/// <summary>
/// сохранить серию тиков
/// </summary>
/// <param name="trades">тики</param>
/// <param name="path">путь</param>
/// <param name="securityName">имя бумаги</param>
/// <param name="startIndex">индекс для старта сохранения</param>
private void SaveThisTick(List <Trade> trades, string path, string securityName, int startIndex)
{
if (_tradeSaveInfo == null)
{
_tradeSaveInfo = new List <TradeSaveInfo>();
}
// берём хранилище тиков
TradeSaveInfo tradeSaveInfo =
_tradeSaveInfo.Find(info => info.NameSecurity == securityName);
if (tradeSaveInfo == null)
{
tradeSaveInfo = new TradeSaveInfo();
tradeSaveInfo.NameSecurity = securityName;
tradeSaveInfo.LastSaveObjectTime = trades[startIndex].Time;
_tradeSaveInfo.Add(tradeSaveInfo);
if (File.Exists(path))
{
File.Delete(path);
}
}
int firstCandle = 0;
if (tradeSaveInfo.LastSaveObjectTime ==
trades[trades.Count - 1].Time)
{
// если у нас старые тики совпадают с новыми.
return;
}
for (int i = trades.Count - 1; i > -1; i--)
{
if (trades[i].Time <= tradeSaveInfo.LastSaveObjectTime ||
startIndex >= i)
{
firstCandle = i + 1;
break;
}
}
tradeSaveInfo.LastSaveObjectTime = trades[trades.Count - 1].Time;
// записываем
try
{
using (StreamWriter writer = new StreamWriter(path, true))
{
for (int i = firstCandle; i < trades.Count; i++)
{
writer.WriteLine(trades[i].GetSaveString());
}
}
}
catch
{
}
}
/// <summary>
/// метод в котором работает поток сохраняющий тики в различные файлы
/// </summary>
private void TickSaverSpaceInFiles()
{
_tradeSaveInfo = new List <TradeSaveInfo>();
try
{
if (!Directory.Exists(_pathName))
{
Directory.CreateDirectory(_pathName);
}
while (true)
{
Thread.Sleep(15000);
if (_server.ServerStatus != ServerConnectStatus.Connect)
{
continue;
}
if (NeadToSave == false)
{
continue;
}
if (_weLoadTrades == false)
{
continue;
}
List <Trade>[] allTrades = _server.AllTrades;
for (int i1 = 0;
allTrades != null && Thread.CurrentThread.Name != "deleteThread" && i1 < allTrades.Length;
i1++)
{
if (allTrades[i1].Count == 0)
{
continue;
}
if (MainWindow.ProccesIsWorked == false)
{
// если приложение закрывается
return;
}
if (_securities == null ||
(_securities != null &&
_securities.Find(security => security.Name == allTrades[i1][0].SecurityNameCode) == null))
{
continue;
}
TradeSaveInfo tradeInfo =
_tradeSaveInfo.Find(s => s.NameSecurity == allTrades[i1][0].SecurityNameCode);
if (tradeInfo == null)
{
tradeInfo = new TradeSaveInfo();
tradeInfo.NameSecurity = allTrades[i1][0].SecurityNameCode;
_tradeSaveInfo.Add(tradeInfo);
}
if (tradeInfo.LastSaveIndex == allTrades[i1].Count)
{
continue;
}
int lastSecond = allTrades[i1][tradeInfo.LastSaveIndex].Time.Second;
int lastMillisecond = allTrades[i1][tradeInfo.LastSaveIndex].MicroSeconds;
string _timepath = allTrades[i1][0].Time.ToString("yyyy_MM_dd");
StreamWriter writer = new StreamWriter(_pathName + @"\" + allTrades[i1][0].SecurityNameCode + "_" + _timepath + ".txt", true);
for (int i = tradeInfo.LastSaveIndex; i < allTrades[i1].Count - 1; i++)
{
string timepath = allTrades[i1][i].Time.ToString("yyyy_MM_dd");
if (timepath != _timepath)
{
writer.Close();
writer = new StreamWriter(_pathName + @"\" + allTrades[i1][0].SecurityNameCode + "_" + timepath + ".txt", true);
_timepath = timepath;
}
if (allTrades[i1][i].MicroSeconds == 0)
{ // генерим какое-то время микросекунд, если нам коннектор их не выдал
if (lastSecond != allTrades[i1][i].Time.Second)
{
lastMillisecond = 0;
lastSecond = allTrades[i1][i].Time.Second;
}
allTrades[i1][i].MicroSeconds = lastMillisecond += 10;
}
writer.WriteLine(allTrades[i1][i].GetSaveString());
}
tradeInfo.LastSaveIndex = allTrades[i1].Count - 1;
writer.Close();
}
}
}
catch (Exception error)
{
SendNewLogMessage(error.ToString(), LogMessageType.Error);
}
}
/// <summary>
/// upload ticks
/// загрузить тики
/// </summary>
/// <param name="dayCount"> number of days for uploading / количество дней которые нужно подгрузить </param>
public void LoadTick()
{
try
{
if (!Directory.Exists(_pathName))
{
_weLoadTrades = true;
return;
}
List <Trade>[] allTrades = _server.AllTrades;
string[] saves = Directory.GetFiles(_pathName);
for (int i = 0; i < saves.Length; i++)
{
string nameSecurity;
try
{
string[] array = saves[i].Split('\\');
string[] _name = array[2].Split('_');
nameSecurity = _name[0];
DateTime _startDate = new DateTime(Convert.ToInt32(_name[1]), Convert.ToInt32(_name[2]), Convert.ToInt32(_name[3].Split('.')[0]));
if (_startDate < DateTime.Now.ToUniversalTime().AddDays(-DaysToLoad))
{
continue;
}
}
catch
{
continue;
}
// upload / загружаем
StreamReader reader = new StreamReader(saves[i]);
List <Trade> newList = new List <Trade>();
try
{
DateTime timeStart = DateTime.Now.AddDays(-DaysToLoad - 1);
if (timeStart.Month == 1 && timeStart.Day < 10)
{
timeStart = timeStart.AddDays(-10);
}
List <string> tradesInStr = new List <string>();
while (!reader.EndOfStream)
{
tradesInStr.Add(reader.ReadLine());
}
for (int i2 = 0; i2 < tradesInStr.Count; i2++)
{
Trade newTrade = new Trade();
try
{
newTrade.SetTradeFromString(tradesInStr[i2]);
}
catch
{
continue;
}
newTrade.SecurityNameCode = nameSecurity;
if (newTrade.Time.Date < timeStart.Date)
{
i2 += 100;
continue;
}
newList.Add(newTrade);
}
}
catch (Exception)
{
continue;
}
// save / сохраняем
if (newList.Count == 0)
{
continue;
}
if (_tradeSaveInfo.Find(s => s.NameSecurity == newList[0].SecurityNameCode) == null)
{
TradeSaveInfo tradeInfo = new TradeSaveInfo();
tradeInfo.NameSecurity = newList[0].SecurityNameCode;
tradeInfo.LastSaveIndex = newList.Count;
_tradeSaveInfo.Add(tradeInfo);
}
if (allTrades == null)
{
allTrades = new[] { newList };
}
else
{
int _indextradeinfo = _tradeSaveInfo.FindIndex(s => s.NameSecurity == newList[0].SecurityNameCode);
List <Trade>[] newListsArray = new List <Trade> [_tradeSaveInfo.Count];
for (int ii = 0; ii < allTrades.Length; ii++)
{
if (newListsArray[ii] == null)
{
newListsArray[ii] = new List <Trade>();
}
newListsArray[ii] = allTrades[ii];
}
if (newListsArray[_indextradeinfo] == null)
{
newListsArray[_indextradeinfo] = new List <Trade>();
}
newListsArray[_indextradeinfo].AddRange(newList);
allTrades = newListsArray;
}
reader.Close();
}
for (int ii = 0; ii < _tradeSaveInfo.Count; ii++)
{
_tradeSaveInfo[ii].LastSaveIndex = allTrades[ii].Count;
}
if (TickLoadedEvent != null)
{
TickLoadedEvent(allTrades);
}
}
catch (Exception error)
{
SendNewLogMessage(error.ToString(), LogMessageType.Error);
}
_weLoadTrades = true;
}
/// <summary>
/// загрузить тики
/// </summary>
/// <param name="dayCount">количество дней которые нужно подгрузить</param>
public void LoadTick()
{
try
{
if (!Directory.Exists(_pathName))
{
_weLoadTrades = true;
return;
}
List <Trade>[] allTrades = _server.AllTrades;
string[] saves = Directory.GetFiles(_pathName);
for (int i = 0; i < saves.Length; i++)
{
// загружаем
StreamReader reader = new StreamReader(saves[i]);
List <Trade> newList = new List <Trade>();
string nameSecurity;
try
{
string[] array = saves[i].Split('\\');
nameSecurity = array[2].Split('.')[0];
}
catch
{
continue;
}
try
{
DateTime timeStart = DateTime.Now.AddDays(-DaysToLoad - 2);
if (timeStart.Month == 1 && timeStart.Day < 10)
{
timeStart = timeStart.AddDays(-10);
}
while (!reader.EndOfStream)
{
Trade newTrade = new Trade();
try
{
newTrade.SetTradeFromString(reader.ReadLine());
}
catch
{
continue;
}
newTrade.SecurityNameCode = nameSecurity;
if (newTrade.Time.Date < timeStart.Date)
{
continue;
}
newList.Add(newTrade);
}
}
catch (Exception)
{
continue;
}
// сохраняем
if (newList.Count == 0)
{
continue;
}
if (_tradeSaveInfo.Find(s => s.NameSecurity == newList[0].SecurityNameCode) == null)
{
TradeSaveInfo tradeInfo = new TradeSaveInfo();
tradeInfo.NameSecurity = newList[0].SecurityNameCode;
tradeInfo.LastSaveIndex = newList.Count;
_tradeSaveInfo.Add(tradeInfo);
}
if (allTrades == null)
{
allTrades = new[] { newList };
}
else
{
List <Trade>[] newListsArray = new List <Trade> [allTrades.Length + 1];
for (int ii = 0; ii < allTrades.Length; ii++)
{
newListsArray[ii] = allTrades[ii];
}
newListsArray[newListsArray.Length - 1] = newList;
allTrades = newListsArray;
}
reader.Close();
}
if (TickLoadedEvent != null)
{
TickLoadedEvent(allTrades);
}
}
catch (Exception error)
{
SendNewLogMessage(error.ToString(), LogMessageType.Error);
}
_weLoadTrades = true;
}
// сохранение во множество файлов
/// <summary>
/// загрузить тики из файлов
/// </summary>
public void LoadTick()
{
if (_server.ServerType == ServerType.InteractivBrokers)
{
LoadTickInOnFile();
return;
}
if (!Directory.Exists(_pathName))
{
return;
}
if (DaysToLoad == 0)
{
return;
}
string[] saves = Directory.GetFiles(_pathName);
List <Trade>[] allTrades = null;
for (int i = 0; i < saves.Length; i++)
{
// загружаем
StreamReader reader = new StreamReader(saves[i]);
List <Trade> newList = new List <Trade>();
string nameSecurity;
try
{
string[] array = saves[i].Split('\\');
nameSecurity = array[2].Split('.')[0];
nameSecurity = nameSecurity.Split('@')[0];
}
catch
{
continue;
}
try
{
while (!reader.EndOfStream)
{
Trade newTrade = new Trade();
newTrade.SetTradeFromString(reader.ReadLine());
newTrade.SecurityNameCode = nameSecurity;
newList.Add(newTrade);
}
}
catch (Exception)
{
// ignore
}
if (newList.Count == 0)
{
continue;
}
// сохраняем в общий массив
bool isInArray = false;
for (int indAllTrades = 0; allTrades != null && indAllTrades < allTrades.Length; indAllTrades++)
{
if (allTrades[indAllTrades][0].SecurityNameCode == newList[0].SecurityNameCode)
{
isInArray = true;
break;
}
}
if (allTrades == null ||
!isInArray)
{ // если у нас такого тикера в коллекции ещё нет.
if (allTrades == null)
{
allTrades = new[] { newList };
}
else
{
List <Trade>[] newListsArray = new List <Trade> [allTrades.Length + 1];
for (int ii = 0; ii < allTrades.Length; ii++)
{
newListsArray[ii] = allTrades[ii];
}
newListsArray[newListsArray.Length - 1] = newList;
allTrades = newListsArray;
}
}
else
{// если такой тикер уже есть. И надо сортировать
List <Trade> listOld = allTrades.First(list => list[0].SecurityNameCode == newList[0].SecurityNameCode);
if (listOld.FindIndex(trade => trade.Time < newList[0].Time) == -1)
{ // старый массив целиком больше по времени чем новый
newList.AddRange(listOld);
for (int indLists = 0; indLists < allTrades.Length; indLists++)
{
if (allTrades[indLists][0].SecurityNameCode == newList[0].SecurityNameCode)
{
allTrades[indLists] = newList;
break;
}
}
}
else if (listOld[listOld.Count - 1].Time < newList[0].Time)
{ // старый массив целиком меньше по времени чем новый
listOld.AddRange(newList);
}
else
{ // в старый массив нужно вставить новый в середину
/* for (int indexList = 0; indexList < newList.Count; indexList++)
* {
* int index = listOld.FindIndex(trade => trade.Time < newList[0].Time);
*
* listOld.Insert(index, newList[indexList]);
* }*/
}
}
reader.Close();
}
// считаем сколько дней в архиве и обрезаем
for (int i = 0; allTrades != null && i < allTrades.Length; i++)
{
List <Trade> lastList = allTrades[i];
int dayCount = 0;
int lastDay = -1;
for (int iii = 0; iii < lastList.Count; iii++)
{
if (lastDay == -1 ||
lastDay != lastList[iii].Time.Day)
{
dayCount++;
lastDay = lastList[iii].Time.Day;
}
}
if (dayCount > DaysToLoad)
{ // обрезаме лишнее
int dayToLost = dayCount - DaysToLoad;
lastDay = -1;
dayCount = 0;
List <Trade> newNewList = new List <Trade>();
for (int iii = 0; iii < lastList.Count; iii++)
{
if (lastDay == -1 ||
lastDay != lastList[iii].Time.Day)
{
dayToLost--;
dayCount++;
lastDay = lastList[iii].Time.Day;
}
if (dayToLost < 0)
{
newNewList.Add(lastList[iii]);
}
}
for (int indLists = 0; indLists < allTrades.Length; indLists++)
{
if (allTrades[indLists][0].SecurityNameCode == newNewList[0].SecurityNameCode)
{
allTrades[indLists] = newNewList;
break;
}
}
}
}
//собираем объекты хранящие данные для хранения тиков в файле
for (int i = 0; allTrades != null && i < allTrades.Length; i++)
{
if (_tradeSaveInfo == null)
{
_tradeSaveInfo = new List <TradeSaveInfo>();
}
TradeSaveInfo tradeSaveInfo =
_tradeSaveInfo.Find(info => info.NameSecurity == allTrades[i][0].SecurityNameCode);
if (tradeSaveInfo == null)
{
tradeSaveInfo = new TradeSaveInfo();
tradeSaveInfo.NameSecurity = allTrades[i][0].SecurityNameCode;
tradeSaveInfo.LastSaveObjectTime = allTrades[i][allTrades[i].Count - 1].Time;
_tradeSaveInfo.Add(tradeSaveInfo);
}
}
// высылаем данные на верх
if (TickLoadedEvent != null)
{
TickLoadedEvent(allTrades);
}
}
// для сохранения в один файл
/// <summary>
/// метод в котором работает поток сохраняющий тики
/// </summary>
private void TickSaverSpaceInOneFile()
{
_tradeSaveInfo = new List <TradeSaveInfo>();
try
{
if (!Directory.Exists(_pathName))
{
Directory.CreateDirectory(_pathName);
}
while (true)
{
Thread.Sleep(15000);
if (_server.ServerStatus != ServerConnectStatus.Connect)
{
continue;
}
if (NeadToSave == false)
{
continue;
}
if (_weLoadTrades == false)
{
continue;
}
List <Trade>[] allTrades = _server.AllTrades;
for (int i1 = 0;
allTrades != null && Thread.CurrentThread.Name != "deleteThread" && i1 < allTrades.Length;
i1++)
{
if (allTrades[i1].Count == 0)
{
continue;
}
if (MainWindow.ProccesIsWorked == false)
{
// если приложение закрывается
return;
}
if (_securities == null ||
(_securities != null &&
_securities.Find(security => security.Name == allTrades[i1][0].SecurityNameCode) == null))
{
continue;
}
TradeSaveInfo tradeInfo =
_tradeSaveInfo.Find(s => s.NameSecurity == allTrades[i1][0].SecurityNameCode);
if (tradeInfo == null)
{
tradeInfo = new TradeSaveInfo();
tradeInfo.NameSecurity = allTrades[i1][0].SecurityNameCode;
_tradeSaveInfo.Add(tradeInfo);
StreamWriter writer =
new StreamWriter(_pathName + @"\" + allTrades[i1][0].SecurityNameCode + ".txt", false);
StringBuilder saveStr = new StringBuilder();
for (int i = 0; i < allTrades[i1].Count - 1; i++)
{
saveStr.Append(allTrades[i1][i].GetSaveString() + "\r\n");
}
tradeInfo.LastSaveIndex = allTrades[i1].Count - 1;
writer.Write(saveStr);
writer.Close();
}
else
{
if (tradeInfo.LastSaveIndex == allTrades[i1].Count)
{
continue;
}
StreamWriter writer =
new StreamWriter(_pathName + @"\" + allTrades[i1][0].SecurityNameCode + ".txt", true);
StringBuilder saveStr = new StringBuilder();
for (int i = tradeInfo.LastSaveIndex; i < allTrades[i1].Count - 1; i++)
{
saveStr.Append(allTrades[i1][i].GetSaveString() + "\r\n");
}
tradeInfo.LastSaveIndex = allTrades[i1].Count - 1;
writer.Write(saveStr);
writer.Close();
}
}
}
}
catch (Exception error)
{
SendNewLogMessage(error.ToString(), LogMessageType.Error);
}
}
public List <Trade> LoadTrades()
{
List <Trade> result = new List <Trade>();
string pathToSet = "Data\\Temp\\" + SetName + "\\";
string path = pathToSet + SecurityName.Replace("/", "").Replace("*", "") + "\\" + "Tick\\";
if (!Directory.Exists(path))
{
Directory.CreateDirectory(path);
}
if (_tradeSaveInfo == null)
{
_tradeSaveInfo = new List <TradeSaveInfo>();
}
TradeSaveInfo tradeSaveInfo =
_tradeSaveInfo.Find(info => info.NameSecurity == SecurityName);
if (tradeSaveInfo == null)
{
// if we save these trades for the first time, we try to pick them up from the file/если сохраняем эти тики в первый раз, пробуем поднять их из файла
tradeSaveInfo = new TradeSaveInfo();
tradeSaveInfo.NameSecurity = SecurityName;
_tradeSaveInfo.Add(tradeSaveInfo);
string[] files = Directory.GetFiles(path);
if (files.Length != 0)
{
try
{
using (StreamReader reader = new StreamReader(files[0]))
{
string str = "";
while (!reader.EndOfStream)
{
str = reader.ReadLine();
if (str != "")
{
Trade trade = new Trade();
trade.SetTradeFromString(str);
trade.SecurityNameCode = SecurityName;
tradeSaveInfo.LastSaveObjectTime = trade.Time;
tradeSaveInfo.LastTradeId = trade.Id;
result.Add(trade);
}
}
}
}
catch (Exception error)
{
if (NewLogMessageEvent != null)
{
NewLogMessageEvent(error.ToString(), LogMessageType.Error);
}
return(result);
}
}
}
return(result);
}
/// <summary>
/// save trades series/сохранить серию тиков
/// </summary>
/// <param name="tradeLast">trades/тики</param>
/// <param name="pathToFolder">path/путь</param>
/// <param name="securityName">security Name/имя бумаги</param>
private void SaveThisTick(Trade tradeLast, string pathToFolder, string securityName, StreamWriter writer, string pathToFile)
{
if (!Directory.Exists(pathToFolder))
{
Directory.CreateDirectory(pathToFolder);
}
if (_tradeSaveInfo == null)
{
_tradeSaveInfo = new List <TradeSaveInfo>();
}
// take trades storage/берём хранилище тиков
TradeSaveInfo tradeSaveInfo =
_tradeSaveInfo.Find(info => info.NameSecurity == securityName);
if (tradeSaveInfo == null)
{
// if we save these trades for the first time, we try to pick them up from the file/если сохраняем эти тики в первый раз, пробуем поднять их из файла
tradeSaveInfo = new TradeSaveInfo();
tradeSaveInfo.NameSecurity = securityName;
_tradeSaveInfo.Add(tradeSaveInfo);
string[] files = Directory.GetFiles(pathToFolder);
if (files.Length != 0)
{
if (writer != null)
{
writer.Close();
writer = null;
}
try
{
using (StreamReader reader = new StreamReader(files[0]))
{
string str = "";
while (!reader.EndOfStream)
{
str = reader.ReadLine();
}
if (str != "")
{
Trade trade = new Trade();
trade.SetTradeFromString(str);
tradeSaveInfo.LastSaveObjectTime = trade.Time;
tradeSaveInfo.LastTradeId = trade.Id;
}
}
}
catch (Exception error)
{
if (NewLogMessageEvent != null)
{
NewLogMessageEvent(error.ToString(), LogMessageType.Error);
}
return;
}
}
}
if (tradeSaveInfo.LastSaveObjectTime >
tradeLast.Time ||
(tradeLast.Id != null && tradeLast.Id == tradeSaveInfo.LastTradeId)
)
{
// if we have old trades coincide with new ones./если у нас старые тики совпадают с новыми.
return;
}
tradeSaveInfo.LastSaveObjectTime = tradeLast.Time;
tradeSaveInfo.LastTradeId = tradeLast.Id;
// write down/записываем
try
{
if (writer != null)
{
writer.WriteLine(tradeLast.GetSaveString());
}
else
{
using (
StreamWriter writer2 =
new StreamWriter(pathToFile + "\\" + securityName.Replace("/", "") + ".txt", true))
{
writer2.WriteLine(tradeLast.GetSaveString());
}
}
}
catch (Exception error)
{
if (NewLogMessageEvent != null)
{
NewLogMessageEvent(error.ToString(), LogMessageType.Error);
}
}
}
