private void requestAndDrawSettlement(DateTime time)
{
DateTime previousEnd = TradingHours.String2TradingHours(RTHTemplate).GetPreviousTradingDayEnd(time);
DateTime previousEnd2 = TradingHours.String2TradingHours(RTHTemplate).GetPreviousTradingDayEnd(previousEnd.AddMinutes(-1));
//Print("PREVIOUS END "+time+" = "+previousEnd+" "+previousEnd2);
BarsRequest barsRequest = new BarsRequest(BarsArray[0].Instrument, previousEnd.AddDays(-2), previousEnd);
barsRequest.BarsPeriod = new BarsPeriod {
BarsPeriodType = BarsPeriodType.Day, Value = 1
};
DateTime time0 = Times[0][0];
DateTime time1 = Times[0][1];
barsRequest.Request(new Action <BarsRequest, ErrorCode, string>((bars, errorCode, errorMessage) =>
{
if (errorCode != ErrorCode.NoError)
{
//Print(string.Format("Error on requesting bars: {0}, {1}", errorCode, errorMessage));
Log("JBMarketProfileLevels could not load settled bars", LogLevel.Error);
return;
}
double settlement2 = 0;
if (bars.Bars.Count > 0)
{
for (int i = bars.Bars.Count - 1; i >= 0; i--)
{
if (DateTime.Compare(bars.Bars.GetTime(i), previousEnd2) <= 0)
{
settlement2 = bars.Bars.GetClose(i);
break;
}
else if (DateTime.Compare(bars.Bars.GetTime(i), previousEnd) <= 0)
{
this.settlement = bars.Bars.GetClose(i);
}
}
if (DateTime.Compare(time0, previousEnd) <= 0)
{
DrawSettlementRay("SETTLEM " + previousEnd.ToString("MMM dd"), time1, settlement, time, SettlementColor);
}
else
{
DrawSettlementRay("SETTLEM " + previousEnd.ToString("MMM dd"), previousEnd, settlement, time, SettlementColor);
}
if (settlement2 > 0)
{
DrawSettlementRay("SETTLEM " + previousEnd2.ToString("MMM dd"), previousEnd2, settlement2, time, SettlementColor);
}
}
}));
}
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Name = "Num Touches";
Buys = new ConcurrentDictionary <double, long>();
BackColor = Brushes.Transparent;
BarColor = Application.Current.TryFindResource("brushVolumeColumnBackground") as Brush;
BuyColor = Brushes.Green;
DefaultWidth = 160;
PreviousWidth = -1;
DisplayText = true;
ForeColor = Application.Current.TryFindResource("brushVolumeColumnForeground") as Brush;
ImmutableBarColor = Application.Current.TryFindResource("immutableBrushVolumeColumnBackground") as Brush;
ImmutableForeColor = Application.Current.TryFindResource("immutableBrushVolumeColumnForeground") as Brush;
IsDataSeriesRequired = true;
LastVolumes = new ConcurrentDictionary <double, long>();
SellColor = Brushes.Red;
Sells = new ConcurrentDictionary <double, long>();
Bidask = VolumeSide.bid;
}
else if (State == State.Configure)
{
if (UiWrapper != null && PresentationSource.FromVisual(UiWrapper) != null)
{
Matrix m = PresentationSource.FromVisual(UiWrapper).CompositionTarget.TransformToDevice;
double dpiFactor = 1 / m.M11;
gridPen = new Pen(Application.Current.TryFindResource("BorderThinBrush") as Brush, 1 * dpiFactor);
halfPenWidth = gridPen.Thickness * 0.5;
}
if (SuperDom.Instrument != null && SuperDom.IsConnected)
{
BarsPeriod bp = new BarsPeriod
{
MarketDataType = MarketDataType.Last,
BarsPeriodType = BarsPeriodType.Tick,
Value = 1
};
SuperDom.Dispatcher.InvokeAsync(() => SuperDom.SetLoadingString());
clearLoadingSent = false;
if (BarsRequest != null)
{
BarsRequest.Update -= OnBarsUpdate;
BarsRequest = null;
}
BarsRequest = new BarsRequest(SuperDom.Instrument,
Cbi.Connection.PlaybackConnection != null ? Cbi.Connection.PlaybackConnection.Now : Core.Globals.Now,
Cbi.Connection.PlaybackConnection != null ? Cbi.Connection.PlaybackConnection.Now : Core.Globals.Now);
BarsRequest.BarsPeriod = bp;
BarsRequest.TradingHours = (TradingHoursData == TradingHours.UseInstrumentSettings || TradingHours.Get(TradingHoursData) == null) ? SuperDom.Instrument.MasterInstrument.TradingHours : TradingHours.Get(TradingHoursData);
BarsRequest.Update += OnBarsUpdate;
BarsRequest.Request((request, errorCode, errorMessage) =>
{
// Make sure this isn't a bars callback from another column instance
if (request != BarsRequest)
{
return;
}
lastMaxIndex = 0;
maxVolume = 0;
totalBuyVolume = 0;
totalLastVolume = 0;
totalSellVolume = 0;
Sells.Clear();
Buys.Clear();
LastVolumes.Clear();
if (State >= NinjaTrader.NinjaScript.State.Terminated)
{
return;
}
if (errorCode == Cbi.ErrorCode.UserAbort)
{
if (State <= NinjaTrader.NinjaScript.State.Terminated)
{
if (SuperDom != null && !clearLoadingSent)
{
SuperDom.Dispatcher.InvokeAsync(() => SuperDom.ClearLoadingString());
clearLoadingSent = true;
}
}
request.Update -= OnBarsUpdate;
request.Dispose();
request = null;
return;
}
if (errorCode != Cbi.ErrorCode.NoError)
{
request.Update -= OnBarsUpdate;
request.Dispose();
request = null;
if (SuperDom != null && !clearLoadingSent)
{
SuperDom.Dispatcher.InvokeAsync(() => SuperDom.ClearLoadingString());
clearLoadingSent = true;
}
}
else if (errorCode == Cbi.ErrorCode.NoError)
{
SessionIterator superDomSessionIt = new SessionIterator(request.Bars);
bool isInclude60 = request.Bars.BarsType.IncludesEndTimeStamp(false);
if (superDomSessionIt.IsInSession(Core.Globals.Now, isInclude60, request.Bars.BarsType.IsIntraday))
{
for (int i = 0; i < request.Bars.Count; i++)
{
DateTime time = request.Bars.BarsSeries.GetTime(i);
if ((isInclude60 && time <= superDomSessionIt.ActualSessionBegin) || (!isInclude60 && time < superDomSessionIt.ActualSessionBegin))
{
continue;
}
double ask = request.Bars.BarsSeries.GetAsk(i);
double bid = request.Bars.BarsSeries.GetBid(i);
double close = request.Bars.BarsSeries.GetClose(i);
long volume = request.Bars.BarsSeries.GetVolume(i);
if (ask != double.MinValue && close >= ask)
{
Buys.AddOrUpdate(close, volume, (price, oldVolume) => oldVolume + volume);
totalBuyVolume += volume;
}
else if (bid != double.MinValue && close <= bid)
{
Sells.AddOrUpdate(close, volume, (price, oldVolume) => oldVolume + volume);
totalSellVolume += volume;
}
long newVolume;
LastVolumes.AddOrUpdate(close, newVolume = volume, (price, oldVolume) => newVolume = 0);
totalLastVolume += volume;
if (newVolume > maxVolume)
{
maxVolume = newVolume;
}
}
lastMaxIndex = request.Bars.Count - 1;
// Repaint the column on the SuperDOM
OnPropertyChanged();
}
if (SuperDom != null && !clearLoadingSent)
{
SuperDom.Dispatcher.InvokeAsync(() => SuperDom.ClearLoadingString());
clearLoadingSent = true;
}
}
});
}
}
else if (State == State.Active)
{
if (!DisplayText)
{
WeakEventManager <System.Windows.Controls.Panel, MouseEventArgs> .AddHandler(UiWrapper, "MouseMove", OnMouseMove);
WeakEventManager <System.Windows.Controls.Panel, MouseEventArgs> .AddHandler(UiWrapper, "MouseEnter", OnMouseEnter);
WeakEventManager <System.Windows.Controls.Panel, MouseEventArgs> .AddHandler(UiWrapper, "MouseLeave", OnMouseLeave);
mouseEventsSubscribed = true;
}
}
else if (State == State.Terminated)
{
if (BarsRequest != null)
{
BarsRequest.Update -= OnBarsUpdate;
BarsRequest.Dispose();
}
BarsRequest = null;
if (SuperDom != null && !clearLoadingSent)
{
SuperDom.Dispatcher.InvokeAsync(() => SuperDom.ClearLoadingString());
clearLoadingSent = true;
}
if (!DisplayText && mouseEventsSubscribed)
{
WeakEventManager <System.Windows.Controls.Panel, MouseEventArgs> .RemoveHandler(UiWrapper, "MouseMove", OnMouseMove);
WeakEventManager <System.Windows.Controls.Panel, MouseEventArgs> .RemoveHandler(UiWrapper, "MouseEnter", OnMouseEnter);
WeakEventManager <System.Windows.Controls.Panel, MouseEventArgs> .RemoveHandler(UiWrapper, "MouseLeave", OnMouseLeave);
mouseEventsSubscribed = false;
}
lastMaxIndex = 0;
maxVolume = 0;
totalBuyVolume = 0;
totalLastVolume = 0;
totalSellVolume = 0;
Sells.Clear();
Buys.Clear();
LastVolumes.Clear();
}
}
