// Set [dataIsDailyPrice] = true if [priceTbl] contains all day data (not a real time data.
/// <summary>
/// Agrregate a data table to hourly,daily data...
/// </summary>
/// <param name="priceTbl">source data to be aggregated </param>
/// <param name="cultureCode"></param>
/// <param name="isDailyPrice">
/// Volume can be accumulated real-time or at the end of the day.
/// - If data is collected in realtime,
/// updateVolume table is used to culmulated the volume for each day and that will need some more resources.
/// - If data is collected at the end of the day, the voulume alredy is the total volume and updateVolume table
/// should not be used to save resources.
/// </param>
/// <param name="onAggregateDataFunc">function that was triggered after each agrregation</param>
public static void AggregatePriceData(data.baseDS.priceDataDataTable priceTbl, CultureInfo cultureInfo,
OnAggregateData onAggregateDataFunc)
{
data.baseDS.priceDataSumDataTable priceSumDataTbl = new data.baseDS.priceDataSumDataTable();
agrregateStat myAgrregateStat = new agrregateStat();
myAgrregateStat.maxCount = priceTbl.Count;
priceTbl.DefaultView.Sort = priceTbl.onDateColumn.ColumnName + "," + priceTbl.stockCodeColumn.ColumnName;
data.baseDS.priceDataRow priceDataRow;
decimal changeVolume;
int lastYear = int.MinValue;
for (int idx = 0; idx < priceTbl.DefaultView.Count; idx++)
{
priceDataRow = (data.baseDS.priceDataRow)priceTbl.DefaultView[idx].Row;
myAgrregateStat.count = idx;
if (onAggregateDataFunc != null)
{
onAggregateDataFunc(myAgrregateStat);
}
if (myAgrregateStat.cancel)
{
priceSumDataTbl.Clear();
break;
}
changeVolume = priceDataRow.volume;
foreach (AppTypes.TimeScale timeScale in AppTypes.myTimeScales)
{
if (timeScale.Type == AppTypes.TimeScaleTypes.RealTime)
{
continue;
}
AggregatePriceData(priceDataRow, changeVolume, timeScale, cultureInfo, priceSumDataTbl);
Application.DoEvents();
}
//Update and clear cache to speed up the performance
if (lastYear != priceDataRow.onDate.Year)
{
application.DbAccess.UpdateData(priceSumDataTbl);
priceSumDataTbl.Clear();
lastYear = priceDataRow.onDate.Year;
}
}
application.DbAccess.UpdateData(priceSumDataTbl);
}
public static data.baseDS.priceDataSumRow FindAndCache(data.baseDS.priceDataSumDataTable tbl, string stockCode, string timeScale, DateTime onDate)
{
data.baseDS.priceDataSumRow row = tbl.FindBytypestockCodeonDate(timeScale, stockCode, onDate);
if (row != null)
{
return(row);
}
data.baseDSTableAdapters.priceDataSumTA dataTA = new data.baseDSTableAdapters.priceDataSumTA();
dataTA.ClearBeforeFill = false;
dataTA.Fill(tbl, stockCode, timeScale, onDate, onDate);
row = tbl.FindBytypestockCodeonDate(timeScale, stockCode, onDate);
if (row != null)
{
return(row);
}
return(null);
}
//Agrregate date time for hourly,daily data...
//public static DateTime AggregateDateTime(AppTypes.timeScales type, DateTime onDateTime, CultureInfo ci)
//{
// switch (type)
// {
// case AppTypes.timeScales.Hour1:
// return onDateTime.Date.AddHours(onDateTime.Hour);
// case AppTypes.timeScales.Hour2:
// return onDateTime.Date.AddHours(onDateTime.Hour / 2);
// case AppTypes.timeScales.Hour4:
// return onDateTime.Date.AddHours(onDateTime.Hour / 4);
// case AppTypes.timeScales.Daily:
// return onDateTime.Date;
// case AppTypes.timeScales.Weekly:
// return common.dateTimeLibs.StartOfWeek(onDateTime, ci);
// case AppTypes.timeScales.Monthly:
// return common.dateTimeLibs.MakeDate(1, onDateTime.Month, onDateTime.Year);
// case AppTypes.timeScales.Yearly:
// return common.dateTimeLibs.MakeDate(1, 1, onDateTime.Year);
// default:
// common.system.ThrowException("Invalid argument in AggregateDateTime()");
// break;
// }
// return onDateTime;
//}
/// <summary>
/// Agrregate a data row to hourly,daily data...
/// </summary>
/// <param name="priceRow"> source data arregated to [toSumTbl] </param>
/// <param name="changeVolume"> volume qty changed and is cumulated to total volume </param>
/// <param name="timeScale"> aggregate to hour,day,week... data </param>
/// <param name="cultureInfo"> culture info that need to caculate the start of the week param>
/// <param name="toSumTbl"> destination table</param>
public static void AggregatePriceData(data.baseDS.priceDataRow priceRow, decimal changeVolume, AppTypes.TimeScale timeScale,
CultureInfo cultureInfo, data.baseDS.priceDataSumDataTable toSumTbl)
{
DateTime dataDate = AggregateDateTime(timeScale, priceRow.onDate, cultureInfo);
int dataTimeOffset = common.dateTimeLibs.DateDiffInMilliseconds(dataDate, priceRow.onDate);
data.baseDS.priceDataSumRow priceDataSumRow;
priceDataSumRow = libs.FindAndCache(toSumTbl, priceRow.stockCode, timeScale.Code, dataDate);
if (priceDataSumRow == null)
{
priceDataSumRow = toSumTbl.NewpriceDataSumRow();
commonClass.AppLibs.InitData(priceDataSumRow);
priceDataSumRow.type = timeScale.Code;
priceDataSumRow.stockCode = priceRow.stockCode;
priceDataSumRow.onDate = dataDate;
priceDataSumRow.openPrice = priceRow.openPrice;
priceDataSumRow.closePrice = priceRow.closePrice;
toSumTbl.AddpriceDataSumRow(priceDataSumRow);
}
if (priceDataSumRow.openTimeOffset > dataTimeOffset)
{
priceDataSumRow.openPrice = priceRow.openPrice;
priceDataSumRow.openTimeOffset = dataTimeOffset;
}
if (priceDataSumRow.closeTimeOffset <= dataTimeOffset)
{
priceDataSumRow.closePrice = priceRow.closePrice;
priceDataSumRow.closeTimeOffset = dataTimeOffset;
}
if (priceDataSumRow.highPrice < priceRow.highPrice)
{
priceDataSumRow.highPrice = priceRow.highPrice;
}
if (priceDataSumRow.lowPrice > priceRow.lowPrice)
{
priceDataSumRow.lowPrice = priceRow.lowPrice;
}
priceDataSumRow.volume += changeVolume;
}
// Set [dataIsDailyPrice] = true if [priceTbl] contains all day data (not a real time data.
/// <summary>
/// Agrregate a data table to hourly,daily data...
/// </summary>
/// <param name="priceTbl">source data to be aggregated </param>
/// <param name="cultureCode"></param>
/// <param name="isDailyPrice">
/// Volume can be accumulated real-time or at the end of the day.
/// - If data is collected in realtime,
/// updateVolume table is used to culmulated the volume for each day and that will need some more resources.
/// - If data is collected at the end of the day, the voulume alredy is the total volume and updateVolume table
/// should not be used to save resources.
/// </param>
/// <param name="onAggregateDataFunc">function that was triggered after each agrregation</param>
public static void AggregatePriceData(data.baseDS.priceDataDataTable priceTbl, CultureInfo cultureInfo,
OnAggregateData onAggregateDataFunc)
{
data.baseDS.priceDataSumDataTable priceSumDataTbl = new data.baseDS.priceDataSumDataTable();
agrregateStat myAgrregateStat = new agrregateStat();
myAgrregateStat.maxCount = priceTbl.Count;
priceTbl.DefaultView.Sort = priceTbl.onDateColumn.ColumnName + "," + priceTbl.stockCodeColumn.ColumnName;
data.baseDS.priceDataRow priceDataRow;
decimal changeVolume;
int lastYear = int.MinValue;
for (int idx = 0; idx < priceTbl.DefaultView.Count; idx++)
{
priceDataRow = (data.baseDS.priceDataRow)priceTbl.DefaultView[idx].Row;
myAgrregateStat.count = idx;
if (onAggregateDataFunc != null) onAggregateDataFunc(myAgrregateStat);
if (myAgrregateStat.cancel)
{
priceSumDataTbl.Clear();
break;
}
changeVolume = priceDataRow.volume;
foreach (AppTypes.TimeScale timeScale in AppTypes.myTimeScales)
{
if (timeScale.Type == AppTypes.TimeScaleTypes.RealTime) continue;
AggregatePriceData(priceDataRow, changeVolume, timeScale, cultureInfo, priceSumDataTbl);
Application.DoEvents();
}
//Update and clear cache to speed up the performance
if (lastYear != priceDataRow.onDate.Year)
{
application.DbAccess.UpdateData(priceSumDataTbl);
priceSumDataTbl.Clear();
lastYear = priceDataRow.onDate.Year;
}
}
application.DbAccess.UpdateData(priceSumDataTbl);
}
//Update
#region Update
public static void UpdateData(data.baseDS.priceDataSumDataTable tbl)
{
priceDataSumTA.Update(tbl);
tbl.AcceptChanges();
}
