/// <summary>
/// Creates a new instance of <see cref="InlineRename"/>. Any existing instance in progress
/// is automatically canceled.
/// </summary>
/// <param name="control">The <see cref="ScintillaControl"/> object.</param>
/// <param name="original">The original name of the target.</param>
/// <param name="position">Word end position of the target.</param>
/// <param name="includeComments">Whether to initially include comments in search. Pass <code>null</code> to disable this option.</param>
/// <param name="includeStrings">Whether to initially include strings in search. Pass <code>null</code> to disable this option.</param>
/// <param name="previewChanges">Whether to initially preview changes during renaming. Pass <code>null</code> to disable this option.</param>
/// <param name="previewTarget">An <see cref="ASResult"/> object specifying the target. This parameter must not be <code>null</code> if <code>previewChanges</code> is not <code>null</code>.</param>
public InlineRename(ScintillaControl control, string original, int position, bool?includeComments, bool?includeStrings, bool?previewChanges, ASResult previewTarget)
{
if (previewChanges.HasValue && previewTarget == null)
{
throw new ArgumentNullException("previewTarget");
}
CancelCurrent();
sci = control;
start = position - original.Length;
oldName = original;
newName = original;
//prevName = original;
end = position;
currentDoc = PluginBase.MainForm.CurrentDocument;
delayedExecution = new DelayedExecution();
history = new List <string>()
{
oldName
};
historyIndex = 0;
this.includeComments = includeComments ?? false;
this.includeStrings = includeStrings ?? false;
this.previewChanges = previewChanges ?? false;
sci.BeginUndoAction();
InitializeHighlights();
SetupLivePreview(includeComments.HasValue, includeStrings.HasValue, previewChanges.HasValue, previewTarget);
AddMessageFilter();
DisableControls();
Highlight(start, end - start);
sci.SetSel(start, end);
}
protected void QueueFilterValues()
{
if (queueGroupKey == null)
{
// Queueing deactivated. Fire event immediately
FilterValues();
return;
}
// This is a no-op, if the given queueGroupKey is already considered pending in the ThreadPool:
DelayedExecution.Queue(queueGroupKey);
}
public MainCollectionView()
{
this.operations = new MainCollectionViewOperations(this);
this.releaseFilter = new ReleaseFilter();
this.releaseToSelect = new SelectionInfo(SelectionInfoType.None);
InitializeComponent();
this.collectionStatistics.Init(this);
this.ResetFilter();
this.delayedExecution = new DelayedExecution(() =>
{
this.Dispatcher.Invoke(new Action(() =>
{
this.ReloadReleases();
}));
}, TimeSpan.FromMilliseconds(300));
this.UpdateSelectedRelease();
this.groupFilter.Visibility = Visibility.Collapsed;
}
public MainCollectionView()
{
this.operations = new MainCollectionViewOperations(this);
this.releaseFilter = new ReleaseFilter();
this.releaseToSelect = new SelectionInfo(SelectionInfoType.None);
InitializeComponent();
this.collectionStatistics.Init(this);
this.ResetFilter();
this.delayedExecution = new DelayedExecution(() =>
{
this.Dispatcher.Invoke(new Action(() =>
{
this.ReloadReleases();
}));
}, TimeSpan.FromMilliseconds(300));
this.UpdateSelectedRelease();
this.groupFilter.Visibility = Visibility.Collapsed;
}
private void handleEvent(Instrument instrument, Tick tick)
{
if (tick.DateTime.Date.DayOfYear == DateTime.Parse(EndOfContractDate).Date.DayOfYear&& tick.DateTime.TimeOfDay > TimeSpan.Parse("15:50:00"))
{
#region End of contract
if (HasPosition(instrument) && Position.Side == PositionSide.Long && inPosition && currentLot > 0)
{
inPosition = false;
prevTimeForExceution = lastTickTime;
lastExecutionTime = prevTimeForExceution.AddMilliseconds(Delay);
DelayedExecution order = new DelayedExecution();
order.OrderType = -1;
order.ExecutionTime = lastExecutionTime;
order.Lots = currentLot;
delayedExecutions.Insert(index, order);
index++;
tradeNumber++;
Console.WriteLine("exit end: " + currentLot);
Sell(instrument, currentLot, "ExitLongFuture-End #");
martin = Step;
}
if (HasPosition(instrument) && Position.Side == PositionSide.Short && inPosition && currentLot < 0)
{
inPosition = false;
prevTimeForExceution = lastTickTime;
lastExecutionTime = prevTimeForExceution.AddMilliseconds(Delay);
DelayedExecution order = new DelayedExecution();
order.OrderType = -2;
order.ExecutionTime = lastExecutionTime;
order.Lots = currentLot * (-1);
delayedExecutions.Insert(index, order);
index++;
tradeNumber++;
int d = currentLot * (-1);
Console.WriteLine("exit : " + d);
Buy(instrument, d, "ExitShortFuture-End #");
martin = Step;
}
return;
#endregion
}
else
{
if (!ok)
{
ok = true;
last = tick.DateTime;
last = last.AddSeconds(1);
lastTickTime = tick.DateTime;
}
if (ok && (tick.DateTime.TimeOfDay < startBreak || tick.DateTime.TimeOfDay > endBreak))
{
#region Avoid weekend
//---------------avoid weekend-----------------
if ((tick.DateTime.DayOfWeek == DayOfWeek.Saturday) ||
(tick.DateTime.DayOfWeek == DayOfWeek.Friday && tick.DateTime.TimeOfDay > endBreak) ||
(tick.DateTime.DayOfWeek == DayOfWeek.Sunday && tick.DateTime.TimeOfDay < startBreak))
{
return;
}
#endregion
if (tick.DateTime != lastTickTime && ready)
{
//---------------handle tick event-----------------
decimal f = (virtualAsk + virtualBid) / 2;
f = Math.Ceiling(f);
MA.Add(f);
MAaverage += (f);
tickCounter++;
#region Print Each Tick Data
if (PrintEachTickData == 1)
{
using (TextWriter text = File.AppendText(@"C:\Users\U-1001\Desktop\Spread MA Graph\" + instrument.Symbol + " Each Tick.txt"))
{
text.WriteLine(lastTickTime.ToString("yyyy-MM-dd HH:mm:ss.fff") + "," + lastCurrentAsk + "," + lastCurrentBid + "," + lastFutureAsk + "," + lastFutureBid);
}
}
#endregion
#region MA and deviation calculations
if (tickCounter == MAback)
{
tickReady = true;
MAaverage /= MAback;
roundMA = Math.Ceiling(MAaverage);
if (DateTime.Compare(lastTickTime, last) > 0)
{
last = lastTickTime;
last = last.AddSeconds(DeviationDeltaTime);
sumMA = 0;
if (firstTime)
{
for (int j = 0; j < MAback; j++)
{
MA_Average.Add(MA[j] - MAaverage);
}
firstTime = false;
}
else
{
for (int j = 0; j < MAback; j++)
{
MA_Average[j] = MA[j] - MAaverage;
}
}
for (int j = 0; j < MAback; j++)
{
MA_Average[j] *= MA_Average[j];
sumMA += MA_Average[j];
}
sumMA /= (MAback - 1);
deviation = (decimal)Math.Sqrt((double)sumMA);
deviation = Math.Ceiling(deviation);
//virtualASk, virtualBis, roundMA, (deviation * delta), lastTickTime
if (PrintEveryMinute == 1)
{
using (TextWriter text = File.AppendText(@"C:\Users\U-1001\Desktop\Spread MA Graph\" + instrument.Symbol + " Every minute.txt"))
{
text.WriteLine(lastTickTime + " " + MAaverage + " " + roundMA + " " + (roundMA + deviation * Delta) + " " + (roundMA - deviation * Delta) + " " + virtualAsk + " " + virtualBid + " " + deviation);
}
}
if (PrintEachRow == 1)
{
using (TextWriter text = File.AppendText(@"C:\Users\U-1001\Desktop\Spread MA Graph\" + instrument.Symbol + " Each row.txt"))
{
text.WriteLine(lastTickTime.ToString("yyyy-MM-dd HH:mm:ss.fff") + "," + lastCurrentAsk + "," + lastCurrentBid + "," + lastFutureAsk + "," + lastFutureBid + " " + +virtualAsk + " " + virtualBid + " " + f + " " + MAaverage + " " + roundMA + " " + deviation + " " + (roundMA + deviation * Delta) + " " + (roundMA - deviation * Delta));
}
}
}
}
#endregion
#region Print Each Row
if (tickReady)
{
if (PrintEachRow == 1)
{
using (TextWriter text = File.AppendText(@"C:\Users\U-1001\Desktop\Spread MA Graph\" + instrument.Symbol + " Each row.txt"))
{
text.WriteLine(lastTickTime.ToString("yyyy-MM-dd HH:mm:ss.fff") + "," + lastCurrentAsk + "," + lastCurrentBid + "," + lastFutureAsk + "," + lastFutureBid + " " + +virtualAsk + " " + virtualBid + " " + f + " " + MAaverage + " " + roundMA + " " + deviation + " " + (roundMA + deviation * Delta) + " " + (roundMA - deviation * Delta));
}
}
}
#endregion
#region Handle entries and exits
if (tickReady)
{
if (!HasPosition(instrument) && tick.DateTime.Date < DateTime.Parse(EndOfContractDate).Date&& !inPosition && currentLot == 0)
{
if ((virtualAsk < roundMA - deviation * Delta))
{
inPosition = true;
prevTimeForExceution = lastTickTime;
lastExecutionTime = prevTimeForExceution.AddMilliseconds(Delay);
DelayedExecution order = new DelayedExecution();
order.OrderType = 1;
order.ExecutionTime = lastExecutionTime;
delayedExecutions.Insert(index, order);
index++;
Buy(instrument, 1, "EnterLongFuture #");
tradeNumber++;
}
else if ((virtualBid > roundMA + deviation * Delta))
{
inPosition = true;
prevTimeForExceution = lastTickTime;
lastExecutionTime = prevTimeForExceution.AddMilliseconds(Delay);
DelayedExecution order = new DelayedExecution();
order.OrderType = 2;
order.ExecutionTime = lastExecutionTime;
delayedExecutions.Insert(index, order);
index++;
Sell(instrument, 1, "EnterShortFuture #");
tradeNumber++;
}
}
else if (HasPosition(instrument) && Position.Side == PositionSide.Long && inPosition && currentLot > 0)
{
decimal buyLevel = roundMA - deviation * (Delta + martin);
/*if (virtualAsk < buyLevel && (FromDelta + martin) <= ToDelta)
* {
* //Console.WriteLine(deviation + " " + (FromDelta + martin));
* inPosition = true;
* prevTimeForExceution = lastTickTime;
* lastExecutionTime = prevTimeForExceution.AddMilliseconds(Delay);
* DelayedExecution order = new DelayedExecution();
* order.OrderType = 1;
* order.ExecutionTime = lastExecutionTime;
* delayedExecutions.Insert(index, order);
* index++;
* Buy(instrument, 1, "EnterLongFuture-Martin #");
* tradeNumber++;
* martin += Step;
* }*/
if (virtualBid > roundMA)
{
inPosition = false;
prevTimeForExceution = lastTickTime;
lastExecutionTime = prevTimeForExceution.AddMilliseconds(Delay);
DelayedExecution order = new DelayedExecution();
order.OrderType = -1;
order.ExecutionTime = lastExecutionTime;
order.Lots = currentLot;
delayedExecutions.Insert(index, order);
index++;
tradeNumber++;
Sell(instrument, currentLot, "ExitLongFuture #");
martin = Step;
}
}
else if (HasPosition(instrument) && Position.Side == PositionSide.Short && inPosition && currentLot < 0)
{
decimal sellLevel = roundMA + deviation * (Delta + martin);
/*if (virtualBid > sellLevel && (FromDelta + martin) <= ToDelta)
* {
* //Console.WriteLine(deviation + " " + (FromDelta + martin));
* inPosition = true;
* prevTimeForExceution = lastTickTime;
* lastExecutionTime = prevTimeForExceution.AddMilliseconds(Delay);
* DelayedExecution order = new DelayedExecution();
* order.OrderType = 2;
* order.ExecutionTime = lastExecutionTime;
* delayedExecutions.Insert(index, order);
* index++;
* Sell(instrument, 1, "EnterShortFuture-Martin #");
* tradeNumber++;
* martin += Step;
* }*/
if (virtualAsk < roundMA)
{
inPosition = false;
prevTimeForExceution = lastTickTime;
lastExecutionTime = prevTimeForExceution.AddMilliseconds(Delay);
DelayedExecution order = new DelayedExecution();
order.OrderType = -2;
order.ExecutionTime = lastExecutionTime;
order.Lots = currentLot * (-1);
delayedExecutions.Insert(index, order);
index++;
tradeNumber++;
int d = currentLot * (-1);
Buy(instrument, d, "ExitShortFuture #");
martin = Step;
}
}
}
#endregion
if (tickReady)
{
if (tickCounter == MAback)
{
tickCounter--;
MAaverage *= MAback;
MAaverage -= MA[0];
MA.RemoveAt(0);
}
}
#region Handle order delay
//---------------handle order delay-----------------------
using (TextWriter text = File.AppendText(@"\\DTRADE\Public\Strategy Box\Programs\Arbitrage\StratagyPrints\" + instrument.Symbol + "asd.txt"))
{
for (int i = 0; i < delayedExecutions.Count; i++)
{
if (tick.DateTime > delayedExecutions[i].ExecutionTime && delayedExecutions[i].Filled == false)
{
switch (delayedExecutions[i].OrderType)
{
case 1:
case -2:
{
currentLot += delayedExecutions[i].Lots;
text.WriteLine(prevTimeForExceution + ";" + futureInstrument.Symbol + ";Buy;" + lastFutureAsk + ";" + delayedExecutions[i].Lots + ";" + lastFutureAsk + ";LongFuture");
text.WriteLine(prevTimeForExceution + ";" + currentInstrument.Symbol + ";Sell;" + lastCurrentBid + ";" + delayedExecutions[i].Lots + ";" + lastCurrentBid + ";ShortCurrent");
break;
}
case 2:
case -1:
{
currentLot -= delayedExecutions[i].Lots;
text.WriteLine(prevTimeForExceution + ";" + currentInstrument.Symbol + ";Buy;" + lastCurrentAsk + ";" + delayedExecutions[i].Lots + ";" + lastCurrentAsk + ";LongCurrent");
text.WriteLine(prevTimeForExceution + ";" + futureInstrument.Symbol + ";Sell;" + lastFutureBid + ";" + delayedExecutions[i].Lots + ";" + lastFutureBid + ";ShortFuture");
break;
}
}
delayedExecutions[i].Filled = true;
}
}
}
#endregion
}
#region Save last tick values
//---------------save last tick values-----------------
lastTickTime = tick.DateTime;
lastCurrentAsk = Math.Round((decimal)currentInstrument.Ask.Price, 3);
lastCurrentBid = Math.Round((decimal)currentInstrument.Bid.Price, 3);
lastFutureAsk = Math.Round((decimal)futureInstrument.Ask.Price, 3);
lastFutureBid = Math.Round((decimal)futureInstrument.Bid.Price, 3);
virtualBid = ((lastFutureBid - lastCurrentAsk) / tickSize);
virtualAsk = ((lastFutureAsk - lastCurrentBid) / tickSize);
ready = true;
#endregion
}
}
}
void addDelayedExecution(float t, DelayedExecution callback)
{
//callbackMutex.WaitOne();
callbacks.AddLast(new KeyValuePair <float, DelayedExecution>(t, callback));
//callbackMutex.ReleaseMutex();
}
void Awake()
{
Instance = this;
}
