public static void TestMultiSymbolGraph(this AbstractMultiSymbolIndicator ind, string[] filename, int length)
{
List<Quantum> lq = new List<Quantum>();
foreach (string s in filename)
{
lq.Add(Quantum.ExcelToQuantum(s, s, 0));
}
MultiQuantum multiQuantum = MultiQuantum.OrganizeMultiQuantum(lq);
var dz = new DenseMatrix(4 + 1 + ind.SubIndicatorSize, multiQuantum.Length);
List<string> names = new List<string>();
names.Add("symbol");
names.Add(ind.ToString());
foreach (var indicator in ind.SubIndicators) names.Add(indicator.Key);
//chartoptions
ChartOption[] chartOptions = new ChartOption[names.Count];
chartOptions[0] = new ChartOption() { Height = 400, YPosition = 0 };
chartOptions[1] = new ChartOption() { Height = 200, YPosition = 1 };
for (int i = 2; i < chartOptions.Length; i++)
chartOptions[i] = new ChartOption() { Height = 0, YPosition = 1, Layover = true };
int counter = 0;
foreach (List<Tick> t in multiQuantum)
{
dz[0, counter] = t[0].BidOpen;
dz[1, counter] = t[0].BidHigh;
dz[2, counter] = t[0].BidLow;
dz[3, counter] = t[0].BidClose;
dz[4, counter] = ind.HandleNextTicks(t.ToArray());
int icounter = 5;
foreach (var subind in ind.SubIndicators.Values)
{
dz[icounter, counter] = subind[0];
icounter++;
}
counter++;
}
Visualize.GenerateMultiPaneGraph(names.ToArray(), multiQuantum.Keys.ToArray(), dz, QSConstants.DEFAULT_DATA_FILEPATH + @"results.html",
chartOptions);
Console.WriteLine("Done Generating Graph for " + ind.ToString());
}
public static void TestGraph(this AbstractIndicator ind, string filename, int length)
{
Quantum q = Quantum.ExcelToQuantum(filename, "symbol", 0);
var dz = new DenseMatrix(4+1+ind.SubIndicatorSize, q.Data.Count);
List<string> names = new List<string>();
names.Add("symbol");
names.Add(ind.ToString());
foreach(var indicator in ind.SubIndicators) names.Add(indicator.Key);
//chartoptions
ChartOption[] chartOptions = new ChartOption[names.Count];
chartOptions[0] = new ChartOption() {Height = 400, YPosition = 0};
chartOptions[1] = new ChartOption() { Height = 200, YPosition = 1};
for(int i = 2; i < chartOptions.Length; i++)
chartOptions[i] = new ChartOption(){Height = 0, YPosition = 1, Layover = true};
int counter = 0;
foreach (Tick tick in q)
{
dz[0, counter] = tick.BidOpen;
dz[1, counter] = tick.BidHigh;
dz[2, counter] = tick.BidLow;
dz[3, counter] = tick.BidClose;
dz[4, counter] = ind.HandleNextTick(tick);
int icounter = 5;
foreach (var subind in ind.SubIndicators.Values)
{
dz[icounter, counter] = subind[0];
icounter++;
}
counter++;
}
Visualize.GenerateMultiPaneGraph(names.ToArray(), q.Data.Keys.ToArray(), dz, QSConstants.DEFAULT_DATA_FILEPATH + @"results.html",
chartOptions);
Console.WriteLine("Done Generating Graph for " + ind.ToString());
}
public static void GenerateMultiPaneGraph(string[] symbols, DateTime[] dateTimes, DenseMatrix data, string filename, ChartOption[] options = null, HighstockFlag[] flags = null, string JSONFILENAME = "temp.json")
{
//Set default options
if (ReferenceEquals(null,options) || options.Length != symbols.Length)
{
options = new ChartOption[symbols.Length];
for (int i = 0; i < symbols.Length; i++)
{
options[i] = new ChartOption() {ChartType = "spline", Height = 200, YPosition = i};
}
}
WriteDataToJson(symbols, dateTimes, data, JSONFILENAME);
StringBuilder GraphJSBuilder = new StringBuilder();
GraphJSBuilder.Append(@"<script type='text/javascript'> " + "\n");
GraphJSBuilder.Append(@"$(function() { " + "\n");
GraphJSBuilder.Append(@" $.getJSON('" + JSONFILENAME + "', function(data) { " + "\n");
//add ohlc data (first 4 values)
GraphJSBuilder.Append("var ohlc =[];" + "\n");
for (int i = 1; i < symbols.Length; i++)
{
GraphJSBuilder.Append("var " + "symbol" + i + "=[];" + "\n");
}
GraphJSBuilder.Append(@"dataLength = data.length;" + "\n");
GraphJSBuilder.Append(@"for (i = 0; i < dataLength; i++) { " + "\n");
for (int i = 1; i < symbols.Length; i++)
{
GraphJSBuilder.Append(@"ohlc.push([ data[i][0], data[i][1], data[i][2], data[i][3], data[i][4] ]);" + "\n"); //ohlc
GraphJSBuilder.Append(@"symbol" + i + ".push([ data[i][0],data[i][" + (i + 4) + "]]);" + "\n"); //push indicator data
}
GraphJSBuilder.Append(@"}" + "\n");
GraphJSBuilder.Append(@" var groupingUnits = [ " + "\n");
GraphJSBuilder.Append(@" ['hour', [1,2,3] ], " + "\n");
GraphJSBuilder.Append(@" ['day', [1,2,3] ], " + "\n");
GraphJSBuilder.Append(@" ['week', [1,2] ], " + "\n");
GraphJSBuilder.Append(@" ['month',[1] ]]; " + "\n");
GraphJSBuilder.Append(@" $('#container').highcharts('StockChart', { " + "\n");
GraphJSBuilder.Append(@" rangeSelector: {selected: 1 }, " + "\n");
GraphJSBuilder.Append(@" title: { text: '" + symbols[0] + "'}, " + "\n");
GraphJSBuilder.Append(@" legend: { enabled: true }, " + "\n");
GraphJSBuilder.Append(@" chart:{zoomType: 'x'}, " + "\n");
GraphJSBuilder.Append(@" scrollbar: { enabled:false}, " + "\n");
GraphJSBuilder.Append(" yAxis: [" + "\n");
for (int i = 0; i < symbols.Length; i++)
{
double top = 70;
//get height of element
for (int j = 0; j < i; j++)
{
top += options[j].Height + 10;
}
GraphJSBuilder.Append(
"{" +
(!options[i].Layover?"title: {text: '" + symbols[i] + "'}, ":"") +
"height:" + options[i].Height + ", " +
((i == 0) ? "" : "top:" + top + ",") +
"lineWidth:2, " +
"offset:0" +
"}" +
((i == symbols.Length - 1) ? "" : ",") + "\n");
}
GraphJSBuilder.Append(@"]," + "\n");
//Add Series Data----------------------
GraphJSBuilder.Append(@"series: [" + "\n");
//ohlc
GraphJSBuilder.Append(
"{" +
"type: 'candlestick'," +
"name: '" + symbols[0] + "', " +
"id: '" + symbols[0] + "', " +
"data: ohlc," +
"dataGroup:{units:groupingUnits}" +
"}," + "\n");
//indicator
for (int i = 1; i < symbols.Length; i++)
{
GraphJSBuilder.Append(
"{" +
"type: '"+ options[i].ChartType +"'," +
"name: '" + symbols[i] + "', " +
"id: '" + symbols[i] + "', " +
"data:symbol" + i +"," +
"yAxis:" + options[i].YPosition + "," +
"dataGroup:{units:groupingUnits}" +
"}" + ((i == symbols.Length - 1) ? "" : ",") + "\n");
}
if (flags != null)
{
//add flags------------
GraphJSBuilder.Append(
",{" +
"type : 'flags'," +
"data : [");
if (!ReferenceEquals(null, flags))
{
for (int i = 0; i < flags.Length; i++)
{
GraphJSBuilder.Append(
"{" +
"x : Date.UTC(" + flags[i].Date.Year + "," + (flags[i].Date.Month - 1) + "," +
flags[i].Date.Day + "," +
flags[i].Date.Hour + "," + flags[i].Date.Minute + ")," +
"title : '" + flags[i].Title + "'," +
"text : '" + flags[i].Text + "'" +
"}" + ((i == flags.Length - 1) ? "" : ",") + "\n"
);
}
}
GraphJSBuilder.Append(
"]," +
"onSeries : '" + symbols[0] + "'," +
"shape : 'squarepin'," +
"width : 9," +
"height: 10," +
"stickyTracking: false," +
"style: {fontSize:'9px',fontWeight: 'normal'}" +
"}"
);
//endflags---------------------
}
GraphJSBuilder.Append(@"]" + "\n");
//endseries-------------------------------------
//calculate height
double height = 170;
for (int i = 0; i < options.Length; i++)
{
height += options[i].Height + ((options[i].Height > 0)? 20:0);
}
GraphJSBuilder.Append(@"});});}); " + "\n");
GraphJSBuilder.Append(@"</script> " + "\n");
GraphJSBuilder.Append(@"<div id='container' style='height:"+height+"; width:90%; margin: 0 auto'></div>" );
using (var file = new StreamWriter(@filename))
{
file.WriteLine("<html><head>");
foreach(string s in HighStocksIncludes)
file.WriteLine(s);
file.WriteLine("</head><body>");
file.WriteLine(GraphJSBuilder.ToString());
file.WriteLine("<script src=\"style.js\"></script>");
file.WriteLine("</body></html>");
}
}
public static void TestChannel(this AbstractChannel ind, string filename, int length)
{
Quantum q = Quantum.ExcelToQuantum(filename, "symbol", 0);
var dz = new DenseMatrix(4 + 3, q.Data.Count);
List<string> names = new List<string>();
names.Add("symbol");
names.Add("HIGH");
names.Add(ind.ToString());
names.Add("LOW");
//chartoptions
ChartOption[] chartOptions = new ChartOption[names.Count];
chartOptions[0] = new ChartOption() { Height = 500, YPosition = 0 };
chartOptions[1] = new ChartOption() { Height = 0, YPosition = 0 , Layover = true};
chartOptions[2] = new ChartOption() { Height = 0, YPosition = 0 , Layover = true};
chartOptions[3] = new ChartOption() { Height = 0, YPosition = 0 , Layover = true};
int counter = 0;
foreach (Tick tick in q)
{
ind.HandleNextTick(tick);
dz[0, counter] = tick.BidOpen;
dz[1, counter] = tick.BidHigh;
dz[2, counter] = tick.BidLow;
dz[3, counter] = tick.BidClose;
dz[4, counter] = ind.HI(0);
dz[5, counter] = ind.MID(0);
dz[6, counter] = ind.LOW(0);
counter++;
}
Visualize.GenerateMultiPaneGraph(new[] { "data", "high", ind.ToString(), "low" }, q.Data.Keys.ToArray(), dz, QSConstants.DEFAULT_DATA_FILEPATH + @"results.html"
, new ChartOption[]
{
new ChartOption(){Height = 500},
new ChartOption(){Height = 0, Layover = true, YPosition = 0},
new ChartOption(){Height = 0, Layover = true, YPosition = 0},
new ChartOption(){Height = 0, Layover = true, YPosition = 0}
});
Console.WriteLine("Done Generating Graph for " + ind.ToString());
}
public static void TestGraphLive(this AbstractIndicator ind, string timeframe, string symbol, int length)
{
//------------grab data
FXSession session = new FXSession();
session.InitializeSession();
HistoricPriceEngine h = new HistoricPriceEngine(session);
h.GetLongHistoricPrices(symbol, timeframe, length);
while (!h.Complete)
{
Thread.Sleep(100);
}
//-----------------------
Quantum q = h.Data;
var dz = new DenseMatrix(4 + 1 + ind.SubIndicatorSize, q.Data.Count);
List<string> names = new List<string>();
names.Add("symbol");
names.Add(ind.ToString());
foreach (var indicator in ind.SubIndicators) names.Add(indicator.Key);
//chartoptions
ChartOption[] chartOptions = new ChartOption[names.Count];
chartOptions[0] = new ChartOption() { Height = 400, YPosition = 0 };
chartOptions[1] = new ChartOption() { Height = 200, YPosition = 1 };
for (int i = 2; i < chartOptions.Length; i++)
chartOptions[i] = new ChartOption() { Height = 0, YPosition = 1, Layover = true };
int counter = 0;
foreach (Tick tick in q)
{
dz[0, counter] = tick.BidOpen;
dz[1, counter] = tick.BidHigh;
dz[2, counter] = tick.BidLow;
dz[3, counter] = tick.BidClose;
dz[4, counter] = ind.HandleNextTick(tick);
int icounter = 5;
foreach (var subind in ind.SubIndicators.Values)
{
dz[icounter, counter] = subind[0];
icounter++;
}
counter++;
}
Visualize.GenerateMultiPaneGraph(names.ToArray(), q.Data.Keys.ToArray(), dz, QSConstants.DEFAULT_DATA_FILEPATH + @"results.html",
chartOptions);
Console.WriteLine("Done Generating Graph for " + ind.ToString());
}
