/// <summary>
/// Read file header for TIK file information
/// </summary>
private void ReadHeader()
{
// get version id
ReadByte();
// get version
_fileversion = ReadInt32();
if (_fileversion != TikConst.Filecurrentversion)
{
throw new BadTikFile("version: " + _fileversion + " expected: " + TikConst.Filecurrentversion);
}
// get real symbol
_realsymbol = ReadString();
// get security from symbol
_sec = SecurityImpl.Parse(_realsymbol);
_sec.Date = SecurityImpl.SecurityFromFileName(_path).Date;
// get short symbol
_sym = _sec.Name;
// get end of header
ReadByte();
// make sure we read something
if (_realsymbol.Length <= 0)
{
throw new BadTikFile("no symbol defined in tickfile");
}
// flag header as read
_haveheader = true;
}
public void TickIndex()
{
string[,] idx = Util.TickFileIndex(Environment.CurrentDirectory + "\\", TikConst.WILDCARD_EXT);
string[] syma = new string[] { "ABN", "$SPX", "FTI" };
string syms = string.Join(",", syma);
bool foundsym = true;
for (int i = 0; i < idx.GetLength(0); i++)
{
Security s = SecurityImpl.SecurityFromFileName(idx[i, 0]);
foundsym &= syms.Contains(s.Symbol);
}
Assert.IsTrue(foundsym);
Assert.AreEqual(syma.Length, idx.GetLength(0));
Assert.AreEqual(2, idx.GetLength(1));
}
private bool loadfile(string path)
{
string f = path;
bool success = false;
if (isResponse(f))
{
responsedll = f;
List <string> l = Util.GetResponseList(responsedll);
if (System.IO.File.Exists(f) && (l.Count > 0))
{
if (!isRecentResLib(f))
{
reslist.DropDownItems.Add(f);
}
}
status("Found " + l.Count + " responses. ");
_rl = new ResponseList(l);
_rl.ResponseSelected += new DebugDelegate(loadboxname);
if (_rl.ShowDialog() != DialogResult.OK)
{
status("no response was selected.");
}
success = true;
}
else if (isTIK(f))
{
if (System.IO.File.Exists(f))
{
if (!isRecentTickfile(f) && SecurityImpl.SecurityFromFileName(f).isValid)
{
recent.DropDownItems.Add(f);
}
}
epffiles.Add(f);
success = loadsim();
}
else if (isSkin(f))
{
loadskin(f);
}
hasprereq();
return(success);
}
/// <summary>
/// sets available symbols from an index
/// </summary>
/// <param name="index"></param>
public void SetSymbols(string[,] index)
{
List <string> tmpstk = new List <string>();
int[] years = new int[200];
int[] days = new int[31];
int[] months = new int[12];
int yc = 0;
int dc = 0;
int mc = 0;
int count = index.GetLength(0);
for (int i = 0; i < count; i++)
{
SecurityImpl s = bUseCSV ? ChimeraDataUtils.SecurityFromFileName(index[i, 0]) :
SecurityImpl.SecurityFromFileName(index[i, 0]);
if (!s.isValid)
{
continue;
}
DateTime d = Util.ToDateTime(s.Date, 0);
if (!tmpstk.Contains(s.symbol))
{
tmpstk.Add(s.symbol);
}
if (!contains(d.Year, years))
{
years[yc++] = d.Year;
}
if (!contains(d.Month, months))
{
months[mc++] = d.Month;
}
if (!contains(d.Day, days))
{
days[dc++] = d.Day;
}
}
Array.Sort(years);
Array.Sort(days);
Array.Sort(months);
tmpstk.Sort();
updateGUI(tmpstk.ToArray(), days, years, months, index);
}
private void loadTickData(List <string> paths)
{
_historicalDataFiles.Clear();
foreach (var path in paths)
{
string f = path;
if (isTIK(f))
{
if (System.IO.File.Exists(f))
{
if (SecurityImpl.SecurityFromFileName(f).isValid)
{
_historicalDataFiles.Add(f);
}
}
}
}
}
public void TickIndex()
{
string[,] idx = Util.TickFileIndex(Environment.CurrentDirectory + @"\\Common" + "\\", TikConst.WildcardExt);
string[] syma = new string[] { "ABN", "$SPX", "FTI", "TPX", "EURUSD" };
string syms = string.Join(",", syma);
bool foundsym = true;
List <string> missing = new List <string>();
for (int i = 0; i < idx.GetLength(0); i++)
{
ISecurity s = SecurityImpl.SecurityFromFileName(idx[i, 0]);
var found = syms.Contains(s.Name);
if (!found)
{
missing.Add(s.Name);
}
foundsym &= found;
}
Assert.True(foundsym, "missing symbols: " + string.Join(" ", missing.ToArray()));
Assert.Equal(syma.Length, idx.GetLength(0));
Assert.Equal(2, idx.GetLength(1));
}
public void TickIndex()
{
string[,] idx = Util.TickFileIndex(Environment.CurrentDirectory + "\\", TikConst.WILDCARD_EXT);
string[] syma = new string[] { "ABN", "$SPX", "FTI", "TPX" };
string syms = string.Join(",", syma);
bool foundsym = true;
List <string> missing = new List <string>();
for (int i = 0; i < idx.GetLength(0); i++)
{
Security s = SecurityImpl.SecurityFromFileName(idx[i, 0]);
var found = syms.Contains(s.symbol);
if (!found)
{
missing.Add(s.symbol);
}
foundsym &= found;
}
Assert.IsTrue(foundsym, "missing symbols: " + string.Join(" ", missing.ToArray()));
Assert.AreEqual(syma.Length, idx.GetLength(0), "unexpected number of symbols");
Assert.AreEqual(2, idx.GetLength(1), "tick file sizes were not as expected");
}
public bool LoadTickData(List <string> paths)
{
bool success = false;
_historicalDataFiles.Clear();
foreach (var path in paths)
{
string f = path;
if (isTIK(f))
{
if (System.IO.File.Exists(f))
{
if (SecurityImpl.SecurityFromFileName(f).isValid)
{
_historicalDataFiles.Add(f);
}
}
}
}
success = loadsim();
success = success && hasprereq();
return(success);
}
bool getsimhints(string folder, TickFileFilter tff, ref int date, ref string[] syms)
{
date = 0;
syms = new string[0];
try
{
string[] files = Directory.GetFiles(folder, TikConst.WILDCARD_EXT);
var simfiles = tff.Allows(files);
List <string> simsyms = new List <string>(simfiles.Length);
Array.Sort(simfiles);
// get earliest date
var min = int.MaxValue;
foreach (var sf in simfiles)
{
var sec = SecurityImpl.SecurityFromFileName(sf);
if (!string.IsNullOrWhiteSpace(sec.symbol) && !simsyms.Contains(sec.symbol))
{
simsyms.Add(sec.symbol);
}
if ((sec.Date > 0) && (sec.Date < min))
{
min = sec.Date;
}
}
if (min != int.MaxValue)
{
date = min;
}
syms = simsyms.ToArray();
return(true);
}
catch (Exception ex)
{
debug("error getting sim hints: " + ex.Message + ex.StackTrace);
return(false);
}
}
