Beispiel #1
0
        public ModelRoot()
        {
            _allTransactions = new ObservableCollection <StockTransaction>();

            // Note that all of these queries are defined against an EMPTY
            // source collection...
            _bids = from tx in _allTransactions
                    where tx.TransactionType == TransactionType.Bid &&
                    tx.Symbol == "AAPL"
                    orderby tx.Price ascending
                    select tx;

            _asks = from tx in _allTransactions
                    where tx.TransactionType == TransactionType.Ask &&
                    tx.Symbol == "AAPL"
                    orderby tx.Price descending
                    select tx;

            _executions = from tx in _allTransactions
                          where tx.TransactionType == TransactionType.Execution &&
                          tx.Symbol == "AAPL"
                          orderby tx.Price descending
                          select tx;

            _graphExecutions = from tx in _executions
                               where tx.TimeStamp >= DateTime.Now.AddMinutes(-5)
                               select tx;

            _minPrice = _executions.ContinuousMin(tx => tx.Price,
                                                  newPrice => this.CurrentMin = newPrice);
            _maxPrice = _executions.ContinuousMax(tx => tx.Price,
                                                  newPrice => this.CurrentMax = newPrice);

            _vwap = _executions.ContinuousVwap(tx => tx.Price, tx => tx.Quantity,
                                               newVwap => this.CurrentVwap = newVwap);

            _simulationTimer          = new Timer(1000);
            _simulationTimer.Elapsed += GenerateBogusData;
            _simulationTimer.Start();
        }
Beispiel #2
0
        public ModelRoot()
        {
            _allTransactions = new ObservableCollection<StockTransaction>();

            // Note that all of these queries are defined against an EMPTY
            // source collection...
            _bids = from tx in _allTransactions
                    where tx.TransactionType == TransactionType.Bid &&
                          tx.Symbol == "AAPL"
                    orderby tx.Price ascending
                    select tx;

            _asks = from tx in _allTransactions
                    where tx.TransactionType == TransactionType.Ask &&
                          tx.Symbol == "AAPL"
                    orderby tx.Price descending
                    select tx;

            _executions = from tx in _allTransactions
                          where tx.TransactionType == TransactionType.Execution &&
                                tx.Symbol == "AAPL"
                          orderby tx.Price descending
                          select tx;

            _graphExecutions = from tx in _executions
                               where tx.TimeStamp >= DateTime.Now.AddMinutes(-5)
                               select tx;

            _minPrice = _executions.ContinuousMin(tx => tx.Price,
                                                       newPrice => this.CurrentMin = newPrice);
            _maxPrice = _executions.ContinuousMax(tx => tx.Price,
                                                       newPrice => this.CurrentMax = newPrice);

            _vwap = _executions.ContinuousVwap(tx => tx.Price, tx => tx.Quantity,
                newVwap => this.CurrentVwap = newVwap);

            _simulationTimer = new Timer(1000);
            _simulationTimer.Elapsed += GenerateBogusData;
            _simulationTimer.Start();
        }