public void TestGetInstruments()
{
_repository.AddInstrument(new Instrument("Instrument1", InstrumentType.Bond));
_repository.AddInstrument(new Instrument("Instrument2", InstrumentType.Forex));
Assert.AreEqual(2, _repository.GetInstruments().Count());
}
public async Task <IEnumerable <InsideBarView> > GetInsideBars()
{
var instrumentsAsync = await _instrumentRepository.GetInstruments();
var instruments = instrumentsAsync.Where(x => (x.GroupName == "Major" || x.GroupName == "Minor") ||
x.Symbol == "DE30" || x.Symbol == "US500" || x.Symbol == "US100" || x.Symbol == "GOLD" || x.Symbol == "W20").ToList();
var chartsAsync = instruments.Select(async x => await _chartRepository.GetChartAsync(x.Symbol, "D1", 10, x.Precision)).ToList();
var charts = await Task.WhenAll(chartsAsync);
var list = new List <InsideBarView>();
foreach (var chart in charts)
{
chart.SetInsideBar(DateTime.Now.AddDays(-1));
if (chart.InsideBar != null)
{
list.Add(new InsideBarView
{
HighInsideBar = chart.InsideBar.HighInsideBar,
LowInsideBar = chart.InsideBar.LowInsideBar,
HighMotherInsideBar = chart.InsideBar.HighMotherInsideBar,
LowMotherInsideBar = chart.InsideBar.LowMotherInsideBar,
Symbol = chart.Symbol,
Side = chart.InsideBar.Side
});
}
}
return(list);
}
public Pricer(IInstrumentRepository instrumentRepository, double interval)
{
_timer = new Timer(interval);
_instrumentRepository = instrumentRepository;
_instruments = _instrumentRepository.GetInstruments().Select(instrument => instrument.Name).ToArray();
_rand = new Random((int)DateTime.Now.Ticks);
}
protected async override void Handle(PlayInsideBarCommand request)
{
if (DateTime.Now.Second >= 58)
{
try
{
if (request.InsideBars.Count > 0)
{
var account = await _accountRepository.GetAccountAsync("11181613");
var instruments = await _instrumentRepository.GetInstruments();
foreach (var insideBars in request.InsideBars)
{
var instrument = instruments.FirstOrDefault(x => x.Symbol == insideBars.Symbol);
var insideBar = new InsideBarStrategy(instrument, 1000, account);
var chart = await _chartRepository.GetChartAsync(insideBars.Symbol, "M1", 4000, instrument.Precision);
insideBar.Play(chart);
await _mediator.DispatchDomainEventsAsync(account);
_logger.LogInformation($"Play inside bar {insideBar.Instrument.Symbol}");
}
}
else
{
_logger.LogInformation("No inside bars");
}
}
catch (Exception e)
{
_logger.LogError(e, "Error Inside bar");
}
}
}
public async Task <IActionResult> GetInstrument()
{
var items = await _repository.GetInstruments();
var itemsDto = _mapper.Map <List <DtoOutputInstrumentForList> >(items);
return(Ok(itemsDto));
}
public IEnumerable <Instrument> GetInstruments()
{
if (!CurrentUser.HasRole(UserRole.Member))
{
throw new DomainValidationException(Messages.InsufficientSecurityClearance);
}
return(_instrumentRepository.GetInstruments());
}
public TrainingForm()
{
InitializeComponent();
_instrumentRepository = new MyInstrumentRepository();
_instrumentRepository.Init(20);
_pricer = new Pricer(_instrumentRepository, 1);
_instruments =
new ObservableCollection <InstrumentViewModel>(
_instrumentRepository.GetInstruments().Select(instrument => new InstrumentViewModel(instrument)));
}
public ViewModel()
{
_instrumentRepository = new MyInstrumentRepository();
_instrumentRepository.Init(50);
Instruments =
new ObservableCollection <InstrumentViewModel>(
_instrumentRepository.GetInstruments().Select(instrument => new InstrumentViewModel(instrument)));
_pricer = new Pricer(_instrumentRepository, 1);
StartCommand = new RelayCommand(o => { _pricer.Price(); }, o => true);
StopCommand = new RelayCommand(o => { _pricer.StopPrice(); }, o => true);
RestartCommand = new RelayCommand(o => { _pricer.Restart(); }, o => true);
}
public void TestPrice()
{
_repository = Substitute.For <IInstrumentRepository>();
_repository.GetInstruments()
.Returns(new List <Instrument>
{
new Instrument("Toto", InstrumentType.Bond)
});
_pricer = new Pricer(_repository, 500);
_pricer.Price();
Thread.Sleep(800);
_repository.Received(1).PriceUpdate("Toto", Arg.Any <double>());
}
public async Task <List <Instrument> > Handle(GetInstrumentsToPlayRequest request, CancellationToken cancellationToken)
{
try
{
var instruments = await _instrumentRepository.GetInstruments();
return(instruments.Where(
x => (x.GroupName == "Major" || x.GroupName == "Minor") || x.Symbol == "DE30" || x.Symbol == "US500" || x.Symbol == "US100" || x.Symbol == "GOLD" ||
x.Symbol == "W20")
.ToList());
}
catch (Exception ex)
{
_logger.LogError(ex, "GetInstrumentsToPlayRequestHandler");
throw ex;
}
}
public async Task <ChartView> SimulateView(string symbol, string interval)
{
var listModel = new List <ChartWithEma>();
var symbols = await _instrumentRepository.GetInstruments();
var instrument = symbols.FirstOrDefault(x => x.Symbol == symbol);
var chartTakeProfit = await _chartRepository.GetChartAsync(instrument.Symbol, interval, 150, instrument.Precision);
var takeProfit = (decimal)Math.Round((chartTakeProfit.Quotations
.Sum(x =>
{
var low = x.Low * Math.Pow(10, instrument.Precision);
var high = x.High * Math.Pow(10, instrument.Precision);
var pipsDiff = Math.Round(Math.Abs(low - high), 1);
return(pipsDiff / 10);
}) / chartTakeProfit.Quotations.Count()), 2);
var chart = await _chartRepository.GetChartAsync(instrument.Symbol, interval, 10000, instrument.Precision);
var emaValue = 50;
var emasH = Indicators.EMA(chart.Quotations.Select(x => x.Close).ToArray(), emaValue);
for (int i = 0; i < emasH.Count(); i++)
{
chart.Quotations[i].AddEma(emasH[i]);
}
var quotations = chart.Quotations.ToArray();
var timeArray = quotations.Select(x => x.Time.ConvertDateTimeToTicks()).ToArray();
var openArray = quotations.Select(x => x.Open).ToArray();
var highArray = quotations.Select(x => x.High).ToArray();
var lowArray = quotations.Select(x => x.Low).ToArray();
var closeArray = quotations.Select(x => x.Close).ToArray();
listModel.AddRange(quotations.Select(
x => new ChartWithEma
{
Time = x.Time.ConvertDateTimeToTicks(),
Open = x.Open,
High = x.High,
Low = x.Low,
Close = x.Close,
}));
var buyTrades = listModel.Where(x => x.TypeAction == "B").ToList();
var sellTrades = listModel.Where(x => x.TypeAction == "S").ToList();
var c = CombineArrays(timeArray, openArray, highArray, lowArray, closeArray);
var series = new List <dynamic>()
{
CombineArrays(timeArray, openArray, highArray, lowArray, closeArray),
CombineArrays(timeArray, emasH),
GetTradeSignals(buyTrades.Select(x => x.Time).ToArray(), "B"),
GetTradeSignals(sellTrades.Select(x => x.Time).ToArray(), "S")
};
var chartView = new ChartView {
Series = series
};
return(chartView);
}
protected async override void Handle(PlayGapCommand request)
{
if ((DateTime.Now.Hour == 8 && DateTime.Now.Minute > 56) && DateTime.Now.Hour < 9) //EU
{
try
{
var account = await _accountRepository.GetAccountAsync("11181613");
var instruments = await _instrumentRepository.GetInstruments();
var symbolsEu = request.SymbolsToPlay.BottomGapSymbolEu.Union(request.SymbolsToPlay.TopGapSymbolEu);
var instrumentsEu = instruments.Where(x => symbolsEu.Contains(x.Symbol)).ToList();
if (instrumentsEu.Any())
{
var chartsAsync = instrumentsEu.Select(async x => await _chartRepository.GetChartAsync(x.Symbol, "M1", 2250 * 5, x.Precision));
var charts = await Task.WhenAll(chartsAsync);
foreach (var chart in charts)
{
var instrument = instruments.FirstOrDefault(x => x.Symbol == chart.Symbol);
var gapStrategy = new GapStrategy(instrument, 1000, account);
gapStrategy.Play(chart);
}
_logger.LogInformation($"Play eu gap - {instrumentsEu.Aggregate("", (current, next) => current + ", " + next.Symbol)}");
}
await _mediator.DispatchDomainEventsAsync(account);
_logger.LogInformation($"No symbols eu to play gap");
}
catch (Exception e)
{
_logger.LogError(e, "Error gap");
}
}
if ((DateTime.Now.Hour == 15 && DateTime.Now.Minute > 26) && (DateTime.Now.Hour >= 15 && DateTime.Now.Minute > 30)) // US
{
try
{
var account = await _accountRepository.GetAccountAsync("11181613");
var instruments = await _instrumentRepository.GetInstruments();
var symbolsEu = request.SymbolsToPlay.BottomGapSymbolUs.Union(request.SymbolsToPlay.TopGapSymbolUs);
var instrumentsUs = instruments.Where(x => symbolsEu.Contains(x.Symbol)).ToList();
if (instrumentsUs.Any())
{
var chartsAsync = instrumentsUs.Select(async x => await _chartRepository.GetChartAsync(x.Symbol, "M1", 2250 * 5, x.Precision));
var charts = await Task.WhenAll(chartsAsync);
foreach (var chart in charts)
{
var instrument = instruments.FirstOrDefault(x => x.Symbol == chart.Symbol);
var gapStrategy = new GapStrategy(instrument, 1000, account);
gapStrategy.Play(chart);
}
_logger.LogInformation($"Play us gap - {instrumentsUs.Aggregate("", (current, next) => current + ", " + next.Symbol)}");
}
await _mediator.DispatchDomainEventsAsync(account);
_logger.LogInformation($"No symbols us to play gap");
}
catch (Exception e)
{
_logger.LogError(e, "Error gap");
}
}
}