/// <summary>
/// converts EPF files to tick files in current directory
/// </summary>
/// <param name="args"></param>
public static void Epf2Tik(string[] args)
{
// get a list of epf files
foreach (string file in args)
{
SecurityImpl sec = SecurityImpl.FromTik(file);
sec.HistSource.GotTick += HistSource_gotTick;
_tw = new TikWriter(sec.Name);
while (sec.NextTick())
{
_tw.Close();
}
}
}
/// <summary>
/// write header for tick file
/// </summary>
/// <param name="bw"></param>
/// <param name="realsymbol"></param>
/// <returns></returns>
public static bool Header(TikWriter bw, string realsymbol)
{
bw.OutStream = new FileStream(bw.Filepath, FileMode.Create, FileAccess.Write, FileShare.Read);
// version
bw.Write(TikConst.Version);
bw.Write(TikConst.Filecurrentversion);
// full symbol name
bw.Write(realsymbol); //
// fields end
bw.Write(TikConst.StartData);
// flag header as created
bw._hasheader = true;
return(true);
}
/// <summary>
/// create file from ticks
/// </summary>
/// <param name="ticks"></param>
/// <param name="tw"></param>
/// <returns></returns>
public static bool TicksToFile(Tick[] ticks, TikWriter tw)
{
try
{
foreach (Tick k in ticks)
{
tw.NewTick(k);
}
tw.Close();
Log.Debug(tw.RealSymbol + " saved " + tw.Count + " ticks to: " + tw.Filepath);
}
catch (Exception ex)
{
Log.Error(ex, "Error creating file from ticks");
return(false);
}
return(true);
}
public bool NewTick(Tick t)
{
if (_stopped)
{
return(false);
}
if ((t.Symbol == null) || (t.Symbol == ""))
{
return(false);
}
TikWriter tw;
// prepare last date of tick
int lastdate;
// get last date
bool havedate = _datedict.TryGetValue(t.Symbol, out lastdate);
// if we don't have date, use present date
if (!havedate)
{
lastdate = t.Date;
_datedict.Add(t.Symbol, t.Date);
}
// see if we need a new day
bool samedate = lastdate == t.Date;
// see if we have stream already
bool havestream = _filedict.TryGetValue(t.Symbol, out tw);
// if no changes, just save tick
if (samedate && havestream)
{
try
{
tw.NewTick((TickImpl)t);
return(true);
}
catch (IOException) { return(false); }
}
try
{
// if new date, close stream
if (!samedate)
{
try
{
if (tw != null)
{
tw.Close();
}
}
catch (IOException) { }
}
// ensure file is writable
string fn = TikWriter.SafeFilename(t.Symbol, _path, t.Date);
if (TikUtil.IsFileWritetable(fn))
{
// open new stream
tw = new TikWriter(_path, t.Symbol, t.Date);
// save tick
tw.NewTick((TickImpl)t);
// save stream
if (!havestream)
{
_filedict.Add(t.Symbol, tw);
}
else
{
_filedict[t.Symbol] = tw;
}
// save date if changed
if (!samedate)
{
_datedict[t.Symbol] = t.Date;
}
}
}
catch (IOException) { return(false); }
catch (Exception) { return(false); }
return(false);
}