/// <summary>
/// 請求商品歷史資料
/// </summary>
/// <param name="e">資料請求事件</param>
protected internal override void Request(DataRequestEvent e)
{
InstrumentDataRequest cDataRequest = this.DataRequest;
DateTime[] cRanges = e.Ranges;
ZRequest cRequest = new ZRequest();
cRequest.Method = "POST";
cRequest.Url = __sHttpUrl;
cRequest.Parameters = string.Format("exchange={0}&symbolId={1}&timeFrame={2}&position={3}&startDate={4}&endDate={5}&count={6}", cDataRequest.Exchange, cDataRequest.Symbol, cDataRequest.Resolution.TotalSeconds, this.Position, cRanges[0].ToString("yyyy-MM-dd"), cRanges[1].ToString("yyyy-MM-dd"), e.Count);
cRequest.CookieContainer = __cCookies;
int iRet = cRequest.Request();
if (iRet == 0)
{
ZReader cReader = new ZReader(cRequest.Response);
e.Result = cReader.Result;
if (cReader.Result == 0)
{
int iCount = e.Count = cReader.Count;
this.AdjustSize(iCount);
ZBuffer cBuffer = cReader.Read();
while (--iCount >= 0)
{
cBuffer.Position = iCount * DATA_BLOCK_SIZE;
DateTime cDate = cBuffer.GetDateTime();
double dOpen = cBuffer.GetDouble();
double dHigh = cBuffer.GetDouble();
double dLow = cBuffer.GetDouble();
double dClose = cBuffer.GetDouble();
double dVolume = cBuffer.GetDouble();
this.AddSeries(cDate, dOpen, dHigh, dLow, dClose, dVolume);
}
this.Position = cReader.Position;
e.Ranges[0] = cReader.BeginDate;
e.Ranges[1] = cReader.EndDate;
if (this.Position == 0)
{
e.IsAlreadyRequestAllData = true;
}
}
}
}
private void SeriesSymbolData_onRequest(object sender, DataRequestEvent e) {
SeriesSymbolData cTargetSeries = sender as SeriesSymbolData;
if (!cTargetSeries.DataRequest.Range.IsAlreadyRequestAllData) {
int iTotalSeconds = cTargetSeries.DataRequest.Resolution.TotalSeconds;
SeriesSymbolData cBaseSeries = GetSeries(((iTotalSeconds < Resolution.MAX_BASE_TOTALSECONDS) ? Resolution.MIN_BASE_TOTALSECONDS : Resolution.MAX_BASE_TOTALSECONDS));
if (cBaseSeries.DataRequest.Range.IsAlreadyRequestAllData) {
e.IsAlreadyRequestAllData = true;
e.Count = cBaseSeries.DataRequest.Range.Count / e.Rate;
} else {
DataRequestEvent cRequestEvent = null;
lock (__oLock) { //需要鎖定資源(因為有可能多個策略同時請求基礎序列類別資料, 如果不鎖定會重複請求資料)
if (e.Totals == 0) { //檢查是否資料總個數為0(0=使用 InstrumentDataRequest 請求歷史資料)
cRequestEvent = e.Clone(); //直接複製
} else { //如果不為0(表示使用者取得資料時超過目前已下載歷史資料的區間, 經過基礎週期比率計算之後再向伺服器請求歷史資料)
int iTotals = e.Totals * e.Rate; //資料總個數 * 縮放比率 = 基礎週期需要請求的資料總個數
int iRequestCount = iTotals - cBaseSeries.DataRequest.Range.Count; //計算後的資料總個數 - 基礎週期目前已下載後的資料個數 = 欲請求的的個數
cRequestEvent = new DataRequestEvent(iRequestCount, iTotals, cBaseSeries.DataRequest.Resolution.Rate);
}
cBaseSeries.OnRequest(cRequestEvent); //回補歷史資訊
}
if (cRequestEvent.Result == 0) {
e.Result = cRequestEvent.Result;
e.Ranges = cRequestEvent.Ranges;
e.Count = cRequestEvent.Count / e.Rate;
e.IsAlreadyRequestAllData = cRequestEvent.IsAlreadyRequestAllData;
}
}
if (e.IsAlreadyRequestAllData) { //如果已經全部讀取完畢就取消事件
cTargetSeries.RemoveRequest();
}
lock (__oLock) { //須鎖定資源(將基礎序列資料合併至目標序列時需要鎖定, 避免合併的時候多執行緒導致合併資料產生問題)
int iTargetCount = cTargetSeries.Indexer.Count;
int iAllocSize = e.Count - cTargetSeries.DataRequest.Range.Count;
if (iTargetCount == 0 || iAllocSize > 0) {
if (iAllocSize > 0) {
++iAllocSize; //多預留一個空間(避免陣列空間不足)
cTargetSeries.AdjustSize(iAllocSize, true);
}
cBaseSeries.Merge(cTargetSeries); //合併資料
}
}
}
}
internal void OnRequest(DataRequestEvent e) {
if (onRequest != null) {
onRequest(this, e);
if (e.Result == 0) {
__cDataRequest.Range.Count = e.Count;
__cDataRequest.Range.From = e.Ranges[0];
__cDataRequest.Range.IsAlreadyRequestAllData = e.IsAlreadyRequestAllData;
if (!this.Initialized) { //尚未初始化之前才需要更新(初始化之後已經併入即時報價資訊, 更新時間會是目前最新的報價時間)
__cUpdateTime = __cTimes[this.Indexer.RealtimeIndex]; //更新最後的更新時間(如果沒有即時報價資訊, 這個就是最後一根 Bars 的時間)
}
if (onRequestCompleted != null) {
onRequestCompleted(this, EventArgs.Empty);
}
} else {
RemoveRequest(); //請求失敗就移除請求事件(表示可能伺服器有問題或沒有歷史報價資訊無法執行請求服務)
}
}
}
private void SeriesSymbolData_onRequest(object sender, DataRequestEvent e)
{
int iCount = e.Count;
DataRequest cDataRequest = __cSeries.DataRequest.Range;
int iBaseCount = cDataRequest.Count;
bool bRequest = e.Totals > iBaseCount;
if (!bRequest)
{
bRequest = (__cDevice.Position == -1) ? true : e.CheckRequest(cDataRequest);
}
if (bRequest)
{
__cDevice.Request(e);
if (e.Result == 0)
{
e.Count += iBaseCount;
if (e.IsAlreadyRequestAllData)
{
__cSeries.RemoveRequest(); //如果已經全部讀取完畢就取消事件
if (onCompleted != null)
{
InstrumentDataRequest cInstDataRequest = __cSeries.DataRequest;
onCompleted(this, new DataAdapterCompleteEvent(cInstDataRequest.Symbol, cInstDataRequest.Resolution.TotalSeconds));
}
}
}
}
else
{
e.Result = 0;
e.Count = iBaseCount;
e.Ranges = new DateTime[] { cDataRequest.From, cDataRequest.To };
e.IsAlreadyRequestAllData = cDataRequest.IsAlreadyRequestAllData;
}
}
private SeriesSymbolDataRand InternalGetSeries(InstrumentDataRequest dataRequest, bool useCache) {
SeriesStorage cStorage = null;
string sLSymbolId = dataRequest.Symbol.ToLower();
lock (__cStorages) {
if (!__cStorages.TryGetValue(sLSymbolId, out cStorage)) {
cStorage = new SeriesStorage(16);
__cStorages.Add(sLSymbolId, cStorage);
}
}
SeriesSymbolDataRand cSeriesRand = null;
int iTotalSeconds = dataRequest.Resolution.TotalSeconds;
if (useCache) { //是否使用快取
lock (cStorage) { //需要 lock 這個區塊(避免非同步讀取資料時發生問題)
int iBaseSeconds = (iTotalSeconds < Resolution.MAX_BASE_TOTALSECONDS) ? Resolution.MIN_BASE_TOTALSECONDS : Resolution.MAX_BASE_TOTALSECONDS;
SeriesSymbolData cSeries = cStorage.GetSeries(iTotalSeconds);
if (cSeries == null) {
cSeries = cStorage.GetSeries(iBaseSeconds);
if (cSeries == null) {
DataAdapter cAdapter = LoadAdapter(ref dataRequest);
cSeries = cAdapter.Series;
cStorage.Add(cSeries);
}
}
if (iBaseSeconds == iTotalSeconds) {
dataRequest = cSeries.DataRequest;
goto exit;
} else {
cSeries = cSeries.CreateSeries(dataRequest); //利用基礎周期建立其他的資料周期
cStorage.Add(cSeries); //加入至 SeriesStorage
}
dataRequest.Resolution = cSeries.DataRequest.Resolution; //將目標的週期結構更新至傳入的 InstrumentDataRequest 週期結構
DataRequestEvent cRequestEvent = new DataRequestEvent(dataRequest);
cSeries.OnRequest(cRequestEvent); //如果已經存在則請求使用者需要的歷史資料區間(請求方法會檢查目前已下載的歷史資料區間是否足夠, 如果使用者需要的歷史資料區間比較大會向伺服器請求)
dataRequest.Range.Count = cRequestEvent.Count; //將請求後的正確數量傳入至結構內
exit:
cSeriesRand = new SeriesSymbolDataRand(cSeries, dataRequest);
}
} else {
DataAdapter cAdapter = LoadAdapter(ref dataRequest, false); //重新建立新的基礎週期序列資料(不使用快取, 不保存至快取內, 使用完畢之後立即 Dispose)
SeriesSymbolData cSeries = cAdapter.Series; //取得新的基礎周期序列資料
int iBaseSeconds = (iTotalSeconds < Resolution.MAX_BASE_TOTALSECONDS) ? Resolution.MIN_BASE_TOTALSECONDS : Resolution.MAX_BASE_TOTALSECONDS;
if (iBaseSeconds == iTotalSeconds) {
dataRequest = cSeries.DataRequest;
} else {
SeriesSymbolData cTargetSeries = cSeries.CreateSeries(dataRequest); //使用 InstrumentDataRequest 建立新的其他週期序列資料
cSeries.Merge(cTargetSeries); //將基礎周期序列資料合併至新的其他週期序列資料
cSeries.Dispose(); //釋放基礎周期序列資料
cSeries = cTargetSeries;
}
cSeriesRand = new SeriesSymbolDataRand(cSeries, dataRequest);
cStorage.Add(cSeries, true); //保存序列資料(存放在 SeriesStorage 內的序列資料才會自動合併最新的即時資訊報價)
cAdapter.Dispose(); //釋放資料配置者類別
}
return cSeriesRand;
}
/// <summary> /// 請求商品歷史資料 /// </summary> /// <param name="e">資料請求事件</param> protected internal abstract void Request(DataRequestEvent e);
