private static void AddBar(CQGTimedBar timedBar, string symbol, DateTime runDateTime, string tType, string userName) { try { string MonthChar = ""; string Year = ""; foreach (var monthCharYearModel in monthCharYearlList) { if (symbol == monthCharYearModel.Symbol) { MonthChar = monthCharYearModel.MonthChar; Year = monthCharYearModel.Year; } } var str5 = symbol.Trim(); var str = str5.Split('.'); str5 = str[str.Length - 1]; if (GetValueAsString(timedBar.Open) == "N/A") { } else { GetValueAsString(timedBar.Open); } GetValueAsString(timedBar.Timestamp); var str3 = "'" + symbol + "'," + GetValueAsString(Math.Max(timedBar.Open, 0)) + "," + GetValueAsString(Math.Max(timedBar.High, 0)) + "," + GetValueAsString(Math.Max(timedBar.Low, 0)) + "," + GetValueAsString(Math.Max(timedBar.Close, 0)) + "," + GetValueAsString(Math.Max(timedBar.TickVolume, 0)) + "," + GetValueAsString(Math.Max(timedBar.ActualVolume, 0)) + "," + GetValueAsString(Math.Max(timedBar.AskVolume, 0)) + "," + GetValueAsString(Math.Max(timedBar.BidVolume, 0)) + "," + GetValueAsString(Math.Max(timedBar.OpenInterest, 0)) + "," + GetValueAsString(timedBar.Timestamp) + "," + GetValueAsString(runDateTime) + ",'" + _continuationType + "','" + userName + "','" + MonthChar + "','" + Year + "'"; var sql = "INSERT IGNORE INTO B_" + str5 + "_" + tType + " (Symbol, OpenValue, HighValue, LowValue, CloseValue," + " TickVol, ActualVol, AskVol, BidVol, OpenInterest," + "BarTime, SystemTime, ContinuationType, UserName, MonthChar, Year) VALUES (" + str3 + ");"; ClientDatabaseManager.AddToQueue(sql, 5); } catch (Exception ex) { Console.WriteLine("AddBar." + ex.Message); } }
private void AddBar(CQGTimedBar timedBar, string symbol, DateTime runDateTime, string tType, string userName) { if (_shouldStop) return; try { var str5 = symbol.Trim(); var str = str5.Split('.'); str5 = str[str.Length - 1]; if (GetValueAsString(timedBar.Open) == "N/A") { } else { GetValueAsString(timedBar.Open); } GetValueAsString(timedBar.Timestamp); var str3 = "'" + symbol + "'," + GetValueAsString(Math.Max(timedBar.Open, 0)) + "," + GetValueAsString(Math.Max(timedBar.High, 0)) + "," + GetValueAsString(Math.Max(timedBar.Low, 0)) + "," + GetValueAsString(Math.Max(timedBar.Close, 0)) + "," + GetValueAsString(Math.Max(timedBar.TickVolume, 0)) + "," + GetValueAsString(Math.Max(timedBar.ActualVolume, 0)) + "," + GetValueAsString(Math.Max(timedBar.AskVolume, 0)) + "," + GetValueAsString(Math.Max(timedBar.BidVolume, 0)) + "," + GetValueAsString(Math.Max(timedBar.OpenInterest, 0)) + "," + GetValueAsString(timedBar.Timestamp) + "," + GetValueAsString(runDateTime) + ",'" + _aContinuationType + "','" + userName + "'"; var sql = "INSERT IGNORE INTO B_" + str5 + "_" + tType + " (Symbol, OpenValue, HighValue, LowValue, CloseValue,"+ " TickVol, ActualVol, AskVol, BidVol, OpenInterest," + "BarTime, SystemTime, ContinuationType, UserName) VALUES (" + str3 + ");"; DatabaseManager.AddToQueue(sql,1); } catch (Exception ex) { Console.WriteLine(ex.Message); _logger.LogAdd("AddBar. " + ex, Category.Error); } }
private static void AddBar(CQGTimedBar timedBar, string symbol, DateTime runDateTime, string tType, string userName) { try { string MonthChar = "def"; string Year = "def"; foreach (var monthCharYearModel in monthCharYearlList) { if (symbol == monthCharYearModel.Symbol) { MonthChar = monthCharYearModel.MonthChar; Year = monthCharYearModel.Year; } } var str5 = symbol.Trim(); var str = str5.Split('.'); str5 = str[str.Length - 1]; if (GetValueAsString(timedBar.Open) == "N/A") { } else { GetValueAsString(timedBar.Open); } GetValueAsString(timedBar.Timestamp); var str3 = "'" + symbol + "'," + GetValueAsString(Math.Max(timedBar.Open, 0)) + "," + GetValueAsString(Math.Max(timedBar.High, 0)) + "," + GetValueAsString(Math.Max(timedBar.Low, 0)) + "," + GetValueAsString(Math.Max(timedBar.Close, 0)) + "," + GetValueAsString(Math.Max(timedBar.TickVolume, 0)) + "," + GetValueAsString(Math.Max(timedBar.ActualVolume, 0)) + "," + GetValueAsString(Math.Max(timedBar.AskVolume, 0)) + "," + GetValueAsString(Math.Max(timedBar.BidVolume, 0)) + "," + GetValueAsString(Math.Max(timedBar.OpenInterest, 0)) + "," + GetValueAsString(timedBar.Timestamp) + "," + GetValueAsString(runDateTime) + ",'" + _continuationType + "','" + userName + "','" + MonthChar + "','" + Year + "'"; var sql = "INSERT IGNORE INTO B_" + str5 + "_" + tType + " (Symbol, OpenValue, HighValue, LowValue, CloseValue," + " TickVol, ActualVol, AskVol, BidVol, OpenInterest," + "BarTime, SystemTime, ContinuationType, UserName, MonthChar, YearChar) VALUES (" + str3 + ");"; DatabaseManager.AddToQueue(sql, 5); } catch (Exception ex) { Console.WriteLine(ex.Message); } }
/// <summary> /// Copies the data from a CQG Timed Bar into a KaiTrade standatd bar /// </summary> /// <param name="myItem"></param> /// <param name="mySet"></param> /// <param name="myBar"></param> /// <param name="myIndex"></param> private void CopyBar(KaiTrade.Interfaces.ITSItem myItem, KaiTrade.Interfaces.ITSSet mySet, CQGTimedBar myBar, long myIndex) { try { // get a new TS item myItem.ItemType = KaiTrade.Interfaces.TSItemType.time; myItem.Index = myIndex; myItem.TimeStamp = myBar.Timestamp; myItem.Open = myBar.Open; myItem.High = myBar.High; myItem.Low = myBar.Low; myItem.Close = myBar.Close; myItem.Mid = myBar.Mid; myItem.HLC3 = myBar.HLC3; myItem.Avg = myBar.Avg; myItem.TrueHigh = myBar.TrueHigh; myItem.TrueLow = myBar.TrueLow; myItem.Range = myBar.Range; myItem.TrueRange = myBar.TrueRange; myItem.AskVolume = myBar.AskVolume; myItem.BidVolume = myBar.BidVolume; myItem.Volume = myBar.ActualVolume; } catch (Exception myE) { log.Error("DumpRecord", myE); } }