void ReadHeader()
{
// get version id
ReadByte();
// get version
_filever = ReadInt32();
if (_filever != TikConst.FILECURRENTVERSION)
{
throw new BadTikFile("version: " + _filever + " expected: " + TikConst.FILECURRENTVERSION);
}
// get real symbol
_realsymbol = ReadString();
// get security from symbol
_sec = TradeLink.Common.SecurityImpl.Parse(_realsymbol);
_sec.Date = SecurityImpl.SecurityFromFileName(_path).Date;
// get short symbol
_sym = _sec.symbol;
// get end of header
ReadByte();
// make sure we read something
if (_realsymbol.Length <= 0)
{
throw new BadTikFile("no symbol defined in tickfile");
}
// flag header as read
_haveheader = true;
}
/// <summary>
/// get tick files created on a certain date
/// </summary>
/// <param name="tickfolder"></param>
/// <param name="date"></param>
/// <returns></returns>
public static List <string> GetFilesFromDate(string tickfolder, int date)
{
string[] files = TikUtil.GetFiles(tickfolder, TikConst.WILDCARD_EXT);
List <string> matching = new List <string>();
foreach (string file in files)
{
SecurityImpl sec = SecurityImpl.SecurityFromFileName(file);
string symfix = System.IO.Path.GetFileNameWithoutExtension(sec.Name);
if (sec.Date == date)
{
matching.Add(file);
}
}
return(matching);
}
/// <summary>
/// play simulation until specified day/time is hit
/// </summary>
/// <param name="datetime"></param>
virtual public void PlayTo(long datetime)
{
// check for event
if (GotTick == null)
{
debug("Not handling ticks, quitting...");
return;
}
// handle non binary indicies
if (!myhsi.isBinaryIndex)
{
// make sure inited
if (!hsipinited)
{
Initialize();
// wait a moment
System.Threading.Thread.Sleep(WaitRead * 2);
}
// ensure reader is done
while (_reader.IsBusy)
{
_reader.CancelAsync();
}
// start reading
_reader.RunWorkerAsync(datetime);
stopwatch();
// start writing
while (hsipplay && (hsip_nexttime <= datetime))
{
if (_buf.hasItems)
{
Tick k = _buf.Read();
gotnewtick(k);
}
else if (!_reader.IsBusy)
{
break;
}
System.Threading.Thread.Sleep(_writewait);
}
stopwatch();
}
else
{
debug("Playing index containing " + myhsi.TicksPresent.ToString("N0") + " ticks.");
TikReader tw = new TikReader(myhsi.BinaryIndex);
// reset counters
br = 0;
tw.gotTick += new TickDelegate(tw_gotTick);
// get symbols for every toc
string[] syms = new string[myhsi.TOCTicks.Length];
for (int i = 0; i < syms.Length; i++)
{
syms[i] = SecurityImpl.SecurityFromFileName(myhsi.TOCTicks[i]).symbol;
}
// get symbol for every tick
symidx = new string[TicksPresent];
for (int i = 0; i < symidx.Length; i++)
{
symidx[i] = syms[myhsi.Playindex[i]];
}
// playback ticks
stopwatch();
while (hsipplay && (hsip_nexttime <= datetime) && tw.NextTick())
{
}
stopwatch();
}
}
