コード例 #1
0
ファイル: DataCollector.cs プロジェクト: Ktullhu/DataAdmin
        private void BarRequest(CQGCEL cel, IEnumerable<string> symbols, int rangeStart, int rangeEnd, int sessionFilter, string historicalPeriod, string continuationType)
        {
            if (_shouldStop) return;

            _aSymbolStates.Clear();
            _aContinuationType = continuationType;
            _aHistoricalPeriod = eHistoricalPeriod.hpUndefined;
            TableType(historicalPeriod);
            _historicalPeriod = historicalPeriod;

            foreach (string smb in symbols)
            {
                _logger.LogAdd("Creating request for symbol:" + smb, Category.Information, true);
                DatabaseManager.CreateBarsTable(smb, _aTableType);

                CQGTimedBarsRequest request = cel.CreateTimedBarsRequest();
                //LineTime = CEL.Environment.LineTime;

                request.RangeStart = rangeStart;
                request.RangeEnd = rangeEnd;
                request.SessionsFilter = sessionFilter;
                request.Symbol = smb;
                request.IntradayPeriod = _aIntradayPeriod;
                if (_aHistoricalPeriod != eHistoricalPeriod.hpUndefined)
                    request.HistoricalPeriod = _aHistoricalPeriod;

                var bars = cel.RequestTimedBars(request);
                var curTimedBars = cel.AllTimedBars.ItemById[bars.Id];

                if (curTimedBars.Status == eRequestStatus.rsInProgress)
                {
                    _logger.LogAdd("Request is 'In progress' for symbol:" + smb, Category.Information, true);
                    var ss = new SymbolState { IsCollected = false, IsSuccess = false };
                    if (!_aSymbolStates.ContainsKey(smb))
                        _aSymbolStates.Add(smb, ss);
                }
                OnSymbolCollectStart(smb);
            }
        }
コード例 #2
0
ファイル: DataCollector.cs プロジェクト: Ktullhu/DataAdmin
        //*** UI
        private void MissingBarRequest(CQGCEL cel, List<string> symbols, int maxCount, bool isAuto = false)
        {
            if (_shouldStop) return;
            _maxBarsLookBack = Math.Abs(maxCount);
            _aSymbolStates.Clear();
            DatabaseManager.CreateMissingBarExceptionTable();
            DatabaseManager.CreateSessionHolidayTimesTable();
            DatabaseManager.CreateFullReportTable();

            _semaphoreGettingSessionData = new Semaphore(0, 1);

            foreach (string smb in symbols)
            {
                var ss = new SymbolState { IsCollected = false, IsSuccess = false };

                if (!_aSymbolStates.ContainsKey(smb))
                {
                    _aSymbolStates.Add(smb, ss);
                    OnMissingBarStart(smb);
                }
            }

            // Store Holidays
            new Thread(() =>
            {
                Thread.CurrentThread.Name = "AsyncGetingSessionsDataThread";
                StartAsyncGetingSessionsData(cel, symbols);
                _semaphoreGettingSessionData.Release();
            }).Start();

            // Finding Missed bars
            new Thread(() =>
            {
                Thread.CurrentThread.Name = "AsyncCheckingMissedBarsThread";
                _semaphoreGettingSessionData.WaitOne();
                if (isAuto)
                    StartAsyncCheckingMissedBarsAuto(symbols, _maxBarsLookBack);
                else
                    StartAsyncCheckingMissedBars(symbols);

            }).Start();
        }
コード例 #3
0
ファイル: DataCollector.cs プロジェクト: Ktullhu/DataAdmin
        private void TickRequest(CQGCEL cel, IEnumerable<string> symbols, DateTime rangeStart, DateTime rangeEnd, string continuationType)
        {
            if (_shouldStop) return;

            if (rangeStart < DateTime.Now.AddDays(-Settings.Default.MaxTickDays))
                rangeStart = DateTime.Now.AddDays(-Settings.Default.MaxTickDays);

            _aSymbolStates.Clear();
            _aContinuationType = continuationType;
            _historicalPeriod = "tick";

            foreach (string smb in symbols)
            {
                var tickRequest = cel.CreateTicksRequest();
                //LineTime = CEL.Environment.LineTime;
                tickRequest.RangeStart = rangeStart;
                tickRequest.RangeEnd = rangeEnd;
                tickRequest.Type = eTicksRequestType.trtSinceTimeNotify;
                tickRequest.Symbol = smb;

                CQGTicks ticks = cel.RequestTicks(tickRequest);

                if (ticks.Status == eRequestStatus.rsInProgress)
                {
                    var ss = new SymbolState { IsCollected = false, IsSuccess = false };

                    _aSymbolStates.Add(smb, ss);
                }
                OnSymbolCollectStart(smb);
            }
        }