/// <summary>
/// get tick files created on a certain date
/// </summary>
/// <param name="tickfolder"></param>
/// <param name="date"></param>
/// <returns></returns>
public static List <string> GetFilesFromDate(string tickfolder, int date)
{
string[] files = TikUtil.GetFiles(tickfolder, TikConst.WILDCARD_EXT);
List <string> matching = new List <string>();
foreach (string file in files)
{
SecurityImpl sec = SecurityImpl.SecurityFromFileName(file);
string symfix = System.IO.Path.GetFileNameWithoutExtension(sec.Name);
if (sec.Date == date)
{
matching.Add(file);
}
}
return(matching);
}
public static bool PlayHistoricalTicks(Response r, GenericTracker <string> symbols, DateTime start, DateTime endexclusive, int expecteddays, DebugDelegate deb)
{
bool skipexpected = expecteddays == 0;
// prepare to track actual days for each symbol
GenericTracker <int> actualdays = new GenericTracker <int>();
foreach (string sym in symbols)
{
actualdays.addindex(sym, 0);
}
// prepare to track all tickfiles
Dictionary <string, List <string> > files = new Dictionary <string, List <string> >();
// get all required tickfiles for each symbol on each date
DateTime now = new DateTime(start.Ticks);
int tfc = 0;
while (now < endexclusive)
{
// get the tick files
List <string> allfiles = TikUtil.GetFilesFromDate(Util.TLTickDir, Util.ToTLDate(now));
// go through them all and see if we find expected number
foreach (string fn in allfiles)
{
// get security
SecurityImpl sec = SecurityImpl.FromTIK(fn);
// see if we want this symbol
int idx = symbols.getindex(sec.HistSource.RealSymbol);
if (idx < 0)
{
idx = symbols.getindex(sec.Symbol);
}
sec.HistSource.Close();
// skip if we don't
if (idx < 0)
{
continue;
}
string sym = symbols.getlabel(idx);
// if we have it, count actual day
actualdays[idx]++;
// save file and symbol
if (!files.ContainsKey(sym))
{
files.Add(sym, new List <string>());
}
files[sym].Add(fn);
// count files
tfc++;
}
// add one day
now = now.AddDays(1);
}
// notify
if (deb != null)
{
deb("found " + tfc + " tick files matching dates: " + Util.ToTLDate(start) + "->" + Util.ToTLDate(endexclusive) + " for: " + string.Join(",", symbols.ToArray()));
}
// playback when actual meets expected
bool allok = true;
foreach (string sym in symbols)
{
if (skipexpected || (actualdays[sym] >= expecteddays))
{
// get tick files
string[] tf = files[sym].ToArray();
// notify
if (deb != null)
{
deb(sym + " playing back " + tf.Length + " tick files.");
}
// playback
HistSim h = new SingleSimImpl(tf);
h.GotTick += new TickDelegate(r.GotTick);
h.PlayTo(MultiSimImpl.ENDSIM);
h.Stop();
// notify
if (deb != null)
{
deb(sym + " completed playback. ");
}
}
else
{
allok = false;
}
}
return(allok);
}
public bool newTick(Tick t)
{
if (_stopped)
{
return(false);
}
if ((t.symbol == null) || (t.symbol == ""))
{
return(false);
}
TikWriter tw;
// prepare last date of tick
int lastdate = 0;
// get last date
bool havedate = datedict.TryGetValue(t.symbol, out lastdate);
// if we don't have date, use present date
if (!havedate)
{
lastdate = t.date;
datedict.Add(t.symbol, t.date);
}
// see if we need a new day
bool samedate = lastdate == t.date;
// see if we have stream already
bool havestream = filedict.TryGetValue(t.symbol, out tw);
// if no changes, just save tick
if (samedate && havestream)
{
try
{
tw.newTick((TickImpl)t);
return(true);
}
catch (IOException) { return(false); }
}
else
{
try
{
// if new date, close stream
if (!samedate)
{
try
{
tw.Close();
}
catch (IOException) { }
}
// ensure file is writable
string fn = TikWriter.SafeFilename(t.symbol, _path, t.date);
if (TikUtil.IsFileWritetable(fn))
{
// open new stream
tw = new TikWriter(_path, t.symbol, t.date);
// save tick
tw.newTick((TickImpl)t);
// save stream
if (!havestream)
{
filedict.Add(t.symbol, tw);
}
else
{
filedict[t.symbol] = tw;
}
// save date if changed
if (!samedate)
{
datedict[t.symbol] = t.date;
}
}
}
catch (IOException) { return(false); }
catch (Exception) { return(false); }
}
return(false);
}
