Esempio n. 1
0
 // here is cache filling for single core
 public void SingleCoreFillCache(int readahead)
 {
     readcount = 0;
     while (!CancellationPending && workersec.hasHistorical && (readcount++ < readahead))
     {
         Ticks.Enqueue(workersec.NextTick());
     }
 }
Esempio n. 2
0
        // fill cache for multi-core
        void simworker_DoWork(object sender, DoWorkEventArgs e)
        {
            isWorking = true;
            int readahead = (int)e.Argument;

            // while simulation hasn't been canceled, we still have historical ticks to read and we haven't read too many, cache a tick
            while ((!e.Cancel && workersec.NextTick() &&
                    (readcount++ < readahead)))
            {
                ;
            }
        }
Esempio n. 3
0
 /// <summary>
 /// converts EPF files to tradelink tick files in current directory
 /// </summary>
 /// <param name="args"></param>
 public static void EPF2TIK(string[] args)
 {
     // get a list of epf files
     foreach (string file in args)
     {
         SecurityImpl sec = SecurityImpl.FromTIK(file);
         sec.HistSource.gotTick += new TradeLink.API.TickDelegate(HistSource_gotTick);
         _tw = new TikWriter(sec.Symbol);
         while (sec.NextTick())
         {
             _tw.Close();
         }
     }
 }