コード例 #1
0
ファイル: TikUtil.cs プロジェクト: nacht/tradelink
 /// <summary>
 /// create file from ticks
 /// </summary>
 /// <param name="ticks"></param>
 /// <param name="debs"></param>
 /// <returns></returns>
 public static bool TicksToFile(Tick[] ticks, DebugDelegate debs)
 {
     try
     {
         TikWriter tw = new TikWriter();
         foreach (Tick k in ticks)
         {
             tw.newTick(k);
         }
         tw.Close();
         if (debs != null)
         {
             debs(tw.RealSymbol + " saved " + tw.Count + " ticks to: " + tw.Filepath);
         }
     }
     catch (Exception ex)
     {
         if (debs != null)
         {
             debs(ex.Message + ex.StackTrace);
         }
         return(false);
     }
     return(true);
 }
コード例 #2
0
ファイル: TickArchiver.cs プロジェクト: antonywu/tradelink
        public bool newTick(Tick t)
        {
            if ((t.symbol==null) || (t.symbol=="")) return false;
            TikWriter tw;
            if (filedict.TryGetValue(t.symbol, out tw))
            {
                try 
                {
                    tw.newTick(t);
                }
                catch (IOException) { return false; }
            }
            else
            {
                try 
                {
                    tw = new TikWriter(_path, t.symbol, t.date);
                    tw.newTick(t);
                    filedict.Add(t.symbol, tw);
                }
                catch (IOException) { return false; }
                catch (Exception) { return false; }
            }

            return true;
        }
コード例 #3
0
        public bool newTick(Tick t)
        {
            if ((t.symbol == null) || (t.symbol == ""))
            {
                return(false);
            }
            TikWriter tw;

            if (filedict.TryGetValue(t.symbol, out tw))
            {
                try
                {
                    tw.newTick(t);
                }
                catch (IOException) { return(false); }
            }
            else
            {
                try
                {
                    tw = new TikWriter(_path, t.symbol, t.date);
                    tw.newTick(t);
                    filedict.Add(t.symbol, tw);
                }
                catch (IOException) { return(false); }
                catch (Exception) { return(false); }
            }

            return(true);
        }
コード例 #4
0
ファイル: TikUtil.cs プロジェクト: sopnic/larytet-master
 /// <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();
     }
 }
コード例 #5
0
ファイル: TikUtil.cs プロジェクト: nacht/tradelink
 /// <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();
         }
     }
 }
コード例 #6
0
 /// <summary>
 /// write header for tick file
 /// </summary>
 /// <param name="bw"></param>
 /// <param name="realsymbol"></param>
 /// <returns></returns>
 public static bool Header(TikWriter bw, string realsymbol)
 {
     bw.OutStream = new FileStream(bw.Filepath, FileMode.Create, FileAccess.Write, FileShare.Read);
     // version
     bw.Write(TikConst.Version);
     bw.Write(TikConst.FILECURRENTVERSION);
     // full symbol name
     bw.Write(realsymbol); //
     // fields end
     bw.Write(TikConst.StartData);
     // flag header as created
     bw._hasheader = true;
     return(true);
 }
コード例 #7
0
ファイル: TikUtil.cs プロジェクト: sopnic/larytet-master
        public static bool TicksToFile(Tick[] ticks, DebugDelegate debs)
        {
            try
            {
                TikWriter tw = new TikWriter();
                foreach (Tick k in ticks)
                    tw.newTick(k);
                tw.Close();
                if (debs != null)
                    debs(tw.RealSymbol + " saved " + tw.Count + " ticks to: " + tw.Filepath);

            }
            catch (Exception ex)
            {
                if (debs != null)
                    debs(ex.Message + ex.StackTrace);
                return false;
            }
            return true;
        }
コード例 #8
0
        bool convert(Converter con, string filename,int tradesize,string sym)
        {
            int bads = 0;
            int thistotal = _ticksprocessed;
            bool g = true;
            // get output filename
            string convertname = string.Empty;
            // setup writing to output
            TikWriter outfile = null;
            // setup input file
            StreamReader infile = null;
            int _date = 0;
            int cqgdecimalplaces = 2;

            try
            {
                // open input file
                switch (con)
                {
                    case Converter.TradeStation:
                        infile = new StreamReader(filename);
                        // read in and ignore header of input file
                        infile.ReadLine();
                        break;
                    case Converter.eSignal_EPF:
                        infile = new StreamReader(filename);
                        // ignore header
                        SecurityImpl esec = eSigTick.InitEpf(infile);
                        _sym = esec.Symbol;
                        break;
                    case Converter.CQG:
                        infile = new StreamReader(filename);
                        cqgdecimalplaces = (int) this._cqgdecimalplacesinput.Value;
                        // no header
                        break;
                    case Converter.TradingPhysicsTnS:
                    case Converter.TradingPhysicsTV:
                        string file = System.IO.Path.GetFileName(filename);
                        string[] date_sym = file.Split('_');
                        string[] sym_ext = date_sym[1].Split('.');
                        string datestr = date_sym[0];
                        int.TryParse(datestr, out _date);
                        _sym = sym_ext[0];
                        infile = new StreamReader(filename);
                        infile.ReadLine();//discard header line
                        break;
                    case Converter.QCollector_eSignal:
                        infile = new StreamReader(filename);
                        // no header in file
                        break;
                    case Converter.MultiCharts:
                        // The symbol for data being imported is obtained from the filename
                        // Selected files for import must be named SYMBOL.ext - eg AAPL.txt, GOOG.txt
                        _sym = System.IO.Path.GetFileNameWithoutExtension(filename);
                        infile = new StreamReader(filename);
                        infile.ReadLine(); // ignore first line header of input file
                        break;
                 }

            }
            catch (Exception ex) { debug("error reading input header:" + ex.Message); g = false; }
            // setup previous tick and current tick
            Tick pk = new TickImpl();
            Tick k = null;
            do
            {
                try
                {
                    // get next tick from the file

                    switch (con)
                    {
                        case Converter.CQG:
                            k = CQG.parseline(infile.ReadLine(), tradesize, cqgdecimalplaces );
                            break;
                        case Converter.eSignal_EPF:
                            k = eSigTick.FromStream(_sym, infile);
                            break;
                        case Converter.TradeStation:
                            k = TradeStation.parseline(infile.ReadLine(), sym, tradesize);
                            break;
                        case Converter.TradingPhysicsTnS:
                            k = TradingPhysicsTnS.parseline(infile.ReadLine(), _sym, _date);
                            break;
                        case Converter.TradingPhysicsTV:
                            k = TradingPhysicsTV.parseline(infile.ReadLine(), _sym, _date);
                            break;
                        case Converter.QCollector_eSignal:
                            k = QCollector.parseline(infile.ReadLine(), sym);
                            break;
                        case Converter.MultiCharts:
                            k = MultiCharts.parseline(infile.ReadLine(), _sym);
                            break;
                    }
                }
                catch (Exception ex) { bads++;  continue; }
                if (k == null)
                {
                    debug("Invalid converter: " + con.ToString());
                    return false;
                }
                // bad tick
                if (k.date == 0) { bads++; continue; }
                // if dates don't match, we need to write new output file
                if (k.date != pk.date)
                {
                    try
                    {
                    // if the outfile was open previously, close it
                    if (outfile != null)
                        outfile.Close();
                        // get path from input
                        string path = Path.GetDirectoryName(filename) + "\\";
                        // setup new file
                        outfile = new TikWriter(path,k.symbol, k.date);
                        // report progress
                        progress((double)_ticksprocessed / _approxtotal);
                    }
                    catch (Exception ex) { debug(ex.Message); g = false; }
                }
                try
                {
                    // write the tick
                    outfile.newTick(k);
                    // save this tick as previous tick
                    pk = k;
                    // count the tick as processed
                    _ticksprocessed++;
                }
                catch (Exception ex) { debug("error writing output tick: " + ex.Message); g = false; }

            }
            // keep going until input file is exhausted
            while (!infile.EndOfStream);
            // close output file
            if (outfile == null)
            {
                debug("Tick file was never opened, likely that input file in wrong format.");

            }
            else
            {
                debug("Saved: " + outfile.Filepath);
                outfile.Close();
            }
            // close input file
            infile.Close();
            // get percentage of good ticks
            double goodratio = (_ticksprocessed - thistotal - bads) / (_ticksprocessed - (double)thistotal);
            if (goodratio < GOODRATIO)
            {
                debug("Less than " + GOODRATIO.ToString("P0") + " good ticks");
                g = false;
            }
            // return status
            return g;
        }
コード例 #9
0
ファイル: BarListImpl.cs プロジェクト: wang-shun/tradelink
 public static bool ChartSave(BarList bl, string path, int date)
 {
     try
     {
         Directory.CreateDirectory(path);
     }
     catch { return false; }
     try
     {
         if (date == 0)
             date = bl.RecentBar.Bardate;
         string fn = TikWriter.SafeFilename(bl.Symbol, path, date);
         if (System.IO.File.Exists(fn))
         {
             try { System.IO.File.Delete(fn); }
             catch { return false; }
         }
         TikWriter tw = new TikWriter(path, bl.Symbol, date);
         foreach (Bar b in bl)
         {
             Tick[] ticks = BarImpl.ToTick(b);
             foreach (Tick k in ticks)
                 tw.newTick(k);
         }
         tw.Close();
         return true;
     }
     catch { }
     return false;
 }
コード例 #10
0
ファイル: HistSimIndex.cs プロジェクト: bluejack2000/core
        /// <summary>
        /// build the index
        /// </summary>
        public void Start()
        {
            const int RATE = 30000;
            int esttick = estsize() / 40;
            double est =  esttick/ RATE;
            TimeSpan ts = new TimeSpan(0, 0, (int)est);
            System.Diagnostics.Stopwatch sw = new System.Diagnostics.Stopwatch();
            sw.Start();
            debug("Starting creation of index... estimated: "+ts.ToString());
            // start the workers
            for (int i = 0; i < TOC.GetLength(0); i++)
            {
                // try provided path
                string fn = TOC[i, 0];
                // ensure file exists
                if (File.Exists(fn))
                    readers.Add(new tickreader(i, fn, _binaryindex, Interval));
                else
                {
                    // try default path
                    fn = Folder + "\\" + Path.GetFileName(TOC[i, 0]);
                    if (File.Exists(fn))
                        readers.Add(new tickreader(i, fn, _binaryindex, Interval));
                    else
                        debug(fn + " not found.");
                }
            }
            debug("Started "+readers.Count+" readers, waiting for completition");
            // wait till they're done
            _running = true;
            while (_running)
            {
                System.Threading.Thread.Sleep(SLEEP);
                bool busy = false;
                for (int i = 0; i < readers.Count; i++)
                    busy |= readers[i].IsBusy;
                _running = busy;
            }
            debug("Readers completed, assembling master index.");
            _running = false;
            // estimate size
            int size = 0;
            bool finished = true;
            foreach (tickreader tr in readers)
            {
                finished &= tr.finished;
                size += tr.count;
            }
            // append to single arrays
            List<long> times = new List<long>(size);
            List<int> index = new List<int>(size);
            foreach (tickreader tr in readers)
            {
                times.AddRange(tr.datetimes);
                index.AddRange(tr.index);
            }
            long[] ltimes = times.ToArray();
            int[] iindex = index.ToArray();
            // sort master array
            Array.Sort(ltimes, iindex);
            // save play index
            _idx = iindex;
            // save times
            _times = ltimes;
            // see if we're saving binary index
            if (_binaryindex)
            {
                // fake symbol name
                string sym = MD5(indextoc(this));
                // ensure binary index folder exists
                if (!Directory.Exists(IndexFolder))
                    Directory.CreateDirectory(IndexFolder);
                // create file
                TikWriter tw = new TikWriter(IndexFolder, sym, 0);
                // get a filename
                _binaryidx = tw.Filepath;
                debug("Creating binary index: "+BinaryIndex);
                // master tick list
                Tick[] ktiks = new Tick[times.Count];
                ltimes = times.ToArray();
                int next = 0;
                for (int i = 0; i < readers.Count; i++)
                {
                    int len = readers[i].ticks.Count;
                    readers[i].ticks.CopyTo(0, ktiks, next, len);
                    next += len;
                    readers[i].ticks.Clear();
                }
                // sort ticks
                Array.Sort(ltimes, ktiks);
                // save ticks to binary file
                int count = 0;
                for (int i = 0; i < iindex.Length; i++)
                {
                    // get tick
                    Tick k = ktiks[count++];
                    // save
                    tw.newTick(k);
                }
                tw.Close();
                debug("binary index completed containing " + count + " ticks.");

            }
            // save finish state
            _finished = finished;
            // clean up readers
            readers.Clear();
            sw.Stop();
            double actual = sw.Elapsed.TotalSeconds;
            double rate =  actual == 0 ? 0 : ltimes.Length / actual;
            debug("Master index complete.   actual: "+sw.Elapsed.ToString()+"("+rate.ToString("N0")+" ticks/sec)");
            
        }
コード例 #11
0
        double writeandread(Tick[] data, int date, bool printperf)
        {            
            // clear out the read buffer
            readdata.Clear();
            // keep track of time
            double elapms;
            System.Diagnostics.Stopwatch sw = new System.Diagnostics.Stopwatch();
            // write new file from data
            TikWriter tw = new TikWriter(PATH,data[0].symbol,date==0 ? data[0].date: date);
            string FILE = tw.Filepath;
            sw.Start();
            foreach (Tick k in data)
                tw.newTick(k);
            sw.Stop();
            tw.Close();
            elapms = (double)sw.ElapsedMilliseconds;
            if (printperf)
                Console.WriteLine("write speed (ticks/sec): " + (data.Length / (elapms / 1000)).ToString("n0"));

            // read file back in from file
            TikReader tr = new TikReader(FILE);
            tr.gotTick += new TickDelegate(tr_gotTick);
            sw.Reset();
            sw.Start();
            while (tr.NextTick()) ;
            sw.Stop();
            tr.Close();
            elapms = (double)sw.ElapsedMilliseconds;
            if (printperf)
                Console.WriteLine("read speed (ticks/sec): " + (data.Length/(elapms/1000)).ToString("n0"));

            // remove file
            removefile(FILE);
            
            return elapms;
        }
コード例 #12
0
ファイル: TikConvertMain.cs プロジェクト: antonywu/tradelink
 bool convert(string filename,int tradesize)
 {
     bool g = true;
     // get output filename
     string convertname = string.Empty;
     // setup writing to output
     TikWriter outfile = null;
     // setup input file
     StreamReader infile = null;
     try
     {
         // open input file
         infile = new StreamReader(filename);
     }
     catch (Exception ex) { debug("error reading input header:" + ex.Message); g = false; }
     // setup previous tick
     TickImpl pk = new TickImpl();
     do
     {
         // get next tick from the file
         TickImpl k = parseline(infile.ReadLine(), tradesize);
         // if dates don't match, we need to write new output file
         if (k.date != pk.date)
         {
             // if the outfile was open previously, close it
             if (outfile != null) outfile.Close();
             try
             {
                 // get file name
                 string fn = _path+"//"+k.symbol + k.date + ".EPF";
                 // setup new file
                 outfile = new TikWriter(k.symbol, k.date);
                 // report progress
                 progress((double)_ticksprocessed / _approxtotal);
             }
             catch (Exception ex) { debug(ex.Message); g = false; }
         }
         try
         {
             // write the tick
             outfile.newTick(k);
         }
         catch (Exception ex) { debug("error writing output tick: " + ex.Message); g = false; }
         // save this tick as previous tick
         pk = k;
         // count the tick as processed
         _ticksprocessed++;
     }
     // keep going until input file is exhausted
     while (!infile.EndOfStream);
     // close output file
     outfile.Close();
     // return status
     return g;
 }
コード例 #13
0
ファイル: TikConvertMain.cs プロジェクト: bluejack2000/core
        bool CSV_DTOHLCV_convert(string filename, int tradesize, string sym)
        {
            int bads = 0;
            int thistotal = _ticksprocessed;
            bool g = true;
            // get output filename
            string convertname = string.Empty;
            // setup writing to output
            TikWriter outfile = null;
            // setup input file
            StreamReader infile = null;

            try
            {
                // open input file
                infile = new StreamReader(filename);
                // read in and ignore header of input file
                infile.ReadLine();
            }
            catch (Exception ex) { debug("error reading input header:" + ex.Message); g = false; }

            // setup previous tick and current tick
            Tick[] pk = { new TickImpl(), new TickImpl(), new TickImpl(), new TickImpl() };
            Tick[] k = null;    // this is a tick array instead of a simple tick

            do
            {
                try
                {
                    // get next tick from the file
                    k = CSV.parseline(infile.ReadLine(), sym);
                }
                catch (Exception ex) 
                {
                    debug("error reading line of: " + filename + " err: " + ex.Message + ex.StackTrace);
                    bads++; 
                    continue; 
                }
                if (k == null)
                {
                    debug("Invalid converter: " + Converter.CSV_DTOHLCV.ToString());
                    return false;
                }
                // bad tick
                if (k[0].date == 0) { bads++; continue; }
                // if dates don't match, we need to write new output file; only checking the opening ticks' dates
                if (k[0].date != pk[0].date)
                {
                    try
                    {
                        // if the outfile was open previously, close it
                        if (outfile != null)
                            outfile.Close();
                        // get path from input
                        string path = Path.GetDirectoryName(filename) + "\\";
                        // setup new file
                        outfile = new TikWriter(path, k[0].symbol, k[0].date);
                        // report progress
                        progress((double)_ticksprocessed / _approxtotal);
                    }
                    catch (Exception ex) { debug(ex.Message); g = false; }
                }
                try
                {
                    // write the tick
                    foreach (Tick t in k)
                        outfile.newTick(t);

                    // save this tick array as previous tick array
                    pk = k;

                    // count the tick as processed
                    _ticksprocessed += 4;
                }
                catch (Exception ex) { debug("error writing output tick: " + ex.Message); g = false; }

            }
            // keep going until input file is exhausted
            while (!infile.EndOfStream);
            // close output file
            if (outfile == null)
            {
                debug("Tick file was never opened, likely that input file in wrong format.");

            }
            else
            {
                debug("Saved: " + outfile.Filepath);
                outfile.Close();
            }
            // close input file
            infile.Close();
            // get percentage of good ticks
            double goodratio = (_ticksprocessed - thistotal - bads) / (_ticksprocessed - (double)thistotal);
            if (goodratio < GOODRATIO)
            {
                debug("Less than " + GOODRATIO.ToString("P0") + " good ticks");
                g = false;
            }
            // return status
            return g;
        }
コード例 #14
0
        /// <summary>
        /// build the index
        /// </summary>
        public void Start()
        {
            const int RATE    = 30000;
            int       esttick = estsize() / 40;
            double    est     = esttick / RATE;
            TimeSpan  ts      = new TimeSpan(0, 0, (int)est);

            System.Diagnostics.Stopwatch sw = new System.Diagnostics.Stopwatch();
            sw.Start();
            debug("Starting creation of index... estimated: " + ts.ToString());
            // start the workers
            for (int i = 0; i < TOC.GetLength(0); i++)
            {
                // try provided path
                string fn = TOC[i, 0];
                // ensure file exists
                if (File.Exists(fn))
                {
                    readers.Add(new tickreader(i, fn, _binaryindex, Interval));
                }
                else
                {
                    // try default path
                    fn = Folder + "\\" + Path.GetFileName(TOC[i, 0]);
                    if (File.Exists(fn))
                    {
                        readers.Add(new tickreader(i, fn, _binaryindex, Interval));
                    }
                    else
                    {
                        debug(fn + " not found.");
                    }
                }
            }
            debug("Started " + readers.Count + " readers, waiting for completition");
            // wait till they're done
            _running = true;
            while (_running)
            {
                System.Threading.Thread.Sleep(SLEEP);
                bool busy = false;
                for (int i = 0; i < readers.Count; i++)
                {
                    busy |= readers[i].IsBusy;
                }
                _running = busy;
            }
            debug("Readers completed, assembling master index.");
            _running = false;
            // estimate size
            int  size     = 0;
            bool finished = true;

            foreach (tickreader tr in readers)
            {
                finished &= tr.finished;
                size     += tr.count;
            }
            // append to single arrays
            List <long> times = new List <long>(size);
            List <int>  index = new List <int>(size);

            foreach (tickreader tr in readers)
            {
                times.AddRange(tr.datetimes);
                index.AddRange(tr.index);
            }
            long[] ltimes = times.ToArray();
            int[]  iindex = index.ToArray();
            // sort master array
            Array.Sort(ltimes, iindex);
            // save play index
            _idx = iindex;
            // save times
            _times = ltimes;
            // see if we're saving binary index
            if (_binaryindex)
            {
                // fake symbol name
                string sym = MD5(indextoc(this));
                // ensure binary index folder exists
                if (!Directory.Exists(IndexFolder))
                {
                    Directory.CreateDirectory(IndexFolder);
                }
                // create file
                TikWriter tw = new TikWriter(IndexFolder, sym, 0);
                // get a filename
                _binaryidx = tw.Filepath;
                debug("Creating binary index: " + BinaryIndex);
                // master tick list
                Tick[] ktiks = new Tick[times.Count];
                ltimes = times.ToArray();
                int next = 0;
                for (int i = 0; i < readers.Count; i++)
                {
                    int len = readers[i].ticks.Count;
                    readers[i].ticks.CopyTo(0, ktiks, next, len);
                    next += len;
                    readers[i].ticks.Clear();
                }
                // sort ticks
                Array.Sort(ltimes, ktiks);
                // save ticks to binary file
                int count = 0;
                for (int i = 0; i < iindex.Length; i++)
                {
                    // get tick
                    Tick k = ktiks[count++];
                    // save
                    tw.newTick(k);
                }
                tw.Close();
                debug("binary index completed containing " + count + " ticks.");
            }
            // save finish state
            _finished = finished;
            // clean up readers
            readers.Clear();
            sw.Stop();
            double actual = sw.Elapsed.TotalSeconds;
            double rate   = actual == 0 ? 0 : ltimes.Length / actual;

            debug("Master index complete.   actual: " + sw.Elapsed.ToString() + "(" + rate.ToString("N0") + " ticks/sec)");
        }
コード例 #15
0
ファイル: TikConvertMain.cs プロジェクト: antonywu/tradelink
        bool convert(Converter con, string filename,int tradesize)
        {
            int bads = 0;
            int thistotal = _ticksprocessed;
            bool g = true;
            // get output filename
            string convertname = string.Empty;
            // setup writing to output
            TikWriter outfile = null;
            // setup input file
            StreamReader infile = null;
            try
            {
                // open input file
                switch (con)
                {
                    case Converter.TradeStation:
                        infile = new StreamReader(filename);
                        // read in and ignore header of input file
                        infile.ReadLine();
                        break;
                    case Converter.eSignal_EPF:
                        infile = new StreamReader(filename);
                        // ignore header
                        SecurityImpl esec = eSigTick.InitEpf(infile);
                        _sym = esec.Symbol;
                        break;
                    case Converter.CQG:
                        infile = new StreamReader(filename);
                        // no header
                        break;
                }

            }
            catch (Exception ex) { debug("error reading input header:" + ex.Message); g = false; }
            // setup previous tick and current tick
            Tick pk = new TickImpl();
            Tick k = null;
            do
            {
                try
                {
                    // get next tick from the file

                    switch (con)
                    {
                        case Converter.CQG:
                            k = CQG.parseline(infile.ReadLine(), tradesize);
                            break;
                        case Converter.eSignal_EPF:
                            k = eSigTick.FromStream(_sym, infile);
                            break;
                        case Converter.TradeStation:
                            k = TradeStation.parseline(infile.ReadLine(), _sym, tradesize);
                            break;
                    }
                }
                catch (Exception ex) { bads++;  continue; }
                if (k == null)
                {
                    debug("Invalid converter: " + con.ToString());
                    return false;
                }
                // bad tick
                if (k.date == 0) { bads++; continue; }
                // if dates don't match, we need to write new output file
                if (k.date != pk.date)
                {
                    try
                    {
                    // if the outfile was open previously, close it
                    if (outfile != null) 
                        outfile.Close();
                        // get path from input
                        string path = Path.GetDirectoryName(filename) + "\\";
                        // setup new file
                        outfile = new TikWriter(path,k.symbol, k.date);
                        // report progress
                        progress((double)_ticksprocessed / _approxtotal);
                    }
                    catch (Exception ex) { debug(ex.Message); g = false; }
                }
                try
                {
                    // write the tick
                    outfile.newTick(k);
                    // save this tick as previous tick
                    pk = k;
                    // count the tick as processed
                    _ticksprocessed++;
                }
                catch (Exception ex) { debug("error writing output tick: " + ex.Message); g = false; }

            }
            // keep going until input file is exhausted
            while (!infile.EndOfStream);
            // close output file
            outfile.Close();
            // close input file
            infile.Close();
            // get percentage of good ticks
            double goodratio = (_ticksprocessed - thistotal - bads) / (_ticksprocessed - (double)thistotal);
            if (goodratio < GOODRATIO)
            {
                debug("Less than " + GOODRATIO.ToString("P0") + " good ticks");
                g = false;
            }
            // return status
            return g;
        }
コード例 #16
0
ファイル: TikWriter.cs プロジェクト: antonywu/tradelink
 public static bool Header(TikWriter bw, string realsymbol)
 {
     bw.OutStream = new FileStream(bw.Filepath, FileMode.Create, FileAccess.Write, FileShare.Read);
     // version
     bw.Write(TikConst.Version);
     bw.Write(TikConst.VERSION);
     // full symbol name
     bw.Write(realsymbol); // 
     // fields end
     bw.Write(TikConst.StartData);
     // flag header as created
     bw._hasheader = true;
     return true;
 }
コード例 #17
0
        public bool newTick(Tick t)
        {
            if (_stopped)
            {
                return(false);
            }
            if ((t.symbol == null) || (t.symbol == ""))
            {
                return(false);
            }
            TikWriter tw;
            // prepare last date of tick
            int lastdate = 0;
            // get last date
            bool havedate = datedict.TryGetValue(t.symbol, out lastdate);

            // if we don't have date, use present date
            if (!havedate)
            {
                lastdate = t.date;
                datedict.Add(t.symbol, t.date);
            }
            // see if we need a new day
            bool samedate = lastdate == t.date;
            // see if we have stream already
            bool havestream = filedict.TryGetValue(t.symbol, out tw);

            // if no changes, just save tick
            if (samedate && havestream)
            {
                try
                {
                    tw.newTick((TickImpl)t);
                    return(true);
                }
                catch (IOException) { return(false); }
            }
            else
            {
                try
                {
                    // if new date, close stream
                    if (!samedate)
                    {
                        try
                        {
                            tw.Close();
                        }
                        catch (IOException) { }
                    }
                    // ensure file is writable
                    string fn = TikWriter.SafeFilename(t.symbol, _path, t.date);
                    if (TikUtil.IsFileWritetable(fn))
                    {
                        // open new stream
                        tw = new TikWriter(_path, t.symbol, t.date);
                        // save tick
                        tw.newTick((TickImpl)t);
                        // save stream
                        if (!havestream)
                        {
                            filedict.Add(t.symbol, tw);
                        }
                        else
                        {
                            filedict[t.symbol] = tw;
                        }
                        // save date if changed
                        if (!samedate)
                        {
                            datedict[t.symbol] = t.date;
                        }
                    }
                }
                catch (IOException) { return(false); }
                catch (Exception) { return(false); }
            }

            return(false);
        }