Esempio n. 1
0
 public Symbol(TicksManager ticksManager)
 {
     _ticksManager = ticksManager;
     _name         = ticksManager.Name;
     _digits       = ticksManager.Digits;
     _point        = Convert.ToSingle(Math.Pow(0.1, _digits));
 }
Esempio n. 2
0
        public ISymbol Create(string symbolName, int digits)
        {
            Symbol symbol = this[symbolName] as Symbol;

            if (symbol != null)
            {
                return(symbol);
            }

            TicksManager tm = new TicksManager();

            tm.History = new TicksFileData(_dirHistory, symbolName, digits);
            tm.Cache   = new TicksFileData(_dirCache, symbolName, digits);

            BarsFolder barsFolderHistory = new BarsFolder(_dirHistory);
            BarsFolder barsFolderCache   = new BarsFolder(_dirCache);

            MapsFolder mapsFolderHistory = new MapsFolder(_dirHistory);
            MapsFolder mapsFolderCache   = new MapsFolder(_dirCache);

            tm.InitializeBarsFiles(barsFolderHistory, barsFolderCache);
            tm.InitializeMapsFiles(mapsFolderHistory, mapsFolderCache);

            symbol = new Symbol(tm);
            return(symbol);
        }
Esempio n. 3
0
 public BarsManager(TicksManager owner)
 {
     _owner   = owner;
     _session = owner.Session;
     foreach (TimeFrame timeFrame in TimeFrameManager.TimeFrames)
     {
         BarManager barManager = new BarManager(this, timeFrame);
         _bars.Add(timeFrame.Second, barManager);
     }
 }
        public TicksFileMapDataCacher(TicksManager ticksManager,
                                      bool isHistory,
                                      TicksFileMapData currentBFD)
        {
            _ticksManager = ticksManager;
            _currentBFD   = currentBFD;
            _symbolName   = ticksManager.Name;
            _isHistory    = isHistory;
            _directory    = isHistory ? ticksManager.DirectoryMapsHistory : ticksManager.DirectoryMapsCache;

            string   fn   = string.Format(@"{0}\{1}.gmp.tmp", _directory, _symbolName);
            FileInfo file = new FileInfo(fn);

            if (file.Exists)
            {
                file.Delete();
            }
            _newBFD = new TicksFileMapData(file);
        }
Esempio n. 5
0
        public BarsFileDataCacher(TicksManager ticksManager, BarManager bm,
                                  bool isHistory,
                                  BarsFileData currentBFD,
                                  TimeFrame timeFrame)
        {
            _bm                  = bm;
            _ticksManager        = ticksManager;
            _currentBarsFileData = currentBFD;
            _timeFrame           = timeFrame;
            _symbolName          = ticksManager.Name;
            _digits              = ticksManager.Digits;
            _tfsec               = timeFrame.Second;
            _isHistory           = isHistory;
            _directory           = isHistory ? ticksManager.DirectoryBarsHistory : ticksManager.DirectoryBarsCache;

            string   fn   = string.Format(@"{0}\{1}{2}.gtf.tmp", _directory, _symbolName, _timeFrame.Second);
            FileInfo file = new FileInfo(fn);

            if (file.Exists)
            {
                file.Delete();
            }
            _newBarsFileData = new BarsFileData(file);
        }
Esempio n. 6
0
 public TicksMapManager(TicksManager owner)
 {
     _owner = owner;
 }
Esempio n. 7
0
        public void Load()
        {
            List <FileInfo> filesHistory = new List <FileInfo>();
            List <FileInfo> filesCache   = new List <FileInfo>();
            Dictionary <string, TicksManager> symbols = new Dictionary <string, TicksManager>();

            FileInfo[] files = _dirHistory.GetFiles("*." + TICKS_FILE_EXT);
            foreach (FileInfo file in files)
            {
                try {
                    TicksManager ticksManager = new TicksManager();
                    ticksManager.History = new TicksFileData(file);
                    symbols.Add(ticksManager.Name, ticksManager);
                } catch (Exception e) {
                    Trace.TraceError("Load {0} - {1}", file.FullName, e.Message);
                }
            }

            files = _dirCache.GetFiles("*." + TICKS_FILE_EXT);
            foreach (FileInfo file in files)
            {
                try {
                    TicksManager  ticksManager = null;
                    TicksFileData fileData     = new TicksFileData(file);
                    symbols.TryGetValue(fileData.SymbolName, out ticksManager);
                    if (ticksManager == null)
                    {
                        ticksManager = new TicksManager();
                        symbols.Add(fileData.SymbolName, ticksManager);
                    }
                    ticksManager.Cache = fileData;
                } catch (Exception e) {
                    Trace.TraceError("Load {0} - {1}", file.FullName, e.Message);
                }
            }

            BarsFolder barsFolderHistory = new BarsFolder(_dirHistory);
            BarsFolder barsFolderCache   = new BarsFolder(_dirCache);

            MapsFolder mapsFolderHistory = new MapsFolder(_dirHistory);
            MapsFolder mapsFolderCache   = new MapsFolder(_dirCache);

            this.Clear();
            foreach (TicksManager ticks in symbols.Values)
            {
                if (ticks.History == null)
                {
                    ticks.History = new TicksFileData(_dirHistory, ticks.Name, ticks.Digits);
                }

                if (ticks.Cache == null)
                {
                    ticks.Cache = new TicksFileData(_dirCache, ticks.Name, ticks.Digits);
                }

                ticks.InitializeBarsFiles(barsFolderHistory, barsFolderCache);
                ticks.InitializeMapsFiles(mapsFolderHistory, mapsFolderCache);
                Symbol symbol = new Symbol(ticks);

                this.Add(symbol);
            }
            barsFolderHistory.DeleteEmpty();
            barsFolderCache.DeleteEmpty();
        }