public static LiveRelativeDateMonitor GetMonitor(RDDateIndex[] dates_, DisplayTimeZone zone_)
{
return _cache.ContainsKey(dates_[0].Date)
? _cache[dates_[0].Date]
: _cache[dates_[0].Date] = new LiveRelativeDateMonitor(dates_,zone_);
}
public LiveRelativeDateMonitor(RDDateIndex[] dateIndexes_,DisplayTimeZone zone_)
{
m_dateIndexes = dateIndexes_;
m_zone = zone_;
GenerateValue();
}
private static async Task getFromCarbon(IEnumerable<string> possibleIdentifiers_, IDictionary<RelativeDate, Line> values_, RDDateIndex[] dateIndexes_, DisplayTimeZone zone_, DayField valueField_, DayField volumeField_, CarbonClient cc_)
{
var startDate = dateIndexes_.Select(x => x.Date).Min().AddDays(-3d);
var endDate = dateIndexes_.Select(x => x.Date).Max().AddDays(1d);
var result = await cc_.GetTimeSeriesAsync(possibleIdentifiers_, "intra", startDate, endDate);
if (result == null)
{
Logger.Info(
string.Format("Could not get results back from carbon for tickers=[{0}], with startdate={1} and enddate={2}",
string.Join(",", possibleIdentifiers_),
startDate.ToString("dd-MMM-yyyy"),
endDate.ToString("dd-MMM-yyyy")), typeof (CarbonHelper));
return;
}
foreach (var id in possibleIdentifiers_)
{
var set = result.FirstOrDefault(x => x.Identifier.Equals(id));
if (set == null) continue;
foreach (var row in set.Series)
{
// need to have timestamp and price in order to be a value row...
if (
!row.ContainsKey(CarbonFields.TimeStamp)
|| !row.ContainsKey(CarbonFields.CloseAsk)
|| !row.ContainsKey(CarbonFields.CloseBid))
continue;
var tsGMTstr = row.GetString(CarbonFields.TimeStamp);
DateTime tsGMT;
if (!DateTime.TryParseExact(tsGMTstr, "yyyyMMdd HHmmss.fff", CultureInfo.InvariantCulture,DateTimeStyles.None, out tsGMT))
continue;
// convert gmt to the timezone that we're interested in
var tsTZ = tsGMT.ToTZfromGMT(zone_);
// create a relative date object so we can check if we need this line
var rd = new RelativeDate(dateIndexes_, tsTZ, zone_);
if (rd.Index == RelativeDate.INVALID_INDEX)
continue;
var closeBid = row.GetDouble(CarbonFields.CloseBid);
var closeAsk = row.GetDouble(CarbonFields.CloseAsk);
if (!closeBid.HasValue || !closeAsk.HasValue || closeBid.Value.IsZero() || closeAsk.Value.IsZero())
continue;
var closeMid = (closeBid.Value + closeAsk.Value)/2d;
if (!values_.ContainsKey(rd))
values_[rd] = new Line { GMTDateTime = tsGMT.ToString(Line.MongoDateFormat) };
double volume = 0d;
if (row.ContainsKey(CarbonFields.Volume))
{
var vol = row.GetDouble(CarbonFields.Volume);
volume = vol ?? 0d;
}
values_[rd].SetValue(valueField_, closeMid);
values_[rd].SetValue(volumeField_, volume);
}
// if one of the tickers returned values for the given start/end date, then we don't need to consider the next one
break;
}
}
