//void Subscribe(Instrument instrument, DateTime dateTime1, DateTime dateTime2)
//{
// Console.WriteLine("{0} {1}::Subscribe {2}", DateTime.Now, this.Name, instrument.Symbol);
// var info = new SubscribeInfo();
// info.DatePath = Path.Combine(DataPath, instrument.Symbol);
// info.DateTime1 = dateTime1;
// info.DateTime2 = dateTime2;
// info.InstrumentId = instrument.Id;
// info.SubscribeBidAsk = SubscribeBid && SubscribeAsk;
// info.SubscribeTrade = SubscribeTrade;
// var queue = new EventQueue(1, 0, 2, 0x61a8) {
// IsSynched = true
// };
// queue.Enqueue(new OnQueueOpened(queue));
// framework.EventBus.DataPipe.Add(queue);
// _dataSeries.Add(new DataSeriesObject(info, queue));
//}
void Subscribe(Instrument instrument, DateTime dateTime1, DateTime dateTime2)
{
Console.WriteLine("{0} {1}::Subscribe {2}", DateTime.Now, this.Name, instrument.Symbol);
// 在这里一开始就加载完，需要一点时间，后期考虑将数据与回测结合起来使用
ProtobufDataZeroReader reader = new ProtobufDataZeroReader();
reader.DataPath_Instrument = DataPath_Instrument;
reader.DataPath_Realtime = DataPath_Realtime;
reader.SubscribeExternData = SubscribeExternData;
reader.SubscribeAsk = SubscribeAsk;
reader.SubscribeBid = SubscribeBid;
reader.GetDataSeries(instrument, dateTime1, dateTime2);
IDataSeries Trades = null;
IDataSeries Bids = null;
IDataSeries Asks = null;
if (SubscribeTrade || SubscribeBid || SubscribeAsk)
{
reader.OutputSeries(out Trades, out Bids, out Asks);
}
if (SubscribeTrade && Trades != null && Trades.Count > 0)
{
var queue = new EventQueue(1, 0, 2, 0x61a8)
{
IsSynched = true
};
queue.Enqueue(new OnQueueOpened(queue));
framework.EventBus.DataPipe.Add(queue);
_dataSeries.Add(new DataSeriesObject(Trades, dateTime1, dateTime2, queue, this.Processor));
}
if (SubscribeBid && Bids != null && Bids.Count > 0)
{
var queue = new EventQueue(1, 0, 2, 0x61a8)
{
IsSynched = true
};
queue.Enqueue(new OnQueueOpened(queue));
framework.EventBus.DataPipe.Add(queue);
_dataSeries.Add(new DataSeriesObject(Bids, dateTime1, dateTime2, queue, this.Processor));
}
if (SubscribeAsk && Asks != null && Asks.Count > 0)
{
var queue = new EventQueue(1, 0, 2, 0x61a8)
{
IsSynched = true
};
queue.Enqueue(new OnQueueOpened(queue));
framework.EventBus.DataPipe.Add(queue);
_dataSeries.Add(new DataSeriesObject(Asks, dateTime1, dateTime2, queue, this.Processor));
}
}
//void Subscribe(Instrument instrument, DateTime dateTime1, DateTime dateTime2)
//{
// Console.WriteLine("{0} {1}::Subscribe {2}", DateTime.Now, this.Name, instrument.Symbol);
// var info = new SubscribeInfo();
// info.DatePath = Path.Combine(DataPath, instrument.Symbol);
// info.DateTime1 = dateTime1;
// info.DateTime2 = dateTime2;
// info.InstrumentId = instrument.Id;
// info.SubscribeBidAsk = SubscribeBid && SubscribeAsk;
// info.SubscribeTrade = SubscribeTrade;
// var queue = new EventQueue(1, 0, 2, 0x61a8) {
// IsSynched = true
// };
// queue.Enqueue(new OnQueueOpened(queue));
// framework.EventBus.DataPipe.Add(queue);
// _dataSeries.Add(new DataSeriesObject(info, queue));
//}
void Subscribe(Instrument instrument, DateTime dateTime1, DateTime dateTime2)
{
Console.WriteLine("{0} {1}::Subscribe {2}", DateTime.Now, this.Name, instrument.Symbol);
// 在这里一开始就加载完，需要一点时间，后期考虑将数据与回测结合起来使用
ProtobufDataZeroReader reader = new ProtobufDataZeroReader();
reader.DataPath_Instrument = DataPath_Instrument;
reader.DataPath_Realtime = DataPath_Realtime;
reader.SubscribeExternData = SubscribeExternData;
reader.SubscribeAsk = SubscribeAsk;
reader.SubscribeBid = SubscribeBid;
reader.GetDataSeries(instrument, dateTime1, dateTime2);
IDataSeries Trades = null;
IDataSeries Bids = null;
IDataSeries Asks = null;
if(SubscribeTrade || SubscribeBid || SubscribeAsk)
{
reader.OutputSeries(out Trades, out Bids, out Asks);
}
if (SubscribeTrade && Trades != null && Trades.Count > 0)
{
var queue = new EventQueue(1, 0, 2, 0x61a8)
{
IsSynched = true
};
queue.Enqueue(new OnQueueOpened(queue));
framework.EventBus.DataPipe.Add(queue);
_dataSeries.Add(new DataSeriesObject(Trades, dateTime1, dateTime2, queue, this.Processor));
}
if (SubscribeBid && Bids != null && Bids.Count > 0)
{
var queue = new EventQueue(1, 0, 2, 0x61a8)
{
IsSynched = true
};
queue.Enqueue(new OnQueueOpened(queue));
framework.EventBus.DataPipe.Add(queue);
_dataSeries.Add(new DataSeriesObject(Bids, dateTime1, dateTime2, queue, this.Processor));
}
if (SubscribeAsk && Asks != null && Asks.Count > 0)
{
var queue = new EventQueue(1, 0, 2, 0x61a8)
{
IsSynched = true
};
queue.Enqueue(new OnQueueOpened(queue));
framework.EventBus.DataPipe.Add(queue);
_dataSeries.Add(new DataSeriesObject(Asks, dateTime1, dateTime2, queue, this.Processor));
}
}
