// *****************************************************************
// **** Constructors ****
// *****************************************************************
//
//
//
#endregion//Constructors
#region Public Methods
// *****************************************************************
// **** Public Methods ****
// *****************************************************************
public override string GetQuery(DatabaseInfo dataBase)
{
TableInfo.InstrumentsTableInfo instrumentTable = dataBase.Instruments;
TableInfo.ExchangesTableInfo exchangeTable = dataBase.Exchanges;
// Create a instrument expiry code.
string expiryCode;
if (!UV.Lib.Utilities.QTMath.TryConvertMonthYearToCodeY(InstrumentName.SeriesName, out expiryCode))
{
return(string.Empty);
}
// TODO: Create the fields we want
string desiredFields = "*";//string.Format("{0}", instrumentTable.InstrumentID );
// Create the query.
StringBuilder query = new StringBuilder();
query.AppendFormat("SELECT {0} FROM {1} ", desiredFields, dataBase.Instruments.TableNameFull);
query.AppendFormat("WHERE {0} in (select {1} from {2} where {3} =\'{4}\') and {5} =\'{6}\' and {7} =\'{8}\'",
instrumentTable.ExchangeID, // 0
instrumentTable.ExchangeID, // 1
exchangeTable.TableNameFull, // 2
exchangeTable.ExchangeNameTT, // 3
InstrumentName.Product.Exchange, // 4
instrumentTable.Product, // 5
InstrumentName.Product.ProductName, // 6
instrumentTable.ExpirySymbol, // 7
expiryCode); // 8
query.Append(";");
return(query.ToString());
}// GetQuery();
//
protected string GetQueryForData(DatabaseInfo dataBase)
{
TableInfo.InstrumentsTableInfo instrumentTable = dataBase.Instruments;
TableInfo.ExchangesTableInfo exchangeTable = dataBase.Exchanges;
TableInfo.BarsTableInfo barsTable = dataBase.Bars;
// Create a instrument expiry code.
string expiryCode;
if (!UV.Lib.Utilities.QTMath.TryConvertMonthYearToCodeY(InstrumentName.SeriesName, out expiryCode))
{
return(string.Empty);
}
// Create sub selection string to get instr ID from InstrumentName.
StringBuilder subQuery = new StringBuilder();
int instrSqlId = m_InstrumentQuery.Results[0].InstrumentId;
subQuery.AppendFormat("{0}", instrSqlId);
// Create the final query.
string desiredFields = "*";
StringBuilder query = new StringBuilder();
query.AppendFormat("SELECT {0} FROM {1}", desiredFields, barsTable.TableNameFull);
query.AppendFormat(" WHERE {0} = ({1})", barsTable.InstrumentID, subQuery);
if (this.StartDate > DateTime.MinValue)
{
int timestamp = (int)QTMath.DateTimeToEpoch(this.StartDate);
string s = timestamp.ToString();
query.AppendFormat(" AND {0} >= {1}", barsTable.TimeStamp, s);
}
if (this.EndDate < DateTime.MaxValue)
{
int timestamp = (int)QTMath.DateTimeToEpoch(this.EndDate);
string s = timestamp.ToString();
query.AppendFormat(" AND {0} <= {1}", barsTable.TimeStamp, s);
}
query.AppendFormat(" AND {0} = 1", barsTable.SessionCode); // currently we only want sessionCode = 1 for when products are trading
query.AppendFormat(" ORDER BY {0}", barsTable.TimeStamp);
if (this.StartDate == DateTime.MinValue)
{ // since our date time is unnasigned, lets reverse the order of our timestamps for this query so we get the proper number of rows
query.AppendFormat(" DESC");
m_IsReverseOrder = true;
}
if (this.MaxRows > 0)
{
query.AppendFormat(" LIMIT {0}", this.MaxRows);
}
query.Append(";");
// Exit
return(query.ToString());
}// GetQuery();
// *****************************************************************
// **** Public Methods ****
// *****************************************************************
//
//
//
public override string GetQuery(DatabaseInfo databaseInfo)
{
TableInfo.ExchangesTableInfo exchangeTable = databaseInfo.Exchanges;
string desiredFields = "*";
// Create the query.
StringBuilder query = new StringBuilder();
query.AppendFormat("SELECT {0} FROM {1} ", desiredFields, exchangeTable.TableNameFull);
query.Append(";");
return(query.ToString());
}
// *****************************************************************
// **** Constructors ****
// *****************************************************************
//
//
//
#endregion//Constructors
#region Public Methods
// *****************************************************************
// **** Public Methods ****
// *****************************************************************
public override string GetQuery(DatabaseInfo dataBase)
{
TableInfo.InstrumentsTableInfo instrumentTable = dataBase.Instruments;
TableInfo.ExchangesTableInfo exchangeTable = dataBase.Exchanges;
// TODO: Create the fields we want
string desiredFields = "*";//string.Format("{0}", instrumentTable.InstrumentID );
// Create the query.
StringBuilder query = new StringBuilder();
query.AppendFormat("SELECT {0} FROM {1} ", desiredFields, dataBase.Instruments.TableNameFull);
if (string.IsNullOrEmpty(this.InstrumentName.SeriesName) == false)
{ // User has supplied a specific InstrumentName
// Create a instrument expiry code.
string expiryCode;
if (!UV.Lib.Utilities.QTMath.TryConvertMonthYearToCodeY(this.InstrumentName.SeriesName, out expiryCode))
{
return(string.Empty);
}
// NOTE : Currently this has to be future product type! //
query.AppendFormat("WHERE {0} in (select {1} from {2} where {3} =\'{4}\') and {5} =\'{6}\' and {7} =\'{8}\' and {9} = \'{10}\'",
instrumentTable.ExchangeID, // 0
instrumentTable.ExchangeID, // 1
exchangeTable.TableNameFull, // 2
exchangeTable.ExchangeNameTT, // 3
InstrumentName.Product.Exchange, // 4
instrumentTable.Product, // 5
InstrumentName.Product.ProductName, // 6
instrumentTable.ExpirySymbol, // 7
expiryCode, // 8
instrumentTable.ProdType, //9
InstrumentName.Product.Type.ToString().ToLower()); // 10
}
else
{ // Sometimes, the instrument name does not contain series name. This means the user wants to get all the instruments for that product.
query.AppendFormat("WHERE {0} in (select {1} from {2} where {3} =\'{4}\') and {5} =\'{6}\'",
instrumentTable.ExchangeID, // 0
instrumentTable.ExchangeID, // 1
exchangeTable.TableNameFull, // 2
exchangeTable.ExchangeNameTT, // 3
InstrumentName.Product.Exchange, // 4
instrumentTable.Product, // 5
InstrumentName.Product.ProductName); // 6
}
query.Append(";");
return(query.ToString());
}// GetQuery();
