/// <summary>
/// Получить объект InsStore
/// Объект InsStore используется для хранения исторических данных по фин. инструменту.
/// Исторические данные храняться в указанном таймфрейме.
/// </summary>
/// <param name="ticker">Инструмент</param>
/// <param name="tf">ТФ</param>
/// <returns>InsStore, null - тикер не найден либо InsStore не найден</returns>
public CommonData.InsStore GetInsStore(string ticker, Timeframes tf)
{
var instrum = _instrumBL.GetInstrum(ticker);
if (instrum == null)
{
return(null);
}
return(_insStoreDA.GetInsStore(instrum.InsID, tf));
}
public bool AddInstrum(string ticker)
{
var instrum = _instrumBL.GetInstrum(ticker);
if (instrum == null)
{
return(false);
}
if (_instrums.Any(r => r.InsID == instrum.InsID))
{
return(false);
}
_instrums.Add(instrum);
return(true);
}
/// <summary>
/// Вывод исторических данных
/// </summary>
/// <param name="args">Tf, Ticker, Date1, Date2</param>
public void GetBars(List <string> args)
{
if (args.Count < 4)
{
_console.WriteError("Неверное число аргументов");
return;
}
Timeframes tf;
if (!Timeframes.TryParse <Timeframes>(args[0], out tf))
{
_console.WriteError("Неверный агрумент: Timeframe");
return;
}
string ticker = args[1];
var instrum = _instrumBL.GetInstrum(ticker);
if (instrum == null)
{
_console.WriteError("Тикер не найден");
return;
}
DateTime date1, date2;
DateTime d;
if (DateTime.TryParse(args[2].Trim(), out d))
{
date1 = d;
}
else
{
_console.WriteError("Неверно указана дата начала");
return;
}
if (DateTime.TryParse(args[3].Trim(), out d))
{
date2 = d;
}
else
{
_console.WriteError("Неверно указана дата окончания");
return;
}
BarRow bars = new BarRow(tf, instrum.InsID);
_insStoreBL.LoadHistoryAsync(bars, instrum.InsID, date1, date2).Wait();
_console.WriteLine("Time\t\t\tOpen\tHigh\tLow\tClose\tVolume");
_console.WriteSeparator();
string format = "0." + (new string('0', instrum.Decimals));
foreach (var bar in bars.Bars)
{
_console.WriteLine(string.Format("{0}\t{1}\t{2}\t{3}\t{4}\t{5}",
bar.Time.ToString("dd.MM.yyyy HH:mm:ss"),
bar.Open.ToString(format),
bar.High.ToString(format),
bar.Low.ToString(format),
bar.Close.ToString(format),
bar.Volume));
}
_console.WriteSeparator();
_console.WriteLine("Count: " + bars.Count.ToString());
}
public IInstrum GetInstrum(string ticker)
{
return _instrumBL.GetInstrum(ticker);
}
/// <summary>
/// Синтаксический разбор xml-документа со сделками
/// </summary>
/// <param name="xDoc">XML-документ</param>
/// <returns>Список сделок</returns>
public IEnumerable <Trade> ParseXml(XmlDocument xDoc)
{
if (xDoc == null)
{
throw new ArgumentNullException();
}
sb.AppendLine("Parsing ...");
List <Trade> trades = new List <Trade>();
if (xDoc.DocumentElement == null || xDoc.DocumentElement.Name.ToLower() != "trades")
{
sb.AppendLine("Incorrect root element");
return(trades);
}
CultureInfo ci = new CultureInfo("en-US");
foreach (XmlNode xnTrade in xDoc.DocumentElement.ChildNodes)
{
if (xnTrade.Name.ToLower() != "trade")
{
sb.AppendLine("Incorrect trade node: " + xnTrade.OuterXml);
continue;
}
var attribs = xnTrade.Attributes.Cast <XmlAttribute>().ToList();
DateTime time;
var xa_time = attribs.FirstOrDefault(r => r.Name.ToLower() == "time");
if (xa_time == null || string.IsNullOrWhiteSpace(xa_time.Value))
{
sb.AppendLine("Time attribute not found or empty: " + xnTrade.OuterXml);
continue;
}
if (!DateTime.TryParseExact(xa_time.Value, "dd.MM.yyyy HH:mm:ss", ci, DateTimeStyles.None, out time))
{
sb.AppendLine("Incorrect time (dd.mm.yyyy hh:mm:ss): " + xnTrade.OuterXml);
continue;
}
string ticker = "";
var xa_ticker = attribs.FirstOrDefault(r => r.Name.ToLower() == "ticker");
if (xa_ticker == null || string.IsNullOrWhiteSpace(xa_ticker.Value))
{
sb.AppendLine("Ticker attribute not found or empty: " + xnTrade.OuterXml);
continue;
}
ticker = xa_ticker.Value;
var instrum = _instrumBL.GetInstrum(ticker);
if (instrum == null)
{
sb.AppendLine("Ticker not found: " + xnTrade.OuterXml);
continue;
}
decimal price;
var xa_price = attribs.FirstOrDefault(r => r.Name.ToLower() == "price");
if (xa_price == null || string.IsNullOrWhiteSpace(xa_price.Value))
{
sb.AppendLine("Price attribute not found or empty: " + xnTrade.OuterXml);
continue;
}
string p = xa_price.Value.Replace(",", "."); // в en-us используется точка, но мы понимаем и запятую
if (!decimal.TryParse(p, NumberStyles.AllowDecimalPoint, ci, out price))
{
sb.AppendLine("Incorrect price: " + xnTrade.OuterXml);
continue;
}
int lots;
var xa_lots = attribs.FirstOrDefault(r => r.Name.ToLower() == "lots");
if (xa_lots == null || string.IsNullOrWhiteSpace(xa_lots.Value))
{
sb.AppendLine("Lots attribute not found or empty: " + xnTrade.OuterXml);
continue;
}
if (!int.TryParse(xa_lots.Value, NumberStyles.None, ci, out lots))
{
sb.AppendLine("Incorrect lots: " + xnTrade.OuterXml);
continue;
}
BuySell bs;
var xa_bs = attribs.FirstOrDefault(r => r.Name.ToLower() == "bs");
if (xa_bs == null || string.IsNullOrWhiteSpace(xa_bs.Value))
{
sb.AppendLine("BS attribute not found or empty: " + xnTrade.OuterXml);
continue;
}
if (xa_bs.Value.ToLower().StartsWith("b"))
{
bs = BuySell.Buy;
}
else if (xa_bs.Value.ToLower().StartsWith("s"))
{
bs = BuySell.Sell;
}
else
{
sb.AppendLine("Incorrect BS: " + xnTrade.OuterXml);
continue;
}
Trade trade = new Trade()
{
AccountID = 1,
BuySell = bs,
InsID = instrum.InsID,
LotCount = lots,
Comm = 0,
OrderID = 0,
Price = price,
Time = time,
TradeID = 0,
TradeNo = 0
};
trades.Add(trade);
}
sb.AppendLine("Parsing complete: " + trades.Count.ToString());
return(trades);
}