internal void InitCSVReader(int Index, string filepath, bool saveticks, int interval)
{
var s = ChimeraDataUtils.SecurityFromFileName(filepath);
string strQuote = ChimeraDataUtils.QuotePathFromTradePath(filepath);
string strNBBO = ChimeraDataUtils.NBBOPathFromTradePath(filepath);
trCSV = new CSVtoTikReader(filepath, strQuote, strNBBO, s.symbol, s.Date);
if (_saveticks)
{
ticks = new List <Tick>(trCSV.ApproxTicks);
}
else
{
ticks = new List <Tick>();
}
_saveticks = saveticks;
idx = Index;
if (interval == 0)
{
trCSV.gotTick += new TickDelegate(tr_gotTick);
}
else
{
bl = new BarListImpl(trCSV.Symbol, interval, BarInterval.CustomTime);
bl.GotNewBar += new SymBarIntervalDelegate(bl_GotNewBar);
trCSV.gotTick += new TickDelegate(tr_gotTick2);
}
}
public CSVtoTikReader(string strTradesPath, string strQuotesPath, string strNbboPath, string sym, int date)
: base(new FileStream(strTradesPath, FileMode.Open, FileAccess.Read, FileShare.ReadWrite))
{
quotesReader = new StreamReader(new FileStream(strQuotesPath, FileMode.Open, FileAccess.Read, FileShare.ReadWrite));
nbboReader = new StreamReader(new FileStream(strNbboPath, FileMode.Open, FileAccess.Read, FileShare.ReadWrite));
_path = strTradesPath;
FileInfo fi = new FileInfo(strTradesPath);
ApproxTicks = (int)((double)fi.Length / 39);
_realsymbol = sym;
_sec = TradeLink.Common.SecurityImpl.Parse(_realsymbol);
_sec.Date = ChimeraDataUtils.SecurityFromFileName(_path).Date;
// get short symbol
_sym = _sec.symbol;
ReadHeader();
}