Files
Chartwell/Books/Code/Momentum/MGSessionManager.cs
2026-04-03 16:26:26 -04:00

165 lines
7.1 KiB
C#

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.IO;
using System.Threading.Tasks;
using System.Runtime.Serialization.Formatters.Binary;
using MarketData.Utils;
namespace MarketData.Generator.Momentum
{
// *****************************************************************************
public class MGSessionManager
{
public static bool SaveSession(MGSessionParams sessionParams,String pathSessionFile)
{
try
{
if(null==pathSessionFile)return false;
pathSessionFile=GetSessionFileName(pathSessionFile);
FileStream outStream=new FileStream(pathSessionFile,FileMode.Create);
StreamWriter streamWriter=new StreamWriter(outStream);
streamWriter.WriteLine("SESSIONv1.00");
streamWriter.WriteLine((new NVP("LastUpdated",sessionParams.LastUpdated.ToString())).ToString());
streamWriter.WriteLine((new NVP("TradeDate",sessionParams.TradeDate.ToShortDateString())).ToString());
streamWriter.WriteLine((new NVP("StartDate",sessionParams.StartDate.ToShortDateString())).ToString());
streamWriter.WriteLine((new NVP("AnalysisDate",sessionParams.AnalysisDate.ToShortDateString())).ToString());
streamWriter.WriteLine((new NVP("Cycle",sessionParams.Cycle.ToString())).ToString());
streamWriter.WriteLine((new NVP("CashBalance",sessionParams.CashBalance.ToString())).ToString());
streamWriter.WriteLine((new NVP("NonTradeableCash",sessionParams.NonTradeableCash.ToString())).ToString());
NVPCollection configurationCollection=sessionParams.Configuration.ToNVPCollection();
streamWriter.WriteLine(configurationCollection.ToString());
List<NVPCollections> nvpCollectionsList=sessionParams.ActivePositions.ToNVPCollections();
int totalPositions=0;
foreach(NVPCollections nvpCollections in nvpCollectionsList)
{
List<String> nvpCollectionsStringList=nvpCollections.ToList();
totalPositions+=nvpCollectionsStringList.Count;
}
streamWriter.WriteLine((new NVP("TotalActivePositions",totalPositions.ToString())).ToString());
foreach(NVPCollections nvpCollections in nvpCollectionsList)
{
List<String> nvpCollectionsStringList=nvpCollections.ToList();
foreach(String str in nvpCollectionsStringList)
{
streamWriter.WriteLine(str);
}
}
NVPCollections allPositionsCollections=sessionParams.AllPositions.ToNVPCollections();
List<String> nvpAllCollectionsStringList=allPositionsCollections.ToList();
streamWriter.WriteLine((new NVP("TotalPositions",nvpAllCollectionsStringList.Count.ToString())).ToString());
foreach(String str in nvpAllCollectionsStringList)streamWriter.WriteLine(str);
streamWriter.Flush();
outStream.Flush();
streamWriter.Close();
outStream.Close();
outStream.Dispose();
return true;
}
catch(Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("{0}",exception.ToString()));
return false;
}
}
public static MGSessionParams RestoreSession(String pathSessionFile)
{
FileStream inStream =null;
StreamReader streamReader=null;
try
{
if(!SessionAvailable(pathSessionFile))return null;
MGSessionParams sessionParams=new MGSessionParams();
inStream =new FileStream(pathSessionFile,FileMode.Open);
streamReader=new StreamReader(inStream);
String versionInfo=streamReader.ReadLine();
double version=double.Parse(Utility.BetweenString(versionInfo,"v",null));
if(1.00!=version)return null;
NVP lastUpdated=new NVP(streamReader.ReadLine());
NVP tradeDate=new NVP(streamReader.ReadLine());
NVP startDate=new NVP(streamReader.ReadLine());
NVP analysisDate=new NVP(streamReader.ReadLine());
NVP cycle=new NVP(streamReader.ReadLine());
NVP cashBalance=new NVP(streamReader.ReadLine());
NVP nonTradeableCash=new NVP(streamReader.ReadLine());
sessionParams.LastUpdated=lastUpdated.Get<DateTime>();
sessionParams.TradeDate=tradeDate.Get<DateTime>();
sessionParams.StartDate=startDate.Get<DateTime>();
sessionParams.AnalysisDate=analysisDate.Get<DateTime>();
sessionParams.Cycle=cycle.Get<int>();
sessionParams.CashBalance=cashBalance.Get<double>();
sessionParams.NonTradeableCash=nonTradeableCash.Get<double>();
NVPCollection configurationCollection=new NVPCollection(streamReader.ReadLine());
sessionParams.Configuration=MGConfiguration.FromNVPCollection(configurationCollection);
int totalActivePositions=(new NVP(streamReader.ReadLine())).Get<int>();
sessionParams.ActivePositions=new ActivePositions();
for(int positionIndex=0;positionIndex<totalActivePositions;positionIndex++)
{
NVPCollection nvpCollection=new NVPCollection(streamReader.ReadLine());
sessionParams.ActivePositions.AddFromNVPCollection(nvpCollection);
}
int totalPositions=(new NVP(streamReader.ReadLine())).Get<int>();
NVPCollections nvpCollections=new NVPCollections();
for(int positionIndex=0;positionIndex<totalPositions;positionIndex++)
{
NVPCollection nvpCollection=new NVPCollection(streamReader.ReadLine());
nvpCollections.Add(nvpCollection);
}
sessionParams.AllPositions=Positions.FromNVPCollections(nvpCollections);
inStream.Close();
inStream.Dispose();
inStream = null;
streamReader.Close();
streamReader.Dispose();
streamReader = null;
return sessionParams;
}
finally
{
if(null!=streamReader)streamReader.Close();
if(null!=inStream)inStream.Close();
}
}
public static String GetSessionFileName(String pathSessionFile)
{
if (null == pathSessionFile) return null;
String directory = Path.GetDirectoryName(pathSessionFile);
if ("".Equals(directory)) directory = Directory.GetCurrentDirectory();
return directory + "\\" + Path.GetFileNameWithoutExtension(pathSessionFile) + ".txt";
}
public static bool SessionAvailable(String pathSessionFile)
{
return IsValidSessionFile(pathSessionFile);
}
public static bool IsValidSessionFile(String pathSessionFile)
{
FileStream inStream =null;
StreamReader streamReader=null;
try
{
if(null==pathSessionFile)return false;
pathSessionFile=pathSessionFile.ToLower();
if(!pathSessionFile.EndsWith(".txt"))pathSessionFile+=".txt";
if(!File.Exists(pathSessionFile))return false;
inStream =new FileStream(pathSessionFile,FileMode.Open);
streamReader=new StreamReader(inStream);
String versionInfo=streamReader.ReadLine();
double version=double.Parse(Utility.BetweenString(versionInfo,"v",null));
if(1.00!=version)return false;
return true;
}
catch(Exception)
{
return false;
}
finally
{
if(null!=streamReader)streamReader.Close();
if(null!=inStream)inStream.Close();
}
}
}
}