/// <summary>
/// Import from CSV file.
/// </summary>
/// <param name="fileName">File name.</param>
/// <param name="updateProgress">Progress notification.</param>
/// <param name="isCancelled">The processor, returning process interruption sign.</param>
public void Import(string fileName, Action <int> updateProgress, Func <bool> isCancelled)
{
var buffer = new List <dynamic>();
this.AddInfoLog(LocalizedStrings.Str2870Params.Put(fileName, DataType.MessageType.Name));
try
{
var len = new FileInfo(fileName).Length;
var prevPercent = 0;
var lineIndex = 0;
foreach (var instance in Parse(fileName, isCancelled))
{
if (!(instance is SecurityMessage secMsg))
{
buffer.Add(instance);
if (buffer.Count > 1000)
{
FlushBuffer(buffer);
}
}
else
{
var security = _entityRegistry.Securities.ReadBySecurityId(secMsg.SecurityId);
if (security != null)
{
if (!UpdateDuplicateSecurities)
{
this.AddErrorLog(LocalizedStrings.Str1453.Put(secMsg.SecurityId));
continue;
}
security.ApplyChanges(secMsg, _exchangeInfoProvider, UpdateDuplicateSecurities);
}
else
{
security = secMsg.ToSecurity(_exchangeInfoProvider);
}
_entityRegistry.Securities.Save(security, UpdateDuplicateSecurities);
ExtendedInfoStorageItem?.Add(secMsg.SecurityId, secMsg.ExtensionInfo);
}
var percent = (int)(((double)lineIndex / len) * 100 - 1).Round();
lineIndex++;
if (percent <= prevPercent)
{
continue;
}
prevPercent = percent;
updateProgress?.Invoke(prevPercent);
}
/// <summary>
/// Import from CSV file.
/// </summary>
/// <param name="fileName">File name.</param>
/// <param name="updateProgress">Progress notification.</param>
/// <param name="isCancelled">The processor, returning process interruption sign.</param>
public void Import(string fileName, Action <int> updateProgress, Func <bool> isCancelled)
{
var buffer = new List <Message>();
this.AddInfoLog(LocalizedStrings.Str2870Params.Put(fileName, DataType.MessageType.Name));
Func <Message, SecurityId> getSecurityId = null;
if (DataType == DataType.Securities)
{
getSecurityId = m => ((SecurityMessage)m).SecurityId;
}
else if (DataType == DataType.MarketDepth)
{
getSecurityId = m => ((QuoteChangeMessage)m).SecurityId;
}
else if (DataType == DataType.Level1)
{
getSecurityId = m => ((Level1ChangeMessage)m).SecurityId;
}
else if (DataType == DataType.PositionChanges)
{
getSecurityId = m => ((PositionChangeMessage)m).SecurityId;
}
else if (DataType == DataType.Ticks || DataType == DataType.OrderLog || DataType == DataType.Transactions)
{
getSecurityId = m => ((ExecutionMessage)m).SecurityId;
}
else if (DataType.IsCandles)
{
getSecurityId = m => ((CandleMessage)m).SecurityId;
}
try
{
var len = new FileInfo(fileName).Length;
var prevPercent = 0;
var lineIndex = 0;
foreach (var msg in Parse(fileName, isCancelled))
{
if (msg is SecurityMappingMessage)
{
continue;
}
if (!(msg is SecurityMessage secMsg))
{
buffer.Add(msg);
if (buffer.Count > 1000)
{
FlushBuffer(buffer, getSecurityId);
}
}
else
{
var security = _securityStorage.LookupById(secMsg.SecurityId);
var isNew = true;
if (security != null)
{
if (!UpdateDuplicateSecurities)
{
this.AddErrorLog(LocalizedStrings.Str1453.Put(secMsg.SecurityId));
continue;
}
isNew = false;
security.ApplyChanges(secMsg, _exchangeInfoProvider, UpdateDuplicateSecurities);
}
else
{
security = secMsg.ToSecurity(_exchangeInfoProvider);
}
_securityStorage.Save(security, UpdateDuplicateSecurities);
ExtendedInfoStorageItem?.Add(secMsg.SecurityId, secMsg.ExtensionInfo);
SecurityUpdated?.Invoke(security, isNew);
}
var percent = (int)(((double)lineIndex / len) * 100 - 1).Round();
lineIndex++;
if (percent <= prevPercent)
{
continue;
}
prevPercent = percent;
updateProgress?.Invoke(prevPercent);
}
/// <summary>
/// Import from CSV file.
/// </summary>
/// <param name="fileName">File name.</param>
/// <param name="updateProgress">Progress notification.</param>
/// <param name="isCancelled">The processor, returning process interruption sign.</param>
public void Import(string fileName, Action <int> updateProgress, Func <bool> isCancelled)
{
var buffer = new List <dynamic>();
this.AddInfoLog(LocalizedStrings.Str2870Params.Put(fileName, DataType.MessageType.Name));
try
{
var len = new FileInfo(fileName).Length;
var prevPercent = 0;
var lineIndex = 0;
foreach (var instance in Parse(fileName, isCancelled))
{
if (!(instance is SecurityMessage secMsg))
{
buffer.Add(instance);
if (buffer.Count > 1000)
{
FlushBuffer(buffer);
}
}
else
{
var security = _entityRegistry.Securities.ReadBySecurityId(secMsg.SecurityId);
if (security != null)
{
if (!UpdateDuplicateSecurities)
{
this.AddErrorLog(LocalizedStrings.Str1453.Put(secMsg.SecurityId));
continue;
}
security.Type = secMsg.SecurityType ?? secMsg.SecurityId.SecurityType;
security.CfiCode = secMsg.CfiCode;
security.Strike = secMsg.Strike;
security.OptionType = secMsg.OptionType;
security.Name = secMsg.Name;
security.ShortName = secMsg.ShortName;
security.Class = secMsg.Class;
security.BinaryOptionType = secMsg.BinaryOptionType;
security.ExternalId = secMsg.SecurityId.ToExternalId();
security.ExpiryDate = secMsg.ExpiryDate;
security.SettlementDate = secMsg.SettlementDate;
security.UnderlyingSecurityId = secMsg.UnderlyingSecurityCode + "@" + secMsg.SecurityId.BoardCode;
security.Currency = secMsg.Currency;
security.PriceStep = secMsg.PriceStep;
security.Decimals = secMsg.Decimals;
security.VolumeStep = secMsg.VolumeStep;
security.Multiplier = secMsg.Multiplier;
}
else
{
security = secMsg.ToSecurity(_exchangeInfoProvider);
}
_entityRegistry.Securities.Save(security);
if (ExtendedInfoStorageItem != null)
{
ExtendedInfoStorageItem.Add(secMsg.SecurityId, secMsg.ExtensionInfo);
}
}
var percent = (int)(((double)lineIndex / len) * 100 - 1).Round();
lineIndex++;
if (percent <= prevPercent)
{
continue;
}
prevPercent = percent;
updateProgress?.Invoke(prevPercent);
}
/// <summary>
/// Import from CSV file.
/// </summary>
/// <param name="fileName">File name.</param>
/// <param name="updateProgress">Progress notification.</param>
/// <param name="isCancelled">The processor, returning process interruption sign.</param>
/// <returns>Count and last time.</returns>
public (int, DateTimeOffset?) Import(string fileName, Action <int> updateProgress, Func <bool> isCancelled)
{
var count = 0;
var lastTime = default(DateTimeOffset?);
var buffer = new List <Message>();
void Flush()
{
count += buffer.Count;
if (buffer.LastOrDefault() is IServerTimeMessage timeMsg)
{
lastTime = timeMsg.ServerTime;
}
FlushBuffer(buffer);
}
this.AddInfoLog(LocalizedStrings.Str2870Params.Put(fileName, DataType.MessageType.Name));
try
{
var len = new FileInfo(fileName).Length;
var prevPercent = 0;
var lineIndex = 0;
foreach (var msg in Parse(fileName, isCancelled))
{
if (msg is SecurityMappingMessage)
{
continue;
}
if (!(msg is SecurityMessage secMsg))
{
buffer.Add(msg);
if (buffer.Count > 1000)
{
Flush();
}
}
else
{
var security = _securityStorage.LookupById(secMsg.SecurityId);
var isNew = true;
if (security != null)
{
if (!UpdateDuplicateSecurities)
{
this.AddErrorLog(LocalizedStrings.Str1453.Put(secMsg.SecurityId));
continue;
}
isNew = false;
security.ApplyChanges(secMsg, _exchangeInfoProvider, UpdateDuplicateSecurities);
}
else
{
security = secMsg.ToSecurity(_exchangeInfoProvider);
}
_securityStorage.Save(security, UpdateDuplicateSecurities);
ExtendedInfoStorageItem?.Add(secMsg.SecurityId, secMsg.ExtensionInfo);
SecurityUpdated?.Invoke(security, isNew);
}
var percent = (int)(((double)lineIndex / len) * 100 - 1).Round();
lineIndex++;
if (percent <= prevPercent)
{
continue;
}
prevPercent = percent;
updateProgress?.Invoke(prevPercent);
}
