コード例 #1
0
        internal void LoadFromFile(string fileName)
        {
            string content = null;
            using (StreamReader streamReader = new StreamReader(fileName))
            {
                content = streamReader.ReadToEnd();
            }
            string[] lines = content.Split(new char[] { '\n' }, StringSplitOptions.RemoveEmptyEntries);

            foreach (string line in lines)
            {
                try
                {
                    string[] items = line.Split(new char[] { ',' }, StringSplitOptions.None);

                    if (items.Length == 7)          // originQuotation
                    {
                        DateTime timestamp = DateTime.Parse(items[1]);

                        Guid instrumentId = new Guid(items[0]);
                        string ask = items[2];
                        string bid = items[3];
                        string high = items[4];
                        string low = items[5];

                        iExchange.Common.OriginQuotation originQuotation = new iExchange.Common.OriginQuotation()
                        {
                            InstrumentID = instrumentId,
                            Timestamp = timestamp,
                            Ask = ask,
                            Bid = bid,
                            High = high,
                            Low = low,
                            Volume = items[6]
                        };
                        this._OriginQuotations.Add(originQuotation);

                    }
                    else if (items.Length == 10)                   // OverridedQuotation
                    {
                        Guid instrumentId = new Guid(items[0]);
                        Guid quotePolicyId = new Guid(items[1]);
                        DateTime timestamp = DateTime.Parse(items[2]);
                        string origin = items[3];
                        string ask = items[4];
                        string bid = items[5];
                        string high = items[6];
                        string low = items[7];
                        Guid dealerId = new Guid(items[8]);

                        iExchange.Common.OverridedQuotation overridedQuotation = new iExchange.Common.OverridedQuotation()
                        {
                            InstrumentID = instrumentId,
                            QuotePolicyID = quotePolicyId,
                            Timestamp = timestamp,
                            Origin = origin,
                            Ask = ask,
                            Bid = bid,
                            High = high,
                            Low = low,
                            DealerID = new Guid(items[8]),
                            Volume = items[9]
                        };
                        this._OverridedQuotations.Add(overridedQuotation);
                    }

                }
                catch (Exception exception)
                {
                    Manager.Common.Logger.TraceEvent(TraceEventType.Warning, "MemoryBatch.LoadFromFile\r\nline:\r\n[{0}] \r\nexception\r\n{1}", line, exception);
                }
            }

            this._FileNames.Add(fileName);
        }
コード例 #2
0
        public iExchange.Common.OverridedQuotation ToLightVersion()
        {
            iExchange.Common.OverridedQuotation lightOverridedQ = new iExchange.Common.OverridedQuotation();

            lightOverridedQ.QuotePolicyID = this.quotePolicy.ID;
            lightOverridedQ.InstrumentID = this.instrument.ID;
            lightOverridedQ.Timestamp = this.timestamp;
            lightOverridedQ.Ask = (string)this.ask;
            lightOverridedQ.Bid = (string)this.bid;

            lightOverridedQ.High = (this.high == null) ? string.Empty : (string)this.high;
            lightOverridedQ.Low = (this.low == null) ? string.Empty : (string)this.low;

            lightOverridedQ.Volume = this.volume;
            lightOverridedQ.TotalVolume = this.totalVolume;

            lightOverridedQ.Origin = (this.origin == null) ? string.Empty : this.origin.ToString();
            lightOverridedQ.DealerID = this.dealerID;
            return lightOverridedQ;
        }