public AzioneSelezioneDestra(Quantum quantum, Casella casellaPartenza)
{
this.casellaPartenza = casellaPartenza;
this.quantum = quantum;
naveUsata = casellaPartenza.Occupante;
GuiManager gui = quantum.getGUI();
gui.Tabellone.ResetSelezioneMouse();
gui.Tabellone.MostraSelezione = false;
// HACK: gestire in maniera sensata e più agile il posizionamento dei Widget
// (magari con un costruttore nuovo a cui si passa invece di solo un punto qualche informazione in più per posizionarsi?)
// P.S: se ne è occupato Mirco! Ci metterà mano lui
Vector2 pos1 = gui.Tabellone.Tile2Pixel(this.casellaPartenza);
Vector2 pos2 = pos1;
var lato = gui.Tabellone.LatoCasella;
pos1 -= new Vector2(20 - lato / 2, 15);
pos2 += new Vector2(20 + lato / 2, -15);
bool puòRiconfig = !naveUsata.Riconfigurata;
bool puòUsareSpecial = !naveUsata.SpecialUsata && checkSpecial(naveUsata);
Riconfig = new Widget(pos1, doveDisegnoWidget.sinistra, widget.Riconfigura, puòRiconfig);
Special = new Widget(pos2, doveDisegnoWidget.destra, widget.UsaSpecial, puòUsareSpecial);
Riconfig.Click += riconfigura;
Special.Click += usaSpecial;
gui.Iscrivi(Riconfig);
gui.Iscrivi(Special);
}
public AzioneMovimento(Quantum quantum, Casella casellaPartenza, bool puòAttaccare = true)
{
this.casellaPartenza = casellaPartenza;
naveMossa = casellaPartenza.Occupante;
this.quantum = quantum;
this.puòAttaccare = puòAttaccare;
// Faccio partire il pathfinder
pathFinder = new PathFinder();
pathFinder.Start(this.casellaPartenza, naveMossa.MuoveInDiagonale);
// Illumino le caselle raggiungibili
int[] caselleRaggiungibili =
Tile.Tiles(t =>
{
Casella casella = t as Casella;
int d = pathFinder.DistanzaCasella(t);
return (d <= naveMossa.Pwr && d > 0 && (puòAttaccare || (casella != null && casella.Occupante == null) ));
}
).Select(t => t.ID).ToArray();
quantum.getGUI().Tabellone.ResetSelezioneMouse();
quantum.getGUI().Tabellone.IlluminaCaselle(caselleRaggiungibili);
}
public HistoricPriceEngine(FXSession session)
{
_mktData = new Quantum();
_completeCounter = 0;
complete = false;
mHandler = HistoricDataReceived;
this.session = session;
}
public HistoricPriceEngine(FXSession session)
{
_mktData = new Quantum();
_completeCounter = 0;
complete = false;
mHandler = HistoricDataReceived;
this.session = session;
}
public SwarmSize(int maxDimensions)
{
max = new double[maxDimensions];
maxInit = new double[maxDimensions];
min = new double[maxDimensions];
minInit = new double[maxDimensions];
q=new Quantum(maxDimensions);
}
// Costruttore PRIVATO semplificato (le caselle disponibili sono quelle intorno ad un pianeta colonizzato)
private AzionePiazzaNave(Quantum quantum, Nave nave)
: this(quantum, nave, Tile.Tiles(tile =>
{
Casella casella = tile as Casella;
return
casella?.PianetaPiùVicino(compreseDiagonali: true)?.PresenzaAlleata(nave) == true
&& casella.Occupante == null;
}).Select(t => (Casella)t).ToArray())
{
}
public Surface2D(Quantum width, Quantum height, Color bgColor)
{
_bgColor = bgColor;
Width = width.Value;
Height = height.Value;
hBitMap = (Width > 0 && Height > 0)
? new Bitmap(Width, Height,
PixelFormat.Format24bppRgb)
: null;
}
public static void TestMA(string filename, int length, params AbstractIndicator[] ind)
{
Quantum q = Quantum.ExcelToQuantum(filename, "symbol", 0);
var dz = new DenseMatrix(4 + ind.Count(), q.Data.Count);
List <string> names = new List <string>();
names.Add("symbol");
foreach (var indicator in ind)
{
names.Add(indicator.toString());
}
//chartoptions
ChartOption[] chartOptions = new ChartOption[names.Count];
chartOptions[0] = new ChartOption()
{
Height = 500, YPosition = 0
};
for (int i = 1; i < chartOptions.Length; i++)
{
chartOptions[i] = new ChartOption()
{
Height = 0, YPosition = 0, Layover = true
}
}
;
int counter = 0;
foreach (Tick tick in q)
{
dz[0, counter] = tick.BidOpen;
dz[1, counter] = tick.BidHigh;
dz[2, counter] = tick.BidLow;
dz[3, counter] = tick.BidClose;
int icounter = 4;
foreach (var subind in ind)
{
subind.HandleNextTick(tick);
dz[icounter, counter] = subind[0];
icounter++;
}
counter++;
}
Visualize.GenerateMultiPaneGraph(names.ToArray(), q.Data.Keys.ToArray(), dz, QSConstants.DEFAULT_DATA_FILEPATH + @"results.html",
chartOptions);
Console.WriteLine("Done Generating Graph for " + ind.ToString());
}
void GenerateQuantums(int Quantity, ChemEObject StartPosition)
{
for (int i = 1; i <= Quantity; i++)
{
Quantum newQuantum = new Quantum {
Position = StartPosition
};
AllQuantums.Add(newQuantum);
StartPosition.Quantums.Add(newQuantum);
}
}
public void ShouldInitializeTheProperties()
{
var color = new MagickColor(Quantum.Max, (QuantumType)(Quantum.Max * 0.75), (QuantumType)(Quantum.Max * 0.5), (QuantumType)(Quantum.Max * 0.25));
var cmykColor = ColorCMYK.FromMagickColor(color);
Assert.InRange(Quantum.ScaleToDouble(cmykColor.C), 0.99, 1.0);
Assert.InRange(Quantum.ScaleToDouble(cmykColor.M), 0.74, 0.75);
Assert.InRange(Quantum.ScaleToDouble(cmykColor.Y), 0.49, 0.5);
Assert.InRange(Quantum.ScaleToDouble(cmykColor.K), 0.0, 0.01);
Assert.InRange(Quantum.ScaleToDouble(cmykColor.A), 0.24, 0.25);
}
/// <summary>
/// Azione per piazzare una nave dova clicca il giocatore
/// </summary>
public AzionePiazzaNave(Quantum quantum, Nave naveDaPiazzare, Casella[] caselleDisponibili)
{
// Piazzo una Nave in una casella arbitraria fra quelle dell'argomento
this.quantum = quantum;
this.caselleDisponibili = caselleDisponibili;
this.naveDaPiazzare = naveDaPiazzare;
quantum.getGUI().Tabellone.ResetSelezioneMouse();
if (!caselleDisponibili.Any())
{
Interfaccia.ConsoleMessaggi.NuovoMessaggio("Impossibile piazzare la nave!", Color.Salmon);
Cleanup();
}
}
public AzioneSpecialDestroyer(Quantum quantum, Casella casellaPartenza)
{
_partenza = casellaPartenza;
this.quantum = quantum;
_naveMossa = casellaPartenza.Occupante;
int[] disponibili =
Tile.Tiles(t => t.PresenzaAlleata(quantum.getGestoreDiGiocatori().getGiocatoreDiTurno())).Select(t => t.ID).ToArray();
quantum.getGUI().Tabellone.IlluminaCaselle(disponibili);
quantum.getGUI().Tabellone.ResetSelezioneMouse();
Interfaccia.ConsoleMessaggi.NuovoMessaggio("Scegli l'alleato con cui fare il warp:");
}
public AzioneSpecialFlagship(Quantum quantum, Casella casellaPartenza)
{
this.quantum = quantum;
this.casellaFlagship = casellaPartenza;
flagship = casellaPartenza.Occupante;
// Selezione caselle da illuminare
Func<Tile, bool> filtraAlleati = (t => t.EunaCasella && t.PresenzaAlleata(flagship));
int[] tiles = Tile.IdTiles(filtraAlleati);
int[] caselle = tiles.Where(t => { return casellaFlagship.Adiacente(t, true); }).ToArray();
quantum.getGUI().Tabellone.IlluminaCaselle(caselle);
fase = sceltaAlleato;
Interfaccia.ConsoleMessaggi.NuovoMessaggio("Clicca su un alleato adiacente");
}
public AzioneSpecialBattlestation(Quantum quantum, Casella posizioneIniziale)
{
this.quantum = quantum;
this.posizione = posizioneIniziale;
this.nave = posizione.Occupante;
var bersagli = Tile.Tiles(
(Tile t) =>
{
var c = t as Casella;
return c?.Adiacente(posizione, false) == true && c?.Occupante?.Alleato(quantum.getGestoreDiGiocatori().getGiocatoreDiTurno()) == false;
}).Select(c => c.ID).ToArray();
quantum.getGUI().Tabellone.IlluminaCaselle(bersagli);
quantum.getGUI().Tabellone.ResetSelezioneMouse();
ConsoleMessaggi.NuovoMessaggio("Scegli l'avversario da attaccare");
}
public AzioneSelezionePianeta(Quantum quantum, Pianeta pianeta)
{
this.quantum = quantum;
this.pianeta = pianeta;
GuiManager gui = quantum.getGUI();
Vector2 pos = gui.Tabellone.Tile2Pixel(pianeta);
pos += new Vector2(gui.Tabellone.LatoCasella / 2, - gui.Tabellone.LatoCasella / 3);
colonizza = new Widget(pos, doveDisegnoWidget.destra, widget.Colonizza, pianeta.Colonizzabile(quantum.getGestoreDiGiocatori().getGiocatoreDiTurno()));
colonizza.Click += Colonizza;
gui.Iscrivi(colonizza);
gui.Tabellone.ResetSelezioneMouse();
gui.Tabellone.MostraSelezione = false;
}
public void GetLongHistoricPrices(string symbol, string timeframe, int ticks)
{
_mktData = new Quantum();
Symbol = new Symbol(symbol);
session.AttachHandler(mHandler);
DateTime dateNow = DateTime.Now;
TimeSpan time = Timeframe.StringToTimeSpan(timeframe);
DateTime startDate = dateNow.AddMinutes(-ticks * Timeframe.TimeframeToMinutes(timeframe));
O2GRequestFactory factory = session.Session.getRequestFactory();
O2GTimeframeCollection timeframes = factory.Timeframes;
O2GTimeframe tfo = timeframes[timeframe];
int counter = ticks;
lock (locker)
{
while (counter > 0)
{
_completeCounter++;
int subticks = (counter >= QSConstants.MAX_FXCM_API_TICKS)
? QSConstants.MAX_FXCM_API_TICKS
: counter;
O2GRequest request = factory.createMarketDataSnapshotRequestInstrument(symbol, tfo, subticks);
factory.fillMarketDataSnapshotRequestTime(request, startDate,
startDate.AddMinutes(2*subticks*Timeframe.TimeframeToMinutes(timeframe)));
session.Session.sendRequest(request);
startDate = startDate.AddMinutes(subticks*Timeframe.TimeframeToMinutes(timeframe));
counter -= (counter >= QSConstants.MAX_FXCM_API_TICKS) ? QSConstants.MAX_FXCM_API_TICKS : counter;
}
}
int timeCounter = 0;
while (!Complete || timeCounter++ < 3000) //max timeout 30 seconds
{
Thread.Sleep(100);
}
}
public void GetLongHistoricPrices(string symbol, string timeframe, int ticks)
{
_mktData = new Quantum();
Symbol = new Symbol(symbol);
session.AttachHandler(mHandler);
DateTime dateNow = DateTime.Now;
TimeSpan time = Timeframe.StringToTimeSpan(timeframe);
DateTime startDate = dateNow.AddMinutes(-ticks * Timeframe.TimeframeToMinutes(timeframe));
O2GRequestFactory factory = session.Session.getRequestFactory();
O2GTimeframeCollection timeframes = factory.Timeframes;
O2GTimeframe tfo = timeframes[timeframe];
int counter = ticks;
lock (locker)
{
while (counter > 0)
{
_completeCounter++;
int subticks = (counter >= QSConstants.MAX_FXCM_API_TICKS)
? QSConstants.MAX_FXCM_API_TICKS
: counter;
O2GRequest request = factory.createMarketDataSnapshotRequestInstrument(symbol, tfo, subticks);
factory.fillMarketDataSnapshotRequestTime(request, startDate,
startDate.AddMinutes(2 * subticks * Timeframe.TimeframeToMinutes(timeframe)));
session.Session.sendRequest(request);
startDate = startDate.AddMinutes(subticks * Timeframe.TimeframeToMinutes(timeframe));
counter -= (counter >= QSConstants.MAX_FXCM_API_TICKS) ? QSConstants.MAX_FXCM_API_TICKS : counter;
}
}
int timeCounter = 0;
while (!Complete || timeCounter++ < 3000) //max timeout 30 seconds
{
Thread.Sleep(100);
}
}
public AzioneInizioPartitaOffLine(Quantum quantum)
{
//EDIT: faccio tutto nel costruttore, tanto è una botta e via questa
//REPLY: OK! Se il problema è che ti sta scomodo passare quantum, questa azione necessita
// solo di GestoreDiAzioni e GestoreDiGiocatori per funzionare (in termini di memoria sono solo due liste, molto ragionevole).
//Quindi si puo' costruirla come public AzioneInizioPartitaOffLine(GestoreDiAzioni a, GestoreDiGiocatori b).
//Probabilmente vale anche per le altre azioni, avevo messo quantum in via provvisoria
//EDIT2: serve anche la GUI a meno di non attivare i bottoni in qualche altro modo
quantum.getGestoreDiAzioni().IncodaAzione(new AzioneStampaAConsole("Partita iniziata!"));
foreach (Bottone b in quantum.getGUI().Bottoni)
{
b.Click += b.associatedEvent;
}
//probabilmente ha senso creare un'azione di inizio turno (che verrà usata anche dal bottone passa turno)
quantum.getGestoreDiGiocatori().getGiocatoreDiTurno().Init();
quantum.getGestoreDiAzioni().IncodaAzione(new AzioneSelezione(quantum));
Cleanup();
}
public static MarketDataEventArg ProcessMarketData(FXSession connection, O2GResponse response)
{
try
{
O2GResponseReaderFactory rrfactory = connection.Session.getResponseReaderFactory();
O2GMarketDataSnapshotResponseReader mReader = rrfactory.createMarketDataSnapshotReader(response);
var d = new SortedList <DateTime, Tick>(mReader.Count);
for (int i = 0; i < mReader.Count; i++)
{
// information like reader.getDate(i), reader.getBidOpen(i), reader.getBidHigh(i), reader.getBidLow(i), reader.getBidClose(i), reader.getVolume(i) is now available
//Console.WriteLine(i + ":" + mReader.getDate(i).ToString() + ":" + mReader.getBidOpen(i));
//create a quantum of ticks for the market data
var tick = new Tick(
mReader.getBid(i),
mReader.getBidOpen(i),
mReader.getBidHigh(i),
mReader.getBidLow(i),
mReader.getBidClose(i),
mReader.getAsk(i),
mReader.getAskOpen(i),
mReader.getAskHigh(i),
mReader.getAskLow(i),
mReader.getAskClose(i),
mReader.getVolume(i),
mReader.getDate(i));
d.Add(mReader.getDate(i), tick);
}
var q = new Quantum(d);
return(new MarketDataEventArg(q));
}
catch (Exception e)
{
Console.WriteLine(e.Message);
return(new MarketDataEventArg(new Quantum(new SortedList <DateTime, Tick>(300))));
}
}
public static MarketDataEventArg ProcessMarketData(FXSession connection, O2GResponse response)
{
try
{
O2GResponseReaderFactory rrfactory = connection.Session.getResponseReaderFactory();
O2GMarketDataSnapshotResponseReader mReader = rrfactory.createMarketDataSnapshotReader(response);
var d = new SortedList<DateTime, Tick>(mReader.Count);
for (int i = 0; i < mReader.Count; i++)
{
// information like reader.getDate(i), reader.getBidOpen(i), reader.getBidHigh(i), reader.getBidLow(i), reader.getBidClose(i), reader.getVolume(i) is now available
//Console.WriteLine(i + ":" + mReader.getDate(i).ToString() + ":" + mReader.getBidOpen(i));
//create a quantum of ticks for the market data
var tick = new Tick(
mReader.getBid(i),
mReader.getBidOpen(i),
mReader.getBidHigh(i),
mReader.getBidLow(i),
mReader.getBidClose(i),
mReader.getAsk(i),
mReader.getAskOpen(i),
mReader.getAskHigh(i),
mReader.getAskLow(i),
mReader.getAskClose(i),
mReader.getVolume(i),
mReader.getDate(i));
d.Add(mReader.getDate(i), tick);
}
var q = new Quantum(d);
return new MarketDataEventArg(q);
}
catch (Exception e)
{
Console.WriteLine(e.Message);
return new MarketDataEventArg(new Quantum(new SortedList<DateTime, Tick>(300)));
}
}
//float pos = 0f;
//Curve percorsoX;
//Curve percorsoY;
public Movimento(Quantum quantum, Nave naveMossa, Casella[] percorso)
{
// Avevo provato ad usare le curve, ma è un po' difficile (bisogna settare tutte le tangenti una per una)
// e forse, con il tabellone quadrato, non viene nemmeno bene
// però, con i percorsi dritti, viene un po' troppo squadrato
// qualche idea?
//percorsoX = new Curve();
//percorsoY = new Curve();
//float i = 0;
//float n = percorso.Length;
//foreach (var p in percorso)
//{
// percorsoX.Keys.Add(new CurveKey(i / n, p.X));
// percorsoY.Keys.Add(new CurveKey(i / n, p.X));
// i++;
//}
this.quantum = quantum;
this.naveMossa = naveMossa;
_percorso = percorso.Select(casella => quantum.getGUI().Tabellone.Tile2Pixel(casella)).ToArray();
lungh = percorso.Length;
}
private void setData(clsProceso P)
{
if (P != null)
{
txtOp.Text = P.Operacion;
txtNumero.Text = P.Numero.ToString();
txtTME.Text = P.TME.ToString();
txtTT.Text = (P.TME - P.TR).ToString();
txtTR.Text = (P.TR).ToString();
lblQuantum.Text = Quantum.ToString();
}
else
{
txtOp.Text = "";
txtNumero.Text = "";
txtTME.Text = "";
txtTT.Text = "";
txtTR.Text = "";
lblQuantum.Text = "";
}
dgActual.DataSource = SetListos(ProcesosListos);
dgConcluidos.DataSource = SetConcluidos(Concluidos);
DrawPages();
}
public AzioneSelezione(Quantum quantum)
{
this.quantum = quantum;
}
/// <summary>
/// Costruttore statico per piazzare navi dal cimitero
/// </summary>
public static Azione DaRiserva(Quantum quantum, Nave nave)
{
return new AzionePiazzaNave(quantum, nave) { obbligatoria = false, consumaAzione = true };
}
public static void TestGraphLive(this AbstractIndicator ind, string timeframe, string symbol, int length)
{
//------------grab data
FXSession session = new FXSession();
session.InitializeSession();
HistoricPriceEngine h = new HistoricPriceEngine(session);
h.GetLongHistoricPrices(symbol, timeframe, length);
while (!h.Complete)
{
Thread.Sleep(100);
}
//-----------------------
Quantum q = h.Data;
var dz = new DenseMatrix(4 + 1 + ind.SubIndicatorSize, q.Data.Count);
List <string> names = new List <string>();
names.Add("symbol");
names.Add(ind.ToString());
foreach (var indicator in ind.SubIndicators)
{
names.Add(indicator.Key);
}
//chartoptions
ChartOption[] chartOptions = new ChartOption[names.Count];
chartOptions[0] = new ChartOption()
{
Height = 400, YPosition = 0
};
chartOptions[1] = new ChartOption()
{
Height = 200, YPosition = 1
};
for (int i = 2; i < chartOptions.Length; i++)
{
chartOptions[i] = new ChartOption()
{
Height = 0, YPosition = 1, Layover = true
}
}
;
int counter = 0;
foreach (Tick tick in q)
{
dz[0, counter] = tick.BidOpen;
dz[1, counter] = tick.BidHigh;
dz[2, counter] = tick.BidLow;
dz[3, counter] = tick.BidClose;
dz[4, counter] = ind.HandleNextTick(tick);
int icounter = 5;
foreach (var subind in ind.SubIndicators.Values)
{
dz[icounter, counter] = subind[0];
icounter++;
}
counter++;
}
Visualize.GenerateMultiPaneGraph(names.ToArray(), q.Data.Keys.ToArray(), dz, QSConstants.DEFAULT_DATA_FILEPATH + @"results.html",
chartOptions);
Console.WriteLine("Done Generating Graph for " + ind.ToString());
}
public MarketDataEventArg()
{
data = new Quantum();
}
public AzioneSetupPartitaOffLine(Quantum quantum, int numeroGiocatori)
{
this.quantum = quantum;
this.numeroGiocatori = numeroGiocatori;
}
public void Reset()
{
_mktData = new Quantum();
_completeCounter = 0;
complete = false;
}
public Cimitero(Quantum quantum, Riquadro contenitore)
: base(contenitore)
{
this.quantum = quantum;
}
public AzioneFineTurno(Quantum quantum)
{
this.quantum = quantum;
}
public static void TestChannelLive(this AbstractChannel ind, string symbol, string timeframe, int length)
{
//------------grab data
FXSession session = new FXSession();
session.InitializeSession();
while (!session.LoggedIn)
{
Thread.Sleep(100);
}
HistoricPriceEngine h = new HistoricPriceEngine(session);
h.GetLongHistoricPrices(symbol, timeframe, length);
while (!h.Complete)
{
Thread.Sleep(100);
}
//-----------------------
var highList = new List <double>();
var medList = new List <double>();
var lowList = new List <double>();
var dataList = new List <double>();
var dateTimeList = new SortedList <DateTime, int>();
Quantum q = h.Data;
int count = 0;
foreach (Tick t in q)
{
try{
ind.HandleNextTick(t);
highList.Add(ind.HI(0));
medList.Add(ind.MID(0));
lowList.Add(ind.LOW(0));
dataList.Add(t.BidClose);
dateTimeList.Add(t.Time, 1);
}
catch (Exception e)
{
e.printStackTrace();
}
if (count++ > length)
{
break;
}
}
var dz = new DenseMatrix(4, medList.Count);
dz.SetRow(0, new DenseVector(dataList.ToArray()));
dz.SetRow(1, new DenseVector(highList.ToArray()));
dz.SetRow(2, new DenseVector(medList.ToArray()));
dz.SetRow(3, new DenseVector(lowList.ToArray()));
Visualize.GenerateMultiPaneGraph(new[] { "data", "high", ind.ToString(), "low" }, dateTimeList.Keys.ToArray(), dz, QSConstants.DEFAULT_DATA_FILEPATH + @"results.html"
, new ChartOption[]
{
new ChartOption()
{
Height = 500
},
new ChartOption()
{
Height = 0, Layover = true, YPosition = 0
},
new ChartOption()
{
Height = 0, Layover = true, YPosition = 0
},
new ChartOption()
{
Height = 0, Layover = true, YPosition = 0
}
});
Console.WriteLine("Done Generating Graph for " + ind.ToString());
}
public static void TestChannel(this AbstractChannel ind, string filename, int length)
{
Quantum q = Quantum.ExcelToQuantum(filename, "symbol", 0);
var dz = new DenseMatrix(4 + 3, q.Data.Count);
List <string> names = new List <string>();
names.Add("symbol");
names.Add("HIGH");
names.Add(ind.ToString());
names.Add("LOW");
//chartoptions
ChartOption[] chartOptions = new ChartOption[names.Count];
chartOptions[0] = new ChartOption()
{
Height = 500, YPosition = 0
};
chartOptions[1] = new ChartOption()
{
Height = 0, YPosition = 0, Layover = true
};
chartOptions[2] = new ChartOption()
{
Height = 0, YPosition = 0, Layover = true
};
chartOptions[3] = new ChartOption()
{
Height = 0, YPosition = 0, Layover = true
};
int counter = 0;
foreach (Tick tick in q)
{
ind.HandleNextTick(tick);
dz[0, counter] = tick.BidOpen;
dz[1, counter] = tick.BidHigh;
dz[2, counter] = tick.BidLow;
dz[3, counter] = tick.BidClose;
dz[4, counter] = ind.HI(0);
dz[5, counter] = ind.MID(0);
dz[6, counter] = ind.LOW(0);
counter++;
}
Visualize.GenerateMultiPaneGraph(new[] { "data", "high", ind.ToString(), "low" }, q.Data.Keys.ToArray(), dz, QSConstants.DEFAULT_DATA_FILEPATH + @"results.html"
, new ChartOption[]
{
new ChartOption()
{
Height = 500
},
new ChartOption()
{
Height = 0, Layover = true, YPosition = 0
},
new ChartOption()
{
Height = 0, Layover = true, YPosition = 0
},
new ChartOption()
{
Height = 0, Layover = true, YPosition = 0
}
});
Console.WriteLine("Done Generating Graph for " + ind.ToString());
}
public MarketDataEventArg()
{
data = new Quantum();
}
public async Task Handle(ReduceMetrics e, IMessageHandlerContext ctx)
{
var updated = _updatedNames.ToList();
_updatedNames = new ConcurrentBag <string>();
foreach (var update in updated)
{
var timeDbId = new RiakObjectId("default", "Timeseries", update);
var options = new RiakGetOptions {
BasicQuorum = true, NotFoundOk = false
};
options.SetRw(Quorum.WellKnown.Quorum);
_logger.Debug("Getting timeseries db of id {0}", timeDbId.Key);
var result = await _client.Async.Get(timeDbId, options).ConfigureAwait(false);
if (!result.IsSuccess)
{
continue;
}
var timedb = result.Value.GetObject <IEnumerable <Quantum> >();
var directs = timedb.Where(x => x.Duration == "x");
var timeDiff = TimeSpan.FromSeconds(directs.Select(x => x.Timestamp).Aggregate((cur, next) => Math.Abs(cur - next)) / directs.Count());
var levelOneBucket = TimeSpan.FromMinutes(timeDiff.Seconds);
{
var tooOld = DateTime.UtcNow.ToUnix() - (levelOneBucket.Seconds * 500);
var levelOne = timedb.Where(x => x.Duration == "x" && x.Timestamp < tooOld);
var toAddOrUpdate = new List <Quantum>();
_logger.Debug("Reducing {0} metrics into buckets {1}m", levelOne.Count(), levelOneBucket.TotalMinutes);
foreach (var group in levelOne.GroupBy(x => new { Bucket = x.Timestamp % levelOneBucket.Seconds, Tags = x.Tags }))
{
var quantum = new Quantum
{
Timestamp = group.First().Timestamp,
Duration = $"{levelOneBucket.TotalMinutes}m",
Name = update,
Value = group.Average(x => x.Value),
Count = group.Count(),
Tags = group.Key.Tags
};
toAddOrUpdate.Add(quantum);
}
var success = await UpdateTimeDb(update, (db) =>
{
levelOne.ForEach(x => db = db.TryRemove(x, y => y.Id));
foreach (var toadd in toAddOrUpdate)
{
var existing = db.SingleOrDefault(x => x.Id == toadd.Id);
if (existing == null)
{
db = db.Add(toadd);
}
else
{
existing.Value = ((existing.Value * existing.Count) + (toadd.Value * toadd.Count)) / (existing.Count + toadd.Count);
existing.Count += toadd.Count;
}
}
return(db);
});
if (!success)
{
_logger.Warn("Failed to reduce {0} metrics into buckets {1}m", levelOne.Count(), levelOneBucket.TotalMinutes);
}
}
var levelTwoBucket = TimeSpan.FromHours(timeDiff.Seconds);
{
var tooOld = DateTime.UtcNow.ToUnix() - (levelTwoBucket.Seconds * 500);
var levelTwo = timedb.Where(x => x.Duration != $"{levelTwoBucket.TotalHours}h" && x.Timestamp < tooOld);
var toAddOrUpdate = new List <Quantum>();
_logger.Debug("Reducing {0} metrics into buckets {1}h", levelTwo.Count(), levelTwoBucket.TotalHours);
foreach (var group in levelTwo.GroupBy(x => new { Bucket = x.Timestamp % levelTwoBucket.Seconds, Tags = x.Tags }))
{
var quantum = new Quantum
{
Timestamp = group.First().Timestamp,
Duration = $"{levelTwoBucket.TotalHours}h",
Name = update,
Value = group.Average(x => x.Value),
Count = group.Count(),
Tags = group.Key.Tags
};
toAddOrUpdate.Add(quantum);
}
var success = await UpdateTimeDb(update, (db) =>
{
levelTwo.ForEach(x => db = db.TryRemove(x, y => y.Id));
foreach (var toadd in toAddOrUpdate)
{
var existing = db.SingleOrDefault(x => x.Id == toadd.Id);
if (existing == null)
{
db = db.Add(toadd);
}
else
{
existing.Value = ((existing.Value * existing.Count) + (toadd.Value * toadd.Count)) / (existing.Count + toadd.Count);
existing.Count += toadd.Count;
}
}
return(db);
});
if (!success)
{
_logger.Warn("Failed to reduce {0} metrics into buckets {1}h", levelTwo.Count(), levelTwoBucket.TotalHours);
}
}
}
}
public void LoadData(string filename, string symbol)
{
Quantum q = Quantum.ExcelToQuantum(filename, symbol, _dataStart);
_dataSet.Add(q);
}
public void AddQuantum(Quantum pQuantum)
{
_Data.Add(pQuantum);
}
public void Reset()
{
_mktData = new Quantum();
_completeCounter = 0;
complete = false;
}
public override string ToString()
{
string quantumStr = Quantum.ToString();
return(String.Format("{0} {1}{2}", Length, quantumStr.Remove(quantumStr.Length - 1).ToLower(), Length > 1 ? "s" : String.Empty));
}
private static void Main()
{
//TestLiveCointegration.Run();
/*
* IndicatorMatrix im = new IndicatorMatrix("EUR/USD");
* im.LoadData();
* im.Execute();
*/
//TestIndicator.TestMA(QSConstants.DEFAULT_DATA_FILEPATH + "GBPUSD15M.xml", 14000, new QSPolyMA(40), new ZLEMA(40));
//TestIndicator.TestChannelLive(new QSPolyChannel(), "EUR/USD", "m5", 5000 );
//TestIndicator.TestChannel(new KirshenbaumBands(20), QSConstants.DEFAULT_DATA_FILEPATH + "EURUSD15M.xml", 10000);
//TestIndicator.TestMA(QSConstants.DEFAULT_DATA_FILEPATH + "EURUSD1H.xml", 15000, new SMA(25), new DWT(25, 5));
//TestIndicator.TestGraph(new ReversalGenesis(50), QSConstants.DEFAULT_DATA_FILEPATH + "AUDUSD1H.xml", 15000);
//TestIndicator.TestGraph(new HurstIndicator(256), QSConstants.DEFAULT_DATA_FILEPATH + "AUDUSD1H.xml", 15000);
//TestIndicator.TestGraphLive(new Genesis(30), "m30", "EUR/USD", 10000);
//TestIndicator.TestGraphLive(new PercentileRank(250, new SMA(200)), "H1", "EUR/USD", 1000);
//TestIndicator.TestGraphLive(new PercentileRank(250, new SMA(200,new HistoricalVol(50))), "H1", "EUR/USD", 100000);
//TestIndicator.TestGraphLive(new WilliamsR(), "H1", "EUR/USD", 100000);
//TestIndicator.TestGraph(new PercentileRank(252, new SMA(251)), QSConstants.DEFAULT_DATA_FILEPATH + "EURUSD1H.xml", 10000);
Quantum q1 = Quantum.ExcelToQuantum(QSConstants.DEFAULT_DATA_FILEPATH + "EURUSD1H.xml", "EUR/USD");
Quantum q2 = Quantum.ExcelToQuantum(QSConstants.DEFAULT_DATA_FILEPATH + "GBPUSD1H.xml", "GBP/USD");
Quantum q3 = Quantum.ExcelToQuantum(QSConstants.DEFAULT_DATA_FILEPATH + "AUDUSD1H.xml", "AUD/USD");
List <Quantum> lq = new List <Quantum>();
lq.Add(q1);
lq.Add(q2);
lq.Add(q3);
MultiQuantum mq = MultiQuantum.OrganizeMultiQuantum(lq);
List <List <Tick> > list = mq.RevertToList();
double[] dat1 = list[0].ToArray().Select(x => x.BidClose).ToArray().NormalizeZScore();
double[] dat2 = list[1].ToArray().Select(x => x.BidClose).ToArray().NormalizeZScore();
double[] dat3 = list[2].ToArray().Select(x => x.BidClose).ToArray().NormalizeZScore();
DenseVector d11 = new DenseVector(dat1);
DenseVector d12 = new DenseVector(dat2);
DenseVector d13 = new DenseVector(dat3);
DenseVector fe = ((.48 * d11) + (-0.22 * d12) + (-.46 * d13));
Visualize.GenerateSimpleGraph(fe, "result.html");
Console.Read();
Func <Chromosome, double> fitnessFunc = new Func <Chromosome, double>(
chromosome =>
{
double weight1 = ((RealCodedGene)chromosome[0]).GeneValue;
double weight2 = ((RealCodedGene)chromosome[1]).GeneValue;
double weight3 = ((RealCodedGene)chromosome[2]).GeneValue;
double w1mod = weight1 / (weight1 + weight2 + weight3);
double w2mod = weight2 / (weight1 + weight2 + weight3);
double w3mod = weight3 / (weight1 + weight2 + weight3);
DenseVector d1 = new DenseVector(dat1);
DenseVector d2 = new DenseVector(dat2);
DenseVector d3 = new DenseVector(dat3);
double stdev = ((w1mod * d1) + (w2mod * d2) + (w3mod * d3)).StandardDeviation();
return((stdev > 0) ? (1 / stdev) : 0.000001);
}
);
Random r = new Random();
Gene g1 = new RealCodedGene(0, r, new GeneConstraint((x => (double)x <1.0 && (double)x> -1.0))
{
HI = 1.0, LOW = -1.0
});
Gene g2 = new RealCodedGene(0, r, new GeneConstraint((x => (double)x <1.0 && (double)x> -1.0))
{
HI = 1.0, LOW = -1.0
});
Gene g3 = new RealCodedGene(0, r, new GeneConstraint((x => (double)x <1.0 && (double)x> -1.0))
{
HI = 1.0, LOW = -1.0
});
List <Gene> cfootprint = new List <Gene>();
cfootprint.Add(g1);
cfootprint.Add(g2);
cfootprint.Add(g3);
GeneticAlgorithm ga = new GeneticAlgorithm(
fitnessFunc, cfootprint, 30, 200, 10
);
ga.Run();
Console.Read();
var ba1 = new BacktestEngine(0, 3010, true);
ba1.LoadData(QSConstants.DEFAULT_DATA_FILEPATH + "EURUSD1H.xml", "EUR/USD");
ba1.LoadData(QSConstants.DEFAULT_DATA_FILEPATH + "GBPUSD1H.xml", "GBP/USD");
//ba.LoadDataLive("EUR/USD", "m5", 200000);
//ba.LoadDataLive("GBP/USD", "m5", 20000);
ba1.OrganizeData();
ba1.LoadStrategy(new Cointegration());
ba1.Execute();
Console.Read();
object[,] denseMatrix;
ExcelUtil.Open(QSConstants.DEFAULT_DATA_FILEPATH + @"GBPUSD1H.xml", out denseMatrix);
var mData = new List <double>();
var predictor = new AC(60);
for (int i = denseMatrix.GetLength(0); i > 1; i--)
{
DateTime dateTime = (DateTime)denseMatrix[i, 1];
var t = new Tick(
0,
(double)denseMatrix[i, 6],
(double)denseMatrix[i, 7],
(double)denseMatrix[i, 8],
(double)denseMatrix[i, 9],
0,
(double)denseMatrix[i, 2],
(double)denseMatrix[i, 3],
(double)denseMatrix[i, 4],
(double)denseMatrix[i, 5],
(double)denseMatrix[i, 10],
dateTime
);
double d = predictor.HandleNextTick(t);
if (!d.Equals(double.NaN))
{
mData.Add(d);
}
}
int windowSize = 5;
int iterations = 10000;
int trainLength = 5000;
int validateLength = 1000;
double[] trainData = mData.ToArray().Take(trainLength).ToArray();
double[] validateData = mData.ToArray().Skip(trainLength).ToArray().Take(validateLength).ToArray();
Stage1NeuralNetwork nn = new Stage1NeuralNetwork(windowSize, iterations, trainData, validateData);
nn.Execute(1);
NeuralNetworkStrategy nns = new NeuralNetworkStrategy(windowSize)
{
NeuralNetwork = nn
};
var ba = new BacktestEngine(5000, 9200, true);
//ba.LoadData(QSConstants.DEFAULT_DATA_FILEPATH + "GBPUSD15M.xml", "EUR/USD");
ba.LoadData(QSConstants.DEFAULT_DATA_FILEPATH + "NZDUSD1H.xml", "GBP/USD");
//ba.LoadDataLive("EUR/USD", "m5", 200000);
//ba.LoadDataLive("GBP/USD", "m5", 20000);
ba.OrganizeData();
ba.LoadStrategy(nns);
ba.Execute();
Console.Read();
/*
* Func<Chromosome, double> function = (chromosome =>
* {
* double fitness = 0.001;
*
* ba.ResetAccount();
* ba.ResetStrategies();
* ba.LoadStrategy(new CustomStrategy(
* (int)(double)chromosome[0].GeneValue,
* (int)(double)chromosome[1].GeneValue,
* (int)(double)chromosome[2].GeneValue,
* (int)(double)chromosome[3].GeneValue,
* (int)(double)chromosome[4].GeneValue,
* (int)(double)chromosome[5].GeneValue,
* (int)(double)chromosome[6].GeneValue,
* (int)(double)chromosome[7].GeneValue,
* (int)(double)chromosome[8].GeneValue
* ));
* ba.Execute();
*
*
* fitness += ba.ret;
*
* return (fitness > 0) ? fitness : 0.001;
* }
* );
*
* var GA = new GeneticAlgorithm(function,
* new List<Gene>
* {
* new Gene(50, new Gene.Constraint(5,200)),
* new Gene(50, new Gene.Constraint(5,200)),
* new Gene(50, new Gene.Constraint(5,200)),
* new Gene(50, new Gene.Constraint(5,500)),
* new Gene(50, new Gene.Constraint(1,100)),
* new Gene(50, new Gene.Constraint(1,100)),
* new Gene(50, new Gene.Constraint(5,500)),
* new Gene(50, new Gene.Constraint(5,500)),
* new Gene(50, new Gene.Constraint(1,100))
* }) { Generations = 1000, Trials = 10 }
* ;
*
* GA.InitializePopulation();
* GA.Run();
*
* Console.Read();
*/
/*
* object[,] denseMatrix;
* ExcelUtil.Open(Constants.DEFAULT_DATA_FILEPATH + @"EURUSD1H.xml", out denseMatrix);
*
* var mData = new List<double>();
*
* var predictor = new RSI(40);
*
* for (int i = denseMatrix.GetLength(0); i > 1; i--)
* {
* DateTime dateTime = (DateTime) denseMatrix[i, 1];
* var t = new Tick(
* 0,
* (double) denseMatrix[i, 6],
* (double) denseMatrix[i, 7],
* (double) denseMatrix[i, 8],
* (double) denseMatrix[i, 9],
* 0,
* (double) denseMatrix[i, 2],
* (double) denseMatrix[i, 3],
* (double) denseMatrix[i, 4],
* (double) denseMatrix[i, 5],
* (double) denseMatrix[i, 10],
* dateTime
* );
*
* double d = predictor.HandleNextTick(t);
* if (!d.Equals(double.NaN))
* mData.Add(d);
* }
*
* int windowSize = 5;
* int iterations = 5000;
* int trainLength = 5000;
* int validateLength = 1000;
* double[] trainData = mData.ToArray().Take(trainLength).ToArray();
* double[] validateData = mData.ToArray().Skip(trainLength).ToArray().Take(validateLength).ToArray();
*
* Stage1NeuralNetwork nn = new Stage1NeuralNetwork(windowSize, iterations, trainData, validateData);
* nn.Execute(1);
*
* NeuralNetworkStrategy nns = new NeuralNetworkStrategy(windowSize){NeuralNetwork = nn};
*/
/*
* bool seao = true;
* if (seao)
* {
*
* var ba = new BacktestEngine(0, 50000, true);
* ba.LoadDataLive("EUR/USD", "m30", 80000);
*
* //ba.LoadStrategy(nns);
* ba.LoadStrategy(new RSIEntry(50){LongEntry = 60, ShortEntry = 40});
* ba.LoadStrategy(new RSIExit(50){ LongExit = 70, ShortExit = 30 });
*
* //ba.LoadStrategy(new Pyramid(.1, .05, .001));
* ba.Execute();
*
* Console.Read();
* }
*
* BacktestEngine[] barray = new BacktestEngine[2];
*
* Func<Chromosome, double> function = (chromosome =>
* {
* double fitness = 0.001;
* foreach (BacktestEngine bx in barray)
* {
* bx.ResetAccount();
* bx.ResetStrategies();
* bx.LoadStrategy(new CustomStrategy());
* bx.LoadStrategy(new Pyramid((double) chromosome[0].GeneValue,
* (double) chromosome[1].GeneValue,
* (double) chromosome[2].GeneValue));
* bx.Execute();
*
* if (bx.ret > 100)
* fitness += 100;
* else
* fitness += bx.ret;
* }
*
* return (fitness > 0) ? fitness/5 : 0.001;
* }
* );
*
* var GA = new GeneticAlgorithm(function,
* new List<Gene>
* {
* new Gene(5, new Gene.Constraint(0,1.0)),
* new Gene(5, new Gene.Constraint(0,1.0)),
* new Gene(5, new Gene.Constraint(0,1.0/100.0))
* }) {Generations = 1000, Trials = 1}
* ;
*
* GA.InitializePopulation();
* GA.Run();
*
* Console.Read();
*
* /*
* b.Output = true;
* b.ResetAccount();
* b.ResetStrategies();
* b.LoadStrategy(new RSIEntry()
* {
* EntryTarget1 = (double)GA.maxC[0].GeneValue,
* EntryTarget2 = (double)GA.maxC[1].GeneValue
* });
* b.LoadStrategy(new RSIExit()
* {
* ExitTarget1 = (double)GA.maxC[2].GeneValue,
* ExitTarget2 = (double)GA.maxC[3].GeneValue
* });
*
*
* b.Execute();
*/
//Console.Read();
//object[,] data;
/*
* ExcelUtil.Open("C:\\Users\\EL65628\\Work\\QuantSys\\data\\UCUM.xls", out data);
* DenseMatrix d = ExcelUtil.ToMatrix(data, 2, 1283, 1, 2, true);
*
* DenseVector normchf = Statistics.NormalizeZScore(d.Column(0).ToArray());
* DenseVector normmxn = Statistics.NormalizeZScore(d.Column(1).ToArray());
*
* DenseVector kurtmxn = new DenseVector(Statistics.AggregateWindow(d.Column(1).ToArray(),
* Statistics.Kurtosis, 50, false, false));
*
* DenseVector corre = new DenseVector((Statistics.AggregateWindow(
* Statistics.RawRateOfReturn(d.Column(0).ToArray()),
* Statistics.RawRateOfReturn(d.Column(1).ToArray()),
* Statistics.Correlation,
* 80, false, true)));
*
* //DenseMatrix dNew = new DenseMatrix(3, 1282);
* //dNew.SetRow(0, (DenseVector)d.Column(0).Normalize(100));
* //dNew.SetRow(1, (DenseVector)d.Column(1).Normalize(100));
* //dNew.SetRow(2, corre);
*
* Visualize.GenerateGraph(corre, "C:\\Users\\EL65628\\Work\\QuantSys\\data\\correlation.html");
* Visualize.GenerateGraph(kurtmxn, "C:\\Users\\EL65628\\Work\\QuantSys\\data\\kurtosis.html");
* //Visualize.GenerateGraph(normmxn, "C:\\Users\\EL65628\\Work\\QuantSys\\data\\diff2.html");
* Visualize.GenerateGraph((DenseVector)(Statistics.NormalizeZScore((-1.5 * normmxn + .9 * normchf).ToArray())), "C:\\Users\\EL65628\\Work\\QuantSys\\data\\diff3.html");
*
* string[] symbols = { "usd/chf", "usd/mxn" ,"correlation"};
* //Visualize.GenerateMultiSymbolGraph(symbols, dNew, new DateTime(), new TimeSpan(1, 0, 0), "C:\\Users\\EL65628\\Work\\QuantSys\\data\\diff.html");
*
*
* int[] vectors = { 5, 3, 2, 4, 6, 7, 8, 9, 10, 13, 14, 15, 16, 17, 18, 19, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 35, 36, 37, 38, 39, 40, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52, 53, 54 };
*
* string vecstring = "1 0 0 0 1 0 1 1 0 0 0 0 1 0 1 0 1 1 1 1 1 0 1 1 1 0 0 0 1 1 1 0 0 0 1 0 0 0 0 1 1 1 1 0 0 0 1 1 0";
*
*
* string[] vectemp = vecstring.Split(' ');
* List<int> vec = new List<int>();
*
* for (int i = 0; i < vectors.Length; i++)
* {
* if (vectemp[i]=="1") vec.Add(vectors[i]);
* }
*
* //int[] vect = {13, 19, 25, 27 };
* int[] vect = { 17, 18, 22, 27, 40, 49};
*
* ExcelUtil.Open("C:\\Users\\EL65628\\Work\\QuantSys\\data\\EURUSD1D.xml", out data);
* TwoStageNN twoStageNn = new TwoStageNN(50, 200, data, vect);
* twoStageNn.Execute();
*
*
* //GeneticAlgorithm g = new GeneticAlgorithm();
* //g.Run();
*
* Console.ReadLine();
*
* PortfolioOptimizer.Run();
*/
///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
string[] currencies =
{
"EUR/USD",
"GBP/USD",
"USD/CAD",
"USD/CHF",
"AUD/USD",
"NZD/USD",
"USD/JPY",
"USD/MXN",
"USD/ZAR",
"USD/PLN",
"USD/TRY",
"USD/DKK",
"USD/SEK",
"USD/NOK"
};
var currencypairs = new List <string[]>();
for (int i = 0; i < currencies.Length; i++)
{
for (int j = 0; j < i; j++)
{
if (currencies[i] != currencies[j])
{
string[] temp = { currencies[i], currencies[j] };
currencypairs.Add(temp);
Console.WriteLine(currencies[i] + " " + currencies[j]);
}
}
}
/////////////////////////////////////////////////////////
/*
* FXSession fxsession1 = new FXSession();
*
* string[] tempgroup = { "AUD/USD", "NZD/USD" };
*
* Thread oThread1 = new Thread(new ThreadStart(fxsession1.InitializeSession));
* oThread1.Start();
*
* while (fxsession1.LoginStatus.Equals(FXSession.LOGIN_STATUS.NOT_LOGGED_IN))
* {
* Thread.Sleep(1000);
* Console.Write(".");
* }
*
* if (fxsession1.LoginStatus.Equals(FXSession.LOGIN_STATUS.LOGGED_IN))
* {
* //Job_SymbolSet job = new Job_SymbolSet(ex, "H1", 150, new EMA(14));
* //Job_CorrelationMatrix job = new Job_CorrelationMatrix(currencies, "D1", 300, Job_CorrelationMatrix.CovarianceType.RawReturn);
*
* Job_Cointegration job = new Job_Cointegration(tempgroup, "m30", 300);
* fxsession1.PlaceJob(job);
* job.RunJob(fxsession1);
* Thread.Sleep(1000);
* }
*
* Console.ReadLine();
*
*/
//////////////////////////////////////////////////////////////////
while (true)
{
try
{
var fxsession = new FXSession();
var oThread = new Thread(fxsession.InitializeSession);
oThread.Start();
while (!fxsession.LoggedIn)
{
Thread.Sleep(1000);
Console.Write(".");
}
if (fxsession.LoggedIn)
{
//Job_SymbolSet job = new Job_SymbolSet(ex, "H1", 150, new EMA(14));
//Job_CorrelationMatrix job = new Job_CorrelationMatrix(currencies, "D1", 300, Job_CorrelationMatrix.CovarianceType.RawReturn);
//Job_Cointegration.Process(fxsession, "USD/DKK", "USD/CHF", "m30", 3000);
//Console.Read();
foreach (var group in currencypairs)
{
if ((!group[0].Substring(0, 3).Equals("USD") && !group[1].Substring(0, 3).Equals("USD")) ||
(group[0].Substring(0, 3).Equals("USD") && group[1].Substring(0, 3).Equals("USD")))
{
try
{
Job_Cointegration.Process(fxsession, group[0], group[1], "m30", 3000);
Thread.Sleep(1000);
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
}
}
fxsession.EndSession();
oThread.Abort();
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
Console.WriteLine(DateTime.Now.ToString());
Thread.Sleep(1000 * 60 * 30);
}
Console.ReadLine();
}
public SchermateDiGioco(Quantum quantum)
{
this.quantum = quantum;
}
void ITimestamp.Quantum(Quantum quantum) => _quantum = quantum;
public MarketDataEventArg(Quantum data)
{
this.data = data;
}
/// <summary>
/// Costruttore statico per il setup iniziale
/// </summary>
public static Azione SetupPartita(Quantum quantum, Nave nave)
{
return new AzionePiazzaNave(quantum, nave) { obbligatoria = true, consumaAzione = false };
}
public static void TestMultiSymbolGraph(this AbstractMultiSymbolIndicator ind, string[] filename, int length)
{
List <Quantum> lq = new List <Quantum>();
foreach (string s in filename)
{
lq.Add(Quantum.ExcelToQuantum(s, s, 0));
}
MultiQuantum multiQuantum = MultiQuantum.OrganizeMultiQuantum(lq);
var dz = new DenseMatrix(4 + 1 + ind.SubIndicatorSize, multiQuantum.Length);
List <string> names = new List <string>();
names.Add("symbol");
names.Add(ind.ToString());
foreach (var indicator in ind.SubIndicators)
{
names.Add(indicator.Key);
}
//chartoptions
ChartOption[] chartOptions = new ChartOption[names.Count];
chartOptions[0] = new ChartOption()
{
Height = 400, YPosition = 0
};
chartOptions[1] = new ChartOption()
{
Height = 200, YPosition = 1
};
for (int i = 2; i < chartOptions.Length; i++)
{
chartOptions[i] = new ChartOption()
{
Height = 0, YPosition = 1, Layover = true
}
}
;
int counter = 0;
foreach (List <Tick> t in multiQuantum)
{
dz[0, counter] = t[0].BidOpen;
dz[1, counter] = t[0].BidHigh;
dz[2, counter] = t[0].BidLow;
dz[3, counter] = t[0].BidClose;
dz[4, counter] = ind.HandleNextTicks(t.ToArray());
int icounter = 5;
foreach (var subind in ind.SubIndicators.Values)
{
dz[icounter, counter] = subind[0];
icounter++;
}
counter++;
}
Visualize.GenerateMultiPaneGraph(names.ToArray(), multiQuantum.Keys.ToArray(), dz, QSConstants.DEFAULT_DATA_FILEPATH + @"results.html",
chartOptions);
Console.WriteLine("Done Generating Graph for " + ind.ToString());
}
public static void Process(FXSession session, string symbol1, string symbol2, string timeframe, int length)
{
HistoricPriceEngine h1 = new HistoricPriceEngine(session);
h1.GetLongHistoricPrices(symbol1, timeframe, length);
while (!h1.Complete)
{
Thread.Sleep(100);
}
HistoricPriceEngine h2 = new HistoricPriceEngine(session);
h2.GetLongHistoricPrices(symbol2, timeframe, length);
while (!h2.Complete)
{
Thread.Sleep(100);
}
//-----------------------
var dateTimeList = new SortedList <DateTime, int>();
Quantum q1 = h1.Data;
Quantum q2 = h2.Data;
var priceData = new DenseMatrix(2, q1.Data.Count);
for (int j = 0; j < ((q1.Data.Count <= q2.Data.Count)?q1.Data.Count:q2.Data.Count); j++)
{
dateTimeList.Add(q1.Data.Values[j].Time, 1);
priceData[0, j] = q1.Data.Values[j].BidClose;
priceData[1, j] = q2.Data.Values[j].BidClose;
}
Vector <double> price1 = priceData.Row(0);
Vector <double> price2 = priceData.Row(1);
//Statistics.ApplyFunction((DenseVector)price1, Math.Log);
//Statistics.ApplyFunction((DenseVector)price2, Math.Log);
DenseVector norm1 = price1.ToArray().NormalizeZScore();
DenseVector norm2 = price2.ToArray().NormalizeZScore();
var newsym = new string[] { symbol1, symbol2, "spread" };
var m = new DenseMatrix(6, norm1.Count);
m.SetRow(0, norm1);
m.SetRow(1, norm2);
m.SetRow(2, (norm1 - norm2).ToArray().NormalizeZScore());
string filename = symbol1.Replace('/', '_') + "-" + symbol2.Replace('/', '_') + ".html";
Visualize.GenerateMultiPaneGraph(newsym, dateTimeList.Keys.ToArray(), m, QSConstants.DEFAULT_DATA_FILEPATH + filename,
new ChartOption[] { new ChartOption(), new ChartOption()
{
Layover = true, YPosition = 0
}, new ChartOption()
{
YPosition = 1
} }, null, filename + ".json");
FileUpload.UploadFileToFTP(QSConstants.DEFAULT_DATA_FILEPATH + filename, filename);
FileUpload.UploadFileToFTP(QSConstants.DEFAULT_DATA_FILEPATH + filename + ".json", filename + ".json");
double Spread = m[2, m.ColumnCount - 1];
if (Spread > 2.0 && m[2, m.ColumnCount - 2] <= 2.0)
{
Emailer.SendEmail(symbol1 + "-" + symbol2 + " Spread Above 2.0", "Test");
}
if (Spread < -2.0 && m[2, m.ColumnCount - 2] >= -2.0)
{
Emailer.SendEmail(symbol1 + "-" + symbol2 + " Spread Below -2.0", "Test");
}
}
/// <summary>
/// Updates the color value in an inherited class.
/// </summary>
protected override void UpdateColor()
{
Color.R = Quantum.ScaleToQuantum(Y - (3.945707070708279e-05 * (U - 0.5)) + (1.1398279671717170825 * (V - 0.5)));
Color.G = Quantum.ScaleToQuantum(Y - (0.3946101641414141437 * (U - 0.5)) - (0.5805003156565656797 * (V - 0.5)));
Color.B = Quantum.ScaleToQuantum(Y + (2.0319996843434342537 * (U - 0.5)) - (4.813762626262513e-04 * (V - 0.5)));
}
public MarketDataEventArg(Quantum data)
{
this.data = data;
}