public static Index FromFile(string filename)
{
System.IO.StreamReader sr = new System.IO.StreamReader(filename);
Index i = new Index();
i = Index.Deserialize(sr.ReadLine());
i._histfile = sr;
return(i);
}
/// <summary>
/// Build a barlist using an IDX (index) file as a source.
/// </summary>
/// <param name="filename">The filename.</param>
/// <returns></returns>
public static BarList FromIDX(string filename)
{
System.IO.StreamReader sr = new System.IO.StreamReader(filename);
Index i = Index.Deserialize(sr.ReadLine());
BarList b = new BarList(BarInterval.FiveMin, i.Name);
b.AddTick(i.ToTick());
while (!sr.EndOfStream)
{
b.AddTick(Index.Deserialize(sr.ReadLine()).ToTick());
}
return(b);
}
protected override void WndProc(ref System.Windows.Forms.Message m)
{
long result = 0;
TradeLinkMessage tlm = WMUtil.ToTradeLinkMessage(ref m);
if (tlm == null) // if it's not a WM_COPYDATA message
{
base.WndProc(ref m); // let form process it
return; // we're done
}
string msg = tlm.body;
string[] r = msg.Split(',');
switch (tlm.type)
{
case TL2.ORDERCANCELRESPONSE:
if (gotOrderCancel != null)
{
gotOrderCancel(Convert.ToUInt32(msg));
}
break;
case TL2.TICKNOTIFY:
if (Index.isIdx(r[(int)TickField.symbol]))
{
// we got an index update
Index i = Index.Deserialize(msg);
if (gotIndexTick != null)
{
gotIndexTick(i);
}
break;
}
Tick t = Tick.Deserialize(msg);
if (t.isTrade)
{
try
{
if (t.trade > chighs[t.sym])
{
chighs[t.sym] = t.trade;
}
if (t.trade < clows[t.sym])
{
clows[t.sym] = t.trade;
}
}
catch (KeyNotFoundException)
{
decimal high = DayHigh(t.sym);
decimal low = DayLow(t.sym);
chighs.Add(t.sym, high);
if (low == 0)
{
low = 640000;
}
clows.Add(t.sym, low);
}
}
if (gotTick != null)
{
gotTick(t);
}
break;
case TL2.EXECUTENOTIFY:
// date,time,symbol,side,size,price,comment
Trade tr = Trade.Deserialize(msg);
try
{
cpos[tr.symbol] = new Position(tr.symbol, AvgPrice(tr.symbol), PosSize(tr.symbol));
}
catch (KeyNotFoundException)
{
cpos.Add(tr.symbol, new Position(tr.symbol, AvgPrice(tr.symbol), PosSize(tr.symbol)));
}
if (gotFill != null)
{
gotFill(tr);
}
break;
case TL2.ORDERNOTIFY:
Order o = Order.Deserialize(msg);
if (gotOrder != null)
{
gotOrder(o);
}
break;
case TL2.ACCOUNTRESPONSE:
if (gotAccounts != null)
{
gotAccounts(msg);
}
break;
case TL2.FEATURERESPONSE:
string[] p = msg.Split(',');
List <TL2> f = new List <TL2>();
foreach (string s in p)
{
try
{
f.Add((TL2)Convert.ToInt32(s));
}
catch (Exception) { }
}
if (gotSupportedFeatures != null)
{
gotSupportedFeatures(f.ToArray());
}
break;
}
result = 0;
m.Result = (IntPtr)result;
}
