Esempio n. 1
0
        public int BarsSave(Bars bars)
        {
            int      ret   = 0;
            DateTime start = DateTime.Now;
            Storage  db    = StorageFactory.Instance.CreateStorage();

            db.Open(this.Abspath, pagePoolSize);
            BarsPerst barsPerst = db.Root as BarsPerst;

            barsPerst               = (BarsPerst)db.CreateClass(typeof(BarsPerst));
            barsPerst.Symbol        = bars.Symbol;
            barsPerst.SecurityName  = bars.SecurityName;
            barsPerst.ScaleInterval = bars.ScaleInterval;

            /// If number of element in block is 100, time series period is 1 day, then
            /// value of maxBlockTimeInterval can be set as 100*(24*60*60*10000000L)*2
            //long maxBlockTimeInterval = (number of elements in block)*(tick interval)*2;
            TICKS_PER_SECOND = bars.ScaleInterval.TimeSpanInSeconds;

            barsPerst.BarsStored = db.CreateTimeSeries <BarPerst>(N_ELEMS_PER_BLOCK, N_ELEMS_PER_BLOCK * TICKS_PER_SECOND * 2);
            foreach (Bar bar in bars.Values)
            {
                BarPerst barPerst = new BarPerst(bar);
                barsPerst.BarsStored.Add(barPerst);
            }
            ret     = barsPerst.BarsStored.Count;
            db.Root = barsPerst;
            db.Commit();
            db.Close();
            string msg = "Elapsed time for storing " + ret + " bars: " + (DateTime.Now - start);

            return(ret);
        }
Esempio n. 2
0
        public Bars BarsRead()
        {
            Bars     ret   = null;
            DateTime start = DateTime.Now;
            Storage  db    = StorageFactory.Instance.CreateStorage();

            db.Open(this.Abspath, pagePoolSize);
            BarsPerst barsPerst = db.Root as BarsPerst;

            if (barsPerst == null)
            {
                return(ret);
            }
            ret = new Bars(barsPerst.Symbol, barsPerst.ScaleInterval, this.Abspath);
            foreach (BarPerst barPerst in barsPerst.BarsStored)
            {
                ret.BarCreateAppend(new DateTime(barPerst.Time), barPerst.Open, barPerst.High, barPerst.Low, barPerst.Close, barPerst.Volume);
            }
            db.Close();
            string msg = "Elapsed time for reading " + ret.Count + " bars: " + (DateTime.Now - start);

            return(ret);
        }