/// <summary>
/// Gets the web data for a ticker
/// </summary>
/// <param name="ticker"></param>
/// <returns></returns>
private static HttpWebResponse GetWebData(TickerData ticker)
{
try
{
string yRange;
// if quotes needs to be updated
if (ticker.QuoteDataStatus >= QuoteDataStatus.Failed & ticker.Quotes != null)
{
switch (ticker.Quotes.Periodicity)
{
case Periodicity.OneMinute:
yRange = "1d";
break;
case Periodicity.FiveMinutes:
yRange = "5d";
break;
case Periodicity.EndOfDay:
yRange = "3y";
break;
default:
throw new ArgumentException();
}
}
// if only RT window update is needed
else
{
yRange = "1d";
}
HttpWebResponse response = null;
string url = "http://chartapi.finance.yahoo.com/instrument/1.0/" + ticker.Ticker + "/chartdata;type=quote;range=" + yRange + "/csv/";
WebRequest request = WebRequest.Create(url);
request.Credentials = CredentialCache.DefaultCredentials;
response = (HttpWebResponse)request.GetResponse();
if (response.StatusCode == HttpStatusCode.OK)
{
return(response);
}
return(null);
}
catch (Exception ex)
{
LogAndMessage.LogAndAdd(MessageType.Error, "Web request failed: " + ex);
return(null);
}
}
public void Disconnect()
{
// stop timer
timer.Change(Timeout.Infinite, Timeout.Infinite);
// indicate disconnection
connected = false;
// clean up tickers from refreshQueue
refreshQueue.Clear();
LogAndMessage.LogAndAdd(MessageType.Info, "Stopped updating data.");
}
public void Connect()
{
LogAndMessage.LogAndAdd(MessageType.Info, "Start updating data at every " + config.RefreshPeriod.ToString() + " seconds.");
// start timer
timer.Change(1000, 300);
// make it start an immediate refresh
lastRun = -1;
// indicate "successfull" connection
connected = true;
}
/// <summary>
/// Ticker event handler
/// 1. It checks if the delay is over. Then it puts all tickers in the refreshQueue
/// 2. It checks if there is anything in the refreshQueue and less then 3 requests are currently executing, then it starts up a threadpool thread to execute the refresh.
/// </summary>
/// <param name="sender"></param>
private void timer_tick(object sender)
{
if (inTimer || !connected)
{
return;
}
inTimer = true;
try
{
// if refresh is needed...
long currentRun = (int)(DateTime.Now.TimeOfDay.TotalSeconds / config.RefreshPeriod);
if (currentRun != lastRun)
{
lastRun = currentRun;
// enqueue all tickers
string[] symbols = tickers.GetAllTickers();
foreach (string symbol in symbols)
{
EnqueueTickerForRefresh(symbol);
}
}
// it there are tickers enqueued and there are less then 3 downloads already running
if (refreshQueue.Count > 0 && Interlocked.Read(ref concurrentDownloads) < 3)
{
// increment no of downloads
Interlocked.Increment(ref concurrentDownloads);
// dequeue the ticker and get the tickerdata for it
string ticker = refreshQueue.Dequeue();
TickerData tickerData = tickers.GetTickerData(ticker);
// make an idle threadpool thread execute the download in the background
ThreadPool.QueueUserWorkItem(RefreshTicker, tickerData);
}
}
catch (Exception ex)
{
LogAndMessage.LogAndAdd(MessageType.Error, "Failed to process all tickers: " + ex);
}
finally
{
DataSourceBase.NotifyQuotesUpdate();
inTimer = false;
}
}
public void GetQuotesEx(string ticker, ref QuotationArray quotes)
{
// save database periodicity at the very first call
if (!firstGetQuotesExCall)
{
periodicity = quotes.Periodicity;
firstGetQuotesExCall = true;
}
try
{
TickerData tickerData = tickers.GetTickerData(ticker);
// if ticker is not yet known (first time to use in charts and no RT window use)
if (tickerData == null)
{
tickerData = tickers.RegisterTicker(ticker);
}
if (tickerData.QuoteDataStatus == QuoteDataStatus.Offline)
{
// mark it for periodic Quotation data update
tickerData.MarkTickerForGetQuotes(periodicity);
// we do not want to run data refresh on AB's thread...
// we also want async processing of historical data download...
if (connected)
{
EnqueueTickerForRefresh(ticker);
}
}
lock (tickerData)
{
// merge downloaded data to AB's quotation array
quotes.Merge(tickerData.Quotes);
// save last download time
tickerData.LastDownloaded = tickerData.LastProcessed;
}
}
catch (Exception ex)
{
LogAndMessage.LogAndAdd(MessageType.Error, "Failed to subscribe to quote update: " + ex);
}
}
public void UpdateRecentInfo(string ticker)
{
try
{
TickerData tickerData = tickers.GetTickerData(ticker);
// if ticker is not yet known (first time to use in RT window and no use in charts)
if (tickerData == null)
{
tickerData = tickers.RegisterTicker(ticker);
}
tickerData.MarkTickerForRecentInfo();
}
catch (Exception ex)
{
LogAndMessage.LogAndAdd(MessageType.Error, "Failed to subscribe to real time window update: " + ex);
}
}
internal AmiVar GetExtraData(string ticker, string name, Periodicity periodicity, int arraySize)
{
if (!connected)
{
return(new AmiVar(ATFloat.Null)); // to prevent AFL engine to report AFL method call failure
}
try
{
TickerData tickerData = tickers.GetTickerData(ticker);
// if it is a new ticker or data is not available yet
if (string.IsNullOrEmpty(name) | tickerData == null)
{
return(new AmiVar(ATFloat.Null)); // to prevent AFL engine to report AFL method call failure
}
lock (tickerData)
{
string[] parts = name.Split('.');
object obj = tickerData;
Type type;
// walk the object hierarchy using reflection
for (int i = 0; i < parts.GetLength(0); i++)
{
type = obj.GetType();
obj = type.InvokeMember(parts[i], BindingFlags.Default | BindingFlags.GetField | BindingFlags.GetProperty, null, obj, null);
if (obj == null && i < parts.GetLength(0) - 1)
{
LogAndMessage.LogAndAdd(MessageType.Warning, "Extra data field does not exist: " + name, tickerData);
return(new AmiVar(ATFloat.Null)); // to prevent AFL engine to report AFL method call failure
}
}
// convert object value to AmiVar and return it to AB
if (obj == null) // it was a string or an object
{
return(new AmiVar(""));
}
Type valType = obj.GetType();
if (valType == typeof(bool))
{
return(new AmiVar((bool)obj ? 1.0f : 0.0f));
}
if (valType.BaseType == typeof(System.Enum))
{
return(new AmiVar((int)obj));
}
if (valType == typeof(short))
{
return(new AmiVar((short)obj));
}
if (valType == typeof(int))
{
return(new AmiVar((int)obj));
}
if (valType == typeof(long))
{
return(new AmiVar((long)obj));
}
if (valType == typeof(float))
{
return(new AmiVar((float)obj));
}
if (valType == typeof(double))
{
return(new AmiVar((float)(double)obj));
}
if (valType == typeof(string))
{
return(new AmiVar((string)obj));
}
if (valType == typeof(DateTime))
{
return(new AmiVar(ATFloat.DateTimeToABDateNum((DateTime)obj)));
}
if (valType == typeof(TimeSpan))
{
return(new AmiVar(ATFloat.TimeSpanToABTimeNum((TimeSpan)obj)));
}
return(new AmiVar(ATFloat.Null)); // to prevent AFL engine to report AFL method call failure
}
}
catch (MissingMethodException)
{
LogAndMessage.LogAndAdd(MessageType.Warning, "Extra data field does not exist: " + name);
return(new AmiVar(ATFloat.Null)); // to prevent AFL engine to report AFL method call failure
}
catch (Exception ex)
{
LogAndMessage.LogAndAdd(MessageType.Error, "Failed to get extra data: " + ex);
return(new AmiVar(ATFloat.Null)); // to prevent AFL engine to report AFL method call failure
}
}