protected BarFactoryItem(Instrument instrument, BarType barType, long barSize, BarInput barInput, TimeSpan session1, TimeSpan session2, int providerId = -1)
: this(instrument, barType, barSize, barInput, providerId)
{
this.sessionEnabled = true;
this.session1 = session1;
this.session2 = session2;
}
public void Add(Instrument instrument, BarType barType, long barSize, BarInput barInput, ClockType type,
TimeSpan session1, TimeSpan session2, int providerId = -1)
{
BarFactoryItem item;
switch (barType)
{
case BarType.Time:
item = new TimeBarFactoryItem(instrument, barSize, barInput, type, session1, session2, providerId);
break;
case BarType.Tick:
item = new TickBarFactoryItem(instrument, barSize, barInput, session1, session2, providerId);
break;
case BarType.Volume:
item = new VolumeBarFactoryItem(instrument, barSize, barInput, session1, session2, providerId);
break;
case BarType.Range:
item = new RangeBarFactoryItem(instrument, barSize, barInput, session1, session2, providerId);
break;
case BarType.Session:
item = new SessionBarFactoryItem(instrument, barInput, type, session1, session2, providerId);
break;
default:
throw new ArgumentException($"Unknown bar type - {barType}");
}
Add(item);
}
public void Remove(Instrument instrument, BarType barType, long barSize, BarInput barInput = BarInput.Trade,
ClockType type = ClockType.Local)
{
BarFactoryItem item;
switch (barType)
{
case BarType.Time:
item = new TimeBarFactoryItem(instrument, barSize, barInput, type, -1);
break;
case BarType.Tick:
item = new TickBarFactoryItem(instrument, barSize, barInput, -1);
break;
case BarType.Volume:
item = new VolumeBarFactoryItem(instrument, barSize, barInput, -1);
break;
case BarType.Range:
item = new RangeBarFactoryItem(instrument, barSize, barInput, -1);
break;
case BarType.Session:
throw new ArgumentException(
"BarFactory::Remove Can not create SessionBarFactoryItem without session parameters");
default:
throw new ArgumentException($"Unknown bar type - {barType}");
}
Remove(item);
}
private static void AddBar(FlatMeshBuilder meshBuilder, BarInput input)
{
var barRotationY = Quaternion.AngleAxis(input.angleY, Vector3.up);
var v0 = -input.spike + input.offset;
var v5 = input.height + input.spike + input.offset;
var vertices = Squares.Vertices();
for (int i1 = 0, i0 = vertices.Length - 1; i1 < vertices.Length; i0 = i1++)
{
var vertex0 = vertices[i0].X_Y();
var vertex1 = vertices[i1].X_Y();
var v1 = barRotationY * vertex0 * input.radius + input.offset;
var v2 = barRotationY * vertex1 * input.radius + input.offset;
var v3 = v1 + input.height;
var v4 = v2 + input.height;
meshBuilder.AddTriangle(v0, v2, v1);
meshBuilder.AddTriangle(v1, v2, v4);
meshBuilder.AddTriangle(v1, v4, v3);
meshBuilder.AddTriangle(v3, v4, v5);
}
}
public void Add(InstrumentList instruments, BarType barType, long barSize, BarInput barInput = BarInput.Trade,
ClockType type = ClockType.Local, int providerId = -1)
{
foreach (var i in instruments)
{
Add(i, barType, barSize, barInput, type, providerId);
}
}
public void Add(string[] symbols, BarType barType, long barSize, BarInput barInput = BarInput.Trade,
ClockType type = ClockType.Local, int providerId = -1)
{
foreach (var symbol in symbols)
{
Add(this.framework.InstrumentManager.Get(symbol), barType, barSize, barInput, type, providerId);
}
}
protected BarFactoryItem(Instrument instrument, BarType barType, long barSize, BarInput barInput = BarInput.Trade, int providerId = -1)
{
this.instrument = instrument;
this.barType = barType;
this.barSize = barSize;
this.barInput = barInput;
this.providerId = providerId;
}
protected BarFactoryItem(Instrument instrument, BarType barType, long barSize, BarInput barInput = BarInput.Trade, int providerId = -1)
{
this.instrument = instrument;
this.barType = barType;
this.barSize = barSize;
this.barInput = barInput;
this.providerId = providerId;
}
public static FlatMeshBuilder Create(ref Input input)
{
var meshBuilder = new FlatMeshBuilder();
var frameOffset = new Vector3(input.width * 0.5f, 0.0f, 0.0f);
var frameHeight = new Vector3(0.0f, input.height, 0.0f);
var frameSpike = new Vector3(0.0f, input.barSpike, 0.0f);
var frameLeftBarInput = new BarInput
{
angleY = input.frameAngleY,
radius = input.barRadius,
offset = -frameOffset,
height = frameHeight,
spike = frameSpike
};
var frameRightBarInput = new BarInput
{
angleY = -input.frameAngleY,
radius = input.barRadius,
offset = frameOffset,
height = frameHeight,
spike = frameSpike
};
AddBar(meshBuilder, frameLeftBarInput);
AddBar(meshBuilder, frameRightBarInput);
var topBoardsExtents = new Vector3(input.width, 0.0f, input.boardThickness * 0.5f);
var topBoardsInput = new BoardsInput
{
extents = topBoardsExtents,
top = frameHeight,
height = frameHeight,
count = input.boardsCount
};
AddBoards(meshBuilder, topBoardsInput);
return(meshBuilder);
}
public SessionBarFactoryItem(Instrument instrument, BarInput barInput, ClockType type, TimeSpan session1, TimeSpan session2, int providerId = -1)
: base(instrument, BarType.Session, (long)(session2 - session1).TotalSeconds, barInput, session1, session2, providerId)
{
this.type = type;
}
public void Add(string symbol, BarType barType, long barSize, BarInput barInput = BarInput.Trade,
ClockType type = ClockType.Local, int providerId = -1)
{
Add(this.framework.InstrumentManager[symbol], barType, barSize, barInput, type, providerId);
}
public void Add(InstrumentList instruments, BarType barType, long barSize, BarInput barInput = BarInput.Trade,
ClockType type = ClockType.Local, int providerId = -1)
{
foreach (var i in instruments)
Add(i, barType, barSize, barInput, type, providerId);
}
public VolumeBarFactoryItem(Instrument instrument, long barSize, BarInput barInput, TimeSpan session1, TimeSpan session2, int providerId = -1)
: base(instrument, BarType.Tick, barSize, barInput, session1, session2, providerId)
{
}
public void Add(string symbol, BarType barType, long barSize, BarInput barInput, ClockType type,
TimeSpan session1, TimeSpan session2, int providerId = -1)
{
Add(this.framework.InstrumentManager[symbol], barType, barSize, barInput, type, session1, session2,
providerId);
}
public static FlatMeshBuilder Create(Input input)
{
var meshBuilder = new FlatMeshBuilder();
const float WINDOW_BAR_ANGLE_Y = 45.0f;
var frameOffset = new Vector3(input.width * 0.5f, 0.0f, 0.0f);
var frameHeight = new Vector3(0.0f, input.height, 0.0f);
var frameSpike = new Vector3(0.0f, input.frameBarSpike, 0.0f);
var frameLeftBarInput = new BarInput
{
angleY = -input.frameBarAngleY,
radius = input.frameBarRadius,
offset = -frameOffset,
height = frameHeight,
spike = frameSpike
};
var frameRightBarInput = new BarInput
{
angleY = input.frameBarAngleY,
radius = input.frameBarRadius,
offset = frameOffset,
height = frameHeight,
spike = frameSpike
};
AddBar(meshBuilder, frameLeftBarInput);
AddBar(meshBuilder, frameRightBarInput);
var windowHeight = frameHeight * input.windowHeightFill;
var windowOffset = frameOffset * input.windowWidthFill;
var windowHeightOffset = frameHeight * input.windowHeightOffsetFill;
var windowLeftBarInput = new BarInput
{
angleY = -WINDOW_BAR_ANGLE_Y,
radius = input.windowBarRadius,
offset = -windowOffset + windowHeightOffset,
height = windowHeight,
spike = frameSpike
};
var windowRightBarInput = new BarInput
{
angleY = WINDOW_BAR_ANGLE_Y,
radius = input.windowBarRadius,
offset = windowOffset + windowHeightOffset,
height = windowHeight,
spike = frameSpike
};
AddBar(meshBuilder, windowLeftBarInput);
AddBar(meshBuilder, windowRightBarInput);
var wideBoardsExtents = new Vector3(input.width, 0.0f, input.boardThickness * 0.5f);
var topBoardsHeight = frameHeight - windowHeight - windowHeightOffset;
var topBoardsInput = new BoardsInput
{
extents = wideBoardsExtents,
top = frameHeight,
height = topBoardsHeight,
count = input.topBoardsCount
};
var bottomBoardsInput = new BoardsInput
{
extents = wideBoardsExtents,
top = windowHeightOffset,
height = windowHeightOffset,
count = input.bottomBoardsCount
};
AddBoards(meshBuilder, topBoardsInput);
AddBoards(meshBuilder, bottomBoardsInput);
var sideBoardsOffset = windowOffset + (frameOffset - windowOffset) * 0.5f;
var sideBoardsExtents = (wideBoardsExtents - windowOffset * 2.0f) * 0.5f;
var leftSideBoardsInput = new BoardsInput
{
offset = -sideBoardsOffset + windowHeightOffset,
extents = sideBoardsExtents,
top = windowHeight,
height = windowHeight,
count = input.sideBoardsCount
};
var rightSideBoardsInput = new BoardsInput
{
offset = sideBoardsOffset + windowHeightOffset,
extents = sideBoardsExtents,
top = windowHeight,
height = windowHeight,
count = input.sideBoardsCount
};
AddBoards(meshBuilder, leftSideBoardsInput);
AddBoards(meshBuilder, rightSideBoardsInput);
return(meshBuilder);
}
public SessionBarFactoryItem(Instrument instrument, BarInput barInput, ClockType type, TimeSpan session1, TimeSpan session2, int providerId = -1)
: base(instrument, BarType.Session, (long)(session2 - session1).TotalSeconds, barInput, session1, session2, providerId)
{
this.type = type;
}
public void Add(string symbol, BarInput barInput, ClockType type, TimeSpan session1, TimeSpan session2,
int providerId = -1)
{
Add(this.framework.InstrumentManager[symbol], BarType.Session, (session2 - session1).Seconds, barInput, type,
session1, session2, providerId);
}
public void Add(string symbol, BarType barType, long barSize, BarInput barInput, ClockType type,
TimeSpan session1, TimeSpan session2, int providerId = -1)
{
Add(this.framework.InstrumentManager[symbol], barType, barSize, barInput, type, session1, session2,
providerId);
}
public void Remove(Instrument instrument, BarType barType, long barSize, BarInput barInput = BarInput.Trade,
ClockType type = ClockType.Local)
{
BarFactoryItem item;
switch (barType)
{
case BarType.Time:
item = new TimeBarFactoryItem(instrument, barSize, barInput, type, -1);
break;
case BarType.Tick:
item = new TickBarFactoryItem(instrument, barSize, barInput, -1);
break;
case BarType.Volume:
item = new VolumeBarFactoryItem(instrument, barSize, barInput, -1);
break;
case BarType.Range:
item = new RangeBarFactoryItem(instrument, barSize, barInput, -1);
break;
case BarType.Session:
throw new ArgumentException(
"BarFactory::Remove Can not create SessionBarFactoryItem without session parameters");
default:
throw new ArgumentException($"Unknown bar type - {barType}");
}
Remove(item);
}
public void Add(Instrument instrument, BarType barType, long barSize, BarInput barInput, ClockType type,
TimeSpan session1, TimeSpan session2, int providerId = -1)
{
BarFactoryItem item;
switch (barType)
{
case BarType.Time:
item = new TimeBarFactoryItem(instrument, barSize, barInput, type, session1, session2, providerId);
break;
case BarType.Tick:
item = new TickBarFactoryItem(instrument, barSize, barInput, session1, session2, providerId);
break;
case BarType.Volume:
item = new VolumeBarFactoryItem(instrument, barSize, barInput, session1, session2, providerId);
break;
case BarType.Range:
item = new RangeBarFactoryItem(instrument, barSize, barInput, session1, session2, providerId);
break;
case BarType.Session:
item = new SessionBarFactoryItem(instrument, barInput, type, session1, session2, providerId);
break;
default:
throw new ArgumentException($"Unknown bar type - {barType}");
}
Add(item);
}
public void Add(string symbol, BarInput barInput, ClockType type, TimeSpan session1, TimeSpan session2,
int providerId = -1)
{
Add(this.framework.InstrumentManager[symbol], BarType.Session, (session2 - session1).Seconds, barInput, type,
session1, session2, providerId);
}
public void Add(string[] symbols, BarType barType, long barSize, BarInput barInput = BarInput.Trade,
ClockType type = ClockType.Local, int providerId = -1)
{
foreach (var symbol in symbols)
Add(this.framework.InstrumentManager.Get(symbol), barType, barSize, barInput, type, providerId);
}
public VolumeBarFactoryItem(Instrument instrument, long barSize, BarInput barInput = BarInput.Trade, int providerId = -1)
: base(instrument, BarType.Volume, barSize, barInput, providerId)
{
}
public VolumeBarFactoryItem(Instrument instrument, long barSize, BarInput barInput, TimeSpan session1, TimeSpan session2, int providerId = -1)
: base(instrument, BarType.Tick, barSize, barInput, session1, session2, providerId)
{
}
public TimeBarFactoryItem(Instrument instrument, long barSize, BarInput barInput, ClockType type, TimeSpan session1, TimeSpan session2, int providerId = -1)
: base(instrument, BarType.Time, barSize, barInput, session1, session2, providerId)
{
this.type = type;
}
public TimeBarFactoryItem(Instrument instrument, long barSize, BarInput barInput = BarInput.Trade, ClockType type = ClockType.Local, int providerId = -1)
: base(instrument, BarType.Time, barSize, barInput, providerId)
{
this.type = type;
}
public TimeBarFactoryItem(Instrument instrument, long barSize, BarInput barInput = BarInput.Trade, ClockType type = ClockType.Local, int providerId = -1)
: base(instrument, BarType.Time, barSize, barInput, providerId)
{
this.type = type;
}
public TimeBarFactoryItem(Instrument instrument, long barSize, BarInput barInput, ClockType type, TimeSpan session1, TimeSpan session2, int providerId = -1)
: base(instrument, BarType.Time, barSize, barInput, session1, session2, providerId)
{
this.type = type;
}
public string AddFoo(FooInput foo, BarInput bar, BazInput baz)
{
return("added foo");
}
public VolumeBarFactoryItem(Instrument instrument, long barSize, BarInput barInput = BarInput.Trade, int providerId = -1)
: base(instrument, BarType.Volume, barSize, barInput, providerId)
{
}
protected BarFactoryItem(Instrument instrument, BarType barType, long barSize, BarInput barInput, TimeSpan session1, TimeSpan session2, int providerId = -1)
: this(instrument, barType, barSize, barInput, providerId)
{
this.sessionEnabled = true;
this.session1 = session1;
this.session2 = session2;
}
public void Add(string symbol, BarType barType, long barSize, BarInput barInput = BarInput.Trade,
ClockType type = ClockType.Local, int providerId = -1)
{
Add(this.framework.InstrumentManager[symbol], barType, barSize, barInput, type, providerId);
}
