/// <summary>
/// Fetches next historical tick for stock, or invalid tick if no historical data is available.
/// </summary>
public bool NextTick()
{
if (HistSource == null)
{
return(false);
}
bool v = true;
try
{
v = HistSource.NextTick();
}
catch (System.IO.EndOfStreamException)
{
HistSource.Close();
}
catch (System.IO.IOException) { }
return(v);
}
internal static void ThreadPoolGo(object info)
{
tickreader reader = (tickreader)info;
reader.IsBusy = true;
TikReader tr = reader.tr;
//int i = 0;
while (!reader.Cancel && tr.NextTick())
{
;
}
//if (i++ % 10 == 0)
// Console.WriteLine("i:" + reader.idx + " c:" + i + " f:"+reader.file) ;
reader.count = tr.Count;
reader.finished = !reader.Cancel;
tr.Close();
reader.IsBusy = false;
}
public void CreateRead()
{
readdata.Clear();
readdata2.Clear();
FILE = TikWriter.SafeFilename(SYM, PATH, DATE);
TestTikWriterReader.removefile(FILE);
{
Tick[] data = RandomTicks.GenerateSymbol(SYM, MAXTICKS);
TickArchiver ta = new TickArchiver(Environment.CurrentDirectory);
for (int i = 0; i < data.Length; i++)
{
data[i].date = DATE;
data[i].time = Util.DT2FT(DateTime.Now);
ta.newTick(data[i]);
}
ta.Stop();
// read file back in from file
TikReader tr = new TikReader(FILE);
tr.gotTick += new TickDelegate(tr_gotTick);
while (tr.NextTick()) ;
// verify length
Assert.AreEqual(data.Length, readdata.Count);
// verify content
bool equal = true;
for (int i = 0; i < MAXTICKS; i++)
equal &= data[i].trade == readdata[i].trade;
tr.Close();
readdata.Clear();
Assert.IsTrue(equal, "ticks did not matched archive.");
TestTikWriterReader.removefile(FILE);
}
}
double writeandread(Tick[] data, int date, bool printperf)
{
// clear out the read buffer
readdata.Clear();
// keep track of time
double elapms;
System.Diagnostics.Stopwatch sw = new System.Diagnostics.Stopwatch();
// write new file from data
TikWriter tw = new TikWriter(PATH,data[0].symbol,date==0 ? data[0].date: date);
string FILE = tw.Filepath;
sw.Start();
foreach (Tick k in data)
tw.newTick(k);
sw.Stop();
tw.Close();
elapms = (double)sw.ElapsedMilliseconds;
if (printperf)
Console.WriteLine("write speed (ticks/sec): " + (data.Length / (elapms / 1000)).ToString("n0"));
// read file back in from file
TikReader tr = new TikReader(FILE);
tr.gotTick += new TickDelegate(tr_gotTick);
sw.Reset();
sw.Start();
while (tr.NextTick()) ;
sw.Stop();
tr.Close();
elapms = (double)sw.ElapsedMilliseconds;
if (printperf)
Console.WriteLine("read speed (ticks/sec): " + (data.Length/(elapms/1000)).ToString("n0"));
// remove file
removefile(FILE);
return elapms;
}
public void Multiday()
{
readdata.Clear();
readdata2.Clear();
int d = 20100223;
int t = 235900;
int t1 = 0;
const decimal p = 50;
int s = 100;
string FILE1 = TikWriter.SafeFilename(SYM, PATH, d);
TestTikWriterReader.removefile(FILE1);
string FILE2 = TikWriter.SafeFilename(SYM, PATH, d+1);
TestTikWriterReader.removefile(FILE2);
Tick[] data = new Tick[]
{
TickImpl.NewTrade(SYM,d,t++,p,s,string.Empty),
TickImpl.NewTrade(SYM,d,t++,p,s,string.Empty),
TickImpl.NewTrade(SYM,d,t++,p,s,string.Empty),
TickImpl.NewTrade(SYM,d,t++,p,s,string.Empty),
TickImpl.NewTrade(SYM,d,t++,p,s,string.Empty),
// day two
TickImpl.NewTrade(SYM,++d,t1++,p,s,string.Empty),
TickImpl.NewTrade(SYM,d,t1++,p,s,string.Empty),
TickImpl.NewTrade(SYM,d,t1++,p,s,string.Empty),
TickImpl.NewTrade(SYM,d,t1++,p,s,string.Empty),
TickImpl.NewTrade(SYM,d,t1++,p,s,string.Empty),
};
TickArchiver ta = new TickArchiver(Environment.CurrentDirectory);
for (int i = 0; i < data.Length; i++)
{
ta.newTick(data[i]);
}
ta.Stop();
// read file back in from files
if (System.IO.File.Exists(FILE1))
{
TikReader tr = new TikReader(FILE1);
tr.gotTick += new TickDelegate(tr_gotTick);
while (tr.NextTick()) ;
tr.Close();
}
if (System.IO.File.Exists(FILE2))
{
TikReader tr2 = new TikReader(FILE2);
tr2.gotTick += new TickDelegate(tr2_gotTick);
while (tr2.NextTick()) ;
tr2.Close();
}
// verify length
Assert.AreEqual(5,readdata2.Count);
Assert.AreEqual(5, readdata.Count);
TestTikWriterReader.removefile(FILE1);
TestTikWriterReader.removefile(FILE2);
}
