bars = _insStore_barRow[insStore].Bars;
if (!bars.Any())
{
continue;
}
var lastBarDate = bars.Last().Time.Date;
if (lastBarDate > lastDate)
{
lastDate = lastBarDate;
}
_insStoreBL.InsertData(insStore.InsStoreID, bars, firstDate, lastBarDate, false, new CancellationToken());
}
_reposBL.SetIntParam(LAST_HISTORY_DATA, StorageLib.ToDbTime(lastDate));
_storage.Commit(isNewTran);
}
catch (Exception ex)
{
_storage.Rollback(isNewTran);
_logger.AddException("InsStoreBL:SaveData", ex);
}
_logger.AddInfo("InsStoreData", string.Format("Bars saved: {0} - {1}", firstDate.ToString("dd.MM.yyyy"), lastDate.ToString("dd.MM.yyyy")));
}
/// <summary>
/// Загрузка исторических данных в BarRow.
/// Наиболее подходящий InsStore определяется автоматически.
/// </summary>
/// <param name="bars">BarRow</param>
/// <param name="insID">Инструмент</param>
/// <param name="date1">Нач дата</param>
/// <param name="date2">Кон дата</param>
/// <param name="insStoreID">Поток данных для загрузки (если null, то поток будет определен автоматически)</param>
/// <returns>Асинхронная задача загрузки. Общее число баров после загрузки.</returns>
public async Task <int> LoadHistoryAsync(BarRow bars, int insID, DateTime date1, DateTime date2, int?insStoreID = null)
{
Instrum instrum = _instrumBL.GetInstrumByID(insID);
if (instrum == null)
{
return(0);
}
if (insStoreID == null)
{
var insStore = GetLoadHistoryInsStore(insID, bars.Timeframe);
if (insStore != null)
{
insStoreID = insStore.InsStoreID;
}
}
if (insStoreID == null)
{
return(0);
}
int k = (int)Math.Pow(10, instrum.Decimals);
var list = await _insStoreDA.GetHistoryAsync(insStoreID.Value, date1, date2);
return(await Task.Run(() =>
{
bars.SuspendEvents();
foreach (var bar in list)
{
DateTime time = StorageLib.ToDateTime(bar.Time);
decimal openPrice = (decimal)bar.OpenPrice / k;
decimal lowPrice = (decimal)(bar.OpenPrice + bar.LowDelta) / k;
decimal highPrice = (decimal)(bar.OpenPrice + bar.HighDelta) / k;
decimal closePrice = (decimal)(bar.OpenPrice + bar.CloseDelta) / k;
bars.AddTick(time, openPrice, 0);
bars.AddTick(time, lowPrice, 0);
bars.AddTick(time, highPrice, 0);
bars.AddTick(time, closePrice, bar.Volume);
}
bars.CloseLastBar();
bars.ResumeEvents();
return bars.Count;
}));
}
public void InsertBars()
{
List <Bar> bars = new List <Bar>();
DateTime time = new DateTime(2018, 1, 1, 10, 0, 0);
for (int i = 0; i < 480; i++)
{
Bar b = new Bar(time, Timeframes.Min);
b.Open = 100; b.High = 110; b.Low = 95; b.Close = 105; b.Volume = 1000;
bars.Add(b);
time = time.AddMinutes(1);
}
time = new DateTime(2018, 1, 2, 10, 0, 0);
for (int i = 0; i < 480; i++)
{
Bar b = new Bar(time, Timeframes.Min);
b.Open = 101; b.High = 121; b.Low = 93; b.Close = 115; b.Volume = 100;
bars.Add(b);
time = time.AddMinutes(1);
}
time = new DateTime(2018, 1, 3, 10, 0, 0);
for (int i = 0; i < 480; i++)
{
Bar b = new Bar(time, Timeframes.Min);
b.Open = 101; b.High = 118; b.Low = 87; b.Close = 109; b.Volume = 537;
bars.Add(b);
time = time.AddMinutes(1);
}
int k = (int)Math.Pow(10, 2);
var dbBars = bars.Select(b =>
{
DbBarHistory bh = new DbBarHistory();
bh.InsStoreID = 1;
bh.Time = StorageLib.ToDbTime(b.Time);
int op = (int)(b.Open * k);
int cp = (int)(b.Close * k);
int hp = (int)(b.High * k);
int lp = (int)(b.Low * k);
bh.OpenPrice = op;
bh.CloseDelta = CalcDelta(cp, op);
bh.HighDelta = CalcDelta(hp, op);
bh.LowDelta = CalcDelta(lp, op);
long v = b.Volume;
if (v > int.MaxValue)
{
v = int.MaxValue;
}
if (v < int.MinValue)
{
v = int.MinValue;
}
bh.Volume = (int)v;
return(bh);
});
int ins1ID = _insDA.InsertInstrum("INS1", "", "", 10, 2, 1);
var insStore = _insStoreDA.GetInsStore(ins1ID, Timeframes.Min);
if (insStore != null)
{
_insStoreDA.DeleteInsStoreByID(insStore.InsStoreID);
}
int insStoreID = _insStoreDA.CreateInsStore(ins1ID, Timeframes.Min, true);
_insStoreDA.InsertBars(insStoreID, dbBars,
new DateTime(2018, 1, 1), new DateTime(2018, 1, 3),
new CancellationToken());
var bars1 = _insStoreDA.GetHistoryAsync(insStoreID, new DateTime(2018, 1, 1), new DateTime(2018, 1, 3)).Result;
Assert.Equal(1440, bars1.Count());
_insStoreDA.DeleteBars(insStoreID, new DateTime(2018, 1, 1), new DateTime(2018, 1, 1));
var bars2 = _insStoreDA.GetHistoryAsync(insStoreID, new DateTime(2018, 1, 1), new DateTime(2018, 1, 3)).Result;
Assert.Equal(960, bars2.Count());
_insStoreDA.DeleteBars(insStoreID, new DateTime(2018, 1, 2), new DateTime(2018, 1, 3));
var bars3 = _insStoreDA.GetHistoryAsync(insStoreID, new DateTime(2018, 1, 1), new DateTime(2018, 1, 3)).Result;
Assert.Empty(bars3);
//cleanup
_insStoreDA.DeleteInsStoreByID(insStoreID);
}