Esempio n. 1
0
        protected override TimeSpan OnProcess()
        {
            IBackupService service;

            switch (_settings.Service)
            {
            case BackupServices.AwsS3:
                service = new AmazonS3Service(AmazonExtensions.GetEndpoint(_settings.Address), _settings.ServiceRepo, _settings.Login, _settings.Password.To <string>());
                break;

            case BackupServices.AwsGlacier:
                service = new AmazonGlacierService(AmazonExtensions.GetEndpoint(_settings.Address), _settings.ServiceRepo, _settings.Login, _settings.Password.To <string>());
                break;

            default:
                throw new ArgumentOutOfRangeException();
            }

            var hasSecurities = false;

            this.AddInfoLog(LocalizedStrings.Str2306Params.Put(_settings.StartFrom));

            var startDate = _settings.StartFrom;
            var endDate   = DateTime.Today - TimeSpan.FromDays(_settings.Offset);

            var allDates = startDate.Range(endDate, TimeSpan.FromDays(1)).ToArray();

            var pathEntry = ToEntry(new DirectoryInfo(_settings.Drive.Path));

            var workingSecurities = GetWorkingSecurities().ToArray();

            foreach (var date in allDates)
            {
                foreach (var security in workingSecurities)
                {
                    hasSecurities = true;

                    if (!CanProcess())
                    {
                        break;
                    }

                    var dateEntry = new BackupEntry
                    {
                        Name   = date.ToString("yyyy_MM_dd"),
                        Parent = new BackupEntry
                        {
                            Parent = new BackupEntry
                            {
                                Name   = security.Security.Id.Substring(0, 1),
                                Parent = pathEntry
                            },
                            Name = security.Security.Id,
                        }
                    };

                    var dataTypes = _settings.Drive.GetAvailableDataTypes(security.Security.ToSecurityId(), _settings.StorageFormat);

                    foreach (var dataType in dataTypes)
                    {
                        var storage = StorageRegistry.GetStorage(security.Security, dataType.MessageType, dataType.Arg, _settings.Drive, _settings.StorageFormat);

                        var drive = storage.Drive;

                        var stream = drive.LoadStream(date);

                        if (stream == Stream.Null)
                        {
                            continue;
                        }

                        var entry = new BackupEntry
                        {
                            Name   = LocalMarketDataDrive.GetFileName(dataType.MessageType, dataType.Arg) + LocalMarketDataDrive.GetExtension(StorageFormats.Binary),
                            Parent = dateEntry,
                        };

                        service.Upload(entry, stream, p => { });

                        this.AddInfoLog(LocalizedStrings.Str1580Params, GetPath(entry));
                    }
                }

                if (CanProcess())
                {
                    _settings.StartFrom += TimeSpan.FromDays(1);
                    SaveSettings();
                }
            }

            if (!hasSecurities)
            {
                this.AddWarningLog(LocalizedStrings.Str2292);
                return(TimeSpan.MaxValue);
            }

            if (CanProcess())
            {
                this.AddInfoLog(LocalizedStrings.Str2300);
            }

            return(base.OnProcess());
        }
Esempio n. 2
0
        protected override TimeSpan OnProcess()
        {
            if (_settings.ExportType == ExportTypes.Sql && _settings.Connection == null)
            {
                this.AddErrorLog(LocalizedStrings.Str3768);
                return(TimeSpan.MaxValue);
            }

            var allSecurity        = this.GetAllSecurity();
            var supportedDataTypes = (allSecurity == null
                                        ? Enumerable.Empty <Type>()
                                        : SupportedMarketDataTypes.Intersect(allSecurity.MarketDataTypes)
                                      ).ToArray();

            this.AddInfoLog(LocalizedStrings.Str2306Params.Put(_settings.StartFrom));

            Func <int, bool> isCancelled = count => !CanProcess();

            var hasSecurities = false;

            foreach (var security in GetWorkingSecurities())
            {
                hasSecurities = true;

                if (!CanProcess())
                {
                    break;
                }

                var path = _settings.ExportFolder;

                if (path.IsEmpty())
                {
                    path = DriveCache.Instance.DefaultDrive.Path;
                }

                foreach (var t in (allSecurity == null ? security.MarketDataTypes : supportedDataTypes))
                {
                    if (!CanProcess())
                    {
                        break;
                    }

                    var arg      = _settings.CandleSettings.Arg;
                    var dataType = t.ToMessageType(ref arg);

                    this.AddInfoLog(LocalizedStrings.Str3769Params.Put(security.Security.Id, dataType.Name, _settings.ExportType));

                    var fromStorage = StorageRegistry.GetStorage(security.Security, dataType, arg, _settings.Drive, _settings.StorageFormat);

                    var from = fromStorage.GetFromDate();
                    var to   = fromStorage.GetToDate();

                    if (from == null || to == null)
                    {
                        this.AddWarningLog(LocalizedStrings.Str3770);
                        continue;
                    }

                    from = _settings.StartFrom.Max(from.Value);
                    to   = (DateTime.Today - TimeSpan.FromDays(_settings.Offset)).Min(to.Value);

                    if (from > to)
                    {
                        continue;
                    }

                    BaseExporter exporter;

                    if (_settings.ExportType == ExportTypes.Sql)
                    {
                        exporter = new DatabaseExporter(security.Security, arg, isCancelled, _settings.Connection)
                        {
                            BatchSize   = _settings.BatchSize,
                            CheckUnique = _settings.CheckUnique,
                        };
                    }
                    else
                    {
                        var fileName = Path.Combine(path, security.Security.GetFileName(
                                                        dataType, arg, from.Value, to.Value, _settings.ExportType));

                        switch (_settings.ExportType)
                        {
                        case ExportTypes.Excel:
                            exporter = new ExcelExporter(security.Security, arg, isCancelled, fileName, () => this.AddErrorLog(LocalizedStrings.Str3771));
                            break;

                        case ExportTypes.Xml:
                            exporter = new XmlExporter(security.Security, arg, isCancelled, fileName);
                            break;

                        case ExportTypes.Txt:
                            exporter = new TextExporter(security.Security, arg, isCancelled, fileName, GetTxtTemplate(dataType, arg), _settings.Header);
                            break;

                        case ExportTypes.Bin:
                            exporter = new BinExporter(security.Security, arg, isCancelled, DriveCache.Instance.GetDrive(path));
                            break;

                        default:
                            throw new ArgumentOutOfRangeException();
                        }
                    }

                    foreach (var date in from.Value.Range(to.Value, TimeSpan.FromDays(1)))
                    {
                        if (!CanProcess())
                        {
                            break;
                        }

                        try
                        {
                            this.AddInfoLog(LocalizedStrings.Str3772Params.Put(security.Security.Id, dataType.Name, _settings.ExportType, date));
                            exporter.Export(dataType, fromStorage.Load(date));
                        }
                        catch (Exception ex)
                        {
                            HandleError(ex);
                        }
                    }
                }
            }

            if (!hasSecurities)
            {
                this.AddWarningLog(LocalizedStrings.Str2292);
                return(TimeSpan.MaxValue);
            }

            if (CanProcess())
            {
                this.AddInfoLog(LocalizedStrings.Str2300);

                _settings.StartFrom = DateTime.Today - TimeSpan.FromDays(_settings.Offset);
                SaveSettings();
            }

            return(base.OnProcess());
        }
Esempio n. 3
0
        private void Erase_Click(object sender, RoutedEventArgs e)
        {
            if (_token != null)
            {
                StopSync();
                return;
            }

            var securities = AllSecurities.IsChecked == true
                                ? null
                                : SelectSecurityBtn.SelectedSecurities.ToArray();

            var from = From.Value ?? DateTime.MinValue;
            var to   = To.Value ?? DateTime.MaxValue;

            if (from > to)
            {
                new MessageBoxBuilder()
                .Caption(LocalizedStrings.Str2879)
                .Text(LocalizedStrings.Str1119Params.Put(from, to))
                .Warning()
                .Owner(this)
                .Show();

                return;
            }

            if (securities != null && securities.IsEmpty())
            {
                new MessageBoxBuilder()
                .Caption(LocalizedStrings.Str2879)
                .Text(LocalizedStrings.Str2881)
                .Warning()
                .Owner(this)
                .Show();

                return;
            }

            var msg = string.Empty;

            if (from != DateTime.MinValue || to != DateTime.MaxValue)
            {
                msg += LocalizedStrings.Str3846;

                if (from != DateTime.MinValue)
                {
                    msg += " " + LocalizedStrings.XamlStr624.ToLowerInvariant() + " " + from.ToString("d");
                }

                if (to != DateTime.MaxValue)
                {
                    msg += " " + LocalizedStrings.XamlStr132 + " " + to.ToString("d");
                }
            }

            //msg += AllSecurities.IsChecked == true
            //			   ? LocalizedStrings.Str2882
            //			   : LocalizedStrings.Str2883Params.Put(securities.Take(100).Select(sec => sec.Id).Join(", "));

            if (new MessageBoxBuilder()
                .Caption(LocalizedStrings.Str2879)
                .Text(LocalizedStrings.Str2884Params.Put(msg))
                .Warning()
                .YesNo()
                .Owner(this)
                .Show() != MessageBoxResult.Yes)
            {
                return;
            }

            Erase.Content = LocalizedStrings.Str2890;
            _token        = new CancellationTokenSource();

            var drives = Drive.IsAllDrive
                                        ? DriveCache.Instance.AllDrives.ToArray()
                                        : new[] { Drive.SelectedDrive };

            if (to != DateTime.MaxValue && to.TimeOfDay == TimeSpan.Zero)
            {
                to = to.EndOfDay();
            }

            Task.Factory.StartNew(() =>
            {
                var formats = Enumerator.GetValues <StorageFormats>().ToArray();

                var iterCount = drives.Length * (securities?.Length ?? ((IStorageEntityList <Security>)EntityRegistry.Securities).Count) * 5 /* message types count */ * formats.Length;

                this.GuiSync(() => Progress.Maximum = iterCount);

                foreach (var drive in drives)
                {
                    if (_token.IsCancellationRequested)
                    {
                        break;
                    }

                    foreach (var securityId in drive.AvailableSecurities)
                    {
                        if (_token.IsCancellationRequested)
                        {
                            break;
                        }

                        var id = securityId.ToStringId();

                        var security = securities == null
                                                        ? EntityRegistry.Securities.ReadById(id)
                                                        : securities.FirstOrDefault(s => s.Id.CompareIgnoreCase(id));

                        if (security == null)
                        {
                            continue;
                        }

                        foreach (var format in formats)
                        {
                            if (_token.IsCancellationRequested)
                            {
                                break;
                            }

                            foreach (var dataType in drive.GetAvailableDataTypes(securityId, format))
                            {
                                if (_token.IsCancellationRequested)
                                {
                                    break;
                                }

                                StorageRegistry
                                .GetStorage(security, dataType.MessageType, dataType.Arg, drive, format)
                                .Delete(from, to);

                                this.GuiSync(() =>
                                {
                                    Progress.Value++;
                                });
                            }
                        }
                    }
                }
            }, _token.Token)
            .ContinueWithExceptionHandling(this, res =>
            {
                Erase.Content   = LocalizedStrings.Str2060;
                Erase.IsEnabled = true;

                Progress.Value = 0;
                _token         = null;
            });
        }
Esempio n. 4
0
        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);
        }
Esempio n. 5
0
        private void Erase_Click(object sender, RoutedEventArgs e)
        {
            if (_token != null)
            {
                StopSync();
                return;
            }

            var securities = (AllSecurities.IsChecked == true
                                ? EntityRegistry.Securities.Where(s => !s.IsAllSecurity())
                                : SelectSecurityBtn.SelectedSecurities
                              ).ToArray();

            var from = From.Value ?? DateTime.MinValue;
            var to   = To.Value ?? DateTime.MaxValue;

            if (from > to)
            {
                new MessageBoxBuilder()
                .Caption(LocalizedStrings.Str2879)
                .Text(LocalizedStrings.Str1119Params.Put(from, to))
                .Warning()
                .Owner(this)
                .Show();

                return;
            }

            if (securities.IsEmpty())
            {
                new MessageBoxBuilder()
                .Caption(LocalizedStrings.Str2879)
                .Text(LocalizedStrings.Str2881)
                .Warning()
                .Owner(this)
                .Show();

                return;
            }

            var msg = string.Empty;

            if (from != DateTime.MinValue || to != DateTime.MaxValue)
            {
                msg += LocalizedStrings.Str3846;

                if (from != DateTime.MinValue)
                {
                    msg += " " + LocalizedStrings.XamlStr624.ToLowerInvariant() + " " + from.ToString("d");
                }

                if (to != DateTime.MaxValue)
                {
                    msg += " " + LocalizedStrings.XamlStr132 + " " + to.ToString("d");
                }
            }

            //msg += AllSecurities.IsChecked == true
            //			   ? LocalizedStrings.Str2882
            //			   : LocalizedStrings.Str2883Params.Put(securities.Take(100).Select(sec => sec.Id).Join(", "));

            if (new MessageBoxBuilder()
                .Caption(LocalizedStrings.Str2879)
                .Text(LocalizedStrings.Str2884Params.Put(msg))
                .Warning()
                .YesNo()
                .Owner(this)
                .Show() != MessageBoxResult.Yes)
            {
                return;
            }

            Erase.Content = LocalizedStrings.Str2890;
            _token        = new CancellationTokenSource();

            var drives = Drive.SelectedDrive == null
                                        ? DriveCache.Instance.AllDrives.ToArray()
                                        : new[] { Drive.SelectedDrive };

            if (to != DateTime.MaxValue && to.TimeOfDay == TimeSpan.Zero)
            {
                to = to.EndOfDay();
            }

            Task.Factory.StartNew(() =>
            {
                var dataTypes = new[] { typeof(Trade), typeof(QuoteChangeMessage), typeof(Level1ChangeMessage), typeof(OrderLogItem), typeof(CandleMessage) };
                var formats   = Enumerator.GetValues <StorageFormats>().ToArray();

                var iterCount = drives.Length * securities.Length * dataTypes.Length * formats.Length;

                this.GuiSync(() => Progress.Maximum = iterCount);

                foreach (var drive in drives)
                {
                    if (_token.IsCancellationRequested)
                    {
                        break;
                    }

                    foreach (var security in securities)
                    {
                        if (_token.IsCancellationRequested)
                        {
                            break;
                        }

                        foreach (var format in formats)
                        {
                            if (_token.IsCancellationRequested)
                            {
                                break;
                            }

                            foreach (var dataType in dataTypes)
                            {
                                if (_token.IsCancellationRequested)
                                {
                                    break;
                                }

                                if (dataType == typeof(CandleMessage))
                                {
                                    foreach (var candleType in drive.GetCandleTypes(security.ToSecurityId(), format))
                                    {
                                        StorageRegistry
                                        .GetStorage(security, candleType.Item1, candleType.Item2, drive, format)
                                        .Delete(from, to);
                                    }
                                }
                                else
                                {
                                    StorageRegistry
                                    .GetStorage(security, dataType, null, drive, format)
                                    .Delete(from, to);
                                }

                                this.GuiSync(() =>
                                {
                                    Progress.Value++;
                                });
                            }
                        }
                    }
                }
            }, _token.Token)
            .ContinueWithExceptionHandling(this, res =>
            {
                Erase.Content   = LocalizedStrings.Str2060;
                Erase.IsEnabled = true;

                Progress.Value = 0;
                _token         = null;
            });
        }
Esempio n. 6
0
 private void SafeSave <T>(Security security, Type messageType, object arg, IEnumerable <T> values, Func <T, DateTimeOffset> getTime, IEnumerable <Func <T, string> > getErrors)
 {
     SafeSave(security, messageType, arg, values, getTime, getErrors, (s, d, f) => (IMarketDataStorage <T>)StorageRegistry.GetStorage(s, typeof(T), arg, d, f));
 }
Esempio n. 7
0
        protected override TimeSpan OnProcess()
        {
            IBackupService service;

            switch (_settings.Service)
            {
            case BackupServices.AwsS3:
                service = new AmazonS3Service(AmazonExtensions.GetEndpoint(_settings.Address), _settings.ServiceRepo, _settings.Login, _settings.Password.To <string>());
                break;

            case BackupServices.AwsGlacier:
                service = new AmazonGlacierService(AmazonExtensions.GetEndpoint(_settings.Address), _settings.ServiceRepo, _settings.Login, _settings.Password.To <string>());
                break;

            default:
                throw new ArgumentOutOfRangeException();
            }

            var hasSecurities = false;

            this.AddInfoLog(LocalizedStrings.Str2306Params.Put(_settings.StartFrom));

            var startDate = _settings.StartFrom;
            var endDate   = DateTime.Today - TimeSpan.FromDays(_settings.Offset);

            var allDates = startDate.Range(endDate, TimeSpan.FromDays(1)).ToArray();

            var pathEntry = ToEntry(new DirectoryInfo(_settings.Drive.Path));

            IEnumerable <Tuple <Type, object> > dataTypes = new[]
            {
                Tuple.Create(typeof(ExecutionMessage), (object)ExecutionTypes.Tick),
                Tuple.Create(typeof(ExecutionMessage), (object)ExecutionTypes.OrderLog),
                Tuple.Create(typeof(ExecutionMessage), (object)ExecutionTypes.Order),
                Tuple.Create(typeof(ExecutionMessage), (object)ExecutionTypes.Trade),
                Tuple.Create(typeof(QuoteChangeMessage), (object)null),
                Tuple.Create(typeof(Level1ChangeMessage), (object)null),
                Tuple.Create(typeof(NewsMessage), (object)null)
            };

            var workingSecurities = GetWorkingSecurities().ToArray();

            foreach (var date in allDates)
            {
                foreach (var security in workingSecurities)
                {
                    hasSecurities = true;

                    if (!CanProcess())
                    {
                        break;
                    }

                    var dateEntry = new BackupEntry
                    {
                        Name   = date.ToString("yyyy_MM_dd"),
                        Parent = new BackupEntry
                        {
                            Parent = new BackupEntry
                            {
                                Name   = security.Security.Id.Substring(0, 1),
                                Parent = pathEntry
                            },
                            Name = security.Security.Id,
                        }
                    };

                    var candleTypes = _settings.Drive.GetCandleTypes(security.Security.ToSecurityId(), _settings.StorageFormat);

                    var secDataTypes = dataTypes.Concat(candleTypes.SelectMany(t => t.Item2.Select(a => Tuple.Create(t.Item1, a))));

                    foreach (var tuple in secDataTypes)
                    {
                        var storage = StorageRegistry.GetStorage(security.Security, tuple.Item1, tuple.Item2, _settings.Drive, _settings.StorageFormat);

                        var drive = storage.Drive;

                        var stream = drive.LoadStream(date);

                        if (stream == Stream.Null)
                        {
                            continue;
                        }

                        var entry = new BackupEntry
                        {
                            Name   = LocalMarketDataDrive.CreateFileName(tuple.Item1, tuple.Item2) + LocalMarketDataDrive.GetExtension(StorageFormats.Binary),
                            Parent = dateEntry,
                        };

                        service.Upload(entry, stream, p => { });

                        this.AddInfoLog(LocalizedStrings.Str1580Params, GetPath(entry));
                    }
                }

                if (CanProcess())
                {
                    _settings.StartFrom += TimeSpan.FromDays(1);
                    SaveSettings();
                }
            }

            if (!hasSecurities)
            {
                this.AddWarningLog(LocalizedStrings.Str2292);
                return(TimeSpan.MaxValue);
            }

            if (CanProcess())
            {
                this.AddInfoLog(LocalizedStrings.Str2300);
            }

            return(base.OnProcess());
        }