public override void UpdateProvider(IDataUpdateMessage dataUpdateMsg, List <DataSource> dataSources, bool updateNonDSSymbols, bool deleteNonDSSymbols)
{
foreach (BarDataScale scale in this._dataStore.GetExistingBarScales())
{
if (_cancelTokenSource != null && _cancelTokenSource.IsCancellationRequested)
{
dataUpdateMsg.DisplayUpdateMessage("Обновление провайдера отменено");
break;
}
dataUpdateMsg.DisplayUpdateMessage("Обновление таймфрейма " + scale.ToString());
var visibleSymbols = from dataSource in dataSources
where dataSource.BarDataScale == scale
select SymbolDescription.DeserializeList(dataSource.DSString);
List <SymbolDescription> symbols = new List <SymbolDescription>();
foreach (List <SymbolDescription> visibleSymbol in visibleSymbols)
{
symbols.AddRange(visibleSymbol);
}
if (updateNonDSSymbols)
{
var nonDSSymbols = from symbol in _dataStore.GetExistingSymbols(scale.Scale, scale.BarInterval)
where !symbols.Exists(x => x.FullCode == symbol)
select GetSymbolDescription(symbol);
symbols.AddRange(nonDSSymbols);
}
DataSource dsVirtual = new DataSource(this);
dsVirtual.Name = "VirtualDSr";
dsVirtual.BarDataScale = scale;
dsVirtual.DSString = SymbolDescription.SerializeList(symbols);
UpdateDataSource(dsVirtual, dataUpdateMsg);
if (deleteNonDSSymbols)
{
dataUpdateMsg.DisplayUpdateMessage("--------------");
dataUpdateMsg.DisplayUpdateMessage("Удаление истории инструментов не входящих ни в один набор данных данного таймфрейма:");
var nonDSSymbols = from symbol in _dataStore.GetExistingSymbols(scale.Scale, scale.BarInterval)
where !symbols.Exists(x => x.FullCode == symbol)
select symbol;
foreach (string symbol in nonDSSymbols)
{
lock (_locker)
_dataStore.RemoveFile(symbol, scale.Scale, scale.BarInterval);
dataUpdateMsg.DisplayUpdateMessage(string.Format("[DELETED] Инструмент {0} - История удалена", symbol));
}
if (nonDSSymbols.Count() == 0)
{
dataUpdateMsg.DisplayUpdateMessage(string.Format("[NA] Инструменты для удаления не найдены"));
}
}
dataUpdateMsg.DisplayUpdateMessage("--------------");
}
}
public override void UpdateProvider(IDataUpdateMessage dataUpdateMsg, List<DataSource> dataSources, bool updateNonDSSymbols, bool deleteNonDSSymbols)
{
this._cancelUpdate = false;
try
{
dataUpdateMsg.DisplayUpdateMessage("Updating daily data from Google Finance...");
// User requested 'Cancel update'
if (this._cancelUpdate) return;
// NOTE: Since only Daily data is made available by Google, this code does not support multiple bar scales
// If your vendor supports different bar scales, you will need to handle it
// by looping for all existing bar data scales in BarDataStore!
// Create a list of all "visible" symbols of the provider
List<string> allVisibleSymbols = new List<string>();
foreach (DataSource ds in dataSources)
foreach (string sym in ds.Symbols)
if (!allVisibleSymbols.Contains(sym))
allVisibleSymbols.Add(sym);
// If 'Update Non DS Symbols' is selected in DM, need to build the *complete* symbol list (incl. which have been deleted from existing DataSets)
List<string> allExistingSymbols = new List<string>();
allExistingSymbols.AddRange(allVisibleSymbols);
IList<string> existingSymbols = this._dataStore.GetExistingSymbols(scale, barinterval);
if (updateNonDSSymbols)
{
foreach (string str in existingSymbols)
if (!allExistingSymbols.Contains(str))
allExistingSymbols.Add(str);
}
// Create a virtual DataSource on-the-fly that contains the entire symbol list of the provider
DataSource ds_ = new DataSource(this);
ds_.BarDataScale = new BarDataScale(scale, barinterval);
ds_.DSString = allExistingSymbols.ToString();
// Update all by creating a virtual DataSet
this._updating = true;
this.UpdateDataSource(ds_, dataUpdateMsg);
// Delete symbols not present in existing DataSets
if (deleteNonDSSymbols)
{
int num = 0;
string str3 = "";
foreach (string str in existingSymbols)
{
if (!allVisibleSymbols.Contains(str))
{
num++;
// It's important to specify the right BarScale/Interval here (see note above re: multiple bar data scales)
this._dataStore.RemoveFile(str, scale, barinterval);
if (str3 != "")
{
str3 += ", ";
}
str3 = str3 + str;
}
}
if (num > 0)
{
dataUpdateMsg.DisplayUpdateMessage("Deleted Symbols " + str3);
dataUpdateMsg.DisplayUpdateMessage("Deleted " + num + " Symbol data files");
}
}
dataUpdateMsg.DisplayUpdateMessage("");
}
catch (Exception e)
{
dataUpdateMsg.DisplayUpdateMessage("Error: " + e.Message);
}
finally
{
this._updating = false;
_dataUpdateMsg = null;
}
}
public override void UpdateDataSource(DataSource ds, IDataUpdateMessage dataUpdateMsg)
{
_cancelTokenSource = new CancellationTokenSource();
dataUpdateMsg.ReportUpdateProgress(0);
if (string.IsNullOrWhiteSpace(ds.DSString))
{
List <SymbolDescription> symbolDescriptions = (from symbol in ds.Symbols
select GetSymbolDescription(symbol)).ToList();
ds.DSString = SymbolDescription.SerializeList(symbolDescriptions);
}
List <SymbolDescription> updateRequired = (from description in SymbolDescription.DeserializeList(ds.DSString)
where UpdateRequired(description, ds.BarDataScale)
select description).ToList();
dataUpdateMsg.DisplayUpdateMessage(string.Format("Количество инструментов требующих обновления: {0}", updateRequired.Count));
if (updateRequired.Count > 0)
{
dataUpdateMsg.DisplayUpdateMessage("Запуск обновления инструментов:");
Task[] tasks = new Task[updateRequired.Count];
for (int i = 0; i < updateRequired.Count; i++)
{
dataUpdateMsg.DisplayUpdateMessage(string.Format("[START] Инструмент: {0} - Обновление запущено", updateRequired[i].FullCode));
tasks[i] = Task.Factory.StartNew((object updateRequiredSymbol) =>
{
string symbol = (string)updateRequiredSymbol;
DateTime currentDate = DateTime.Now;
Bars bars = new Bars(symbol, ds.Scale, ds.BarInterval);
_dataStore.LoadBarsObject(bars);
try
{
string suffix = GetSuffix(ds.BarDataScale);
int corrections = 0;
bars.AppendWithCorrections(GetHistory(ds.BarDataScale, symbol, suffix), out corrections);
if (bars.Count > 0 && bars.Date[bars.Count - 1] > currentDate)
{
bars.Delete(bars.Count - 1);
}
lock (_locker)
_dataStore.SaveBarsObject(bars);
dataUpdateMsg.DisplayUpdateMessage(string.Format("[COMPLETE] Инструмент: {0} - Обновление завершено", symbol));
}
catch (Exception exception)
{
logger.Error(exception);
dataUpdateMsg.DisplayUpdateMessage(string.Format("[ERROR] Инструмент {0} - {1}", symbol, exception.Message));
}
}, updateRequired[i].FullCode);
}
try
{
Task.WaitAll(tasks);
}
catch (AggregateException exception)
{
exception.Handle((inner) =>
{
if (inner is OperationCanceledException)
{
return(true);
}
else
{
logger.Error(inner);
return(false);
}
});
}
}
}
public override void UpdateDataSource(DataSource ds, IDataUpdateMessage dataUpdateMsg)
{
this._dataUpdateMsg = dataUpdateMsg;
this._cancelUpdate = false;
this._updating = true;
Bars barsNew; // The Bars object for a newly downloaded symbol, or just the new data for an existing/updated symbol
/* Main loop */
try
{
// User requested 'Cancel update'
if (this._cancelUpdate) return;
List<string> up2date = new List<string>();
List<string> updateRequired = new List<string>();
List<string> newSymbols = new List<string>();
string sym;
foreach (string s in ds.Symbols)
{
sym = s;
if (!this.UpdateRequired(ds, sym))
up2date.Add(sym);
else if (this._dataStore.ContainsSymbol(sym, ds.Scale, ds.BarInterval))
updateRequired.Add(sym);
else
if (!this._dataStore.ContainsSymbol(sym, ds.Scale, ds.BarInterval))
newSymbols.Add(sym);
}
// For debugging:
dataUpdateMsg.DisplayUpdateMessage(
"Up-to-date symbols: " + up2date.Count.ToString() + ", " +
"Update required for: " + updateRequired.Count.ToString() + ", " +
"New symbols: " + newSymbols.Count.ToString());
/* 1. Symbols already up-to-date */
// Process symbols which require no data update
if (up2date.Count > 0)
{
string alreadyUp2Date = null;
foreach (string str in up2date)
alreadyUp2Date += str + ",";
dataUpdateMsg.DisplayUpdateMessage("Symbols already up to date: " + alreadyUp2Date);
dataUpdateMsg.ReportUpdateProgress((up2date.Count * 100) / ds.Symbols.Count);
}
/* 2. Symbols to update */
Bars bars1;
if (updateRequired.Count > 0)
{
foreach (string s in updateRequired)
{
try
{
if (!this._cancelUpdate)
{
bars1 = new Bars(s, scale, barinterval);
if (_dataStore.ContainsSymbol(s, ds.Scale, ds.BarInterval))
_dataStore.LoadBarsObject(bars1);
barsNew = zaglushka.RequestData(ds, s, bars1.Date[bars1.Count - 1], DateTime.Now, int.MaxValue, true);
this.LoadAndUpdateBars(ref bars1, barsNew);
}
else
return;
}
catch (Exception e)
{
dataUpdateMsg.DisplayUpdateMessage("Error: " + e.Message);
}
}
}
DateTime maxValue = DateTime.MaxValue;
string[] newSymbolsArray = new string[newSymbols.Count];
if (newSymbols.Count > 0)
{
foreach (string str in newSymbols)
{
DateTime timeOfNewSymbol = this._dataStore.SymbolLastUpdated(str, ds.Scale, ds.BarInterval); //.Date;
if (timeOfNewSymbol < maxValue)
maxValue = timeOfNewSymbol;
}
}
dataUpdateMsg.DisplayUpdateMessage("Updating...");
/* 3. New symbols */
// Load the Bars object from BarDataStore for updating
Bars bars2;
foreach (string s in newSymbols)
{
try
{
if (!this._cancelUpdate)
{
bars2 = new Bars(s, ds.Scale, ds.BarInterval);
_dataStore.LoadBarsObject(bars2);
// Google doesn't provide company names, so we'll get them from Yahoo!
if (zaglushka.GetCompanyName(s) != null)
bars2.SecurityName = zaglushka.GetCompanyName(s);
// After some trial and error, I figured out that setting the starting date to 1/1/1971 allows to fetch all available data
barsNew = zaglushka.RequestData(ds, s, DateTime.MinValue, DateTime.Now, int.MaxValue, true);
dataUpdateMsg.DisplayUpdateMessage("Symbol: " + s + ", existing bars : " + bars2.Count + ", new bars: " + barsNew.Count);
this.LoadAndUpdateBars(ref bars2, barsNew);
}
else
return;
}
catch (Exception e)
{
dataUpdateMsg.DisplayUpdateMessage("Error: " + e.Message);
}
}
}
catch (Exception e)
{
dataUpdateMsg.DisplayUpdateMessage("Error: " + e.Message);
}
finally
{
this._updating = false;
}
}