public static BarList FromTIK(string filename)
{
SecurityImpl s = SecurityImpl.FromTIK(filename);
s.HistSource.gotTick += new TickDelegate(HistSource_gotTick);
_fromepf = new BarListImpl(s.Symbol);
while (s.HistSource.NextTick())
{
;
}
return(_fromepf);
}
SecurityImpl getsec(string file)
{
try
{
SecurityImpl s = SecurityImpl.FromTIK(file);
return(s);
}
catch (Exception ex)
{
debug("error reading TIK file: " + file + " err: " + ex.Message + ex.StackTrace);
return(null);
}
}
/// <summary>
/// converts EPF files to tradelink tick files in current directory
/// </summary>
/// <param name="args"></param>
public static void EPF2TIK(string[] args)
{
// get a list of epf files
foreach (string file in args)
{
SecurityImpl sec = SecurityImpl.FromTIK(file);
sec.HistSource.gotTick += new TradeLink.API.TickDelegate(HistSource_gotTick);
_tw = new TikWriter(sec.Symbol);
while (sec.NextTick())
{
_tw.Close();
}
}
}
/// <summary>
/// create barlist from a tik file using given intervals/types
/// </summary>
/// <param name="filename"></param>
/// <param name="uselast"></param>
/// <param name="usebid"></param>
/// <param name="intervals"></param>
/// <param name="types"></param>
/// <returns></returns>
public static BarList FromTIK(string filename, bool uselast, bool usebid, int[] intervals, BarInterval[] types)
{
_uselast = uselast;
_usebid = usebid;
SecurityImpl s = SecurityImpl.FromTIK(filename);
s.HistSource.gotTick += new TickDelegate(HistSource_gotTick);
_fromepf = new BarListImpl(s.Symbol, intervals, types);
while (s.HistSource.NextTick())
{
;
}
return(_fromepf);
}
/// <summary>
/// Reinitialize the cache
/// </summary>
public void Initialize()
{
if (_inited)
{
return; // only init once
}
if (_tickfiles.Length == 0)
{
// get our listings of historical files (idx and epf)
string[] files = Directory.GetFiles(_folder, tickext);
_tickfiles = _filter.Allows(files);
}
// now we have our list, initialize instruments from files
foreach (string file in _tickfiles)
{
SecurityImpl s = SecurityImpl.FromTIK(file);
if ((s != null) && s.isValid && s.HistSource.isValid)
{
Workers.Add(new simworker(s));
}
}
// setup our initial index
idx = genidx(Workers.Count);
cidx = new int[Workers.Count];
D("Initialized " + (_tickfiles.Length) + " instruments.");
D(string.Join(Environment.NewLine.ToString(), _tickfiles));
// read in single tick just to get first time for user
FillCache(1);
// get total ticks represented by files
_availticks = 0;
for (int i = 0; i < Workers.Count; i++)
{
if (Workers[i].workersec != null)
{
_availticks += Workers[i].workersec.ApproxTicks;
}
}
D("Approximately " + TicksPresent + " ticks to process...");
_inited = true;
// set first time as hint for user
setnexttime();
}
public static bool PlayHistoricalTicks(Response r, GenericTracker <string> symbols, DateTime start, DateTime endexclusive, int expecteddays, DebugDelegate deb)
{
bool skipexpected = expecteddays == 0;
// prepare to track actual days for each symbol
GenericTracker <int> actualdays = new GenericTracker <int>();
foreach (string sym in symbols)
{
actualdays.addindex(sym, 0);
}
// prepare to track all tickfiles
Dictionary <string, List <string> > files = new Dictionary <string, List <string> >();
// get all required tickfiles for each symbol on each date
DateTime now = new DateTime(start.Ticks);
int tfc = 0;
while (now < endexclusive)
{
// get the tick files
List <string> allfiles = TikUtil.GetFilesFromDate(Util.TLTickDir, Util.ToTLDate(now));
// go through them all and see if we find expected number
foreach (string fn in allfiles)
{
// get security
SecurityImpl sec = SecurityImpl.FromTIK(fn);
// see if we want this symbol
int idx = symbols.getindex(sec.HistSource.RealSymbol);
if (idx < 0)
{
idx = symbols.getindex(sec.Symbol);
}
sec.HistSource.Close();
// skip if we don't
if (idx < 0)
{
continue;
}
string sym = symbols.getlabel(idx);
// if we have it, count actual day
actualdays[idx]++;
// save file and symbol
if (!files.ContainsKey(sym))
{
files.Add(sym, new List <string>());
}
files[sym].Add(fn);
// count files
tfc++;
}
// add one day
now = now.AddDays(1);
}
// notify
if (deb != null)
{
deb("found " + tfc + " tick files matching dates: " + Util.ToTLDate(start) + "->" + Util.ToTLDate(endexclusive) + " for: " + string.Join(",", symbols.ToArray()));
}
// playback when actual meets expected
bool allok = true;
foreach (string sym in symbols)
{
if (skipexpected || (actualdays[sym] >= expecteddays))
{
// get tick files
string[] tf = files[sym].ToArray();
// notify
if (deb != null)
{
deb(sym + " playing back " + tf.Length + " tick files.");
}
// playback
HistSim h = new SingleSimImpl(tf);
h.GotTick += new TickDelegate(r.GotTick);
h.PlayTo(MultiSimImpl.ENDSIM);
h.Stop();
// notify
if (deb != null)
{
deb(sym + " completed playback. ");
}
}
else
{
allok = false;
}
}
return(allok);
}
SecurityImpl getsec(string file)
{
SecurityImpl s = SecurityImpl.FromTIK(file);
return(s);
}
