public iExchange.Common.OriginQuotation ToLightVersion()
{
iExchange.Common.OriginQuotation lightOriginQ = new iExchange.Common.OriginQuotation();
lightOriginQ.HasWatchOnlyQuotePolicies = this.instrument.HasWatchOnlyQuotePolicies;
lightOriginQ.InstrumentID = this.instrument.ID;
lightOriginQ.Timestamp = this.timestamp;
lightOriginQ.Ask = (string)this.ask;
lightOriginQ.Bid = (string)this.bid;
lightOriginQ.High = (string)this.high;
lightOriginQ.Low = (string)this.low;
lightOriginQ.Origin = (string)this.origin;
lightOriginQ.IsProblematic = this.IsProblematic;
lightOriginQ.Volume = this.volume;
lightOriginQ.TotalVolume = this.totalVolume;
return lightOriginQ;
}
internal void LoadFromFile(string fileName)
{
string content = null;
using (StreamReader streamReader = new StreamReader(fileName))
{
content = streamReader.ReadToEnd();
}
string[] lines = content.Split(new char[] { '\n' }, StringSplitOptions.RemoveEmptyEntries);
foreach (string line in lines)
{
try
{
string[] items = line.Split(new char[] { ',' }, StringSplitOptions.None);
if (items.Length == 7) // originQuotation
{
DateTime timestamp = DateTime.Parse(items[1]);
Guid instrumentId = new Guid(items[0]);
string ask = items[2];
string bid = items[3];
string high = items[4];
string low = items[5];
iExchange.Common.OriginQuotation originQuotation = new iExchange.Common.OriginQuotation()
{
InstrumentID = instrumentId,
Timestamp = timestamp,
Ask = ask,
Bid = bid,
High = high,
Low = low,
Volume = items[6]
};
this._OriginQuotations.Add(originQuotation);
}
else if (items.Length == 10) // OverridedQuotation
{
Guid instrumentId = new Guid(items[0]);
Guid quotePolicyId = new Guid(items[1]);
DateTime timestamp = DateTime.Parse(items[2]);
string origin = items[3];
string ask = items[4];
string bid = items[5];
string high = items[6];
string low = items[7];
Guid dealerId = new Guid(items[8]);
iExchange.Common.OverridedQuotation overridedQuotation = new iExchange.Common.OverridedQuotation()
{
InstrumentID = instrumentId,
QuotePolicyID = quotePolicyId,
Timestamp = timestamp,
Origin = origin,
Ask = ask,
Bid = bid,
High = high,
Low = low,
DealerID = new Guid(items[8]),
Volume = items[9]
};
this._OverridedQuotations.Add(overridedQuotation);
}
}
catch (Exception exception)
{
Manager.Common.Logger.TraceEvent(TraceEventType.Warning, "MemoryBatch.LoadFromFile\r\nline:\r\n[{0}] \r\nexception\r\n{1}", line, exception);
}
}
this._FileNames.Add(fileName);
}
internal iExchange.Common.OriginQuotation ToLightVersion(Instrument instrument)
{
iExchange.Common.OriginQuotation lightOriginQ = new iExchange.Common.OriginQuotation();
lightOriginQ.HasWatchOnlyQuotePolicies = instrument.HasWatchOnlyQuotePolicies;
lightOriginQ.InstrumentID = this.InstrumentID;
lightOriginQ.Timestamp = this.timestamp;
lightOriginQ.Ask = (string)this.origin;
lightOriginQ.Bid = (string)this.origin;
lightOriginQ.High = (string)this.originHigh;
lightOriginQ.Low = (string)this.originLow;
lightOriginQ.Origin = (string)this.origin;
lightOriginQ.Volume = this.volume;
lightOriginQ.TotalVolume = this.totalVolume;
return lightOriginQ;
}
