/// <summary>
/// Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object
/// each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone.
/// </summary>
/// <param name="config">Subscription data config setup object</param>
/// <param name="line">Line of the source document</param>
/// <param name="date">Date of the requested data</param>
/// <param name="isLiveMode">true if we're in live mode, false for backtesting mode</param>
/// <returns>Instance of the T:BaseData object generated by this line of the CSV</returns>
public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
{
try
{
// create a new StockDataSource and set the symbol using config.Symbol
var stocks = new StockDataSource {
Symbol = config.Symbol
};
// break our line into csv pieces
var csv = line.ToCsv();
if (isLiveMode)
{
// our live mode format does not have a date in the first column, so use date parameter
stocks.Time = date;
stocks.Symbols.AddRange(csv);
}
else
{
// our backtest mode format has the first column as date, parse it
stocks.Time = DateTime.ParseExact(csv[0], "yyyyMMdd", null);
// any following comma separated values are symbols, save them off
stocks.Symbols.AddRange(csv.Skip(1));
}
return(stocks);
}
// return null if we encounter any errors
catch { return(null); }
}
/// <summary>
/// Adds a new processing target
/// </summary>
/// <param name="target">The target point to add</param>
public void Add(ProcessingTarget target)
{
Targets.Add(target);
// If live, set up a subscription
if (Live && !LiveData.ContainsKey(target.Symbol))
{
var sourceList = new StockDataSet <StockDataSource>(target.Symbol, DateTime.Now, Session.SourceFile);
var data = new StockDataSetDerived <StockDataSink, StockDataSource, StockProcessingState>(sourceList, Session.SinkFile, CreateSink, GetProcessingState);
var sub = DataAccessor.Subscribe(target.Symbol, LiveInterval);
sub.Notify += (DataAccessor.Subscription s) =>
{
LiveData[s.Symbol].Item1.Add(StockDataSource.CreateFromPrice((float)s.Price));
LiveProcessingQueue.Add(target);
};
LiveData[target.Symbol] = new Tuple <StockDataSetDerived <StockDataSink, StockDataSource, StockProcessingState>, DataAccessor.Subscription>(data, sub);
}
}
/// <summary>
/// Reader converts each line of the data source into BaseData objects. Each data type creates its own factory method, and returns a new instance of the object
/// each time it is called. The returned object is assumed to be time stamped in the config.ExchangeTimeZone.
/// </summary>
/// <param name="config">Subscription data config setup object</param>
/// <param name="line">Line of the source document</param>
/// <param name="date">Date of the requested data</param>
/// <param name="isLiveMode">true if we're in live mode, false for backtesting mode</param>
/// <returns>Instance of the T:BaseData object generated by this line of the CSV</returns>
public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
{
try
{
// create a new StockDataSource and set the symbol using config.Symbol
var stocks = new StockDataSource {Symbol = config.Symbol};
// break our line into csv pieces
var csv = line.ToCsv();
if (isLiveMode)
{
// our live mode format does not have a date in the first column, so use date parameter
stocks.Time = date;
stocks.Symbols.AddRange(csv);
}
else
{
// our backtest mode format has the first column as date, parse it
stocks.Time = DateTime.ParseExact(csv[0], "yyyyMMdd", null);
// any following comma separated values are symbols, save them off
stocks.Symbols.AddRange(csv.Skip(1));
}
return stocks;
}
// return null if we encounter any errors
catch { return null; }
}
