public ForexDataRows(ForexDataTable dt, int startIdx, int endIdx)
{
m_parentDataTable = dt;
m_startIdx = startIdx;
m_endIdx = endIdx;
m_length = m_endIdx - m_startIdx;
}
public ForexData(ForexDataTable dt, System.Data.DataRow row, bool isHpData)
{
m_isHpData = isHpData;
m_parentDataTable = dt;
m_values = new object[row.Table.Columns.Count - 1];
if (!isHpData)
{
for (int i = 0; i < m_values.Length; ++i)
{
m_values[i] = row[i + 1];
}
}
else
{
WekaUtils.DebugAssert(m_values.Length == 2, "hp data length is 2");
m_values[0] = row[1];
m_values[1] = row[2];
}
this.Time = (long)row[0];
}
// tableType = 0: MainTable; 1: OtherDataTable; 2:HpTable
public ForexDataRows GetDbData(DateTime dt1, DateTime dt2, string tableName, int tableType, bool isTrain, CandidateParameter cp)
{
lock (m_lockObject)
{
//int dealTypeIdx1 = dealType == 'B' ? 0 : 1;
DateTime prevDate = dt1.AddMinutes(-2 * cp.PrevTimeCount * WekaUtils.GetMinuteofPeriod(cp.AllPeriods[cp.PeriodCount - 1]));
DateTime nextDate = dt2;
if (m_useBufferReadData && m_batchBufferMinutes < 0)
{
int n1 = cp.SymbolCount * cp.PeriodCount * (cp.PeriodTimeCount + 1)
* (cp.AllIndNames.Count + cp.AllIndNames2.Count + 5) / WekaUtils.GetMinuteofPeriod(cp.MainPeriod);
n1 = Math.Max(n1, 1);
int n2 = 1;
//n2 = 3 * TestParameters.BatchTps.Length * TestParameters.BatchSls.Length * Parameters.AllDealTypes.Length / WekaUtils.GetMinuteofPeriod(TestParameters.MainPeriod);
//n2 /= 6;
n2 = 10000 / WekaUtils.GetMinuteofPeriod(cp.MainPeriod);
n2 = Math.Max(n2, 1);
m_batchBufferMinutes = (Parameters.TotalCanUseBuffer - System.GC.GetTotalMemory(false)) / (n1 + n2) * WekaUtils.GetMinuteofPeriod(cp.MainPeriod); // / 240
int min = (int)(nextDate - prevDate).TotalMinutes + 24 * TestParameters.BatchTestMinutes;
int max = (int)(1.1 * TestParameters.BatchTrainMinutes);
if (m_batchBufferMinutes < min)
{
//m_useBufferReadData = false;
WekaUtils.Instance.WriteLog(string.Format("Partial buffer. batchGetTime = {0}, min = {1}", m_batchBufferMinutes, min));
m_batchBufferMinutes = min;
}
else
{
//m_useBufferReadData = true;
WekaUtils.Instance.WriteLog(string.Format("Use buffer. batchGetTime = {0}, max = {1}", m_batchBufferMinutes, max));
m_batchBufferMinutes = Math.Min(m_batchBufferMinutes, max);
}
}
if (m_useBufferReadData)
{
DateTime bufferDateStart = prevDate;
DateTime bufferDateEnd = bufferDateStart.AddMinutes(m_batchBufferMinutes);
if (TestParameters2.RealTimeMode)
{
if (isTrain)
{
bufferDateStart = dt1.AddDays(-7);
bufferDateEnd = dt2.AddDays(7);
}
else
{
bufferDateStart = dt1;
bufferDateEnd = dt2;
}
}
//System.Console.WriteLine("{0}, {1}, {2}, {3}", bufferDateStart, bufferDateEnd, prevDate, nextDate);
if (bufferDateEnd >= nextDate)
{
string allDataKey = tableName;
//if (tableType == 2)
//{
// allDataKey += "_" + Parameters.AllDealTypes[dealTypeIdx] + "_" + tp.ToString() + "_" + sl.ToString();
//}
if (m_allData == null)
{
if (m_serializeAllData)
{
foreach (string s in System.IO.Directory.GetFiles(".", m_allDataCacheFile))
{
string[] ss = System.IO.Path.GetFileNameWithoutExtension(s).Split(new char[] { '_' }, StringSplitOptions.RemoveEmptyEntries);
DateTime d1 = Convert.ToDateTime(ss[1]);
DateTime d2 = Convert.ToDateTime(ss[2]);
if (bufferDateStart >= d1 && bufferDateEnd <= d2)
{
m_allData = Feng.Windows.Utils.SerializeHelper.Deserialize <Dictionary <string, ForexDataTable> >(s);
break;
}
}
}
if (m_allData == null)
{
m_allData = new Dictionary <string, ForexDataTable>();
//m_allDateDates = new DateTime[m_dealType.Length][];
}
}
if (m_allData.ContainsKey(allDataKey))
{
Tuple <DateTime, DateTime> ds = m_allDataDates[allDataKey];
bool expired = false;
if (!isTrain)
{
if (ds.Item2 < nextDate || ds.Item1 > prevDate)
{
//System.Console.WriteLine("{0}, {1}, {2}, {3}", ds.Item1.ToString(), ds.Item2, prevDate, nextDate);
expired = true;
}
}
else
{
if (ds.Item2 <= nextDate.AddMinutes(TestParameters.EnablePerhourTrain ?
2 * Parameters.AllHour * TestParameters.BatchTestMinutes :
2 * TestParameters.BatchTestMinutes) || ds.Item1 > prevDate)
{
expired = true;
}
}
if (expired)
{
m_allData.Remove(allDataKey);
m_allDataDates.Remove(allDataKey);
}
}
//long usedMemory = System.GC.GetTotalMemory(false);
//if (m_cacheData && usedMemory >= Parameters.TotalCanUseMemory)
//{
// WekaUtils.Instance.WriteLog(string.Format("Use too many memory. now total memory = {0}", usedMemory));
// m_cacheData = false;
//}
//else if (!m_cacheData && usedMemory < Parameters.TotalCanUseMemory)
//{
// WekaUtils.Instance.WriteLog(string.Format("reset to cache data. now total memory = {0}", usedMemory));
// m_cacheData = true;
//}
if (m_cacheData && !m_allData.ContainsKey(allDataKey))
{
StringBuilder sql = new StringBuilder();
if (tableType == 0)
{
sql.Append(string.Format("SELECT [Time], [Date], [hour], [dayofweek], [spread], [close] as mainClose")); // , [AskVolume], [BidVolume]
}
else if (tableType == 1)
{
sql.Append(string.Format("SELECT [Time], [Date]"));
}
else if (tableType == 2)
{
sql.Append(string.Format("SELECT [Time], [hp], [hp_date]"));
}
if (tableType == 0 || tableType == 1)
{
foreach (var kvp in cp.AllIndNames2)
{
sql.Append(string.Format(",[{0}]", kvp.Key));
}
foreach (var kvp in cp.AllIndNames)
{
sql.Append(string.Format(",[{0}]", kvp.Key));
}
}
sql.Append(string.Format(" FROM {0} WHERE Time >= '{1}' AND Time < '{2}' ",
tableName, WekaUtils.GetTimeFromDate(bufferDateStart), WekaUtils.GetTimeFromDate(bufferDateEnd)));
//if (tableType == 0 || tableType == 1)
//{
// sql.Append(" AND IsActive = 1 ");
//}
//if (tableType == 2)
//{
// sql.Append(string.Format(" AND DealType = '{0}' AND Tp = {1} AND Sl = {2}", Parameters.AllDealTypes[dealTypeIdx], tp, sl));
//}
if (!string.IsNullOrEmpty(TestParameters.DbSelectWhere))
{
sql.Append(string.Format(" AND {0}", TestParameters.DbSelectWhere));
}
sql.Append(string.Format(" {0}", m_selectOrder));
string cmd = sql.ToString();
//m_allData[allDataKey] = DbHelper.Instance.ExecuteDataTable(cmd);
//m_allData[allDataKey].PrimaryKey = new System.Data.DataColumn[] { m_allData[allDataKey].Columns["Time"] };
m_allData[allDataKey] = new ForexDataTable(Feng.Data.DbHelper.Instance.ExecuteDataTable(cmd), tableType == 2);
m_allDataDates[allDataKey] = new Tuple <DateTime, DateTime>(bufferDateStart, bufferDateEnd);
WekaUtils.Instance.WriteLog(string.Format("Buffer Get Data From {0} to {1} of {2}", bufferDateStart, bufferDateEnd, allDataKey));
if (m_serializeAllData)
{
string allDataCacheFile = m_allDataCacheFile.Replace("*",
TestParameters.BatchDateStart.ToString(Parameters.DateTimeFormat) + "_"
+ TestParameters.BatchDateEnd.ToString(Parameters.DateTimeFormat));
Feng.Windows.Utils.SerializeHelper.Serialize(allDataCacheFile, m_allData);
}
}
if (m_allData.ContainsKey(allDataKey))
{
//string filter = GetDbDateFilter(dt1, dt2, tableType);
//return m_allData[allDataKey].Select(filter);
Tuple <long, long> filter = GetDbDateFilter(dt1, dt2, tableType);
return(m_allData[allDataKey].SelectByDate(filter.Item1, filter.Item2));
}
}
}
// no get from cache
{
StringBuilder sql = new StringBuilder();
if (tableType == 0)
{
sql.Append(string.Format("SELECT [Time], [Date], [hour], [dayofweek], [spread], [close] as mainClose")); // , [AskVolume], [BidVolume]
}
else if (tableType == 1)
{
sql.Append(string.Format("SELECT [Time], [Date]"));
}
else if (tableType == 2)
{
sql.Append(string.Format("SELECT [Time], [hp], [hp_date]"));
}
if (tableType == 0 || tableType == 1)
{
foreach (var kvp in cp.AllIndNames2)
{
sql.Append(string.Format(",[{0}]", kvp.Key));
}
foreach (var kvp in cp.AllIndNames)
{
sql.Append(string.Format(",[{0}]", kvp.Key));
}
}
string filter = GetDbDateFilter4Db(dt1, dt2, tableType);
sql.Append(string.Format(" FROM {0} WHERE {1}",
tableName, filter));
//if (tableType == 2)
//{
// sql.Append(string.Format(" AND DealType = '{0}' AND Tp = {1} AND Sl = {2}", Parameters.AllDealTypes[dealTypeIdx], tp, sl));
//}
if (!string.IsNullOrEmpty(TestParameters.DbSelectWhere))
{
sql.Append(string.Format(" AND {0}", TestParameters.DbSelectWhere));
}
sql.Append(string.Format(" {0}", m_selectOrder));
string cmd = sql.ToString();
WekaUtils.Instance.WriteLog(string.Format("NoBuffer Get Date From {0} to {1} of {2}", prevDate, nextDate, tableName));
System.Data.DataTable dt = Feng.Data.DbHelper.Instance.ExecuteDataTable(cmd);
//return dt.Select();
return(new ForexDataRows(new ForexDataTable(dt, tableType == 2), 0, dt.Rows.Count));
}
}
}
