пятница, 22 января 2016 г.
суббота, 16 января 2016 г.
четверг, 14 января 2016 г.
GS.Trade.Bar.Creator
GS.Trade.Bar.Creator - Creating Bars OnLine.
1. GS.Trade.Bar.Creator Saves OnLine Bars with Min TimeInts for GetBars inside the Session online.
BarCreator
1. BarRepository
namespace GS.Trade.TimeSeries.Repositories
{
public class BarsRepository35 :
TradeBaseRepository35<TimeSeriesContext, string, IBar, Bar, IBarDb>,
IBarsRepository3
2. Two EventLogs. One BarsRepository35 for Message Add: Bar = Console.EventLog
namespace GS.Trade.TimeSeries.Repositories
{
public class BarsRepository35 :
TradeBaseRepository35<TimeSeriesContext, string, IBar, Bar, IBarDb>,
IBarsRepository3
2. Two EventLogs. One BarsRepository35 for Message Add: Bar = Console.EventLog
воскресенье, 3 января 2016 г.
Compress, TimeSeries, UTests, Binary
GS.Trade.Series2
GS.Trade.TimeSeries.Test_01
public void BinarySerializeBarSeries()
1. BinarySerialization
2. Compress
Имя теста: BinarySerializeBarSeries
Выходные данные теста: Пройден
Результат Стандартный вывод:
Bars: 9770, BytesBar: 723517, BytesBarStr: 462761, BytesBarStrPacked: 403982
BytesBar: 167343, BytesBarStr: 113724, BytesBarStrPacked: 113631
t1: 0:00:00,0910052 t2: 0:00:00,0580033, t3: 0:00:00,0650037
Best Variant 2
_dt1 = DateTime.Now;
var bytesBar = BinarySerialization.SerializeToByteArray(bars);
var bsBarsZip = Compressor.Compress(bytesBar);
var bytesBack = Compressor.DeCompress(bsBarsZip);
var barsBack = BinarySerialization.DeSerialize<List<Dto.Bar>>(bytesBack);
// barsBack[10].Open = 123;
_dt2 = DateTime.Now;
var t1 = Diff(_dt1, _dt2);
VerifyCollection(bars, barsBack);
_dt1 = DateTime.Now;
var barsStr = bars.Select(b => b.ToStr()).ToList();
var bytesBarStr = BinarySerialization.SerializeToByteArray(barsStr);
var bsBarsStrZip = Compressor.Compress(bytesBarStr);
var bytesBarStrBack = Compressor.DeCompress(bsBarsStrZip);
var barsStrBack = BinarySerialization.DeSerialize<List<string>>(bytesBarStrBack);
var barsDto = barsStrBack.Select(s => s.ToBarDto()).ToList();
_dt2 = DateTime.Now;
var t2 = Diff(_dt1, _dt2);
VerifyCollection(bars, barsDto);
_dt1 = DateTime.Now;
var barsStrPacked = bars.Select(b => b.ToStrPacked()).ToList();
var bytesBarStrPacked = BinarySerialization.SerializeToByteArray(barsStrPacked);
var bsBarsStrPackedZip = Compressor.Compress(bytesBarStrPacked);
var bytesBarStrPackedBack = Compressor.DeCompress(bsBarsStrPackedZip);
var barsStrPackedBack = BinarySerialization.DeSerialize<List<string>>(bytesBarStrPackedBack);
var barsDtoPack = barsStrPackedBack.Select(BarSimpleExt.ToBarSimple).ToList();
_dt2 = DateTime.Now;
var t3 = Diff(_dt1, _dt2);
VerifyCollection(bars, barsDtoPack);
GS.Trade.TimeSeries.Test_01
public void BinarySerializeBarSeries()
1. BinarySerialization
2. Compress
Имя теста: BinarySerializeBarSeries
Выходные данные теста: Пройден
Результат Стандартный вывод:
Bars: 9770, BytesBar: 723517, BytesBarStr: 462761, BytesBarStrPacked: 403982
BytesBar: 167343, BytesBarStr: 113724, BytesBarStrPacked: 113631
t1: 0:00:00,0910052 t2: 0:00:00,0580033, t3: 0:00:00,0650037
Best Variant 2
_dt1 = DateTime.Now;
var bytesBar = BinarySerialization.SerializeToByteArray(bars);
var bsBarsZip = Compressor.Compress(bytesBar);
var bytesBack = Compressor.DeCompress(bsBarsZip);
var barsBack = BinarySerialization.DeSerialize<List<Dto.Bar>>(bytesBack);
// barsBack[10].Open = 123;
_dt2 = DateTime.Now;
var t1 = Diff(_dt1, _dt2);
VerifyCollection(bars, barsBack);
_dt1 = DateTime.Now;
var barsStr = bars.Select(b => b.ToStr()).ToList();
var bytesBarStr = BinarySerialization.SerializeToByteArray(barsStr);
var bsBarsStrZip = Compressor.Compress(bytesBarStr);
var bytesBarStrBack = Compressor.DeCompress(bsBarsStrZip);
var barsStrBack = BinarySerialization.DeSerialize<List<string>>(bytesBarStrBack);
var barsDto = barsStrBack.Select(s => s.ToBarDto()).ToList();
_dt2 = DateTime.Now;
var t2 = Diff(_dt1, _dt2);
VerifyCollection(bars, barsDto);
_dt1 = DateTime.Now;
var barsStrPacked = bars.Select(b => b.ToStrPacked()).ToList();
var bytesBarStrPacked = BinarySerialization.SerializeToByteArray(barsStrPacked);
var bsBarsStrPackedZip = Compressor.Compress(bytesBarStrPacked);
var bytesBarStrPackedBack = Compressor.DeCompress(bsBarsStrPackedZip);
var barsStrPackedBack = BinarySerialization.DeSerialize<List<string>>(bytesBarStrPackedBack);
var barsDtoPack = barsStrPackedBack.Select(BarSimpleExt.ToBarSimple).ToList();
_dt2 = DateTime.Now;
var t3 = Diff(_dt1, _dt2);
VerifyCollection(bars, barsDtoPack);
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