public StrategyMetaData getStrategyMetaDataMap(String symbol, TIMEFRAME timeframe)
{
int tf = (int)timeframe;
if (tf == 0)
{
tf = (int)Period();
}
string key = symbol + "_" + tf;
if (!strategyMetaDataMap.ContainsKey(key))
{
strategyMetaDataMap[key] = new StrategyMetaData();
}
return(strategyMetaDataMap[key]);
}
private bool checkCandle(String symbol, TIMEFRAME timeframe)
{
try
{
bool newCandle = false;
StrategyMetaData strategyMetaData = getStrategyMetaDataMap(symbol, timeframe);
LocalDate localDate = getMarketLocalDate(symbol);
// new day detected
if (!localDate.Equals(strategyMetaData.getCurrentLocalDate()))
{
strategyMetaData.setCurrentLocalDate(localDate);
// Get todays high/low:
/*
* todaysHigh = iHigh(symbol, (int)TIMEFRAME.PERIOD_D1, 0);
* todaysLow = iLow(symbol, (int)TIMEFRAME.PERIOD_D1, 0);
*
* strategyMetaData.setSignalStartDateTime(DateUtil.addDateAndTime(strategyMetaData.getCurrentLocalDate(), signalStartTime));
*
* if (signalStopTime.Equals(LocalTime.Midnight))
* {
* // If stop time midnight, set signal stop to following day
* strategyMetaData.setSignalStopDateTime(DateUtil.addDateAndTime(strategyMetaData.getCurrentLocalDate().PlusDays(1), signalStopTime));
* }
* else
* {
* strategyMetaData.setSignalStopDateTime(DateUtil.addDateAndTime(strategyMetaData.getCurrentLocalDate(), signalStopTime));
* }
*/
LOG.Info("New Day Detected: " + strategyMetaData.getCurrentLocalDate());
//LOG.Debug("Market Time: " + getMarketTime(symbol));
//LOG.Debug("Market DateTime: " + getMarketDateTime(symbol));
//LOG.Debug("Local Date: " + localDate);
//LOG.Debug("Signal Start: " + strategyMetaData.getSignalStartDateTime());
//LOG.Debug("Signal Stop: " + strategyMetaData.getSignalStopDateTime());
// Get yesterdays high/low:
//yesterdaysHigh = iHigh(symbol, (int)TIMEFRAME.PERIOD_D1, 1);
//yesterdaysLow = iLow(symbol, (int)TIMEFRAME.PERIOD_D1, 1);
onNewDate(symbol, timeframe);
}
// new candle detected
DateTime newCurrentCandle = LocalDateTime.FromDateTime(iTime(symbol, (int)timeframe, 0)).ToDateTimeUnspecified();
if (!newCurrentCandle.Equals(strategyMetaData.getCurrentCandleDateTime()))
{
strategyMetaData.setCurrentCandleDateTime(newCurrentCandle);
// Get distance to first candle of the day
int i = 0;
DateTime epoch = new DateTime(0);
for (DateTime itime = epoch; itime == epoch || (itime != epoch && itime > strategyMetaData.getCurrentLocalDate().AtMidnight().ToDateTimeUnspecified()); i++)
{
itime = iTime(symbol, (int)timeframe, i);
}
strategyMetaData.setCandleDistanceToDayStart(i);
//LOG.Debug("New Candle Detected: " + newCurrentCandle + " : distance from day start: " + strategyMetaData.getCandleDistanceToDayStart());
newCandle = true;
onNewCandle(symbol, timeframe);
}
if (evalOncePerCandle && !newCandle)
{
return(false);
}
return(true);
}
catch (Exception e)
{
LOG.Error(e);
throw;
}
}
