public static bool VerifySequentiality(string filePath)
{
DateTime previousDateTime = DateTime.MinValue;
DateTime dateTime;
for (int i = 0; i < 10; i++)
{
try {
using (StreamReader reader = File.OpenText(filePath)) {
while (QuotesConverter.GetQuoteDateTimeFromStreamReader(reader, out dateTime))
{
if (dateTime < previousDateTime)
{
return(false);
}
}
}
}
catch (IOException ioe) {
Console.WriteLine(ioe.Message);
Thread.Sleep(1000);
}
}
return(true);
}
/// <summary>
/// Entrega el siguiente sample considerando el período definido en la construcción de esta instancia.
/// </summary>
/// <param name="dateTime"></param>
/// <param name="ask"></param>
/// <param name="bid"></param>
/// <returns></returns>
public bool Next(out DateTime dateTime, out decimal ask, out decimal bid)
{
if (!QuotesConverter.GetQuoteFromBinaryReader(_reader, out dateTime, out ask, out bid))
{
if (_paths.Count == 0)
{
dateTime = default(DateTime);
ask = bid = default(decimal);
return(false);
}
if (_reader != null)
{
_reader.Close();
}
string path = _paths.Dequeue();
while (!File.Exists(path))
{
if (_paths.Count > 0)
{
path = _paths.Dequeue();
}
else
{
return(false);
}
}
_reader = new BinaryReader(File.OpenRead(path));
if (!QuotesConverter.GetQuoteFromBinaryReader(_reader, out dateTime, out ask, out bid))
{
throw new Exception("Empty file found.");
}
}
while (dateTime < _begin)
{
if (!Next(out dateTime, out ask, out bid))
{
return(false);
}
}
if (dateTime > _end)
{
return(false);
}
return(true);
}
public void ImportQuotes(string sourceFilePath, IQuotesProcessor quotesProcessor, DateTime begin, DateTime end)
{
using (StreamReader reader = File.OpenText(sourceFilePath)) {
string line;
bool endOfSearchSpaceReached = false;
while (!endOfSearchSpaceReached && (line = reader.ReadLine()) != null)
{
DateTime currentDateTime = QuotesConverter.GetQuoteDateTimeFromString(line);
if (currentDateTime > end)
{
endOfSearchSpaceReached = true;
}
else if (currentDateTime >= begin)
{
quotesProcessor.StoreQuoteFromString(line);
}
}
}
}
public void StoreQuoteFromString(string text)
{
long time;
DateTime dateTime;
decimal ask, bid;
QuotesConverter.GetQuoteFromString(text, out dateTime, out time, out ask, out bid);
if (_dayOfYear != dateTime.DayOfYear)
{
if (_writer != null)
{
_writer.Close();
}
string folderPath;
string filePath;
PathBuilder.CreatePaths(_rootFolder, dateTime, out folderPath, out filePath);
Directory.CreateDirectory(folderPath);
_writer = new BinaryWriter(File.Create(filePath));
_dayOfYear = dateTime.DayOfYear;
}
_writer.Write((Int64)time);
_writer.Write(ask);
_writer.Write(bid);
}
