public void Basics()
{
// build a one symbol filter
TickFileFilter tff = new TickFileFilter(new[] { "GM" });
// get results from above data files
string[] result = tff.Allows(_filenames);
// make sure both files for this symbol match
Assert.Equal(2, result.Length);
// make sure the actual file names are the same
Assert.Equal(result[0], _filenames[0]);
Assert.Equal(result[1], _filenames[4]);
// build a new filter
tff = new TickFileFilter();
// request all matching files for a given year
tff.DateFilter(20070000, DateMatchType.Year);
tff.IsDateMatchUnion = true;
tff.IsSymbolDateMatchUnion = true;
// do the match
result = tff.Allows(_filenames);
// make sure we found 3 files from this year
Assert.Equal(3, result.Length);
// make sure the filename is the same
Assert.Equal(_filenames[3], result[2]);
}
public void AndTest()
{
// build a filter with two stocks
TickFileFilter tff = new TickFileFilter(new string[] { "GM", "SPX" });
// add date file for year
tff.DateFilter(20070000, DateMatchType.Year);
// add another date filter for month
tff.DateFilter(600, DateMatchType.Month);
// set DateFilter to AND/intersection
tff.isDateMatchUnion = false;
// make sure three stocks match
string[] result = tff.Allows(filenames);
Assert.AreEqual(3, result.Length);
// set more exclusive filter
tff.isSymbolDateMatchUnion = false;
// make sure two stocks match
result = tff.Allows(filenames);
Assert.AreEqual(2, result.Length);
}
void fupdate(object sender, bool setunions)
{
// set default search options
if (setunions)
{
// if they have both dates and symbols selected, default
// to intersection of both sets
if (usedates.Checked && usestocks.Checked)
{
_symdateand.Checked = true;
}
else
{
_symdateand.Checked = false;
}
// if there are more than one year, more than one month,
// or more than one day selected... default to a union of sets
if ((yearlist.SelectedIndices.Count > 1) ||
(monthlist.SelectedIndices.Count > 1) ||
(daylist.SelectedIndices.Count > 1))
{
_dateor.Checked = true;
}
// otherwise if dates are enabled, default to intersection only
else if (yearlist.Enabled)
{
_dateand.Checked = true;
}
}
// if we're watching files
if (_dw.Visible)
{
// clear window
_dw.Clear();
// get current filter
TickFileFilter tff = GetFilter();
// get matching files
string [] files = tff.Allows(TikUtil.GetFiles());
// display in window
foreach (string file in files)
{
_dw.GotDebug(System.IO.Path.GetFileNameWithoutExtension(file));
}
}
// notify listeners
if (FilterUpdate != null)
{
FilterUpdate(sender, new EventArgs());
}
}
public void Basics()
{
TickFileFilter tff = new TickFileFilter(new string[] { "GM" });
string[] result = tff.Allows(filenames);
Assert.That(result.Length == 1);
Assert.That(result[0] == filenames[0]);
tff = new TickFileFilter();
tff.DateFilter(20070000, DateMatchType.Year);
result = tff.Allows(filenames);
Assert.That(result.Length == 3);
Assert.That(result[2] == filenames[3]);
}
/// <summary>
/// Reinitialize the cache
/// </summary>
public void Initialize()
{
if (_inited)
{
return; // only init once
}
//Clear current data
_securityfiles.Clear();
if (_tickfiles.Length == 0)
{
// get our listings of historical files (idx and epf)
string[] files = Directory.GetFiles(_folder, Tickext);
_tickfiles = _filter.Allows(files);
}
_fileInfos = new Dictionary <string, TickFileInfo>();
// get dates
for (int i = 0; i < _tickfiles.Length; i++)
{
_fileInfos.Add(_tickfiles[i], Util.ParseFile(_tickfiles[i]));
}
// setup our initial index (order all files by dates)
_tickfiles = _fileInfos.OrderBy(x => x.Value.Date).Select(x => x.Key).ToArray();
// save index and objects in order
_doneindex = _tickfiles.Length - 1;
FilesPresent = _tickfiles.Length;
FilesProcessed = 0;
// initialize initial files (readahead x number of files)
InitializeAhead(_cacheahead);
// check for event
if (GotTick != null)
{
_hasevent = true;
}
else
{
Log.Debug("No GotTick event defined!");
}
// read in single tick just to get first time for user
Isnexttick();
//Done for now
_inited = true;
}
/// <summary>
/// Reinitialize the cache
/// </summary>
public void Initialize()
{
if (_inited)
{
return; // only init once
}
//Clear current data
_fileInfos.Clear();
if (_tickfiles.Length == 0)
{
// get our listings of historical files (idx and epf)
string[] files = Directory.GetFiles(_folder, Tickext);
_tickfiles = _filter.Allows(files);
}
//Check for cache size
if (_tickfiles.Length < _readcache)
{
_readcache = _tickfiles.Length;
}
// now we have our list, initialize initial instruments from file
for (int i = 0; i < _tickfiles.Length; i++)
{
_fileInfos.Add(_tickfiles[i], Util.ParseFile(_tickfiles[i]));
}
// order files according to date
_tickfiles = _fileInfos.OrderBy(x => x.Value.Date).Select(x => x.Key).ToArray();
// setup our initial index
_currentindex = 0;
FilesPresent = _fileInfos.Count;
FilesProcessed = 0;
// read in single tick just to get first time for user
InitializeAhead(_readcache);
_inited = true;
// set first time as hint for user
Setnexttime();
}
bool getsimhints(string folder, TickFileFilter tff, ref int date, ref string[] syms)
{
date = 0;
syms = new string[0];
try
{
string wild_ext = _useCsvTicks.Checked ? "*_trades.csv" : TikConst.WILDCARD_EXT;
var searOpts = _useCsvTicks.Checked ? SearchOption.AllDirectories : SearchOption.TopDirectoryOnly;
string[] files = Directory.GetFiles(folder, wild_ext, searOpts);
var simfiles = tff.Allows(files);
List <string> simsyms = new List <string>(simfiles.Length);
Array.Sort(simfiles);
// get earliest date
var min = int.MaxValue;
foreach (var sf in simfiles)
{
var sec = _useCsvTicks.Checked ? ChimeraDataUtils.SecurityFromFileName(sf) : SecurityImpl.SecurityFromFileName(sf);
if (!string.IsNullOrWhiteSpace(sec.symbol) && !simsyms.Contains(sec.symbol))
{
simsyms.Add(sec.symbol);
}
if ((sec.Date > 0) && (sec.Date < min))
{
min = sec.Date;
}
}
if (min != int.MaxValue)
{
date = min;
}
syms = simsyms.ToArray();
return(true);
}
catch (Exception ex)
{
debug("error getting sim hints: " + ex.Message + ex.StackTrace);
return(false);
}
}
