/// <summary>
/// —оздать <see cref="CacheableMarketDataDrive"/>.
/// </summary>
/// <param name="sourceDrive">»сходное хранилище маркет-данных.</param>
/// <param name="cacheDrive"> эш-хранилище маркет-данных.</param>
public CacheableMarketDataDrive(IMarketDataStorageDrive sourceDrive, IMarketDataStorageDrive cacheDrive)
{
if (sourceDrive == null)
throw new ArgumentNullException("sourceDrive");
if (cacheDrive == null)
throw new ArgumentNullException("cacheDrive");
_sourceDrive = sourceDrive;
_cacheDrive = cacheDrive;
}
public CandleStorage(Security security, object arg, IMarketDataStorageDrive drive, IMarketDataSerializer <TCandleMessage> serializer)
: base(security, arg, drive, serializer)
{
}
public OrderLogStorage(Security security, IMarketDataStorageDrive drive, IMarketDataSerializer <ExecutionMessage> serializer)
: base(security, ExecutionTypes.OrderLog, item => item.ServerTime, item => item.SecurityId, item => item.TransactionId, serializer, drive)
{
}
protected CandleMessageStorage(Security security, object arg, IMarketDataStorageDrive drive, IMarketDataSerializer <TCandleMessage> serializer)
: base(security, arg, candle => candle.OpenTime, candle => candle.SecurityId, candle => candle.OpenTime.Truncate(), serializer, drive)
{
}
public TradeStorage(Security security, IMarketDataStorageDrive drive, IMarketDataSerializer <ExecutionMessage> serializer)
: base(security, ExecutionTypes.Tick, trade => trade.ServerTime, trade => trade.SecurityId, trade => trade.TradeId ?? 0, serializer, drive)
{
}
public MarketDepthStorage(Security security, IMarketDataStorageDrive drive, IMarketDataSerializer <QuoteChangeMessage> serializer)
: base(security, null, depth => depth.ServerTime, depth => depth.SecurityId, depth => depth.ServerTime.Truncate(), serializer, drive)
{
}
public TransactionStorage(Security security, IMarketDataStorageDrive drive, IMarketDataSerializer <ExecutionMessage> serializer)
: base(security, ExecutionTypes.Transaction, msg => msg.ServerTime, msg => msg.SecurityId, msg => msg.TransactionId, serializer, drive)
{
AppendOnlyNew = false;
}
protected ConvertableStorage(Security security, object arg, Func <TMessage, DateTimeOffset> getTime, Func <TMessage, SecurityId> getSecurity, Func <TMessage, TId> getId, IMarketDataSerializer <TMessage> serializer, IMarketDataStorageDrive drive)
: base(security, arg, getTime, getSecurity, getId, serializer, drive)
{
}
public PositionStorage(Security security, IMarketDataStorageDrive drive, IMarketDataSerializer <PositionChangeMessage> serializer)
: base(security, null, value => value.ServerTime, value => value.SecurityId, value => value.ServerTime.StorageTruncate(serializer.TimePrecision), serializer, drive)
{
}
public Level1Storage(Security security, IMarketDataStorageDrive drive, IMarketDataSerializer <Level1ChangeMessage> serializer)
: base(security, null, value => value.ServerTime, value => value.SecurityId, value => value.ServerTime.Truncate(), serializer, drive)
{
}
public MarketDepthStorage(SecurityMarketDataDrive parent, Security security, IMarketDataStorageDrive drive, IMarketDataSerializer <QuoteChangeMessage> serializer)
: base(parent, security, null, depth => depth.ServerTime, depth => depth.SecurityId, depth => depth.ServerTime.StorageTruncate(serializer.TimePrecision), serializer, drive)
{
}
public AllSecurityMarketDataStorage(Security security, object arg, Func <T, DateTimeOffset> getTime, Func <T, Security> getSecurity, Func <Security, IMarketDataDrive, IMarketDataStorage <T> > getStorage, IMarketDataStorageDrive drive)
{
if (security == null)
{
throw new ArgumentNullException("security");
}
if (getTime == null)
{
throw new ArgumentNullException("getTime");
}
if (getSecurity == null)
{
throw new ArgumentNullException("getSecurity");
}
if (getStorage == null)
{
throw new ArgumentNullException("getStorage");
}
if (drive == null)
{
throw new ArgumentNullException("drive");
}
_security = security;
_getTime = getTime;
_arg = arg;
Drive = drive;
_basket = new BasketMarketDataStorage <T>();
var idGenerator = new SecurityIdGenerator();
var parts = idGenerator.Split(security.Id);
var code = parts.Item1;
var securities = InteropHelper
.GetDirectories(Path.Combine(Drive.Drive.Path, code.Substring(0, 1)), code + "*")
.Select(p => Path.GetFileName(p).FolderNameToSecurityId())
.Select(s =>
{
var id = idGenerator.Split(s);
var clone = security.Clone();
clone.Id = s;
clone.Board = ExchangeBoard.GetOrCreateBoard(id.Item2);
return(clone);
});
foreach (var sec in securities)
{
_basket.InnerStorages.Add(getStorage(sec, Drive.Drive));
}
}
protected MarketDataStorage(SecurityId securityId, object arg, Func <TMessage, DateTimeOffset> getTime, Func <TMessage, SecurityId> getSecurityId, Func <TMessage, TId> getId, IMarketDataSerializer <TMessage> serializer, IMarketDataStorageDrive drive)
{
if (securityId.IsDefault())
{
throw new ArgumentException(LocalizedStrings.Str1025, nameof(securityId));
}
SecurityId = securityId;
AppendOnlyNew = true;
_getTime = getTime ?? throw new ArgumentNullException(nameof(getTime));
_getSecurityId = getSecurityId ?? throw new ArgumentNullException(nameof(getSecurityId));
_getId = getId ?? throw new ArgumentNullException(nameof(getId));
Drive = drive ?? throw new ArgumentNullException(nameof(drive));
Serializer = serializer ?? throw new ArgumentNullException(nameof(serializer));
_arg = arg;
}
protected MarketDataStorage(SecurityId securityId, object arg, Func <TData, DateTimeOffset> getTime, Func <TData, SecurityId> getSecurityId, Func <TData, TId> getId, IMarketDataSerializer <TData> serializer, IMarketDataStorageDrive drive)
{
if (securityId == null)
{
throw new ArgumentNullException("securityId");
}
if (securityId == default(SecurityId))
{
throw new ArgumentException(LocalizedStrings.Str1025, "securityId");
}
if (getTime == null)
{
throw new ArgumentNullException("getTime");
}
if (getSecurityId == null)
{
throw new ArgumentNullException("getSecurityId");
}
if (getId == null)
{
throw new ArgumentNullException("getId");
}
if (serializer == null)
{
throw new ArgumentNullException("serializer");
}
if (drive == null)
{
throw new ArgumentNullException("drive");
}
SecurityId = securityId;
AppendOnlyNew = true;
_getTime = getTime;
_getSecurityId = getSecurityId;
_getId = getId;
Drive = drive;
Serializer = serializer;
_arg = arg;
}
protected MarketDataStorage(Security security, object arg, Func <TData, DateTimeOffset> getTime, Func <TData, SecurityId> getSecurity, Func <TData, TId> getId, IMarketDataSerializer <TData> serializer, IMarketDataStorageDrive drive)
: this(security.ToSecurityId(), arg, getTime, getSecurity, getId, serializer, drive)
{
if (security == null)
{
throw new ArgumentNullException("security");
}
if (security.Id.IsEmpty())
{
throw new ArgumentException(LocalizedStrings.Str1025, "security");
}
Security = security;
}