bool IEnumerator.MoveNext()
{
if (_current == null)
{
_current = _storage.Load(_currDate).GetEnumerator();
}
while (true)
{
if (!_current.MoveNext())
{
_current.Dispose();
var canMove = false;
while (!canMove)
{
_currDate += TimeSpan.FromDays(1);
if (_currDate > _to)
{
break;
}
_checkBounds = _currDate == _to.Date;
_current = _storage.Load(_currDate).GetEnumerator();
canMove = _current.MoveNext();
}
if (!canMove)
{
return(false);
}
}
if (!_checkBounds)
{
break;
}
do
{
var time = _getTime(Current).UtcDateTime;
if (_bounds.Contains(time))
{
return(true);
}
if (time > _to)
{
return(false);
}
}while (_current.MoveNext());
}
return(true);
}
/// <summary>
/// To delete market data from the storage for the specified time period.
/// </summary>
/// <param name="storage">Market-data storage.</param>
/// <param name="from">The start time for data deleting. If the value is not specified, the data will be deleted starting from the date <see cref="GetFromDate"/>.</param>
/// <param name="to">The end time, up to which the data shall be deleted. If the value is not specified, data will be deleted up to the end date <see cref="GetToDate"/>, inclusive.</param>
public static void Delete(this IMarketDataStorage storage, DateTimeOffset?from = null, DateTimeOffset?to = null)
{
if (storage == null)
{
throw new ArgumentNullException(nameof(storage));
}
var range = GetRange(storage, from, to);
if (range == null)
{
return;
}
var info = (IMarketDataStorageInfo)storage;
var min = range.Min.UtcDateTime;
var max = range.Max.UtcDateTime.EndOfDay();
for (var date = min; date <= max; date = date.AddDays(1))
{
if (date == min)
{
var metaInfo = storage.GetMetaInfo(date.Date);
if (metaInfo == null)
{
continue;
}
if (metaInfo.FirstTime >= date && max.Date != min.Date)
{
storage.Delete(date.Date);
}
else
{
var data = storage.Load(date.Date).ToList();
data.RemoveWhere(d =>
{
var time = info.GetTime(d);
return(time.UtcDateTime < min || time > range.Max);
});
storage.Delete(data);
}
}
else if (date.Date < max.Date)
{
storage.Delete(date.Date);
}
else
{
var data = storage.Load(date.Date).ToList();
data.RemoveWhere(d => info.GetTime(d) > range.Max);
storage.Delete(data);
}
}
}
private void LoadMessages <TMessage>(IMarketDataStorage <TMessage> storage, DateTimeOffset from, DateTimeOffset to)
where TMessage : Message
{
storage
.Load(from, to)
.ForEach(RaiseStorageMessage);
}
/// <summary>
/// Удалить маркет-данные из хранилища для заданного периода.
/// </summary>
/// <param name="storage">Хранилище маркет-данных.</param>
/// <param name="from">Время начала, с которого необходимо удалять данные. Если значение не указано, то будут удалены данные с начальной даты <see cref="GetFromDate"/>.</param>
/// <param name="to">Время окончания, до которого включительно необходимо удалять данные. Если значение не указано, то будут удалены данные до конечной даты <see cref="GetToDate"/> включительно.</param>
public static void Delete(this IMarketDataStorage storage, DateTimeOffset?from = null, DateTimeOffset?to = null)
{
if (storage == null)
{
throw new ArgumentNullException("storage");
}
var range = GetRange(storage, from, to);
if (range == null)
{
return;
}
var info = (IMarketDataStorageInfo)storage;
var max = range.Max.Date.EndOfDay();
for (var date = range.Min; date <= max; date = date.AddDays(1))
{
if (date == range.Min)
{
var metaInfo = storage.GetMetaInfo(date.Date);
if (metaInfo.FirstTime >= date.UtcDateTime && range.Max.Date != range.Min.Date)
{
storage.Delete(date.Date);
}
else
{
var data = storage.Load(date.Date).Cast <object>().ToList();
data.RemoveWhere(d => info.GetTime(d) < range.Min);
storage.Delete(data);
}
}
else if (date.Date < range.Max.Date)
{
storage.Delete(date.Date);
}
else
{
var data = storage.Load(date.Date).Cast <object>().ToList();
data.RemoveWhere(d => info.GetTime(d) > range.Max);
storage.Delete(data);
}
}
}
private DateTimeOffset?LoadMessages <TMessage>(IMarketDataStorage <TMessage> storage, DateTimeOffset?from, DateTimeOffset?to, TimeSpan daysLoad, long transactionId, Action sendReply, Action <Message> newOutMessage)
where TMessage : Message, ISubscriptionIdMessage, IServerTimeMessage
{
var range = GetRange(storage, from, to, daysLoad);
if (range == null)
{
return(null);
}
var messages = storage.Load(range.Item1.Date, range.Item2.Date.EndOfDay());
return(LoadMessages(messages, range.Item1, transactionId, sendReply, newOutMessage));
}
public SeriesInfo(CandleSeries series, DateTimeOffset from, DateTimeOffset to, IMarketDataStorage <Candle> storage)
{
if (series == null)
{
throw new ArgumentNullException("series");
}
if (storage == null)
{
throw new ArgumentNullException("storage");
}
Series = series;
Reader = storage.Load(from, to).GetEnumerator();
}
private DateTimeOffset LoadMessages <TMessage>(IMarketDataStorage <TMessage> storage, DateTimeOffset from, DateTimeOffset to, Func <TMessage, DateTimeOffset> func)
where TMessage : Message
{
var messages = storage.Load(from, to);
var lastTime = from;
foreach (var message in messages)
{
if (func != null)
{
lastTime = func.Invoke(message);
}
RaiseStorageMessage(message);
}
return(lastTime);
}
static void Main(string[] args)
{
var security = new Security()
{
Id = "RIH7@FORTS", Board = ExchangeBoard.Forts
};
StorageRegistry storage = new StorageRegistry();
string path = @"../../../Data/Quik";
//Для работы будем использовать готовое локальное файловое хранилище, в которое данные были предварительно записаны при помощи Гидры.
//Создаем экземпляр LocalMarketDataDrive.
LocalMarketDataDrive drive = new LocalMarketDataDrive()
{
Path = path
};
//Передаем в StorageRegistry ссылку на локальное файловое хранилище
storage.DefaultDrive = drive;
DateTime from = new DateTime(2017, 02, 14, 10, 0, 0);
DateTime to = new DateTime(2017, 02, 15, 23, 50, 0);
// Получаем хранилище сделок для RIH7
IMarketDataStorage <Trade> tradeStorage = storage.GetTradeStorage(security);
// Загружаем сделки из хранилища
var trades = tradeStorage.Load(from, to);
// Отображаем в окне вывода информацию
foreach (var trade in trades)
{
Debug.WriteLine("{0} {1}", trade, trade.OpenInterest);
}
Console.Read();
}
