public override void GetNextTick(ref MarketDataType gomData)
{
string lineread;
string[] split;
gomData.Time = Gom.Utils.nullDT;
if (!sr.EndOfStream)
{
lineread = sr.ReadLine();
if ((lineread != null) && (!firstline))
{
split = lineread.Split('\t');
gomData.Time = DateTime.Parse(split[1], _culture);
gomData.Price = Double.Parse(split[2], _culture);
gomData.Volume = Int32.Parse(split[3]);
gomData.TickType = Gom.Utils.GetIntTickType(Double.Parse(split[4], _culture), Double.Parse(split[5], _culture), gomData.Price);
}
if (firstline)
{
firstline = false;
GetNextTick(ref gomData);
}
}
}
public void SetCursorTime(DateTime time0, ref MarketDataType gomData)
{
bool found = false;
gomData.Time = Gom.Utils.nullDT;
long time0tick = time0.Ticks;
long ticktime;
if (!_inited)
{
Init();
_inited = true;
}
found = FindFileNameAndOpen(new DateTime(time0.Year, time0.Month, time0.Day, time0.Hour, 0, 0));
if (found)
{
do
{
GetNextTick(ref gomData);
ticktime = gomData.Time.Ticks;
}while ((ticktime != 0L) && (ticktime < time0tick));
}
}
public override void GetNextTick(ref MarketDataType gomData)
{
string retString = GetNextLinePivotFormatted();
if (retString != null)
{
string[] split = retString.Split('\t');
gomData.Time = DateTime.ParseExact(split[0], dateformats, CultureInfo.InvariantCulture, DateTimeStyles.None).ToLocalTime();
gomData.TickType = (TickTypeEnum)Enum.Parse(typeof(TickTypeEnum), split[1]);
try
{
gomData.Price = Double.Parse(split[2], curCulture);
}
catch (FormatException)
{
SwapCulture();
gomData.Price = Double.Parse(split[2], curCulture);
}
gomData.Volume = Int32.Parse(split[3]);
}
else
{
gomData.Time = Gom.Utils.nullDT;
if (ManageFileChange())
GetNextTick(ref gomData);
}
}
public override void GetNextTick(ref MarketDataType gomData)
{
string lineread;
string[] split;
gomData.Time = Gom.Utils.nullDT;
if (!sr.EndOfStream)
{
lineread = sr.ReadLine();
if (lineread != null)
{
split = lineread.Split(';');
gomData.Time = DateTime.ParseExact(split[0], "yyyyMMdd HHmmss", CultureInfo.InvariantCulture);
try
{
gomData.Price = Double.Parse(split[1], curCulture);
}
catch (FormatException)
{
SwapCulture();
gomData.Price = Double.Parse(split[1], curCulture);
}
gomData.Volume = Int32.Parse(split[2]);
gomData.TickType = TickTypeEnum.Unknown;
}
}
}
public override void GetNextTick(ref MarketDataType gomData)
{
byte statbyte;
gomData.IsNewTimeStamp=Gom.MarketDataType.TimeStampStatus.Different;
try
{
statbyte = br.ReadByte();
}
catch (EndOfStreamException)
{
gomData.Time = Gom.Utils.nullDT;
if (ManageFileChange())
GetNextTick(ref gomData);
return;
}
if (statbyte >> 6 == 1)
{
lastReadMinute = DateTime.ParseExact(br.ReadUInt32().ToString("D10") + "00", dateformat, CultureInfo.InvariantCulture).ToLocalTime();
lastReadPivot = br.ReadUInt32() * _tickSize;
GetNextTick(ref gomData);
return;
}
else
{
if (statbyte >> 6 == 3)
lastReadSecond = lastReadMinute.AddSeconds(br.ReadByte());
else
gomData.IsNewTimeStamp=Gom.MarketDataType.TimeStampStatus.Same;
gomData.TickType = (TickTypeEnum)((statbyte & 56 /*00111000*/) >> 3);
gomData.Time = lastReadSecond;
if ((statbyte & 7 /*00000111*/ ) == 7)
{
SByte toto = br.ReadSByte();
gomData.Volume = toto & 15 /*00001111*/;
gomData.Price = lastReadPivot + ((SByte)(toto & 240 /*11110000*/ ) >> 4) * _tickSize;
}
else
{
if ((statbyte & 4 /*00000100*/) > 0)
gomData.Price = lastReadPivot + br.ReadInt16() * _tickSize;
else
gomData.Price = lastReadPivot + br.ReadSByte() * _tickSize;
if ((statbyte & 3 /*00000011*/) == 0)
gomData.Volume = br.ReadByte();
else if ((statbyte & 3 /*00000011*/) == 1)
gomData.Volume = br.ReadUInt16();
else if ((statbyte & 3 /*00000011*/) == 2)
gomData.Volume = br.ReadInt32();
}
}
}
public override void GetNextTick(ref MarketDataType gomData)
{
string readString = null;
string[] split;
gomData.Time = Gom.Utils.nullDT;
if (!sr.EndOfStream)
{
readString = sr.ReadLine();
if (readString != null)
{
split = readString.Split('\t');
if (split.Length == 2)
{
lastReadMinute = DateTime.ParseExact(split[0] + "00", dateformat, CultureInfo.InvariantCulture).ToLocalTime();
try
{
lastReadPivot = Double.Parse(split[1], curCulture);
}
catch (FormatException)
{
SwapCulture();
lastReadPivot = Double.Parse(split[1], curCulture);
}
GetNextTick(ref gomData);
return;
}
else if (split.Length == 4)
{
gomData.Price = Int32.Parse(split[2]) * _tickSize + lastReadPivot;
gomData.TickType = (TickTypeEnum)Enum.Parse(typeof(TickTypeEnum), split[1]);
gomData.Volume = Int32.Parse(split[3]);
lastReadSecond = lastReadMinute.AddSeconds(Int32.Parse(split[0]));;
gomData.Time = lastReadSecond;
}
else if (split.Length == 3)
{
gomData.Price = Int32.Parse(split[1]) * _tickSize + lastReadPivot;
gomData.TickType = (TickTypeEnum)Enum.Parse(typeof(TickTypeEnum), split[0]);
gomData.Volume = Int32.Parse(split[2]);
gomData.Time = lastReadSecond;
}
}
}
else
{
if (ManageFileChange())
{
GetNextTick(ref gomData);
}
}
}
public void SetCursorTime(DateTime time0, ref MarketDataType gomData)
{
bool found = false;
gomData.Time=Gom.Utils.nullDT;
long time0tick = time0.Ticks;
long ticktime;
found = FindFileNameAndOpen(time0.ToUniversalTime().Date);
if (found)
do
{
GetNextTick(ref gomData);
ticktime = gomData.Time.Ticks;
}
while ((ticktime != 0L) && (ticktime < time0tick));
}
public override void GetNextTick(ref MarketDataType gomData)
{
string lineread;
string[] split = { "" };
gomData.Time = Gom.Utils.nullDT;
if (!sr.EndOfStream)
{
do
{
lineread = sr.ReadLine();
if ((lineread != null))
{
split = lineread.Split(';');
if (split.Length > 1)
{
if (!String.IsNullOrEmpty(split[1]))
{
gomData.Time = DateTime.Parse(split[0], _culture);
gomData.Price = Double.Parse(split[1], _culture);
gomData.Volume = Int32.Parse(split[2]);
gomData.TickType = Gom.Utils.GetIntTickType(bid, ask, gomData.Price);
}
else
{
if (!String.IsNullOrEmpty(split[3]) && (split[3] != "0"))
{
bid = Double.Parse(split[3], _culture);
}
if (!String.IsNullOrEmpty(split[4]) && (split[4] != "0"))
{
ask = Double.Parse(split[4], _culture);
}
//GetNextLineDataFormatted(ref gomData);
}
}
}
} while (String.IsNullOrEmpty(split[1]) && (lineread != null));
}
}
public override void GetNextTick(ref MarketDataType gomData)
{
string lineread;
string[] split;
gomData.Time = Gom.Utils.nullDT;
if (!sr.EndOfStream)
{
lineread = sr.ReadLine();
if (lineread != null)
{
split = lineread.Split('\t');
gomData.Time = DateTime.Parse(split[0], _culture).Add(TimeSpan.Parse(split[1]));
gomData.Price = Double.Parse(split[2], _culture);
gomData.Volume = Int32.Parse(split[3]);
gomData.TickType = Gom.Utils.GetIntTickType(Double.Parse(split[5], _culture), Double.Parse(split[6], _culture), gomData.Price);
}
}
}
public void SetCursorTime(DateTime time0, ref MarketDataType gomData)
{
bool found = false;
gomData.Time=Gom.Utils.nullDT;
long time0tick = time0.Ticks;
long ticktime;
if (!_inited)
{
Init();
_inited=true;
}
found = FindFileNameAndOpen(new DateTime(time0.Year,time0.Month,time0.Day,time0.Hour,0,0));
if (found)
do
{
GetNextTick(ref gomData);
ticktime = gomData.Time.Ticks;
}
while ((ticktime != 0L) && (ticktime < time0tick));
}
//public delegate void GetNextTickDelegate(ref MarketDataType gomData);
public void GetNextTick(ref MarketDataType gomData)
{
if (isRealNinja)
{
if (newFile)
{
ReadFirstLine();
gomData.Price=curPrice;
gomData.TickType=TickTypeEnum.Unknown;
gomData.Volume=(int)firstVolume;
gomData.Time=curTime;
gomData.IsNewTimeStamp=Gom.MarketDataType.TimeStampStatus.Different;
newFile=false;
}
else
{
byte statbyte;
int i;
try
{
statbyte = br.ReadByte();
}
catch (EndOfStreamException)
{
gomData.Time = Gom.Utils.nullDT;
if (ManageFileChange())
GetNextTick(ref gomData);
return;
}
//time
int nbbytestimes=statbyte & 3 ; //0000011
if (nbbytestimes != 0)
{
long nbsec = GetBigEndian[nbbytestimes]();
curTime = curTime.AddTicks(nbsec*10000000);
if (curTime.Ticks>=_maxtime)
{
gomData.Time = Gom.Utils.nullDT;
if (ManageFileChange())
GetNextTick(ref gomData);
return;
}
gomData.Time=curTime;
gomData.IsNewTimeStamp=Gom.MarketDataType.TimeStampStatus.Different;
}
else
{
gomData.IsNewTimeStamp=Gom.MarketDataType.TimeStampStatus.Same;
}
//price
int statusprice=(statbyte & 12)>>2;//0001100
int nbbytesprice=0;
switch(statusprice)
{
case 1: //001
nbbytesprice=1;
break;
case 2: //010
nbbytesprice=2;
break;
case 3: //011
nbbytesprice=4 ;
break;
}
int deltaprice=GetBigEndian[nbbytesprice]();
switch(nbbytesprice)
{
case 1:
deltaprice -= 0x80;
break;
case 2:
deltaprice -= 0x4000;
break;
case 4:
deltaprice -= 0x40000000;
break;
}
curPrice += multiplier*deltaprice;
gomData.Price=curPrice;
//volume
int nbbytesvolume=0;
int statusvol=(statbyte & 112)>>4;
switch (statusvol) //01110000
{
case 1: //001
nbbytesvolume=1;
break;
case 6: //110
nbbytesvolume=2;
break;
case 7: //111
nbbytesvolume=4;
break;
case 2: //010
nbbytesvolume=8;
break;
case 3: //011
nbbytesvolume=1;
break;
case 4: //100
nbbytesvolume=1;
break;
case 5: //101
nbbytesvolume=1;
break;
}
int volume=GetBigEndian[nbbytesvolume]();
if (statusvol==3)
volume *= 100;
else if (statusvol==4)
volume *= 500;
else if (statusvol==5)
volume *= 1000;
gomData.Volume=volume;
gomData.TickType=TickTypeEnum.Unknown;
}
}
else
{
try
{
gomData.Time = new DateTime(br.ReadInt64());
}
catch (EndOfStreamException)
{
gomData.Time = Gom.Utils.nullDT;
if (ManageFileChange())
GetNextTick(ref gomData);
return;
}
gomData.Price=br.ReadDouble();
gomData.Volume=br.ReadInt32();
gomData.TickType=TickTypeEnum.Unknown;
}
}
//public delegate void GetNextTickDelegate(ref MarketDataType gomData);
public void GetNextTick(ref MarketDataType gomData)
{
if (isRealNinja)
{
if (newFile)
{
ReadFirstLine();
gomData.Price = curPrice;
gomData.TickType = TickTypeEnum.Unknown;
gomData.Volume = (int)firstVolume;
gomData.Time = curTime;
gomData.IsNewTimeStamp = Gom.MarketDataType.TimeStampStatus.Different;
newFile = false;
}
else
{
byte statbyte;
int i;
try
{
statbyte = br.ReadByte();
}
catch (EndOfStreamException)
{
gomData.Time = Gom.Utils.nullDT;
if (ManageFileChange())
{
GetNextTick(ref gomData);
}
return;
}
//time
int nbbytestimes = statbyte & 3; //0000011
if (nbbytestimes != 0)
{
long nbsec = GetBigEndian[nbbytestimes]();
curTime = curTime.AddTicks(nbsec * 10000000);
if (curTime.Ticks >= _maxtime)
{
gomData.Time = Gom.Utils.nullDT;
if (ManageFileChange())
{
GetNextTick(ref gomData);
}
return;
}
gomData.Time = curTime;
gomData.IsNewTimeStamp = Gom.MarketDataType.TimeStampStatus.Different;
}
else
{
gomData.IsNewTimeStamp = Gom.MarketDataType.TimeStampStatus.Same;
}
//price
int statusprice = (statbyte & 12) >> 2; //0001100
int nbbytesprice = 0;
switch (statusprice)
{
case 1: //001
nbbytesprice = 1;
break;
case 2: //010
nbbytesprice = 2;
break;
case 3: //011
nbbytesprice = 4;
break;
}
int deltaprice = GetBigEndian[nbbytesprice]();
switch (nbbytesprice)
{
case 1:
deltaprice -= 0x80;
break;
case 2:
deltaprice -= 0x4000;
break;
case 4:
deltaprice -= 0x40000000;
break;
}
curPrice += multiplier * deltaprice;
gomData.Price = curPrice;
//volume
int nbbytesvolume = 0;
int statusvol = (statbyte & 112) >> 4;
switch (statusvol) //01110000
{
case 1: //001
nbbytesvolume = 1;
break;
case 6: //110
nbbytesvolume = 2;
break;
case 7: //111
nbbytesvolume = 4;
break;
case 2: //010
nbbytesvolume = 8;
break;
case 3: //011
nbbytesvolume = 1;
break;
case 4: //100
nbbytesvolume = 1;
break;
case 5: //101
nbbytesvolume = 1;
break;
}
int volume = GetBigEndian[nbbytesvolume]();
if (statusvol == 3)
{
volume *= 100;
}
else if (statusvol == 4)
{
volume *= 500;
}
else if (statusvol == 5)
{
volume *= 1000;
}
gomData.Volume = volume;
gomData.TickType = TickTypeEnum.Unknown;
}
}
else
{
try
{
gomData.Time = new DateTime(br.ReadInt64());
}
catch (EndOfStreamException)
{
gomData.Time = Gom.Utils.nullDT;
if (ManageFileChange())
{
GetNextTick(ref gomData);
}
return;
}
gomData.Price = br.ReadDouble();
gomData.Volume = br.ReadInt32();
gomData.TickType = TickTypeEnum.Unknown;
}
}
public override void GetNextTick(ref MarketDataType gomData)
{
string readString = null;
string[] split;
gomData.Time = Gom.Utils.nullDT;
if (!sr.EndOfStream)
{
readString = sr.ReadLine();
if (readString != null)
{
split = readString.Split('\t');
if (split.Length == 2)
{
lastReadMinute = DateTime.ParseExact(split[0] + "00", dateformat, CultureInfo.InvariantCulture).ToLocalTime();
try
{
lastReadPivot = Double.Parse(split[1], curCulture);
}
catch (FormatException)
{
SwapCulture();
lastReadPivot = Double.Parse(split[1], curCulture);
}
GetNextTick(ref gomData);
return;
}
else if (split.Length == 4)
{
gomData.Price = Int32.Parse(split[2]) * _tickSize + lastReadPivot;
gomData.TickType = (TickTypeEnum)Enum.Parse(typeof(TickTypeEnum), split[1]);
gomData.Volume = Int32.Parse(split[3]);
lastReadSecond = lastReadMinute.AddSeconds(Int32.Parse(split[0])); ;
gomData.Time = lastReadSecond;
}
else if (split.Length == 3)
{
gomData.Price = Int32.Parse(split[1]) * _tickSize + lastReadPivot;
gomData.TickType = (TickTypeEnum)Enum.Parse(typeof(TickTypeEnum), split[0]);
gomData.Volume = Int32.Parse(split[2]);
gomData.Time = lastReadSecond;
}
}
}
else
{
if (ManageFileChange())
GetNextTick(ref gomData);
}
}
public abstract void GetNextTick(ref MarketDataType gomData);
public override void GetNextTick(ref MarketDataType gomData)
{
string lineread;
string[] split = { "" };
gomData.Time = Gom.Utils.nullDT;
if (!sr.EndOfStream)
do
{
lineread = sr.ReadLine();
if ((lineread != null))
{
split = lineread.Split(';');
if (split.Length > 1)
{
if (!String.IsNullOrEmpty(split[1]))
{
gomData.Time = DateTime.Parse(split[0], _culture);
gomData.Price = Double.Parse(split[1], _culture);
gomData.Volume = Int32.Parse(split[2]);
gomData.TickType = Gom.Utils.GetIntTickType(bid, ask, gomData.Price);
}
else
{
if (!String.IsNullOrEmpty(split[3]) && (split[3] != "0"))
bid = Double.Parse(split[3], _culture);
if (!String.IsNullOrEmpty(split[4]) && (split[4] != "0"))
ask = Double.Parse(split[4], _culture);
//GetNextLineDataFormatted(ref gomData);
}
}
}
} while (String.IsNullOrEmpty(split[1]) && (lineread != null));
}
