public override void UpdateProvider(IDataUpdateMessage dataUpdateMsg, List <DataSource> dataSources, bool updateNonDSSymbols, bool deleteNonDSSymbols) { foreach (BarDataScale scale in this._dataStore.GetExistingBarScales()) { if (_cancelTokenSource != null && _cancelTokenSource.IsCancellationRequested) { dataUpdateMsg.DisplayUpdateMessage("Обновление провайдера отменено"); break; } dataUpdateMsg.DisplayUpdateMessage("Обновление таймфрейма " + scale.ToString()); var visibleSymbols = from dataSource in dataSources where dataSource.BarDataScale == scale select SymbolDescription.DeserializeList(dataSource.DSString); List <SymbolDescription> symbols = new List <SymbolDescription>(); foreach (List <SymbolDescription> visibleSymbol in visibleSymbols) { symbols.AddRange(visibleSymbol); } if (updateNonDSSymbols) { var nonDSSymbols = from symbol in _dataStore.GetExistingSymbols(scale.Scale, scale.BarInterval) where !symbols.Exists(x => x.FullCode == symbol) select GetSymbolDescription(symbol); symbols.AddRange(nonDSSymbols); } DataSource dsVirtual = new DataSource(this); dsVirtual.Name = "VirtualDSr"; dsVirtual.BarDataScale = scale; dsVirtual.DSString = SymbolDescription.SerializeList(symbols); UpdateDataSource(dsVirtual, dataUpdateMsg); if (deleteNonDSSymbols) { dataUpdateMsg.DisplayUpdateMessage("--------------"); dataUpdateMsg.DisplayUpdateMessage("Удаление истории инструментов не входящих ни в один набор данных данного таймфрейма:"); var nonDSSymbols = from symbol in _dataStore.GetExistingSymbols(scale.Scale, scale.BarInterval) where !symbols.Exists(x => x.FullCode == symbol) select symbol; foreach (string symbol in nonDSSymbols) { lock (_locker) _dataStore.RemoveFile(symbol, scale.Scale, scale.BarInterval); dataUpdateMsg.DisplayUpdateMessage(string.Format("[DELETED] Инструмент {0} - История удалена", symbol)); } if (nonDSSymbols.Count() == 0) { dataUpdateMsg.DisplayUpdateMessage(string.Format("[NA] Инструменты для удаления не найдены")); } } dataUpdateMsg.DisplayUpdateMessage("--------------"); } }
public override void UpdateProvider(IDataUpdateMessage dataUpdateMsg, List<DataSource> dataSources, bool updateNonDSSymbols, bool deleteNonDSSymbols) { base.UpdateProvider(dataUpdateMsg, dataSources, updateNonDSSymbols, deleteNonDSSymbols); l.Debug("UpdateProvider dataSources.Count=" + dataSources.Count.ToString()); }
public override void UpdateDataSource(DataSource ds, IDataUpdateMessage dataUpdateMsg) { _cancelTokenSource = new CancellationTokenSource(); dataUpdateMsg.ReportUpdateProgress(0); if (string.IsNullOrWhiteSpace(ds.DSString)) { List <SymbolDescription> symbolDescriptions = (from symbol in ds.Symbols select GetSymbolDescription(symbol)).ToList(); ds.DSString = SymbolDescription.SerializeList(symbolDescriptions); } List <SymbolDescription> updateRequired = (from description in SymbolDescription.DeserializeList(ds.DSString) where UpdateRequired(description, ds.BarDataScale) select description).ToList(); dataUpdateMsg.DisplayUpdateMessage(string.Format("Количество инструментов требующих обновления: {0}", updateRequired.Count)); if (updateRequired.Count > 0) { dataUpdateMsg.DisplayUpdateMessage("Запуск обновления инструментов:"); Task[] tasks = new Task[updateRequired.Count]; for (int i = 0; i < updateRequired.Count; i++) { dataUpdateMsg.DisplayUpdateMessage(string.Format("[START] Инструмент: {0} - Обновление запущено", updateRequired[i].FullCode)); tasks[i] = Task.Factory.StartNew((object updateRequiredSymbol) => { string symbol = (string)updateRequiredSymbol; DateTime currentDate = DateTime.Now; Bars bars = new Bars(symbol, ds.Scale, ds.BarInterval); _dataStore.LoadBarsObject(bars); try { string suffix = GetSuffix(ds.BarDataScale); int corrections = 0; bars.AppendWithCorrections(GetHistory(ds.BarDataScale, symbol, suffix), out corrections); if (bars.Count > 0 && bars.Date[bars.Count - 1] > currentDate) { bars.Delete(bars.Count - 1); } lock (_locker) _dataStore.SaveBarsObject(bars); dataUpdateMsg.DisplayUpdateMessage(string.Format("[COMPLETE] Инструмент: {0} - Обновление завершено", symbol)); } catch (Exception exception) { logger.Error(exception); dataUpdateMsg.DisplayUpdateMessage(string.Format("[ERROR] Инструмент {0} - {1}", symbol, exception.Message)); } }, updateRequired[i].FullCode); } try { Task.WaitAll(tasks); } catch (AggregateException exception) { exception.Handle((inner) => { if (inner is OperationCanceledException) { return(true); } else { logger.Error(inner); return(false); } }); } } }
public override void UpdateDataSource(DataSource ds, IDataUpdateMessage dataUpdateMsg) { base.UpdateDataSource(ds, dataUpdateMsg); l.Debug("UpdateDataSource"); }
public override void UpdateProvider(IDataUpdateMessage dataUpdateMsg, List<DataSource> dataSources, bool updateNonDSSymbols, bool deleteNonDSSymbols) { this._cancelUpdate = false; try { dataUpdateMsg.DisplayUpdateMessage("Updating daily data from Google Finance..."); // User requested 'Cancel update' if (this._cancelUpdate) return; // NOTE: Since only Daily data is made available by Google, this code does not support multiple bar scales // If your vendor supports different bar scales, you will need to handle it // by looping for all existing bar data scales in BarDataStore! // Create a list of all "visible" symbols of the provider List<string> allVisibleSymbols = new List<string>(); foreach (DataSource ds in dataSources) foreach (string sym in ds.Symbols) if (!allVisibleSymbols.Contains(sym)) allVisibleSymbols.Add(sym); // If 'Update Non DS Symbols' is selected in DM, need to build the *complete* symbol list (incl. which have been deleted from existing DataSets) List<string> allExistingSymbols = new List<string>(); allExistingSymbols.AddRange(allVisibleSymbols); IList<string> existingSymbols = this._dataStore.GetExistingSymbols(scale, barinterval); if (updateNonDSSymbols) { foreach (string str in existingSymbols) if (!allExistingSymbols.Contains(str)) allExistingSymbols.Add(str); } // Create a virtual DataSource on-the-fly that contains the entire symbol list of the provider DataSource ds_ = new DataSource(this); ds_.BarDataScale = new BarDataScale(scale, barinterval); ds_.DSString = allExistingSymbols.ToString(); // Update all by creating a virtual DataSet this._updating = true; this.UpdateDataSource(ds_, dataUpdateMsg); // Delete symbols not present in existing DataSets if (deleteNonDSSymbols) { int num = 0; string str3 = ""; foreach (string str in existingSymbols) { if (!allVisibleSymbols.Contains(str)) { num++; // It's important to specify the right BarScale/Interval here (see note above re: multiple bar data scales) this._dataStore.RemoveFile(str, scale, barinterval); if (str3 != "") { str3 += ", "; } str3 = str3 + str; } } if (num > 0) { dataUpdateMsg.DisplayUpdateMessage("Deleted Symbols " + str3); dataUpdateMsg.DisplayUpdateMessage("Deleted " + num + " Symbol data files"); } } dataUpdateMsg.DisplayUpdateMessage(""); } catch (Exception e) { dataUpdateMsg.DisplayUpdateMessage("Error: " + e.Message); } finally { this._updating = false; _dataUpdateMsg = null; } }
public override void UpdateDataSource(DataSource ds, IDataUpdateMessage dataUpdateMsg) { this._dataUpdateMsg = dataUpdateMsg; this._cancelUpdate = false; this._updating = true; Bars barsNew; // The Bars object for a newly downloaded symbol, or just the new data for an existing/updated symbol /* Main loop */ try { // User requested 'Cancel update' if (this._cancelUpdate) return; List<string> up2date = new List<string>(); List<string> updateRequired = new List<string>(); List<string> newSymbols = new List<string>(); string sym; foreach (string s in ds.Symbols) { sym = s; if (!this.UpdateRequired(ds, sym)) up2date.Add(sym); else if (this._dataStore.ContainsSymbol(sym, ds.Scale, ds.BarInterval)) updateRequired.Add(sym); else if (!this._dataStore.ContainsSymbol(sym, ds.Scale, ds.BarInterval)) newSymbols.Add(sym); } // For debugging: dataUpdateMsg.DisplayUpdateMessage( "Up-to-date symbols: " + up2date.Count.ToString() + ", " + "Update required for: " + updateRequired.Count.ToString() + ", " + "New symbols: " + newSymbols.Count.ToString()); /* 1. Symbols already up-to-date */ // Process symbols which require no data update if (up2date.Count > 0) { string alreadyUp2Date = null; foreach (string str in up2date) alreadyUp2Date += str + ","; dataUpdateMsg.DisplayUpdateMessage("Symbols already up to date: " + alreadyUp2Date); dataUpdateMsg.ReportUpdateProgress((up2date.Count * 100) / ds.Symbols.Count); } /* 2. Symbols to update */ Bars bars1; if (updateRequired.Count > 0) { foreach (string s in updateRequired) { try { if (!this._cancelUpdate) { bars1 = new Bars(s, scale, barinterval); if (_dataStore.ContainsSymbol(s, ds.Scale, ds.BarInterval)) _dataStore.LoadBarsObject(bars1); barsNew = zaglushka.RequestData(ds, s, bars1.Date[bars1.Count - 1], DateTime.Now, int.MaxValue, true); this.LoadAndUpdateBars(ref bars1, barsNew); } else return; } catch (Exception e) { dataUpdateMsg.DisplayUpdateMessage("Error: " + e.Message); } } } DateTime maxValue = DateTime.MaxValue; string[] newSymbolsArray = new string[newSymbols.Count]; if (newSymbols.Count > 0) { foreach (string str in newSymbols) { DateTime timeOfNewSymbol = this._dataStore.SymbolLastUpdated(str, ds.Scale, ds.BarInterval); //.Date; if (timeOfNewSymbol < maxValue) maxValue = timeOfNewSymbol; } } dataUpdateMsg.DisplayUpdateMessage("Updating..."); /* 3. New symbols */ // Load the Bars object from BarDataStore for updating Bars bars2; foreach (string s in newSymbols) { try { if (!this._cancelUpdate) { bars2 = new Bars(s, ds.Scale, ds.BarInterval); _dataStore.LoadBarsObject(bars2); // Google doesn't provide company names, so we'll get them from Yahoo! if (zaglushka.GetCompanyName(s) != null) bars2.SecurityName = zaglushka.GetCompanyName(s); // After some trial and error, I figured out that setting the starting date to 1/1/1971 allows to fetch all available data barsNew = zaglushka.RequestData(ds, s, DateTime.MinValue, DateTime.Now, int.MaxValue, true); dataUpdateMsg.DisplayUpdateMessage("Symbol: " + s + ", existing bars : " + bars2.Count + ", new bars: " + barsNew.Count); this.LoadAndUpdateBars(ref bars2, barsNew); } else return; } catch (Exception e) { dataUpdateMsg.DisplayUpdateMessage("Error: " + e.Message); } } } catch (Exception e) { dataUpdateMsg.DisplayUpdateMessage("Error: " + e.Message); } finally { this._updating = false; } }
public override void UpdateProvider(IDataUpdateMessage dataUpdateMsg, List <DataSource> dataSources, bool updateNonDSSymbols, bool deleteNonDSSymbols) { base.UpdateProvider(dataUpdateMsg, dataSources, updateNonDSSymbols, deleteNonDSSymbols); l.Debug("UpdateProvider dataSources.Count=" + dataSources.Count.ToString()); }