public CandleMessageBuildableStorage(IStorageRegistry registry, Security security, TimeSpan timeFrame, IMarketDataDrive drive, StorageFormats format)
{
if (registry == null)
{
throw new ArgumentNullException(nameof(registry));
}
_getStorage = tf => registry.GetCandleMessageStorage(typeof(TimeFrameCandleMessage), security, tf, drive, format);
_original = _getStorage(timeFrame);
_compressor = new BiggerTimeFrameCandleCompressor(new MarketDataMessage
{
SecurityId = security.ToSecurityId(),
DataType = MarketDataTypes.CandleTimeFrame,
Arg = timeFrame,
IsSubscribe = true,
});
}
public CandleMessageBuildableStorage(IStorageRegistry registry, SecurityId securityId, TimeSpan timeFrame, IMarketDataDrive drive, StorageFormats format)
{
if (registry == null)
{
throw new ArgumentNullException(nameof(registry));
}
_getStorage = tf => registry.GetCandleMessageStorage(typeof(TimeFrameCandleMessage), securityId, tf, drive, format);
_original = _getStorage(timeFrame);
_timeFrame = timeFrame;
_compressors = GetSmallerTimeFrames().ToDictionary(tf => tf, tf => new BiggerTimeFrameCandleCompressor(new MarketDataMessage
{
SecurityId = securityId,
DataType = MarketDataTypes.CandleTimeFrame,
Arg = timeFrame,
IsSubscribe = true,
}, new TimeFrameCandleBuilder(registry.ExchangeInfoProvider)));
}
private void Process(IStorageRegistry storageRegistry, Security security, StorageFormats format, IMarketDataDrive drive)
{
this.GuiSync(() =>
{
_visibleEntries.Clear();
Columns.RemoveRange(_candleColumns.Values);
_candleColumns.Values.ForEach(c => FormatRules.Remove(c));
_candleColumns.Clear();
});
if (security == null)
{
return;
}
var dict = new Dictionary <DateTime, MarketDataEntry>();
drive = drive ?? storageRegistry.DefaultDrive;
var candles = new Dictionary <string, Tuple <Type, object> >();
lock (_syncObject)
{
if (_isChanged)
{
return;
}
}
foreach (var tuple in drive.GetCandleTypes(security.ToSecurityId(), format))
{
foreach (var arg in tuple.Item2)
{
var key = tuple.Item1.Name.Replace("CandleMessage", string.Empty) + " " + arg;
candles.Add(key, Tuple.Create(tuple.Item1, arg));
}
}
var candleNames = candles.Keys.ToArray();
if (candleNames.Length > 0)
{
this.GuiSync(() =>
{
foreach (var candleName in candleNames)
{
var column = new DataGridTextColumn
{
Header = candleName,
Binding = new Binding
{
Path = new PropertyPath("Candles[{0}]".Put(candleName)),
Converter = new BoolToCheckMarkConverter()
}
};
//var cbElement = new FrameworkElementFactory(typeof(CheckBox));
//var column = new DataGridTemplateColumn
//{
// Header = candle,
// CellStyle = new Style(),
// //SortMemberPath = "Candles[{0}]".Put(key)
// CellTemplate = new DataTemplate(typeof(CheckBox))
// {
// VisualTree = cbElement,
// }
//};
//var bind = new Binding { Path = new PropertyPath("Candles[{0}]".Put(candle)) };
//cbElement.SetBinding(ToggleButton.IsCheckedProperty, bind);
//cbElement.SetValue(IsHitTestVisibleProperty, false);
//cbElement.SetValue(HorizontalAlignmentProperty, HorizontalAlignment.Center);
Columns.Add(column);
_candleColumns.Add(candleName, column);
//ApplyFormatRules(column);
}
//ApplyFormatRules();
});
}
Add(dict, storageRegistry.GetTickMessageStorage(security, drive, format).Dates, candleNames, e => e.IsTick = true);
Add(dict, storageRegistry.GetQuoteMessageStorage(security, drive, format).Dates, candleNames, e => e.IsDepth = true);
Add(dict, storageRegistry.GetLevel1MessageStorage(security, drive, format).Dates, candleNames, e => e.IsLevel1 = true);
Add(dict, storageRegistry.GetOrderLogMessageStorage(security, drive, format).Dates, candleNames, e => e.IsOrderLog = true);
foreach (var c in candleNames)
{
var candleName = c;
lock (_syncObject)
{
if (_isChanged)
{
return;
}
}
var tuple = candles[candleName];
Add(dict, storageRegistry.GetCandleMessageStorage(tuple.Item1, security, tuple.Item2, drive, format).Dates, candleNames, e => e.Candles[candleName] = true);
}
if (dict.Count > 0)
{
// add gaps by working days
var emptyDays = dict.Keys.Min().Range(dict.Keys.Max(), TimeSpan.FromDays(1))
.Where(d => !dict.ContainsKey(d) /* && security.Board.WorkingTime.IsTradeDate(d, true)*/)
.OrderBy()
.ToList();
foreach (var monthGroup in emptyDays.ToArray().GroupBy(d => new DateTime(d.Year, d.Month, 1)))
{
var firstDay = monthGroup.First();
var lastDay = monthGroup.Last();
// whole month do not have any values
if (firstDay.Day == 1 && lastDay.Day == monthGroup.Key.DaysInMonth())
{
emptyDays.RemoveRange(monthGroup);
}
}
Add(dict, emptyDays, candleNames, e => { });
}
lock (_syncObject)
{
if (_isChanged)
{
return;
}
}
this.GuiSync(RefreshSort);
}
private void Process(IStorageRegistry storageRegistry, Security security, StorageFormats format, IMarketDataDrive drive)
{
this.GuiSync(() =>
{
_visibleEntries.Clear();
Columns.RemoveRange(_candleColumns.Values);
_candleColumns.Values.ForEach(c => FormatRules.Remove(c));
_candleColumns.Clear();
});
if (security == null)
return;
var dict = new Dictionary<DateTime, MarketDataEntry>();
drive = drive ?? storageRegistry.DefaultDrive;
var candles = new Dictionary<string, DataType>();
lock (_syncObject)
{
if (_isChanged)
return;
}
foreach (var tuple in drive.GetAvailableDataTypes(security.ToSecurityId(), format))
{
if (tuple.MessageType.IsCandleMessage())
continue;
var key = tuple.MessageType.Name.Replace("CandleMessage", string.Empty) + " " + tuple.Arg;
candles.Add(key, tuple.Clone());
}
var candleNames = candles.Keys.ToArray();
if (candleNames.Length > 0)
{
this.GuiSync(() =>
{
foreach (var candleName in candleNames)
{
var column = new DataGridTextColumn
{
Header = candleName,
Binding = new Binding
{
Path = new PropertyPath("Candles[{0}]".Put(candleName)),
Converter = new BoolToCheckMarkConverter()
}
};
//var cbElement = new FrameworkElementFactory(typeof(CheckBox));
//var column = new DataGridTemplateColumn
//{
// Header = candle,
// CellStyle = new Style(),
// //SortMemberPath = "Candles[{0}]".Put(key)
// CellTemplate = new DataTemplate(typeof(CheckBox))
// {
// VisualTree = cbElement,
// }
//};
//var bind = new Binding { Path = new PropertyPath("Candles[{0}]".Put(candle)) };
//cbElement.SetBinding(ToggleButton.IsCheckedProperty, bind);
//cbElement.SetValue(IsHitTestVisibleProperty, false);
//cbElement.SetValue(HorizontalAlignmentProperty, HorizontalAlignment.Center);
Columns.Add(column);
_candleColumns.Add(candleName, column);
//ApplyFormatRules(column);
}
//ApplyFormatRules();
});
}
Add(dict, storageRegistry.GetTickMessageStorage(security, drive, format).Dates, candleNames, e => e.IsTick = true);
Add(dict, storageRegistry.GetQuoteMessageStorage(security, drive, format).Dates, candleNames, e => e.IsDepth = true);
Add(dict, storageRegistry.GetLevel1MessageStorage(security, drive, format).Dates, candleNames, e => e.IsLevel1 = true);
Add(dict, storageRegistry.GetOrderLogMessageStorage(security, drive, format).Dates, candleNames, e => e.IsOrderLog = true);
foreach (var c in candleNames)
{
var candleName = c;
lock (_syncObject)
{
if (_isChanged)
return;
}
var tuple = candles[candleName];
Add(dict, storageRegistry.GetCandleMessageStorage(tuple.MessageType, security, tuple.Arg, drive, format).Dates, candleNames, e => e.Candles[candleName] = true);
}
if (dict.Count > 0)
{
// add gaps by working days
var emptyDays = dict.Keys.Min().Range(dict.Keys.Max(), TimeSpan.FromDays(1))
.Where(d => !dict.ContainsKey(d)/* && security.Board.WorkingTime.IsTradeDate(d, true)*/)
.OrderBy()
.ToList();
foreach (var monthGroup in emptyDays.ToArray().GroupBy(d => new DateTime(d.Year, d.Month, 1)))
{
var firstDay = monthGroup.First();
var lastDay = monthGroup.Last();
// whole month do not have any values
if (firstDay.Day == 1 && lastDay.Day == monthGroup.Key.DaysInMonth())
emptyDays.RemoveRange(monthGroup);
}
Add(dict, emptyDays, candleNames, e => { });
}
lock (_syncObject)
{
if (_isChanged)
return;
}
this.GuiSync(RefreshSort);
}
private void Process(IStorageRegistry storageRegistry, Security security, StorageFormats format, IMarketDataDrive drive)
{
this.GuiSync(() =>
{
_visibleEntries.Clear();
Columns.RemoveRange(_candleColumns.Values);
_candleColumns.Values.ForEach(c => FormatRules.Remove(c));
_candleColumns.Clear();
});
if (security == null)
return;
var dict = new Dictionary<DateTime, MarketDataEntry>();
drive = drive ?? storageRegistry.DefaultDrive;
var candles = new Dictionary<string, Tuple<Type, object>>();
lock (_syncObject)
{
if (_isChanged)
return;
}
foreach (var tuple in drive.GetCandleTypes(security.ToSecurityId(), format))
{
foreach (var arg in tuple.Item2)
{
var key = tuple.Item1.Name.Replace("CandleMessage", string.Empty) + " " + arg;
candles.Add(key, Tuple.Create(tuple.Item1, arg));
}
}
var candleNames = candles.Keys.ToArray();
if (candleNames.Length > 0)
{
this.GuiSync(() =>
{
foreach (var candleName in candleNames)
{
var column = new DataGridTextColumn
{
Header = candleName,
Binding = new Binding
{
Path = new PropertyPath("Candles[{0}]".Put(candleName)),
Converter = new BoolToCheckMarkConverter()
}
};
//var cbElement = new FrameworkElementFactory(typeof(CheckBox));
//var column = new DataGridTemplateColumn
//{
// Header = candle,
// CellStyle = new Style(),
// //SortMemberPath = "Candles[{0}]".Put(key)
// CellTemplate = new DataTemplate(typeof(CheckBox))
// {
// VisualTree = cbElement,
// }
//};
//var bind = new Binding { Path = new PropertyPath("Candles[{0}]".Put(candle)) };
//cbElement.SetBinding(ToggleButton.IsCheckedProperty, bind);
//cbElement.SetValue(IsHitTestVisibleProperty, false);
//cbElement.SetValue(HorizontalAlignmentProperty, HorizontalAlignment.Center);
Columns.Add(column);
_candleColumns.Add(candleName, column);
//ApplyFormatRules(column);
}
//ApplyFormatRules();
});
}
Add(dict, storageRegistry.GetTickMessageStorage(security, drive, format), candleNames, e => e.IsTick = true);
Add(dict, storageRegistry.GetQuoteMessageStorage(security, drive, format), candleNames, e => e.IsDepth = true);
Add(dict, storageRegistry.GetLevel1MessageStorage(security, drive, format), candleNames, e => e.IsLevel1 = true);
Add(dict, storageRegistry.GetOrderLogMessageStorage(security, drive, format), candleNames, e => e.IsOrderLog = true);
foreach (var c in candleNames)
{
var candleName = c;
lock (_syncObject)
{
if (_isChanged)
return;
}
var tuple = candles[candleName];
Add(dict, storageRegistry.GetCandleMessageStorage(tuple.Item1, security, tuple.Item2, drive, format), candleNames, e => e.Candles[candleName] = true);
}
if (dict.Count > 0)
{
// добавляем рабочие дни, которые отсутствуют в данных
var emptyDays = dict.Keys.Min().Range(dict.Keys.Max(), TimeSpan.FromDays(1))
.Where(d => security.Board.WorkingTime.IsTradeDate(d, true) && !dict.ContainsKey(d));
foreach (var batch in emptyDays.Batch(10))
{
lock (_syncObject)
{
if (_isChanged)
return;
}
TryAddEntries(dict, batch, candleNames, e => { });
}
}
lock (_syncObject)
{
if (_isChanged)
return;
}
this.GuiSync(RefreshSort);
}
