public static List <Quote> MinQuotesFromTr3(string tr2FileName, Dictionary <int, TimeSpan> tr2TimeIndex)
{
if (!tr2FileName.EndsWith("tr3") || !File.Exists(tr2FileName))
{
return(null);
}
FileInfo fileInfo = new FileInfo(tr2FileName);
DateTime date = fileInfo.LastWriteTime.Date;
if ((fileInfo.Length - 16) % PoboTr3Structure.Size != 0)
{
Console.WriteLine("File length is not expected: " + fileInfo.Length.ToString());
return(null);
}
else if ((fileInfo.Length - 16) / PoboTr3Structure.Size > tr2TimeIndex.Count + 1)
{
Console.WriteLine("The time index contains less items than the actual tr2 file.");
return(null);
}
List <Quote> result = new List <Quote>();
using (FileStream fs = new FileStream(tr2FileName, FileMode.Open, FileAccess.Read))
{
byte[] buffer = new byte[fs.Length - 16];
fs.Read(buffer, 0, 16);
int readed = fs.Read(buffer, 0, buffer.Length);
fs.Close();
if (readed != buffer.Length)
{
throw new IOException("Failed to read all data!");
}
PoboTr3Structure[] rawRecords = PoboDataImporter.BytesToStructures <PoboTr3Structure>(buffer);
for (int i = 1; i < rawRecords.Length; i++)
{
if (rawRecords[i].High == 0 || rawRecords[i].Low == 0)
{
continue;
}
Quote minQuote = new Quote(RecordType.MinuteRecord, date + tr2TimeIndex[i - 1], rawRecords[i].Open, rawRecords[i].High,
rawRecords[i].Low, rawRecords[i].Close);
result.Add(minQuote);
}
return(result);
}
}
public PoboDayFileSummary(string name, string fileName)
{
Name = name;
FileInfo info = new FileInfo(fileName);
int fileSize = (int)info.Length;
if (fileSize % PoboBarStructure.Size != 0)
{
Console.WriteLine("Wrong file size of " + fileSize.ToString());
return;
}
byte[] buffer1 = new byte[PoboBarStructure.Size];
byte[] buffer2 = new byte[PoboBarStructure.Size];
FileStream fs = new FileStream(fileName, FileMode.Open, FileAccess.Read);
BinaryReader br = new BinaryReader(fs);
buffer1 = br.ReadBytes(PoboBarStructure.Size);
fs.Seek(-PoboBarStructure.Size, SeekOrigin.End);
buffer2 = br.ReadBytes(PoboBarStructure.Size);
br.Close();
fs.Close();
PoboBarStructure first = PoboDataImporter.BytesToStructures <PoboBarStructure>(buffer1)[0];
PoboBarStructure last = PoboDataImporter.BytesToStructures <PoboBarStructure>(buffer2)[0];
Since = first.Time.Date;
Until = last.Time.Date;
ItemsCount = fileSize / PoboBarStructure.Size;
TotalDays = (int)(Until - Since).TotalDays + 1;
IsAlive = true;
}
public static Quote LastDayQuote(string dayFileName)
{
string tr3FileName = dayFileName.Replace("da1", "tr3").Replace("Day", "Tick");
if (!File.Exists(tr3FileName))
{
return(null);
}
FileInfo fileInfo = new FileInfo(tr3FileName);
DateTime date = fileInfo.LastAccessTime.Date;
if ((fileInfo.Length - 16) % PoboTr3Structure.Size != 0)
{
Console.WriteLine("File length is not expected: " + fileInfo.Length.ToString());
return(null);
}
double open = -1, low = -1, high = -1, close = -1;
using (FileStream fs = new FileStream(tr3FileName, FileMode.Open, FileAccess.Read))
{
byte[] buffer = new byte[fs.Length - 16];
fs.Read(buffer, 0, 16);
int readed = fs.Read(buffer, 0, buffer.Length);
fs.Close();
if (readed != buffer.Length)
{
throw new IOException("Failed to read all data!");
}
PoboTr3Structure[] rawRecords = PoboDataImporter.BytesToStructures <PoboTr3Structure>(buffer);
//int next = 0;
//if (rawRecords[0].Open != 0)
//{
// open = rawRecords[0].Open;
// low = rawRecords[0].Low != 0 ? rawRecords[0].Low : open;
// high = rawRecords[0].High != 0 ? rawRecords[0].High : open;
// close = rawRecords[0].Close;
// next = 1;
//}
//else
//{
// open = rawRecords[1].Open;
// low = rawRecords[1].Low != 0 ? rawRecords[1].Low : open;
// high = rawRecords[1].High != 0 ? rawRecords[1].High : open;
// close = rawRecords[1].Close != 0 ? rawRecords[1].Close : open;
// next = 2;
//}
for (int i = 0; i < rawRecords.Length; i++)
{
if (rawRecords[i].Low == 0 || (rawRecords[i].Open == 0))
{
continue;
}
if (open == -1 && rawRecords[i].Open != 0)
{
open = rawRecords[i].Open;
}
if (low == -1)
{
low = rawRecords[i].Low;
}
else
{
low = Math.Min(low, rawRecords[i].Low);
}
if (rawRecords[i].High != 0)
{
high = Math.Max(high, rawRecords[i].High);
}
if (rawRecords[i].Close != 0)
{
close = rawRecords[i].Close;
}
}
//PoboTr2Structure last = rawRecords[rawRecords.Length - 1];
//if (last.Close != 0)
//{
// close = last.Close;
//}
return(new Quote(date, open, high, low, close));
}
}
