protected virtual void Dispose(bool disposing)
{
if (!isDisposed)
{
isDisposed = true;
if (disposing)
{
if (debug)
{
log.Debug("Dispose()");
}
if (queueTask != null)
{
queueTask.Stop();
queueTask.Join();
}
if (reader != null)
{
reader.Dispose();
}
if (tickTimer != null)
{
tickTimer.Dispose();
}
if (fillSimulator != null)
{
if (debug)
{
log.Debug("Setting fillSimulator.IsOnline false");
}
fillSimulator.IsOnline = false;
}
else
{
if (debug)
{
log.Debug("fillSimulator is null.");
}
}
}
}
else
{
if (debug)
{
log.Debug("isDisposed " + isDisposed);
}
}
}
private void Finalize()
{
if (debug)
{
log.Debug("Finalize()");
}
Flush();
var count = tickFile.WriteCounter;
var append = Interlocked.Read(ref appendCounter);
if (debug)
{
log.Debug("Only " + count + " writes before closeFile but " + append + " appends.");
}
if (tickFile != null)
{
tickFile.Dispose();
}
isFinalized = true;
}
protected virtual void Dispose(bool disposing)
{
if (!isDisposed)
{
isDisposed = true;
lock (taskLocker) {
if (fileReaderTask != null)
{
fileReaderTask.Stop();
fileReaderTask.Join();
}
if (tickFile != null)
{
tickFile.Dispose();
}
lock ( readerListLocker) {
readerList.Remove(this);
}
isFinalized = true;
}
}
}
public void ReadFile()
{
try
{
TickIO firstTick = Factory.TickUtil.TickIO();
TickIO lastTick = Factory.TickUtil.TickIO();
TickIO prevTick = Factory.TickUtil.TickIO();
long count = 0;
long dups = 0;
long quotes = 0;
long trades = 0;
long quotesAndTrades = 0;
var tickIO = Factory.TickUtil.TickIO();
try
{
while (reader.TryReadTick(tickIO))
{
if (count == 0)
{
firstTick.Copy(tickIO);
}
if (tickIO.IsQuote && tickIO.IsTrade)
{
quotesAndTrades++;
}
else if (tickIO.IsQuote)
{
quotes++;
}
else
{
trades++;
}
if (count > 0)
{
bool quoteDup = tickIO.IsQuote && prevTick.IsQuote && tickIO.Bid == prevTick.Bid && tickIO.Ask == prevTick.Ask;
bool tradeDup = tickIO.IsTrade && prevTick.IsTrade && tickIO.Price == prevTick.Price;
if (tickIO.IsQuote && tickIO.IsTrade)
{
if (quoteDup && tradeDup)
{
dups++;
}
}
else if (tickIO.IsQuote)
{
if (quoteDup)
{
dups++;
}
}
else
{
if (tradeDup)
{
dups++;
}
}
}
count++;
prevTick.Copy(tickIO);
}
}
catch (QueueException)
{
// Terminated.
}
lastTick.Copy(tickIO);
stringBuilder.AppendLine("Symbol: " + reader.Symbol);
stringBuilder.AppendLine("Version: " + reader.DataVersion);
stringBuilder.AppendLine("Ticks: " + count);
if (quotes > 0)
{
stringBuilder.AppendLine("Quote Only: " + quotes);
}
if (trades > 0)
{
stringBuilder.AppendLine("Trade Only: " + trades);
}
if (quotesAndTrades > 0)
{
stringBuilder.AppendLine("Quote and Trade: " + quotesAndTrades);
}
var time = firstTick.Time.ToString();
var utcTime = firstTick.UtcTime.ToString();
stringBuilder.AppendLine("From: " + time + " (local), " + utcTime + " (UTC)");
time = lastTick.Time.ToString();
utcTime = lastTick.UtcTime.ToString();
stringBuilder.AppendLine(" To: " + time + " (local), " + utcTime + " (UTC)");
if (dups > 0)
{
stringBuilder.AppendLine("Prices duplicates: " + dups);
}
}
finally
{
reader.Dispose();
}
}
public void TSConverter(SymbolInfo symbolParam)
// public void TSConverter(SymbolInfo symbolParam, string from, string to, TimeStamp startTime, TimeStamp endTime, bool fromMinute)
{
// this.symbol = symbolInfo;
symbol = symbolParam;
string path = Factory.Settings["AppDataFolder"] + @"\" + dataFolder + @"\"; // *** specify the path to the input file here
// SymbolInfo symbol; // take user input symbol
string ext = ".txt"; // *** specify input file extension here
// double utcOffset = TimeStamp.UtcOffset;
String tsLine; // the raw price data line
double tickOpen;
double tickHigh;
double tickLow;
double tickClose;
int tickVolume;
ArrayList ticksOut = new ArrayList();
// int ticksOutCount = 0;
// bool fromMinute;
char[] delimiterChars = { ',' };
// Do all the work here.
// fromMinute = isFromMinute;
int countLines = 0;
try
{
using (StreamReader sr = new StreamReader(fromFile))
{
tickIO.Initialize();
tickIO.SetSymbol(symbol.BinaryIdentifier);
while ((tsLine = sr.ReadLine()) != null)
{
countLines++;
if (countLines > 1)
{
tsBits = tsLine.Split(delimiterChars, StringSplitOptions.RemoveEmptyEntries);
if (fromMinute)
{
tickOpen = double.Parse(tsBits[2]);
tickHigh = double.Parse(tsBits[3]);
tickLow = double.Parse(tsBits[4]);
tickClose = double.Parse(tsBits[5]);
tickVolume = int.Parse(tsBits[6]);
if (tickOpen == tickHigh && tickOpen == tickLow && tickOpen == tickClose)
{
writeATick(tickOpen, tickVolume);
}
else
{
writeATick(tickOpen, 0);
if (tickHigh - tickClose >= tickClose - tickOpen)
{
writeATick(tickHigh, 0);
writeATick(tickLow, 0);
writeATick(tickHigh, 0);
}
else
{
writeATick(tickLow, 0);
writeATick(tickHigh, 0);
writeATick(tickLow, 0);
}
writeATick(tickClose, tickVolume);
}
}
}
}
}
}
catch (Exception ex)
{
throw new ApplicationException("Error on line " + countLines + ": " + ex.Message, ex);
}
finally {
if (tickWriter != null)
{
tickWriter.Dispose();
}
}
using (StreamWriter sw = new StreamWriter(path + symbol + "_log" + ext)) {
for (int i = 0; i < ticksOut.Count; i++)
{
sw.WriteLine(ticksOut[i]);
}
}
}