private static bool IsMfd(HydraTaskSecurity taskSecurity)
{
var security = taskSecurity.Security;
return(security.ExtensionInfo.ContainsKey(MfdHistorySource.MarketIdField) &&
security.ExtensionInfo.ContainsKey(MfdHistorySource.SecurityIdField));
}
private static bool IsQuandl(HydraTaskSecurity taskSecurity)
{
var security = taskSecurity.Security;
return(security.ExtensionInfo.ContainsKey(QuandlHistorySource.SecurityCodeField) &&
security.ExtensionInfo.ContainsKey(QuandlHistorySource.SourceCodeField));
}
private TaskVisualSecurity ToVisualSecurity(HydraTaskSecurity security)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
return(_visualSecurities.SafeAdd(security, key => new TaskVisualSecurity(key)));
}
private bool DownloadData(HydraTaskSecurity security, Type dataType, object arg, RemoteStorageClient client)
{
var localStorage = StorageRegistry.GetStorage(security.Security, dataType, arg, _settings.Drive, _settings.StorageFormat);
var remoteStorage = client.GetRemoteStorage(security.Security.ToSecurityId(), dataType, arg, _settings.StorageFormat);
var endDate = DateTime.Today - TimeSpan.FromDays(_settings.Offset);
var dates = remoteStorage.Dates.Where(date => date >= _settings.StartFrom && date <= endDate).Except(localStorage.Dates).ToArray();
if (dates.IsEmpty())
{
if (!CanProcess())
{
return(false);
}
}
else
{
this.AddInfoLog(LocalizedStrings.Str2308Params.Put(dataType.Name));
foreach (var date in dates)
{
if (!CanProcess())
{
return(false);
}
if (_settings.IgnoreWeekends && !security.IsTradeDate(date))
{
this.AddDebugLog(LocalizedStrings.WeekEndDate, date);
continue;
}
this.AddDebugLog(LocalizedStrings.StartDownloding, dataType, arg, date, security.Security.Id);
using (var stream = remoteStorage.LoadStream(date))
{
if (stream == Stream.Null)
{
this.AddDebugLog(LocalizedStrings.NoData);
continue;
}
this.AddInfoLog(LocalizedStrings.Str2309Params.Put(date));
localStorage.Drive.SaveStream(date, stream);
var info = localStorage.Serializer.CreateMetaInfo(date);
stream.Position = 0;
info.Read(stream);
if (dataType == typeof(Trade))
{
dataType = typeof(ExecutionMessage);
arg = ExecutionTypes.Tick;
}
else if (dataType == typeof(OrderLogItem))
{
dataType = typeof(ExecutionMessage);
arg = ExecutionTypes.OrderLog;
}
else if (dataType.IsCandle())
{
dataType = dataType.ToCandleMessageType();
}
RaiseDataLoaded(security.Security, dataType, arg, date, info.Count);
}
}
}
return(true);
}
public TaskVisualSecurity(HydraTaskSecurity taskSecurity)
{
TaskSecurity = taskSecurity;
}
public void Add(HydraTaskSecurity security)
{
Add(security.Security);
_securities.Add(security.Security, security);
}
