public void Multiday()
{
_readdata.Clear();
_readdata2.Clear();
int d = 20100223;
int t = 235900;
int t1 = 0;
const decimal p = 50;
int s = 100;
string file1 = TikWriter.SafeFilename(Sym, _path, d);
TestTikWriterReader.Removefile(file1);
string file2 = TikWriter.SafeFilename(Sym, _path, d + 1);
TestTikWriterReader.Removefile(file2);
Tick[] data =
{
TickImpl.NewTrade(Sym, d, t++, p, s, string.Empty),
TickImpl.NewTrade(Sym, d, t++, p, s, string.Empty),
TickImpl.NewTrade(Sym, d, t++, p, s, string.Empty),
TickImpl.NewTrade(Sym, d, t++, p, s, string.Empty),
TickImpl.NewTrade(Sym, d, t++, p, s, string.Empty),
// day two
TickImpl.NewTrade(Sym, ++d, t1++, p, s, string.Empty),
TickImpl.NewTrade(Sym, d, t1++, p, s, string.Empty),
TickImpl.NewTrade(Sym, d, t1++, p, s, string.Empty),
TickImpl.NewTrade(Sym, d, t1++, p, s, string.Empty),
TickImpl.NewTrade(Sym, d, t1++, p, s, string.Empty),
};
TickArchiver ta = new TickArchiver(Environment.CurrentDirectory);
for (int i = 0; i < data.Length; i++)
{
ta.NewTick(data[i]);
}
ta.Stop();
// read file back in from files
if (System.IO.File.Exists(file1))
{
TikReader tr = new TikReader(file1);
tr.GotTick += tr_gotTick;
while (tr.NextTick())
{
;
}
tr.Close();
}
if (System.IO.File.Exists(file2))
{
TikReader tr2 = new TikReader(file2);
tr2.GotTick += tr2_gotTick;
while (tr2.NextTick())
{
;
}
tr2.Close();
}
// verify length
Assert.Equal(5, _readdata2.Count);
Assert.Equal(5, _readdata.Count);
TestTikWriterReader.Removefile(file1);
TestTikWriterReader.Removefile(file2);
}
public void Multiday()
{
readdata.Clear();
readdata2.Clear();
int d = 20100223;
int t = 235900;
int t1 = 0;
const decimal p = 50;
int s = 100;
string FILE1 = TikWriter.SafeFilename(SYM, PATH, d);
TestTikWriterReader.removefile(FILE1);
string FILE2 = TikWriter.SafeFilename(SYM, PATH, d + 1);
TestTikWriterReader.removefile(FILE2);
Tick[] data = new Tick[]
{
TickImpl.NewTrade(SYM, d, t++, p, s, string.Empty),
TickImpl.NewTrade(SYM, d, t++, p, s, string.Empty),
TickImpl.NewTrade(SYM, d, t++, p, s, string.Empty),
TickImpl.NewTrade(SYM, d, t++, p, s, string.Empty),
TickImpl.NewTrade(SYM, d, t++, p, s, string.Empty),
// day two
TickImpl.NewTrade(SYM, ++d, t1++, p, s, string.Empty),
TickImpl.NewTrade(SYM, d, t1++, p, s, string.Empty),
TickImpl.NewTrade(SYM, d, t1++, p, s, string.Empty),
TickImpl.NewTrade(SYM, d, t1++, p, s, string.Empty),
TickImpl.NewTrade(SYM, d, t1++, p, s, string.Empty),
};
TickArchiver ta = new TickArchiver(Environment.CurrentDirectory);
for (int i = 0; i < data.Length; i++)
{
ta.newTick(data[i]);
}
ta.Stop();
// read file back in from files
if (System.IO.File.Exists(FILE1))
{
TikReader tr = new TikReader(FILE1);
tr.gotTick += new TickDelegate(tr_gotTick);
while (tr.NextTick())
{
;
}
tr.Close();
}
if (System.IO.File.Exists(FILE2))
{
TikReader tr2 = new TikReader(FILE2);
tr2.gotTick += new TickDelegate(tr2_gotTick);
while (tr2.NextTick())
{
;
}
tr2.Close();
}
// verify length
Assert.AreEqual(5, readdata2.Count);
Assert.AreEqual(5, readdata.Count);
TestTikWriterReader.removefile(FILE1);
TestTikWriterReader.removefile(FILE2);
}
public QuoteDispatcherService(IQuoteUpdateService quoteviewupdateservvice, IStrategyQuoteFeedService feedstrategyquoteservice, TickArchiver tickarchiveservice, ILoggerFacade logger, BlockingCollection <Tick> tickqueue)
{
this._quoteviewupdateservice = quoteviewupdateservvice;
this._feedstrategyquoteservice = feedstrategyquoteservice;
this._tickarchiveservice = tickarchiveservice;
this._tickqueue = tickqueue;
this._logger = logger;
ConfigManager conf = Microsoft.Practices.ServiceLocation.ServiceLocator.Current.GetInstance <IConfigManager>() as ConfigManager;
sampletime_ = conf.TickSampleTime;
IObservable <MyEventArgs <Tick> > tickObservable = System.Reactive.Linq.Observable.FromEvent <MyEventArgs <Tick> >(
h => TickReceived += h, h => TickReceived -= h);
// only select trade
// .BufferWithTime(TimeSpan.FromMilliseconds(_od))
// .Where(x => x.Count > 0)
// .Subscribe(DataReceived, LogError);
tickObservable.Where(e => e.Value.IsTrade).GroupBy(e => e.Value.FullSymbol)
.Subscribe(group => group.Sample(TimeSpan.FromSeconds(sampletime_))
.Subscribe(QuoteDispatcher));
}
