public HistoricalOhlcSource(ICacheFactory cacheFactory, BfProductCode productCode, TimeSpan frameSpan, DateTime endFrom, TimeSpan span, string cacheFolderBasePath)
{
// Create database file if not exists automatically
_cache = cacheFactory.GetOhlcCache(productCode, frameSpan);
var requestedCount = Convert.ToInt32(span.TotalMinutes / frameSpan.TotalMinutes);
endFrom = endFrom.Round(frameSpan);
var startTo = endFrom - span + frameSpan;
var end = endFrom - span + frameSpan;
_source = Observable.Create <IFxOhlcvv>(observer =>
{
var query = _cache.GetOhlcsBackward(endFrom, span);
if (query.Count() == requestedCount)
{
query.ForEach(ohlc => observer.OnNext(ohlc));
}
else
{
// Cryptowatch accepts close-time based range
CryptowatchOhlcSource.Get(productCode, frameSpan, endFrom + frameSpan, startTo + frameSpan).OrderByDescending(e => e.Start).ForEach(ohlc =>
{
_cache.Add(new DbHistoricalOhlc(ohlc, frameSpan));
observer.OnNext(ohlc);
});
_cache.SaveChanges();
}
observer.OnCompleted();
return(() => { });
});
// Cryptowatchの取得リミットに到達していた場合の対処
}
DbSet <DbHistoricalOhlc> GetOhlc(TimeSpan frameSpan)
{
if (!CryptowatchOhlcSource.IsSupportedFrameSpan(frameSpan))
{
throw new NotSupportedException("frame span is not supported.");
}
var ctx = _ohlcs.GetOrAdd(frameSpan, _ =>
{
var dbFolderPath = Path.Combine(_cacheFolderBasePath, ProductCode.ToString());
Directory.CreateDirectory(dbFolderPath);
var dbFileName = string.Format("OHLC_{0}.db3", Convert.ToInt32(frameSpan.TotalMinutes));
return(new OhlcSqliteDbContext("data source=" + Path.Combine(dbFolderPath, dbFileName)));
});
return(ctx.Instance);
}