Initial commit
This commit is contained in:
Michael Schimmel
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using System;
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using System.Collections.Generic; // Required for List<T>
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using System.IO; // For File operations
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using System.Runtime.InteropServices; // Required for StructLayout and Marshal
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namespace Zorro
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{
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/// <summary>
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/// Provides generic methods for loading and saving arrays of structures
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/// from/to binary files using marshalling.
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/// This class is intended for internal use within this assembly.
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/// </summary>
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internal static class BinaryFileHandler
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{
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public static void SaveArrayAsBlock<T>(string filePath, T[] data) where T : struct
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{
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if (data == null || data.Length == 0)
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{
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File.WriteAllBytes(filePath, Array.Empty<byte>());
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return;
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}
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int structSize = Marshal.SizeOf(typeof(T));
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byte[] byteArray = new byte[data.Length * structSize];
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IntPtr buffer = Marshal.AllocHGlobal(structSize);
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try
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{
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for (int i = 0; i < data.Length; i++)
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{
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Marshal.StructureToPtr(data[i], buffer, false);
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Marshal.Copy(buffer, byteArray, i * structSize, structSize);
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}
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File.WriteAllBytes(filePath, byteArray);
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}
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finally
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{
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Marshal.FreeHGlobal(buffer);
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}
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}
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public static T[]? LoadArrayAsBlock<T>(string filePath) where T : struct
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{
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if (!File.Exists(filePath))
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{
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return null;
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}
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byte[] byteArray = File.ReadAllBytes(filePath);
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if (byteArray.Length == 0)
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{
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return Array.Empty<T>();
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}
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int structSize = Marshal.SizeOf(typeof(T));
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if (byteArray.Length % structSize != 0)
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{
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throw new ArgumentException($"File size ({byteArray.Length} bytes) is not a valid multiple of the structure size ({structSize} bytes) for type {typeof(T).Name}. The file may be corrupted or not in the expected format.");
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}
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int itemCount = byteArray.Length / structSize;
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T[] dataArray = new T[itemCount];
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IntPtr buffer = Marshal.AllocHGlobal(structSize);
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try
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{
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for (int i = 0; i < itemCount; i++)
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{
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Marshal.Copy(byteArray, i * structSize, buffer, structSize);
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dataArray[i] = Marshal.PtrToStructure<T>(buffer);
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}
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}
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finally
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{
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Marshal.FreeHGlobal(buffer);
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}
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return dataArray;
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}
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}
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[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
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public struct ZorroT1
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{
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public double OADate;
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public float Value;
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/// <summary>
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/// Returns the time as a UTC DateTime object.
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/// Note: DateTime.FromOADate returns a DateTime with Kind=Unspecified.
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/// We specify it as UTC as Zorro DATEs are GMT/UTC.
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/// </summary>
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public DateTime TimeUtc => DateTime.SpecifyKind(DateTime.FromOADate(OADate), DateTimeKind.Utc);
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public ZorroT1(double oaDate, float value)
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{
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OADate = oaDate;
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Value = value;
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}
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public ZorroT1(DateTime dateTime, float value)
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{
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// Ensure the DateTime is converted to its UTC equivalent for OADate
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OADate = dateTime.ToUniversalTime().ToOADate();
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Value = value;
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}
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public static void SaveToFile(string filePath, ZorroT1[] data) => BinaryFileHandler.SaveArrayAsBlock<ZorroT1>(filePath, data);
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public static ZorroT1[]? LoadFromFile(string filePath) => BinaryFileHandler.LoadArrayAsBlock<ZorroT1>(filePath);
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}
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[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
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public struct ZorroT2
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{
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public double OADate;
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public float Price;
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public float Volume;
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public DateTime TimeUtc => DateTime.SpecifyKind(DateTime.FromOADate(OADate), DateTimeKind.Utc);
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public ZorroT2(double oaDate, float price, float volume)
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{
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OADate = oaDate;
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Price = price;
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Volume = volume;
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}
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public ZorroT2(DateTime dateTime, float price, float volume)
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{
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OADate = dateTime.ToUniversalTime().ToOADate();
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Price = price;
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Volume = volume;
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}
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public static void SaveToFile(string filePath, ZorroT2[] data) => BinaryFileHandler.SaveArrayAsBlock<ZorroT2>(filePath, data);
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public static ZorroT2[]? LoadFromFile(string filePath) => BinaryFileHandler.LoadArrayAsBlock<ZorroT2>(filePath);
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}
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[StructLayout(LayoutKind.Sequential, Pack = 1, CharSet = CharSet.Ansi)]
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public struct ZorroT6
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{
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public double OADate;
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public float High;
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public float Low;
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public float Open;
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public float Close;
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public float AdditionalValue1;
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public float AdditionalValue2;
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public DateTime TimeUtc => DateTime.SpecifyKind(DateTime.FromOADate(OADate), DateTimeKind.Utc);
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public ZorroT6(double oaDate, float high, float low, float open, float close, float additionalValue1, float additionalValue2)
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{
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OADate = oaDate;
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High = high;
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Low = low;
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Open = open;
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Close = close;
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AdditionalValue1 = additionalValue1;
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AdditionalValue2 = additionalValue2;
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}
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public ZorroT6(DateTime dateTime, float high, float low, float open, float close, float additionalValue1, float additionalValue2)
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{
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OADate = dateTime.ToUniversalTime().ToOADate();
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High = high;
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Low = low;
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Open = open;
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Close = close;
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AdditionalValue1 = additionalValue1;
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AdditionalValue2 = additionalValue2;
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}
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public static void SaveToFile(string filePath, ZorroT6[] data) => BinaryFileHandler.SaveArrayAsBlock<ZorroT6>(filePath, data);
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public static ZorroT6[]? LoadFromFile(string filePath) => BinaryFileHandler.LoadArrayAsBlock<ZorroT6>(filePath);
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}
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// --- Builder Classes for Incremental Array Construction ---
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public class ZorroT1ArrayBuilder
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{
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private readonly List<ZorroT1> _items;
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public ZorroT1ArrayBuilder(int initialCapacity = 0)
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{
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_items = initialCapacity > 0 ? new List<ZorroT1>(initialCapacity) : new List<ZorroT1>();
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}
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public ZorroT1ArrayBuilder Add(DateTime time, float value)
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{
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// Constructor of ZorroT1 now handles UTC conversion
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_items.Add(new ZorroT1(time, value));
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return this;
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}
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public ZorroT1ArrayBuilder Add(double oaDate, float value)
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{
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_items.Add(new ZorroT1(oaDate, value));
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return this;
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}
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public ZorroT1ArrayBuilder Add(ZorroT1 item)
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{
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_items.Add(item);
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return this;
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}
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public ZorroT1[] ToArray() => _items.ToArray();
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public void Clear() => _items.Clear();
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public int Count => _items.Count;
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public void SaveToFile(string filePath)
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{
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ZorroT1.SaveToFile(filePath, _items.ToArray());
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}
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}
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public class ZorroT2ArrayBuilder
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{
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private readonly List<ZorroT2> _items;
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public ZorroT2ArrayBuilder(int initialCapacity = 0)
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{
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_items = initialCapacity > 0 ? new List<ZorroT2>(initialCapacity) : new List<ZorroT2>();
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}
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public ZorroT2ArrayBuilder Add(DateTime time, float price, float volume)
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{
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_items.Add(new ZorroT2(time, price, volume));
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return this;
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}
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public ZorroT2ArrayBuilder Add(double oaDate, float price, float volume)
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{
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_items.Add(new ZorroT2(oaDate, price, volume));
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return this;
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}
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public ZorroT2ArrayBuilder Add(ZorroT2 item)
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{
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_items.Add(item);
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return this;
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}
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public ZorroT2[] ToArray() => _items.ToArray();
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public void Clear() => _items.Clear();
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public int Count => _items.Count;
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public void SaveToFile(string filePath)
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{
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ZorroT2.SaveToFile(filePath, _items.ToArray());
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}
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}
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public class ZorroT6ArrayBuilder
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{
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private readonly List<ZorroT6> _items;
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public ZorroT6ArrayBuilder(int initialCapacity = 0)
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{
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_items = initialCapacity > 0 ? new List<ZorroT6>(initialCapacity) : new List<ZorroT6>();
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}
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public ZorroT6ArrayBuilder Add(DateTime time, float high, float low, float open, float close, float additionalValue1, float additionalValue2)
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{
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_items.Add(new ZorroT6(time, high, low, open, close, additionalValue1, additionalValue2));
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return this;
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}
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public ZorroT6ArrayBuilder Add(double oaDate, float high, float low, float open, float close, float additionalValue1, float additionalValue2)
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{
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_items.Add(new ZorroT6(oaDate, high, low, open, close, additionalValue1, additionalValue2));
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return this;
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}
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public ZorroT6ArrayBuilder Add(ZorroT6 item)
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{
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_items.Add(item);
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return this;
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}
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public ZorroT6[] ToArray() => _items.ToArray();
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public void Clear() => _items.Clear();
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public int Count => _items.Count;
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public void SaveToFile(string filePath)
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{
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ZorroT6.SaveToFile(filePath, _items.ToArray());
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}
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}
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}
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