/// <summary>
/// load security data from folder
/// загрузить данные о бумагах из директории
/// </summary>
private void LoadSecurities()
{
if ((_sourceDataType == TesterSourceDataType.Set &&
(string.IsNullOrWhiteSpace(_activSet) || !Directory.Exists(_activSet))) ||
(_sourceDataType == TesterSourceDataType.Folder &&
(string.IsNullOrWhiteSpace(_pathToFolder) || !Directory.Exists(_pathToFolder))))
{
return;
}
SecuritiesTester.Clear();
if (_sourceDataType == TesterSourceDataType.Set)
{
// Hercules data sets / сеты данных Геркулеса
string[] directories = Directory.GetDirectories(_activSet);
if (directories.Length == 0)
{
SendLogMessage(OsLocalization.Market.Message28,
LogMessageType.System);
return;
}
for (int i = 0; i < directories.Length; i++)
{
LoadSeciruty(directories[i]);
}
}
else // if (_sourceDataType == TesterSourceDataType.Folder)
{
// simple files from directory / простые файлы из папки
string[] files = Directory.GetFiles(_pathToFolder);
if (files.Length == 0)
{
SendLogMessage(OsLocalization.Market.Message49,
LogMessageType.Error);
}
LoadCandleFromFolder(_pathToFolder);
}
if (CandleSeriesChangeEvent != null)
{
CandleSeriesChangeEvent(SecuritiesTester);
}
}
/// <summary>
/// загрузить данные о бумагах из директории
/// </summary>
private void LoadSecurities()
{
if ((_sourceDataType == TesterSourceDataType.Set &&
(string.IsNullOrWhiteSpace(_activSet) || !Directory.Exists(_activSet))) ||
(_sourceDataType == TesterSourceDataType.Folder &&
(string.IsNullOrWhiteSpace(_pathToFolder) || !Directory.Exists(_pathToFolder))))
{
return;
}
SecuritiesTester.Clear();
if (_sourceDataType == TesterSourceDataType.Set)
{
// сеты данных Геркулеса
string[] directories = Directory.GetDirectories(_activSet);
if (directories.Length == 0)
{
SendLogMessage("Загрузка бумаг прервана. В указанном сете нет загруженных инструментов.",
LogMessageType.System);
return;
}
for (int i = 0; i < directories.Length; i++)
{
LoadSeciruty(directories[i]);
}
}
else // if (_sourceDataType == TesterSourceDataType.Folder)
{
// простые файлы из папки
string[] files = Directory.GetFiles(_pathToFolder);
if (files.Length == 0)
{
SendLogMessage("Загрузка бумаг прервана. В указанной папке не содержиться ни одного файла.",
LogMessageType.Error);
}
LoadCandleFromFolder(_pathToFolder);
}
if (CandleSeriesChangeEvent != null)
{
CandleSeriesChangeEvent(SecuritiesTester);
}
}
/// <summary>
/// загрузить данные из папки
/// </summary>
private void LoadCandleFromFolder(string folderName)
{
string[] files = Directory.GetFiles(folderName);
if (files.Length == 0)
{
return;
}
List <MinerCandleSeries> security = new List <MinerCandleSeries>();
for (int i = 0; i < files.Length; i++)
{
security.Add(new MinerCandleSeries());
security[security.Count - 1].FileAdress = files[i];
security[security.Count - 1].LogMessageEvent += TesterServer_LogMessageEvent;
string name = files[i].Split('\\')[files[i].Split('\\').Length - 1];
security[security.Count - 1].Security = new Security();
security[security.Count - 1].Security.Name = name;
security[security.Count - 1].Security.Lot = 1;
security[security.Count - 1].Security.NameClass = "TestClass";
security[security.Count - 1].Security.Go = 1;
security[security.Count - 1].Security.PriceStepCost = 1;
security[security.Count - 1].Security.PriceStep = 1;
// тф
// шаг цены
// начало
// конец
StreamReader reader = new StreamReader(files[i]);
// свечи: 20110111,100000,19577.00000,19655.00000,19533.00000,19585.00000,2752
// тики 1 вар: 20150401,100000,86160.000000000,2
// тики 2 вар: 20151006,040529,3010,5,Buy/Sell/Unknown
string str = reader.ReadLine();
try
{
// смотрим свечи ли в файле
Candle candle = new Candle();
candle.SetCandleFromString(str);
// в файле свечи. Смотрим какие именно
security[security.Count - 1].TimeStart = candle.TimeStart;
Candle candle2 = new Candle();
candle2.SetCandleFromString(reader.ReadLine());
security[security.Count - 1].TimeFrameSpan = candle2.TimeStart - candle.TimeStart;
security[security.Count - 1].TimeFrame = GetTimeFrame(security[security.Count - 1].TimeFrameSpan);
// шаг цены
decimal minPriceStep = decimal.MaxValue;
int countFive = 0;
CultureInfo culture = new CultureInfo("ru-RU");
for (int i2 = 0; i2 < 20; i2++)
{
Candle candleN = new Candle();
candleN.SetCandleFromString(reader.ReadLine());
decimal open = (decimal)Convert.ToDouble(candleN.Open);
decimal high = (decimal)Convert.ToDouble(candleN.High);
decimal low = (decimal)Convert.ToDouble(candleN.Low);
decimal close = (decimal)Convert.ToDouble(candleN.Close);
if (open.ToString(culture).Split(',').Length > 1 ||
high.ToString(culture).Split(',').Length > 1 ||
low.ToString(culture).Split(',').Length > 1 ||
close.ToString(culture).Split(',').Length > 1)
{
// если имеет место вещественная часть
int lenght = 1;
if (open.ToString(culture).Split(',').Length > 1 &&
open.ToString(culture).Split(',')[1].Length > lenght)
{
lenght = open.ToString(culture).Split(',')[1].Length;
}
if (high.ToString(culture).Split(',').Length > 1 &&
high.ToString(culture).Split(',')[1].Length > lenght)
{
lenght = high.ToString(culture).Split(',')[1].Length;
}
if (low.ToString(culture).Split(',').Length > 1 &&
low.ToString(culture).Split(',')[1].Length > lenght)
{
lenght = low.ToString(culture).Split(',')[1].Length;
}
if (close.ToString(culture).Split(',').Length > 1 &&
close.ToString(culture).Split(',')[1].Length > lenght)
{
lenght = close.ToString(culture).Split(',')[1].Length;
}
if (lenght == 1 && minPriceStep > 0.1m)
{
minPriceStep = 0.1m;
}
if (lenght == 2 && minPriceStep > 0.01m)
{
minPriceStep = 0.01m;
}
if (lenght == 3 && minPriceStep > 0.001m)
{
minPriceStep = 0.001m;
}
if (lenght == 4 && minPriceStep > 0.0001m)
{
minPriceStep = 0.0001m;
}
if (lenght == 5 && minPriceStep > 0.00001m)
{
minPriceStep = 0.00001m;
}
if (lenght == 6 && minPriceStep > 0.000001m)
{
minPriceStep = 0.000001m;
}
if (lenght == 7 && minPriceStep > 0.0000001m)
{
minPriceStep = 0.0000001m;
}
}
else
{
// если вещественной части нет
int lenght = 1;
for (int i3 = open.ToString(culture).Length - 1; open.ToString(culture)[i3] == '0'; i3--)
{
lenght = lenght * 10;
}
int lengthLow = 1;
for (int i3 = low.ToString(culture).Length - 1; low.ToString(culture)[i3] == '0'; i3--)
{
lengthLow = lengthLow * 10;
if (lenght > lengthLow)
{
lenght = lengthLow;
}
}
int lengthHigh = 1;
for (int i3 = high.ToString(culture).Length - 1; high.ToString(culture)[i3] == '0'; i3--)
{
lengthHigh = lengthHigh * 10;
if (lenght > lengthHigh)
{
lenght = lengthHigh;
}
}
int lengthClose = 1;
for (int i3 = close.ToString(culture).Length - 1; close.ToString(culture)[i3] == '0'; i3--)
{
lengthClose = lengthClose * 10;
if (lenght > lengthClose)
{
lenght = lengthClose;
}
}
if (minPriceStep > lenght)
{
minPriceStep = lenght;
}
if (minPriceStep == 1 &&
open % 5 == 0 && high % 5 == 0 &&
close % 5 == 0 && low % 5 == 0)
{
countFive++;
}
}
}
if (minPriceStep == 1 &&
countFive == 20)
{
minPriceStep = 5;
}
security[security.Count - 1].Security.PriceStep = minPriceStep;
security[security.Count - 1].Security.PriceStepCost = minPriceStep;
// последняя дата
string lastString = null;
while (!reader.EndOfStream)
{
lastString = reader.ReadLine();
}
Candle candle3 = new Candle();
candle3.SetCandleFromString(lastString);
security[security.Count - 1].TimeEnd = candle3.TimeStart;
reader.Close();
}
catch (Exception)
{
security.Remove(security[security.Count - 1]);
}
finally
{
reader.Close();
}
}
// сохраняем бумаги
if (security == null ||
security.Count == 0)
{
return;
}
if (_securities == null)
{
_securities = new List <Security>();
}
for (int i = 0; i < security.Count; i++)
{
if (_securities.Find(security1 => security1.Name == security[i].Security.Name) == null)
{
_securities.Add(security[i].Security);
}
}
// считаем время
SecuritiesTester.AddRange(security);
if (SecuritiesTester.Count != 0)
{
for (int i = 0; i < SecuritiesTester.Count; i++)
{
if ((TimeMin == DateTime.MinValue && SecuritiesTester[i].TimeStart != DateTime.MinValue) ||
(SecuritiesTester[i].TimeStart != DateTime.MinValue && SecuritiesTester[i].TimeStart < TimeMin))
{
TimeMin = SecuritiesTester[i].TimeStart;
TimeStart = SecuritiesTester[i].TimeStart;
TimeNow = SecuritiesTester[i].TimeStart;
}
if (SecuritiesTester[i].TimeEnd != DateTime.MinValue &&
SecuritiesTester[i].TimeEnd > TimeMax)
{
TimeMax = SecuritiesTester[i].TimeEnd;
TimeEnd = SecuritiesTester[i].TimeEnd;
}
SecuritiesTester[i].LoadCandles();
}
}
}
