/// <summary>Add a batch of candles</summary>
public void Add(ETimeFrame tf, PriceCandles candles)
{
// Insert the candles into the database
using (var t = m_db.NewTransaction())
using (var query = new Sqlite.Query(m_db, SqlExpr.InsertCandle(tf)))
{
foreach (var candle in candles.AllCandles.Select(x => new Candle(x)))
{
query.Reset();
query.BindParms(1, SqlExpr.InsertCandleParams(candle));
query.Run();
}
t.Commit();
}
// Don't bother maintaining the cache, just invalidate it
InvalidateCachedData();
// Record the last time data was received
LastUpdatedUTC = Model.UtcNow;
// Notify data added/changed
DataChanged.Raise(this, new DataEventArgs(this, tf, null, false));
}
/// <summary>Add a candle value to the data</summary>
public void Add(ETimeFrame tf, PriceCandle price_candle)
{
// Sanity check
var candle = new Candle(price_candle);
Debug.Assert(candle.Valid());
Debug.Assert(candle.Timestamp != 0);
Debug.Assert(tf != ETimeFrame.None);
// If this candle is the newest we've seen, then a new candle has started.
// Get the latest candle before inserting 'candle' into the database
var new_candle = tf == TimeFrame && candle.Timestamp > Latest.Timestamp;
// Insert the candle into the database if the sim isn't running.
// The sim draws it's data from the database, so there's no point in writing
// the same data back in. Plus it might in the future do things to emulate sub-candle
// updates, which I don't want to overwrite the actual data.
if (!Model.SimActive)
{
m_db.Execute(SqlExpr.InsertCandle(tf), 1, SqlExpr.InsertCandleParams(candle));
}
// If the candle is for the current time frame and within the
// cached data range, update the cache to avoid invalidating it.
if (tf == TimeFrame)
{
// Within the currently cached data?
// Note: this is false if 'candle' is the start of a new candle
if (!new_candle)
{
// Find the index in the cache for 'candle'. If not an existing cache item, then just reset the cache
var cache_idx = m_cache.BinarySearch(x => x.Timestamp.CompareTo(candle.Timestamp));
if (cache_idx >= 0)
{
m_cache[cache_idx].Update(candle);
}
else
{
InvalidateCachedData();
}
}
// If the cached range ends at the latest candle (excluding the new candle)
// then we can preserve the cache and append the new candle to the cache data
else if (m_index_range.Endi == Count)
{
// If adding 'candle' will make the cache too big, just flush
if (m_cache.Count > MaxCacheSize)
{
InvalidateCachedData();
}
// Otherwise, append the new candle to the cache
else
{
m_cache.Add(candle);
m_index_range.End++;
m_impl_count = null;
m_impl_total = null;
m_latest = null;
}
}
// Otherwise the candle is not within the cache, just invalidate
else
{
InvalidateCachedData();
}
}
// Record the last time data was received
LastUpdatedUTC = Model.UtcNow;
// Notify data added/changed
OnDataChanged(new DataEventArgs(this, tf, candle, new_candle));
}
