public HistoricalDataCacheFile(MarketSeriesBase series, DateTime chunkDate)
{
this.MarketSeriesBase = series;
this.Feed = series.Feed;
GetChunkRange(TimeFrame, chunkDate, out startDate, out endDate);
FilePath = GetFilePath();
}
public SpotwareDataJob(MarketSeriesBase series) : base(series)
{
if (this.Account == null)
{
throw new ArgumentException("MarketSeries must have an Account of type CTraderAccount");
}
}
public LoadHistoricalDataJob(MarketSeriesBase series) : this()
{
if (series == null)
{
throw new ArgumentNullException(nameof(series));
}
this.MarketSeriesBase = series;
}
public HistoricalDataCacheFile(MarketSeriesBase series, DateTime start, DateTime end, DateTime queryDate)
{
this.MarketSeriesBase = series;
this.Feed = series.Feed;
this.StartDate = start;
this.EndDate = end;
this.QueryDate = queryDate;
this.FilePath = GetFilePath();
}
public static async Task <HistoricalDataCacheFile> GetCacheFile(MarketSeriesBase marketSeries, DateTime chunkDate)
{
HistoricalDataCacheFile cacheFile = cache.GetOrAdd(
GetKey(marketSeries.Feed.Template.BrokerName, marketSeries.SymbolCode, marketSeries.TimeFrame, chunkDate),
_ => new HistoricalDataCacheFile(marketSeries, chunkDate)
);
await cacheFile.EnsureLoaded().ConfigureAwait(false);
return(cacheFile);
}
public static TimeSpan?GetDefaultMaxOutOfDate(MarketSeriesBase series)
{
var bt = (series.HasAccount && series.Account.IsBacktesting) || !App.Get/*todo*/ <TradingOptions>().Features.HasAnyFlag(TradingFeatures.Participants);
double totalSeconds = default(double);
var settings = App.GetComponent <DataMaxOutOfDateTimeSpans>();
if (settings != null)
{
totalSeconds = settings.TryGetValue(series.TimeFrame.TimeFrameUnit);
}
if (totalSeconds == default(double))
{
settings = bt ? DataMaxOutOfDateTimeSpans.BacktestingDefault : DataMaxOutOfDateTimeSpans.Default;
totalSeconds = settings.TryGetValue(series.TimeFrame.TimeFrameUnit);
}
if (totalSeconds == default(double))
{
throw new NotImplementedException("No settings found for Timeframe: " + series.TimeFrame);
}
var result = TimeSpan.FromSeconds(totalSeconds * series.TimeFrame.TimeFrameValue);
return(result);
//switch (series.TimeFrame.TimeFrameUnit)
//{
// case TimeFrameUnit.Tick: return bt ? DefaultBacktestingMaxOutOfDateT1 : TimeSpan.FromSeconds(DefaultMaxOutOfDateT1.TotalSeconds * series.TimeFrame.TimeFrameValue);
// case TimeFrameUnit.Minute: return bt ? DefaultBacktestingMaxOutOfDateM1 : TimeSpan.FromSeconds(DefaultMaxOutOfDateM1.TotalSeconds * series.TimeFrame.TimeFrameValue);
// case TimeFrameUnit.Hour: return bt ? DefaultBacktestingMaxOutOfDateH1 : TimeSpan.FromSeconds(DefaultMaxOutOfDateH1.TotalSeconds * series.TimeFrame.TimeFrameValue);
// case TimeFrameUnit.Day: return bt ? DefaultBacktestingMaxOutOfDateD1 : TimeSpan.FromSeconds(DefaultMaxOutOfDateD1.TotalSeconds * series.TimeFrame.TimeFrameValue);
// default: throw new NotImplementedException("Timeframe: " + series.TimeFrame);
//}
}
public async Task <DataLoadResult> RetrieveDataForChunk(MarketSeriesBase series, DateTime date, bool cacheOnly = false, bool writeCache = true, TimeSpan?maxOutOfDate = null, CancellationToken?token = null)
{
var result = new DataLoadResult(series);
DateTime chunkStart;
DateTime chunkEnd;
HistoricalDataCacheFile.GetChunkRange(series.TimeFrame, date, out chunkStart, out chunkEnd);
result.QueryDate = DateTime.UtcNow;
var key = $"{series.ToString()};{date.ToString()};{cacheOnly};{writeCache};{maxOutOfDate}";
bool created = false;
tryagain:
var job = jobs.GetOrAdd(key, k =>
{
created = true;
return(new SpotwareDataJob(series)
{
StartTime = chunkStart,
EndTime = chunkEnd,
WriteCache = writeCache,
LinkWithAccountData = !cacheOnly,
CancellationToken = token,
});
});
if (!created)
{
if (DateTime.UtcNow - job.CreateDate > TimeSpan.FromMinutes(1))
{
if (jobs.TryRemove(key, out job))
{
goto tryagain;
}
}
else
{
await job.Wait().ConfigureAwait(false);
}
}
await job.Start().ConfigureAwait(false);
await job.Wait().ConfigureAwait(false);
if (job.Faulted)
{
result.Faulted = true;
return(result);
}
if (job.ResultCount > 0)
{
result.IsAvailable = true;
}
result.Bars = job.ResultBars;
result.Ticks = job.ResultTicks;
result.StartDate = chunkStart;
result.EndDate = chunkEnd;
if (result.QueryDate < chunkEnd)
{
result.IsPartial = true;
}
return(result);
}
public DataLoadResult(MarketSeriesBase series)
{
this.MarketSeriesBase = series;
}
