private void Process(IStorageRegistry storageRegistry, Security security, StorageFormats format, IMarketDataDrive drive)
{
this.GuiSync(() =>
{
_visibleEntries.Clear();
Columns.RemoveRange(_candleColumns.Values);
_candleColumns.Values.ForEach(c => FormatRules.Remove(c));
_candleColumns.Clear();
});
if (security == null)
{
return;
}
var dict = new Dictionary <DateTime, MarketDataEntry>();
drive = drive ?? storageRegistry.DefaultDrive;
var candles = new Dictionary <string, Tuple <Type, object> >();
lock (_syncObject)
{
if (_isChanged)
{
return;
}
}
foreach (var tuple in drive.GetCandleTypes(security.ToSecurityId(), format))
{
foreach (var arg in tuple.Item2)
{
var key = tuple.Item1.Name.Replace("CandleMessage", string.Empty) + " " + arg;
candles.Add(key, Tuple.Create(tuple.Item1, arg));
}
}
var candleNames = candles.Keys.ToArray();
if (candleNames.Length > 0)
{
this.GuiSync(() =>
{
foreach (var candleName in candleNames)
{
var column = new DataGridTextColumn
{
Header = candleName,
Binding = new Binding
{
Path = new PropertyPath("Candles[{0}]".Put(candleName)),
Converter = new BoolToCheckMarkConverter()
}
};
//var cbElement = new FrameworkElementFactory(typeof(CheckBox));
//var column = new DataGridTemplateColumn
//{
// Header = candle,
// CellStyle = new Style(),
// //SortMemberPath = "Candles[{0}]".Put(key)
// CellTemplate = new DataTemplate(typeof(CheckBox))
// {
// VisualTree = cbElement,
// }
//};
//var bind = new Binding { Path = new PropertyPath("Candles[{0}]".Put(candle)) };
//cbElement.SetBinding(ToggleButton.IsCheckedProperty, bind);
//cbElement.SetValue(IsHitTestVisibleProperty, false);
//cbElement.SetValue(HorizontalAlignmentProperty, HorizontalAlignment.Center);
Columns.Add(column);
_candleColumns.Add(candleName, column);
//ApplyFormatRules(column);
}
//ApplyFormatRules();
});
}
Add(dict, storageRegistry.GetTickMessageStorage(security, drive, format).Dates, candleNames, e => e.IsTick = true);
Add(dict, storageRegistry.GetQuoteMessageStorage(security, drive, format).Dates, candleNames, e => e.IsDepth = true);
Add(dict, storageRegistry.GetLevel1MessageStorage(security, drive, format).Dates, candleNames, e => e.IsLevel1 = true);
Add(dict, storageRegistry.GetOrderLogMessageStorage(security, drive, format).Dates, candleNames, e => e.IsOrderLog = true);
foreach (var c in candleNames)
{
var candleName = c;
lock (_syncObject)
{
if (_isChanged)
{
return;
}
}
var tuple = candles[candleName];
Add(dict, storageRegistry.GetCandleMessageStorage(tuple.Item1, security, tuple.Item2, drive, format).Dates, candleNames, e => e.Candles[candleName] = true);
}
if (dict.Count > 0)
{
// add gaps by working days
var emptyDays = dict.Keys.Min().Range(dict.Keys.Max(), TimeSpan.FromDays(1))
.Where(d => !dict.ContainsKey(d) /* && security.Board.WorkingTime.IsTradeDate(d, true)*/)
.OrderBy()
.ToList();
foreach (var monthGroup in emptyDays.ToArray().GroupBy(d => new DateTime(d.Year, d.Month, 1)))
{
var firstDay = monthGroup.First();
var lastDay = monthGroup.Last();
// whole month do not have any values
if (firstDay.Day == 1 && lastDay.Day == monthGroup.Key.DaysInMonth())
{
emptyDays.RemoveRange(monthGroup);
}
}
Add(dict, emptyDays, candleNames, e => { });
}
lock (_syncObject)
{
if (_isChanged)
{
return;
}
}
this.GuiSync(RefreshSort);
}
private void Process(IStorageRegistry storageRegistry, Security security, StorageFormats format, IMarketDataDrive drive)
{
this.GuiSync(() =>
{
_visibleEntries.Clear();
Columns.RemoveRange(_candleColumns.Values);
_candleColumns.Values.ForEach(c => FormatRules.Remove(c));
_candleColumns.Clear();
});
if (security == null)
{
return;
}
var dict = new Dictionary <DateTime, MarketDataEntry>();
drive = drive ?? storageRegistry.DefaultDrive;
var candles = new Dictionary <string, Tuple <Type, object> >();
lock (_syncObject)
{
if (_isChanged)
{
return;
}
}
foreach (var tuple in drive.GetCandleTypes(security.ToSecurityId(), format))
{
foreach (var arg in tuple.Item2)
{
var key = tuple.Item1.Name.Replace("Candle", string.Empty) + " " + arg;
candles.Add(key, Tuple.Create(tuple.Item1, arg));
}
}
var candleKeys = candles.Keys.ToArray();
if (candleKeys.Length > 0)
{
this.GuiSync(() =>
{
foreach (var candle in candleKeys)
{
var column = new DataGridTextColumn
{
Header = candle,
Binding = new Binding
{
Path = new PropertyPath("Candles[{0}]".Put(candle)),
Converter = new BoolToCheckMarkConverter()
}
};
//var cbElement = new FrameworkElementFactory(typeof(CheckBox));
//var column = new DataGridTemplateColumn
//{
// Header = candle,
// CellStyle = new Style(),
// //SortMemberPath = "Candles[{0}]".Put(key)
// CellTemplate = new DataTemplate(typeof(CheckBox))
// {
// VisualTree = cbElement,
// }
//};
//var bind = new Binding { Path = new PropertyPath("Candles[{0}]".Put(candle)) };
//cbElement.SetBinding(ToggleButton.IsCheckedProperty, bind);
//cbElement.SetValue(IsHitTestVisibleProperty, false);
//cbElement.SetValue(HorizontalAlignmentProperty, HorizontalAlignment.Center);
Columns.Add(column);
_candleColumns.Add(candle, column);
//ApplyFormatRules(column);
}
//ApplyFormatRules();
});
}
Add(dict, storageRegistry.GetTradeStorage(security, drive, format), candleKeys, e => e.IsTick = true);
Add(dict, storageRegistry.GetMarketDepthStorage(security, drive, format), candleKeys, e => e.IsDepth = true);
Add(dict, storageRegistry.GetLevel1MessageStorage(security, drive, format), candleKeys, e => e.IsLevel1 = true);
Add(dict, storageRegistry.GetOrderLogStorage(security, drive, format), candleKeys, e => e.IsOrderLog = true);
foreach (var candle in candleKeys)
{
lock (_syncObject)
{
if (_isChanged)
{
return;
}
}
var tuple = candles[candle];
Add(dict, storageRegistry.GetCandleStorage(tuple.Item1, security, tuple.Item2, drive, format), candleKeys, e => e.Candles[candle] = true);
}
if (dict.Count > 0)
{
// добавляем рабочие дни, которые отсутствуют в данных
var emptyDays = dict.Keys.Min().Range(dict.Keys.Max(), TimeSpan.FromDays(1))
.Where(d => security.Board.WorkingTime.IsTradeDate(d, true) && !dict.ContainsKey(d));
foreach (var batch in emptyDays.Batch(10))
{
lock (_syncObject)
{
if (_isChanged)
{
return;
}
}
TryAddEntries(dict, batch, candleKeys, e => {});
}
}
lock (_syncObject)
{
if (_isChanged)
{
return;
}
}
this.GuiSync(RefreshSort);
}
