public void WriteAllDataToDisk()
{
//TO DO older 2 days
// if (bCopyIsBusy)
// return;
bCopyIsBusy = true;
CopyDictTFArray(ref CopyDict);
//m_timeFrameAnalyzer.Plaza2Connector.Log("ElapsedMilliseconds=" + sw.ElapsedMilliseconds + " " + m_timeFrameAnalyzer.IsinDir);
// CDictTFArray cp = (CDictTFArray) this.MemberwiseClone();
try
{
foreach (KeyValuePair <string, SortedDictionary <DateTime, CTimeFrameArray> > kv in CopyDict)// this)
{
string tf = kv.Key;
foreach (KeyValuePair <DateTime, CTimeFrameArray> kv2 in kv.Value)
{
DateTime dt = kv2.Key;
CTimeFrameArray tfa = kv2.Value;
if (!CUtilTime.OlderThanTwoWorkDays(dt))
{
tfa.FileName = m_timeFrameAnalyzer.GetFileName(tf, dt);
// tfa.mxLockFile.WaitOne();
this.m_timeFrameAnalyzer.CreateDirectoriesIfNeed();
CSerializator.Write <CTimeFrameArray>(ref tfa);
tfa.DtLastWrite = DateTime.Now;
// TaskCopyBackup(tfa.FileName);
// tfa.mxLockFile.ReleaseMutex();
}
}
}
}
catch (Exception e)
{
Error("WriteAllDataToDisk", e);
}
bCopyIsBusy = false;
}
private void AnalyzeDiskTF(ChangedTF changedTF, List <int> lstScale, EnmTF TF_high, EnmTF TF_low)
{
try
{
foreach (KeyValuePair <DateTime, CTimeFrameArray> kvp in m_dictTFArray[TF_low.ToString()]) //all dates of low TF array
{
if (CUtilTime.OlderThanTwoWorkDays(kvp.Key))
{
continue;
}
CTimeFrameArray M_low_TF_Array = kvp.Value;
for (int i = 1; i < M_low_TF_Array.ListTimeFrameInfo.Count; i++) //each TF array
{
DateTime dtPrev = M_low_TF_Array.ListTimeFrameInfo[i - 1].Dt;
DateTime dtCurr = M_low_TF_Array.ListTimeFrameInfo[i].Dt;
DateTime dtFrom = new DateTime(0);
DateTime dtTo = new DateTime(0);
if (changedTF(dtPrev, dtCurr, lstScale, ref dtFrom, ref dtTo))
{
//TO DO chek prev day etc
if (m_dictTFArray.IsContainTimeFrameInfo(TF_high, dtFrom))
{
continue; //if already exists in high TF array than nothing to do and continue
}
//exp logics
CTimeFrameInfo ntfi = null;
if (m_dictTFArray.GetLatestTFI(TF_high.ToString()) != null)
{
DateTime dtLast = (m_dictTFArray.GetLatestTFI(TF_high.ToString())).Dt;
if (dtLast > dtFrom)
{
ntfi = m_dictTFArray.GetNewTFIPuttingtoWritePlace(m_isin, TF_high, dtFrom);
//Error("Inserting data. TO DO check and remove");
}
else
{
ntfi = m_dictTFArray.GetNewTimeFrameInfo(m_isin, TF_high, dtFrom);
}
}
else
{
ntfi = m_dictTFArray.GetNewTimeFrameInfo(m_isin, TF_high, dtFrom);
}
int j = i - 1;
//note: the last pos
ntfi.OpenedPos = M_low_TF_Array.ListTimeFrameInfo[j].OpenedPos;
ntfi.ClosePrice = M_low_TF_Array.ListTimeFrameInfo[j].ClosePrice;
while (j >= 0 && M_low_TF_Array.ListTimeFrameInfo[j].Dt >= dtFrom)
{
CTimeFrameInfo currtfi = M_low_TF_Array.ListTimeFrameInfo[j];
ntfi.numOfDeals += currtfi.numOfDeals;
ntfi.Volume += currtfi.Volume;
if (ntfi.HighPrice < currtfi.HighPrice)
{
ntfi.HighPrice = currtfi.HighPrice;
}
if (ntfi.LowPrice > currtfi.LowPrice)
{
ntfi.LowPrice = currtfi.LowPrice;
}
ntfi.OpenPrice = M_low_TF_Array.ListTimeFrameInfo[j].OpenPrice;
j--; //backward
}
DateTime dtcnd = CUtilTime.NormalizeDay(dtFrom);
//no need ? check !
CheckTFIConsistent(ntfi);
}
}
//TrapError(kvp.Value);
}
}
catch (Exception e)
{
Error("AnalyzeDiskTF", e);
}
}