public void UpdateGaps(string ticker,
List <DateSpan> gaps, bool mergeAdjacent = true)
{
if (gaps == null || gaps.Count == 0)
{
return;
}
GapMapRecord oldRec = null;
serverGaps.TryGetValue(ticker, out oldRec);
// если кеш пуст либо старая запись устарела...
if (oldRec == null || !oldRec.IsActual || oldRec.serverGaps.Count == 0)
{
var record = new GapMapRecord(gaps, DateTime.Now, gaps[0].start);
if (serverGaps.ContainsKey(ticker))
{
serverGaps[ticker] = record;
}
else
{
serverGaps.Add(ticker, record);
}
return;
}
if (gaps.Count == 0)
{
return;
}
// получить общий список гэпов
var dicUnited = oldRec.serverGaps.ToDictionary(g => g.start, g => g);
foreach (var g in gaps)
{
DateSpan exist;
if (!dicUnited.TryGetValue(g.start, out exist))
{
dicUnited.Add(g.start, g);
continue;
}
if (exist.end == g.end)
{
continue;
}
dicUnited[g.start] = g;
}
var newGaps = dicUnited.Values.OrderBy(v => v.start);
// склеить соседние гэпы
var resultGaps = new List <DateSpan>();
foreach (var gap in newGaps)
{
if (resultGaps.Count == 0)
{
resultGaps.Add(gap);
continue;
}
var lastGap = resultGaps[resultGaps.Count - 1];
if (lastGap.end >= gap.start)
{
// таки склеить
lastGap.end = gap.end;
continue;
}
resultGaps.Add(gap);
}
if (resultGaps.Count == 0)
{
return;
}
oldRec.serverGaps = resultGaps;
if (oldRec.requestedStart < resultGaps[0].start)
{
oldRec.requestedStart = resultGaps[0].start;
}
}
private void LoadMapFromFile()
{
if (!File.Exists(filePath))
{
return;
}
serverGaps.Clear();
try
{
using (var fs = new StreamReader(filePath, Encoding.ASCII))
{
while (!fs.EndOfStream)
{
var line = fs.ReadLine();
if (string.IsNullOrEmpty(line))
{
continue;
}
// разобрать строку - все гэпы по тикеру, вида:
// "EURUSD:14.06.2013 15:07,04.02.2012 00:00:201201050400-201201050503,2012010602120-2012010602136
var indexOfTick = line.IndexOf(':');
if (indexOfTick <= 0)
{
continue;
}
var ticker = line.Substring(0, indexOfTick);
line = line.Substring(indexOfTick + 1);
if (string.IsNullOrEmpty(line))
{
continue;
}
indexOfTick = line.IndexOf(';');
if (indexOfTick <= 0)
{
continue;
}
var timeRecStr = line.Substring(0, indexOfTick);
var timeParts = timeRecStr.Split(new[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
if (timeParts.Length != 2)
{
continue;
}
var timeRec = timeParts[0].ToDateTimeUniformSafe();
if (!timeRec.HasValue)
{
continue;
}
var timeRequested = timeParts[1].ToDateTimeUniformSafe();
if (!timeRequested.HasValue)
{
continue;
}
line = line.Substring(indexOfTick + 1);
var parts = line.Split(new[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
var record = new GapMapRecord(new List <DateSpan>(), timeRec.Value, timeRequested.Value);
foreach (var part in parts)
{
// 201201050400-201201050503
var startEndParts = part.Split(new[] { '-' }, StringSplitOptions.RemoveEmptyEntries);
if (startEndParts.Length != 2)
{
continue;
}
DateTime timeStart;
if (!DateTime.TryParseExact(startEndParts[0], "yyyyMMddHHmm", CultureProvider.Common,
DateTimeStyles.None, out timeStart))
{
continue;
}
DateTime timeEnd;
if (!DateTime.TryParseExact(startEndParts[1], "yyyyMMddHHmm", CultureProvider.Common,
DateTimeStyles.None, out timeEnd))
{
continue;
}
if ((timeEnd - timeStart).TotalMinutes < 1)
{
continue;
}
record.serverGaps.Add(new DateSpan(timeStart, timeEnd));
}
serverGaps.Add(ticker, record);
}
}
}
catch (Exception ex)
{
Logger.ErrorFormat("Ошибка чтения \"{0}\": {1}", filePath, ex);
}
}
public void UpdateGaps(string ticker,
List<DateSpan> gaps, bool mergeAdjacent = true)
{
if (gaps == null || gaps.Count == 0) return;
GapMapRecord oldRec = null;
serverGaps.TryGetValue(ticker, out oldRec);
// если кеш пуст либо старая запись устарела...
if (oldRec == null || !oldRec.IsActual || oldRec.serverGaps.Count == 0)
{
var record = new GapMapRecord(gaps, DateTime.Now, gaps[0].start);
if (serverGaps.ContainsKey(ticker))
serverGaps[ticker] = record;
else
serverGaps.Add(ticker, record);
return;
}
if (gaps.Count == 0) return;
// получить общий список гэпов
var dicUnited = oldRec.serverGaps.ToDictionary(g => g.start, g => g);
foreach (var g in gaps)
{
DateSpan exist;
if (!dicUnited.TryGetValue(g.start, out exist))
{
dicUnited.Add(g.start, g);
continue;
}
if (exist.end == g.end) continue;
dicUnited[g.start] = g;
}
var newGaps = dicUnited.Values.OrderBy(v => v.start);
// склеить соседние гэпы
var resultGaps = new List<DateSpan>();
foreach (var gap in newGaps)
{
if (resultGaps.Count == 0)
{
resultGaps.Add(gap);
continue;
}
var lastGap = resultGaps[resultGaps.Count - 1];
if (lastGap.end >= gap.start)
{
// таки склеить
lastGap.end = gap.end;
continue;
}
resultGaps.Add(gap);
}
if (resultGaps.Count == 0) return;
oldRec.serverGaps = resultGaps;
if (oldRec.requestedStart < resultGaps[0].start) oldRec.requestedStart = resultGaps[0].start;
}
private void LoadMapFromFile()
{
if (!File.Exists(filePath)) return;
serverGaps.Clear();
try
{
using (var fs = new StreamReader(filePath, Encoding.ASCII))
{
while (!fs.EndOfStream)
{
var line = fs.ReadLine();
if (string.IsNullOrEmpty(line)) continue;
// разобрать строку - все гэпы по тикеру, вида:
// "EURUSD:14.06.2013 15:07,04.02.2012 00:00:201201050400-201201050503,2012010602120-2012010602136
var indexOfTick = line.IndexOf(':');
if (indexOfTick <= 0) continue;
var ticker = line.Substring(0, indexOfTick);
line = line.Substring(indexOfTick + 1);
if (string.IsNullOrEmpty(line)) continue;
indexOfTick = line.IndexOf(';');
if (indexOfTick <= 0) continue;
var timeRecStr = line.Substring(0, indexOfTick);
var timeParts = timeRecStr.Split(new[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
if (timeParts.Length != 2) continue;
var timeRec = timeParts[0].ToDateTimeUniformSafe();
if (!timeRec.HasValue) continue;
var timeRequested = timeParts[1].ToDateTimeUniformSafe();
if (!timeRequested.HasValue) continue;
line = line.Substring(indexOfTick + 1);
var parts = line.Split(new[] { ',' }, StringSplitOptions.RemoveEmptyEntries);
var record = new GapMapRecord(new List<DateSpan>(), timeRec.Value, timeRequested.Value);
foreach (var part in parts)
{
// 201201050400-201201050503
var startEndParts = part.Split(new[] { '-' }, StringSplitOptions.RemoveEmptyEntries);
if (startEndParts.Length != 2) continue;
DateTime timeStart;
if (!DateTime.TryParseExact(startEndParts[0], "yyyyMMddHHmm", CultureProvider.Common,
DateTimeStyles.None, out timeStart)) continue;
DateTime timeEnd;
if (!DateTime.TryParseExact(startEndParts[1], "yyyyMMddHHmm", CultureProvider.Common,
DateTimeStyles.None, out timeEnd)) continue;
if ((timeEnd - timeStart).TotalMinutes < 1) continue;
record.serverGaps.Add(new DateSpan(timeStart, timeEnd));
}
serverGaps.Add(ticker, record);
}
}
}
catch (Exception ex)
{
Logger.ErrorFormat("Ошибка чтения \"{0}\": {1}", filePath, ex);
}
}
public GapsByTicker(string ticker, GapMapRecord rec)
{
Ticker = ticker;
if (rec.serverGaps != null && rec.serverGaps.Count > 0)
{
GapsCount = rec.serverGaps.Count;
var sumMinutes = rec.serverGaps.Sum(g => g.TotalMinutes);
GapsSummaryStr = new TimeSpan(0, (int)sumMinutes, 0).ToStringUniform(false, false);
var longestMinutes = rec.serverGaps.Max(g => g.TotalMinutes);
GapLongestStr = new TimeSpan(0, (int)longestMinutes, 0).ToStringUniform(false, false);
}
}
