public BarRow(Timeframes tf, ITickDispatcher tickDisp, int insID)
: this(tf, insID)
{
_tDisp = tickDisp;
_insID = insID;
_tDisp.Subscribe(this, insID, Td_Tick);
}
public LeechApp(ILeechConfig config, IBotManager botManager, IBotsConfiguration botsConfig, ITickDispatcher tickDisp, IDataStorage dataStorage,
IInstrumTable insTable, IStopOrderTable stopOrderTable, IOrderTable orderTable, ITradeTable tradeTable,
IHoldingTable holdingTable, ICashTable positionTable, AccountTable accountTable, IInsStoreData insStoreData, ILogger logger)
{
_config = config;
_scheduler = new Scheduler(logger);
_botsConfig = botsConfig;
_tickDispatcher = tickDisp;
_botManager = botManager;
_dataStorage = dataStorage;
_accountTable = accountTable;
_instrumTable = insTable;
_orderTable = orderTable;
_tradeTable = tradeTable;
_stopOrderTable = stopOrderTable;
_holdingTable = holdingTable;
_cashTable = positionTable;
_insStoreData = insStoreData;
_logger = logger;
_dataProtect = IoC.Resolve <DataProtect>();
_lpClientApp = new LpClientApp(_dataProtect, _instrumTable, _accountTable, _stopOrderTable, _orderTable,
_tradeTable, _cashTable, _holdingTable, _tickDispatcher, _logger);
_allTradesData = new AllTradesData(_instrumTable, _insStoreData, _logger);
_alorTrade = new AlorTradeWrapper(_instrumTable, _stopOrderTable, _orderTable, _tradeTable,
_holdingTable, _cashTable, _accountTable,
_tickDispatcher, _config, _logger);
}
public ChartController(ITickDispatcher tickDisp, LeechServerManager lsm, ChartSystem chartSys, IInstrumBL instrumBL)
{
_tickDisp = tickDisp;
_lsm = lsm;
_chartSystem = chartSys;
_instrumBL = instrumBL;
}
public BotManager(IBotsConfiguration botsConfig, ITickDispatcher tickDisp, ILogger logger)
{
_botsConfig = botsConfig ?? throw new ArgumentNullException("botsConfig");
_tickDispatcher = tickDisp;
_logger = logger;
_key_bots = new Dictionary <string, IBot>();
_bot_platform = new Dictionary <IBot, ILeechPlatform>();
}
/// <summary>
/// Сохранение данных по всем сделкам для всех инструментов
/// </summary>
/// <param name="tickDispatcher">Диспетчер тиковых данных</param>
/// <param name="sessionDbPath">Каталог данных текущей сессии (определяется датой)</param>
public void SaveData(ITickDispatcher tickDispatcher, string sessionDbPath)
{
if (tickDispatcher == null)
{
throw new ArgumentNullException("tickDispatcher");
}
if (string.IsNullOrWhiteSpace(sessionDbPath))
{
throw new ArgumentException("SessionDbPath is empty, session not opened.");
}
_logger.AddInfo("AllTradesData", "Save data ...");
try
{
var allTradesDir = Path.Combine(sessionDbPath, "AllTrades");
if (!Directory.Exists(allTradesDir))
{
Directory.CreateDirectory(allTradesDir);
}
var insIDs = tickDispatcher.GetInstrumIDs();
foreach (var insID in insIDs)
{
Instrum ins = _instrumTable.GetInstrum(insID);
if (ins == null)
{
continue;
}
var ticks = tickDispatcher.GetTicks(insID);
if (ticks == null || !ticks.Any())
{
continue;
}
var encoder = new AllTradesEncoder(ins.Decimals);
var persist = new AllTradesPersist();
persist.Initialize(allTradesDir, ins.Ticker);
_insStoreData.InitInsStores(insID);
foreach (Tick tick in ticks)
{
uint seconds = (uint)(tick.Time.Hour * 60 * 60 + tick.Time.Minute * 60 + tick.Time.Second);
byte[] buf = encoder.AddTick(seconds, tick.Price, tick.Lots);
persist.Write(buf);
_insStoreData.AddTick(insID, tick.Time, tick.Price, tick.Lots);
}
persist.Close();
}
_insStoreData.SaveData();
}
catch (Exception ex)
{
_logger.AddException("AllTradesData", ex);
}
_logger.AddInfo("AllTradesData", "Data saved");
}
/// <summary>
/// Используется для динамических графиков.
/// То есть предусмотрено динамическое изменение цен.
/// </summary>
/// <param name="instrumBL">Подсистема фин. инструментов</param>
/// <param name="td">Диспетчер потока данных по сделкам</param>
public ChartManager(IInstrumBL instrumBL, IInsStoreBL insStoreBL, IAccountDA accountDA, ITickDispatcher td)
{
_instrumBL = instrumBL;
_insStoreBL = insStoreBL;
_accountDA = accountDA;
_tickDispatcher = td;
_depManager = new DependencyManager();
_factory = new Factory(_srcProv, _depManager);
_isDynamic = true;
}
public ChartSystem(IChartDA chartDA, IInstrumBL instrumBL, IInsStoreBL insStoreBL, IAccountDA accountDA, IRepositoryBL reposBL,
ChartManagerCache cmCache, ITickDispatcher tickDisp)
{
_chartDA = chartDA;
_instrumBL = instrumBL;
_insStoreBL = insStoreBL;
_accountDA = accountDA;
_reposBL = reposBL;
_cmCache = cmCache;
_tickDisp = tickDisp;
}
public LpClientApp(DataProtect dataProtect, IInstrumTable instrumTable,
IAccountTable accountTable, IStopOrderTable stopOrderTable, IOrderTable orderTable, ITradeTable tradeTable,
ICashTable positionTable, IHoldingTable holdingTable, ITickDispatcher tickDisp, ILogger logger)
{
_dataProtect = dataProtect;
_socket = new LpClientSocket();
_core = new LpCore(_socket, false); // клиент
_pipeFactory = new LpAppFactory(_core, instrumTable, accountTable, stopOrderTable, orderTable, tradeTable, positionTable, holdingTable, tickDisp);
_sysPipe = new SystemLp(_pipeFactory, _core);
_logger = logger;
}
public LpAppFactory(ILpCore core, IInstrumTable instrumTable, IAccountTable accountTable, IStopOrderTable stopOrderTable,
IOrderTable orderTable, ITradeTable tradeTable, ICashTable positionTable, IHoldingTable holdingTable, ITickDispatcher tickDisp)
{
_core = core;
_instrumTable = instrumTable;
_accountTable = accountTable;
_stopOrderTable = stopOrderTable;
_orderTable = orderTable;
_tradeTable = tradeTable;
_positionTable = positionTable;
_holdingTable = holdingTable;
_tickDisp = tickDisp;
}
public void CloseBarRow()
{
if (_tSource != null)
{
_tSource.OnTick -= TSource_Tick;
}
if (_tDisp != null)
{
_tDisp.Unsubscribe(this, _insID);
}
_tSource = null;
_tDisp = null;
}
public LeechPlatform(ITickDispatcher tickDisp, IInstrumTable insTable, IHoldingTable holdTable, IOrderTable orderTable, IAccountTable accountTable,
AlorTradeWrapper alorTrade, ILogger logger, IInsStoreBL insStoreBL, ILeechConfig leechConfig)
{
_tickDisp = tickDisp;
_instrumTable = insTable;
_holdingTable = holdTable;
_orderTable = orderTable;
_accountTable = accountTable;
_alorTrade = alorTrade;
_logger = logger;
_insStoreBL = insStoreBL;
_leechConfig = leechConfig;
_barRows = new List <BarRow>();
_onTimer = null;
_onTimerTask = null;
_ins_onTick = new Dictionary <int, OnTickDelegate>();
_insID_pm = new Dictionary <int, IPosManager>();
}
public AlorTradeWrapper(IInstrumTable insTable, IStopOrderTable stopOrderTable, IOrderTable orderTable,
ITradeTable tradeTable, IHoldingTable holdingTable, ICashTable positionTable,
IAccountTable accountTable, ITickDispatcher tickDisp, ILeechConfig config, ILogger logger)
{
_instrumTable = insTable;
_stopOrderTable = stopOrderTable;
_orderTable = orderTable;
_tradeTable = tradeTable;
_holdingTable = holdingTable;
_positionTable = positionTable;
_accountTable = accountTable;
_tickDispatcher = tickDisp;
_leechConfig = config;
_logger = logger;
_secBoard = _leechConfig.SecBoard;
_addHours = _leechConfig.CorrectHours;
_startSessionMskTime = _leechConfig.StartSessionMskTime;
_endSessionMskTime = _leechConfig.EndSessionMskTime;
}
public SchedulerService(ITickDispatcher tickDisp, ChartManagerCache cmCache, ILogger <SchedulerService> logger, IConfiguration config, IServiceProvider services,
Scheduler scheduler)
{
_tickDisp = tickDisp;
_cmCache = cmCache;
_services = services;
_logger = logger;
_scheduler = scheduler;
var section = config.GetSection("Scheduler");
if (section != null)
{
var tasks = section.GetSection("tasks");
if (tasks != null)
{
foreach (var task in tasks.GetChildren())
{
int time;
if (!int.TryParse(task["time"], out time))
{
continue;
}
string action = task["action"];
if (action.ToLower() == "initialize")
{
_scheduler.AddItem(time, OpenSession);
}
}
}
var delaySection = section.GetSection("downloadall-timeout");
int timeout;
if (int.TryParse(delaySection.Value, out timeout))
{
_downloadAllTimeout = timeout;
}
}
}
public TickPipe(ILpCore core, ITickDispatcher tickDisp, IInstrumTable instrumTable)
{
_core = core;
_tickDisp = tickDisp;
_instrumTable = instrumTable;
}
