private void MouseWheelToZoomPan_Loaded(object sender, RoutedEventArgs e)
{
using (sciChart.SuspendUpdates())
{
// Create some dataseries of type x=DateTime, y=Double
var dataSeries0 = new OhlcDataSeries <DateTime, double>();
var dataSeries1 = new XyDataSeries <DateTime, double>();
var dataSeries2 = new XyDataSeries <DateTime, double>();
var dataSeries3 = new XyDataSeries <DateTime, double>();
// Prices are in the format Time, Open, High, Low, Close (all IList)
var prices = DataManager.Instance.GetPriceData(Instrument.Indu.Value, TimeFrame.Daily);
// Append data to series.
// First series is rendered as a Candlestick Chart so we append OHLC data
dataSeries0.Append(prices.TimeData, prices.OpenData, prices.HighData, prices.LowData, prices.CloseData);
// Subsequent series append moving average of the close prices
dataSeries1.Append(prices.TimeData, DataManager.Instance.ComputeMovingAverage(prices.CloseData, 100));
dataSeries2.Append(prices.TimeData, DataManager.Instance.ComputeMovingAverage(prices.CloseData, 50));
dataSeries3.Append(prices.TimeData, DataManager.Instance.ComputeMovingAverage(prices.CloseData, 20));
candlestickSeries.DataSeries = dataSeries0;
lineSeries0.DataSeries = dataSeries1;
lineSeries1.DataSeries = dataSeries2;
lineSeries2.DataSeries = dataSeries3;
sciChart.ZoomExtents();
}
}
private void CandlesticksWithLines_Loaded(object sender, RoutedEventArgs e)
{
var dataSeries0 = new OhlcDataSeries <DateTime, double>();
var dataSeries1 = new XyDataSeries <DateTime, long>();
var viewModel = new CandlesViewModel();
var prices = viewModel.Prices;
dataSeries0.Append(
prices.TimeData,
prices.OpenData,
prices.HighData,
prices.LowData,
prices.CloseData
);
dataSeries1.Append(prices.TimeData, prices.VolumeData);
sciChart.RenderableSeries[0].DataSeries = dataSeries0;
sciChart.RenderableSeries[1].DataSeries = dataSeries1;
int index = 0;
foreach (var pattern in prices.Patterns)
{
if (pattern > 0)
{
sciChart.Annotations.Add(new TextAnnotation()
{
Text = pattern.ToString(), X1 = prices.TimeData[index], Y1 = prices.OpenData[index], Background = Brushes.Blue
});
}
index++;
}
sciChart.ZoomExtents();
}
private void StartNewChart()
{
ohlcSeries = new OhlcDataSeries <DateTime, double>()
{
SeriesName = "Candles", FifoCapacity = 100
};
BBMiddleSeries = new XyDataSeries <DateTime, double>()
{
SeriesName = "BBMid", FifoCapacity = 100
};
BBUpperSeries = new XyDataSeries <DateTime, double>()
{
SeriesName = "BBUpp", FifoCapacity = 100
};
BBLowerSeries = new XyDataSeries <DateTime, double>()
{
SeriesName = "BBLow", FifoCapacity = 100
};
CandleSeries.DataSeries = ohlcSeries;
BBMiddle.DataSeries = BBMiddleSeries;
BBUpper.DataSeries = BBUpperSeries;
BBLower.DataSeries = BBLowerSeries;
MonitorLogic.RunThread();
}
private void OnLoaded(object sender, RoutedEventArgs routedEventArgs)
{
using (sciChart.SuspendUpdates())
{
// Create some DataSeries of type x=DateTime, y=Double
var dataSeries0 = new XyDataSeries <DateTime, double>();
var dataSeries1 = new OhlcDataSeries <DateTime, double>();
var dataSeries2 = new XyDataSeries <DateTime, double>();
var dataSeries3 = new XyDataSeries <DateTime, double>();
var dataSource = DataManager.Instance;
// Prices are in the format Time, Open, High, Low, Close (all IList)
var prices = dataSource.GetPriceData(Instrument.Indu.Value, TimeFrame.Daily);
// Append data to series.
dataSeries0.Append(prices.TimeData, dataSource.Offset(prices.LowData, -1000));
dataSeries1.Append(prices.TimeData, prices.OpenData, prices.HighData, prices.LowData, prices.CloseData);
dataSeries2.Append(prices.TimeData, dataSource.ComputeMovingAverage(prices.CloseData, 50));
dataSeries3.Append(prices.TimeData, prices.VolumeData.Select(x => (double)x));
// Assign data to RenderableSeries
mountainSeries.DataSeries = dataSeries0;
candlestickSeries.DataSeries = dataSeries1;
lineSeries.DataSeries = dataSeries2;
columnSeries.DataSeries = dataSeries3;
sciChart.ZoomExtents();
}
}
public void ModifyAxisPropertiesLoaded(object sender, EventArgs e)
{
using (sciChart.SuspendUpdates())
{
// Add a data series
var dataSeries0 = new XyDataSeries <DateTime, double>();
var dataSeries1 = new OhlcDataSeries <DateTime, double>();
var dataSeries2 = new XyDataSeries <DateTime, double>();
var dataSource = DataManager.Instance;
// Prices are in the format Time, Open, High, Low, Close (all IList)
var prices = dataSource.GetPriceData(Instrument.Indu.Value, TimeFrame.Daily);
// Append data to series.
dataSeries0.Append(prices.TimeData, dataSource.Offset(prices.LowData, -1000));
dataSeries1.Append(prices.TimeData, prices.OpenData, prices.HighData, prices.LowData, prices.CloseData);
dataSeries2.Append(prices.TimeData, dataSource.ComputeMovingAverage(prices.CloseData, 50));
columnSeries.DataSeries = dataSeries0;
ohlcSeries.DataSeries = dataSeries1;
lineSeries.DataSeries = dataSeries2;
sciChart.ZoomExtents();
}
}
private void CandlesticksWithLines_Loaded(object sender, RoutedEventArgs e)
{
// Create multiple DataSeries to store OHLC candlestick data, and Xy moving average data
var dataSeries0 = new OhlcDataSeries <DateTime, double>();
var dataSeries1 = new XyDataSeries <DateTime, double>();
var dataSeries2 = new XyDataSeries <DateTime, double>();
var dataSeries3 = new XyDataSeries <DateTime, double>();
// Prices are in the format Time, Open, High, Low, Close (all IList)
var prices = DataManager.Instance.GetPriceData(Instrument.Indu.Value, TimeFrame.Daily);
// Append data to series.
// First series is rendered as a Candlestick Chart so we append OHLC data
dataSeries0.Append(prices.TimeData, prices.OpenData, prices.HighData, prices.LowData, prices.CloseData);
// Subsequent series append moving average of the close prices
dataSeries1.Append(prices.TimeData, DataManager.Instance.ComputeMovingAverage(prices.CloseData, 100));
dataSeries2.Append(prices.TimeData, DataManager.Instance.ComputeMovingAverage(prices.CloseData, 50));
dataSeries3.Append(prices.TimeData, DataManager.Instance.ComputeMovingAverage(prices.CloseData, 20));
sciChart.RenderableSeries[0].DataSeries = dataSeries0;
sciChart.RenderableSeries[1].DataSeries = dataSeries1;
sciChart.RenderableSeries[2].DataSeries = dataSeries2;
sciChart.RenderableSeries[3].DataSeries = dataSeries3;
sciChart.ZoomExtents();
}
public PricePaneModel(PriceSeries prices) : base(PRICES, "$%.4f", true)
{
var stockPrices = new OhlcDataSeries <DateTime, double> {
SeriesName = "EUR/USD"
};
stockPrices.Append(prices.TimeData, prices.OpenData, prices.HighData, prices.LowData, prices.CloseData);
AddRenderableSeries(new SCIFastCandlestickRenderableSeries
{
DataSeries = stockPrices,
YAxisId = PRICES,
StrokeUpStyle = new SCISolidPenStyle(0xff52cc54, 1f),
FillUpBrushStyle = new SCISolidBrushStyle(0xa052cc54),
StrokeDownStyle = new SCISolidPenStyle(0xffe26565, 1f),
FillDownBrushStyle = new SCISolidBrushStyle(0xd0e26565)
});
var maLow = new XyDataSeries <DateTime, double> {
SeriesName = "Low Line"
};
maLow.Append(prices.TimeData, prices.CloseData.MovingAverage(50));
AddRenderableSeries(new SCIFastLineRenderableSeries {
DataSeries = maLow, StrokeStyle = new SCISolidPenStyle(0xFFFF3333, 1f), YAxisId = PRICES
});
var maHigh = new XyDataSeries <DateTime, double> {
SeriesName = "High Line"
};
maHigh.Append(prices.TimeData, prices.CloseData.MovingAverage(200));
AddRenderableSeries(new SCIFastLineRenderableSeries {
DataSeries = maHigh, StrokeStyle = new SCISolidPenStyle(0xFF33DD33, 1f), YAxisId = PRICES
});
var priceMarker = new SCIAxisMarkerAnnotation
{
Position = stockPrices.YValues.ValueAt(stockPrices.Count - 1).ToComparable(),
Style = { BackgroundColor = 0xFFFF3333.ToColor() },
YAxisId = PRICES
};
var maLowMarker = new SCIAxisMarkerAnnotation
{
Position = maLow.YValues.ValueAt(maLow.Count - 1).ToComparable(),
Style = { BackgroundColor = 0xFFFF3333.ToColor() },
YAxisId = PRICES
};
var maHighMarker = new SCIAxisMarkerAnnotation
{
Position = maHigh.YValues.ValueAt(maHigh.Count - 1).ToComparable(),
Style = { BackgroundColor = 0xFF33DD33.ToColor() },
YAxisId = PRICES
};
Annotations.Add(priceMarker);
Annotations.Add(maLowMarker);
Annotations.Add(maHighMarker);
}
protected override void InitExample()
{
var data = DataManager.Instance.GetPriceDataIndu();
var dataSeries = new OhlcDataSeries <DateTime, double>();
dataSeries.Append(data.TimeData, data.OpenData, data.HighData, data.LowData, data.CloseData);
var xAxis = new CategoryDateAxis(Activity);
var yAxis = new NumericAxis(Activity)
{
GrowBy = new DoubleRange(0, 0.1)
};
var rs = new FastCandlestickRenderableSeries
{
DataSeries = dataSeries,
StrokeUpStyle = new PenStyle.Builder(Activity).WithColor(Color.Green).Build(),
StrokeDownStyle = new PenStyle.Builder(Activity).WithColor(Color.Red).Build(),
FillUpBrushStyle = new SolidBrushStyle(Color.Green),
FillDownBrushStyle = new SolidBrushStyle(Color.Red)
};
Surface.XAxes.Add(xAxis);
Surface.YAxes.Add(yAxis);
Surface.RenderableSeries.Add(rs);
Surface.ChartModifiers = new ChartModifierCollection()
{
new ZoomPanModifier(),
new PinchZoomModifier(),
new ZoomExtentsModifier(),
};
}
public void SetSecurity(string board, string seccode)
{
if (Seccode == seccode)
{
return;
}
TickDataHandler.UnsubscribeFromTicksEvent(TicksToCandles);
TXmlConnector.SendNewCandles -= ProcessCandles;
OhlcDataSeries.Clear();
XyDataSeries.Clear();
StockChartAnnotations = new AnnotationCollection();
Board = board;
Seccode = seccode;
_lastCandle = null;
Task.Run(() => GetHistory());
BubbleSeries.Clear();
GetBubbleData();
var volumes = TickDataHandler.AddChartSubscription(Board, Seccode, TicksToCandles);
HorizontalVolumesBuy = volumes[0];
HorizontalVolumesSell = volumes[1];
UpdateWindowInstrument();
DragStep = Application.Current.Dispatcher
.Invoke(() => MainWindowViewModel.SecVm._secList
.First(s => s.Board == Board && s.Seccode == Seccode).Minstep);
GetOrders();
}
//time\tprice\tvolume\tbidorask
public HistogramBarDemoProjectViewModel()
{
_random = new FasterRandom();
_timerNewDataUpdate = new Timer(1);
_timerNewDataUpdate.AutoReset = true;
_timerNewDataUpdate.Elapsed += OnNewData;
_viewportManager = new HistogramBarViewportManager();
_dataSeries0 = new OhlcDataSeries <DateTime, double>();
_dataSeries1 = new OhlcDataSeries <DateTime, double>();
_filterDataSeries = new XyDataSeries <DateTime, double>();
_movingAverage = new MovingAverage(5);
YAutoRange = true;
AlowToChangeVisibleRangeToMax = true;
HorizontalBarSpacing = 5;
HistogramBarMode = HistogramMode.MarketProfile;
MaxHistoBarCandles = 40;
TickSize = 0.5;
LoadRandomData(30, 250);
_viewportManager.ZoomExtents();
}
public HitTestDatapoints()
{
InitializeComponent();
// Append some data
var series0 = new XyDataSeries <double, double> {
SeriesName = "Line Series"
};
series0.Append(new double[] { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9 }, new double[] { 0, 0.1, 0.3, 0.5, 0.4, 0.35, 0.3, 0.25, 0.2, 0.1 });
renderableLineSeries.DataSeries = series0;
var series1 = new XyDataSeries <double, double> {
SeriesName = "Column Series"
};
series1.Append(series0.XValues, series0.YValues.Select(x => x * 0.7));
renderableColumnSeries.DataSeries = series1;
var series2 = new OhlcDataSeries <double, double> {
SeriesName = "Candlestick Series"
};
series2.Append(series0.XValues, series0.YValues.Select(x => x + 0.5), series0.YValues.Select(x => x + 1.0), series0.YValues.Select(x => x + 0.3), series0.YValues.Select(x => x + 0.7));
renderableCandlestickSeries.DataSeries = series2;
}
private void UpdatePriceChart(PriceSeries priceData)
{
// Create a new series and append Open, High, Low, Close data
_ohlcDataSeries = new OhlcDataSeries <DateTime, double>();
_ohlcDataSeries.Append(priceData.TimeData, priceData.OpenData, priceData.HighData, priceData.LowData, priceData.CloseData);
PriceData = (IOhlcDataSeries <DateTime, double>)(UseDiscontinuousDateTimeAxis ? new DiscontinuousAxisFilter <double>(_ohlcDataSeries, Calendar).FilteredDataSeries : _ohlcDataSeries);
PriceData.SeriesName = priceData.Symbol;
var xyDataSeries = new XyDataSeries <DateTime, double>();
xyDataSeries.Append(priceData.TimeData, priceData.CloseData);
var discontinuousSeries = new DiscontinuousAxisFilter <double>(xyDataSeries, Calendar).FilteredDataSeries as IDataSeries <DateTime, double>;
// Create a series for the 200 period SMA which will be plotted as a line chart
Sma200Series = UseDiscontinuousDateTimeAxis ? (IXyDataSeries <DateTime, double>) new MovingAverageFilter <DateTime>(discontinuousSeries, 200).FilteredDataSeries :
(IXyDataSeries <DateTime, double>) new MovingAverageFilter <DateTime>(xyDataSeries, 200).FilteredDataSeries;
Sma200Series.SeriesName = "200 SMA";
// Create a series for the 50 period SMA which will be plotted as a line chart
Sma50Series = UseDiscontinuousDateTimeAxis ? (IXyDataSeries <DateTime, double>) new MovingAverageFilter <DateTime>(discontinuousSeries, 50).FilteredDataSeries :
(IXyDataSeries <DateTime, double>) new MovingAverageFilter <DateTime>(xyDataSeries, 50).FilteredDataSeries;
Sma50Series.SeriesName = "50 SMA";
// Update the chart type and timeframe with current settings
UpdateChartType(_chartType);
}
private void LoadBricks(Symbol symbol)
{
var ticks = GetTicks(symbol);
var decimals = (symbol == Symbol.USDJPY) ? Decimals.Three : Decimals.Five;
var feed = new RenkoFeed(3.2, decimals);
foreach (var tick in ticks)
{
feed.HandleTick(tick);
}
var dataSeries = new OhlcDataSeries <DateTime, double>();
foreach (var brick in feed)
{
if (brick.Trend == Trend.Rising)
{
dataSeries.Append(brick.OpenOn, brick.OpenRate,
brick.CloseRate, brick.OpenRate, brick.CloseRate);
}
else
{
dataSeries.Append(brick.OpenOn, brick.OpenRate,
brick.OpenRate, brick.CloseRate, brick.CloseRate);
}
}
chart.RenderableSeries[0].DataSeries = dataSeries;
chart.ZoomExtents();
}
private void ProcessCandles(string data)
{
List <Candle> list;
Candles candles;
using (var reader = new StringReader(data))
{
list = new List <Candle>();
var candleSerializer = new XmlSerializer(typeof(Candles));
candles =
(Candles)
candleSerializer.Deserialize(reader);
reader.Close();
}
//check if seccode matches
if (candles.Seccode != Seccode)
{
return;
}
list = candles.Candle.Where(
item =>
item.TradeTime.Date >= DateTime.Today).ToList();
if (list.Count == 0)
{
return;
}
OhlcDataSeries.Append(GetDateTime(list), GetValues(list));
TXmlConnector.SendNewCandles -= ProcessCandles;
}
private IOhlcDataSeries GetPriceDataSeries()
{
var stockPrices = new OhlcDataSeries <DateTime, double>();
var prices = DataManager.Instance.GetPriceData(Instrument.Indu.Value, TimeFrame.Daily);
stockPrices.Append(prices.TimeData, prices.OpenData, prices.HighData, prices.LowData, prices.CloseData);
return(stockPrices);
}
public static void SetChartViewModelPriceData(IList <Candle> candles, ChartViewModel cvm)
{
var priceDataSeries = new OhlcDataSeries <DateTime, double>();
var xvalues = new List <DateTime>();
var openValues = new List <double>();
var highValues = new List <double>();
var lowValues = new List <double>();
var closeValues = new List <double>();
var atr = new AverageTrueRange();
for (var i = 0; i < candles.Count; i++)
{
var time = new DateTime(candles[i].CloseTimeTicks, DateTimeKind.Utc).ToLocalTime();
xvalues.Add(time);
openValues.Add((double)candles[i].OpenBid);
highValues.Add((double)candles[i].HighBid);
lowValues.Add((double)candles[i].LowBid);
closeValues.Add((double)candles[i].CloseBid);
}
priceDataSeries.Append(xvalues, openValues, highValues, lowValues, closeValues);
priceDataSeries.SeriesName = "Price";
var pricePaneVm = cvm.ChartPaneViewModels.Count > 0 ? cvm.ChartPaneViewModels[0] : null;
var atrPaneVm = cvm.ChartPaneViewModels.Count > 1 ? cvm.ChartPaneViewModels[1] : null;
if (pricePaneVm == null)
{
pricePaneVm = new ChartPaneViewModel(cvm, cvm.ViewportManager)
{
IsFirstChartPane = true,
IsLastChartPane = false
};
var series = new FastCandlestickRenderableSeries {
AntiAliasing = false
};
series.SetValue(FilteringLegendModifier.IncludeSeriesProperty, false);
series.SeriesColor = Colors.DarkBlue;
pricePaneVm.ChartSeriesViewModels.Add(new ChartSeriesViewModel(priceDataSeries, series));
cvm.ChartPaneViewModels.Add(pricePaneVm);
}
else
{
pricePaneVm.ChartSeriesViewModels.Clear();
var renderableSeries = new FastCandlestickRenderableSeries {
AntiAliasing = false
};
renderableSeries.SetValue(FilteringLegendModifier.IncludeSeriesProperty, false);
pricePaneVm.ChartSeriesViewModels.Add(new ChartSeriesViewModel(priceDataSeries, renderableSeries));
}
}
void InteractionWithAnnotationsLoaded(object sender, RoutedEventArgs e)
{
var series = new OhlcDataSeries <DateTime, double>();
var marketDataService = new MarketDataService(DateTime.Now, 5, 5);
var data = marketDataService.GetHistoricalData(200);
series.Append(data.Select(x => x.DateTime), data.Select(x => x.Open), data.Select(x => x.High), data.Select(x => x.Low), data.Select(x => x.Close));
sciChart.RenderableSeries[0].DataSeries = series;
}
private void SetupRenderableSeries()
{
var dataManager = DataManager.Instance;
var priceBars = dataManager.GetPriceDataIndu();
var mountainDataSeries = new XyDataSeries <double, double> {
SeriesName = "Mountain Series"
};
var lineDataSeries = new XyDataSeries <double, double> {
SeriesName = "Line Series"
};
var columnDataSeries = new XyDataSeries <double, long> {
SeriesName = "Column Series"
};
var candlestickDataSeries = new OhlcDataSeries <double, double> {
SeriesName = "Candlestick Series"
};
var xValues = Enumerable.Range(0, priceBars.Count).Select(x => (double)x).ToArray();
mountainDataSeries.Append(xValues, priceBars.LowData.Select(x => x - 1000d));
lineDataSeries.Append(xValues, dataManager.ComputeMovingAverage(priceBars.CloseData, 50));
columnDataSeries.Append(xValues, priceBars.VolumeData);
candlestickDataSeries.Append(xValues, priceBars.OpenData, priceBars.HighData, priceBars.LowData, priceBars.CloseData);
var mountainRenderableSeries = new SCIFastMountainRenderableSeries {
DataSeries = mountainDataSeries, YAxisId = "PrimaryAxisId"
};
var lineRenderableSeries = new SCIFastLineRenderableSeries {
DataSeries = lineDataSeries, YAxisId = "PrimaryAxisId"
};
var columnRenderableSeries = new SCIFastColumnRenderableSeries {
DataSeries = columnDataSeries, YAxisId = "SecondaryAxisId"
};
var candlestickRenderableSeries = new SCIFastCandlestickRenderableSeries {
DataSeries = candlestickDataSeries, YAxisId = "PrimaryAxisId"
};
using (Surface.SuspendUpdates())
{
Surface.RenderableSeries.Add(mountainRenderableSeries);
Surface.RenderableSeries.Add(lineRenderableSeries);
Surface.RenderableSeries.Add(columnRenderableSeries);
Surface.RenderableSeries.Add(candlestickRenderableSeries);
Surface.ChartModifiers = new SCIChartModifierCollection
{
new SCILegendModifier {
ShowCheckBoxes = false
},
new SCICursorModifier(),
new SCIZoomExtentsModifier()
};
}
}
public PricePaneModel(Context context, PriceSeries prices) : base(context, PRICES, "$0.0000", true)
{
var stockPrices = new OhlcDataSeries <DateTime, double> {
SeriesName = "EUR/USD"
};
stockPrices.Append(prices.TimeData, prices.OpenData, prices.HighData, prices.LowData, prices.CloseData);
AddRenderableSeries(new FastCandlestickRenderableSeries {
DataSeries = stockPrices, YAxisId = PRICES
});
var maLow = new XyDataSeries <DateTime, double> {
SeriesName = "Low Line"
};
maLow.Append(prices.TimeData, prices.CloseData.MovingAverage(50));
AddRenderableSeries(new FastLineRenderableSeries {
DataSeries = maLow, StrokeStyle = new SolidPenStyle(0xFFFF3333, 1f.ToDip(context)), YAxisId = PRICES
});
var maHigh = new XyDataSeries <DateTime, double> {
SeriesName = "High Line"
};
maHigh.Append(prices.TimeData, prices.CloseData.MovingAverage(200));
AddRenderableSeries(new FastLineRenderableSeries {
DataSeries = maHigh, StrokeStyle = new SolidPenStyle(0xFF33DD33, 1f.ToDip(context)), YAxisId = PRICES
});
var priceMarker = new AxisMarkerAnnotation(context)
{
Y1 = (Java.Lang.IComparable)stockPrices.YValues.Get(stockPrices.Count - 1), YAxisId = PRICES
};
priceMarker.SetBackgroundColor(0xFFFF3333.ToColor());
var maLowMarker = new AxisMarkerAnnotation(context)
{
Y1 = (Java.Lang.IComparable)maLow.YValues.Get(maLow.Count - 1), YAxisId = PRICES
};
maLowMarker.SetBackgroundColor(0xFFFF3333.ToColor());
var maHighMarker = new AxisMarkerAnnotation(context)
{
Y1 = (Java.Lang.IComparable)maHigh.YValues.Get(maHigh.Count - 1), YAxisId = PRICES
};
maHighMarker.SetBackgroundColor(0xFF33DD33.ToColor());
Annotations.Add(priceMarker);
Annotations.Add(maLowMarker);
Annotations.Add(maHighMarker);
}
private void ReloadChartSeries()
{
ohlcSeries = new OhlcDataSeries <DateTime, double>()
{
SeriesName = "Candles", FifoCapacity = 10000
};
dataSeries = new XyDataSeries <DateTime, double> {
SeriesName = "Momentum Indicator", FifoCapacity = 10000
};
CandleSeries.DataSeries = ohlcSeries;
LineSeries.DataSeries = dataSeries;
}
private static IOhlcDataSeries <double, double> GetOhlcDataSeries(IEnumerable <double> data)
{
var dataSeries = new OhlcDataSeries <double, double>();
dataSeries.Append(data,
data.Select(x => x + 2.4),
data.Select(x => x + 4.9),
data.Select(x => x - 5.3),
data.Select(x => x - 2.7));
return(dataSeries);
}
void CreateAnnotationsDynamicallyLoaded(object sender, RoutedEventArgs e)
{
var dataSeries = new OhlcDataSeries <DateTime, double>();
var marketDataService = new MarketDataService(DateTime.Now, 5, 5);
var data = marketDataService.GetHistoricalData(200);
dataSeries.Append(data.Select(x => x.DateTime), data.Select(x => x.Open), data.Select(x => x.High), data.Select(x => x.Low), data.Select(x => x.Close));
sciChart.RenderableSeries[0].DataSeries = dataSeries;
pointerButton.IsChecked = true;
AnnotationTypes.ItemsSource = _annotationTypes.Keys;
}
private void ReloadChartSeries()
{
ohlcSeries = new OhlcDataSeries <DateTime, double>()
{
SeriesName = "Candles", FifoCapacity = 10000
};
//easeSeries = new XyDataSeries<DateTime, decimal>() { SeriesName = "Ease of movement", FifoCapacity = 10000 };
dataSeries = new XyDataSeries <DateTime, double> {
SeriesName = "Chaikin Oscellator", FifoCapacity = 10000
};
CandleSeries.DataSeries = ohlcSeries;
LineSeries.DataSeries = dataSeries;
//LineSeries.DataContext = dataSeries;
}
private void ReloadChartSeries()
{
cand = new OhlcDataSeries <DateTime, double>()
{
SeriesName = "Candles", FifoCapacity = 10000
};
sar = new XyDataSeries <DateTime, double>()
{
SeriesName = "Sar", FifoCapacity = 10000
};
CandleChart.DataSeries = cand;
SarChart.DataSeries = sar;
}
private void ReloadChartSeries()
{
ohlcSeries = new OhlcDataSeries <DateTime, double>()
{
SeriesName = "Candles", FifoCapacity = 10000
};
sarSeries = new XyDataSeries <DateTime, double>()
{
SeriesName = "Sar", FifoCapacity = 10000
};
CandleSeries.DataSeries = ohlcSeries;
SarSeries.DataSeries = sarSeries;
}
public PricePaneViewModel(CreateMultiPaneStockChartsViewModel parentViewModel, PriceSeries prices)
: base(parentViewModel)
{
// We can add Series via the SeriesSource API, where SciStockChart or SciChartSurface bind to IEnumerable<IChartSeriesViewModel>
// Alternatively, you can delcare your RenderableSeries in the SciStockChart and just bind to DataSeries
// A third method (which we don't have an example for yet, but you can try out) is to create an Attached Behaviour to transform a collection of IDataSeries into IRenderableSeries
// Add the main OHLC chart
var stockPrices = new OhlcDataSeries <DateTime, double>()
{
SeriesName = "OHLC"
};
stockPrices.Append(prices.TimeData, prices.OpenData, prices.HighData, prices.LowData, prices.CloseData);
ChartSeriesViewModels.Add(new CandlestickRenderableSeriesViewModel
{
DataSeries = stockPrices,
AntiAliasing = false,
});
// Add a moving average
var maLow = new XyDataSeries <DateTime, double>()
{
SeriesName = "Low Line"
};
maLow.Append(prices.TimeData, prices.CloseData.MovingAverage(50));
ChartSeriesViewModels.Add(new LineRenderableSeriesViewModel
{
DataSeries = maLow,
StyleKey = "LowLineStyle",
});
// Add a moving average
var maHigh = new XyDataSeries <DateTime, double>()
{
SeriesName = "High Line"
};
maHigh.Append(prices.TimeData, prices.CloseData.MovingAverage(200));
ChartSeriesViewModels.Add(new LineRenderableSeriesViewModel
{
DataSeries = maHigh,
StyleKey = "HighLineStyle",
});
YAxisTextFormatting = "$0.0000";
}
private void OnLoaded_SciChartSurface(object sender, RoutedEventArgs e)
{
// Create multiple DataSeries to store OHLC candlestick data, and Xy moving average data
var dataSeries0 = new OhlcDataSeries <DateTime, double>()
{
SeriesName = "Candles"
};
var dataSeries1 = new XyDataSeries <DateTime, double>()
{
SeriesName = "Red"
};
var dataSeries2 = new XyDataSeries <DateTime, double>()
{
SeriesName = "Blue"
};
var dataSeries3 = new XyDataSeries <DateTime, double>()
{
SeriesName = "Yellow"
};
// Prices are in the format Time, Open, High, Low, Close (all IList)
var prices = DataManager.Instance.GetPriceData(Instrument.Indu.Value, TimeFrame.Daily);
// Append data to series.
// First series is rendered as a Candlestick Chart so we append OHLC data
dataSeries0.Append(prices.TimeData, prices.OpenData, prices.HighData, prices.LowData, prices.CloseData);
// Subsequent series append moving average of the close prices
dataSeries1.Append(prices.TimeData, DataManager.Instance.ComputeMovingAverage(prices.CloseData, 100));
dataSeries2.Append(prices.TimeData, DataManager.Instance.ComputeMovingAverage(prices.CloseData, 50));
dataSeries3.Append(prices.TimeData, DataManager.Instance.ComputeMovingAverage(prices.CloseData, 20));
sciChart.RenderableSeries[0].DataSeries = dataSeries0;
sciChart.RenderableSeries[1].DataSeries = dataSeries1;
sciChart.RenderableSeries[2].DataSeries = dataSeries2;
sciChart.RenderableSeries[3].DataSeries = dataSeries3;
boxAnnotation.X1 = new DateTime(2011, 7, 21, 17, 2, 39);
boxAnnotation.X2 = new DateTime(2011, 3, 16, 6, 44, 18);
buyTxtAnnot.X1 = new DateTime(2011, 3, 14, 0, 24, 11);
buyTxtAnnot.X2 = buyTxtAnnot.X1;
sellTxtAnnot.X1 = new DateTime(2011, 7, 15, 21, 19, 28);
sellTxtAnnot.X2 = sellTxtAnnot.X1;
sciChart.ZoomExtents();
}
private void ReloadChartSeries()
{
ohlcSeries = new OhlcDataSeries <DateTime, double>()
{
SeriesName = "Candles", FifoCapacity = 100
};
macdDataSeries = new XyyDataSeries <DateTime, double>()
{
SeriesName = "MACD"
};
dataSeries = new XyDataSeries <DateTime, double> {
SeriesName = "Histogram", FifoCapacity = 100
};
CandleSeries.DataSeries = ohlcSeries;
MACD2.DataSeries = macdDataSeries;
Histo.DataSeries = dataSeries;
}
protected override void InitExample()
{
var priceSeries = DataManager.Instance.GetPriceDataIndu();
var dataSeries = new OhlcDataSeries <DateTime, double>();
dataSeries.Append(priceSeries.TimeData, priceSeries.OpenData, priceSeries.HighData, priceSeries.LowData, priceSeries.CloseData);
var size = priceSeries.Count;
var xAxis = new CategoryDateAxis(Activity)
{
VisibleRange = new DoubleRange(size - 30, size), GrowBy = new DoubleRange(0, 0.1)
};
var yAxis = new NumericAxis(Activity)
{
GrowBy = new DoubleRange(0, 0.1), AutoRange = AutoRange.Always
};
var rSeries = new FastCandlestickRenderableSeries
{
DataSeries = dataSeries,
StrokeUpStyle = new SolidPenStyle(0xFF00AA00, 1.ToDip(Activity)),
StrokeDownStyle = new SolidPenStyle(0xFFFF0000, 1.ToDip(Activity)),
FillUpBrushStyle = new SolidBrushStyle(0x8800AA00),
FillDownBrushStyle = new SolidBrushStyle(0x88FF0000)
};
using (Surface.SuspendUpdates())
{
Surface.XAxes.Add(xAxis);
Surface.YAxes.Add(yAxis);
Surface.RenderableSeries.Add(rSeries);
Surface.ChartModifiers = new ChartModifierCollection
{
new ZoomPanModifier(),
new PinchZoomModifier(),
new ZoomExtentsModifier(),
};
new WaveAnimatorBuilder(rSeries)
{
Interpolator = new DecelerateInterpolator(), Duration = 3000, StartDelay = 350
}.Start();
}
}
private void CreateSciTradeChartLoaded(object sender, RoutedEventArgs e)
{
var dataSeries = new OhlcDataSeries <DateTime, double>()
{
// Note: SeriesName is needed to display the legend correctly.
SeriesName = "Price Data"
};
// Append price data
var prices = DataManager.Instance.GetPriceData(Instrument.Indu.Value, TimeFrame.Daily);
dataSeries.Append(prices.TimeData, prices.OpenData, prices.HighData, prices.LowData, prices.CloseData);
// Set BarTimeFrame = 3600 seconds (time of one bar in the input data)
StockChart.BarTimeFrame = TimeSpan.FromHours(1).TotalSeconds;
StockChart.RenderableSeries[0].DataSeries = dataSeries;
}
public ChartViewModel()
{
this.SetDefaults();
if (IsInDesignMode)
{
// Code runs in Blend --> create design time data.
_marketDataService = new MarketDataService(new DateTime(2015, 08, 11), 1, 5000);
}
else
{
// Code runs "for real"
_marketDataService = new MarketDataService(new DateTime(2015, 08, 11), 1, 1000);
}
var ds0 = new OhlcDataSeries<DateTime, double>();
_seriesViewModels.Add(new ChartSeriesViewModel(ds0, new FastOhlcRenderableSeries() { Name = "Series1", XAxisId = "dateTimeXAxis", YAxisId = "Y1" }));
// Append 500 historical bars to data series
var prices = _marketDataService.GetHistoricalData(500);
ds0.Append(
prices.Select(x => x.DateTime),
prices.Select(x => x.Open),
prices.Select(x => x.High),
prices.Select(x => x.Low),
prices.Select(x => x.Close));
//Create price/volume distribution
double minPrice = prices.Select(x => x.Low).Min();
double maxPrice = prices.Select(x => x.High).Max();
int numBins = 5;
double interval = (maxPrice - minPrice) / numBins;
var bins = new Tuple<double, double>[numBins];
double binLower = minPrice;
for (int i = 0; i < numBins; i++)
{
bins[i] = new Tuple<double, double>(binLower, binLower + interval);
binLower += interval;
}
var dsVolByPrice = new XyDataSeries<double, double>();
_seriesViewModels.Add(new ChartSeriesViewModel(dsVolByPrice, new FastColumnRenderableSeries() { Name = "PriceByVol", XAxisId = "verticalXAxis", YAxisId = "Y2" }));
var dblVolume = new List<double>();
for (int i = 0; i < numBins; i++) dblVolume.Add(10 - i);
dsVolByPrice.Append(bins.Select(x => x.Item1), dblVolume);
_marketDataService.SubscribePriceUpdate(OnNewPrice);
_xVisibleRange = new IndexRange(0, 1000);
SelectedChartType = ChartType.FastOhlc;
//this.DeleteCommand = new RelayCommand(DeleteCommandExecuted);
}
