コード例 #1
0
        /// <summary>
        ///   插入資訊
        /// </summary>
        /// <param name="series">SeriesSymbolData 類別</param>
        /// <param name="date">欲插入的日期(資料會被插入至該指定的日期前)</param>
        internal void Insert(SeriesSymbolData series, DateTime date)
        {
            try {
                string sFile = string.Format("{0}\\{1}\\{2}", __sPath, (series.DataRequest.Resolution.TotalSeconds < Resolution.MAX_BASE_TOTALSECONDS) ? "mins" : "days", series.DataRequest.Symbol);
                using (FileStream cStream = new FileStream(sFile, (__bCreate) ? FileMode.Create : FileMode.OpenOrCreate, FileAccess.ReadWrite, FileShare.ReadWrite)) {
                    bool bFind = false;
                    if (!__bCreate)
                    {
                        long lCount = cStream.Length / MAX_BLOCK_SIZE;
                        bFind = FileSearchUtil.BinaryNearSearch(cStream, lCount, MAX_BLOCK_SIZE, date);
                    }

                    if (bFind)
                    {
                        long lCurrentP = cStream.Position;

                        //先保留後面的資料以便插入時不會被覆蓋
                        long    lRevSize = cStream.Length - lCurrentP;
                        ZBuffer cTemp    = new ZBuffer((int)lRevSize);
                        cStream.Read(cTemp.Data, 0, (int)lRevSize);
                        cTemp.Length = (int)lRevSize;

                        cStream.SetLength(lCurrentP + 1);
                        cStream.Position = lCurrentP;                         //移動置固定位置

                        ZBuffer cBuffer = new ZBuffer(64);

                        int iHistoryIndex = series.Indexer.HistoryIndex;
                        int iCount        = series.Count;
                        for (int i = 0; i < iCount; i++)
                        {
                            int iIndex = iHistoryIndex + i;
                            cBuffer.Length = 0;
                            cBuffer.Add(series.Time[iIndex]);
                            cBuffer.Add(series.Open[iIndex]);
                            cBuffer.Add(series.High[iIndex]);
                            cBuffer.Add(series.Low[iIndex]);
                            cBuffer.Add(series.Close[iIndex]);
                            cBuffer.Add(series.Volume[iIndex]);

                            cStream.Write(cBuffer.Data, 0, cBuffer.Length);
                        }
                        cStream.Write(cTemp.Data, 0, cTemp.Length);                          //再將後面的資料合併
                    }
                }
                if (logger.IsInfoEnabled)
                {
                    logger.InfoFormat("[FileWrite] {0} insert completed...  count={1}", sFile, series.Count);
                }
            } catch (Exception __errExcep) {
                if (logger.IsErrorEnabled)
                {
                    logger.ErrorFormat("[FileWrite] '{0}' insert error...", series.DataRequest.Symbol, series.Count);
                }
                if (logger.IsErrorEnabled)
                {
                    logger.ErrorFormat("{0}/r/n{1}", __errExcep.Message, __errExcep.StackTrace);
                }
            }
        }
コード例 #2
0
        internal void Write(SeriesSymbolData series)
        {
            try {
                string sFile = string.Format("{0}\\{1}\\{2}", __sPath, (series.DataRequest.Resolution.TotalSeconds < Resolution.MAX_BASE_TOTALSECONDS) ? "mins" : "days", series.DataRequest.Symbol);
                using (FileStream cStream = new FileStream(sFile, (__bCreate) ? FileMode.Create : FileMode.OpenOrCreate, FileAccess.ReadWrite, FileShare.ReadWrite)) {
                    if (!__bCreate)
                    {
                        long lCount = cStream.Length / MAX_BLOCK_SIZE;
                        if (lCount > 0)
                        {
                            FileSearchUtil.BinarySearch(cStream, lCount, MAX_BLOCK_SIZE, series.Time[0]);
                        }
                    }

                    ZBuffer cBuffer = new ZBuffer(64);

                    int iHistoryIndex = series.Indexer.HistoryIndex;
                    int iCount        = series.Count;
                    for (int i = 0; i < iCount; i++)
                    {
                        int iIndex = iHistoryIndex + i;
                        cBuffer.Length = 0;
                        cBuffer.Add(series.Time[iIndex]);
                        cBuffer.Add(series.Open[iIndex]);
                        cBuffer.Add(series.High[iIndex]);
                        cBuffer.Add(series.Low[iIndex]);
                        cBuffer.Add(series.Close[iIndex]);
                        cBuffer.Add(series.Volume[iIndex]);

                        cStream.Write(cBuffer.Data, 0, cBuffer.Length);
                    }
                }
                if (logger.IsInfoEnabled)
                {
                    logger.InfoFormat("[FileWrite] {0} write completed...  count={1}", sFile, series.Count);
                }
            } catch (Exception __errExcep) {
                if (logger.IsErrorEnabled)
                {
                    logger.ErrorFormat("[FileWrite] '{0}' write error...", series.DataRequest.Symbol, series.Count);
                }
                if (logger.IsErrorEnabled)
                {
                    logger.ErrorFormat("{0}/r/n{1}", __errExcep.Message, __errExcep.StackTrace);
                }
            }
        }
コード例 #3
0
        public void ProcessRequest(HttpContext context)
        {
            HttpResponse cResponse = context.Response;

            cResponse.ContentType = "application/octet-stream";

            HttpRequest cRequest = context.Request;

            string   sExchange  = cRequest.Form["exchange"];                  //交易所簡稱
            string   sSymbolId  = cRequest.Form["symbolId"];                  //商品代號
            int      iTimeFrame = int.Parse(cRequest.Form["timeFrame"]);      //時間週期(60=1分, 300=5分)
            long     lPosition  = long.Parse(cRequest.Form["position"]);      //客戶端目前歷史資料的檔案位置
            DateTime cStartDate = DateTime.Parse(cRequest.Form["startDate"]); //資料起始時間
            DateTime cEndDate   = DateTime.Parse(cRequest.Form["endDate"]);   //資料結束時間
            int      iCount     = int.Parse(cRequest.Form["count"]);          //資料請求個數

            string sTimeFrameFormat = (iTimeFrame < DAY_TIMEFRAME_FORMAT) ? "mins" : "days";
            string sFilename        = context.Server.MapPath(string.Format("~/data/{0}/{1}/{2}", sExchange, sTimeFrameFormat, sSymbolId));

            if (File.Exists(sFilename))
            {
                using (FileStream cStream = new FileStream(sFilename, FileMode.Open, FileAccess.Read, FileShare.ReadWrite)) {
                    try {
                        long lStartPosition = 0, lEndPosition = lPosition * DATA_BLOCK_SIZE;
                        int  iBlockCount = (int)(cStream.Length / DATA_BLOCK_SIZE);
                        iCount = ((iCount < iBlockCount) ? iCount : iBlockCount);
                        if (iCount == 0)
                        {
                            if (lPosition == -1)
                            {
                                FileSearchUtil.BinaryNearSearch(cStream, iBlockCount, DATA_BLOCK_SIZE, cEndDate.AddSeconds(86400));
                                lEndPosition = cStream.Position;
                            }

                            FileSearchUtil.BinaryNearSearch(cStream, iBlockCount, DATA_BLOCK_SIZE, cStartDate);
                            lStartPosition = cStream.Position;

                            iCount = (int)((lEndPosition - lStartPosition) / DATA_BLOCK_SIZE);
                        }
                        else
                        {
                            if (lPosition == -1)
                            {
                                FileSearchUtil.BinaryNearSearch(cStream, iBlockCount, DATA_BLOCK_SIZE, cEndDate.AddSeconds(86400));
                                lEndPosition = cStream.Position;
                            }

                            lStartPosition = lEndPosition - iCount * DATA_BLOCK_SIZE;
                            lStartPosition = (lStartPosition < 0) ? 0 : lStartPosition;

                            iCount = (int)((lEndPosition - lStartPosition) / DATA_BLOCK_SIZE);
                        }
                        lPosition = lStartPosition / DATA_BLOCK_SIZE;

                        int    iSize = iCount * DATA_BLOCK_SIZE;
                        byte[] bData = new byte[iSize];

                        cStream.Position = lStartPosition;
                        iSize            = cStream.Read(bData, 0, iSize);
                        int iBeginDate = BitConverter.ToInt32(bData, 0);                          //起始日期
                        int iEndDate   = BitConverter.ToInt32(bData, iSize - DATA_BLOCK_SIZE);    //終止日期

                        cResponse.Cookies.Add(new HttpCookie("result", INFORMATION_SUCCESS.ToString()));
                        cResponse.Cookies.Add(new HttpCookie("position", lPosition.ToString()));
                        cResponse.Cookies.Add(new HttpCookie("count", iCount.ToString()));
                        cResponse.Cookies.Add(new HttpCookie("dataSize", iSize.ToString()));
                        cResponse.Cookies.Add(new HttpCookie("beginDate", iBeginDate.ToString()));
                        cResponse.Cookies.Add(new HttpCookie("endDate", iEndDate.ToString()));

                        Stream cOutput = cResponse.OutputStream;
                        cOutput.Write(bData, 0, iSize);
                        cOutput.Flush();
                    } catch {
                        cResponse.Cookies.Add(new HttpCookie("result", ERROR_EXCEPTION.ToString()));
                    }
                }
            }
            else
            {
                cResponse.Cookies.Add(new HttpCookie("result", ERROR_FILE_NOT_FOUND.ToString()));
            }
        }