private static List <CandleDataPacked> GetMinuteCandlesUnpacked(string symbol,
DateTime start, DateTime end)
{
var tickerCode = DalSpot.Instance.GetFXICodeBySymbol(symbol);
if (tickerCode == 0)
{
Logger.ErrorFormat("Ошибка в GetMinuteCandlesUnpacked: инструмент не определен: {0}", symbol);
return(null);
}
var values = new object[3];
var candles = new List <CandleDataPacked>();
try
{
using (var connection = new SqlConnection(connectionString))
{
var commandSql = string.Format("SELECT date, [open], HLC FROM QUOTE " +
"WHERE ticker={0} AND date BETWEEN '{1:yyMMdd HH:mm}' " +
"AND '{2:yyMMdd HH:mm}'", tickerCode, start, end);
var command = new SqlCommand(commandSql)
{
Connection = connection
};
connection.Open();
using (var reader = command.ExecuteReader())
{
CandleDataPacked previousCandle = null;
while (reader.Read())
{
if (reader.GetValues(values) != values.Length)
{
continue;
}
var candle = new CandleDataPacked
{
timeOpen = (DateTime)values[0],
open = (float)(double)values[1],
HLC = (int)values[2]
};
candle.close = candle.open; // default
if (previousCandle != null)
{
previousCandle.close = candle.open;
}
previousCandle = candle;
candles.Add(candle);
}
}
}
}
catch (Exception ex)
{
Logger.ErrorFormat("Ошибка в GetMinuteCandlesUnpacked({0}, {1:dd.MM.yyyy HH:mm}, " +
"{2:dd.MM.yyyy HH:mm}) : {3}", symbol, start, end, ex);
return(null);
}
return(candles);
}
public CandleData(CandleDataPacked spec, int pointCost)
{
open = spec.open;
timeOpen = spec.timeOpen;
timeClose = spec.timeOpen.AddMinutes(1);
close = spec.close;
MakeHlcFromOffset16(spec.HLC, pointCost);
}
/// <summary>
/// Вызывает хранимую процедуру 'GetLastQuote' или 'FindQuote'
/// </summary>
public QuoteData GetQuoteStoredProc(string ticker, DateTime?start = null)
{
if (string.IsNullOrEmpty(ticker))
{
return(null);
}
SqlConnection conn = null;
SqlDataReader rdr = null;
var tickerId = DalSpot.Instance.GetFXICodeBySymbol(ticker);
var date = default(DateTime);
var open = -1f;
var lhc = -1;
try
{
var connectionString = ConfigurationManager.ConnectionStrings["QuoteBase"].ConnectionString;
conn = new SqlConnection(connectionString);
conn.Open();
var procName = start.HasValue ? "FindQuote" : "GetLastQuote";
var cmd = new SqlCommand(procName, conn)
{
CommandType = CommandType.StoredProcedure
};
cmd.Parameters.Add(new SqlParameter("@ticker", tickerId));
if (start.HasValue)
{
cmd.Parameters.Add(new SqlParameter("@date", start.Value));
}
rdr = cmd.ExecuteReader();
while (rdr.Read())
{
if (!int.TryParse(rdr["ticker"].ToString(), out tickerId))
{
return(null);
}
if (!DateTime.TryParse(rdr["date"].ToString(), out date))
{
return(null);
}
if (!float.TryParse(rdr["open"].ToString(), out open))
{
return(null);
}
if (!int.TryParse(rdr["HLC"].ToString(), out lhc))
{
return(null);
}
}
}
catch (Exception ex)
{
Logger.Error("Ошибка в методе GetQuoteStoredProc", ex);
return(null);
}
finally
{
if (conn != null)
{
conn.Close();
}
if (rdr != null)
{
rdr.Close();
}
}
var candelDataPacked = new CandleDataPacked
{
HLC = lhc,
open = open,
timeOpen = date,
close = open // default
};
var candleData = new CandleData(candelDataPacked, DalSpot.Instance.GetPrecision10(ticker));
var useOpen = start.HasValue && date == start.Value;
return(GetQuoteWithDefaultSpread(candleData, ticker, useOpen));
}
