IndicatorRobinHood.RobState IReaderConnection.GetRobinHoodState(DateTime updateTime, string mktdataid, int nb_candles, int timeframe_mn, int lookbackHours)
{
if (_session == null)
{
throw new ApplicationException(EXCEPTION_CONNECTION_CLOSED);
}
IndicatorRobinHood.RobState state = null;
try
{
RowSet stateRows = executeQuery(string.Format("select res, sup, sub_res, sub_sup, candle1_min, candle1_max, " +
"candle1_begin, candle1_end, candle2_min, candle2_max, candle2_begin, candle2_end, candle3_min, candle3_max, candle3_begin, candle3_end, " +
"minima, maxima, startvalues, endvalues from historicaldata.{0}robindicator_c{1} where timeframe_mn={2} and trading_time={3} and mktdataid='{4}' ALLOW FILTERING",
Config.UATSourceDB ? "dummy" : "", nb_candles, timeframe_mn, ToUnixTimestamp(updateTime), mktdataid));
state = new IndicatorRobinHood.RobState(stateRows.First(), updateTime, lookbackHours);
}
catch
{
var errorMsg = string.Format("Could not retrieve robin hood state for datetime {0}. Asset: {3}, Nb candles: {1}, Time frame: {2}mn", updateTime, nb_candles, timeframe_mn, mktdataid);
Log.Instance.WriteEntry(errorMsg, EventLogEntryType.Warning);
return(null);
}
return(state);
}
public override void Insert(DateTime updateTime, string mktdataid, int timeframe_mn, IndicatorRobinHood.RobState state)
{
if (_session == null)
{
throw new ApplicationException(EXCEPTION_CONNECTION_CLOSED);
}
try
{
executeAsyncQuery(string.Format(DB_INSERTION + " (res, sup, sub_res, sub_sup, candle1_min, candle1_max, " +
"candle1_begin, candle1_end, candle2_min, candle2_max, candle2_begin, candle2_end, candle3_min, candle3_max, candle3_begin, candle3_end, " +
"minima, maxima, startvalues, endvalues, timeframe_mn, trading_time, mktdataid) values " +
"({2}, {3}, {4}, {5}, {6}, {7}, {8}, {9}, {10}, {11}, {12}, {13}, {14}, {15}, {16}, {17}, {18}, {19}, {20}, {21}, {22}, {23}, '{24}')",
DB_HISTORICALDATA, "robindicator_c3", state.support, state.resistance, state.subSupport, state.subResistance, state.c1.MinValue, state.c1.MaxValue, state.c1.StartValue, state.c1.EndValue,
state.c2.MinValue, state.c2.MaxValue, state.c2.StartValue, state.c2.EndValue, state.c3.MinValue, state.c3.MaxValue, state.c3.StartValue, state.c3.EndValue,
JsonConvert.SerializeObject(state.all.Select(cnd => cnd.MinValue)), JsonConvert.SerializeObject(state.all.Select(cnd => cnd.MaxValue)),
JsonConvert.SerializeObject(state.all.Select(cnd => cnd.StartValue)), JsonConvert.SerializeObject(state.all.Select(cnd => cnd.EndValue)),
timeframe_mn, ToUnixTimestamp(updateTime), mktdataid));
}
catch (Exception e)
{
var errorMsg = string.Format("Could not insert robin hood state at datetime {0}. Asset: {1}. EXception: " + e.ToString(), updateTime, mktdataid);
Log.Instance.WriteEntry(errorMsg, EventLogEntryType.Warning);
}
}
public override void Insert(DateTime updateTime, string mktdataid, int timeframe_mn, IndicatorRobinHood.RobState state)
{
}
