/// <summary>
/// Load a security from a zipfile containing a historical tick file
/// </summary>
/// <param name="zipfile"></param>
/// <param name="tikfile"></param>
/// <returns></returns>
public static SecurityImpl FromZip(string zipfile, string tikfile)
{
TikReader tr = new TikReader(zipfile, tikfile);
SecurityImpl s = (SecurityImpl)tr.ToSecurity();
if (s.IsValid && tr.IsValid)
{
s.HasHistorical = true;
s.HistSource = tr;
s.ApproxTicks = s.HistSource.ApproxTicks;
}
return(s);
}
double writeandread(Tick[] data, int date, bool printperf, bool clearreadbuffer)
{
// clear out the read buffer
if (clearreadbuffer)
{
readdata.Clear();
}
// keep track of time
double elapms;
System.Diagnostics.Stopwatch sw = new System.Diagnostics.Stopwatch();
// write new file from data
TikWriter tw = new TikWriter(PATH, data[0].symbol, date == 0 ? data[0].date: date);
string FILE = tw.Filepath;
sw.Start();
foreach (Tick k in data)
{
tw.newTick(k);
}
sw.Stop();
tw.Close();
elapms = (double)sw.ElapsedMilliseconds;
if (printperf)
{
Console.WriteLine("write speed (ticks/sec): " + (data.Length / (elapms / 1000)).ToString("n0"));
}
// read file back in from file
TikReader tr = new TikReader(FILE);
tr.gotTick += new TickDelegate(tr_gotTick);
sw.Reset();
sw.Start();
while (tr.NextTick())
{
;
}
sw.Stop();
tr.Close();
elapms = (double)sw.ElapsedMilliseconds;
if (printperf)
{
Console.WriteLine("read speed (ticks/sec): " + (data.Length / (elapms / 1000)).ToString("n0"));
}
// remove file
removefile(FILE);
return(elapms);
}
public void TikFromZip()
{
_readdata = new List <Tick>();
//Get ZIP
string zipfile = @"Common\AUDJPY.zip";
string tikfile = "AUDJPY20070511.TIK";
//Get reader
TikReader zr = new TikReader(zipfile, tikfile);
//Get tikcs
zr.GotTick += tr_gotTick;
while (zr.NextTick())
{
}
//Check results
Assert.Equal(4656, _readdata.Count);
}
public void CreateRead()
{
readdata.Clear();
readdata2.Clear();
FILE = TikWriter.SafeFilename(SYM, PATH, DATE);
TestTikWriterReader.removefile(FILE);
{
Tick[] data = RandomTicks.GenerateSymbol(SYM, MAXTICKS);
TickArchiver ta = new TickArchiver(Environment.CurrentDirectory);
for (int i = 0; i < data.Length; i++)
{
data[i].date = DATE;
data[i].time = Util.DT2FT(DateTime.Now);
ta.newTick(data[i]);
}
ta.Stop();
// read file back in from file
TikReader tr = new TikReader(FILE);
tr.gotTick += new TickDelegate(tr_gotTick);
while (tr.NextTick())
{
;
}
// verify length
Assert.AreEqual(data.Length, readdata.Count);
// verify content
bool equal = true;
for (int i = 0; i < MAXTICKS; i++)
{
equal &= data[i].trade == readdata[i].trade;
}
tr.Close();
readdata.Clear();
Assert.IsTrue(equal, "ticks did not matched archive.");
TestTikWriterReader.removefile(FILE);
}
}
public void CreateRead()
{
_readdata.Clear();
_readdata2.Clear();
_file = TikWriter.SafeFilename(Sym, _path, Date);
TestTikWriterReader.Removefile(_file);
{
TickImpl[] data = RandomTicks.GenerateSymbol(Sym, Maxticks).Select(x => (TickImpl)x).ToArray();
TickArchiver ta = new TickArchiver(Environment.CurrentDirectory);
for (int i = 0; i < data.Length; i++)
{
data[i].Date = Date;
data[i].Time = Util.DT2FT(DateTime.Now);
ta.NewTick(data[i]);
}
ta.Stop();
// read file back in from file
TikReader tr = new TikReader(_file);
tr.GotTick += tr_gotTick;
while (tr.NextTick())
{
}
// verify length
Assert.Equal(data.Length, _readdata.Count);
// verify content
bool equal = true;
for (int i = 0; i < Maxticks; i++)
{
equal &= data[i].Trade == _readdata[i].Trade;
}
tr.Close();
_readdata.Clear();
Assert.True(equal, "ticks did not matched archive.");
TestTikWriterReader.Removefile(_file);
}
}
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 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);
}
