Exemplo n.º 1
0
            internal void InitCSVReader(int Index, string filepath, bool saveticks, int interval)
            {
                var    s        = ChimeraDataUtils.SecurityFromFileName(filepath);
                string strQuote = ChimeraDataUtils.QuotePathFromTradePath(filepath);
                string strNBBO  = ChimeraDataUtils.NBBOPathFromTradePath(filepath);

                trCSV = new CSVtoTikReader(filepath, strQuote, strNBBO, s.symbol, s.Date);


                if (_saveticks)
                {
                    ticks = new List <Tick>(trCSV.ApproxTicks);
                }
                else
                {
                    ticks = new List <Tick>();
                }
                _saveticks = saveticks;
                idx        = Index;
                if (interval == 0)
                {
                    trCSV.gotTick += new TickDelegate(tr_gotTick);
                }
                else
                {
                    bl             = new BarListImpl(trCSV.Symbol, interval, BarInterval.CustomTime);
                    bl.GotNewBar  += new SymBarIntervalDelegate(bl_GotNewBar);
                    trCSV.gotTick += new TickDelegate(tr_gotTick2);
                }
            }
Exemplo n.º 2
0
            internal static void ThreadPoolGo(object info)
            {
                tickreader reader = (tickreader)info;

                reader.IsBusy = true;

                if (reader.b_UseCSV)
                {
                    CSVtoTikReader tr = reader.trCSV;

                    //int i = 0;
                    while (!reader.Cancel && tr.NextTick())
                    {
                        ;
                    }
                    //if (i++ % 10 == 0)
                    //  Console.WriteLine("i:" + reader.idx + " c:" + i + " f:"+reader.file) ;
                    reader.count    = tr.Count;
                    reader.finished = !reader.Cancel;
                    tr.Close();
                }
                else
                {
                    TikReader tr = reader.tr;

                    //int i = 0;
                    while (!reader.Cancel && tr.NextTick())
                    {
                        ;
                    }
                    //if (i++ % 10 == 0)
                    //  Console.WriteLine("i:" + reader.idx + " c:" + i + " f:"+reader.file) ;
                    reader.count    = tr.Count;
                    reader.finished = !reader.Cancel;
                    tr.Close();
                }
                reader.IsBusy = false;
            }