private void RefreshCharts()
{
if (Dispatcher.CheckAccess())
{
_dataThreadActions.Add(RefreshCharts);
return;
}
this.GuiSync(() =>
{
Chart.ClearAreas();
_areaComb = new ChartArea();
var yAxis = _areaComb.YAxises.First();
yAxis.AutoRange = true;
Chart.IsAutoRange = true;
Chart.IsAutoScroll = true;
Chart.AddArea(_areaComb);
var id = (SecurityId)Securities.SelectedItem;
_security = new Security
{
Id = id.ToStringId(),
Code = id.SecurityCode,
Type = SecurityTypes.Future,
PriceStep = id.SecurityCode.StartsWith("RI", StringComparison.InvariantCultureIgnoreCase) ? 10 :
id.SecurityCode.Contains("ES") ? 0.25m :
0.01m,
Board = ExchangeBoard.Associated
};
_securityProvider.Clear();
_securityProvider.Add(_security);
_tradeGenerator = new RandomWalkTradeGenerator(id);
_tradeGenerator.Init();
_tradeGenerator.Process(_security.ToMessage());
var series = new CandleSeries(
SeriesEditor.Settings.CandleType,
_security,
SeriesEditor.Settings.Arg)
{
IsCalcVolumeProfile = true
};
_candleElement = new ChartCandleElement {
FullTitle = "Candles"
};
Chart.AddElement(_areaComb, _candleElement, series);
});
}
private void RefreshCharts()
{
Chart.ClearAreas();
_areaComb = new ChartArea();
var yAxis = _areaComb.YAxises.First();
yAxis.AutoRange = true;
Chart.IsAutoRange = true;
Chart.IsAutoScroll = true;
Chart.AddArea(_areaComb);
_timeframe = TimeSpan.FromMinutes(((ComboBoxItem)Timeframe.SelectedItem).Tag.To <int>());
var id = (SecurityId)Securities.SelectedItem;
_security = new Security
{
Id = id.ToStringId(),
PriceStep = id.SecurityCode.StartsWith("RI", StringComparison.InvariantCultureIgnoreCase) ? 10 :
id.SecurityCode.Contains("ES") ? 0.25m :
0.01m,
Board = ExchangeBoard.Associated
};
_tradeGenerator = new RandomWalkTradeGenerator(id);
_tradeGenerator.Init();
_tradeGenerator.Process(_security.ToMessage());
var series = new CandleSeries(
typeof(TimeFrameCandle),
_security,
_timeframe);
_candleElement = new ChartCandleElement {
FullTitle = "Candles"
};
Chart.AddElement(_areaComb, _candleElement, series);
LoadData(_security);
}
private void LoadData(CandleSeries series)
{
var msgType = series.CandleType.ToCandleMessageType();
_transactionId = _transactionIdGenerator.GetNextId();
_holder.Clear();
_holder.CreateCandleSeries(_transactionId, series);
_candleTransform.Process(new ResetMessage());
_candleBuilder = _builderProvider.Get(msgType.ToCandleMarketDataType());
var storage = new StorageRegistry();
BusyIndicator.IsBusy = true;
var path = HistoryPath.Folder;
var isBuild = BuildFromTicks.IsChecked == true;
var format = Format.SelectedFormat;
var maxDays = (isBuild || series.CandleType != typeof(TimeFrameCandle))
? 2
: 30 * (int)((TimeSpan)series.Arg).TotalMinutes;
_mdMsg = series.ToMarketDataMessage(true);
Task.Factory.StartNew(() =>
{
var date = DateTime.MinValue;
if (isBuild)
{
foreach (var tick in storage.GetTickMessageStorage(series.Security, new LocalMarketDataDrive(path), format).Load())
{
_tradeGenerator.Process(tick);
if (_candleTransform.Process(tick))
{
var candles = _candleBuilder.Process(_mdMsg, _currCandle, _candleTransform);
foreach (var candle in candles)
{
_currCandle = candle;
_updatedCandles.Add((CandleMessage)candle.Clone());
}
}
_lastTime = tick.ServerTime;
if (date != tick.ServerTime.Date)
{
date = tick.ServerTime.Date;
var str = date.To <string>();
this.GuiAsync(() => BusyIndicator.BusyContent = str);
maxDays--;
if (maxDays == 0)
{
break;
}
}
}
}
else
{
foreach (var candleMsg in storage.GetCandleMessageStorage(msgType, series.Security, series.Arg, new LocalMarketDataDrive(path), format).Load())
{
if (candleMsg.State != CandleStates.Finished)
{
candleMsg.State = CandleStates.Finished;
}
_currCandle = candleMsg;
_updatedCandles.Add(candleMsg);
_lastTime = candleMsg.OpenTime;
if (candleMsg is TimeFrameCandleMessage)
{
_lastTime += (TimeSpan)series.Arg;
}
_tradeGenerator.Process(new ExecutionMessage
{
ExecutionType = ExecutionTypes.Tick,
SecurityId = series.Security.ToSecurityId(),
ServerTime = _lastTime,
TradePrice = candleMsg.ClosePrice,
});
if (date != candleMsg.OpenTime.Date)
{
date = candleMsg.OpenTime.Date;
var str = date.To <string>();
this.GuiAsync(() => BusyIndicator.BusyContent = str);
maxDays--;
if (maxDays == 0)
{
break;
}
}
}
}
_historyLoaded = true;
})
.ContinueWith(t =>
{
if (t.Exception != null)
{
Error(t.Exception.Message);
}
BusyIndicator.IsBusy = false;
Chart.IsAutoRange = false;
ModifyAnnotationBtn.IsEnabled = true;
NewAnnotationBtn.IsEnabled = true;
}, TaskScheduler.FromCurrentSynchronizationContext());
}
private void LoadData(Security security)
{
_candle = null;
_lastPrice = 0m;
_allCandles.Clear();
Chart.Reset(new IChartElement[] { _candleElement });
var storage = new StorageRegistry();
BusyIndicator.IsBusy = true;
var path = HistoryPath.Folder;
var isBuild = BuildFromTicks.IsChecked == true;
var format = Format.SelectedFormat;
var maxDays = isBuild ? 2 : 30 * (int)_timeframe.TotalMinutes;
Task.Factory.StartNew(() =>
{
var date = DateTime.MinValue;
if (isBuild)
{
foreach (var tick in storage.GetTickMessageStorage(security, new LocalMarketDataDrive(path), format).Load())
{
AppendTick(security, tick);
_lastTime = tick.ServerTime;
if (date != tick.ServerTime.Date)
{
date = tick.ServerTime.Date;
var str = date.To <string>();
this.GuiAsync(() => BusyIndicator.BusyContent = str);
maxDays--;
if (maxDays == 0)
{
break;
}
}
}
}
else
{
foreach (var candle in storage.GetCandleStorage(typeof(TimeFrameCandle), security, _timeframe, new LocalMarketDataDrive(path), format).Load())
{
lock (_updatedCandles.SyncRoot)
_updatedCandles[candle.OpenTime] = _candle = (TimeFrameCandle)candle;
_lastTime = candle.OpenTime + _timeframe;
_lastPrice = _candle.ClosePrice;
_tradeGenerator.Process(new ExecutionMessage
{
ExecutionType = ExecutionTypes.Tick,
SecurityId = security.ToSecurityId(),
ServerTime = _lastTime,
TradePrice = _lastPrice,
});
if (date != candle.OpenTime.Date)
{
date = candle.OpenTime.Date;
var str = date.To <string>();
this.GuiAsync(() => BusyIndicator.BusyContent = str);
maxDays--;
if (maxDays == 0)
{
break;
}
}
}
}
})
.ContinueWith(t =>
{
if (t.Exception != null)
{
Error(t.Exception.Message);
}
this.GuiAsync(() =>
{
BusyIndicator.IsBusy = false;
Chart.IsAutoRange = false;
//_areaComb.YAxises.First().AutoRange = false;
});
}, TaskScheduler.FromCurrentSynchronizationContext());
}
private void LoadData(CandleSeries series)
{
_currCandle = null;
_historyLoaded = false;
_allCandles.Clear();
_candleTransform.Process(new ResetMessage());
_candleBuilder = series.CandleType.ToCandleMessageType().ToCandleMarketDataType().CreateCandleBuilder();
Chart.Reset(new IChartElement[] { _candleElement });
var storage = new StorageRegistry();
BusyIndicator.IsBusy = true;
var path = HistoryPath.Folder;
var isBuild = BuildFromTicks.IsChecked == true;
var format = Format.SelectedFormat;
var maxDays = (isBuild || series.CandleType != typeof(TimeFrameCandle))
? 5
: 30 * (int)((TimeSpan)series.Arg).TotalMinutes;
_mdMsg = series.ToMarketDataMessage(true);
Task.Factory.StartNew(() =>
{
var date = DateTime.MinValue;
if (isBuild)
{
foreach (var tick in storage.GetTickMessageStorage(series.Security, new LocalMarketDataDrive(path), format).Load())
{
_tradeGenerator.Process(tick);
if (_candleTransform.Process(tick))
{
var candles = _candleBuilder.Process(_mdMsg, _currCandle, _candleTransform);
lock (_lock)
{
foreach (var candle in candles)
{
_currCandle = candle;
_updatedCandles[candle.OpenTime] = Tuple.Create(candle, candle.State == CandleStates.Finished);
}
}
}
_lastTime = tick.ServerTime;
if (date != tick.ServerTime.Date)
{
date = tick.ServerTime.Date;
var str = date.To <string>();
this.GuiAsync(() => BusyIndicator.BusyContent = str);
maxDays--;
if (maxDays == 0)
{
break;
}
}
}
}
else
{
foreach (var candleMsg in storage.GetCandleMessageStorage(series.CandleType.ToCandleMessageType(), series.Security, series.Arg, new LocalMarketDataDrive(path), format).Load())
{
lock (_updatedCandles.SyncRoot)
{
_currCandle = candleMsg;
_updatedCandles[candleMsg.OpenTime] = Tuple.Create(candleMsg, true);
}
_lastTime = candleMsg.OpenTime;
if (candleMsg is TimeFrameCandleMessage)
{
_lastTime += (TimeSpan)series.Arg;
}
_tradeGenerator.Process(new ExecutionMessage
{
ExecutionType = ExecutionTypes.Tick,
SecurityId = series.Security.ToSecurityId(),
ServerTime = _lastTime,
TradePrice = candleMsg.ClosePrice,
});
if (date != candleMsg.OpenTime.Date)
{
date = candleMsg.OpenTime.Date;
var str = date.To <string>();
this.GuiAsync(() => BusyIndicator.BusyContent = str);
maxDays--;
if (maxDays == 0)
{
break;
}
}
}
}
_historyLoaded = true;
})
.ContinueWith(t =>
{
if (t.Exception != null)
{
Error(t.Exception.Message);
}
this.GuiAsync(() =>
{
BusyIndicator.IsBusy = false;
Chart.IsAutoRange = false;
//_areaComb.YAxises.First().AutoRange = false;
});
}, TaskScheduler.FromCurrentSynchronizationContext());
}
