Beispiel #1
0
        void signals_ItemAdded(object sender, SignalEventArgs e)
        {
            ComboBoxItem item = new ComboBoxItem()
            {
                Background = Brushes.DarkGray,
                Foreground = e.Signal.Pen.Brush,
                Content    = e.Signal.Name,
                Tag        = e.Signal
            };

            e.Signal.Tag = item;

            // Add item to the combo box.
            selectedSignal.Items.Add(item);

            if (!Signals.Contains(SelectedSignal))
            {
                if (Signals.Any())
                {
                    SelectedSignal = Signals.First();
                }
                else if (SelectedSignal != null)
                {
                    SelectedSignal = null;
                }
            }
        }
        private void HandleWriteToEboFromIotEdge(string decodedString)
        {
            Logger.LogTrace(LogCategory.Processor, this.Name, $"Starting to write values sent from ");
            try
            {
                if (Signals == null || !Signals.Any())
                {
                    Logger.LogInfo(LogCategory.Processor, this.Name, $"There are no Signals in the in-memory cache. Please check that the Setup Processor has been run.");
                    return;
                }
                var iotEdgeMessage = JsonConvert.DeserializeObject <IotEdgeMessage>(decodedString);
                if (iotEdgeMessage == null || !iotEdgeMessage.Actuations.Any())
                {
                    return;
                }

                var toSet = GetListOfValuesToSetInEbo(iotEdgeMessage);
                SetValuesInEbo(toSet, iotEdgeMessage);
                SendConfirmationResponseToIotEdge(iotEdgeMessage);
            }
            catch (Exception ex)
            {
                Logger.LogError(LogCategory.Processor, this.Name, ex.ToJSON());
            }
        }
Beispiel #3
0
        protected override IEnumerable <Prompt> Execute_Subclass()
        {
            if (Signals == null || !Signals.Any())
            {
                GetSignalNullReason();
                return(Prompts);
            }

            try
            {
                StartMqttClient().Wait();
            }
            catch (Exception ex)
            {
                Logger.LogError(LogCategory.Processor, this.Name, $"Starting MQTT Client failed");
                Prompts.Add(ex.ToPrompt());
                return(Prompts);
            }

            _tempSignals = Signals.ToList();
            // Read existing subscriptions
            if (!ReadExistingSubscriptions(_tempSignals).Result)
            {
                Prompts.Add(new Prompt {
                    Message = $"Did not successfully read all existing subscriptions."
                });
            }

            // Subscribe and read new subscriptions
            if (!SubscribeAndReadNew(_tempSignals).Result)
            {
                Prompts.Add(new Prompt {
                    Message = $"Did not successfully read all new subscriptions."
                });
            }

            Logger.LogTrace(LogCategory.Processor, this.Name, "Waiting for all messages be be published...");
            while (ManagedMqttClient.PendingApplicationMessagesCount > 0)
            {
                Logger.LogTrace(LogCategory.Processor, this.Name, $"{ManagedMqttClient.PendingApplicationMessagesCount} messages left waiting to be published..");
                if (this.IsCancellationRequested)
                {
                    return(new List <Prompt>());
                }
                Task.Delay(1000).Wait();
            }

            Logger.LogTrace(LogCategory.Processor, this.Name, "Stopping Managed MQTT Client..");
            ManagedMqttClient.StopAsync().Wait();
            while (ManagedMqttClient.IsStarted)
            {
                Logger.LogTrace(LogCategory.Processor, this.Name, "Still waiting for MQTT Client to Stop...");
                Task.Delay(1000).Wait();
            }

            // Update the cache with new values..
            Signals = _tempSignals;
            return(Prompts);
        }
Beispiel #4
0
        void signals_ItemRemoved(object sender, SignalEventArgs e)
        {
            selectedSignal.Items.Remove(e.Signal.Tag);

            if (!Signals.Contains(SelectedSignal))
            {
                if (Signals.Any())
                {
                    SelectedSignal = Signals.First();
                }
                else if (SelectedSignal != null)
                {
                    SelectedSignal = null;
                }
            }
        }
Beispiel #5
0
        public void DisplayText(int index, string title)
        {
            if (_newSignalSettings == null)
            {
                throw new NullReferenceException("The signal container NewSignalSettings object is null");
            }
            else if (_signalStatsSettings == null)
            {
                throw new NullReferenceException("The signal container SignalStatsSettings object is null");
            }

            if (!Signals.Any())
            {
                return;
            }

            var profitableSignals = Signals.Where(iSignal => IsProfitable(iSignal, index));

            var losingSignals = Signals.Where(iSignal => !profitableSignals.Contains(iSignal));

            var stringBuilder = new StringBuilder();

            if (!string.IsNullOrEmpty(title))
            {
                stringBuilder.AppendLine(title);

                stringBuilder.AppendLine();
            }

            // Strong signals statistics
            var strongSignalsAccuracy = profitableSignals.Count() / (double)Signals.Count * 100;

            var strongProfitableSignalsMedianRiskRewardRatio = profitableSignals.Select(iSignal => iSignal.RewardRiskRatio).Median();
            var strongLosingSignalsMedianRiskRewardRatio     = losingSignals.Select(iSignal => iSignal.RewardRiskRatio).Median();

            var strongProfitableSignalsMedianLossInPips = _symbol.ToPips(profitableSignals.Select(iSignal => iSignal.TradeType == TradeType.Buy ? iSignal.MaxDownMove : iSignal.MaxUpMove).Median());
            var strongProfitableSignalsMedianGainInPips = _symbol.ToPips(profitableSignals.Select(iSignal => iSignal.TradeType == TradeType.Buy ? iSignal.MaxUpMove : iSignal.MaxDownMove).Median());

            var strongLosingSignalsMedianLossInPips = _symbol.ToPips(losingSignals.Select(iSignal => iSignal.TradeType == TradeType.Buy ? iSignal.MaxDownMove : iSignal.MaxUpMove).Median());
            var strongLosingSignalsMedianGainInPips = _symbol.ToPips(losingSignals.Select(iSignal => iSignal.TradeType == TradeType.Buy ? iSignal.MaxUpMove : iSignal.MaxDownMove).Median());

            var strongAllSignalsMedianLossInPips = _symbol.ToPips(Signals.Select(iSignal => iSignal.TradeType == TradeType.Buy ? iSignal.MaxDownMove : iSignal.MaxUpMove).Median());
            var strongAllSignalsMedianGainInPips = _symbol.ToPips(Signals.Select(iSignal => iSignal.TradeType == TradeType.Buy ? iSignal.MaxUpMove : iSignal.MaxDownMove).Median());

            var profitableSignalsTotalGainInPips = _symbol.ToPips(profitableSignals.Select(iSignal => CalculateGain(iSignal, index)).Sum());
            var losingSignalsGainInPips          = _symbol.ToPips(losingSignals.Select(iSignal => CalculateLoss(iSignal, index)).Sum());

            var proftiableSignalsMedianHoldingTimeInMinutes = profitableSignals.Select(iSignal => iSignal.HoldingTime.TotalMinutes).Median();
            var losingSignalsMedianHoldingTimeInMinutes     = losingSignals.Select(iSignal => iSignal.HoldingTime.TotalMinutes).Median();
            var allSignalsMedianHoldingTimeInMinutes        = Signals.Select(iSignal => iSignal.HoldingTime.TotalMinutes).Median();

            var profitableSignalsMedianHoldingTime = TimeSpan.FromMinutes(double.IsNaN(proftiableSignalsMedianHoldingTimeInMinutes) ? 0 : proftiableSignalsMedianHoldingTimeInMinutes);
            var losingSignalsMedianHoldingTime     = TimeSpan.FromMinutes(double.IsNaN(losingSignalsMedianHoldingTimeInMinutes) ? 0 : losingSignalsMedianHoldingTimeInMinutes);
            var allSignalsMedianHoldingTime        = TimeSpan.FromMinutes(double.IsNaN(allSignalsMedianHoldingTimeInMinutes) ? 0 : allSignalsMedianHoldingTimeInMinutes);

            stringBuilder.AppendLine(string.Format("Signals #: {0}", Signals.Count));
            stringBuilder.AppendLine(string.Format("Signals Accuracy: {0}%", Math.Round(strongSignalsAccuracy, 2)));
            stringBuilder.AppendLine(string.Format("Profitable Signals Median Reward:Risk: {0}", Math.Round(strongProfitableSignalsMedianRiskRewardRatio, 2)));
            stringBuilder.AppendLine(string.Format("Losing Signals Median Reward:Risk: {0}", Math.Round(strongLosingSignalsMedianRiskRewardRatio, 2)));
            stringBuilder.AppendLine(string.Format("Profitable Signals Median Loss (Pips): {0}", Math.Round(strongProfitableSignalsMedianLossInPips, 2)));
            stringBuilder.AppendLine(string.Format("Profitable Signals Median Gain (Pips): {0}", Math.Round(strongProfitableSignalsMedianGainInPips, 2)));
            stringBuilder.AppendLine(string.Format("Losing Signals Median Loss (Pips): {0}", Math.Round(strongLosingSignalsMedianLossInPips, 2)));
            stringBuilder.AppendLine(string.Format("Losing Signals Median Gain (Pips): {0}", Math.Round(strongLosingSignalsMedianGainInPips, 2)));
            stringBuilder.AppendLine(string.Format("All Signals Median Loss (Pips): {0}", Math.Round(strongAllSignalsMedianLossInPips, 2)));
            stringBuilder.AppendLine(string.Format("All Signals Median Gain (Pips): {0}", Math.Round(strongAllSignalsMedianGainInPips, 2)));
            stringBuilder.AppendLine(string.Format("Signals Total Gain (Pips): {0}", Math.Round(profitableSignalsTotalGainInPips - losingSignalsGainInPips, 2)));
            stringBuilder.AppendLine(string.Format("Profitable Signals Median Holding Time: {0}", profitableSignalsMedianHoldingTime));
            stringBuilder.AppendLine(string.Format("Losing Signals Median Holding Time: {0}", losingSignalsMedianHoldingTime));
            stringBuilder.AppendLine(string.Format("All Signals Median Holding Time: {0}", allSignalsMedianHoldingTime));

            stringBuilder.AppendLine();

            var text = stringBuilder.ToString();

            var objectName = string.Format("Stats_{0}", _signalStatsSettings.ChartObjectNamesSuffix);

            _signalStatsSettings.Chart.DrawStaticText(objectName, text, _signalStatsSettings.StatsVerticalAlignment, _signalStatsSettings.StatsHorizontalAlignment, _signalStatsSettings.StatsColor);
        }