public RemoteExtendedStorage(RemoteStorageClient client, string storageName)
{
if (storageName.IsEmpty())
{
throw new ArgumentNullException(nameof(storageName));
}
_client = client ?? throw new ArgumentNullException(nameof(client));
_storageName = storageName;
}
private bool DownloadData(HydraTaskSecurity security, Type dataType, object arg, RemoteStorageClient client)
{
var localStorage = StorageRegistry.GetStorage(security.Security, dataType, arg, _settings.Drive, _settings.StorageFormat);
var remoteStorage = client.GetRemoteStorage(security.Security.ToSecurityId(), dataType, arg, _settings.StorageFormat);
var endDate = DateTime.Today - TimeSpan.FromDays(_settings.Offset);
var dates = remoteStorage.Dates.Where(date => date >= _settings.StartFrom && date <= endDate).Except(localStorage.Dates).ToArray();
if (dates.IsEmpty())
{
if (!CanProcess())
return false;
}
else
{
this.AddInfoLog(LocalizedStrings.Str2308Params.Put(dataType.Name));
foreach (var date in dates)
{
if (!CanProcess())
return false;
if (_settings.IgnoreWeekends && !security.IsTradeDate(date))
{
this.AddDebugLog(LocalizedStrings.WeekEndDate, date);
continue;
}
this.AddDebugLog(LocalizedStrings.StartDownloding, dataType, arg, date, security.Security.Id);
using (var stream = remoteStorage.LoadStream(date))
{
if (stream == Stream.Null)
{
this.AddDebugLog(LocalizedStrings.NoData);
continue;
}
this.AddInfoLog(LocalizedStrings.Str2309Params.Put(date));
localStorage.Drive.SaveStream(date, stream);
var info = localStorage.Serializer.CreateMetaInfo(date);
stream.Position = 0;
info.Read(stream);
if (dataType == typeof(Trade))
{
dataType = typeof(ExecutionMessage);
arg = ExecutionTypes.Tick;
}
else if (dataType == typeof(OrderLogItem))
{
dataType = typeof(ExecutionMessage);
arg = ExecutionTypes.OrderLog;
}
else if (dataType.IsSubclassOf(typeof(Candle)))
{
dataType = dataType.ToCandleMessageType();
}
RaiseDataLoaded(security.Security, dataType, arg, date, info.Count);
}
}
}
return true;
}
/// <summary>
/// Initializes a new instance of the <see cref="RemoteMarketDataDrive"/>.
/// </summary>
/// <param name="client">The client for access to the history server <see cref="IRemoteStorage"/>.</param>
public RemoteMarketDataDrive(RemoteStorageClient client)
{
Client = client;
Client.Drive = this;
}
private bool DownloadData(HydraTaskSecurity security, Type dataType, object arg, RemoteStorageClient client)
{
var localStorage = StorageRegistry.GetStorage(security.Security, dataType, arg, _settings.Drive, _settings.StorageFormat);
var remoteStorage = client.GetRemoteStorage(security.Security.ToSecurityId(), dataType, arg, _settings.StorageFormat);
var endDate = DateTime.Today - TimeSpan.FromDays(_settings.Offset);
var dates = remoteStorage.Dates.Where(date => date >= _settings.StartFrom && date <= endDate).Except(localStorage.Dates).ToArray();
if (dates.IsEmpty())
{
if (!CanProcess())
{
return(false);
}
}
else
{
this.AddInfoLog(LocalizedStrings.Str2308Params.Put(dataType.Name));
foreach (var date in dates)
{
if (!CanProcess())
{
return(false);
}
if (_settings.IgnoreWeekends && !security.IsTradeDate(date))
{
this.AddDebugLog(LocalizedStrings.WeekEndDate, date);
continue;
}
this.AddDebugLog(LocalizedStrings.StartDownloding, dataType, arg, date, security.Security.Id);
using (var stream = remoteStorage.LoadStream(date))
{
if (stream == Stream.Null)
{
this.AddDebugLog(LocalizedStrings.NoData);
continue;
}
this.AddInfoLog(LocalizedStrings.Str2309Params.Put(date));
localStorage.Drive.SaveStream(date, stream);
var info = localStorage.Serializer.CreateMetaInfo(date);
stream.Position = 0;
info.Read(stream);
if (dataType == typeof(Trade))
{
dataType = typeof(ExecutionMessage);
arg = ExecutionTypes.Tick;
}
else if (dataType == typeof(OrderLogItem))
{
dataType = typeof(ExecutionMessage);
arg = ExecutionTypes.OrderLog;
}
else if (dataType.IsCandle())
{
dataType = dataType.ToCandleMessageType();
}
RaiseDataLoaded(security.Security, dataType, arg, date, info.Count);
}
}
}
return(true);
}
private void InitializeCommands()
{
var cmdSvc = ConfigManager.GetService <IStudioCommandService>();
cmdSvc.Register <OpenMarketDataSettingsCommand>(this, true, cmd => OpenMarketDataPanel(cmd.Settings));
cmdSvc.Register <RefreshSecurities>(this, false, cmd => ThreadingHelper
.Thread(() =>
{
var entityRegistry = ConfigManager.GetService <IEntityRegistry>();
var count = 0;
var progress = 0;
try
{
using (var client = new RemoteStorageClient(new Uri(cmd.Settings.Path)))
{
var credentials = cmd.Settings.Credentials;
client.Credentials.Login = credentials.Login;
client.Credentials.Password = credentials.Password;
foreach (var secType in cmd.Types.TakeWhile(secType => !cmd.IsCancelled()))
{
if (secType == SecurityTypes.Future)
{
var from = DateTime.Today.AddMonths(-4);
var to = DateTime.Today.AddMonths(4);
var expiryDates = from.GetExpiryDates(to);
foreach (var expiryDate in expiryDates.TakeWhile(d => !cmd.IsCancelled()))
{
client.Refresh(entityRegistry.Securities, new Security {
Type = secType, ExpiryDate = expiryDate
}, s =>
{
entityRegistry.Securities.Save(s);
_connector.SendOutMessage(s.ToMessage());
count++;
}, cmd.IsCancelled);
}
}
else
{
// для акций передаем фиктивное значение ExpiryDate, чтобы получить инструменты без даты экспирации
var expiryDate = secType == SecurityTypes.Stock ? DateTime.Today : (DateTime?)null;
client.Refresh(entityRegistry.Securities, new Security {
Type = secType, ExpiryDate = expiryDate
}, s =>
{
entityRegistry.Securities.Save(s);
_connector.SendOutMessage(s.ToMessage());
count++;
}, cmd.IsCancelled);
}
cmd.ProgressChanged(++progress);
}
}
}
catch (Exception ex)
{
ex.LogError();
}
if (cmd.IsCancelled())
{
return;
}
try
{
cmd.WhenFinished(count);
}
catch (Exception ex)
{
ex.LogError();
}
})
.Launch());
cmdSvc.Register <CreateSecurityCommand>(this, true, cmd =>
{
var entityRegistry = ConfigManager.GetService <IEntityRegistry>();
ISecurityWindow wnd;
if (cmd.SecurityType == typeof(Security))
{
wnd = new SecurityCreateWindow();
}
else
{
throw new InvalidOperationException(LocalizedStrings.Str2140Params.Put(cmd.SecurityType));
}
wnd.ValidateId = id =>
{
if (entityRegistry.Securities.ReadById(id) != null)
{
return(LocalizedStrings.Str2927Params.Put(id));
}
return(null);
};
if (!((Window)wnd).ShowModal(Application.Current.GetActiveOrMainWindow()))
{
return;
}
entityRegistry.Securities.Save(wnd.Security);
_connector.SendOutMessage(wnd.Security.ToMessage());
cmd.Security = wnd.Security;
});
cmdSvc.Register <SetDefaultEmulationSettingsCommand>(this, false, cmd =>
{
_emulationSettings.Load(cmd.Settings.Save());
_layoutManager.FlushSettings();
});
}
private void InitializeCommands()
{
var cmdSvc = ConfigManager.GetService <IStudioCommandService>();
cmdSvc.Register <OpenMarketDataSettingsCommand>(this, true, cmd => OpenMarketDataPanel(cmd.Settings));
cmdSvc.Register <RefreshSecurities>(this, false, cmd => ThreadingHelper
.Thread(() =>
{
var entityRegistry = ConfigManager.GetService <IEntityRegistry>();
var count = 0;
var progress = 0;
try
{
using (var client = new RemoteStorageClient(new Uri(cmd.Settings.Path)))
{
var credentials = cmd.Settings.Credentials;
client.Credentials.Login = credentials.Login;
client.Credentials.Password = credentials.Password;
foreach (var secType in cmd.Types.TakeWhile(secType => !cmd.IsCancelled()))
{
if (secType == SecurityTypes.Future)
{
var from = DateTime.Today.AddMonths(-4);
var to = DateTime.Today.AddMonths(4);
var expiryDates = from.GetExpiryDates(to);
foreach (var expiryDate in expiryDates.TakeWhile(d => !cmd.IsCancelled()))
{
client.Refresh(entityRegistry.Securities, new Security {
Type = secType, ExpiryDate = expiryDate
}, s =>
{
entityRegistry.Securities.Save(s);
_connector.SendOutMessage(s.ToMessage());
count++;
}, cmd.IsCancelled);
}
}
else
{
// для акций передаем фиктивное значение ExpiryDate, чтобы получить инструменты без даты экспирации
var expiryDate = secType == SecurityTypes.Stock ? DateTime.Today : (DateTime?)null;
client.Refresh(entityRegistry.Securities, new Security {
Type = secType, ExpiryDate = expiryDate
}, s =>
{
entityRegistry.Securities.Save(s);
_connector.SendOutMessage(s.ToMessage());
count++;
}, cmd.IsCancelled);
}
cmd.ProgressChanged(++progress);
}
}
}
catch (Exception ex)
{
ex.LogError();
}
if (cmd.IsCancelled())
{
return;
}
try
{
cmd.WhenFinished(count);
}
catch (Exception ex)
{
ex.LogError();
}
})
.Launch());
}
