/// <summary>
/// Returns candle data at the specified resolution skipping the first specified number of seconds
/// </summary>
public IEnumerable <CandleSample> GetCandleDataAsCandleSamples(CandleHeader header, int skipSeconds = 0)
{
return(this.GetCandleData(header, skipSeconds)
.Select(cd =>
{
var cs = cd.ToCandleSample();
cs.TimeSpanMs = header.ResolutionSec * 1000;
return cs;
}));
}
private void parseCandlesMeta(Stream stream)
{
var bt = SecDBPrimitives.ReadByte(stream);
if (bt != 0x03)//0x3 - Candles metadata header
{
throw new FinancialException("CandlesMeta.Header != 0x03");
}
//Filler
bt = SecDBPrimitives.ReadByte(stream);
//HdrCount
var icount = SecDBPrimitives.ReadUInt16(stream);
var chdrs = new CandleHeader[icount];
//CandleHeader
for (var i = 0; i < icount; i++)
{
bt = SecDBPrimitives.ReadByte(stream);
if (bt != 0x04)//0x4 - Candle Header
{
throw new FinancialException("CandleHeader.Header != 0x04");
}
//Filler
bt = SecDBPrimitives.ReadByte(stream);
var resolution = SecDBPrimitives.ReadUInt16(stream);
var starttime = SecDBPrimitives.ReadUInt32(stream);
var count = SecDBPrimitives.ReadUInt32(stream);
var offset = SecDBPrimitives.ReadUInt32(stream);
if (resolution == 0)
{
throw new FinancialException("CandleHeader.Resolution == 0x00");
}
var sdt = new DateTime(m_SystemHeader.Date.Year,
m_SystemHeader.Date.Month,
m_SystemHeader.Date.Day,
0, 0, 0, DateTimeKind.Utc).AddSeconds(starttime);
var ch = new CandleHeader(this, resolution, starttime, sdt, count, offset);
chdrs[i] = ch;
}
m_Candles_Meta = new CandlesMeta(this, chdrs);
}
/// <summary>
/// Gets stream data per candle header index skipping the specified seconds count from data start
/// </summary>
public IEnumerable <StreamSample> GetStreamData(CandleHeader header, int skipSeconds = 0)
{
var candle = GetCandleData(header, skipSeconds).FirstOrDefault();
if (!candle.IsAssigned)
{
return(Enumerable.Empty <StreamSample>());
}
return(workWithFile <enumerateStreamDataArgs, IEnumerable <StreamSample> >(
enumerateStreamData,
new enumerateStreamDataArgs
{
Candle = candle
}));
}
/// <summary>
/// Returns candle data at the specified resolution skipping the first specified number of seconds
/// </summary>
public IEnumerable <CandleData> GetCandleData(CandleHeader header, int skipSeconds = 0)
{
if (!header.IsAssigned || header.File != this)
{
throw new FinancialException(StringConsts.ARGUMENT_ERROR + "GetCandleData(!header.IsAssigned | wrong)");
}
return(workWithFile <enumerateCandleDataArgs, IEnumerable <CandleData> >(
enumerateCandleData,
new enumerateCandleDataArgs
{
Header = header,
SkipSeconds = skipSeconds
}));
}
/// <summary>
/// Gets stream data per candle header index starting from the specified UTC start time
/// </summary>
public IEnumerable <StreamSample> GetStreamData(CandleHeader header, DateTime startTimeUTC)
{
return(GetStreamData(header, header.GetSkipSecondsUntil(startTimeUTC)));
}
/// <summary>
/// Returns candle data at the specified resolution starting at the specified start time
/// </summary>
public IEnumerable <CandleSample> GetCandleDataAsCandleSamples(CandleHeader header, DateTime startTimeUTC)
{
return(this.GetCandleDataAsCandleSamples(header, header.GetSkipSecondsUntil(startTimeUTC)));
}
/// <summary>
/// Returns candle data at the specified resolution starting at the specified start time
/// </summary>
public IEnumerable <CandleData> GetCandleData(CandleHeader header, DateTime startTimeUTC)
{
return(GetCandleData(header, header.GetSkipSecondsUntil(startTimeUTC)));
}
internal CandlesMeta(SecDBFileReader file, CandleHeader[] candles) { File = file; Candles = candles;}