private LiveChartSeries BuildSeries(QuantChartSeries qSeries)
{
LiveChartSeries series;
switch (qSeries.SeriesType)
{
case SeriesType.Line:
series = new GLineSeries();
break;
case SeriesType.Bar:
series = new GColumnSeries();
break;
case SeriesType.Candle:
series = new GOhlcSeries();
break;
default:
throw new NotSupportedException();
}
series.Configuration = ChartPointMapper;
series.Title = qSeries.Name;
series.PointGeometry = GetPointGeometry(qSeries.ScatterMarkerSymbol);
series.Fill = Brushes.Transparent;
return(series);
}
private void UpdateSeries(ISeriesView series, QuantChartSeries qSeries)
{
var detectedResolution = DetectResolution(qSeries);
if (Resolution > detectedResolution)
{
Resolution = detectedResolution;
}
// QuantChart series are unix timestamp
switch (qSeries.SeriesType)
{
case SeriesType.Line:
var existingLineValues = (GearedValues <TimeStampChartPoint>)(series.Values ?? (series.Values = new GearedValues <TimeStampChartPoint>()));
existingLineValues.AddRange(qSeries.Values.Select(cp => cp.ToTimeStampChartPoint()));
// Update range
break;
case SeriesType.Bar:
var existingBarValues = (GearedValues <TimeStampChartPoint>)(series.Values ?? (series.Values = new GearedValues <TimeStampChartPoint>()));
existingBarValues.AddRange(qSeries.Values.Select(cp => cp.ToTimeStampChartPoint()));
break;
case SeriesType.Candle:
// Build daily candles
// TODO: Candle allows for custom resolution
var existingCandleValues = (GearedValues <TimeStampOhlcChartPoint>)(series.Values ?? (series.Values = new GearedValues <TimeStampOhlcChartPoint>()));
var newValues = qSeries.Values.Select(cp => cp.ToTimeStampChartPoint()).GroupBy(cp => cp.X).Select(
g =>
{
return(new TimeStampOhlcChartPoint
{
X = g.First().X,
Open = (double)g.First().Y,
Close = (double)g.Last().Y,
Low = (double)g.Min(z => z.Y),
High = (double)g.Max(z => z.Y)
});
});
existingCandleValues.AddRange(newValues);
break;
}
}
public static ChartResolution DetectResolution(QuantChartSeries series)
{
if (series.SeriesType == SeriesType.Candle)
{
// Candle data is supposed to be grouped.
// Currently we group candle data by day.
return(ChartResolution.Day);
}
var chartPoints = series.Values.Select(cp => cp.ToTimeStampChartPoint()).ToList();
// Check whether we have duplicates in day mode
var dayDuplicates = chartPoints.GroupBy(cp => cp.X.ElapsedDays).Any(g => g.Count() > 1);
if (!dayDuplicates)
{
return(ChartResolution.Day);
}
var hourDuplicates = chartPoints.GroupBy(cp => cp.X.ElapsedHours).Any(g => g.Count() > 1);
if (!hourDuplicates)
{
return(ChartResolution.Hour);
}
var minuteDuplicates = chartPoints.GroupBy(cp => cp.X.ElapsedMinutes).Any(g => g.Count() > 1);
if (!minuteDuplicates)
{
return(ChartResolution.Minute);
}
var secondDuplicates = chartPoints.GroupBy(cp => cp.X.ElapsedSeconds).Any(g => g.Count() > 1);
if (!secondDuplicates)
{
return(ChartResolution.Second);
}
throw new Exception("Resolution is below second which is not supported.");
}
