//TO DO check. dangerous
public CTimeFrameInfo GetPrevLastTimeFrameInfo(EnmTF TF)
{
CTimeFrameInfo tfi = null;
try
{
DateTime dtMax = new DateTime(0);
foreach (KeyValuePair <DateTime, CTimeFrameArray> kvp in this[TF.ToString()])
{
if (kvp.Key > dtMax && kvp.Value.ListTimeFrameInfo.Count > 0)
{
dtMax = kvp.Key;
}
}
int cnt = this[TF.ToString()][dtMax].ListTimeFrameInfo.Count;
if (cnt >= 2)
{
tfi = this[TF.ToString()][dtMax].ListTimeFrameInfo[cnt - 2];
}
else
{
tfi = this[TF.ToString()][dtMax].ListTimeFrameInfo.Last();
}
return(tfi);
}
catch (Exception e)
{
Error("GetLastTimeFrameInfo", e);
return(tfi);
}
}
private void Analyze_D1(DateTime dt)
{
try
{
CTimeFrameInfo ntfi = m_dictTFArray.GetNewTimeFrameInfo(m_isin, EnmTF.D1, dt);
CTimeFrameArray M_low_TF_Array = m_dictTFArray[EnmTF.H1.ToString()][dt];
for (int i = 1; i < M_low_TF_Array.ListTimeFrameInfo.Count; i++) //each TF array
{
ntfi.OpenedPos = M_low_TF_Array.ListTimeFrameInfo[i].OpenedPos;
CTimeFrameInfo currtfi = M_low_TF_Array.ListTimeFrameInfo[i];
ntfi.numOfDeals += currtfi.numOfDeals;
ntfi.Volume += currtfi.Volume;
if (ntfi.HighPrice < currtfi.HighPrice)
{
ntfi.HighPrice = currtfi.HighPrice;
}
if (ntfi.LowPrice > currtfi.LowPrice)
{
ntfi.LowPrice = currtfi.LowPrice;
}
}
}
catch (Exception e)
{
string st = e.Message;
}
}
public CStructTF(string isin, string tf, string dt, CTimeFrameInfo tfinfo)
{
Isin = isin;
TF = tf;
Dt = dt;
TFinfo = tfinfo;
}
private void CheckTFIConsistent(CTimeFrameInfo ntfi)
{
// Plaza2Connector.GUIBox.GUICandleBox.UpdateCandle(this.m_isin, TF_high.ToString(), dtcnd.ToString(), ntfi);
if (ntfi.HighPrice < ntfi.LowPrice)
{
Error("Not consistent data.ntfi.HighPrice < ntfi.LowPrice");
}
}
public void AnalyzeOnlineData(CRawDeal rd)
{
try
{
if (m_timerWriteFiles == null)
{
m_timerWriteFiles = new CTimer(5000, new Action(m_dictTFArray.WriteAllDataToDisk), true);
}
CheckTFAnalyzerOnline(rd);
if (m_prevDeal == null && m_currDeal == null)
{
m_currDeal = rd;
CTimeFrameInfo tfi = m_dictTFArray.GetLatestTFI();
if (tfi != null)
{
m_prevDeal = new CRawDeal(tfi);
}
else
{
m_prevDeal = rd;
return;
}
}
m_prevDeal = m_currDeal;
m_currDeal = rd;
//if data old do not analyze it
if (!m_dictTFArray.IsNewData(rd))
{
return;
}
AnalyzeOnlineM1((CRawDeal)rd.Copy(), m_prevDeal);
/*
* if (m_dictTFArray.IsTimeToWrite(EnmTF.M1))
* {
*
* (new System.Threading.Tasks.Task(() => m_dictTFArray.WriteAllDataToDisk())).Start();
* }
*
*/
}
catch (Exception e)
{
Error("Error AnalyzeData", e);
}
}
public void QueueTFinfo(string isin, string tf, string dt, CTimeFrameInfo tfi)
{
//after this time all data will (or already where) loaded
//so it is possible to update
if (m_plaza2Connector.IsTimeToInitCandles)
{
_dictCandleProc[isin].Add(isin, tf, dt, tfi);
}
}
private void InsertToValidPlace(CTimeFrameInfo tfi, int ind, CTimeFrameArray arr)
{
int i = 0;
for (i = 0; i < arr.ListTimeFrameInfo.Count - 1; i++)
{
if (arr.ListTimeFrameInfo[i].Dt > tfi.Dt)
{
break;
}
}
arr.ListTimeFrameInfo.Insert(i, tfi);
arr.ListTimeFrameInfo.RemoveAt(ind);
}
private void TriggerRecalcAllBotsChangedTF(EnmTF TF, CTimeFrameInfo tfi)
{
if (!Plaza2Connector.IsDealsOnline || !IsOnlineData)
{
return;
}
BotEventTF mess = new BotEventTF()
{
TFUpdate = TF,
TFI = tfi
};
Plaza2Connector.TriggerRecalcAllBotsWithInstrument(m_isin, EnmBotEventCode.OnTFChanged, mess);
}
private void AnalyzeDiskTFDays()
{
try
{
if (!m_dictTFArray.ContainsKey(EnmTF.H1.ToString()))
{
return;
}
foreach (KeyValuePair <DateTime, CTimeFrameArray> kvp in m_dictTFArray[EnmTF.H1.ToString()]) //all dates of low TF array
{
try
{
CTimeFrameArray M_low_TF_Array = kvp.Value;
DateTime dt = CUtilTime.NormalizeDay(M_low_TF_Array.ListTimeFrameInfo[0].Dt.Date);
if (m_dictTFArray.IsContainTimeFrameInfo(EnmTF.D1, dt))
{
continue;
}
CTimeFrameInfo ntfi = m_dictTFArray.GetNewTimeFrameInfo(m_isin, EnmTF.D1, dt);
Analyze_D1(dt);
}
catch (Exception e)
{
}
}
}
catch (Exception e)
{
Error("AnalyzeDiskTFDays", e);
}
}
public void UpdateCandle(string isin, string tf, string dt, CTimeFrameInfo tfinfo)
{
CreateIfNeedAll(isin, tf, dt);
//TO DO normal
//TO DO remove delay from deals thread
sw.Start();
m_dictTFMx[isin][tf].WaitOne();
sw1.Start();
this[isin][tf][dt].Update(tfinfo);
sw1.Stop();
m_dictTFMx[isin][tf].ReleaseMutex();
sw.Stop();
int tmp = 1;
/*
* if (m_GUIBox != null && CandleBoxUpdated!=null)
* m_GUIBox.ExecuteCandlesUpdate(new Action (()=> CandleBoxUpdated()));
* else
* CandleBoxUpdated();
*/
}
public void Update(CTimeFrameInfo tfinfo)
{
// mx.WaitOne();
/*if (EvntUpdateGUI == null)
* UpdateCandle(tfinfo);
*
* else
* EvntUpdateGUI(new Action(()=> UpdateCandle(tfinfo)));
*/
sw.Start();
if (m_subScribedDispatcher != null)
{
m_subScribedDispatcher.BeginInvoke(new Action(() => UpdateCandle(tfinfo, true)));
}
else
{
UpdateCandle(tfinfo, false);
}
sw.Stop();
int tmp = 0;
// mx.ReleaseMutex();
}
private void AnalyzeOnlineTF(ChangedTF changedTF, List <int> lstScale, EnmTF TF_high, EnmTF TF_low, CRawDeal prevDeal, CRawDeal currDeal)
{
DateTime dtPrev = prevDeal.Moment;
DateTime dtCurr = currDeal.Moment;
//Get last high TF
CTimeFrameInfo TFinfo_low = m_dictTFArray.GetLastTimeFrameInfo(TF_low);
/* if (!TFinfo_low.bNotProcessedData)
* return;
*/
DateTime dtFrom = new DateTime(0);
DateTime dtTo = new DateTime(0);
bool b_wasChangedTF = changedTF(prevDeal.Moment, currDeal.Moment, lstScale, ref dtFrom, ref dtTo);
if (!m_dictTFArray.IsContainTimeFrameInfo(TF_high, /*dtFrom*/ dtTo))
{
m_dictTFArray.AddNewTimeFrameInfo(m_isin, TF_high, /*dtFrom*/ dtTo, this);
}
CTimeFrameInfo TFinfo_low_prev = m_dictTFArray.GetPrevLastTimeFrameInfo(TF_low);
CTimeFrameInfo TFinfo_high_prev = m_dictTFArray.GetPrevLastTimeFrameInfo(TF_high);
CTimeFrameInfo TFinfo_high = m_dictTFArray.GetLastTimeFrameInfo(TF_high);
bool bChangedExtr = false;
if (currDeal.ReplID > TFinfo_high.LastReplId)
{
TFinfo_high.numOfDeals++;
TFinfo_high.Volume += currDeal.Amount;
TFinfo_high.OpenedPos = currDeal.Pos;
//changed 2016/08/01
//only if changed extremum do recalc
if (TFinfo_high.HighPrice < TFinfo_low.HighPrice)
{
TFinfo_high.HighPrice = currDeal.Price;
bChangedExtr = true;
}
if (TFinfo_high.LowPrice > TFinfo_low.LowPrice)
{
TFinfo_high.LowPrice = currDeal.Price;
bChangedExtr = true;
}
TFinfo_high.LastReplId = currDeal.ReplID;
TFinfo_high.LastUpdate = DateTime.Now;
if (!TFinfo_high.bProcessedData)
{
TFinfo_high.OpenPrice = TFinfo_low.OpenPrice;
TFinfo_high.bProcessedData = true;
}
//KAA 2015-12-23
//because low TF was already updated
// if (!b_wasChangedTF)
TFinfo_high.ClosePrice = TFinfo_low.ClosePrice;
// else
// TFinfo_high.ClosePrice = TFinfo_low_prev.ClosePrice; //TFinfo_low.ClosePrice;
DateTime dtcnd = CUtilTime.NormalizeDay(dtFrom);
// Plaza2Connector.GUIBox.GUICandleBox.UpdateCandle(this.m_isin, TF_high.ToString(), dtcnd.ToString(), TFinfo_high);
Plaza2Connector.GUIBox.GUICandleBox.QueueTFinfo(this.m_isin, TF_high.ToString(), dtcnd.ToString(), TFinfo_high);
//changed 2016/08/01
//only if changed extremum do recalc
if (bChangedExtr)
{
TriggerRecalcAllBotsUpdateTF(TF_high, TFinfo_high);
}
if (b_wasChangedTF)
{
Log(TF_high.ToString() + " TFinfo_high.Dt=" + TFinfo_high.Dt.ToString() + " was closed prevDeal.Moment=" + prevDeal.Moment + " currDeal.Moment=" + currDeal.Moment + " TFinfo_high.ClosePrice=" + TFinfo_high.ClosePrice +
" TFinfo_low_prev.ClosePrice=" + TFinfo_low_prev.ClosePrice + " TFinfo_low_prev.Dt =" + TFinfo_low_prev.Dt);
if (Plaza2Connector.IsDealsOnline && Plaza2Connector.IsAnalyzerTFOnline)
{
TriggerRecalcAllBotsChangedTF(TF_high, TFinfo_high_prev);
}
}
}
else
{
}
// TrapError(m_dictTFArray[TF_high.ToString()][CUtil.NormalizeDay(dtFrom)]);
int tmp = 1;
}
public void UpdateCandle(CTimeFrameInfo tfinfo, bool bNeedGUIUpd)
{
int ind = NOT_FOUND;
try
{
sw1.Start();
sw11.Start();
sw2.Start();
sw3.Start();
sw4.Start();
sw5.Start();
sw6.Start();
mx.WaitOne();
sw11.Stop();
// TrapError();
ind = this.ContainsDate(tfinfo.Dt);
sw6.Stop();
if (ind == NOT_FOUND)
{
//if (this.Count > 0 && tfinfo.Dt < this.Last().Date)
// System.Threading.Thread.Sleep(0);
this.Add(new GUICandleObject
{
Date = tfinfo.Dt,
Open = (double)tfinfo.OpenPrice,
Close = (double)tfinfo.ClosePrice,
High = (double)tfinfo.HighPrice,
Low = (double)tfinfo.LowPrice,
Volume = (int)tfinfo.Volume
}, bNeedGUIUpd);
sw5.Stop();
this.Last().UpdateCandle(bNeedGUIUpd);
sw4.Stop();
}
else
{
GUICandleObject curr = this[ind];
/*
* this[ind] = new GUICandleObject {
* Date = tfinfo.Dt,
* Open = (double)tfinfo.OpenPrice,
* Close = (double)tfinfo.ClosePrice,
* High = (double)tfinfo.HighPrice,
* Low = (double)tfinfo.LowPrice,
* Volume = (int)tfinfo.Volume,
* };
*/
this[ind].Date = tfinfo.Dt;
this[ind].Open = (double)tfinfo.OpenPrice;
this[ind].Close = (double)tfinfo.ClosePrice;
this[ind].High = (double)tfinfo.HighPrice;
this[ind].Low = (double)tfinfo.LowPrice;
this[ind].Volume = (int)tfinfo.Volume;
sw5.Stop();
this[ind].UpdateCandle(bNeedGUIUpd);
DebugPrint(ind);
sw4.Stop();
}
sw3.Stop();
// TrapError();
//tempo uncomment
// NotifyCollectionChanged();
if (CandleCollectionUpdate != null)
{
CandleCollectionUpdate();
}
}
catch (Exception e)
{
Error("CGUICandleCollecion.UpdateCandle", e);
}
finally
{
sw2.Stop();
mx.ReleaseMutex();
}
sw1.Stop();
int tmp = 1;
}
public void Add(string isin, string tf, string dt, CTimeFrameInfo tfi)
{
_q.Add(new CStructTF(isin, tf, dt, (CTimeFrameInfo)tfi.Copy()));
}
private void IfNotLastInsert(CTimeFrameInfo tfi)
{
}
private void AnalyzeDiskTF(ChangedTF changedTF, List <int> lstScale, EnmTF TF_high, EnmTF TF_low)
{
try
{
foreach (KeyValuePair <DateTime, CTimeFrameArray> kvp in m_dictTFArray[TF_low.ToString()]) //all dates of low TF array
{
if (CUtilTime.OlderThanTwoWorkDays(kvp.Key))
{
continue;
}
CTimeFrameArray M_low_TF_Array = kvp.Value;
for (int i = 1; i < M_low_TF_Array.ListTimeFrameInfo.Count; i++) //each TF array
{
DateTime dtPrev = M_low_TF_Array.ListTimeFrameInfo[i - 1].Dt;
DateTime dtCurr = M_low_TF_Array.ListTimeFrameInfo[i].Dt;
DateTime dtFrom = new DateTime(0);
DateTime dtTo = new DateTime(0);
if (changedTF(dtPrev, dtCurr, lstScale, ref dtFrom, ref dtTo))
{
//TO DO chek prev day etc
if (m_dictTFArray.IsContainTimeFrameInfo(TF_high, dtFrom))
{
continue; //if already exists in high TF array than nothing to do and continue
}
//exp logics
CTimeFrameInfo ntfi = null;
if (m_dictTFArray.GetLatestTFI(TF_high.ToString()) != null)
{
DateTime dtLast = (m_dictTFArray.GetLatestTFI(TF_high.ToString())).Dt;
if (dtLast > dtFrom)
{
ntfi = m_dictTFArray.GetNewTFIPuttingtoWritePlace(m_isin, TF_high, dtFrom);
//Error("Inserting data. TO DO check and remove");
}
else
{
ntfi = m_dictTFArray.GetNewTimeFrameInfo(m_isin, TF_high, dtFrom);
}
}
else
{
ntfi = m_dictTFArray.GetNewTimeFrameInfo(m_isin, TF_high, dtFrom);
}
int j = i - 1;
//note: the last pos
ntfi.OpenedPos = M_low_TF_Array.ListTimeFrameInfo[j].OpenedPos;
ntfi.ClosePrice = M_low_TF_Array.ListTimeFrameInfo[j].ClosePrice;
while (j >= 0 && M_low_TF_Array.ListTimeFrameInfo[j].Dt >= dtFrom)
{
CTimeFrameInfo currtfi = M_low_TF_Array.ListTimeFrameInfo[j];
ntfi.numOfDeals += currtfi.numOfDeals;
ntfi.Volume += currtfi.Volume;
if (ntfi.HighPrice < currtfi.HighPrice)
{
ntfi.HighPrice = currtfi.HighPrice;
}
if (ntfi.LowPrice > currtfi.LowPrice)
{
ntfi.LowPrice = currtfi.LowPrice;
}
ntfi.OpenPrice = M_low_TF_Array.ListTimeFrameInfo[j].OpenPrice;
j--; //backward
}
DateTime dtcnd = CUtilTime.NormalizeDay(dtFrom);
//no need ? check !
CheckTFIConsistent(ntfi);
}
}
//TrapError(kvp.Value);
}
}
catch (Exception e)
{
Error("AnalyzeDiskTF", e);
}
}
private void AnalyzeOnlineM1(CRawDeal rd, CRawDeal prevDeal)
{
DateTime dtTill = rd.Moment.AddSeconds(-rd.Moment.Second);
dtTill = dtTill.AddMilliseconds(-dtTill.Millisecond);
if (!m_dictTFArray.IsContainTimeFrameInfo(EnmTF.M1, dtTill))
{
m_dictTFArray.AddNewTimeFrameInfo(m_isin, EnmTF.M1, dtTill, this);
}
CTimeFrameInfo tfi = m_dictTFArray.GetLastTimeFrameInfo(EnmTF.M1);
DateTime currMoment = rd.Moment;
CRawDeal currRd = rd;
//changed 2016/08/01
//only if changed extremum do recalc
bool bChangedExtr = false;
if (rd.ReplID > tfi.LastReplId)
{
tfi.LastReplId = rd.ReplID;
tfi.OpenedPos = rd.Pos;
tfi.Volume += rd.Amount;
tfi.numOfDeals++;
if (currRd.Price > tfi.HighPrice)
{
bChangedExtr = true;;
tfi.HighPrice = currRd.Price;
}
if (currRd.Price < tfi.LowPrice)
{
bChangedExtr = true;
tfi.LowPrice = currRd.Price;
}
tfi.LastUpdate = rd.Moment;
if (!tfi.bProcessedData)
{
tfi.OpenPrice = rd.Price;
tfi.bProcessedData = true;
}
tfi.ClosePrice = rd.Price;
DateTime dtcnd = CUtilTime.NormalizeDay(dtTill);
CheckTFIConsistent(tfi);
// sw5.Stop();
//Plaza2Connector.GUIBox.GUICandleBox.UpdateCandle(this.m_isin, EnmTF.M1.ToString(), dtcnd.ToString(), tfi);
Plaza2Connector.GUIBox.GUICandleBox.QueueTFinfo(this.m_isin, EnmTF.M1.ToString(), dtcnd.ToString(), tfi);
}
// TrapError(m_dictTFArray["M1"][CUtil.NormalizeDay(tfi.Dt)]);
CheckDataOnline(rd);
if (Plaza2Connector.IsDealsOnline)
{
//changed 2016/08/01
//only if changed extremum do recalc
if (bChangedExtr)
{
TriggerRecalcAllBotsUpdateTF(EnmTF.M1, tfi);
}
DateTime dtTmp = Plaza2Connector.ServerTime;
DateTime dtFrom = new DateTime(0);
DateTime dtTo = new DateTime(0);
CTimeFrameInfo tfiPrev = m_dictTFArray.GetPrevLastTimeFrameInfo(EnmTF.M1);
if (CUtilTF.WasClose_M1_TF(prevDeal.Moment, rd.Moment))
{
Log("M1 was closed prevDeal.Moment=" + prevDeal.Moment + " rd.Moment=" + rd.Moment);
if (Plaza2Connector.IsAnalyzerTFOnline)
{
TriggerRecalcAllBotsChangedTF(EnmTF.M1, tfiPrev);
}
}
}
AnalyzeOnlineTF(CUtilTF./*(IsClosed_M5_M15_M30_TF*/ WasClosed_M5_M15_M30_TF, m_M5_scale, EnmTF.M5, EnmTF.M1, prevDeal, rd);
AnalyzeOnlineTF(CUtilTF./*IsClosed_M5_M15_M30_TF*/ WasClosed_M5_M15_M30_TF, m_M15_scale, EnmTF.M15, EnmTF.M5, prevDeal, rd);
AnalyzeOnlineTF(CUtilTF./*IsClosed_M5_M15_M30_TF*/ WasClosed_M5_M15_M30_TF, m_M30_scale, EnmTF.M30, EnmTF.M15, prevDeal, rd);
AnalyzeOnlineTF(CUtilTF./*IsClosed_H1*/ WasClosed_H1, m_M30_scale, EnmTF.H1, EnmTF.M30, prevDeal, rd);
AnalyzeOnlineTF(CUtilTF./*IsClosed_D1*/ WasClosed_D1, m_M30_scale, EnmTF.D1, EnmTF.H1, prevDeal, rd);
CTimeFrameInfo TFinfo_D1 = m_dictTFArray.GetLastTimeFrameInfo(EnmTF.D1);
LowDayPrice = TFinfo_D1.LowPrice;
HighDayPrice = TFinfo_D1.HighPrice;
}
