public override IDataProvider GetData(string Code, int Count)
{
string str = GetFileName(Code);
byte[] bs1 = new byte[0];
CommonDataProvider commonDataProvider = new CommonDataProvider(this);
if (File.Exists(str))
{
commonDataProvider.LoadBinary(str);
}
else
{
commonDataProvider.LoadBinary(bs1);
}
if (SymbolTable != null)
{
DataRow dataRow = (DataRow)SymbolTable[Code];
if (dataRow != null)
{
commonDataProvider.SetStringData("Code", Code);
commonDataProvider.SetStringData("Name", dataRow["Name"].ToString());
commonDataProvider.SetStringData("Exchange", dataRow["Exchange"].ToString());
}
}
IDataProvider iDataProvider = commonDataProvider;
return(iDataProvider);
}
public static void UpdateForNewSymbol(string Code, CommonDataProvider cdp, bool Save)
{
Utils.UpdateRealtime(Code, cdp);
if (Save)
{
Impersonate.ChangeToAdmin();
cdp.SaveBinary(GetHisDataFile(Code));
}
RefreshSymbolList();
string[] ss = YahooDataManager.GetStockName(Code);
if (ss.Length == 3)
{
try
{
DB.DoCommand("insert into StockData (QuoteCode,QuoteName,Exchange) values (?,?,?)",
new DbParam[] {
new DbParam("@Code", DbType.String, Code),
new DbParam("@Name", DbType.String, ss[1]),
new DbParam("@Exchange", DbType.String, ss[2]),
});
}
catch
{
}
}
cdp.SetStringData("Code", ss[0]);
cdp.SetStringData("Name", ss[1]);
cdp.SetStringData("Exchange", ss[2]);
}
public override IDataProvider GetData(string Code, int Count)
{
try
{
CommonDataProvider cdp = new CommonDataProvider(this);
DbParam[] dps = new DbParam[] {
new DbParam("@Q1", DbType.DateTime, StartTime),
new DbParam("@Q2", DbType.DateTime, EndTime),
};
BaseDb bd = DB.Open(false);
try
{
DataTable dt = bd.GetDataTable("select Tick,tstamp from " + Code + "_tick where tstamp>=? and tstamp<=? order by tstamp", dps);
dps[1].Value = ((DateTime)dps[0].Value).AddSeconds(-1);
dps[0].Value = ((DateTime)dps[0].Value).AddDays(-30);
DataRow drr = bd.GetFirstRow("select Tick from " + Code + "_tick where tstamp>=? and tstamp<=? order by tstamp desc", dps);
if (dt.Rows.Count > 0)
{
cdp.SetStringData("LastTradeTime", ((DateTime)dt.Rows[dt.Rows.Count - 1]["tstamp"]).ToString());
}
if (drr != null)
{
cdp.SetStringData("LastPrice", drr[0].ToString());
}
if (dt.Rows.Count == 0)
{
dt.Rows.Add(new object[] { Single.NaN, StartTime });
}
double[] CLOSE = new double[dt.Rows.Count];
double[] VOLUME = new double[dt.Rows.Count];
double[] DATE = new double[dt.Rows.Count];
for (int i = 0; i < dt.Rows.Count; i++)
{
CLOSE[i] = ToDouble(dt.Rows[i]["Tick"]);
VOLUME[i] = 0;
DATE[i] = ((DateTime)dt.Rows[i]["tstamp"]).ToOADate();
}
cdp.LoadBinary("CLOSE", CLOSE);
cdp.LoadBinary("DATE", DATE);
cdp.LoadBinary("VOLUME", VOLUME);
}
finally
{
bd.Close();
}
return(cdp);
}
catch
{
}
return(base.GetData(Code, Count));
}
public override IDataProvider GetData(string Code, int Count)
{
string FileName = Config.CSVDataPath + Code + Config.CSVExt;
if (File.Exists(FileName))
{
FileStream fs = new FileStream(FileName, FileMode.Open, FileAccess.Read, FileShare.ReadWrite);
StreamReader sr = new StreamReader(fs);
try
{
string s = sr.ReadToEnd();
CommonDataProvider cdp = GetDataFromString(s);
if (cdp != null)
{
cdp.SetStringData("Code", Code);
}
return(cdp);
}
finally
{
sr.Close();
fs.Close();
}
}
return(base.GetData(Code, Count));
}
public override IDataProvider GetData(string Code, int Count)
{
CommonDataProvider cdp = new CommonDataProvider(this);
cdp.SetStringData("Code", Code);
DataTable dt = DB.GetDataTable("SELECT top " + Count + " * FROM WEBCHARTX_DATA where Symbol='" + Code + "' ORDER BY Store_Date");
double[] OPEN = new double[dt.Rows.Count];
double[] HIGH = new double[dt.Rows.Count];
double[] LOW = new double[dt.Rows.Count];
double[] CLOSE = new double[dt.Rows.Count];
double[] VOLUME = new double[dt.Rows.Count];
double[] AMOUNT = new double[dt.Rows.Count];
double[] DATE = new double[dt.Rows.Count];
for (int i = 0; i < dt.Rows.Count; i++)
{
OPEN[i] = ToDecimalDouble(dt.Rows[i]["Open_Price"]);
HIGH[i] = ToDecimalDouble(dt.Rows[i]["HIGHT_PRICE"]);
LOW[i] = ToDecimalDouble(dt.Rows[i]["LOW_PRICE"]);
CLOSE[i] = ToDecimalDouble(dt.Rows[i]["CLOSE_PRICE"]);
VOLUME[i] = ToInt(dt.Rows[i]["VOLUME"]);
DATE[i] = ((DateTime)dt.Rows[i]["STORE_DATE"]).ToOADate();
}
cdp.LoadBinary(new double[][] { OPEN, HIGH, LOW, CLOSE, VOLUME, DATE });
return(cdp);
}
public override IDataProvider GetData(string Code, int Count)
{
CommonDataProvider cdp = new CommonDataProvider(this);
cdp.SetStringData("Code", Code);
string s = FormulaHelper.Root + "Data\\" + Code + ".txt";
if (File.Exists(s))
{
using (StreamReader sr = File.OpenText(s))
{
string r = sr.ReadToEnd();
string[] ss = r.Trim().Split('\n');
int N = ss.Length;
double[] CLOSE = new double[N];
double[] VOLUME = new double[N];
double[] DATE = new double[N];
for (int i = 0; i < ss.Length; i++)
{
int j = N - i - 1;
string[] sss = ss[i].Split(' ');
DATE[j] = DateTime.ParseExact(sss[0], "yyyy.MM.dd", DateTimeFormatInfo.InvariantInfo).ToOADate();
CLOSE[j] = double.Parse(sss[2]);
VOLUME[j] = 0;
}
cdp.LoadBinary(new double[][] { CLOSE, CLOSE, CLOSE, CLOSE, VOLUME, DATE });
return(cdp);
}
}
return(base.GetData(Code, Count));
}
public CommonDataProvider GetCachedHistoricalData(string Symbol)
{
string CacheRoot = Environment.CurrentDirectory + "\\Cache\\";
if (!Directory.Exists(CacheRoot))
{
Directory.CreateDirectory(CacheRoot);
}
string Cache = CacheRoot + Symbol + ".dat";
CommonDataProvider cdp = null;
if (Symbol != "")
{
if (File.Exists(Cache) && File.GetLastWriteTime(Cache).Date == DateTime.Now.Date)
{
cdp = new CommonDataProvider(null);
cdp.LoadBinary(Cache);
cdp.SetStringData("Code", Symbol.ToUpper());
}
else
{
cdp = GetHistoricalData(Symbol);
if (cdp != null && cdp.Count > 0)
{
cdp.SaveBinary(Cache);
}
}
}
return(cdp);
}
public override IDataProvider GetData(string Code, int Count)
{
CommonDataProvider cdp = new CommonDataProvider(this);
cdp.SetStringData("Code", Code);
DataTable dt = DB.GetDataTable("SELECT * FROM EndOfDay where Symbol='" + Code + "' ORDER BY Date");
double[] OPEN = new double[dt.Rows.Count];
double[] HIGH = new double[dt.Rows.Count];
double[] LOW = new double[dt.Rows.Count];
double[] CLOSE = new double[dt.Rows.Count];
double[] VOLUME = new double[dt.Rows.Count];
double[] AMOUNT = new double[dt.Rows.Count];
double[] DATE = new double[dt.Rows.Count];
for (int i = 0; i < dt.Rows.Count; i++)
{
OPEN[i] = ToDouble(dt.Rows[i]["Open"]);
HIGH[i] = ToDouble(dt.Rows[i]["High"]);
LOW[i] = ToDouble(dt.Rows[i]["Low"]);
CLOSE[i] = ToDouble(dt.Rows[i]["Close"]);
VOLUME[i] = ToInt(dt.Rows[i]["Volume"]);
DATE[i] = ((DateTime)dt.Rows[i]["Date"]).ToOADate();
}
cdp.LoadBinary(new double[][] { OPEN, HIGH, LOW, CLOSE, VOLUME, DATE });
return(cdp);
}
public override void SetStrings(CommonDataProvider cdp, string Code)
{
cdp.SetStringData("Code", Code);
switch (Code)
{
case "^DJI":
cdp.SetStringData("Name", "Dow Jones");
break;
case "^IXIC":
cdp.SetStringData("Name", "Nasdaq");
break;
case "^SPX":
cdp.SetStringData("Name", "S & P 500");
break;
}
}
public override IDataProvider GetData(string Code, int Count)
{
CommonDataProvider cdp = new CommonDataProvider(this);
string FileName = FormulaHelper.Root + "Data\\" + Code + ".txt";
if (File.Exists(FileName))
{
try
{
string s = "";
using (FileStream fs = new FileStream(FileName, FileMode.Open, FileAccess.Read, FileShare.ReadWrite))
{
using (StreamReader sr = new StreamReader(fs))
s = sr.ReadToEnd();
}
string[] ss = s.Trim().Split('\n');
ArrayList al = new ArrayList();
for (int i = 0; i < ss.Length; i++)
{
al.Add(ss[i].Trim());
}
int N = al.Count;
double[] CLOSE = new double[N];
double[] OPEN = new double[N];
double[] HIGH = new double[N];
double[] LOW = new double[N];
double[] VOLUME = new double[N];
double[] DATE = new double[N];
DateTimeFormatInfo dtfi = DateTimeFormatInfo.InvariantInfo;
NumberFormatInfo nfi = NumberFormatInfo.InvariantInfo;
for (int i = 0; i < N; i++)
{
string[] sss = ((string)al[i]).Split(',');
int j = i;
DATE[j] = DateTime.ParseExact(sss[1] + " " + sss[2], "MM\\/dd\\/yy HH:mm", dtfi).ToOADate();
OPEN[j] = double.Parse(sss[3]);
HIGH[j] = double.Parse(sss[4]);
LOW[j] = double.Parse(sss[5]);
CLOSE[j] = double.Parse(sss[6]);
VOLUME[j] = 0;
}
cdp.SetStringData("Code", Code);
cdp.LoadBinary(new double[][] { OPEN, HIGH, LOW, CLOSE, VOLUME, DATE });
return(cdp);
}
catch
{
}
}
return(CommonDataProvider.Empty);
}
public override CommonDataProvider GetData(string symbols, DataCycle dataCycle, DateTime startTime, DateTime endTime)
{
byte[] bs = DownloadBinary(symbols, "http://subscribe.easychart.net/member/datafeed.aspx?f=BinaryHistory&AddWhenNoSymbol=1&Symbol=" + symbols);
if (bs != null)
{
CommonDataProvider cdp = new CommonDataProvider(null);
cdp.LoadByteBinary(bs);
cdp.SetStringData("Code", symbols.ToUpper());
return(cdp);
}
return(null);
}
public override IDataProvider GetData(string Code, int Count)
{
CommonDataProvider cdp = new CommonDataProvider(this);
DataRow dr = DB.GetFirstRow("select * from CompanyInfo where TickerSymbolID='" + Code + "'");
if (dr != null)
{
cdp.SetStringData("Code", dr["Symbol"].ToString());
cdp.SetStringData("Name", dr["CompanyName"].ToString());
cdp.SetStringData("Exchange", dr["Exchange"].ToString());
DataTable dt = DB.GetDataTable(
"SELECT S.SessionNUM, S.SessionDate, Q.StockOpen, Q.StockHigh, Q.StockLow, Q.StockClose, Q.StockVolume" +
" FROM StockQuotes Q "+
" INNER JOIN Sessions S ON Q.SessionNUM = S.SessionNUM "+
" WHERE Q.TickerSymbolId='"+ Code + "' ORDER BY Q.SessionNUM");
double[] OPEN = new double[dt.Rows.Count];
double[] HIGH = new double[dt.Rows.Count];
double[] LOW = new double[dt.Rows.Count];
double[] CLOSE = new double[dt.Rows.Count];
double[] VOLUME = new double[dt.Rows.Count];
double[] AMOUNT = new double[dt.Rows.Count];
double[] DATE = new double[dt.Rows.Count];
for (int i = 0; i < dt.Rows.Count; i++)
{
OPEN[i] = (double)dt.Rows[i]["StockClose"];
HIGH[i] = (double)dt.Rows[i]["StockHigh"];
LOW[i] = (double)dt.Rows[i]["StockLow"];
CLOSE[i] = (double)dt.Rows[i]["StockClose"];
VOLUME[i] = (double)(int)dt.Rows[i]["StockVolume"];
DATE[i] = ((DateTime)dt.Rows[i]["SessionDate"]).ToOADate();
}
cdp.LoadBinary(new double[][] { OPEN, HIGH, LOW, CLOSE, VOLUME, DATE });
return(cdp);
}
return(base.GetData(Code, Count));
}
public override IDataProvider GetData(string Code, int Count)
{
string Filename = Root + Code + ".txt";
if (File.Exists(Filename))
{
using (StreamReader sr = new StreamReader(Filename))
{
CommonDataProvider cdp = LoadCSV(sr);
cdp.SetStringData("Code", Code);
return(cdp);
}
}
return(CommonDataProvider.Empty);
}
public override IDataProvider GetData(string Code, int Count)
{
CommonDataProvider cdp = new CommonDataProvider(this);
cdp.SetStringData("Code", Code);
string s = FormulaHelper.Root + "Data\\" + Code + ".xml";
if (File.Exists(s))
{
DataSet ds = new DataSet();
ds.ReadXml(s);
if (ds.Tables.Count > 0)
{
DataTable dt = ds.Tables[0];
int N = dt.Rows.Count;
double[] OPEN = new double[N];
double[] HIGH = new double[N];
double[] LOW = new double[N];
double[] CLOSE = new double[N];
double[] VOLUME = new double[N];
double[] AMOUNT = new double[N];
double[] DATE = new double[N];
for (int i = 0; i < N; i++)
{
OPEN[i] = double.Parse(dt.Rows[i]["Open"].ToString());
HIGH[i] = double.Parse(dt.Rows[i]["High"].ToString());
LOW[i] = double.Parse(dt.Rows[i]["Low"].ToString());
CLOSE[i] = double.Parse(dt.Rows[i]["Close"].ToString());
VOLUME[i] = double.Parse(dt.Rows[i]["Volume"].ToString());
DATE[i] = DateTime.Parse(dt.Rows[i]["Date"].ToString(), DateTimeFormatInfo.InvariantInfo).ToOADate();
}
cdp.LoadBinary(new double[][] { OPEN, HIGH, LOW, CLOSE, VOLUME, DATE });
return(cdp);
}
}
return(base.GetData(Code, Count));
}
public override IDataProvider GetData(string Code, int Count)
{
try
{
CommonDataProvider cdp = new CommonDataProvider(this);
cdp.SetStringData("Code", Code);
// cdp.SetStringData("Name",dr["CompanyName"].ToString());
// cdp.SetStringData("Exchange",dr["Exchange"].ToString());
DataTable dt = DB.GetDataTable("SELECT top " + Count + " * from " + Code + "_1da order by tstamp desc");
double[] OPEN = new double[dt.Rows.Count];
double[] HIGH = new double[dt.Rows.Count];
double[] LOW = new double[dt.Rows.Count];
double[] CLOSE = new double[dt.Rows.Count];
double[] VOLUME = new double[dt.Rows.Count];
double[] AMOUNT = new double[dt.Rows.Count];
double[] DATE = new double[dt.Rows.Count];
double LastClose = 0;
for (int i = 0; i < dt.Rows.Count; i++)
{
DataRow dr = dt.Rows[dt.Rows.Count - 1 - i];
HIGH[i] = ToSingle(dr["priceh"]);
LOW[i] = ToSingle(dr["pricel"]);
CLOSE[i] = ToSingle(dr["pricec"]);
OPEN[i] = Math.Min(Math.Max(LOW[i], LastClose), HIGH[i]);
VOLUME[i] = 0;
DATE[i] = ((DateTime)dr["tstamp"]).ToOADate();
LastClose = CLOSE[i];
}
cdp.LoadBinary(new double[][] { OPEN, HIGH, LOW, CLOSE, VOLUME, DATE });
return(cdp);
}
catch
{
}
return(base.GetData(Code, Count));
}
public override IDataProvider GetData(string Code, int Count)
{
Code = Code.Trim();
Hashtable htList = GetSymbolListHashtable();
string s = (string)htList[Code];
CommonDataProvider cdpn = new CommonDataProvider(this);
byte[] bs = new byte[] {};
string[] ss = null;
if (s != null)
{
ss = s.Split(',');
if (ss[3] != "")
{
string r = (string)htList[ss[3]];
if (r != null)
{
ss = r.Split(',');
}
}
if (Count > 0)
{
// Load data from file
bs = LoadHisDataFromFile(Code, Count * DataPacket.PacketByteSize);
if (DownloadRealTimeQuote)
{
try
{
DataPacket dp = DataPacket.DownloadFromYahoo(Code);
if (dp != null && !dp.IsZeroValue)
{
bs = CommonDataProvider.MergeOneQuote(bs, dp);
}
}
catch
{
}
}
cdpn.LoadByteBinary(bs);
// Update data from yahoo
if (AutoYahooToDB)
{
string FileName = GetHisDataFile(Code);
DateTime d = new DateTime(1900, 1, 1);
try
{
d = File.GetLastWriteTime(FileName); // GetLastAccessTime(FileName);
}
catch
{
}
DateTime d1 = DateTime.Now.Date;
DateTime d2 = d.Date;
TimeSpan ts = d1 - d2;
if (ts.TotalDays > 0)
{
YahooDataManager ydm = new YahooDataManager();
CommonDataProvider cdpDelta = (CommonDataProvider)ydm[Code, ts.Days + 5];
cdpDelta.Adjusted = false;
if (cdpDelta.Count > 0)
{
double[] dd1 = cdpDelta["DATE"];
double[] dd2 = cdpn["DATE"];
if (cdpn.Count == 0 || (int)dd2[dd2.Length - 1] < (int)dd1[dd1.Length - 1])
{
cdpn.Merge(cdpDelta);
Impersonate.ChangeToAdmin();
Utils.UpdateRealtime(Code, cdpn);
}
}
cdpn.SaveBinary(FileName);
}
}
}
}
else
{
try
{
// Download data from yahoo
if (AutoYahooToDB)
{
YahooDataManager ydm = new YahooDataManager();
cdpn = (CommonDataProvider)ydm[Code];
if (cdpn.Count > 0)
{
UpdateForNewSymbol(Code, cdpn, true);
}
else
{
throw new Exception("Invalid Quote : " + Code);
}
}
else
{
cdpn.LoadByteBinary(bs);
}
}
catch (Exception e)
{
Tools.Log(e.Message);
cdpn.LoadByteBinary(bs);
}
}
//cdpn = TrimToEndTime(cdpn);
cdpn.SetStringData("Code", Code);
if (ss != null && ss.Length > 2)
{
cdpn.SetStringData("Code", ss[0]);
cdpn.SetStringData("Name", ss[1]);
cdpn.SetStringData("Exchange", ss[2]);
}
return(cdpn);
}
public override IDataProvider GetData(string Code, int Count)
{
try
{
CommonDataProvider cdp = new CommonDataProvider(this);
DbParam[] dps = new DbParam[] {
new DbParam("@Symbol", DbType.String, Code),
new DbParam("@Q1", DbType.DateTime, StartTime),
new DbParam("@Q2", DbType.DateTime, EndTime),
};
BaseDb bd = DB.Open(false);
try
{
DataTable dt = bd.GetDataTable("select Price,Volume,QuoteTime from Intraday where Symbol=? and QuoteTime>=? and QuoteTime<=? order by QuoteTime", dps);
double LastV = -1;
foreach (DataRow dr in dt.Rows)
{
double NowV = (double)dr["Volume"];
if (LastV >= 0)
{
if (NowV > LastV)
{
dr["Volume"] = NowV - LastV;
}
else
{
dr["Volume"] = (double)0;
}
}
LastV = NowV;
}
dps[2].Value = ((DateTime)dps[1].Value).AddSeconds(-1);
dps[1].Value = ((DateTime)dps[1].Value).AddDays(-30);
DataRow drr = bd.GetFirstRow("select Price from Intraday where Symbol=? and QuoteTime>=? and QuoteTime<=? order by QuoteTime desc", dps);
if (dt.Rows.Count > 0)
{
cdp.SetStringData("LastTradeTime", ((DateTime)dt.Rows[dt.Rows.Count - 1]["QuoteTime"]).ToString());
}
if (drr != null)
{
cdp.SetStringData("LastPrice", drr[0].ToString());
}
SetStrings(cdp, Code);
if (dt.Rows.Count == 0)
{
dt.Rows.Add(new object[] { double.NaN, 0, StartTime });
}
double[] CLOSE = new double[dt.Rows.Count];
double[] VOLUME = new double[dt.Rows.Count];
double[] DATE = new double[dt.Rows.Count];
for (int i = 0; i < dt.Rows.Count; i++)
{
CLOSE[i] = ToDouble(dt.Rows[i]["Price"]);
VOLUME[i] = ToDouble(dt.Rows[i]["Volume"]);
DATE[i] = ((DateTime)dt.Rows[i]["QuoteTime"]).ToOADate();
}
cdp.LoadBinary("CLOSE", CLOSE);
cdp.LoadBinary("DATE", DATE);
cdp.LoadBinary("VOLUME", VOLUME);
}
finally
{
bd.Close();
}
return(cdp);
}
catch
{
}
return(base.GetData(Code, Count));
}
public CommonDataProvider GetDataFromString(string s)
{
string[] ss = s.Trim().Split('\n');
ArrayList al = new ArrayList();
for (int i = 0; i < ss.Length; i++)
{
ss[i] = ss[i].Trim();
if (!ss[i].StartsWith("<!--") && ss[i] != "")
{
al.Add(ss[i]);
}
}
int N = al.Count;
double[] CLOSE = new double[N];
double[] OPEN = new double[N];
double[] HIGH = new double[N];
double[] LOW = new double[N];
double[] VOLUME = new double[N];
double[] DATE = new double[N];
string Code = null;
string Name = null;
string Exchange = null;
DateTimeFormatInfo dtfi = DateTimeFormatInfo.InvariantInfo;
NumberFormatInfo nfi = NumberFormatInfo.InvariantInfo;
for (int i = 0; i < N; i++)
{
string[] sss = ((string)al[i]).Split(',');
int j = i; //N-i-1;
DATE[j] = DateTime.ParseExact(sss[1], "yyyyMMdd", dtfi).ToOADate();
OPEN[j] = ToDoubleDef(sss[2], 0, nfi);
HIGH[j] = ToDoubleDef(sss[3], 0, nfi);
LOW[j] = ToDoubleDef(sss[4], 0, nfi);
CLOSE[j] = ToDoubleDef(sss[5], 0, nfi);
VOLUME[j] = ToDoubleDef(sss[6], 0, nfi);
Code = sss[0];
if (string.Compare(Code, "PRN", true) == 0)
{
Code = "PRNN";
}
if (sss.Length > 7)
{
Name = sss[7];
}
if (sss.Length > 8)
{
Exchange = sss[8];
}
}
CommonDataProvider cdp = new CommonDataProvider(this);
if (Code != null)
{
cdp.SetStringData("Code", Code);
}
if (Name != null)
{
cdp.SetStringData("Name", Name);
}
if (Exchange != null)
{
cdp.SetStringData("Exchange", Exchange);
}
cdp.LoadBinary(new double[][] { OPEN, HIGH, LOW, CLOSE, VOLUME, DATE });
return(cdp);
}