public CsvMarketDataSerializer(SecurityId securityId, ExecutionTypes?executionType, Encoding encoding = null)
{
if (securityId.IsDefault() && typeof(TData) != typeof(NewsMessage))
{
throw new ArgumentNullException("securityId");
}
SecurityId = securityId;
_executionType = executionType;
_encoding = encoding ?? Encoding.UTF8;
if (typeof(TData) == typeof(QuoteChangeMessage))
{
return;
}
_format = GetFormat(executionType).Put(_timeFormat);
var timeFormat = ":" + _timeFormat;
if (_isLevel1)
{
return;
}
_members = _info.SafeAdd(Tuple.Create(typeof(TData), executionType), key =>
_format
.Split(';')
.Select(s =>
MemberProxy.Create(typeof(TData),
s.Substring(1, s.Length - 2).Replace(timeFormat, string.Empty)))
.ToArray());
}
private void Load()
{
if (!File.Exists(_file))
{
return;
}
var proxySet = _format
.Split(';')
.Select(s => MemberProxy.Create(typeof(Security), s.Substring(1, s.Length - 2)))
.ToArray();
CultureInfo.InvariantCulture.DoInCulture(() =>
{
foreach (var line in File.ReadAllLines(_file))
{
var security = new Security();
var cells = line.Split(';');
for (var i = 0; i < proxySet.Length; i++)
{
proxySet[i].SetValue(security, cells[i].To(proxySet[i].ReturnType));
}
var id = security.Id.ToSecurityId();
security.Code = id.SecurityCode;
security.Board = _parent.ExchangeInfoProvider.GetOrCreateBoard(id.BoardCode);
_securities.Add(security);
}
});
}
public MemberProxy <T> Of(object subject)
{
MemberProxy <T> cloned = (MemberProxy <T>)MemberwiseClone();
cloned.subject = subject;
return(cloned);
}
public string GetFieldSummary(MemberProxy field)
{
if (field == null)
{
throw new ArgumentNullException("field");
}
return(GetSummary(field.DeclaringType, GetFieldXPath(field)));
}
/**
*
* Param: parent The document level context for this override.
* Param: target The component level context for this override.
*/
/// <summary>
/// Gets the targeted member based on the folowing logic:
/// If target is supplied - as object - get its member using name
/// If target is supplied - as string - find a target (object) and then get its member using name
/// If target is not supplied - get the member on parent using name
/// </summary>
/// <param name="target"></param>
/// <param name="parent"></param>
/// <param name="name"></param>
/// <returns></returns>
protected MemberProxy GetMember(object target, Component parent, string name)
{
if (target == null)
{
return(new MemberProxy(parent, name));
}
if (target is string)
{
target = new MemberProxy(parent, (string)target).GetValue();
}
return(new MemberProxy(target, name));
}
/// <summary>
///
/// </summary>
/// <param name="parent"></param>
public override void Apply(Component parent)
{
//Debug.Log("SetProperty->Apply: Name: " + Name + "; Value: " + Value);
_appliedTarget = GetTarget(Target, parent);
_pseudonym = GetPseudonym(_appliedTarget, Name);
_mp = new MemberProxy(_appliedTarget, _pseudonym); //_mp = GetMember(Target, parent, _pseudonym);
if (!Applied)
{
_oldValue = _mp.GetValue();
}
_mp.SetValue(Value);
// buggy caching (tries to do Color to Rotation)
//MemberWrapper mw = new MemberWrapper(_appliedTarget.GetType(), _pseudonym);
/*MemberWrapper mw = GlobalMemberCache.Instance.Get(_appliedTarget.GetType(), _pseudonym);
* if (null == mw) {
* mw = new MemberWrapper(_appliedTarget.GetType(), _pseudonym);
* GlobalMemberCache.Instance.Put(_appliedTarget.GetType(), _pseudonym, mw);
* }
* if (!Applied)
* {
* _oldValue = mw.GetValue(_appliedTarget);
* }
* mw.SetValue(_appliedTarget, Value);*/
_relatedProps = GetRelatedProperties(_appliedTarget, _pseudonym);
if (_relatedProps.Count > 0)
{
if (null == _oldRelatedValues)
{
_oldRelatedValues = new List <object>(); // lazily
}
else
{
_oldRelatedValues.Clear();
}
foreach (string property in _relatedProps)
{
_oldRelatedValues.Add(new MemberProxy(_appliedTarget, property).GetValue());
}
}
Applied = true;
}
/// <summary>
/// Initializes a new instance of the <see cref="CsvMarketDataSerializer{T}"/>.
/// </summary>
/// <param name="securityId">Security ID.</param>
/// <param name="executionType">The type of execution.</param>
/// <param name="candleArg">Candle arg.</param>
/// <param name="encoding">Encoding.</param>
public CsvMarketDataSerializer(SecurityId securityId, ExecutionTypes?executionType = null, object candleArg = null, Encoding encoding = null)
{
if (securityId.IsDefault() && !_isNews)
{
throw new ArgumentNullException(nameof(securityId));
}
SecurityId = securityId;
_executionType = executionType;
_candleArg = candleArg;
_encoding = encoding ?? _utf;
if (_isQuotes)
{
return;
}
_format = GetFormat(executionType).Replace(":{0}", ".UtcDateTime:" + _timeFormat);
if (_isLevel1)
{
return;
}
const string timeFormat = ":" + _timeFormat;
_members = _info.SafeAdd(Tuple.Create(typeof(TData), executionType), key =>
_format
.Split(';')
.Skip(_skipColumns)
.Select(s =>
MemberProxy.Create(typeof(TData),
s.Substring(1, s.Length - 2).Replace(timeFormat, string.Empty)))
.Concat(_isNews ? new[] { MemberProxy.Create(typeof(TData), "SecurityId") } : Enumerable.Empty <MemberProxy>())
.ToArray());
if (typeof(TData) == typeof(ExecutionMessage))
{
switch (executionType)
{
case ExecutionTypes.Tick:
case ExecutionTypes.OrderLog:
_toId = lines => lines[_skipColumns].To <long>();
break;
}
}
}
// ReSharper restore StaticFieldInGenericType
static CsvMarketDataSerializer()
{
_timeFormat = GetTimeFormat();
if (typeof(TData) == typeof(ExecutionMessage) || typeof(TData).IsSubclassOf(typeof(CandleMessage)))
{
_setSecurityId = MemberProxy.Create(typeof(TData), "SecurityId");
}
if (typeof(TData) == typeof(ExecutionMessage))
{
_setExecutionType = MemberProxy.Create(typeof(TData), "ExecutionType");
}
_ctor = FastInvoker <VoidType, VoidType, TData> .Create(typeof(TData).GetMember <ConstructorInfo>());
_dateMember = MemberProxy.Create(typeof(TData),
typeof(TData).IsSubclassOf(typeof(CandleMessage)) ? "OpenTime" : "ServerTime");
}
/// <summary>
///
/// </summary>
/// <param name="parent"></param>
public override void Remove(Component parent)
{
//Debug.Log("SetStyle->Remove: Name: " + Name + "; Value: " + Value);
var obj = (IStyleClient)_appliedTarget;
// ovo je fakat čudno, njihova logika ne radi (ili ima bug)
// što znači "clearate" style - maknut ga iz style deklaracije ili ga staviti unutra s vrijednosti "undefined"???
if (_wasInline)
{
// Restore the old value
/*if (_oldValue == null)
* obj.ClearStyle(Name);
* else*/
obj.SetStyle(Name, _oldValue); // apply whatever the old value is
}
else
{
obj.ClearStyle(Name);
}
//obj.SetStyle(Name, _oldValue);
//_relatedProps = GetRelatedProperties(_appliedTarget, _pseudonym);
if (null != _relatedProps)
{
for (var i = 0; i < _relatedProps.Count; i++)
{
_mp = new MemberProxy(_appliedTarget, _relatedProps[i]);
_mp.SetValue(_oldRelatedValues[i]);
}
}
Applied = false;
_appliedTarget = null;
}
// ReSharper restore StaticFieldInGenericType
static CsvMarketDataSerializer()
{
var isCandles = typeof(TData).IsCandleMessage();
if (typeof(TData) == typeof(ExecutionMessage) || isCandles)
{
_setSecurityId = MemberProxy.Create(typeof(TData), "SecurityId");
}
if (typeof(TData) == typeof(ExecutionMessage))
{
_setExecutionType = MemberProxy.Create(typeof(TData), "ExecutionType");
}
if (isCandles)
{
_setCandleArg = MemberProxy.Create(typeof(TData), "Arg");
}
_ctor = FastInvoker <VoidType, VoidType, TData> .Create(typeof(TData).GetMember <ConstructorInfo>());
_dateMember = MemberProxy.Create(typeof(TData), isCandles ? "OpenTime" : "ServerTime");
}
/// <summary>
///
/// </summary>
/// <param name="parent"></param>
public override void Remove(Component parent)
{
//Debug.Log("SetProperty->Remove: Name: " + Name + "; Value: " + Value);
//_appliedTarget = GetTarget(_appliedTarget, parent);
_pseudonym = GetPseudonym(_appliedTarget, Name);
// Special case for width and height. Restore the "width" and
// "height" properties instead of explicitWidth/explicitHeight
// so they can be kept in sync.
if ((Name == "Width" || Name == "Height") && null != (_oldValue as float?))
{
_pseudonym = Name;
}
_mp = new MemberProxy(_appliedTarget, _pseudonym); // buggy caching (tries to do Color to Rotation)
_mp.SetValue(_oldValue);
/*MemberWrapper mw = new MemberWrapper(_appliedTarget.GetType(), _pseudonym);
* mw.SetValue(_appliedTarget, _oldValue);*/
_oldValue = null;
//_relatedProps = GetRelatedProperties(_appliedTarget, _pseudonym);
if (null != _relatedProps)
{
for (var i = 0; i < _relatedProps.Count; i++)
{
_mp = new MemberProxy(_appliedTarget, _relatedProps[i]);
_mp.SetValue(_oldRelatedValues[i]);
}
}
Applied = false;
_appliedTarget = null;
}
private static string GetFieldXPath(MemberProxy field)
{
return(String.Format(CultureInfo.InvariantCulture, "/doc/members/member[@name = 'F:{0}.{1}']", field.DeclaringType.FullName, field.Name));
}
