}// GetWriteQuery()
//
//
//
//
//
//
//
private void WriteValues(FillsQueryItem item, ref StringBuilder query)
{
query.AppendFormat("({0},{1}", item.StrategyId, item.InstrumentId);
query.AppendFormat(",\'{0}\',\'{1}\'", item.UserName, item.RunType);
query.AppendFormat(",\'{0}\'", item.PricingEngineName);
// time stamp
query.AppendFormat(",\'{0:yyyy-MM-dd HH:mm:ss}\'", item.TimeStamp);
query.AppendFormat(",{0}", item.UnixUTC);
query.AppendFormat(",{0}", item.UnixMicroSec);
// data
query.AppendFormat(",{0},{1}", item.Qty, item.Price);
query.AppendFormat(",\'{0}\'", item.AttributeString);
query.Append(")");
}
//
//
//
//
#endregion//Constructors
#region Public Methods
// *************************************
// **** AddItemToWrite() ****
// *************************************
/// <summary>
/// User calls this function to add a new signal item for later writing.
/// TODO:
/// 1) this is written like this so in future, we can recycle signal items
/// without the user having access to them.
/// </summary>
public void AddItemToWrite(int strategyId, int instrId, DateTime localTime, UV.Lib.Application.UserInfo user, string pricingEngineName, string attributeString, int qty = 0, double price = 0)
{
FillsQueryItem newItem = new FillsQueryItem();
newItem.StrategyId = strategyId;
newItem.InstrumentId = instrId;
newItem.RunType = user.RunType.ToString().ToLower();
newItem.UserName = user.UserName;
newItem.PricingEngineName = pricingEngineName;
newItem.TimeStamp = localTime;
double utc = QTMath.DateTimeToEpoch(localTime.ToUniversalTime());
newItem.UnixUTC = (int)Math.Floor(utc);
newItem.UnixMicroSec = (int)((utc - newItem.UnixUTC) * 1000000);
newItem.Qty = qty;
newItem.Price = price;
newItem.AttributeString = attributeString;
this.m_ItemsToWrite.Add(newItem);
}//AddItemToWrite()
//
//
// *************************************
// **** GetWriteQuerySuffix ****
// *************************************
public override string GetWriteQuerySuffix(DatabaseInfo dataBase)
{
TableInfo.UVFillsTableInfo table = dataBase.UVFills;
// Start of query
StringBuilder query = new StringBuilder();
//
// Values to write
//
if (m_ItemsToWrite.Count == 0)
{
return(string.Empty);
}
FillsQueryItem item = this.m_ItemsToWrite[0];
WriteValues(item, ref query);
for (int i = 1; i < m_ItemsToWrite.Count; ++i)
{
query.Append(", ");
item = this.m_ItemsToWrite[i];
WriteValues(item, ref query);
}
return(query.ToString());
}