public static bool PlayHistoricalTicks(Response r, GenericTracker <string> symbols, DateTime start, DateTime endexclusive, int expecteddays, DebugDelegate deb)
{
bool skipexpected = expecteddays == 0;
// prepare to track actual days for each symbol
GenericTracker <int> actualdays = new GenericTracker <int>();
foreach (string sym in symbols)
{
actualdays.addindex(sym, 0);
}
// prepare to track all tickfiles
Dictionary <string, List <string> > files = new Dictionary <string, List <string> >();
// get all required tickfiles for each symbol on each date
DateTime now = new DateTime(start.Ticks);
int tfc = 0;
while (now < endexclusive)
{
// get the tick files
List <string> allfiles = TikUtil.GetFilesFromDate(Util.TLTickDir, Util.ToTLDate(now));
// go through them all and see if we find expected number
foreach (string fn in allfiles)
{
// get security
SecurityImpl sec = SecurityImpl.FromTIK(fn);
// see if we want this symbol
int idx = symbols.getindex(sec.HistSource.RealSymbol);
if (idx < 0)
{
idx = symbols.getindex(sec.Symbol);
}
sec.HistSource.Close();
// skip if we don't
if (idx < 0)
{
continue;
}
string sym = symbols.getlabel(idx);
// if we have it, count actual day
actualdays[idx]++;
// save file and symbol
if (!files.ContainsKey(sym))
{
files.Add(sym, new List <string>());
}
files[sym].Add(fn);
// count files
tfc++;
}
// add one day
now = now.AddDays(1);
}
// notify
if (deb != null)
{
deb("found " + tfc + " tick files matching dates: " + Util.ToTLDate(start) + "->" + Util.ToTLDate(endexclusive) + " for: " + string.Join(",", symbols.ToArray()));
}
// playback when actual meets expected
bool allok = true;
foreach (string sym in symbols)
{
if (skipexpected || (actualdays[sym] >= expecteddays))
{
// get tick files
string[] tf = files[sym].ToArray();
// notify
if (deb != null)
{
deb(sym + " playing back " + tf.Length + " tick files.");
}
// playback
HistSim h = new SingleSimImpl(tf);
h.GotTick += new TickDelegate(r.GotTick);
h.PlayTo(MultiSimImpl.ENDSIM);
h.Stop();
// notify
if (deb != null)
{
deb(sym + " completed playback. ");
}
}
else
{
allok = false;
}
}
return(allok);
}
public string getlabel(int idx)
{
return(last.getlabel(idx));
}