private void ProcessPreviousBars()
{
using (var storage = new LevelDbStorage(_dbPath))
{
var savedLps = new List <LiquidityProvider>();
var bidCollections = new Dictionary <LiquidityProvider, IBinaryStorageCollection <DateTime> >();
var askCollections = new Dictionary <LiquidityProvider, IBinaryStorageCollection <DateTime> >();
try
{
foreach (var lp in _requiredLP)
{
if (storage.Collections.Contains(lp.ToString() + "Bid") && storage.Collections.Contains(lp.ToString() + "Ask"))
{
savedLps.Add(lp);
bidCollections[lp] = storage.GetBinaryCollection(lp.ToString() + "Bid", _keySerializer);
askCollections[lp] = storage.GetBinaryCollection(lp.ToString() + "Ask", _keySerializer);
}
}
for (int pos = Bars.Count - 1; pos > 0; pos--)
{
foreach (var lp in savedLps)
{
if (bidCollections[lp].Read(Bars[pos].OpenTime, out var x))
{
Math.Abs(-1);
}
var bid = bidCollections[lp].Read(Bars[pos].OpenTime, out var bidSeg) ? BitConverter.ToDouble(bidSeg.Array, 0) : double.NaN;
var ask = askCollections[lp].Read(Bars[pos].OpenTime, out var askSeg) ? BitConverter.ToDouble(askSeg.Array, 0) : double.NaN;
var localLp = lp;
var localPos = pos;
OnMainThreadAsync(() => AddToIndicatorOutput(localLp, bid, ask, localPos));
}
}
}
finally
{
foreach (var lp in savedLps)
{
bidCollections[lp].Dispose();
askCollections[lp].Dispose();
}
}
}
_isPreviousBarsProccessed = true;
}
private void SaveToDB(Dictionary <string, double> dict, int initBarsCount)
{
using (var storage = new LevelDbStorage(_dbPath))
{
foreach (var lp in dict)
{
using (var collection = storage.GetBinaryCollection(lp.Key, _keySerializer))
{
collection.Write(Bars[Bars.Count - initBarsCount].OpenTime, GetSegment(lp.Value));
}
}
}
}