public TimeValueData getData(long timestamp, string dataName, string instrument)
{
SQLiteConnection connection = getConnection();
SQLiteCommand command = new SQLiteCommand("SELECT * FROM timevaluepair WHERE instrument = @instrument AND name = @name AND timestamp < @timestamp AND timestamp > @timestampMin ORDER BY timestamp DESC LIMIT 1", connection);
command.Parameters.AddWithValue("@timestamp", timestamp);
command.Parameters.AddWithValue("@name", dataName);
command.Parameters.AddWithValue("@instrument", instrument);
command.Parameters.AddWithValue("@timestampMin", timestamp - (30 * 60 * 1000));
command.Prepare();
command.CommandTimeout = timeout;
SQLiteDataReader Reader = command.ExecuteReader();
TimeValueData output = null;
if (Reader.Read())
{
output = new TimeValueData((long)(decimal)Reader["timestamp"], (double)Reader["value"]);
}
Reader.Close();
connection.Close();
return(output);
}
public void setData(TimeValueData data, string dataName, string instrument)
{
try
{
BsonDocument input = new BsonDocument();
input.SetElement(new BsonElement("timestamp", data.timestamp));
input.SetElement(new BsonElement("value", data.value));
input.SetElement(new BsonElement("dataName", dataName));
dataCollection.Insert(input);
}
catch { errors++; }
}
public void setData(TimeValueData data, string dataName, string instrument)
{
SQLiteConnection connection = getConnection();
SQLiteCommand command = new SQLiteCommand("INSERT INTO timevaluepair(instrument, name, timestamp, value) VALUES(@instrument, @dataName, @timestamp, @value)", connection);
command.Parameters.AddWithValue("@value", format(data.value));
command.Parameters.AddWithValue("@timestamp", data.timestamp);
command.Parameters.AddWithValue("@dataName", dataName);
command.Parameters.AddWithValue("@instrument", instrument);
command.Prepare();
command.CommandTimeout = timeout;
command.ExecuteNonQuery();
connection.Close();
}
void IDataminingDatabase.addData(string dataname, SQLiteDatabase database, string instrument)
{
List <Thread> threads = new List <Thread>();
long start = database.getFirstTimestamp();
long end = database.getLastTimestamp();
long timeframe = (end - start) / threadsCount;
int threadId = 0;
var collection = mongodb.getDB().GetCollection("prices");
while (threadId < threadsCount)
{
long threadBeginning = start + (timeframe * threadId);
long threadEnd = threadBeginning + timeframe;
Thread thread = new Thread(delegate()
{
string name = "data " + dataname + " ID_" + threadBeginning + ":" + threadEnd;
progress.setProgress(name, 0);
int done = 0;
long count = 0;
var docs = collection.FindAs <BsonDocument>(Query.And(Query.EQ("instrument", instrument), Query.NotExists(dataname), Query.LT("timestamp", threadEnd), Query.GTE("timestamp", threadBeginning))).SetSortOrder(SortBy.Ascending("timestamp"));
docs.SetFlags(QueryFlags.NoCursorTimeout);
count = docs.Count();
foreach (BsonDocument doc in docs)
{
done++;
progress.setProgress(name, Convert.ToInt32(Convert.ToDouble(done) / Convert.ToDouble(count) * 100d));
if (doc.ContainsValue(dataname))
{
continue;
}
try
{
TimeValueData data = database.getData(doc["timestamp"].AsInt64, dataname, doc["instrument"].AsString);
collection.FindAndModify(new FindAndModifyArgs()
{
Query = Query.EQ("_id", doc["_id"]),
Update = Update.Set(dataname, data.value)
});
}
catch { }
}
progress.remove(name);
});
thread.Start();
threads.Add(thread);
threadId++;
}
waitForThreads(threads);
}
