protected override TimeSpan OnProcess()
{
var allSecurity = this.GetAllSecurity();
// если фильтр по инструментам выключен (выбран инструмент все инструменты)
IEnumerable<HydraTaskSecurity> selectedSecurities = (allSecurity != null
? this.ToHydraSecurities(EntityRegistry.Securities.Filter(ExchangeBoard.DukasCopy))
: Settings.Securities
).ToArray();
var source = new DukasCopySource();
if (_settings.UseTemporaryFiles != TempFiles.NotUse)
source.DumpFolder = GetTempPath();
if (selectedSecurities.IsEmpty())
{
this.AddWarningLog(LocalizedStrings.Str2289);
source.Refresh(EntityRegistry.Securities, new Security(), SaveSecurity, () => !CanProcess(false));
selectedSecurities = this.ToHydraSecurities(EntityRegistry.Securities.Filter(ExchangeBoard.DukasCopy));
}
if (selectedSecurities.IsEmpty())
{
this.AddWarningLog(LocalizedStrings.Str2292);
return TimeSpan.MaxValue;
}
var startDate = _settings.StartFrom;
var endDate = DateTime.Today - TimeSpan.FromDays(_settings.DayOffset);
var allDates = startDate.Range(endDate, TimeSpan.FromDays(1)).ToArray();
foreach (var security in selectedSecurities)
{
if (!CanProcess())
break;
#region LoadTicks
if ((allSecurity ?? security).MarketDataTypesSet.Contains(typeof(Level1ChangeMessage)))
{
var storage = StorageRegistry.GetLevel1MessageStorage(security.Security, _settings.Drive, _settings.StorageFormat);
var emptyDates = allDates.Except(storage.Dates).ToArray();
if (emptyDates.IsEmpty())
{
this.AddInfoLog(LocalizedStrings.Str2293Params, security.Security.Id);
}
else
{
foreach (var emptyDate in emptyDates)
{
if (!CanProcess())
break;
try
{
this.AddInfoLog(LocalizedStrings.Str2294Params, emptyDate, security.Security.Id);
var ticks = source.LoadTickMessages(security.Security, emptyDate);
if (ticks.Any())
SaveLevel1Changes(security, ticks);
else
this.AddDebugLog(LocalizedStrings.NoData);
if (_settings.UseTemporaryFiles == TempFiles.UseAndDelete)
File.Delete(source.GetDumpFile(security.Security, emptyDate, emptyDate, typeof(Level1ChangeMessage), null));
}
catch (Exception ex)
{
HandleError(new InvalidOperationException(LocalizedStrings.Str2295Params
.Put(emptyDate, security.Security.Id), ex));
}
}
}
}
else
this.AddDebugLog(LocalizedStrings.MarketDataNotEnabled, security.Security.Id, typeof(Level1ChangeMessage).Name);
#endregion
if (!CanProcess())
break;
#region LoadCandles
foreach (var series in (allSecurity ?? security).CandleSeries)
{
if (!CanProcess())
break;
if (series.CandleType != typeof(TimeFrameCandle))
{
this.AddWarningLog(LocalizedStrings.Str2296Params, series);
continue;
}
var storage = StorageRegistry.GetCandleStorage(series.CandleType, security.Security, series.Arg, _settings.Drive, _settings.StorageFormat);
var emptyDates = allDates.Except(storage.Dates).ToArray();
if (emptyDates.IsEmpty())
{
this.AddInfoLog(LocalizedStrings.Str2297Params, series.Arg, security.Security.Id);
continue;
}
foreach (var emptyDate in emptyDates)
{
if (!CanProcess())
break;
try
{
this.AddInfoLog(LocalizedStrings.Str2298Params, series.Arg, emptyDate, security.Security.Id);
var candles = source.LoadCandles(security.Security, (TimeSpan)series.Arg, emptyDate, _settings.Side);
if (candles.Any())
SaveCandles(security, candles);
else
this.AddDebugLog(LocalizedStrings.NoData);
if (_settings.UseTemporaryFiles == TempFiles.UseAndDelete)
File.Delete(source.GetDumpFile(security.Security, emptyDate, emptyDate, typeof(TimeFrameCandle), series.Arg));
}
catch (Exception ex)
{
HandleError(new InvalidOperationException(LocalizedStrings.Str2299Params
.Put(series.Arg, emptyDate, security.Security.Id), ex));
}
}
}
#endregion
}
if (CanProcess())
this.AddInfoLog(LocalizedStrings.Str2300);
return base.OnProcess();
}
protected override TimeSpan OnProcess()
{
var allSecurity = this.GetAllSecurity();
// если фильтр по инструментам выключен (выбран инструмент все инструменты)
IEnumerable <HydraTaskSecurity> selectedSecurities = (allSecurity != null
? this.ToHydraSecurities(EntityRegistry.Securities.Filter(ExchangeBoard.DukasCopy))
: Settings.Securities
).ToArray();
var source = new DukasCopySource();
if (_settings.UseTemporaryFiles != TempFiles.NotUse)
{
source.DumpFolder = GetTempPath();
}
if (selectedSecurities.IsEmpty())
{
this.AddWarningLog(LocalizedStrings.Str2289);
source.Refresh(EntityRegistry.Securities, new Security(), SaveSecurity, () => !CanProcess(false));
selectedSecurities = this.ToHydraSecurities(EntityRegistry.Securities.Filter(ExchangeBoard.DukasCopy));
}
if (selectedSecurities.IsEmpty())
{
this.AddWarningLog(LocalizedStrings.Str2292);
return(TimeSpan.MaxValue);
}
var startDate = _settings.StartFrom;
var endDate = DateTime.Today - TimeSpan.FromDays(_settings.DayOffset);
var allDates = startDate.Range(endDate, TimeSpan.FromDays(1)).ToArray();
foreach (var security in selectedSecurities)
{
if (!CanProcess())
{
break;
}
#region LoadTicks
if ((allSecurity ?? security).MarketDataTypesSet.Contains(typeof(Level1ChangeMessage)))
{
var storage = StorageRegistry.GetLevel1MessageStorage(security.Security, _settings.Drive, _settings.StorageFormat);
var emptyDates = allDates.Except(storage.Dates).ToArray();
if (emptyDates.IsEmpty())
{
this.AddInfoLog(LocalizedStrings.Str2293Params, security.Security.Id);
}
else
{
foreach (var emptyDate in emptyDates)
{
if (!CanProcess())
{
break;
}
try
{
this.AddInfoLog(LocalizedStrings.Str2294Params, emptyDate, security.Security.Id);
var ticks = source.LoadTickMessages(security.Security, emptyDate);
if (ticks.Any())
{
SaveLevel1Changes(security, ticks);
}
else
{
this.AddDebugLog(LocalizedStrings.NoData);
}
if (_settings.UseTemporaryFiles == TempFiles.UseAndDelete)
{
File.Delete(source.GetDumpFile(security.Security, emptyDate, emptyDate, typeof(Level1ChangeMessage), null));
}
}
catch (Exception ex)
{
HandleError(new InvalidOperationException(LocalizedStrings.Str2295Params
.Put(emptyDate, security.Security.Id), ex));
}
}
}
}
else
{
this.AddDebugLog(LocalizedStrings.MarketDataNotEnabled, security.Security.Id, typeof(Level1ChangeMessage).Name);
}
#endregion
if (!CanProcess())
{
break;
}
#region LoadCandles
foreach (var series in (allSecurity ?? security).CandleSeries)
{
if (!CanProcess())
{
break;
}
if (series.CandleType != typeof(TimeFrameCandle))
{
this.AddWarningLog(LocalizedStrings.Str2296Params, series);
continue;
}
var storage = StorageRegistry.GetCandleStorage(series.CandleType, security.Security, series.Arg, _settings.Drive, _settings.StorageFormat);
var emptyDates = allDates.Except(storage.Dates).ToArray();
if (emptyDates.IsEmpty())
{
this.AddInfoLog(LocalizedStrings.Str2297Params, series.Arg, security.Security.Id);
continue;
}
foreach (var emptyDate in emptyDates)
{
if (!CanProcess())
{
break;
}
try
{
this.AddInfoLog(LocalizedStrings.Str2298Params, series.Arg, emptyDate, emptyDate, security.Security.Id);
var candles = source.LoadCandles(security.Security, (TimeSpan)series.Arg, emptyDate, _settings.Side);
if (candles.Any())
{
SaveCandles(security, candles);
}
else
{
this.AddDebugLog(LocalizedStrings.NoData);
}
if (_settings.UseTemporaryFiles == TempFiles.UseAndDelete)
{
File.Delete(source.GetDumpFile(security.Security, emptyDate, emptyDate, typeof(TimeFrameCandleMessage), series.Arg));
}
}
catch (Exception ex)
{
HandleError(new InvalidOperationException(LocalizedStrings.Str2299Params
.Put(series.Arg, emptyDate, security.Security.Id), ex));
}
}
}
#endregion
}
if (CanProcess())
{
this.AddInfoLog(LocalizedStrings.Str2300);
}
return(base.OnProcess());
}
