public MultiLevelType(IUnityContainer container, ILevel1 one, ILevel2 two)
{
Level = 2;
Container = container;
Param1 = one;
Param2 = two;
}
public Level0(ILevel1 level1, ILevel2 level2, ILevel3 levl3)
{
if (!object.ReferenceEquals(level1, level2.GetLevel1()))
{
throw new InvalidServiceTypeException("ReferenceNotEqual");
}
}
public Level0(ILevel1 level1, [Internal] ILevel2 level2, [External("C2")] ILevel3 levl3)
{
if (level1 == null || level2 == null || levl3 == null)
{
throw new Exception("Internal/External is failed.");
}
}
public virtual void WhenRegister_ShouldGetLevel1Properly()
{
// Arrange
IIoCContainer target = this.CreateTarget();
RegisterTestObjectContext registration = new RegisterTestObjectContext()
{
Container = target,
Settings = new RegisterLevelContext[]
{
new RegisterLevelContext()
{
UseFactory = false, Settings = IocRegisterSettings.None
},
new RegisterLevelContext()
{
UseFactory = false, Settings = IocRegisterSettings.None
},
new RegisterLevelContext()
{
UseFactory = false, Settings = IocRegisterSettings.None
}
}
};
this.Register(registration);
// Act
ILevel1 actual = target.Resolve <ILevel1>();
// Assert
this.AssertProperObjectTree(actual, registration);
}
internal CandlestickChart(string file, string sheet, string topLeftCorner, string bottomRightCorner, int timerInterval, int slowLength, ILevel1 level1, TextBox box)
{
_level1 = level1;
_lastVolume = _level1.Volume;
Candlesticks = new List <Candlestick>();
var excelApp = new Excel.Application {
Visible = true
};
var excelWorkbook = excelApp.Workbooks.Open(file,
0, false, 5, "", "", false, Excel.XlPlatform.xlWindows, "",
true, false, 0, true, false, false);
var excelSheets = excelWorkbook.Worksheets;
var excelWorksheet = (Excel.Worksheet)excelSheets.Item[sheet];
//notice the cell numbers, change them as required
var excelRange = excelWorksheet.Range[topLeftCorner, bottomRightCorner];
for (var i = 1; i <= slowLength; ++i)
{
Candlesticks.Add(new Candlestick()
{
IsNull = false,
High = (decimal)((Excel.Range)excelRange.Cells[i, 1]).Value2,
Low = (decimal)((Excel.Range)excelRange.Cells[i, 3]).Value2,
Open = (decimal)((Excel.Range)excelRange.Cells[i, 4]).Value2,
Close = (decimal)((Excel.Range)excelRange.Cells[i, 2]).Value2
});
}
excelRange = excelWorksheet.Range["Y2", "Y2"];
MarketConditionCoefficient = (decimal)((Excel.Range)excelRange.Cells[1, 1]).Value2;
excelWorkbook.Close();
excelApp.Quit();
ReleaseObject(excelWorksheet);
ReleaseObject(excelWorkbook);
ReleaseObject(excelApp);
Candlesticks.Reverse();
CurrentCandlestick = new Candlestick();
//Set up timer
_timer = new Timer
{
Interval = timerInterval,
Enabled = false,
AutoReset = true
};
_timer.Elapsed += TimerOnTick;
}
public MultiLevelType(IUnityContainer container, ILevel1 one, ILevel2 two, ILevel3 three)
{
Level = 3;
Container = container;
Param1 = one;
Param2 = two;
Param3 = three;
}
public MultiLevelType(IUnityContainer container, ILevel1 one, ILevel2 two, ILevel3 three, ILevel4 four)
{
Level = 4;
Container = container;
Param1 = one;
Param2 = two;
Param3 = three;
Param4 = four;
}
internal TestTool(IHost host)
{
_highestBid = 0;
_lowestBid = decimal.MaxValue;
_highestAsk = 0;
_lowestAsk = decimal.MaxValue;
#region OUTPUT
_stringBuilder = new StringBuilder(); //OUTPUT RELATED
#endregion
InitializeComponent();
_host = host;
_position = _host.GetPosition(Product);
_level1 = _host.GetLevel1(Product);
//initialize candlestickCharts here
//notice the first 4 values are the excel file, sheet, upper right corner of values and lower left corner of values
//we always need 4 columns: High, Last, Low, Open. If High is column K, then we need the last column to be N
//the number of the first cell should be the High of the first value you want.
//the number of the last cell will end up being (the amount of candlesticks you want + the number of the first cell - 1)
//DON'T F**K THIS UP
_candlestickChart5 = new CandlestickChart(File, "ES", "K3", "N29", TimerInterval, SlowLength, _level1, tbxAll);
var marketConditionCoefficient = _candlestickChart5.MarketConditionCoefficient;
_maxDrawdown = (int)Math.Round(MaxDrawdown * marketConditionCoefficient);
_dollarProfitTarget = (int)Math.Round(DollarProfitTarget * marketConditionCoefficient);
_earned = (int)Math.Round(Earned * marketConditionCoefficient);
_percentDown = (int)Math.Round(PercentDown * marketConditionCoefficient);
#region OUTPUT
tbxAll.AppendText("\r\nCoefficient: " + marketConditionCoefficient.ToString("F"));
tbxAll.AppendText("\r\nPoint: " + Point);
tbxAll.AppendText("\r\nMax drawdown: " + _maxDrawdown);
tbxAll.AppendText("\r\nDollar profit target: " + _dollarProfitTarget);
tbxAll.AppendText("\r\nEarned: " + _earned);
tbxAll.AppendText("\r\nPercent down: " + _percentDown);
#endregion
_fast = _candlestickChart5.AverageLast(CandlestickChart.Point.Close, FastLength);
_slow = _candlestickChart5.AverageLast(CandlestickChart.Point.Close, SlowLength);
_signal = Signals.None;
_orderState = OrderStateEnum.FILLED;
_candlestickChart5.Start();
_level1.Level1Changed += Level1_Level1Changed;
}
public virtual void WhenRegisterAsSingleton_ShouldCreateOnce()
{
// Arrange
IIoCContainer target = this.CreateTarget();
RegisterTestObjectContext registration = new RegisterTestObjectContext()
{
Container = target,
Settings = new RegisterLevelContext[]
{
new RegisterLevelContext()
{
UseFactory = false, Settings = IocRegisterSettings.Singleton
},
new RegisterLevelContext()
{
UseFactory = false, Settings = IocRegisterSettings.None
},
new RegisterLevelContext()
{
UseFactory = false, Settings = IocRegisterSettings.None
}
}
};
this.Register(registration);
// Act
ILevel1 actual1Level1 = target.Resolve <ILevel1>();
ILevel1 actual2Level1 = target.Resolve <ILevel1>();
ILevel2 actual1Level2 = target.Resolve <ILevel2>();
ILevel2 actual2Level2 = target.Resolve <ILevel2>();
ILevel3 actual1Level3 = target.Resolve <ILevel3>();
ILevel3 actual2Level3 = target.Resolve <ILevel3>();
// Assert
actual1Level1.Should().BeSameAs(actual2Level1);
actual1Level2.Should().NotBeSameAs(actual2Level2);
actual1Level3.Should().NotBeSameAs(actual2Level3);
}
public Level2(ILevel1 level1)
{
_level1 = level1;
}
public MultiLevelType(IUnityContainer container, ILevel1 one)
{
Level = 1;
Container = container;
Param1 = one;
}
// This function is called when the information in the SymbolLevel1 changed.
private void Level1_Level1Changed(ILevel1 level1)
{
#region OUTPUT
_stringBuilder.Append("\r\nVolume: " + level1.Volume + "\r\n");
#endregion
var bid = level1.Bid;
if (bid > _highestBid)
{
_highestBid = bid;
}
if (bid < _lowestBid)
{
_lowestBid = bid;
}
var ask = level1.Ask;
if (ask > _highestAsk)
{
_highestAsk = ask;
}
if (ask < _lowestAsk)
{
_lowestAsk = ask;
}
//Update candlestickCharts here
_candlestickChart5.Update();
_fast = _candlestickChart5.AverageLast(CandlestickChart.Point.Close, FastLength);
_slow = _candlestickChart5.AverageLast(CandlestickChart.Point.Close, SlowLength);
var crossedUp = _fast > _slow && _lastFast < _lastSlow;
var crossedDown = _fast <_slow && _lastFast> _lastSlow;
if (crossedUp || crossedDown)
{
_highAtSignal = _candlestickChart5.High(1);
_lowAtSignal = _candlestickChart5.Low(1);
_signal = crossedUp ? Signals.Buy : Signals.Sell;
}
_lastFast = _fast;
_lastSlow = _slow;
#region output
var currentTradeOutput = "No current trade";
#endregion
if (_trade != null)
{
var position = _trade.Position;
_trade.Drawdown = (position > 0 ? _lastPrice - _lowestBid : _highestAsk - _lastPrice) * Point * DollarPointValue;
#region output
currentTradeOutput = "Current Trade - Position: " + position + " Open Price: " + _trade.OpenPrice +
" @ " + _trade.OpenedAt + " | Drawdown: " + _trade.Drawdown;
#endregion
}
#region output
_stringBuilder.Append(currentTradeOutput);
#endregion
if (_orderState == OrderStateEnum.FILLED)
{
Algorithm();
if (_position.NetVolume != 0)
{
CheckStopLoss();
CheckPercentTrailing();
CheckProfitTarget();
}
}
txbAccounts.Text = _stringBuilder.ToString();
_stringBuilder.Clear();
}
