Esempio n. 1
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 /// <summary>
 /// Get InsStore by instrument and timeframe
 /// </summary>
 /// <param name="insID"></param>
 /// <param name="tf"></param>
 /// <returns></returns>
 public CommonData.InsStore GetInsStore(int insID, Timeframes tf)
 {
     using (var db = new DaContext(_options))
     {
         return(db.InsStore.FirstOrDefault(s => s.InsID == insID && s.Tf == tf));
     }
 }
Esempio n. 2
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        /// <summary>
        /// Store price bars to InsStore
        /// </summary>
        /// <param name="insStoreID">InsStore Id</param>
        /// <param name="bars">Bars array</param>
        /// <param name="date1">First date (ignore time)</param>
        /// <param name="date2">Last date (ignore time)</param>
        /// <param name="cancel">Cancel object (use for cancel continuous operation)</param>
        public void InsertBars(int insStoreID, IEnumerable <DbBarHistory> bars, DateTime date1, DateTime date2, CancellationToken cancel)
        {
            if (bars == null)
            {
                return;
            }

            if (date2 == DateTime.MaxValue)
            {
                date2 = date2.AddDays(-1);
            }

            using (var db = new DaContext(_options))
            {
                using (var trans = db.Database.BeginTransaction())
                {
                    try
                    {
                        var insStoreParam = new NpgsqlParameter("@InsStoreID", insStoreID);
                        var time1Param    = new NpgsqlParameter("@Time1", StorageLib.ToDbTime(date1.Date));
                        var time2Param    = new NpgsqlParameter("@Time2", StorageLib.ToDbTime(date2.Date.AddDays(1)));

                        db.Database.ExecuteSqlCommand("delete from barhistory where insstore_id = @InsStoreID and bar_time >= @Time1 and bar_time < @Time2",
                                                      insStoreParam, time1Param, time2Param);

                        var timeParam = new NpgsqlParameter("@Time", NpgsqlDbType.Integer);
                        var opParam   = new NpgsqlParameter("@OpenPrice", NpgsqlDbType.Integer);
                        var cpParam   = new NpgsqlParameter("@CloseDelta", NpgsqlDbType.Smallint);
                        var hpParam   = new NpgsqlParameter("@HighDelta", NpgsqlDbType.Smallint);
                        var lpParam   = new NpgsqlParameter("@LowDelta", NpgsqlDbType.Smallint);
                        var vParam    = new NpgsqlParameter("@Volume", NpgsqlDbType.Integer);

                        foreach (var bar in bars)
                        {
                            if (cancel.IsCancellationRequested)
                            {
                                break;
                            }

                            timeParam.Value = bar.Time;
                            opParam.Value   = bar.OpenPrice;
                            cpParam.Value   = bar.CloseDelta;
                            hpParam.Value   = bar.HighDelta;
                            lpParam.Value   = bar.LowDelta;
                            vParam.Value    = bar.Volume;

                            db.Database.ExecuteSqlCommand("insert into barhistory (insstore_id, bar_time, open, close_d, high_d, low_d, volume) values (@InsStoreID, @Time, @OpenPrice, @CloseDelta, @HighDelta, @LowDelta, @Volume)",
                                                          insStoreParam, timeParam, opParam, cpParam, hpParam, lpParam, vParam);
                        }

                        db.Database.CommitTransaction();
                    }
                    catch (Exception ex)
                    {
                        db.Database.RollbackTransaction();
                        throw new Exception("Database error occurred while inserting bars", ex);
                    }
                }
            }
        }
Esempio n. 3
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 /// <summary>
 /// Get position trades
 /// </summary>
 /// <param name="posIDs">Position ID list</param>
 /// <returns>Position trades list</returns>
 public IEnumerable <PosTrade> GetPosTrades(IEnumerable <int> posIDs)
 {
     using (var db = new DaContext(_options))
     {
         return(db.PosTrade.Where(r => posIDs.Contains(r.PosID)).ToList());
     }
 }
Esempio n. 4
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 /// <summary>
 /// Get TestConfig by Id
 /// </summary>
 /// <param name="testConfigID">Id</param>
 /// <returns>TestConfig</returns>
 public DbTestConfig GetTestConfigByID(int testConfigID)
 {
     using (var db = new DaContext(_options))
     {
         return(db.TestConfig.Find(testConfigID));
     }
 }
Esempio n. 5
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 /// <summary>
 /// Get all tickSources
 /// </summary>
 /// <returns>TickSources list</returns>
 public IEnumerable <DbTickSource> GetTickSources()
 {
     using (var db = new DaContext(_options))
     {
         return(db.TickSource.ToList());
     }
 }
Esempio n. 6
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        /// <summary>
        /// Get Chart object by Id
        /// </summary>
        /// <param name="chartId"></param>
        /// <returns></returns>
        public CommonData.Chart GetChartByID(int chartId)
        {
            DbChart chart = null;

            using (var db = new DaContext(_options))
            {
                chart = db.Chart.Find(chartId);
                if (chart == null)
                {
                    return(null);
                }
            }

            var xd = new XDocument();

            if (!string.IsNullOrEmpty(chart.Data))
            {
                xd = XDocument.Parse(chart.Data);
            }

            return(new CommonData.Chart()
            {
                ChartID = chart.ChartID,
                InsID = chart.InsID,
                Tf = (Timeframes)chart.Tf,
                AccountID = chart.AccountID,
                XmlData = xd
            });
        }
Esempio n. 7
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 public IEnumerable <Series> GetSeries(int accountID)
 {
     using (var db = new DaContext(_options))
     {
         return(db.Series.Where(r => r.AccountID == accountID).ToList());
     }
 }
Esempio n. 8
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 /// <summary>
 /// Get all instrums
 /// </summary>
 /// <returns></returns>
 public IEnumerable <Instrum> GetInstrums()
 {
     using (var db = new DaContext(_options))
     {
         return(db.Instrum.ToList());
     }
 }
Esempio n. 9
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 /// <summary>
 /// Delete all object replications
 /// </summary>
 /// <param name="replObject">Replication object</param>
 public void DeleteReplications(ReplObjects replObject)
 {
     using (var db = new DaContext(_options))
     {
         db.Database.ExecuteSqlCommand("delete from replication where repl_object = " + ((int)replObject).ToString());
     }
 }
Esempio n. 10
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 /// <summary>
 /// Get all users
 /// </summary>
 /// <returns>User list</returns>
 public IEnumerable <User> GetUsers()
 {
     using (var db = new DaContext(_options))
     {
         return(db.User.ToList());
     }
 }
Esempio n. 11
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        /// <summary>
        /// Insert replications
        /// </summary>
        /// <param name="replObject">Replication object</param>
        /// <param name="rid_lid">Replications (key=remoteId, val=localId)</param>
        public void InsertReplications(ReplObjects replObject, Dictionary <int, int> rid_lid)
        {
            if (rid_lid == null)
            {
                throw new ArgumentNullException();
            }
            if (!rid_lid.Any())
            {
                return;
            }

            using (var db = new DaContext(_options))
            {
                foreach (var rid in rid_lid.Keys)
                {
                    int lid     = rid_lid[rid];
                    var isFound = db.Replication.Any(r => r.ReplObject == replObject && r.LocalID == lid && r.RemoteID == rid);
                    if (!isFound)
                    {
                        db.Replication.Add(new Replication()
                        {
                            LocalID = lid, RemoteID = rid, ReplObject = replObject
                        });
                    }
                }
                db.SaveChanges();
            }
        }
Esempio n. 12
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 /// <summary>
 /// Get TickSource by Id
 /// </summary>
 /// <param name="tickSourceID">Id</param>
 /// <returns>TickSiurce</returns>
 public DbTickSource GetTickSourceByID(int tickSourceID)
 {
     using (var db = new DaContext(_options))
     {
         return(db.TickSource.Find(tickSourceID));
     }
 }
Esempio n. 13
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        /// <summary>
        /// Get Chart object by account, instrument and timeframe (single chart)
        /// </summary>
        /// <param name="accountID"></param>
        /// <param name="insID"></param>
        /// <param name="tf"></param>
        /// <returns></returns>
        public CommonData.Chart GetChart(int accountID, int insID, Timeframes tf)
        {
            return(null); //?????????????????????

            DbChart chart = null;

            using (var db = new DaContext(_options))
            {
                chart = db.Chart.FirstOrDefault(r => r.AccountID == accountID && r.InsID == insID && r.Tf == (byte)tf);
                if (chart == null)
                {
                    return(null);
                }
            }

            var xd = new XDocument();

            if (!string.IsNullOrEmpty(chart.Data))
            {
                xd = XDocument.Parse(chart.Data);
            }

            return(new CommonData.Chart()
            {
                ChartID = chart.ChartID,
                InsID = chart.InsID,
                Tf = (Timeframes)chart.Tf,
                AccountID = chart.AccountID,
                XmlData = xd
            });
        }
Esempio n. 14
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 /// <summary>
 /// Get all accounts
 /// </summary>
 /// <returns>Accounts list</returns>
 public IEnumerable <Account> GetAccounts()
 {
     using (var db = new DaContext(_options))
     {
         return(db.Account.ToList());
     }
 }
Esempio n. 15
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        /// <summary>
        /// Create stop-order
        /// </summary>
        /// <param name="accountID">Account id</param>
        /// <param name="time">Date and time</param>
        /// <param name="insID">Instrum id</param>
        /// <param name="bs">Buy or sell</param>
        /// <param name="st">StopLoss or TakeProfit</param>
        /// <param name="endTime">End time or null</param>
        /// <param name="alertPrice">Alert price</param>
        /// <param name="price">Order price or null</param>
        /// <param name="lotCount">Lots count</param>
        /// <param name="status">Stop order status</param>
        /// <param name="completeTime">Complete date and time</param>
        /// <param name="stopOrderNo">Global stop-order number</param>
        /// <returns>New stop-order</returns>
        public StopOrder CreateStopOrder(int accountID, DateTime time, int insID, BuySell bs, StopOrderType st, DateTime?endTime, decimal alertPrice, decimal?price, int lotCount,
                                         StopOrderStatus status, DateTime?completeTime, long stopOrderNo)
        {
            StopOrder stopOrder = new StopOrder()
            {
                AccountID    = accountID,
                Time         = time,
                InsID        = insID,
                BuySell      = bs,
                StopType     = st,
                EndTime      = endTime,
                AlertPrice   = alertPrice,
                Price        = price,
                LotCount     = lotCount,
                Status       = status,
                CompleteTime = completeTime,
                StopOrderNo  = stopOrderNo
            };

            using (var db = new DaContext(_options))
            {
                db.StopOrder.Add(stopOrder);
                db.SaveChanges();
            }

            return(stopOrder);
        }
Esempio n. 16
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 /// <summary>
 /// Get Holdings by account Id
 /// </summary>
 /// <param name="accountID">account Id</param>
 /// <returns>Holdings list</returns>
 public IEnumerable <Holding> GetHoldings(int accountID)
 {
     using (var db = new DaContext(_options))
     {
         return(db.Holding.Where(r => r.AccountID == accountID).ToList());
     }
 }
Esempio n. 17
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 /// <summary>
 /// Get StopOrder list by IDs
 /// </summary>
 /// <param name="ids">StopOrderID list</param>
 /// <returns>StopOrder list</returns>
 public IEnumerable <StopOrder> GetStopOrders(IEnumerable <int> ids)
 {
     using (var db = new DaContext(_options))
     {
         return(db.StopOrder.Where(r => ids.Contains(r.StopOrderID)).ToList());
     }
 }
Esempio n. 18
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 /// <summary>
 /// Get cash by account Id
 /// </summary>
 /// <param name="accountID">account Id</param>
 /// <returns>Cash</returns>
 public Cash GetCash(int accountID)
 {
     using (var db = new DaContext(_options))
     {
         return(db.Cash.FirstOrDefault(c => c.AccountID == accountID));
     }
 }
Esempio n. 19
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 /// <summary>
 /// Get all replications by objType
 /// </summary>
 /// <returns>TestConfigs list</returns>
 public IEnumerable <Replication> GetReplications(ReplObjects objType)
 {
     using (var db = new DaContext(_options))
     {
         return(db.Replication.Where(r => r.ReplObject == objType).ToList());
     }
 }
Esempio n. 20
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        /// <summary>
        /// Delete all account data by accountID (trades, stoporders, orders, holdings, cashes)
        /// Account not delete
        /// </summary>
        /// <param name="accountID">AccountID</param>
        public void DeleteAccountData(int accountID)
        {
            using (var db = new DaContext(_options))
            {
                using (var trans = db.Database.BeginTransaction())
                {
                    try
                    {
                        db.Database.ExecuteSqlCommand(string.Format("delete from postrade where trade_id in (select trade_id from trade where account_id = {0})", accountID.ToString()));
                        db.Database.ExecuteSqlCommand(string.Format("delete from postrade where pos_id in (select pos_id from positions where account_id = {0})", accountID.ToString()));
                        db.Database.ExecuteSqlCommand("delete from positions where account_id = " + accountID.ToString());
                        db.Database.ExecuteSqlCommand("delete from trade where account_id = " + accountID.ToString());
                        db.Database.ExecuteSqlCommand("delete from stoporder where account_id = " + accountID.ToString());
                        db.Database.ExecuteSqlCommand("delete from orders where account_id = " + accountID.ToString());
                        db.Database.ExecuteSqlCommand("delete from holding where account_id = " + accountID.ToString());
                        db.Database.ExecuteSqlCommand("delete from cash where account_id = " + accountID.ToString());
                        db.Database.ExecuteSqlCommand("delete from seriesvalue where series_id in (select series_id from series where account_id = " + accountID.ToString() + ")");
                        db.Database.ExecuteSqlCommand("delete from series where account_id = " + accountID.ToString());

                        db.Database.CommitTransaction();
                    }
                    catch (Exception ex)
                    {
                        db.Database.RollbackTransaction();
                        throw new Exception("Database error occurred while deleting account data", ex);
                    }
                }
            }
        }
Esempio n. 21
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 /// <summary>
 /// Get all TestConfigs
 /// </summary>
 /// <returns>TestConfigs list</returns>
 public IEnumerable <DbTestConfig> GetTestConfigs()
 {
     using (var db = new DaContext(_options))
     {
         return(db.TestConfig.ToList());
     }
 }
Esempio n. 22
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 /// <summary>
 /// Update tickSource
 /// </summary>
 /// <param name="tickSource">TickSource</param>
 public void UpdateTickSource(DbTickSource tickSource)
 {
     using (var db = new DaContext(_options))
     {
         db.Update(tickSource);
         db.SaveChanges();
     }
 }
Esempio n. 23
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 /// <summary>
 /// Update StopOrder object
 /// </summary>
 /// <param name="stopOrder">StopOrder object (StopOrderID > 0)</param>
 public void UpdateStopOrder(StopOrder stopOrder)
 {
     using (var db = new DaContext(_options))
     {
         db.Update(stopOrder);
         db.SaveChanges();
     }
 }
Esempio n. 24
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 /// <summary>
 /// Update Order object
 /// </summary>
 /// <param name="order">Order object (OrderID > 0)</param>
 public void UpdateOrder(Order order)
 {
     using (var db = new DaContext(_options))
     {
         db.Update(order);
         db.SaveChanges();
     }
 }
Esempio n. 25
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 /// <summary>
 /// Update Holding object
 /// </summary>
 /// <param name="holding">Holding object</param>
 public void UpdateHolding(Holding holding)
 {
     using (var db = new DaContext(_options))
     {
         db.Update(holding);
         db.SaveChanges();
     }
 }
Esempio n. 26
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 /// <summary>
 /// Update cash object
 /// </summary>
 /// <param name="cash">Cash object (CashID > 0)</param>
 public void UpdateCash(CommonData.Cash cash)
 {
     using (var db = new DaContext(_options))
     {
         db.Update(cash);
         db.SaveChanges();
     }
 }
Esempio n. 27
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 /// <summary>
 /// Update position
 /// </summary>
 /// <param name="pos">Position object</param>
 public void UpdatePosition(Position pos)
 {
     using (var db = new DaContext(_options))
     {
         db.Update <Position>(pos);
         db.SaveChanges();
     }
 }
Esempio n. 28
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 /// <summary>
 /// Update user data
 /// </summary>
 /// <param name="user">User object</param>
 public void UpdateUser(User user)
 {
     using (var db = new DaContext(_options))
     {
         db.Update <User>(user);
         db.SaveChanges();
     }
 }
Esempio n. 29
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 /// <summary>
 /// Update account data
 /// </summary>
 /// <param name="account">Account data</param>
 public void UpdateAccount(Account account)
 {
     using (var db = new DaContext(_options))
     {
         db.Update(account);
         db.SaveChanges();
     }
 }
Esempio n. 30
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 /// <summary>
 /// Update repository object
 /// </summary>
 /// <param name="ro"></param>
 public void Update(CommonData.ReposObject ro)
 {
     using (var db = new DaContext(_options))
     {
         db.Update <ReposObject>(ro);
         db.SaveChanges();
     }
 }