/// <summary>
/// Returns candlestick chart data filtered by url parameters.
/// </summary>
/// <param name="pair"></param>
/// <param name="startTime">Start of time range for data in epoch seconds</param>
/// <param name="endTime">End of time range for data in epoch seconds</param>
/// <param name="interval">Candlestick period in minutes Possible values are: 1, 5, 30, 60, 360, 1440</param>
/// <returns></returns>
public async Task <List <CandleStick> > GetCandleSticksAsync(string pair, int startTime, int endTime, int interval)
{
if (string.IsNullOrEmpty(pair))
{
throw new ArgumentNullException(nameof(pair));
}
if (startTime <= 0)
{
throw new ArgumentOutOfRangeException(nameof(startTime));
}
if (endTime <= 0)
{
throw new ArgumentOutOfRangeException(nameof(endTime));
}
if (interval <= 0)
{
throw new ArgumentOutOfRangeException(nameof(interval));
}
var query = HttpUtility.ParseQueryString(string.Empty);
query["pair"] = pair;
query["interval"] = interval.ToString();
query["start_time"] = startTime.ToString();
query["end_time"] = endTime.ToString();
string queryString = query.ToString().Insert(0, "?");
var result = await ExecuteCall(Utils.ComposeUrl(getCandleSticks, queryString));
return(CandleStick.FromJson(result));
}
public async Task <IEnumerable <CandleStick> > GetCandlesAtOrAfter(GetAfterCandleStickQuery query, CancellationToken cancellationToken)
{
var command = CreateCommand();
command.CommandText = $"SELECT * FROM CandleSticks WHERE Date >= @Date";
command.Parameters.Add(new SqlParameter("@Date", query.Date));
var queryResult = new List <CandleStick>();
using (var reader = await ExecuteReaderAsync(command, cancellationToken)){
while (reader.Read())
{
var candleStick = CandleStick.Create(
reader.GetInt32(1),
reader.GetInt64(2),
reader.GetInt64(3),
reader.GetInt64(4),
reader.GetInt64(5),
reader.GetDateTime(6)
);
candleStick.Id = reader.GetInt16(0);
queryResult.Add(candleStick);
}
}
return(queryResult);
}
public override bool StartCSV(string aCsvString)
{
string[] nRows = aCsvString.Replace("\r", "").Split('\n');
for (int i = nRows.Length - 1; i > 0; i--)
{
if (String.IsNullOrEmpty(nRows[i]))
{
continue;
}
Regex CSVParser = new Regex(",(?=(?:[^\"]*\"[^\"]*\")*(?![^\"]*\"))");
string[] nDataArray = CSVParser.Split(nRows[i]);
CandleStick nData = new CandleStick();
nData.Date = DateTime.Parse(nDataArray[0]);
nData.Open = double.Parse(nDataArray[1]);
nData.High = double.Parse(nDataArray[2]);
nData.Low = double.Parse(nDataArray[3]);
nData.Close = double.Parse(nDataArray[4]);
nData.Volume = long.Parse(nDataArray[5]);
nData.AdjClose = double.Parse(nDataArray[6]);
if (this.mStockData.StartDate == default(DateTime) || this.mStockData.StartDate.Date.CompareTo(nData.Date.Date) > 0)
{
this.mStockData.StartDate = nData.Date;
}
if (this.mStockData.LastDate == default(DateTime) || this.mStockData.LastDate.Date.CompareTo(nData.Date.Date) < 0)
{
this.mStockData.DataPoints.Add(nData);
this.mStockData.LastDate = nData.Date;
}
}
return(true);
}
public async Task <CandleStick> GetById(int entityId, CancellationToken cancellationToken)
{
var command = CreateCommand();
command.CommandText = $"SELECT * FROM CandleSticks WHERE Id = @Id";
command.Parameters.Add(new SqlParameter("@Id", entityId));
CandleStick entity;
using (var reader = await ExecuteReaderAsync(command, cancellationToken)){
if (!reader.Read())
{
return(default(CandleStick));
}
var candleStick = CandleStick.Create(
reader.GetInt32(1),
reader.GetInt64(2),
reader.GetInt64(3),
reader.GetInt64(4),
reader.GetInt64(5),
reader.GetDateTime(6)
);
candleStick.Id = reader.GetInt16(0);
entity = candleStick;
}
return(entity);
}
public async Task <IEnumerable <CandleStick> > GetAll(CancellationToken cancellationToken)
{
var command = CreateCommand();
command.CommandText = $"SELECT * FROM CandleSticks";
var queryResult = new List <CandleStick>();
using (var reader = await ExecuteReaderAsync(command, cancellationToken)){
while (reader.Read())
{
var candleStick = CandleStick.Create(
reader.GetInt32(1),
reader.GetInt64(2),
reader.GetInt64(3),
reader.GetInt64(4),
reader.GetInt64(5),
reader.GetDateTime(6)
);
candleStick.Id = reader.GetInt16(0);
queryResult.Add(candleStick);
}
}
return(queryResult);
}
public ChartingForm(StockData aStock)
{
this.Stock = aStock;
this.SPList = new StockPointList();
this.MACDList = new List <MacdPoint>();
for (int i = 0; i < this.Stock.DataPoints.Count; i++)
{
CandleStick nCandleStick = this.Stock.DataPoints[i];
XDate xDate = new XDate(nCandleStick.Date);
StockPt nPoint = new StockPt(xDate.XLDate, nCandleStick.High, nCandleStick.Low, nCandleStick.Open, nCandleStick.Close, nCandleStick.Volume);
this.SPList.Add(nPoint);
}
InitializeComponent();
this.ZedGraphControl.MasterPane = new MasterPane();
this.mCandleStickPane = new GraphPane();
this.mMacdPane = new GraphPane();
this.mStochasticPane = new GraphPane();
InitializeZedGraph();
DrawSmaGraph(this.mCandleStickPane, 20, Color.Red);
DrawSmaGraph(this.mCandleStickPane, 50, Color.Blue);
DrawCandleStickGraph(this.mCandleStickPane);
DrawMacdGraph(this.mMacdPane, 12, 26, 9, Color.Blue, Color.Red);
DrawStochPane(this.mStochasticPane, 14, 3, 3, Color.Blue, Color.Red);
this.ZedGraphControl.AxisChange();
this.ZedGraphControl.Dock = DockStyle.Fill;
this.ZedGraphControl.Refresh();
}
private async Task <string> OutputFileContentAsJSONString(string ticker)
{
string contentRootPath = _env.ContentRootPath;
var csvDataFromDisk = System.IO.File.ReadLines(contentRootPath + $"/MarketData/Daily/{ticker}.csv");
var i = 0;
List <CandleStick> candleSticks = new List <CandleStick>();
foreach (var each in csvDataFromDisk)
{
if (i == 0)
{
i++;
continue;
}
try
{
var candleStickObj = CandleStick.FromCsv(each.ToString());
if (candleStickObj != null)
{
candleSticks.Add(candleStickObj);
}
}
catch (Exception ex)
{
}
i++;
}
return(JsonConvert.SerializeObject(candleSticks.OrderBy(x => x.DateTime)));
}
/// <summary>
/// Primary constructor
/// </summary>
public CandlePriceSaver(string u, string p)
{
m_username = u;
m_password = p;
instrumentList = ContractUtilities.ContractMetaInfo.cmeFuturesTickerheadList.Union(ContractUtilities.ContractMetaInfo.iceFuturesTickerheadList).ToArray();
liquidContractList = new ContractUtilities.ContractList(instrumentList);
DateTime referanceDate = DateTime.Today;
int minInterval = 10; //30
startTime = new DateTime(referanceDate.Year, referanceDate.Month, referanceDate.Day, 1, 0, 0);
endTime = new DateTime(referanceDate.Year, referanceDate.Month, referanceDate.Day, 9, 0, 0); //900
candleObj = new DataAnalysis.CandleStick(startTime, endTime, liquidContractList.dbTickerList.ToArray(), minInterval);
OutputFolder = TA.DirectoryNames.GetDirectoryName(ext: "overnightCandlestick") +
TA.DirectoryNames.GetDirectoryExtension(DateTime.Now.Date);
System.IO.Directory.CreateDirectory(OutputFolder);
ttapiSubs = new ttapiUtils.Subscription(m_username, m_password);
ttapiSubs.dbTickerList = liquidContractList.dbTickerList;
ttapiSubs.ilsUpdateList = new List <EventHandler <InstrumentLookupSubscriptionEventArgs> > {
ttapiSubs.startPriceSubscriptions
};
ttapiSubs.asu_update = ttapiSubs.startInstrumentLookupSubscriptions;
ttapiSubs.priceUpdatedEventHandler = m_ps_FieldsUpdated;
}
public List <CandleStick> GetHistory(string symbol, DateTime startTime, DateTime endTime, Frequency frequency)
{
//Create the target URL
string targetUrl = _BaseApiUrl + $"/{symbol}/pricehistory";
//Convert the start and end times to UTC
startTime = startTime.ToUniversalTime();
endTime = endTime.ToUniversalTime();
//Convert the start and endtimes to unix epoch milliseconds
long startDateMilliseconds = ((DateTimeOffset)startTime).ToUnixTimeMilliseconds();
long endDateMilliseconds = ((DateTimeOffset)endTime).ToUnixTimeMilliseconds();
//Add the parameters to the URL
targetUrl += $"?startDate={startDateMilliseconds}&";
targetUrl += $"endDate={endDateMilliseconds}&";
targetUrl += $"frequencyType={frequency.ToString().ToLower()}&";
targetUrl += $"frequency=1";
//Send the HTTP Request
var result = _HttpClient.GetAsync(targetUrl).Result;
//Read the result string
var response = result.Content.ReadAsStringAsync().Result;
//Parse the main part of the response
var responseJson = JsonConvert.DeserializeObject <JSON.Ticker.PriceHistory>(response);
//Create a list of candlesticks to send back
var candlesticks = new List <CandleStick>();
//Loop through all JSON and parse it to the universal candlestick type
foreach (var candlestick in responseJson.candles)
{
//Create a new candlestick struct
var finalCandlestick = new CandleStick
{
Symbol = symbol,
Time = DateTimeOffset.FromUnixTimeMilliseconds(candlestick.datetime).UtcDateTime,
Open = (Decimal)candlestick.open,
Close = (Decimal)candlestick.close,
High = (Decimal)candlestick.high,
Low = (Decimal)candlestick.low,
Volume = candlestick.volume
};
//Check that the candlestick is in the specified bounds
if (finalCandlestick.Time < startTime || finalCandlestick.Time > endTime)
{
continue;
}
//Add the candlestick to the candlestick list
candlesticks.Add(finalCandlestick);
}
//Return the candlesticks
return(candlesticks);
}
public void Add(CandleStick candleStick)
{
new Validations.FrameAddValidation(this, candleStick).Validate();
_candleSticks.Add(candleStick);
_lastCandleStick = candleStick;
_count++;
}
public CandleData GetCandleData()
{
var data = new CandleData()
{
ResultSet = new Dictionary <int, IList <CandleStick> >()
};
var candleSet = new List <CandleStick>();
var candle1 = new CandleStick()
{
CloseTime = 1505599920,
OpenPrice = 0.014018m,
HighPrice = 0.014018m,
LowPrice = 0.014018m,
ClosePrice = 0.014018m,
Volume = 41.618446m
};
var candle2 = new CandleStick()
{
CloseTime = 1505599860m,
OpenPrice = 0.014158m,
HighPrice = 0.014158m,
LowPrice = 0.014011m,
ClosePrice = 0.014143m,
Volume = 300.7724m
};
var candle3 = new CandleStick()
{
CloseTime = 1505599800,
OpenPrice = 0.014158m,
HighPrice = 0.014158m,
LowPrice = 0.014158m,
ClosePrice = 0.014158m,
Volume = 11.847191m
};
var candle4 = new CandleStick()
{
CloseTime = 1505599740,
OpenPrice = 0.014158m,
HighPrice = 0.014158m,
LowPrice = 0.014158m,
ClosePrice = 0.014158m,
Volume = 1.9391322m
};
candleSet.Add(candle1);
candleSet.Add(candle2);
candleSet.Add(candle3);
candleSet.Add(candle4);
data.ResultSet.Add(60, candleSet);
return(data);
}
public void AppendCandleStick(CandleStick candleStick)
{
if (HasMaxCandleSticks())
{
throw CandleStickExceptions.MaxNumberOfCandleSticks(this.GetType(), _MaxNumberOfCandleSticks);
}
_CandleSticks.Add(candleStick);
}
public void AddRange(IEnumerable <CandleStick> candleSticks)
{
candleSticks.ToList().Sort(new CandleStickComparer());
new Validations.FrameAddRangeValidation(this, candleSticks).Validate();
_candleSticks.AddRange(candleSticks);
_lastCandleStick = candleSticks.Last();
_count += candleSticks.Count();
}
private bool TrendIsUpOnlyCheckHigh(CandleStick First, CandleStick Second)
{
//1 => upward
// -1 => downward
if (Second.High >= First.High)
{
return(true); //going upward
}
return(false); // going downward
}
private static void FillVTrendLines(CandleStick candle)
{
candle.VTrendLines.Add(new DoubleLineElement
{
StartValue = 10,
EndValue = 13,
Color = "#FF5904".FromHtml(),
DisplayValue = "Result Impact",
IsTrendZone = true,
Alpha = 10
});
}
private static void FillTrendset(CandleStick candle, string name, double minX, double maxX)
{
candle.Trendset.Name = name;
for (int x = (int)minX; x < (int)maxX; x++)
{
var data = candle.Dataset.ElementAtOrDefault(x);
if (data != null && data.High.HasValue && data.Low.HasValue)
{
candle.Trendset.AddSet(x, (data.High.Value + data.Low.Value) / 2.0);
}
}
}
public CandleStick GetCandleStick(ChartHistory history, int index)
{
var candleStick = new CandleStick
{
Open = history.Opens[index],
Low = history.Lows[index],
High = history.Highs[index],
Close = history.Closes[index]
};
return(candleStick);
}
private int Trend(CandleStick First, CandleStick Second)
{
//1 => upward
// -1 => downward
// 0
if (Second.High > First.High && Second.Low > First.Low)
{
return(1); //going upward
}
if (Second.High < First.High && Second.Low < First.Low)
{
return(-1); // going downward
}
return(0);
}
public async Task Update(CandleStick entity, CancellationToken cancellationToken)
{
var command = CreateCommand();
command.CommandText = $"UPDATE CandleSticks SET High = @High, Open = @Open, Close = @Close, Low = @Low, Volume = @Volume, Date = @Date);";
command.Parameters.Add(new SqlParameter("@Id", entity.Id));
command.Parameters.Add(new SqlParameter("@High", entity.High));
command.Parameters.Add(new SqlParameter("@Open", entity.Open));
command.Parameters.Add(new SqlParameter("@Close", entity.Close));
command.Parameters.Add(new SqlParameter("@Low", entity.Low));
command.Parameters.Add(new SqlParameter("@Volume", entity.Volume));
command.Parameters.Add(new SqlParameter("@Date", entity.Date));
await ExecuteNonQueryAsync(command, cancellationToken);
}
private static void FillData(CandleStick candle, double minX, double maxX)
{
for (double x = minX; x < maxX; x += 1)
{
var open = rnd.Next(30, 60) * rnd.Next(90, 111) * (x / 10.0) / 2000.0;
// var high = rnd.Next(22, 28) * rnd.Next(90, 110) * 1.1 * x / 50.0;
var high = open + rnd.Next(-120, 120) * 0.01;
var volume = rnd.Next(20, 100) * 1000000.0;
candle.AddSet(x,
open,
open - rnd.Next(-50, 100) * 0.01,
high,
high - rnd.Next(-50, 100) * 0.01,
volume);
}
}
private CandleStick Combine(bool IsUpward, CandleStick _SecondCS, CandleStick _ThirdCS)
{
if (IsUpward)
{
var NewHigh = Math.Max(_SecondCS.High, _ThirdCS.High);
var NewLow = Math.Max(_SecondCS.Low, _ThirdCS.Low);
//when growing trend, open = newLow, close = newHigh, green stick increasing
return(new CandleStick(_SecondCS.Date + "," + NewLow + "," + NewHigh + "," + NewLow + "," + NewHigh));
}
else
{
var NewHigh = Math.Min(_SecondCS.High, _ThirdCS.High);
var NewLow = Math.Min(_SecondCS.Low, _ThirdCS.Low);
//when growing trend, open = newLow, close = newHigh, green stick increasing
return(new CandleStick(_SecondCS.Date + "," + NewHigh + "," + NewHigh + "," + NewLow + "," + NewLow));
}
}
private static void FillTrendLines(CandleStick candle)
{
// displayvalue='S1' thickness='0' dashed='1' dashLen='2' dashGap='2'
candle.TrendLines.Add(new DoubleLineElement
{
StartValue = 4.2,
Color = "#0382AB".FromHtml(),
DisplayValue = "S1",
Thickness = 0,
IsDashed = true,
DashLen = 2,
DashGap = 2
});
candle.TrendLines.Add(new DoubleLineElement
{
StartValue = 4.8,
Color = "#0382AB".FromHtml(),
DisplayValue = "S2",
Thickness = 0,
IsDashed = true,
DashLen = 2,
DashGap = 2
});
candle.TrendLines.Add(new DoubleLineElement
{
StartValue = 15.5,
Color = "#0382AB".FromHtml(),
DisplayValue = "R1",
Thickness = 0,
IsDashed = true,
DashLen = 2,
DashGap = 2
});
candle.TrendLines.Add(new DoubleLineElement
{
StartValue = 14.2,
Color = "#0382AB".FromHtml(),
DisplayValue = "R2",
Thickness = 0,
IsDashed = true,
DashLen = 2,
DashGap = 2
});
}
private static CandleStick CreateSimpleCandleStick(string caption)
{
var candle = new CandleStick
{
Caption = caption,
Palette = rnd.Next(1, 6),
BearBorderColor = "#E33C3C".FromHtml(),
BearFillColor = "#E33C3C".FromHtml(),
BullBorderColor = "#1F3165".FromHtml(),
PYAxisName = "Price",
VYAxisName = "Volume (In Millions)",
NumPDivLines = 5,
ShowVolumeChart = true,
VolumeHeightPercent = 30,
NumberAttr = { NumberPrefix = "$" }
};
return(candle);
}
public async Task Add(CandleStick entity, CancellationToken cancellationToken)
{
var command = CreateCommand();
command.CommandText = $"INSERT INTO CandleSticks VALUES(@High, @Open, @Close, @Low, @Volume, @Date);";
command.Parameters.Add(new SqlParameter("@High", entity.High));
command.Parameters.Add(new SqlParameter("@Open", entity.Open));
command.Parameters.Add(new SqlParameter("@Close", entity.Close));
command.Parameters.Add(new SqlParameter("@Low", entity.Low));
command.Parameters.Add(new SqlParameter("@Volume", entity.Volume));
command.Parameters.Add(new SqlParameter("@Date", entity.Date));
var id = await ExecuteScalarAsync(command, cancellationToken);
if (id != null)
{
entity.Id = (int)id;
}
}
public static PatternScanResults Create(CandleStick candle, bool patternTriggered)
=> new PatternScanResults
{
CandleStick = candle, IsPatternTriggered = patternTriggered
};
public async Task Handle(CreateCandleStickCommand command, CancellationToken cancellationToken)
{
var candleStick = CandleStick.Create(command.High, command.Open, command.Close, command.Low, command.Volume, command.Date);
await _repository.Add(candleStick, cancellationToken);
}
/// <summary>
/// Returns 24-hour data for all pairs and markets.
/// </summary>
/// <returns></returns>
public async Task <List <CandleStick> > Get24HourDataAsync()
{
var result = await ExecuteCall(get24HourData);
return(CandleStick.FromJson(result));
}
public FrameAddValidation(IFrame frame, CandleStick candleStick)
{
_frame = frame;
_candleStick = candleStick;
}
public void Publish(string currency, CandleStick kline)
{
Console.WriteLine($"publishing on {currency}");
Clients.Group(currency).SendAsync(currency, kline);
}
private void instantiateChartObject(double[][] ohlcDatas)
{
double[][] ohlc72 = new double[72][];
int counter = 71;
for (int i = ohlcDatas.Length - 1; i >= 0; i--)
{
if (ohlcDatas[i] == null)
{
continue;
}
ohlc72[counter] = ohlcDatas[i];
counter--;
if (counter == -1)
{
break;
}
}
ohlcDatas = ohlc72;
double highest = 0.0;
double lowest = 114514191981.0;
double highestTotal = 0.0;
double lowestTotal = 114514191981.0;
int correctCount = 1;
foreach (double[] ohlc in ohlcDatas)
{
if (ohlc == null)
{
break;
}
if (ohlc[2] > highest)
{
highest = ohlc[2];
}
if (ohlc[3] < lowest)
{
lowest = ohlc[3];
}
if (ohlc[5] > highestTotal)
{
highestTotal = ohlc[5];
}
else if (ohlc[5] < lowestTotal)
{
lowestTotal = ohlc[5];
}
correctCount++;
}
double diff = (highest - lowest) * 0.05;
highest += diff;
lowest -= diff;
GameObject candle = null;
Vector3 pos = transform.position;
foreach (double[] ohlc in ohlcDatas)
{
if (ohlc == null)
{
break;
}
candle = Instantiate(candlePrefab, pos, transform.rotation);
candle.name = ohlc[0].ToString();
// candle.transform.parent = transform;
candle.transform.SetParent(transform, false);
//candle.transform.localScale = new Vector3(50, 50, 50);
CandleStick candleComponent = candle.GetComponent <CandleStick>();
candleComponent.highest = highest;
candleComponent.lowest = lowest;
candleComponent.open = ohlc[1];
candleComponent.high = ohlc[2];
candleComponent.low = ohlc[3];
candleComponent.close = ohlc[4];
candleComponent.highestTotal = highestTotal;
candleComponent.lowestTotal = lowestTotal;
candleComponent.total = ohlc[5];
pos.x += 0.3f;
}
this.transform.localScale = new Vector3(size, size * 1.3f, size);
Vector3 parentPos = this.transform.position;
parentPos.y -= 1;
parentPos.x -= (pos.x / 2) * size;
this.transform.position = parentPos;
}
