public unsafe void MeasureTeaFileRawMemoryMappedTick(Runner runner)
{
long N = runner.N;
RawMemoryMapping <Tick> view = null;
File.Delete(filename);
using (var tf = TeaFile <Tick> .Create(filename))
{
for (int i = 0; i < N; i++)
{
tf.Write(new Tick {
Price = i
});
}
}
runner.Measure("memmap raw sum using ticks", () =>
{
using (view = TeaFile <Tick> .OpenRawMemoryMapping(filename))
{
double sum = 0d;
Tick *tick = (Tick *)view.ItemAreaStart;
for (int i = 0; i < N; i++)
{
sum += tick->Price;
tick++;
}
Console.WriteLine(sum);
if (sum != runner.TargetValue)
{
throw new Exception("wrong result");
}
}
});
}
public unsafe void AccessItemsViaMemoryMappingPointers()
{
const string filename = "AccessItemsViaMemoryMappingPointers.tea";
using (var f = TeaFile <Tick> .Create(filename))
{
var dt = new DateTime(2000, 1, 1);
for (int i = 0; i < 3; i++)
{
f.Write(new Tick {
Time = dt.AddDays(i), Volume = i * 10
});
}
}
using (var view = TeaFile <Tick> .OpenRawMemoryMapping(filename))
{
Tick *tick = (Tick *)view.ItemAreaStart;
Tick *end = (Tick *)view.ItemAreaEnd;
((int)tick).Should().Be.LessThanOrEqualTo((int)end);
int i = 0;
var dt = new DateTime(2000, 1, 1);
while (tick < end)
{
tick->Volume.Should().Be(i * 10);
tick->Time.Should().Be(dt.AddDays(i));
tick++;
i++;
}
}
}
public unsafe void AccessItemsViaMemoryMapping()
{
const string filename = "RawMemoryMappingTest_AccessItemsViaMemoryMapping.tea";
using (var f = TeaFile <Tick> .Create(filename))
{
var dt = new DateTime(2000, 1, 1);
for (int i = 0; i < 27; i++)
{
f.Write(new Tick {
Time = dt.AddDays(i), Volume = i * 10
});
}
}
using (var view = TeaFile <Tick> .OpenRawMemoryMapping(filename))
{
Tick *tick = (Tick *)view.ItemAreaStart;
var dt = new DateTime(2000, 1, 1);
for (int i = 0; i < 27; i++)
{
tick->Volume.Should().Be(i * 10);
tick->Time.Should().Be(dt.AddDays(i));
tick++;
}
}
}
static Statistics GetSessionDataMemMapped(string filename)
{
using (var mf = RawMemoryMapping <Tick> .OpenRead(filename))
unsafe
{
var stats = new Statistics();
Tick * firstTick = (Tick *)mf.ItemAreaStart;
double minPrice = firstTick->Price;
double maxPrice = firstTick->Price;
var session = new TradingSession(firstTick->Time);
stats.Sessions.Add(session);
for (var t = firstTick; t != mf.ItemAreaEnd; t++)
{
if (t->Time >= session.End)
{
session = new TradingSession(t->Time);
stats.Sessions.Add(session);
}
session.TickCount++;
minPrice = Math.Min(t->Price, minPrice);
maxPrice = Math.Max(t->Price, maxPrice);
}
stats.MinPrice = minPrice;
stats.MaxPrice = maxPrice;
return(stats);
}
}
static unsafe double RunMemoryMapped(string filename)
{
double sum = 0;
using (var fm = TeaFile <Tick> .OpenRawMemoryMapping(filename))
{
for (Tick *tick = (Tick *)fm.ItemAreaStart; tick != fm.ItemAreaEnd; ++tick)
{
sum += tick->Price;
}
}
return(sum);
}
public TickPointer(Tick *ptr)
{
Ptr = ptr;
}