Exemple #1
0
        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")));
        }
Exemple #2
0
        /// <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;
            }));
        }