/// <inheritdoc />
protected override void OnInnerAdapterNewOutMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Security:
{
var secMsg = (SecurityMessage)message;
var security = _securityStorage.LookupById(secMsg.SecurityId);
if (security == null)
{
security = secMsg.ToSecurity(_exchangeInfoProvider);
}
else
{
security.ApplyChanges(secMsg, _exchangeInfoProvider, OverrideSecurityData);
}
_securityStorage.Save(security, OverrideSecurityData);
break;
}
case MessageTypes.Board:
{
var boardMsg = (BoardMessage)message;
var board = _exchangeInfoProvider.GetExchangeBoard(boardMsg.Code);
if (board == null)
{
board = _exchangeInfoProvider.GetOrCreateBoard(boardMsg.Code, code =>
{
var exchange = _exchangeInfoProvider.GetExchange(boardMsg.ExchangeCode) ?? boardMsg.ToExchange(new Exchange
{
Name = boardMsg.ExchangeCode
});
return(new ExchangeBoard
{
Code = code,
Exchange = exchange
});
});
}
board.ApplyChanges(boardMsg);
_exchangeInfoProvider.Save(board.Exchange);
_exchangeInfoProvider.Save(board);
break;
}
case MessageTypes.Portfolio:
{
var portfolioMsg = (PortfolioMessage)message;
if (portfolioMsg.Error != null)
{
break;
}
var portfolio = _positionStorage.GetPortfolio(portfolioMsg.PortfolioName) ?? new Portfolio
{
Name = portfolioMsg.PortfolioName
};
portfolioMsg.ToPortfolio(portfolio, _exchangeInfoProvider);
_positionStorage.Save(portfolio);
break;
}
case MessageTypes.PositionChange:
{
var positionMsg = (PositionChangeMessage)message;
if (positionMsg.IsMoney())
{
var portfolio = _positionStorage.GetPortfolio(positionMsg.PortfolioName) ?? new Portfolio
{
Name = positionMsg.PortfolioName
};
portfolio.ApplyChanges(positionMsg, _exchangeInfoProvider);
_positionStorage.Save(portfolio);
}
else
{
var position = GetPosition(positionMsg.SecurityId, positionMsg.PortfolioName);
if (position == null)
{
break;
}
if (!positionMsg.DepoName.IsEmpty())
{
position.DepoName = positionMsg.DepoName;
}
if (positionMsg.LimitType != null)
{
position.LimitType = positionMsg.LimitType;
}
if (!positionMsg.Description.IsEmpty())
{
position.Description = positionMsg.Description;
}
position.ApplyChanges(positionMsg);
_positionStorage.Save(position);
}
break;
}
}
base.OnInnerAdapterNewOutMessage(message);
}
/// <summary>
/// Import from CSV file.
/// </summary>
/// <param name="fileName">File name.</param>
/// <param name="updateProgress">Progress notification.</param>
/// <param name="isCancelled">The processor, returning process interruption sign.</param>
public void Import(string fileName, Action <int> updateProgress, Func <bool> isCancelled)
{
var buffer = new List <dynamic>();
this.AddInfoLog(LocalizedStrings.Str2870Params.Put(fileName, DataType.MessageType.Name));
try
{
var len = new FileInfo(fileName).Length;
var prevPercent = 0;
var lineIndex = 0;
foreach (var instance in Parse(fileName, isCancelled))
{
if (!(instance is SecurityMessage secMsg))
{
buffer.Add(instance);
if (buffer.Count > 1000)
{
FlushBuffer(buffer);
}
}
else
{
var security = _securityStorage.LookupById(secMsg.SecurityId);
var isNew = true;
if (security != null)
{
if (!UpdateDuplicateSecurities)
{
this.AddErrorLog(LocalizedStrings.Str1453.Put(secMsg.SecurityId));
continue;
}
isNew = false;
security.ApplyChanges(secMsg, _exchangeInfoProvider, UpdateDuplicateSecurities);
}
else
{
security = secMsg.ToSecurity(_exchangeInfoProvider);
}
_securityStorage.Save(security, UpdateDuplicateSecurities);
ExtendedInfoStorageItem?.Add(secMsg.SecurityId, secMsg.ExtensionInfo);
SecurityUpdated?.Invoke(security, isNew);
}
var percent = (int)(((double)lineIndex / len) * 100 - 1).Round();
lineIndex++;
if (percent <= prevPercent)
{
continue;
}
prevPercent = percent;
updateProgress?.Invoke(prevPercent);
}
/// <summary>
/// Synchronize securities with storage.
/// </summary>
/// <param name="drives">Storage drives.</param>
/// <param name="securityStorage">Securities meta info storage.</param>
/// <param name="exchangeInfoProvider">Exchanges and trading boards provider.</param>
/// <param name="newSecurity">The handler through which a new instrument will be passed.</param>
/// <param name="updateProgress">The handler through which a progress change will be passed.</param>
/// <param name="logsReceiver">Logs receiver.</param>
/// <param name="isCancelled">The handler which returns an attribute of search cancel.</param>
public static void SynchronizeSecurities(this IEnumerable <IMarketDataDrive> drives,
ISecurityStorage securityStorage, IExchangeInfoProvider exchangeInfoProvider,
Action <Security> newSecurity, Action <int, int> updateProgress,
Func <bool> isCancelled, ILogReceiver logsReceiver)
{
if (drives == null)
{
throw new ArgumentNullException(nameof(drives));
}
if (securityStorage == null)
{
throw new ArgumentNullException(nameof(securityStorage));
}
if (exchangeInfoProvider == null)
{
throw new ArgumentNullException(nameof(exchangeInfoProvider));
}
if (newSecurity == null)
{
throw new ArgumentNullException(nameof(newSecurity));
}
if (updateProgress == null)
{
throw new ArgumentNullException(nameof(updateProgress));
}
if (isCancelled == null)
{
throw new ArgumentNullException(nameof(isCancelled));
}
if (logsReceiver == null)
{
throw new ArgumentNullException(nameof(logsReceiver));
}
var securityPaths = new List <string>();
var progress = 0;
foreach (var dir in drives.Select(drive => drive.Path).Distinct())
{
foreach (var letterDir in InteropHelper.GetDirectories(dir))
{
if (isCancelled())
{
break;
}
var name = Path.GetFileName(letterDir);
if (name == null || name.Length != 1)
{
continue;
}
securityPaths.AddRange(InteropHelper.GetDirectories(letterDir));
}
if (isCancelled())
{
break;
}
}
if (isCancelled())
{
return;
}
// кол-во проходов по директории для создания инструмента
var iterCount = securityPaths.Count;
updateProgress(0, iterCount);
var securities = securityStorage.LookupAll().ToDictionary(s => s.Id, s => s, StringComparer.InvariantCultureIgnoreCase);
foreach (var securityPath in securityPaths)
{
if (isCancelled())
{
break;
}
var securityId = Path.GetFileName(securityPath).FolderNameToSecurityId();
var isNew = false;
var security = securities.TryGetValue(securityId);
if (security == null)
{
var firstDataFile =
Directory.EnumerateDirectories(securityPath)
.SelectMany(d => Directory.EnumerateFiles(d, "*.bin")
.Concat(Directory.EnumerateFiles(d, "*.csv"))
.OrderBy(f => Path.GetExtension(f).CompareIgnoreCase(".bin") ? 0 : 1))
.FirstOrDefault();
if (firstDataFile != null)
{
var id = securityId.ToSecurityId();
decimal priceStep;
if (Path.GetExtension(firstDataFile).CompareIgnoreCase(".bin"))
{
try
{
priceStep = File.ReadAllBytes(firstDataFile).Range(6, 16).To <decimal>();
}
catch (Exception ex)
{
throw new InvalidOperationException(LocalizedStrings.Str2929Params.Put(firstDataFile), ex);
}
}
else
{
priceStep = 0.01m;
}
security = new Security
{
Id = securityId,
PriceStep = priceStep,
Name = id.SecurityCode,
Code = id.SecurityCode,
Board = exchangeInfoProvider.GetOrCreateBoard(id.BoardCode),
};
securities.Add(securityId, security);
securityStorage.Save(security, false);
newSecurity(security);
isNew = true;
}
}
updateProgress(progress++, iterCount);
if (isNew)
{
logsReceiver.AddInfoLog(LocalizedStrings.Str2930Params, security);
}
}
}
private void MainWindow_OnLoaded(object sender, RoutedEventArgs e)
{
Year.ItemsSource = Competition.AllYears;
Year.SelectedItem = Competition.AllYears.Last();
var ns = typeof(IIndicator).Namespace;
var rendererTypes = typeof(Chart).Assembly
.GetTypes()
.Where(t => !t.IsAbstract && typeof(BaseChartIndicatorPainter).IsAssignableFrom(t))
.ToDictionary(t => t.Name);
var indicators = typeof(IIndicator).Assembly
.GetTypes()
.Where(t => t.Namespace == ns && !t.IsAbstract && typeof(IIndicator).IsAssignableFrom(t))
.Select(t => new IndicatorType(t, rendererTypes.TryGetValue(t.Name + "Painter")));
Chart.IndicatorTypes.AddRange(indicators);
const string finamSecurities = "finam.csv";
if (File.Exists(finamSecurities))
{
var idGen = new SecurityIdGenerator();
var securities = File.ReadAllLines(finamSecurities).Select(line =>
{
var cells = line.SplitByComma();
var idParts = idGen.Split(cells[0]);
return(new Security
{
Id = cells[0],
Code = idParts.Item1,
Board = ExchangeBoard.GetOrCreateBoard(idParts.Item2),
ExtensionInfo = new Dictionary <object, object>
{
{ FinamHistorySource.MarketIdField, cells[1].To <long>() },
{ FinamHistorySource.SecurityIdField, cells[2].To <long>() },
}
});
});
foreach (var security in securities)
{
_securities.Add(security);
_securityStorage.Save(security);
}
}
else
{
_finamHistorySource.Refresh(_securityStorage, new Security(), s => { }, () => false);
var securities = _securityStorage.LookupAll().ToArray();
foreach (var security in securities)
{
_securities.Add(security);
}
File.WriteAllLines(finamSecurities, securities.Where(s => !s.Id.Contains(',')).Select(s => "{0},{1},{2}"
.Put(s.Id, s.ExtensionInfo[FinamHistorySource.MarketIdField], s.ExtensionInfo[FinamHistorySource.SecurityIdField])));
}
Trader.Text = "Bull";
Security.Text = "SIZ4@FORTS";
From.Value = new DateTime(2014, 09, 16);
}
/// <summary>
/// Import from CSV file.
/// </summary>
/// <param name="fileName">File name.</param>
/// <param name="updateProgress">Progress notification.</param>
/// <param name="isCancelled">The processor, returning process interruption sign.</param>
public void Import(string fileName, Action <int> updateProgress, Func <bool> isCancelled)
{
var buffer = new List <Message>();
this.AddInfoLog(LocalizedStrings.Str2870Params.Put(fileName, DataType.MessageType.Name));
Func <Message, SecurityId> getSecurityId = null;
if (DataType == DataType.Securities)
{
getSecurityId = m => ((SecurityMessage)m).SecurityId;
}
else if (DataType == DataType.MarketDepth)
{
getSecurityId = m => ((QuoteChangeMessage)m).SecurityId;
}
else if (DataType == DataType.Level1)
{
getSecurityId = m => ((Level1ChangeMessage)m).SecurityId;
}
else if (DataType == DataType.PositionChanges)
{
getSecurityId = m => ((PositionChangeMessage)m).SecurityId;
}
else if (DataType == DataType.Ticks || DataType == DataType.OrderLog || DataType == DataType.Transactions)
{
getSecurityId = m => ((ExecutionMessage)m).SecurityId;
}
else if (DataType.IsCandles)
{
getSecurityId = m => ((CandleMessage)m).SecurityId;
}
try
{
var len = new FileInfo(fileName).Length;
var prevPercent = 0;
var lineIndex = 0;
foreach (var msg in Parse(fileName, isCancelled))
{
if (msg is SecurityMappingMessage)
{
continue;
}
if (!(msg is SecurityMessage secMsg))
{
buffer.Add(msg);
if (buffer.Count > 1000)
{
FlushBuffer(buffer, getSecurityId);
}
}
else
{
var security = _securityStorage.LookupById(secMsg.SecurityId);
var isNew = true;
if (security != null)
{
if (!UpdateDuplicateSecurities)
{
this.AddErrorLog(LocalizedStrings.Str1453.Put(secMsg.SecurityId));
continue;
}
isNew = false;
security.ApplyChanges(secMsg, _exchangeInfoProvider, UpdateDuplicateSecurities);
}
else
{
security = secMsg.ToSecurity(_exchangeInfoProvider);
}
_securityStorage.Save(security, UpdateDuplicateSecurities);
ExtendedInfoStorageItem?.Add(secMsg.SecurityId, secMsg.ExtensionInfo);
SecurityUpdated?.Invoke(security, isNew);
}
var percent = (int)(((double)lineIndex / len) * 100 - 1).Round();
lineIndex++;
if (percent <= prevPercent)
{
continue;
}
prevPercent = percent;
updateProgress?.Invoke(prevPercent);
}
/// <summary>
/// Import from CSV file.
/// </summary>
/// <param name="fileName">File name.</param>
/// <param name="updateProgress">Progress notification.</param>
/// <param name="isCancelled">The processor, returning process interruption sign.</param>
/// <returns>Count and last time.</returns>
public (int, DateTimeOffset?) Import(string fileName, Action <int> updateProgress, Func <bool> isCancelled)
{
var count = 0;
var lastTime = default(DateTimeOffset?);
var buffer = new List <Message>();
void Flush()
{
count += buffer.Count;
if (buffer.LastOrDefault() is IServerTimeMessage timeMsg)
{
lastTime = timeMsg.ServerTime;
}
FlushBuffer(buffer);
}
this.AddInfoLog(LocalizedStrings.Str2870Params.Put(fileName, DataType.MessageType.Name));
try
{
var len = new FileInfo(fileName).Length;
var prevPercent = 0;
var lineIndex = 0;
foreach (var msg in Parse(fileName, isCancelled))
{
if (msg is SecurityMappingMessage)
{
continue;
}
if (msg is not SecurityMessage secMsg)
{
buffer.Add(msg);
if (buffer.Count > 1000)
{
Flush();
}
}
else
{
var security = _securityStorage.LookupById(secMsg.SecurityId);
var isNew = true;
if (security != null)
{
if (!UpdateDuplicateSecurities)
{
this.AddErrorLog(LocalizedStrings.Str1453.Put(secMsg.SecurityId));
continue;
}
isNew = false;
security.ApplyChanges(secMsg, _exchangeInfoProvider, UpdateDuplicateSecurities);
}
else
{
security = secMsg.ToSecurity(_exchangeInfoProvider);
}
_securityStorage.Save(security, UpdateDuplicateSecurities);
ExtendedInfoStorageItem?.Add(secMsg.SecurityId, secMsg.ExtensionInfo);
SecurityUpdated?.Invoke(security, isNew);
}
var percent = (int)(((double)lineIndex / len) * 100 - 1).Round();
lineIndex++;
if (percent <= prevPercent)
{
continue;
}
prevPercent = percent;
updateProgress?.Invoke(prevPercent);
}
private void SaveSecurity(Security security, ISecurityStorage securityStorage)
{
securityStorage.Save(security);
}
private void MainWindow_OnLoaded(object sender, RoutedEventArgs e)
{
Year.ItemsSource = Competition.AllYears;
Year.SelectedItem = Competition.AllYears.Last();
Directory.CreateDirectory(_settingsDir);
var ns = typeof(IIndicator).Namespace;
var rendererTypes = typeof(Chart).Assembly
.GetTypes()
.Where(t => !t.IsAbstract && typeof(BaseChartIndicatorPainter).IsAssignableFrom(t))
.ToDictionary(t => t.Name);
var indicators = typeof(IIndicator).Assembly
.GetTypes()
.Where(t => t.Namespace == ns && !t.IsAbstract && typeof(IIndicator).IsAssignableFrom(t))
.Select(t => new IndicatorType(t, rendererTypes.TryGetValue(t.Name + "Painter")));
Chart.IndicatorTypes.AddRange(indicators);
var finamSecurities = Path.Combine(_settingsDir, "finam2.csv");
BusyIndicator.BusyContent = "Обновление инструментов...";
BusyIndicator.IsBusy = true;
Task.Factory.StartNew(() =>
{
File.Delete("finam.csv");
if (File.Exists(finamSecurities))
{
CultureInfo.InvariantCulture.DoInCulture(() =>
{
var idGen = new SecurityIdGenerator();
var securities = File.ReadAllLines(finamSecurities).Select(line =>
{
var cells = line.SplitByComma();
var idParts = idGen.Split(cells[0]);
return(new Security
{
Id = cells[0],
Code = idParts.Item1,
Board = ExchangeBoard.GetOrCreateBoard(idParts.Item2),
ExtensionInfo = new Dictionary <object, object>
{
{ FinamHistorySource.MarketIdField, cells[1].To <long>() },
{ FinamHistorySource.SecurityIdField, cells[2].To <long>() },
},
PriceStep = cells[3].To <decimal?>(),
Decimals = cells[4].To <int?>(),
Currency = cells[5].To <CurrencyTypes?>(),
});
});
foreach (var security in securities)
{
_securityProvider.Securities.Add(security);
_securityStorage.Save(security);
}
});
}
else
{
_finamHistorySource.Refresh(_securityStorage, new Security(), s => { }, () => false);
var securities = _securityStorage.LookupAll().ToArray();
foreach (var security in securities)
{
_securityProvider.Securities.Add(security);
}
File.WriteAllLines(finamSecurities, securities.Where(s => !s.Id.Contains(',')).Select(s => "{0},{1},{2},{3},{4},{5}"
.Put(s.Id, s.ExtensionInfo[FinamHistorySource.MarketIdField], s.ExtensionInfo[FinamHistorySource.SecurityIdField], s.PriceStep, s.Decimals, s.Currency)));
}
})
.ContinueWith(res =>
{
BusyIndicator.IsBusy = false;
if (res.Exception != null)
{
new MessageBoxBuilder()
.Error()
.Owner(this)
.Text(res.Exception.ToString())
.Show();
}
if (File.Exists(_settingsFile))
{
var settings = CultureInfo.InvariantCulture.DoInCulture(() => new XmlSerializer <SettingsStorage>().Deserialize(_settingsFile).Load <Settings>());
Year.SelectedItem = settings.Year;
Trader.Text = settings.Trader;
From.Value = settings.From;
To.Value = settings.To;
Security1.Text = settings.Security1;
Security2.Text = settings.Security2;
Security3.Text = settings.Security3;
Security4.Text = settings.Security4;
TimeFrame.SelectedItem = settings.TimeFrame;
Apart.IsChecked = settings.Apart;
}
else
{
Trader.Text = "Vasya";
Security1.Text = "RIZ5@FORTS";
//Trader.Text = "iZotov";
//Security1.Text = "SPZ5@FORTS";
//Security2.Text = "SIZ5@FORTS";
//From.Value = new DateTime(2014, 09, 16);
Apart.IsChecked = true;
}
}, TaskScheduler.FromCurrentSynchronizationContext());
}
