public BarRow(Timeframes tf, ITickSource tickSrc, int insID)
: this(tf, insID)
{
_tSource = tickSrc;
_tSource.OnTick += TSource_Tick;
_insID = insID;
}
public BarRow(Timeframes tf, ITickDispatcher tickDisp, int insID)
: this(tf, insID)
{
_tDisp = tickDisp;
_insID = insID;
_tDisp.Subscribe(this, insID, Td_Tick);
}
private void Edit(List <string> args)
{
if (args.Count < 3)
{
_console.WriteError("Неверное число аргументов");
return;
}
DateTime start;
if (DateTime.TryParse(args[0], out start))
{
_tickSource.StartDate = start;
}
DateTime end;
if (DateTime.TryParse(args[1], out end))
{
_tickSource.EndDate = end;
}
Timeframes tf;
if (Timeframes.TryParse(args[2], out tf))
{
_tickSource.Timeframe = tf;
}
View();
}
/// <summary>
/// Создание потоков исторических данных по тикерам
/// </summary>
/// <param name="tickers">Список тикеров</param>
/// <param name="tf">Таймфрейм</param>
public void CreateInsStores(IEnumerable <string> tickers, Timeframes tf)
{
foreach (var ticker in tickers)
{
CreateInsStore(ticker, tf);
}
}
/// <summary>
/// Оптимальная начальная дата исторических данных
/// </summary>
/// <param name="endHistoryDate">Последняя дата исторических данных</param>
/// <param name="tf">Таймфрейм</param>
/// <returns>В зависимости от таймфрейма вычисляется оптимальный размер исторических данных и вычисляется их начальная дата</returns>
public DateTime GetDefaultStartHistoryDate(DateTime endHistoryDate, Timeframes tf)
{
DateTime hist = endHistoryDate;
switch (tf)
{
case Timeframes.Tick: hist = endHistoryDate.AddDays(-10); break;
case Timeframes.Min: hist = endHistoryDate.AddMonths(-1); break;
case Timeframes.Min5: hist = endHistoryDate.AddMonths(-2); break;
case Timeframes.Min10: hist = endHistoryDate.AddMonths(-3); break;
case Timeframes.Min15: hist = endHistoryDate.AddMonths(-4); break;
case Timeframes.Min20: hist = endHistoryDate.AddMonths(-5); break;
case Timeframes.Min30: hist = endHistoryDate.AddMonths(-6); break;
case Timeframes.Hour: hist = endHistoryDate.AddYears(-1); break;
case Timeframes.Day: hist = endHistoryDate.AddYears(-5); break;
case Timeframes.Week: hist = endHistoryDate.AddYears(-5); break;
}
return(hist);
}
/// <summary>
/// Оптимальная конечная дата для работы симулятора
/// </summary>
/// <param name="startDate">Начальная дата работы симулятора</param>
/// <param name="tf">Таймфрейм</param>
/// <returns>В зависимости от таймфрейма вычисляется оптимальная конечная дата работы симулятора. Перед запуском симулятора данные по конечную дату должны быть загружены с сервера.</returns>
public DateTime GetDefaultEndForwardDate(DateTime startDate, Timeframes tf)
{
DateTime hist = startDate;
switch (tf)
{
case Timeframes.Tick: hist = startDate.AddDays(10); break;
case Timeframes.Min: hist = startDate.AddMonths(1); break;
case Timeframes.Min5: hist = startDate.AddMonths(2); break;
case Timeframes.Min10: hist = startDate.AddMonths(3); break;
case Timeframes.Min15: hist = startDate.AddMonths(4); break;
case Timeframes.Min20: hist = startDate.AddMonths(5); break;
case Timeframes.Min30: hist = startDate.AddMonths(6); break;
case Timeframes.Hour: hist = startDate.AddYears(1); break;
case Timeframes.Day: hist = startDate.AddYears(5); break;
case Timeframes.Week: hist = startDate.AddYears(5); break;
}
return(hist);
}
public TimeframeItem(Timeframes tf)
{
this.Tf = tf;
string[] names = TfHelper.GetTimeframeNames(tf);
this.ShortName = names[0];
this.Name = names[1];
}
/// <summary>
/// Get InsStore by instrument and timeframe
/// </summary>
/// <param name="insID"></param>
/// <param name="tf"></param>
/// <returns></returns>
public CommonData.InsStore GetInsStore(int insID, Timeframes tf)
{
using (var db = new DaContext(_options))
{
return(db.InsStore.FirstOrDefault(s => s.InsID == insID && s.Tf == tf));
}
}
/// <summary>
/// Get Chart object by account, instrument and timeframe (single chart)
/// </summary>
/// <param name="accountID"></param>
/// <param name="insID"></param>
/// <param name="tf"></param>
/// <returns></returns>
public CommonData.Chart GetChart(int accountID, int insID, Timeframes tf)
{
return(null); //?????????????????????
DbChart chart = null;
using (var db = new DaContext(_options))
{
chart = db.Chart.FirstOrDefault(r => r.AccountID == accountID && r.InsID == insID && r.Tf == (byte)tf);
if (chart == null)
{
return(null);
}
}
var xd = new XDocument();
if (!string.IsNullOrEmpty(chart.Data))
{
xd = XDocument.Parse(chart.Data);
}
return(new CommonData.Chart()
{
ChartID = chart.ChartID,
InsID = chart.InsID,
Tf = (Timeframes)chart.Tf,
AccountID = chart.AccountID,
XmlData = xd
});
}
/// <summary>
/// Считать файл из кэша
/// </summary>
/// <param name="ticker">Тикер</param>
/// <param name="tf">Таймфрейм</param>
/// <param name="date1">Дата1</param>
/// <param name="date2">Дата2</param>
/// <returns>Чситанные данные или null</returns>
private byte[] ReadCache(string ticker, Timeframes tf, DateTime date1, DateTime date2)
{
string cachePath = _config.GetHistoryProviderCache();
if (string.IsNullOrEmpty(cachePath))
{
return(null);
}
string filename = string.Format("{0}_{1}.txt",
date1.ToString("yyyy-MM-dd"),
date2.ToString("yyyy-MM-dd"));
string path = Path.Combine(cachePath, ticker, tf.ToString(), filename);
byte[] data = null;
try
{
data = File.ReadAllBytes(path);
}
catch
{
}
return(data);
}
/// <summary>
/// Подстановка значений параметров в строку
/// </summary>
/// <param name="isStr">Исходная строка</param>
/// <param name="ticker"></param>
/// <param name="tf"></param>
/// <param name="date1"></param>
/// <param name="date2"></param>
/// <returns>Результат</returns>
private string ReplParams(string inStr,
string ticker, Timeframes tf, DateTime date1, DateTime date2)
{
string outStr = inStr;
TickerData tickerData = _tickers.FirstOrDefault(t => t.Ticker == ticker);
TimeframeData tfData = _tfds.FirstOrDefault(t => t.Tf == tf);
outStr = outStr.Replace("{TICKER}", ticker);
outStr = outStr.Replace("{ID}", tickerData.ID);
outStr = outStr.Replace("{Market}", tickerData.Market);
outStr = outStr.Replace("{TfParam}", tfData.TfParam);
outStr = outStr.Replace("{TFKey}", tfData.TfKey);
outStr = outStr.Replace("{DATF}", tfData.Datf);
outStr = outStr.Replace("{YYF}", date1.Date.Year.ToString().Substring(2, 2));
outStr = outStr.Replace("{MMF}", date1.Date.Month.ToString("0#"));
outStr = outStr.Replace("{DDF}", date1.Date.Day.ToString("0#"));
outStr = outStr.Replace("{YYT}", date2.Date.Year.ToString().Substring(2, 2));
outStr = outStr.Replace("{MMT}", date2.Date.Month.ToString("0#"));
outStr = outStr.Replace("{DDT}", date2.Date.Day.ToString("0#"));
outStr = outStr.Replace("{DF}", date1.Date.Day.ToString());
outStr = outStr.Replace("{MF}", date1.Date.Month.ToString());
outStr = outStr.Replace("{MF-1}", (date1.Date.Month - 1).ToString());
outStr = outStr.Replace("{DF-1}", (date1.Date.Day - 1).ToString());
outStr = outStr.Replace("{YYYYF}", date1.Date.Year.ToString());
outStr = outStr.Replace("{DT}", date2.Date.Day.ToString());
outStr = outStr.Replace("{MT}", date2.Date.Month.ToString());
outStr = outStr.Replace("{MT-1}", (date2.Date.Month - 1).ToString());
outStr = outStr.Replace("{DT-1}", (date2.Date.Day - 1).ToString());
outStr = outStr.Replace("{YYYYT}", date2.Date.Year.ToString());
return(outStr);
}
/// <summary>
/// Get time period for date and timeframe
/// </summary>
/// <param name="date">Date</param>
/// <param name="tf">Timeframe</param>
/// <returns>Begin time of interval, begin time of the next interval</returns>
public static DateTime[] GetDates(DateTime date, Timeframes tf)
{
DateTime d1 = DateTime.MinValue; DateTime d2 = DateTime.MinValue;
switch (tf)
{
case Timeframes.Tick:
d1 = date; d2 = date;
break;
case Timeframes.Min:
d1 = new DateTime(date.Year, date.Month, date.Day, date.Hour, date.Minute, 0);
d2 = d1.AddMinutes(1);
break;
case Timeframes.Min5:
d1 = new DateTime(date.Year, date.Month, date.Day, date.Hour, (date.Minute / 5) * 5, 0);
d2 = d1.AddMinutes(5);
break;
case Timeframes.Min10:
d1 = new DateTime(date.Year, date.Month, date.Day, date.Hour, (date.Minute / 10) * 10, 0);
d2 = d1.AddMinutes(10);
break;
case Timeframes.Min15:
d1 = new DateTime(date.Year, date.Month, date.Day, date.Hour, (date.Minute / 15) * 15, 0);
d2 = d1.AddMinutes(15);
break;
case Timeframes.Min20:
d1 = new DateTime(date.Year, date.Month, date.Day, date.Hour, (date.Minute / 20) * 20, 0);
d2 = d1.AddMinutes(20);
break;
case Timeframes.Min30:
d1 = new DateTime(date.Year, date.Month, date.Day, date.Hour, (date.Minute / 30) * 30, 0);
d2 = d1.AddMinutes(30);
break;
case Timeframes.Hour:
d1 = new DateTime(date.Year, date.Month, date.Day, date.Hour, 0, 0);
d2 = d1.AddHours(1);
break;
case Timeframes.Day:
d1 = new DateTime(date.Year, date.Month, date.Day, 0, 0, 0);
d2 = d1.AddDays(1);
break;
case Timeframes.Week:
d1 = ToStartWeek(date);
d2 = ToStartNextWeek(date);
break;
}
DateTime[] dates = { d1, d2 };
return(dates);
}
public Bar(DateTime time, Timeframes tf)
: this()
{
var dates = TfHelper.GetDates(time, tf);
this.Time = dates[0];
this.NextBarTime = dates[1];
}
public ChartManager GetChartManager(int accountID, int insID, Timeframes tf)
{
lock (_cmCache)
{
ChartManager cm = _cmCache.GetChartManager(accountID, insID, tf);
if (cm != null)
{
return(cm);
}
var account = _accountDA.GetAccountByID(accountID);
if (account == null)
{
return(null);
}
if (account.AccountType == AccountTypes.Real)
{
cm = new ChartManager(_instrumBL, _insStoreBL, _accountDA, _tickDisp);
}
else
{
DateTime end = DateTime.Today;
DateTime start = end.AddDays(-1);
var json = _reposBL.GetStringParam(TestRun.ACCOUNT_META + accountID.ToString());
try
{
var meta = JsonConvert.DeserializeObject <AccountMeta>(json);
if (meta != null)
{
start = meta.TickSource_StartDate;
end = meta.TickSource_EndDate;
}
}
catch { }
cm = new ChartManager(_instrumBL, _insStoreBL, _accountDA, start, end);
}
var chart = _chartDA.GetChart(accountID, insID, tf);
if (chart != null)
{
cm.Initialize(chart.XmlData);
}
else
{
cm.Initialize();
cm.CreatePrices(insID, tf);
}
cm.LoadHistoryAsync().Wait(); // нехорошо ждать внутри лока
_cmCache.AddChartManager(accountID, insID, tf, cm);
return(cm);
}
}
/// <summary>
/// Получить объект InsStore
/// Объект InsStore используется для хранения исторических данных по фин. инструменту.
/// Исторические данные храняться в указанном таймфрейме.
/// </summary>
/// <param name="ticker">Инструмент</param>
/// <param name="tf">ТФ</param>
/// <returns>InsStore, null - тикер не найден либо InsStore не найден</returns>
public CommonData.InsStore GetInsStore(string ticker, Timeframes tf)
{
var instrum = _instrumBL.GetInstrum(ticker);
if (instrum == null)
{
return(null);
}
return(_insStoreDA.GetInsStore(instrum.InsID, tf));
}
//public event EventHandler Load;
public Form1()
{
currencypairs = new CurrencyPairs();
login = new Login();
timeframes = new Timeframes();
this.Load += new EventHandler(Form1_Load);
this.Load += Form1_Load;
InitializeComponent();
}
public async Task <IBarRow> CreateBarRow(int insId, Timeframes tf, int historyDays)
{
BarRow bars = new BarRow(tf, _tickDisp, insId);
DateTime curDate = DateTime.Today;
var endHistoryDate = curDate.AddDays(-1);
var startHistoryDate = endHistoryDate.AddDays(-historyDays);
await _insStoreBL.LoadHistoryAsync(bars, insId, startHistoryDate, endHistoryDate);
_barRows.Add(bars);
return(bars);
}
/// <summary>
/// Создать объект InsStore, если не существует
/// </summary>
/// <param name="insID">Инструмент</param>
/// <param name="tf">ТФ</param>
/// <returns>InsStore</returns>
public CommonData.InsStore CreateInsStore(int insID, Timeframes tf)
{
var insStore = _insStoreDA.GetInsStore(insID, tf);
if (insStore == null)
{
int insStoreID = _insStoreDA.CreateInsStore(insID, tf, true);
insStore = _insStoreDA.GetInsStoreByID(insStoreID);
}
return(insStore);
}
public ChartManager GetChartManager(int accountID, int insID, Timeframes tf)
{
string key = accountID.ToString()
+ ":" + insID.ToString()
+ ":" + ((byte)tf).ToString();
if (!_key_chartManager.ContainsKey(key))
{
return(null);
}
return(_key_chartManager[key]);
}
/// <summary>
/// Добавить в chart график цены
/// </summary>
/// <param name="insID">Инструмент</param>
/// <param name="tf">Таймфрейм</param>
public void CreatePrices(int insID, Timeframes tf)
{
var ins = _instrumBL.GetInstrumByID(insID);
if (ins == null)
{
return;
}
string guid = Guid.NewGuid().ToString();
CreateBarRowSource(ins, tf, guid);
}
public BarRow(Timeframes tf, int insID)
{
_bars = new List <Bar>();
_timeline = new Timeline(tf);
_openVR = new ValueRow();
_closeVR = new ValueRow();
_highVR = new ValueRow();
_lowVR = new ValueRow();
_medianVR = new ValueRow();
_typicalVR = new ValueRow();
_nextBarTime = DateTime.MinValue;
_insID = insID;
}
public bool AddChartManager(int accountID, int insID, Timeframes tf, ChartManager cm)
{
string key = accountID.ToString()
+ ":" + insID.ToString()
+ ":" + ((byte)tf).ToString();
if (_key_chartManager.ContainsKey(key))
{
return(false);
}
_key_chartManager.Add(key, cm);
return(true);
}
public ChartServiceLiveCharts(Dispatcher dispatcher)
{
this.dispatcher = dispatcher;
OhclValues = new ChartValues <OhlcPoint>();
LabelsX = new List <string>();
Timeframes = KlineType.Intervals;
SelectedInterval = Timeframes.First();
PairSelecteds = PairsMy.Pairs;
Series = new SeriesCollection();
CreateCandleSeries();
}
/// <summary>
/// Create InsStore (array of fin. instrument quotes)
/// </summary>
/// <param name="insID">Instrument</param>
/// <param name="tf">Timeframe</param>
/// <param name="isEnable">Active for sync</param>
/// <returns></returns>
public int CreateInsStore(int insID, Timeframes tf, bool isEnable)
{
int id = 0;
var db_InsStore = new DBModel.InsStore()
{
InsID = insID,
Tf = (byte)tf,
IsEnable = isEnable
};
_da.DbContext.Insert(db_InsStore);
id = db_InsStore.InsStoreID;
return(id);
}
/// <summary>
/// Create InsStore (array of fin. instrument quotes)
/// </summary>
/// <param name="insID">Instrument</param>
/// <param name="tf">Timeframe</param>
/// <param name="isEnable">Active for sync</param>
/// <returns></returns>
public int CreateInsStore(int insID, Timeframes tf, bool isEnable)
{
var insStore = new CommonData.InsStore()
{
InsID = insID,
Tf = tf,
IsEnable = isEnable
};
using (var db = new DaContext(_options))
{
db.InsStore.Add(insStore);
db.SaveChanges();
}
return(insStore.InsStoreID);
}
private void AddBarRowSource2Xml(XDocument xdChart, string guid, int insID, Timeframes tf)
{
var xnSources = xdChart.Root.Element("Sources");
if (xnSources == null)
{
xnSources = new XElement("Sources");
xdChart.Root.Add(xnSources);
}
var xnBarRow = new XElement("BarRow",
new XAttribute("Id", guid),
new XAttribute("InsID", insID.ToString()),
new XAttribute("Tf", ((int)tf).ToString()));
xnSources.Add(xnBarRow);
}
/// <summary>
/// Get InsStore by instrument and timeframe
/// </summary>
/// <param name="insID"></param>
/// <param name="tf"></param>
/// <returns></returns>
public CommonData.InsStore GetInsStore(int insID, Timeframes tf)
{
DBModel.InsStore ss = null;
ss = _da.DbContext.Table <InsStore>().FirstOrDefault(s => s.InsID == insID && s.Tf == (byte)tf);
if (ss == null)
{
return(null);
}
return(new CommonData.InsStore()
{
InsStoreID = ss.InsStoreID,
InsID = ss.InsID,
Tf = (Timeframes)ss.Tf,
IsEnable = ss.IsEnable
});
}
public ChartService(Dispatcher dispatcher, double gridHeight, double gridWidth)
{
this.dispatcher = dispatcher;
GridHeight = gridHeight;
GridWidth = gridWidth;
candlestick = new Candlestick();
ChartServ = new Charts.Services.ChartService(candlestick);
candles = new List <Charts.Models.Candle>();
Timeframes = KlineType.Intervals;
SelectedInterval = Timeframes.First();
timer = new Timer(2000);
timer.Elapsed += Timer_Elapsed;
timer.Start();
}
public async Task <IEnumerable <Bar> > GetDataAsync(string ticker, Timeframes tf, DateTime date1, DateTime date2)
{
if (_requester == null)
{
return(null);
}
if (_tickers.All(td => td.Ticker != ticker))
{
return(null);
}
if (_tfds.All(t => t.Tf != tf))
{
return(null);
}
byte[] data = ReadCache(ticker, tf, date1, date2);
if (data == null)
{
string url = ReplParams(_baseUrl, ticker, tf, date1, date2);
data = await _requester.RequestAsync(url);
if (data != null)
{
WriteCache(ticker, tf, date1, date2, data);
}
}
ParserSettings ps = new ParserSettings();
ps.SkipLinesCount = 1;
if (tf == Timeframes.Tick)
{
ps.OpenPriceIndex = ps.HighPriceIndex = ps.LowPriceIndex = ps.ClosePriceIndex = ps.VolumeIndex = -1;
ps.FieldCount = 6;
}
else
{
ps.TickPriceIndex = ps.TickVolumeIndex = -1;
ps.FieldCount = 9;
}
Parser parser = new Parser(ps);
return(await parser.ParseAsync(data));
}
/// <summary>
/// Create new chart
/// </summary>
/// <param name="accountID">Account Id</param>
/// <param name="insID">Instrum Id</param>
/// <param name="tf">Timeframe</param>
/// <param name="xData">Chart data</param>
/// <returns></returns>
public int CreateChart(int accountID, int insID, Timeframes tf, XDocument xData)
{
DbChart db_chart = new DbChart()
{
ChartID = 0,
InsID = insID,
Tf = (byte)tf,
AccountID = accountID,
Data = xData.ToString()
};
using (var db = new DaContext(_options))
{
db.Chart.Add(db_chart);
db.SaveChanges();
}
return(db_chart.ChartID);
}
