public override void GetNextTick(ref GMarketDataType data)
{
string retString = GetNextLinePivotFormatted();
if (retString != null)
{
string[] split = retString.Split('\t');
data.time = DateTime.ParseExact(split[0], dateFormats, CultureInfo.InvariantCulture, DateTimeStyles.None).ToLocalTime();
data.tickType = (GTickTypeEnum)Enum.Parse(typeof(GTickTypeEnum), split[1]);
try
{
data.price = Double.Parse(split[2], curCulture);
}
catch (FormatException)
{
SwapCulture();
data.price = Double.Parse(split[2], curCulture);
}
data.volume = Int32.Parse(split[3]);
}
else
{
data.time = GUtils.nullDT;
if (ManageFileChange())
{
GetNextTick(ref data);
}
}
}
public void SetCursorTime(DateTime time0, ref GMarketDataType data)
{
long time0tick = time0.Ticks;
long ticktime;
data.time = GUtils.nullDT;
if (_FindFileNameAndOpen(time0.ToUniversalTime().Date))
{
do
{
GetNextTick(ref data);
ticktime = data.time.Ticks;
}while ((ticktime != 0L) && (ticktime < time0tick));
}
}
public override void GetNextTick(ref GMarketDataType data)
{
byte statbyte;
data.isNewTimeStamp = GMarketDataType.GTimeStampStatus.Different;
try
{
statbyte = br.ReadByte();
}
catch (EndOfStreamException)
{
data.time = GUtils.nullDT;
if (ManageFileChange())
{
GetNextTick(ref data);
}
return;
}
if (statbyte >> 6 == 1)
{
_lastReadMinute = DateTime.ParseExact(br.ReadUInt32().ToString("D10") + "00", dateFormat, CultureInfo.InvariantCulture).ToLocalTime();
_lastReadPivot = br.ReadUInt32() * tickSize;
GetNextTick(ref data);
return;
}
else
{
if (statbyte >> 6 == 3)
{
_lastReadSecond = _lastReadMinute.AddSeconds(br.ReadByte());
}
else
{
data.isNewTimeStamp = GMarketDataType.GTimeStampStatus.Same;
}
data.tickType = (GTickTypeEnum)((statbyte & 56 /*00111000*/) >> 3);
data.time = _lastReadSecond;
if ((statbyte & 7 /*00000111*/) == 7)
{
SByte toto = br.ReadSByte();
data.volume = toto & 15 /*00001111*/;
data.price = _lastReadPivot + ((SByte)(toto & 240 /*11110000*/) >> 4) * tickSize;
}
else
{
if ((statbyte & 4 /*00000100*/) > 0)
{
data.price = _lastReadPivot + br.ReadInt16() * tickSize;
}
else
{
data.price = _lastReadPivot + br.ReadSByte() * tickSize;
}
if ((statbyte & 3 /*00000011*/) == 0)
{
data.volume = br.ReadByte();
}
else if ((statbyte & 3 /*00000011*/) == 1)
{
data.volume = br.ReadUInt16();
}
else if ((statbyte & 3 /*00000011*/) == 2)
{
data.volume = br.ReadInt32();
}
}
}
}
public abstract void GetNextTick(ref GMarketDataType data);
