public int FindIndexOfDataRequest(string symbol, StBarInterval interval, int count)
{
//int index = DataRequests.FindIndex(req => (req.Symbol == symbol) && (req.Interval == interval) && (req.TotalCount == Math.Abs(count)));
int index = DataRequests.FindIndex(req => req.Symbol == symbol);
return(index);
}
public static int BarLenCast(StBarInterval interval)
{
switch (interval)
{
case StBarInterval.StBarInterval_1Min:
return(1);
case StBarInterval.StBarInterval_5Min:
return(5);
case StBarInterval.StBarInterval_10Min:
return(10);
case StBarInterval.StBarInterval_15Min:
return(15);
case StBarInterval.StBarInterval_30Min:
return(30);
case StBarInterval.StBarInterval_60Min:
return(60);
default:
throw new SmartException(ExceptionImportanceLevel.MEDIUM, "BarLenCast", "Server", "StBarInterval not defined!");
}
}
public List <Candle> GetSmartComCandleHistory(string security, TimeSpan timeSpan, int count)
{
if (timeSpan.TotalMinutes > 60 ||
timeSpan.TotalMinutes < 1)
{
return(null);
}
try
{
StBarInterval tf = StBarInterval.StBarInterval_Quarter;
if (Convert.ToInt32(timeSpan.TotalMinutes) == 1)
{
tf = StBarInterval.StBarInterval_1Min;
}
else if (Convert.ToInt32(timeSpan.TotalMinutes) == 5)
{
tf = StBarInterval.StBarInterval_5Min;
}
else if (Convert.ToInt32(timeSpan.TotalMinutes) == 10)
{
tf = StBarInterval.StBarInterval_10Min;
}
else if (Convert.ToInt32(timeSpan.TotalMinutes) == 15)
{
tf = StBarInterval.StBarInterval_15Min;
}
else if (Convert.ToInt32(timeSpan.TotalMinutes) == 30)
{
tf = StBarInterval.StBarInterval_30Min;
}
else if (Convert.ToInt32(timeSpan.TotalMinutes) == 60)
{
tf = StBarInterval.StBarInterval_60Min;
}
if (tf == StBarInterval.StBarInterval_Quarter)
{
return(null);
}
_candles = null;
while (_candles == null)
{
lock (_smartComServerLocker)
{
SmartServer.GetBars(security, tf, DateTime.Now.AddHours(6), count);
}
}
return(_candles);
}
catch
{
return(null);
}
}
public DataRequest(string symbol, StBarInterval interval, System.DateTime since, int count)
{
TotalCount = Math.Abs(count);
Interval = interval;
SinceTime = since;
Symbol = symbol;
Bars = new List <Bar>();
}
public void InitDataRequest(string symbol, StBarInterval interval, System.DateTime since, int count)
{
if (DataRequestExists(symbol, interval, since, count))
{
throw new SmartException(ExceptionImportanceLevel.HIGH, "InitRequest", "DataCollector", "Already exists!");
}
DataRequests.Add(new DataRequest(symbol, interval, since, count));
}
void SmartComServer_AddBar(int row, int nrows, string symbol, StBarInterval interval, System.DateTime datetime,
double open, double high, double low, double close, double volume, double open_int)
{
//string message = row + ":" + nrows + ":" + symbol+":"+interval+":"+datetime+":"+open+":"+high+":"+low+":"+close+":"+volume+":"+open_int;
//Form.WriteToStatus(message);
Collector.AddBar(row, nrows, symbol, interval, datetime, open, high, low, close, volume, open_int);
//WriteToLog(message);
}
private void Server_AddBar(int row, int nrows, string symbol, StBarInterval interval, DateTime datetime, double open, double high, double low, double close, double volume, double open_int)
{
data.Add(new Bar(datetime, open, high, low, close, (long)volume));
if (row >= nrows - 1)
{
dataSemaphore.Release();
}
}
private void stServer_AddBar(int row, int nrows, string symbol, StBarInterval interval, DateTime datetime, double open, double high, double low, double close, double volume, double open_int)
{
Bar item = new Bar(symbol, BarIntervalFactory.Make(interval), datetime, open, high, low, close, volume);
this.logger.Log(String.Format("{0:dd/MM/yyyy H:mm:ss.fff}, {1}, получен Bar {2}",
BrokerDateTime.Make(DateTime.Now),
this.GetType().Name,
item.ToString()));
this.tradingData.Get <ObservableCollection <Bar> >().Add(item);
}
public void BarsCollectedHandler(string symbol, StBarInterval interval, List <Bar> bars)
{
InformUser(symbol + " - Bars Collected");
bars.RemoveAt(bars.Count - 1);
foreach (Bar bar in bars)
{
dbWriter.InsertOrderBook(bar.StartTime, symbol, interval, bar.Open, bar.High, bar.Low, bar.Close, (int)bar.Volume);
Console.Write(symbol + " - " + bar.ToString());
}
Console.WriteLine("");
}
public static int Make(StBarInterval interval)
{
switch (interval)
{
case StBarInterval.StBarInterval_1Min:
return(60);
case StBarInterval.StBarInterval_5Min:
return(300);
case StBarInterval.StBarInterval_10Min:
return(600);
case StBarInterval.StBarInterval_15Min:
return(900);
case StBarInterval.StBarInterval_30Min:
return(1800);
case StBarInterval.StBarInterval_60Min:
return(3600);
case StBarInterval.StBarInterval_2Hour:
return(7200);
case StBarInterval.StBarInterval_4Hour:
return(14400);
case StBarInterval.StBarInterval_Day:
return(86400);
case StBarInterval.StBarInterval_Week:
return(604800);
case StBarInterval.StBarInterval_Month:
return(2592000);
case StBarInterval.StBarInterval_Quarter:
return(7776000);
case StBarInterval.StBarInterval_Year:
return(31536000);
case StBarInterval.StBarInterval_Tick:
return(0);
default:
return(0);
}
}
/// <summary>
/// Метод установки даты отсчета
/// </summary>
/// <param name="interval"></param>
/// <param name="n"></param>
/// <returns></returns>
public static DateTime SetDateTime(StBarInterval interval, int n)
{
DateTime setdate = new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day, DateTime.Now.Hour, DateTime.Now.Minute, 0);
switch (interval)
{
case StBarInterval.StBarInterval_1Min:
setdate = setdate.AddMinutes(-n);
break;
case StBarInterval.StBarInterval_5Min:
setdate = setdate.AddMinutes(-n * 5);
break;
case StBarInterval.StBarInterval_10Min:
setdate = setdate.AddMinutes(-n * 10);
break;
case StBarInterval.StBarInterval_15Min:
setdate = setdate.AddMinutes(-n * 15);
break;
case StBarInterval.StBarInterval_30Min:
setdate = setdate.AddMinutes(-n * 30);
break;
case StBarInterval.StBarInterval_60Min:
setdate = setdate.AddMinutes(-n * 60);
break;
case StBarInterval.StBarInterval_2Hour:
setdate = setdate.AddHours(-n * 2);
break;
case StBarInterval.StBarInterval_4Hour:
setdate = setdate.AddHours(-n * 4);
break;
case StBarInterval.StBarInterval_Day:
setdate = setdate.AddDays(-n);
break;
case StBarInterval.StBarInterval_Week:
setdate = setdate.AddDays(-n * 7);
break;
}
return(setdate);
}
/// <summary>
/// incoming from system candles
/// входящие из системы свечи
/// </summary>
private void SmartServerOnAddBar(int row, int nrows, string symbol, StBarInterval interval, DateTime datetime,
double open, double high, double low, double close, double volume, double openInt)
{
Candle candle = new Candle();
candle.Volume = Convert.ToInt32(volume);
candle.Open = Convert.ToDecimal(open);
candle.High = Convert.ToDecimal(high);
candle.Low = Convert.ToDecimal(low);
candle.Close = Convert.ToDecimal(close);
if (interval == StBarInterval.StBarInterval_1Min)
{
candle.TimeStart = datetime.AddMinutes(-1.0);
}
else if (interval == StBarInterval.StBarInterval_5Min)
{
candle.TimeStart = datetime.AddMinutes(-5.0);
}
else if (interval == StBarInterval.StBarInterval_10Min)
{
candle.TimeStart = datetime.AddMinutes(-10.0);
}
else if (interval == StBarInterval.StBarInterval_15Min)
{
candle.TimeStart = datetime.AddMinutes(-15.0);
}
else if (interval == StBarInterval.StBarInterval_30Min)
{
candle.TimeStart = datetime.AddMinutes(-30.0);
}
else if (interval == StBarInterval.StBarInterval_60Min)
{
candle.TimeStart = datetime.AddMinutes(-60.0);
}
else
{
candle.TimeStart = datetime;
}
if (_candles == null || row == 0)
{
_candles = new List <Candle>();
}
_candles.Add(candle);
}
public void GetBars(string symbol, StBarInterval interval, System.DateTime since, int count)
{
Collector.InitDataRequest(symbol, interval, since, count);
try
{
SmartComServer.GetBars(symbol, interval, since, count);
} catch (Exception e)
{
DisconnectStockServer();
ConnectStockServer();
System.Threading.Thread.Sleep(7000);
EmailSender.SendEmail("Server Disconnected", "In GetBars: Server was disconnected. Tryied to reconect.\r\n" + e.Message);
SmartComServer.GetBars(symbol, interval, since, count);
}
//System.Threading.Thread.Sleep(500);
}
public void GetBars(string symbol, StBarInterval interval, int count)
{
try
{
if (count <= 0)
{
throw new ListenerException(ExceptionImportanceLevel.MEDIUM, "GetBars", "Listener", "No other choice for count: " + count);
}
DateTime since = DateTime.Now;
Collector.InitDataRequest(symbol, interval, since, count);
InformUser(symbol + " - Geting Bars ...");
SmartComServer.GetBars(symbol, interval, since, count);
} catch (SmartException e)
{
//dbWriter.InsertGeneral("Failed", "Listener");
dbWriter.InsertSts(Stocks.ServerTime.GetRealTime(), "Listener", "Failed");
Environment.Exit(0);
}
}
private void handleMessage(string msg, NetMQSocket sock)
{
JObject req = JObject.Parse(msg);
string ticker = (string)req["ticker"];
string fromRaw = (string)req["from"];
string toRaw = (string)req["to"];
string timeframeRaw = (string)req["timeframe"];
DateTime firstTime = parseDate(fromRaw);
DateTime lastTime = parseDate(toRaw);
StBarInterval timeframe = parseSmartComTimeFrame(timeframeRaw);
int countBars = calculateCountBars(firstTime, lastTime, timeframe);
data.Clear();
server.GetBars(ticker, timeframe, lastTime, countBars);
dataSemaphore.Wait();
sendResponse(data, sock);
}
public void AddBar(int row, int nrows, string symbol, StBarInterval interval, System.DateTime datetime,
double open, double high, double low, double close, double volume, double open_int)
{
int index = FindIndexOfDataRequest(symbol, interval, nrows);
if (index == -1)
{
string message = "Can't find: symbol = " + symbol + ", interval = " + interval + ", nrows = " + nrows;
throw new SmartException(ExceptionImportanceLevel.LOW, "AddBar", "DataCollector", message);
}
Bar bar = new Bar(open, close, low, high, volume, datetime);
DataRequests[index].AddBar(bar);
if (Math.Abs(row) == DataRequests[index].TotalCount - 1)
{
DataRequests[index].UserSort();
//Server server = Server.GetInstance();
//server.NotifyBarsCollected(DataRequests[index].Bars, symbol);
BarsCollected(DataRequests[index].Symbol, DataRequests[index].Interval, DataRequests[index].Bars);
DataRequests.RemoveAt(index);
}
}
private int secondsInInterval(StBarInterval interval)
{
switch (interval)
{
case StBarInterval.StBarInterval_1Min:
return(60);
case StBarInterval.StBarInterval_5Min:
return(60 * 5);
case StBarInterval.StBarInterval_10Min:
return(60 * 10);
case StBarInterval.StBarInterval_15Min:
return(60 * 15);
case StBarInterval.StBarInterval_30Min:
return(60 * 30);
case StBarInterval.StBarInterval_60Min:
return(60 * 60);
case StBarInterval.StBarInterval_2Hour:
return(60 * 60 * 2);
case StBarInterval.StBarInterval_4Hour:
return(60 * 60 * 4);
case StBarInterval.StBarInterval_Day:
return(60 * 60 * 24);
case StBarInterval.StBarInterval_Month:
return(60 * 60 * 24 * 30);
default:
throw new ArgumentException("Not supported: " + interval.ToString());
}
}
/// <summary>
/// Метод добавления бара в список баров
/// </summary>
/// <param name="row"></param>
/// <param name="nrows"></param>
/// <param name="symbol"></param>
/// <param name="interval"></param>
/// <param name="date"></param>
/// <param name="open"></param>
/// <param name="high"></param>
/// <param name="low"></param>
/// <param name="close"></param>
/// <param name="volume"></param>
/// <param name="open_int"></param>
private void AddBars(int row, int nrows, string symbol, StBarInterval interval, DateTime date, double open, double high, double low, double close, double volume, double open_int)
{
BarsList.Add(new Collections.Bar(date, open, high, low, close));
//
//ниже представлена инстуркция, регулирующая масштаб графика
//
if (InvokeRequired)
{
Invoke(new MethodInvoker(delegate
{
chart1.Series[0].Points.AddXY(date, high, low, open, close);
if (BarsList.Count > nBars)
{
chart1.ChartAreas[0].AxisY.Minimum = chart1.Series[0].Points.Where(p => p.YValues[1] > 0).Min(p => p.YValues[1]) - (Math.Abs(chart1.Series[0].Points.Where(p => p.YValues[0] > 0).Min(p => p.YValues[0]) - chart1.Series[0].Points.Where(p => p.YValues[1] > 0).Min(p => p.YValues[1])));
}
if (BarsList.Count > sma)
{
chart1.Series[2].Points.AddXY(BarsList.Last().Date, ((BarsList.GetRange(BarsList.Count() - sma, sma).Select(p => p.Close).Sum()) / sma));
}
}));
}
Strategy1(BarsList, TradesList);
}
private void OnAddBar(int row, int rowsCount, string symbol, StBarInterval interval, DateTime datetime,
double open, double high, double low, double close, double volume, double openInt)
{
ProduceMessage(
TopicName.AddBar,
JsonSerializer.Serialize(
new AddBar
{
Row = row,
RowsCount = rowsCount,
Symbol = symbol,
Interval = interval,
DateTime = datetime,
OpenPrice = open,
HighPrice = high,
LowPrice = low,
ClosePrice = close,
Volume = volume,
Opened = openInt
}
)
);
}
/// <summary>
/// Метод инициалезирует поле ComboBox
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void ComboBox1_Change(object sender, EventArgs e)
{
switch (comboBox1.Text)
{
case "1 мин.":
{
interval = StBarInterval.StBarInterval_1Min;
break;
}
case "5 мин.":
{
interval = StBarInterval.StBarInterval_5Min;
break;
}
case "10 мин.":
{
interval = StBarInterval.StBarInterval_10Min;
break;
}
case "15 мин.":
{
interval = StBarInterval.StBarInterval_15Min;
break;
}
case "30 мин.":
{
interval = StBarInterval.StBarInterval_30Min;
break;
}
case "60 мин.":
{
interval = StBarInterval.StBarInterval_60Min;
break;
}
case "2 часа":
{
interval = StBarInterval.StBarInterval_2Hour;
break;
}
case "4 часа":
{
interval = StBarInterval.StBarInterval_4Hour;
break;
}
case "1 день":
{
interval = StBarInterval.StBarInterval_Day;
break;
}
case "1 неделя":
{
interval = StBarInterval.StBarInterval_Week;
break;
}
}
}
private int calculateCountBars(DateTime start, DateTime end, StBarInterval timeframe)
{
return((int)end.Subtract(start).TotalSeconds / secondsInInterval(timeframe));
}
private void OnAddBar(int row, int nrows, string symbol, StBarInterval smartInterval, DateTime datetime, double open, double high, double low, double close, double volume, double openInt)
{
SmartBarInterval interval;
switch (smartInterval)
{
case StBarInterval.StBarInterval_Tick:
interval = SmartBarInterval.Tick;
break;
case StBarInterval.StBarInterval_1Min:
interval = SmartBarInterval.Min1;
break;
case StBarInterval.StBarInterval_5Min:
interval = SmartBarInterval.Min5;
break;
case StBarInterval.StBarInterval_10Min:
interval = SmartBarInterval.Min10;
break;
case StBarInterval.StBarInterval_15Min:
interval = SmartBarInterval.Min15;
break;
case StBarInterval.StBarInterval_30Min:
interval = SmartBarInterval.Min30;
break;
case StBarInterval.StBarInterval_60Min:
interval = SmartBarInterval.Min60;
break;
case StBarInterval.StBarInterval_2Hour:
interval = SmartBarInterval.Hour2;
break;
case StBarInterval.StBarInterval_4Hour:
interval = SmartBarInterval.Hour4;
break;
case StBarInterval.StBarInterval_Day:
interval = SmartBarInterval.Day;
break;
case StBarInterval.StBarInterval_Week:
interval = SmartBarInterval.Week;
break;
case StBarInterval.StBarInterval_Month:
interval = SmartBarInterval.Month;
break;
case StBarInterval.StBarInterval_Quarter:
interval = SmartBarInterval.Quarter;
break;
case StBarInterval.StBarInterval_Year:
interval = SmartBarInterval.Year;
break;
default:
throw new ArgumentOutOfRangeException("smartInterval");
}
OnAddBar(row, nrows, symbol, interval, datetime, open, high, low, close, volume, openInt);
}
public void GetBars(string symbol, StBarInterval interval, DateTime since, int count)
{
this.barsReceived = count;
}
public void EmulateBarArrival(string symbol, StBarInterval interval, DateTime datetime, double open, double high, double low, double close, double volume, double open_int)
{
this.AddBar(0, 1, symbol, interval, datetime, open, high, low, close, volume, open_int);
}
void SmartComServer_AddBar(int row, int nrows, string symbol, StBarInterval interval, System.DateTime datetime,
double open, double high, double low, double close, double volume, double open_int)
{
Collector.AddBar(row, nrows, symbol, interval, datetime, open, high, low, close, volume, open_int);
}
public bool DataRequestExists(string symbol, StBarInterval interval, System.DateTime since, int count)
{
return(FindIndexOfDataRequest(symbol, interval, count) != -1);
}
