void timer_Elapsed(object sender, System.Timers.ElapsedEventArgs e)
{
lock (Locker)
{
IBars bars = data.GetBars(data.GetSymbol(textBox1.Text), data.GetScale(ScaleEnum.tick, 1));
int tickNum = bars.Count;
int secNum = tickNum / 4 + 1;
TimeFor timeFor = (TimeFor)(tickNum % 4);
float price = 0;
switch (timeFor)
{
case TimeFor.Open:
price = secNum + 2;
break;
case TimeFor.Low:
price = secNum + 1;
break;
case TimeFor.High:
price = secNum + 4;
break;
case TimeFor.Close:
price = secNum + 3;
break;
}
// DateTime dt = new DateTime(2010,11,12,15,0,0) + new TimeSpan(secNum * 10000000);
DateTime dt = startDT + new TimeSpan(secNum * 10000000);
OpenWealth.Simple.Tick t = new OpenWealth.Simple.Tick(dt, tickNum, price, 1);
bars.Add(dataProvider, t);
}
}
/// <summary>
/// Вселенское зло спит тут!
/// </summary>
/// <remarks>
/// Обязательно!!!!! Необходимо соблюсти порядок столбцов в квике!
/// Номер,Дата, Время, Класс Код, Код инстурмента, цена, кол-во!
/// </remarks>
/// <returns></returns>
internal static void GetDeals(byte[] rawData)
{
if (data == null)
{
return;
}
int rowsNumber = BitConverter.ToInt16(new byte[] { rawData[4], rawData[5] }, 0);
XLTableTyped table = new XLTableTyped(rawData);
for (int i = 0; i < rowsNumber; i++)
{
double number = -1;
try
{
table.MoveNext();
number = (double)table.Current;
table.MoveNext();
string DateStr = (string)table.Current;
table.MoveNext();
string TimeStr = (string)table.Current;
table.MoveNext();
string MarketStr = (string)table.Current;
table.MoveNext();
string CodeStr = (string)table.Current;
table.MoveNext();
double price = (double)table.Current;
table.MoveNext();
double volume = (double)table.Current;
IBar tick = new OpenWealth.Simple.Tick(ParseDateTimeWithCache(String.Concat(DateStr, " ", TimeStr)), (int)number, (float)price, (int)volume);
l.Debug("GetDeals Tick " + MarketStr + "." + CodeStr + " " + tick.ToString());
// TODO избавится от null
data.GetBars(data.GetSymbol(MarketStr, CodeStr), tickScale).Add(null, tick);
}
catch (Exception e)
{
l.Error("Exception в GetDeals, при обработке сделки номер " + number, e);
}
}
}
/// <summary>
/// Вселенское зло спит тут!
/// </summary>
/// <remarks>
/// Обязательно!!!!! Необходимо соблюсти порядок столбцов в квике!
/// Номер,Дата, Время, Класс Код, Код инстурмента, цена, кол-во!
/// </remarks>
/// <returns></returns>
internal static void GetDeals(byte[] rawData)
{
if (data == null)
return;
int rowsNumber = BitConverter.ToInt16(new byte[] { rawData[4], rawData[5] }, 0);
XLTableTyped table = new XLTableTyped(rawData);
for (int i = 0; i < rowsNumber; i++)
{
double number = -1;
try
{
table.MoveNext();
number = (double)table.Current;
table.MoveNext();
string DateStr = (string)table.Current;
table.MoveNext();
string TimeStr = (string)table.Current;
table.MoveNext();
string MarketStr = (string)table.Current;
table.MoveNext();
string CodeStr = (string)table.Current;
table.MoveNext();
double price = (double)table.Current;
table.MoveNext();
double volume = (double)table.Current;
IBar tick = new OpenWealth.Simple.Tick(ParseDateTimeWithCache(String.Concat(DateStr, " ", TimeStr)), (int)number, (float)price, (int)volume);
l.Debug("GetDeals Tick " + MarketStr + "." + CodeStr + " " + tick.ToString());
// TODO избавится от null
data.GetBars(data.GetSymbol(MarketStr, CodeStr), tickScale).Add(null, tick);
}
catch (Exception e)
{
l.Error("Exception в GetDeals, при обработке сделки номер " + number, e);
}
}
}
