private void Load()
{
if (!File.Exists(_file))
{
return;
}
var proxySet = _format
.Split(';')
.Select(s => MemberProxy.Create(typeof(Security), s.Substring(1, s.Length - 2)))
.ToArray();
CultureInfo.InvariantCulture.DoInCulture(() =>
{
foreach (var line in File.ReadAllLines(_file))
{
var security = new Security();
var cells = line.Split(';');
for (var i = 0; i < proxySet.Length; i++)
{
proxySet[i].SetValue(security, cells[i].To(proxySet[i].ReturnType));
}
var id = security.Id.ToSecurityId();
security.Code = id.SecurityCode;
security.Board = _parent.ExchangeInfoProvider.GetOrCreateBoard(id.BoardCode);
_securities.Add(security);
}
});
}
public CsvMarketDataSerializer(SecurityId securityId, ExecutionTypes?executionType, Encoding encoding = null)
{
if (securityId.IsDefault() && typeof(TData) != typeof(NewsMessage))
{
throw new ArgumentNullException("securityId");
}
SecurityId = securityId;
_executionType = executionType;
_encoding = encoding ?? Encoding.UTF8;
if (typeof(TData) == typeof(QuoteChangeMessage))
{
return;
}
_format = GetFormat(executionType).Put(_timeFormat);
var timeFormat = ":" + _timeFormat;
if (_isLevel1)
{
return;
}
_members = _info.SafeAdd(Tuple.Create(typeof(TData), executionType), key =>
_format
.Split(';')
.Select(s =>
MemberProxy.Create(typeof(TData),
s.Substring(1, s.Length - 2).Replace(timeFormat, string.Empty)))
.ToArray());
}
/// <summary>
/// Initializes a new instance of the <see cref="CsvMarketDataSerializer{T}"/>.
/// </summary>
/// <param name="securityId">Security ID.</param>
/// <param name="executionType">The type of execution.</param>
/// <param name="candleArg">Candle arg.</param>
/// <param name="encoding">Encoding.</param>
public CsvMarketDataSerializer(SecurityId securityId, ExecutionTypes?executionType = null, object candleArg = null, Encoding encoding = null)
{
if (securityId.IsDefault() && !_isNews)
{
throw new ArgumentNullException(nameof(securityId));
}
SecurityId = securityId;
_executionType = executionType;
_candleArg = candleArg;
_encoding = encoding ?? _utf;
if (_isQuotes)
{
return;
}
_format = GetFormat(executionType).Replace(":{0}", ".UtcDateTime:" + _timeFormat);
if (_isLevel1)
{
return;
}
const string timeFormat = ":" + _timeFormat;
_members = _info.SafeAdd(Tuple.Create(typeof(TData), executionType), key =>
_format
.Split(';')
.Skip(_skipColumns)
.Select(s =>
MemberProxy.Create(typeof(TData),
s.Substring(1, s.Length - 2).Replace(timeFormat, string.Empty)))
.Concat(_isNews ? new[] { MemberProxy.Create(typeof(TData), "SecurityId") } : Enumerable.Empty <MemberProxy>())
.ToArray());
if (typeof(TData) == typeof(ExecutionMessage))
{
switch (executionType)
{
case ExecutionTypes.Tick:
case ExecutionTypes.OrderLog:
_toId = lines => lines[_skipColumns].To <long>();
break;
}
}
}
// ReSharper restore StaticFieldInGenericType
static CsvMarketDataSerializer()
{
_timeFormat = GetTimeFormat();
if (typeof(TData) == typeof(ExecutionMessage) || typeof(TData).IsSubclassOf(typeof(CandleMessage)))
{
_setSecurityId = MemberProxy.Create(typeof(TData), "SecurityId");
}
if (typeof(TData) == typeof(ExecutionMessage))
{
_setExecutionType = MemberProxy.Create(typeof(TData), "ExecutionType");
}
_ctor = FastInvoker <VoidType, VoidType, TData> .Create(typeof(TData).GetMember <ConstructorInfo>());
_dateMember = MemberProxy.Create(typeof(TData),
typeof(TData).IsSubclassOf(typeof(CandleMessage)) ? "OpenTime" : "ServerTime");
}
// ReSharper restore StaticFieldInGenericType
static CsvMarketDataSerializer()
{
var isCandles = typeof(TData).IsCandleMessage();
if (typeof(TData) == typeof(ExecutionMessage) || isCandles)
{
_setSecurityId = MemberProxy.Create(typeof(TData), "SecurityId");
}
if (typeof(TData) == typeof(ExecutionMessage))
{
_setExecutionType = MemberProxy.Create(typeof(TData), "ExecutionType");
}
if (isCandles)
{
_setCandleArg = MemberProxy.Create(typeof(TData), "Arg");
}
_ctor = FastInvoker <VoidType, VoidType, TData> .Create(typeof(TData).GetMember <ConstructorInfo>());
_dateMember = MemberProxy.Create(typeof(TData), isCandles ? "OpenTime" : "ServerTime");
}
