TSADBTimescale.h

/*  ===================================================================
*
*                 T R A D I N G   S Y S T E M   A P I ™
*    Copyright © 1999 - 2014 by Peter Ritter ( TradingSystemAPI.com )
*                A L L   R I G H T S   R E S E R V E D
*
*     Consult your license regarding permissions and restrictions.
*             You may obtain a copy of the License at:
*     http://www.TradingSystemAPI.com/licenses/LICENSE-TSAPI-3.0.html
*
*  ====================================================================
*/

#ifndef TSA_DBTIMESCALE__INCLUDED
#define TSA_DBTIMESCALE__INCLUDED

#include "TSATypeDef.h"
#include "TSATime.h"
#include "TSAOS.h"
#include "TSADBBase.h"

namespace tsa {

    namespace timescale{

        class dll_export converter_base : public tsa::object
        {
        public:
            converter_base(void);
        public:

            std::string target_table_data_definition = "open,high,low,close,volume";

            std::string source_table_name;

            std::string target_table_name;

            bool clear_target_table = false;

            bool clear_target_overlap = false;

            tsa::os::path temp_directory;

            tsa::date_time begin_time_point = date_time::min;

            tsa::date_time end_time_point = date_time::max;

        protected:
            tsa::data_base* m_source_db_ptr;
            tsa::data_base* m_target_db_ptr;

            void verify__source_table(void);
            void make_or_check_target_ohlcv(void);
            date_time fix_data_overlap(void);

            std::string make_tmp_db(void);
            void copy_source_table_to_tmp_db(tsa::fast::database& db, date_time begin_time_point);
            void copy_converted_table_data_to_target_table(tsa::fast::database& db, 
                const std::string& converted_table);
        };


        class tick_to_multi_tick : public converter_base
        {
            fast::database* m_tmp_db_ptr = nullptr;
        public:

            size_t num_ticks_per_bar;

            std::string price_column_name = "last";

            std::string volume_column_name = "";

            void convert(tsa::data_base& database);
            void convert(tsa::data_base& source_database, tsa::data_base& target_database);
        protected:
            void convert_table(tsa::fast::database& fast_db, 
                const std::string& source_table, const std::string& target_table);
        };
    }  // namespace timescale
} // namespace tsa


#endif