class_code, sec_code = "SPBFUT", "SiH1"

local run = true
local logFile

function OnStop()
    run = nil
end

local function WriteLog(message)
    local t = os.sysdate()
    local timestamp = string.format("%02u:%02u:%02u.%03u", t.hour, t.min, t.sec, t.ms)
    logFile:write(timestamp .. " " .. message .. "\n")
    logFile:flush()
end

function main()
    logFile = io.open("ds_test.log", "a+")

    WriteLog("subscribing for D1")
    local dsd = CreateDataSource(class_code, sec_code, INTERVAL_D1)
    while dsd:Size() == 0 do
        sleep(100)
    end
    sleep(200)
    WriteLog("D1 filled: " .. dsd:Size())
    
    local count = 10
    while run do
        WriteLog("subscribing for H2 & H4")
        local ds2 = CreateDataSource(class_code, sec_code, INTERVAL_H2)
        local ds4 = CreateDataSource(class_code, sec_code, INTERVAL_H4)
        while ds2:Size() == 0 or ds4:Size() == 0 do
            sleep(100)
        end
        sleep(200)
        WriteLog("H2 filled: " .. ds2:Size())
        WriteLog("H4 filled: " .. ds4:Size())
    
        local vol2, vol4
        repeat
            local vol4 = ds4:V(ds4:Size())
            local vol2 = ds2:V(ds2:Size()) + (ds4:T(ds4:Size()).hour == ds2:T(ds2:Size()).hour and 0 or ds2:V(ds2:Size() - 1))
            if vol4 == vol2 then
                WriteLog("V4 = " .. vol4 .. "  V2 = " .. vol2)
                break
            end
            WriteLog("error: V4 = " .. vol4 .. "  V2 = " .. vol2 .. "  difference = " .. (vol4 - vol2))
            sleep(1000)
            count = count - 1
            if count == 0 then
                run = false
            end
        until not run

        WriteLog("closing H2 & H4")
        ds2:Close()
        ds2 = nil
        ds4:Close()
        ds4 = nil
    end
    
    dsd:Close()
    logFile:close()
    logFile = nil
end

class, sec_code = "SPBFUT", "SiH1"

local run = true
function OnStop()
  run = nil
  return 500
end

function main()
  local Volume  -- Дневной объём
  local ds_D1 = assert(CreateDataSource(class, sec_code, INTERVAL_D1))
  ds_D1:SetUpdateCallback(function (index)
    if not run then return end
    Volume = ds_D1:V(index)
  end)
  sleep(1000)

  local Day = os.date("*t").day
  local CreateDS = true
  local ds_M1, Index
  local function cb(index)
    if not run then return end
    if Index and index > Index then
      run = false return  -- Ждём закрытия свечи, на которой обнаружена ошибка
    end
    if math.floor(os.time() / 60) ~= math.floor(os.time(ds_M1:T(index)) / 60) then return end  -- Время свечи не совпадает с текущим
    local volume = 0  -- Суммарный объём за текущий день
    for i = index, 1, -1 do
      local day = ds_M1:T(i).day
      if day < Day then break
      elseif day == Day then
        volume = volume + ds_M1:V(i)
      end
    end
    if volume == Volume then
      CreateDS = true  -- Если ошибки нет, открываем новый DS
    elseif Index == nil then
      Index = index  -- Если есть ошибка, запомним номер последней свечи
      message(string.format("[ERROR] %s: index: %u: %s, %s", sec_code, Index, Volume, volume), 3)
    end
  end

  while run do
    if CreateDS then
      if ds_M1 then
        ds_M1:Close()
        sleep(2000)
      end
      if run then
        ds_M1 = assert(CreateDataSource(class, sec_code, INTERVAL_M1))
        ds_M1:SetUpdateCallback(cb)
        CreateDS = false
      end
    else sleep(1) end
  end
  ds_D1:Close()
  if Index then
    local function canle(ds, index)
      local t = ds:T(index)
      return string.format("%02u:%02u:%02u: %s; %s; %s; %s; %s", t.hour, t.min, t.sec, ds:O(index), ds:H(index), ds:L(index), ds:C(index), ds:V(index))
    end
    local s = string.format("%s: index: %u\n%s", sec_code, Index, canle(ds_M1, Index))  -- Выводим свечу, на которой обнаружена ошибка
    ds_M1:Close()
    sleep(100)
    ds_M1 = assert(CreateDataSource(class, sec_code, INTERVAL_M1))
    repeat sleep(1000) until ds_M1:Size() > Index
    message(s .. "\n" .. canle(ds_M1, Index), 2)  -- Сравниваем со свечой с тем же индексом из другого DS
  end
  ds_M1:Close()
end