private void RaiseCandleSeriesStopped(CandleSeries series)
{
CandleSeriesStopped?.Invoke(series);
}
private RefPair <DateTimeOffset, IDictionary <IChartElement, object> >[] ProcessHistoryCandles(ChartIndicatorElement element, CandleSeries series)
{
var candles = this.GetCandleManager().GetCandles <Candle>(series).Where(c => c.State == CandleStates.Finished).ToArray();
return(candles
.Select(candle => new RefPair <DateTimeOffset, IDictionary <IChartElement, object> >(candle.OpenTime, new Dictionary <IChartElement, object>
{
{ element, CreateIndicatorValue(element, candle) }
}))
.ToArray());
}
/// <summary>
/// Остановить подписку получения свечек, ранее созданную через <see cref="SubscribeCandles(StockSharp.Algo.Candles.CandleSeries,System.DateTimeOffset,System.DateTimeOffset)"/>.
/// </summary>
/// <param name="series">Серия свечек.</param>
public void UnSubscribeCandles(CandleSeries series)
{
}
/// <summary>
/// подписаться на получение свечек
/// </summary>
private void Subscrable()
{
try
{
while (true)
{
Thread.Sleep(50);
if (_neadToStopThread)
{
return;
}
if (ServerType == ServerType.None ||
string.IsNullOrWhiteSpace(NamePaper))
{
continue;
}
List <IServer> servers = ServerMaster.GetServers();
if (servers == null)
{
if (ServerType != ServerType.None)
{
ServerMaster.SetNeedServer(ServerType);
}
continue;
}
try
{
_myServer = servers.Find(server => server.ServerType == ServerType);
}
catch
{
// ignore
continue;
}
if (_myServer == null)
{
if (ServerType != ServerType.None)
{
ServerMaster.SetNeedServer(ServerType);
}
continue;
}
else
{
_myServer.NewBidAscIncomeEvent -= ConnectorBotNewBidAscIncomeEvent;
_myServer.NewMyTradeEvent -= ConnectorBot_NewMyTradeEvent;
_myServer.NewOrderIncomeEvent -= ConnectorBot_NewOrderIncomeEvent;
_myServer.NewMarketDepthEvent -= ConnectorBot_NewMarketDepthEvent;
_myServer.NewTradeEvent -= ConnectorBot_NewTradeEvent;
_myServer.TimeServerChangeEvent -= myServer_TimeServerChangeEvent;
_myServer.NeadToReconnectEvent -= _myServer_NeadToReconnectEvent;
_myServer.NewBidAscIncomeEvent += ConnectorBotNewBidAscIncomeEvent;
_myServer.NewMyTradeEvent += ConnectorBot_NewMyTradeEvent;
_myServer.NewOrderIncomeEvent += ConnectorBot_NewOrderIncomeEvent;
_myServer.NewMarketDepthEvent += ConnectorBot_NewMarketDepthEvent;
_myServer.NewTradeEvent += ConnectorBot_NewTradeEvent;
_myServer.TimeServerChangeEvent += myServer_TimeServerChangeEvent;
_myServer.NeadToReconnectEvent += _myServer_NeadToReconnectEvent;
if (_myServer.ServerType == ServerType.Tester)
{
((TesterServer)_myServer).TestingEndEvent -= ConnectorReal_TestingEndEvent;
((TesterServer)_myServer).TestingEndEvent += ConnectorReal_TestingEndEvent;
}
}
Thread.Sleep(50);
ServerConnectStatus stat = _myServer.ServerStatus;
if (stat != ServerConnectStatus.Connect)
{
continue;
}
lock (_subscrableLocker)
{
if (_mySeries == null)
{
while (_mySeries == null)
{
if (_neadToStopThread)
{
return;
}
Thread.Sleep(100);
_mySeries = _myServer.StartThisSecurity(_namePaper, TimeFrameBuilder);
}
_mySeries.СandleUpdeteEvent += MySeries_СandleUpdeteEvent;
_mySeries.СandleFinishedEvent += MySeries_СandleFinishedEvent;
_subscrabler = null;
}
}
_subscrabler = null;
if (SecuritySubscribeEvent != null)
{
SecuritySubscribeEvent(Security);
}
return;
}
}
catch (Exception error)
{
SendNewLogMessage(error.ToString(), LogMessageType.Error);
}
}
/// <summary>
/// Начать выгрузку данных по инструменту.
/// </summary>
/// <param name="namePaper">имя бумаги которую будем запускать</param>
/// <param name="timeFrameBuilder">объект несущий в себе данные о таймФрейме</param>
/// <returns>В случае удачи возвращает CandleSeries
/// в случае неудачи null</returns>
public CandleSeries StartThisSecurity(string namePaper, TimeFrameBuilder timeFrameBuilder)
{
try
{
if (_lastStartServerTime.AddSeconds(15) > DateTime.Now)
{
return(null);
}
// дальше по одному
lock (_lockerStarter)
{
if (namePaper == "")
{
return(null);
}
// надо запустить сервер если он ещё отключен
if (ServerStatus != ServerConnectStatus.Connect)
{
//MessageBox.Show("Сервер не запущен. Скачивание данных прервано. Инструмент: " + namePaper);
return(null);
}
if (_securities == null || _portfolios == null)
{
Thread.Sleep(5000);
return(null);
}
if (_lastStartServerTime != DateTime.MinValue &&
_lastStartServerTime.AddSeconds(15) > DateTime.Now)
{
return(null);
}
Security security = null;
for (int i = 0; _securities != null && i < _securities.Count; i++)
{
if (_securities[i].Name == namePaper)
{
security = _securities[i];
break;
}
}
if (security == null)
{
return(null);
}
CandleSeries series = new CandleSeries(timeFrameBuilder, security);
lock (_serverLocker)
{
AstsServer.ListenBidAsks(security);
}
Thread.Sleep(2000);
_candleManager.StartSeries(series);
SendLogMessage("Инструмент " + series.Security.Name + "ТаймФрейм" + series.TimeFrame +
" успешно подключен на получение данных и прослушивание свечек",
LogMessageType.System);
return(series);
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
return(null);
}
}
/// <summary>
/// начать выкачивать данный иснтрументн
/// </summary>
/// <param name="namePaper"> название инструмента</param>
/// <param name="timeFrameBuilder">объект несущий в себе данные о ТаймФрейме нужном для серии</param>
/// <returns>в случае успешного запуска возвращает CandleSeries, объект генерирующий свечи</returns>
public CandleSeries StartThisSecurity(string namePaper, TimeFrameBuilder timeFrameBuilder)
{
try
{
lock (_lockerStarter)
{
if (namePaper == "")
{
return(null);
}
if (Portfolios == null || Securities == null)
{
return(null);
}
if (_lastStartServerTime != DateTime.MinValue &&
_lastStartServerTime.AddSeconds(15) > DateTime.Now)
{
return(null);
}
if (ServerStatus != ServerConnectStatus.Connect)
{
return(null);
}
if (_candleManager == null)
{
return(null);
}
Security security = null;
for (int i = 0; _securities != null && i < _securities.Count; i++)
{
if (_securities[i].Name == namePaper)
{
security = _securities[i];
break;
}
}
if (security == null)
{
return(null);
}
CandleSeries series = new CandleSeries(timeFrameBuilder, security, StartProgram.IsOsTrader);
ServerRealization.Subscrible(security);
Thread.Sleep(300);
_candleManager.StartSeries(series);
SendLogMessage("Инструмент " + series.Security.Name + "ТаймФрейм" + series.TimeFrame +
" успешно подключен на получение данных и прослушивание свечек", LogMessageType.System);
if (_tickStorage != null)
{
_tickStorage.SetSecurityToSave(security);
}
return(series);
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
return(null);
}
}
private void RaiseCandleSeriesError(CandleSeries series, SubscriptionResponseMessage reply)
{
CandleSeriesError?.Invoke(series, reply);
}
private void OnNewCandles(CandleSeries series, IEnumerable <Candle> candles)
{
_candleBuffer.Add(series.Security, candles);
}
private void OnChartPanelSubscribeCandleElement(ChartCandleElement element, CandleSeries candleSeries)
{
new SubscribeCandleElementCommand(element, candleSeries).Process(this);
}
private void OnChartPanelSubscribeIndicatorElement(ChartIndicatorElement element, CandleSeries candleSeries, IIndicator indicator)
{
new SubscribeIndicatorElementCommand(element, candleSeries, indicator).Process(this);
}
private void OnChartPanelSubscribeIndicatorElement(ChartIndicatorElement element, CandleSeries candleSeries, IIndicator indicator)
{
_bufferedChart.SetSource(element, candleSeries);
_indicators.Add(element, indicator);
AddElement(element, candleSeries);
}
private void OnChartPanelSubscribeCandleElement(ChartCandleElement element, CandleSeries candleSeries)
{
AddElement(element, candleSeries);
}
private void StartClick(object sender, RoutedEventArgs e)
{
// если были получены и инструмент, и портфель
if (_strategy == null)
{
if (Portfolios.SelectedPortfolio == null)
{
MessageBox.Show(this, LocalizedStrings.Str3009);
return;
}
// создаем скользящие средние, на 80 5-минуток и 10 5-минуток
var longSma = new SimpleMovingAverage {
Length = 80
};
var shortSma = new SimpleMovingAverage {
Length = 10
};
// регистрируем наш тайм-фрейм
var series = new CandleSeries(typeof(TimeFrameCandle), _lkoh, _timeFrame);
// создаем торговую стратегию
_strategy = new SmaStrategy(_candleManager, series, longSma, shortSma)
{
Volume = 1,
Security = _lkoh,
Portfolio = Portfolios.SelectedPortfolio,
Connector = _trader,
};
_logManager.Sources.Add(_strategy);
//_strategy.Log += OnLog;
_strategy.PropertyChanged += OnStrategyPropertyChanged;
_candlesElem = new ChartCandleElement();
_area.Elements.Add(_candlesElem);
_longMaElem = new ChartIndicatorElement
{
Title = LocalizedStrings.Long,
Color = Colors.OrangeRed
};
_area.Elements.Add(_longMaElem);
_shortMaElem = new ChartIndicatorElement
{
Title = LocalizedStrings.Short,
Color = Colors.RoyalBlue
};
_area.Elements.Add(_shortMaElem);
var marketTime = _trader.CurrentTime;
// начинаем получать свечи за период в 5 дней
_candleManager.Start(series, DateTime.Today - TimeSpan.FromDays(5), marketTime);
_lastHistoryCandle = _timeFrame.GetCandleBounds(marketTime).Min;
Report.IsEnabled = true;
}
if (_strategy.ProcessState == ProcessStates.Stopped)
{
// запускаем процесс получения стакана, необходимый для работы алгоритма котирования
_trader.RegisterMarketDepth(_strategy.Security);
_strategy.Start();
Start.Content = LocalizedStrings.Str242;
}
else
{
_trader.UnRegisterMarketDepth(_strategy.Security);
_strategy.Stop();
Start.Content = LocalizedStrings.Str2421;
}
}
/// <summary>
/// To notify the container about the start of the data getting for the series.
/// </summary>
/// <param name="series">Candles series.</param>
/// <param name="from">The initial date from which data will be get.</param>
/// <param name="to">The final date by which data will be get.</param>
public void Start(CandleSeries series, DateTimeOffset from, DateTimeOffset to)
{
if (series == null)
throw new ArgumentNullException("series");
var info = _info.SafeAdd(series, key => new SeriesInfo(this));
info.Reset(from);
}
IEnumerable <Range <DateTimeOffset> > IExternalCandleSource.GetSupportedRanges(CandleSeries series)
{
if (!UseExternalCandleSource)
{
yield break;
}
var securityId = series.Security.ToSecurityId();
var messageType = series.CandleType.ToCandleMessageType();
var dataType = messageType.ToCandleMarketDataType();
if (_historySourceSubscriptions.ContainsKey(Tuple.Create(securityId, dataType, series.Arg)))
{
yield return(new Range <DateTimeOffset>(DateTimeOffset.MinValue, DateTimeOffset.MaxValue));
yield break;
}
var types = HistoryMessageAdapter.Drive.GetAvailableDataTypes(securityId, HistoryMessageAdapter.StorageFormat);
foreach (var tuple in types)
{
if (tuple.MessageType != messageType || !tuple.Arg.Equals(series.Arg))
{
continue;
}
var dates = HistoryMessageAdapter.StorageRegistry.GetCandleMessageStorage(tuple.MessageType, series.Security, series.Arg, HistoryMessageAdapter.Drive, HistoryMessageAdapter.StorageFormat).Dates.ToArray();
if (dates.Any())
{
yield return(new Range <DateTimeOffset>(dates.First().ApplyTimeZone(TimeZoneInfo.Utc), dates.Last().ApplyTimeZone(TimeZoneInfo.Utc)));
}
break;
}
}
/// <summary>
/// To get all data by the candle.
/// </summary>
/// <param name="series">Candles series.</param>
/// <param name="candle">The candle for which you need to find data.</param>
/// <returns>Found data.</returns>
public IEnumerable<ICandleBuilderSourceValue> GetValues(CandleSeries series, Candle candle)
{
return GetInfo(series).GetValues(candle);
}
IEnumerable <Range <DateTimeOffset> > IExternalCandleSource.GetSupportedRanges(CandleSeries series)
{
if (series.CandleType != typeof(TimeFrameCandle) || !(series.Arg is TimeSpan))
{
yield break;
}
var tf = (TimeSpan)series.Arg;
if (OpenECryMessageAdapter.TimeFrames.Contains(tf))
{
yield return(new Range <DateTimeOffset>(DateTimeOffset.MinValue, CurrentTime));
}
}
/// <summary>
/// Начать выгрузку данных по инструменту.
/// </summary>
/// <param name="namePaper">имя бумаги которую будем запускать</param>
/// <param name="timeFrameBuilder">объект несущий </param>
/// <returns>В случае удачи возвращает CandleSeries
/// в случае неудачи null</returns>
public CandleSeries StartThisSecurity(string namePaper, TimeFrameBuilder timeFrameBuilder)
{
try
{
if (_lastStartServerTime.AddSeconds(15) > DateTime.Now)
{
return(null);
}
lock (_lockerStarter)
{
if (namePaper == "")
{
return(null);
}
// надо запустить сервер если он ещё отключен
if (ServerStatus != ServerConnectStatus.Connect)
{
//MessageBox.Show("Сервер не запущен. Скачивание данных прервано. Инструмент: " + namePaper);
return(null);
}
if (_securities == null || _portfolios == null)
{
Thread.Sleep(5000);
return(null);
}
if (_lastStartServerTime != DateTime.MinValue &&
_lastStartServerTime.AddSeconds(15) > DateTime.Now)
{
return(null);
}
Security security = null;
for (int i = 0; _securities != null && i < _securities.Count; i++)
{
if (_securities[i].Name == namePaper)
{
security = _securities[i];
break;
}
}
if (security == null)
{
return(null);
}
if (_connectedContracts == null)
{
_connectedContracts = new List <string>();
}
if (_connectedContracts.Find(s => s == security.Name) == null)
{
_connectedContracts.Add(security.Name);
}
_tickStorage.SetSecurityToSave(security);
// 2 создаём серию свечек
CandleSeries series = new CandleSeries(timeFrameBuilder, security);
if (NeadToGetCandles(timeFrameBuilder.TimeFrame))
{ // подгружаем в серию свечки, если коннектор это позволяет
short count = 500;
string price = "MBA";
string instrument = security.Name;
string granularity = GetTimeFrameInOandaFormat(timeFrameBuilder.TimeFrame).ToString();
var parameters = new Dictionary <string, string>();
parameters.Add("price", price);
parameters.Add("granularity", granularity);
parameters.Add("count", count.ToString());
Task <List <CandlestickPlus> > result = Rest20.GetCandlesAsync(instrument, parameters);
while (!result.IsCanceled &&
!result.IsCompleted &&
!result.IsFaulted)
{
Thread.Sleep(10);
}
List <CandlestickPlus> candleOanda = result.Result;
List <Candle> candlesOsEngine = new List <Candle>();
for (int i = 0; i < candleOanda.Count; i++)
{
Candle newCandle = new Candle();
newCandle.Open = Convert.ToDecimal(candleOanda[i].bid.o);
newCandle.High = Convert.ToDecimal(candleOanda[i].bid.h);
newCandle.Low = Convert.ToDecimal(candleOanda[i].bid.l);
newCandle.Close = Convert.ToDecimal(candleOanda[i].bid.c);
newCandle.TimeStart = DateTime.Parse(candleOanda[i].time);
newCandle.State = CandleStates.Finished;
newCandle.Volume = candleOanda[i].volume;
candlesOsEngine.Add(newCandle);
}
series.CandlesAll = candlesOsEngine;
}
_candleManager.StartSeries(series);
SendLogMessage("Инструмент " + series.Security.Name + "ТаймФрейм " + series.TimeFrame +
" успешно подключен на получение данных и прослушивание свечек",
LogMessageType.System);
return(series);
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
return(null);
}
}
private void Chart_OnSubscribeIndicatorElement(ChartIndicatorElement element, CandleSeries series, IIndicator indicator)
{
_dataThreadActions.Add(() =>
{
var oldReset = Chart.DisableIndicatorReset;
try
{
Chart.DisableIndicatorReset = true;
indicator.Reset();
}
finally
{
Chart.DisableIndicatorReset = oldReset;
}
var chartData = new ChartDrawData();
foreach (var candle in _allCandles.CachedValues)
{
chartData.Group(candle.OpenTime).Add(element, indicator.Process(candle));
}
Chart.Reset(new[] { element });
Chart.Draw(chartData);
_indicators[element] = indicator;
});
}
/// <summary>
/// изменились серии свечек
/// </summary>
private void _candleManager_CandleUpdateEvent(CandleSeries series)
{
_candleSeriesToSend.Enqueue(series);
}
private void StartBtnClick(object sender, RoutedEventArgs e)
{
if (HistoryPath.Text.IsEmpty() || !Directory.Exists(HistoryPath.Text))
{
MessageBox.Show(this, LocalizedStrings.Str3014);
return;
}
if (Math.Abs(TestingProcess.Value - 0) > double.Epsilon)
{
MessageBox.Show(this, LocalizedStrings.Str3015);
return;
}
var logManager = new LogManager();
var fileLogListener = new FileLogListener("sample.log");
logManager.Listeners.Add(fileLogListener);
// SMA periods
var periods = new[]
{
new Tuple <int, int, Color>(80, 10, Colors.DarkGreen),
new Tuple <int, int, Color>(70, 8, Colors.Red),
new Tuple <int, int, Color>(60, 6, Colors.DarkBlue)
};
// storage to historical data
var storageRegistry = new StorageRegistry
{
// set historical path
DefaultDrive = new LocalMarketDataDrive(HistoryPath.Text)
};
var timeFrame = TimeSpan.FromMinutes(5);
// create test security
var security = new Security
{
Id = "RIZ2@FORTS", // sec id has the same name as folder with historical data
Code = "RIZ2",
Name = "RTS-12.12",
Board = ExchangeBoard.Forts,
};
var startTime = new DateTime(2012, 10, 1);
var stopTime = new DateTime(2012, 10, 31);
var level1Info = new Level1ChangeMessage
{
SecurityId = security.ToSecurityId(),
ServerTime = startTime,
}
.TryAdd(Level1Fields.PriceStep, 10m)
.TryAdd(Level1Fields.StepPrice, 6m)
.TryAdd(Level1Fields.MinPrice, 10m)
.TryAdd(Level1Fields.MaxPrice, 1000000m)
.TryAdd(Level1Fields.MarginBuy, 10000m)
.TryAdd(Level1Fields.MarginSell, 10000m);
// test portfolio
var portfolio = new Portfolio
{
Name = "test account",
BeginValue = 1000000,
};
// create backtesting connector
var batchEmulation = new BatchEmulation(new[] { security }, new[] { portfolio }, storageRegistry)
{
EmulationSettings =
{
MarketTimeChangedInterval = timeFrame,
StartTime = startTime,
StopTime = stopTime,
// count of parallel testing strategies
BatchSize = periods.Length,
}
};
// handle historical time for update ProgressBar
batchEmulation.ProgressChanged += (curr, total) => this.GuiAsync(() => TestingProcess.Value = total);
batchEmulation.StateChanged += (oldState, newState) =>
{
if (batchEmulation.State != EmulationStates.Stopped)
{
return;
}
this.GuiAsync(() =>
{
if (batchEmulation.IsFinished)
{
TestingProcess.Value = TestingProcess.Maximum;
MessageBox.Show(this, LocalizedStrings.Str3024.Put(DateTime.Now - _startEmulationTime));
}
else
{
MessageBox.Show(this, LocalizedStrings.cancelled);
}
});
};
// get emulation connector
var connector = batchEmulation.EmulationConnector;
logManager.Sources.Add(connector);
connector.NewSecurities += securities =>
{
if (securities.All(s => s != security))
{
return;
}
// fill level1 values
connector.SendInMessage(level1Info);
connector.RegisterMarketDepth(new TrendMarketDepthGenerator(connector.GetSecurityId(security))
{
// order book freq refresh is 1 sec
Interval = TimeSpan.FromSeconds(1),
});
};
TestingProcess.Maximum = 100;
TestingProcess.Value = 0;
_startEmulationTime = DateTime.Now;
var strategies = periods
.Select(period =>
{
var candleManager = new CandleManager(connector);
var series = new CandleSeries(typeof(TimeFrameCandle), security, timeFrame);
// create strategy based SMA
var strategy = new SmaStrategy(candleManager, series, new SimpleMovingAverage {
Length = period.Item1
}, new SimpleMovingAverage {
Length = period.Item2
})
{
Volume = 1,
Security = security,
Portfolio = portfolio,
Connector = connector,
// by default interval is 1 min,
// it is excessively for time range with several months
UnrealizedPnLInterval = ((stopTime - startTime).Ticks / 1000).To <TimeSpan>()
};
strategy.SetCandleManager(candleManager);
var curveItems = Curve.CreateCurve(LocalizedStrings.Str3026Params.Put(period.Item1, period.Item2), period.Item3);
strategy.PnLChanged += () =>
{
var data = new EquityData
{
Time = strategy.CurrentTime,
Value = strategy.PnL,
};
this.GuiAsync(() => curveItems.Add(data));
};
Stat.AddStrategies(new[] { strategy });
return(strategy);
})
.ToEx(periods.Length);
// start emulation
batchEmulation.Start(strategies);
}
/// <summary>
/// Подписаться на получение свечек.
/// </summary>
/// <param name="series">Серия свечек.</param>
/// <param name="from">Начальная дата, с которой необходимо получать данные.</param>
/// <param name="to">Конечная дата, до которой необходимо получать данные.</param>
public void SubscribeCandles(CandleSeries series, DateTimeOffset from, DateTimeOffset to)
{
SubscribeCandles(series, from, to, TransactionIdGenerator.GetNextId());
}
private void StartBtnClick(object sender, RoutedEventArgs e)
{
// if process was already started, will stop it now
if (_connector != null && _connector.State != EmulationStates.Stopped)
{
_strategy.Stop();
_connector.Disconnect();
_logManager.Sources.Clear();
_connector = null;
return;
}
// create test security
var security = new Security
{
Id = "AAPL@NASDAQ",
Code = "AAPL",
Name = "AAPL Inc",
Board = ExchangeBoard.Nasdaq,
};
var startTime = new DateTime(2009, 6, 1);
var stopTime = new DateTime(2009, 9, 1);
var level1Info = new Level1ChangeMessage
{
SecurityId = security.ToSecurityId(),
ServerTime = startTime,
}
.TryAdd(Level1Fields.PriceStep, 10m)
.TryAdd(Level1Fields.StepPrice, 6m)
.TryAdd(Level1Fields.MinPrice, 10m)
.TryAdd(Level1Fields.MaxPrice, 1000000m)
.TryAdd(Level1Fields.MarginBuy, 10000m)
.TryAdd(Level1Fields.MarginSell, 10000m);
// test portfolio
var portfolio = new Portfolio
{
Name = "test account",
BeginValue = 1000000,
};
var timeFrame = TimeSpan.FromMinutes(5);
// create backtesting connector
_connector = new HistoryEmulationConnector(
new[] { security },
new[] { portfolio })
{
HistoryMessageAdapter =
{
// set history range
StartDate = startTime,
StopDate = stopTime,
},
// set market time freq as time frame
MarketTimeChangedInterval = timeFrame,
};
_logManager.Sources.Add(_connector);
var candleManager = new CandleManager(_connector);
var series = new CandleSeries(typeof(TimeFrameCandle), security, timeFrame);
// create strategy based on 80 5-min и 10 5-min
_strategy = new SmaStrategy(candleManager, series, new SimpleMovingAverage {
Length = 80
}, new SimpleMovingAverage {
Length = 10
})
{
Volume = 1,
Security = security,
Portfolio = portfolio,
Connector = _connector,
};
_connector.NewSecurities += securities =>
{
if (securities.All(s => s != security))
{
return;
}
// fill level1 values
_connector.SendInMessage(level1Info);
_connector.RegisterTrades(new RandomWalkTradeGenerator(_connector.GetSecurityId(security)));
_connector.RegisterMarketDepth(new TrendMarketDepthGenerator(_connector.GetSecurityId(security))
{
GenerateDepthOnEachTrade = false
});
// start strategy before emulation started
_strategy.Start();
candleManager.Start(series);
// start historical data loading when connection established successfully and all data subscribed
_connector.Start();
};
// fill parameters panel
ParameterGrid.Parameters.Clear();
ParameterGrid.Parameters.AddRange(_strategy.StatisticManager.Parameters);
_strategy.PnLChanged += () =>
{
var data = new EquityData
{
Time = _strategy.CurrentTime,
Value = _strategy.PnL,
};
this.GuiAsync(() => _curveItems.Add(data));
};
_logManager.Sources.Add(_strategy);
// ProgressBar refresh step
var progressStep = ((stopTime - startTime).Ticks / 100).To <TimeSpan>();
var nextTime = startTime + progressStep;
TestingProcess.Maximum = 100;
TestingProcess.Value = 0;
// handle historical time for update ProgressBar
_connector.MarketTimeChanged += diff =>
{
if (_connector.CurrentTime < nextTime && _connector.CurrentTime < stopTime)
{
return;
}
var steps = (_connector.CurrentTime - startTime).Ticks / progressStep.Ticks + 1;
nextTime = startTime + (steps * progressStep.Ticks).To <TimeSpan>();
this.GuiAsync(() => TestingProcess.Value = steps);
};
_connector.StateChanged += () =>
{
if (_connector.State == EmulationStates.Stopped)
{
this.GuiAsync(() =>
{
Report.IsEnabled = true;
if (_connector.IsFinished)
{
TestingProcess.Value = TestingProcess.Maximum;
MessageBox.Show(this, LocalizedStrings.Str3024.Put(DateTime.Now - _startEmulationTime));
}
else
{
MessageBox.Show(this, LocalizedStrings.cancelled);
}
});
}
};
_curveItems.Clear();
Report.IsEnabled = false;
_startEmulationTime = DateTime.Now;
// raise NewSecurities and NewPortfolio for full fill strategy properties
_connector.Connect();
}
/// <summary>
/// Получить временные диапазоны, для которых у данного источника для передаваемой серии свечек есть данные.
/// </summary>
/// <param name="series">Серия свечек.</param>
/// <returns>Временные диапазоны.</returns>
IEnumerable <Range <DateTimeOffset> > IExternalCandleSource.GetSupportedRanges(CandleSeries series)
{
if (series.CandleType == typeof(TimeFrameCandle) && series.Arg is TimeSpan && SmartComTimeFrames.CanConvert((TimeSpan)series.Arg))
{
yield return(new Range <DateTimeOffset>(DateTimeOffset.MinValue, CurrentTime));
}
}
private void StartBtnClick(object sender, RoutedEventArgs e)
{
if (_connectors.Count > 0)
{
foreach (var connector in _connectors)
{
connector.Start();
}
return;
}
if (HistoryPath.Folder.IsEmpty() || !Directory.Exists(HistoryPath.Folder))
{
MessageBox.Show(this, LocalizedStrings.Str3014);
return;
}
if (_connectors.Any(t => t.State != EmulationStates.Stopped))
{
MessageBox.Show(this, LocalizedStrings.Str3015);
return;
}
var secGen = new SecurityIdGenerator();
var id = secGen.Split(SecId.Text);
//if (secIdParts.Length != 2)
//{
// MessageBox.Show(this, LocalizedStrings.Str3016);
// return;
//}
var timeFrame = TimeSpan.FromMinutes(TimeFrame.SelectedIndex == 0 ? 1 : 5);
var secCode = id.SecurityCode;
var board = ExchangeBoard.GetOrCreateBoard(id.BoardCode);
// create test security
var security = new Security
{
Id = SecId.Text, // sec id has the same name as folder with historical data
Code = secCode,
Board = board,
};
if (FinamCandlesCheckBox.IsChecked == true)
{
_finamHistorySource.Refresh(new FinamSecurityStorage(security), security, s => {}, () => false);
}
// create backtesting modes
var settings = new[]
{
Tuple.Create(
TicksCheckBox,
TicksProgress,
TicksParameterGrid,
// ticks
new EmulationInfo {
UseTicks = true, CurveColor = Colors.DarkGreen, StrategyName = LocalizedStrings.Ticks
},
TicksChart,
TicksEquity,
TicksPosition),
Tuple.Create(
TicksAndDepthsCheckBox,
TicksAndDepthsProgress,
TicksAndDepthsParameterGrid,
// ticks + order book
new EmulationInfo {
UseTicks = true, UseMarketDepth = true, CurveColor = Colors.Red, StrategyName = LocalizedStrings.XamlStr757
},
TicksAndDepthsChart,
TicksAndDepthsEquity,
TicksAndDepthsPosition),
Tuple.Create(
DepthsCheckBox,
DepthsProgress,
DepthsParameterGrid,
// order book
new EmulationInfo {
UseMarketDepth = true, CurveColor = Colors.OrangeRed, StrategyName = LocalizedStrings.MarketDepths
},
DepthsChart,
DepthsEquity,
DepthsPosition),
Tuple.Create(
CandlesCheckBox,
CandlesProgress,
CandlesParameterGrid,
// candles
new EmulationInfo {
UseCandleTimeFrame = timeFrame, CurveColor = Colors.DarkBlue, StrategyName = LocalizedStrings.Candles
},
CandlesChart,
CandlesEquity,
CandlesPosition),
Tuple.Create(
CandlesAndDepthsCheckBox,
CandlesAndDepthsProgress,
CandlesAndDepthsParameterGrid,
// candles + orderbook
new EmulationInfo {
UseMarketDepth = true, UseCandleTimeFrame = timeFrame, CurveColor = Colors.Cyan, StrategyName = LocalizedStrings.XamlStr635
},
CandlesAndDepthsChart,
CandlesAndDepthsEquity,
CandlesAndDepthsPosition),
Tuple.Create(
OrderLogCheckBox,
OrderLogProgress,
OrderLogParameterGrid,
// order log
new EmulationInfo {
UseOrderLog = true, CurveColor = Colors.CornflowerBlue, StrategyName = LocalizedStrings.OrderLog
},
OrderLogChart,
OrderLogEquity,
OrderLogPosition),
Tuple.Create(
Level1CheckBox,
Level1Progress,
Level1ParameterGrid,
// order log
new EmulationInfo {
UseLevel1 = true, CurveColor = Colors.Aquamarine, StrategyName = LocalizedStrings.Level1
},
Level1Chart,
Level1Equity,
Level1Position),
Tuple.Create(
FinamCandlesCheckBox,
FinamCandlesProgress,
FinamCandlesParameterGrid,
// candles
new EmulationInfo {
UseCandleTimeFrame = timeFrame, HistorySource = d => _finamHistorySource.GetCandles(security, timeFrame, d.Date, d.Date), CurveColor = Colors.DarkBlue, StrategyName = LocalizedStrings.FinamCandles
},
FinamCandlesChart,
FinamCandlesEquity,
FinamCandlesPosition),
Tuple.Create(
YahooCandlesCheckBox,
YahooCandlesProgress,
YahooCandlesParameterGrid,
// candles
new EmulationInfo {
UseCandleTimeFrame = timeFrame, HistorySource = d => new YahooHistorySource().GetCandles(security, timeFrame, d.Date, d.Date), CurveColor = Colors.DarkBlue, StrategyName = LocalizedStrings.YahooCandles
},
YahooCandlesChart,
YahooCandlesEquity,
YahooCandlesPosition),
};
// storage to historical data
var storageRegistry = new StorageRegistry
{
// set historical path
DefaultDrive = new LocalMarketDataDrive(HistoryPath.Folder)
};
var startTime = ((DateTime)From.Value).ChangeKind(DateTimeKind.Utc);
var stopTime = ((DateTime)To.Value).ChangeKind(DateTimeKind.Utc);
// (ru only) ОЛ необходимо загружать с 18.45 пред дня, чтобы стаканы строились правильно
if (OrderLogCheckBox.IsChecked == true)
{
startTime = startTime.Subtract(TimeSpan.FromDays(1)).AddHours(18).AddMinutes(45).AddTicks(1).ApplyTimeZone(TimeHelper.Moscow).UtcDateTime;
}
// ProgressBar refresh step
var progressStep = ((stopTime - startTime).Ticks / 100).To <TimeSpan>();
// set ProgressBar bounds
_progressBars.ForEach(p =>
{
p.Value = 0;
p.Maximum = 100;
});
var logManager = new LogManager();
var fileLogListener = new FileLogListener("sample.log");
logManager.Listeners.Add(fileLogListener);
//logManager.Listeners.Add(new DebugLogListener()); // for track logs in output window in Vusial Studio (poor performance).
var generateDepths = GenDepthsCheckBox.IsChecked == true;
var maxDepth = MaxDepth.Text.To <int>();
var maxVolume = MaxVolume.Text.To <int>();
var secId = security.ToSecurityId();
SetIsEnabled(false, false, false);
foreach (var set in settings)
{
if (set.Item1.IsChecked == false)
{
continue;
}
var title = (string)set.Item1.Content;
InitChart(set.Item5, set.Item6, set.Item7);
var progressBar = set.Item2;
var statistic = set.Item3;
var emulationInfo = set.Item4;
var level1Info = new Level1ChangeMessage
{
SecurityId = secId,
ServerTime = startTime,
}
.TryAdd(Level1Fields.PriceStep, secCode == "RIZ2" ? 10m : 1)
.TryAdd(Level1Fields.StepPrice, 6m)
.TryAdd(Level1Fields.MinPrice, 10m)
.TryAdd(Level1Fields.MaxPrice, 1000000m)
.TryAdd(Level1Fields.MarginBuy, 10000m)
.TryAdd(Level1Fields.MarginSell, 10000m);
// test portfolio
var portfolio = new Portfolio
{
Name = "test account",
BeginValue = 1000000,
};
// create backtesting connector
var connector = new HistoryEmulationConnector(
new[] { security },
new[] { portfolio })
{
EmulationAdapter =
{
Emulator =
{
Settings =
{
// match order if historical price touched our limit order price.
// It is terned off, and price should go through limit order price level
// (more "severe" test mode)
MatchOnTouch = false,
}
}
},
UseExternalCandleSource = emulationInfo.UseCandleTimeFrame != null,
CreateDepthFromOrdersLog = emulationInfo.UseOrderLog,
CreateTradesFromOrdersLog = emulationInfo.UseOrderLog,
HistoryMessageAdapter =
{
StorageRegistry = storageRegistry,
// set history range
StartDate = startTime,
StopDate = stopTime,
OrderLogMarketDepthBuilders =
{
{
secId,
LocalizedStrings.ActiveLanguage == Languages.Russian
? (IOrderLogMarketDepthBuilder) new PlazaOrderLogMarketDepthBuilder(secId)
: new ItchOrderLogMarketDepthBuilder(secId)
}
}
},
// set market time freq as time frame
MarketTimeChangedInterval = timeFrame,
};
((ILogSource)connector).LogLevel = DebugLogCheckBox.IsChecked == true ? LogLevels.Debug : LogLevels.Info;
logManager.Sources.Add(connector);
var candleManager = emulationInfo.UseCandleTimeFrame == null
? new CandleManager(new TradeCandleBuilderSourceEx(connector))
: new CandleManager(connector);
var series = new CandleSeries(typeof(TimeFrameCandle), security, timeFrame);
_shortMa = new SimpleMovingAverage {
Length = 10
};
_shortElem = new ChartIndicatorElement
{
Color = Colors.Coral,
ShowAxisMarker = false,
FullTitle = _shortMa.ToString()
};
var chart = set.Item5;
chart.AddElement(_area, _shortElem);
_longMa = new SimpleMovingAverage {
Length = 80
};
_longElem = new ChartIndicatorElement
{
ShowAxisMarker = false,
FullTitle = _longMa.ToString()
};
chart.AddElement(_area, _longElem);
// create strategy based on 80 5-min и 10 5-min
var strategy = new SmaStrategy(chart, _candlesElem, _tradesElem, _shortMa, _shortElem, _longMa, _longElem, candleManager, series)
{
Volume = 1,
Portfolio = portfolio,
Security = security,
Connector = connector,
LogLevel = DebugLogCheckBox.IsChecked == true ? LogLevels.Debug : LogLevels.Info,
// by default interval is 1 min,
// it is excessively for time range with several months
UnrealizedPnLInterval = ((stopTime - startTime).Ticks / 1000).To <TimeSpan>()
};
logManager.Sources.Add(strategy);
connector.NewSecurities += securities =>
{
if (securities.All(s => s != security))
{
return;
}
// fill level1 values
connector.SendInMessage(level1Info);
if (emulationInfo.HistorySource != null)
{
if (emulationInfo.UseCandleTimeFrame != null)
{
connector.RegisterHistorySource(security, MarketDataTypes.CandleTimeFrame, emulationInfo.UseCandleTimeFrame.Value, emulationInfo.HistorySource);
}
if (emulationInfo.UseTicks)
{
connector.RegisterHistorySource(security, MarketDataTypes.Trades, null, emulationInfo.HistorySource);
}
if (emulationInfo.UseLevel1)
{
connector.RegisterHistorySource(security, MarketDataTypes.Level1, null, emulationInfo.HistorySource);
}
if (emulationInfo.UseMarketDepth)
{
connector.RegisterHistorySource(security, MarketDataTypes.MarketDepth, null, emulationInfo.HistorySource);
}
}
else
{
if (emulationInfo.UseMarketDepth)
{
connector.RegisterMarketDepth(security);
if (
// if order book will be generated
generateDepths ||
// of backtesting will be on candles
emulationInfo.UseCandleTimeFrame != TimeSpan.Zero
)
{
// if no have order book historical data, but strategy is required,
// use generator based on last prices
connector.RegisterMarketDepth(new TrendMarketDepthGenerator(connector.GetSecurityId(security))
{
Interval = TimeSpan.FromSeconds(1), // order book freq refresh is 1 sec
MaxAsksDepth = maxDepth,
MaxBidsDepth = maxDepth,
UseTradeVolume = true,
MaxVolume = maxVolume,
MinSpreadStepCount = 2, // min spread generation is 2 pips
MaxSpreadStepCount = 5, // max spread generation size (prevent extremely size)
MaxPriceStepCount = 3 // pips size,
});
}
}
if (emulationInfo.UseOrderLog)
{
connector.RegisterOrderLog(security);
}
if (emulationInfo.UseTicks)
{
connector.RegisterTrades(security);
}
if (emulationInfo.UseLevel1)
{
connector.RegisterSecurity(security);
}
}
// start strategy before emulation started
strategy.Start();
candleManager.Start(series);
// start historical data loading when connection established successfully and all data subscribed
connector.Start();
};
// fill parameters panel
statistic.Parameters.Clear();
statistic.Parameters.AddRange(strategy.StatisticManager.Parameters);
var equity = set.Item6;
var pnlCurve = equity.CreateCurve(LocalizedStrings.PnL + " " + emulationInfo.StrategyName, emulationInfo.CurveColor, EquityCurveChartStyles.Area);
var unrealizedPnLCurve = equity.CreateCurve(LocalizedStrings.PnLUnreal + emulationInfo.StrategyName, Colors.Black);
var commissionCurve = equity.CreateCurve(LocalizedStrings.Str159 + " " + emulationInfo.StrategyName, Colors.Red, EquityCurveChartStyles.DashedLine);
var posItems = set.Item7.CreateCurve(emulationInfo.StrategyName, emulationInfo.CurveColor);
strategy.PnLChanged += () =>
{
var pnl = new EquityData
{
Time = strategy.CurrentTime,
Value = strategy.PnL - strategy.Commission ?? 0
};
var unrealizedPnL = new EquityData
{
Time = strategy.CurrentTime,
Value = strategy.PnLManager.UnrealizedPnL ?? 0
};
var commission = new EquityData
{
Time = strategy.CurrentTime,
Value = strategy.Commission ?? 0
};
pnlCurve.Add(pnl);
unrealizedPnLCurve.Add(unrealizedPnL);
commissionCurve.Add(commission);
};
strategy.PositionChanged += () => posItems.Add(new EquityData {
Time = strategy.CurrentTime, Value = strategy.Position
});
var nextTime = startTime + progressStep;
// handle historical time for update ProgressBar
connector.MarketTimeChanged += d =>
{
if (connector.CurrentTime < nextTime && connector.CurrentTime < stopTime)
{
return;
}
var steps = (connector.CurrentTime - startTime).Ticks / progressStep.Ticks + 1;
nextTime = startTime + (steps * progressStep.Ticks).To <TimeSpan>();
this.GuiAsync(() => progressBar.Value = steps);
};
connector.StateChanged += () =>
{
if (connector.State == EmulationStates.Stopped)
{
candleManager.Stop(series);
strategy.Stop();
SetIsChartEnabled(chart, false);
if (_connectors.All(c => c.State == EmulationStates.Stopped))
{
logManager.Dispose();
_connectors.Clear();
SetIsEnabled(true, false, false);
}
this.GuiAsync(() =>
{
if (connector.IsFinished)
{
progressBar.Value = progressBar.Maximum;
MessageBox.Show(this, LocalizedStrings.Str3024.Put(DateTime.Now - _startEmulationTime), title);
}
else
{
MessageBox.Show(this, LocalizedStrings.cancelled, title);
}
});
}
else if (connector.State == EmulationStates.Started)
{
if (_connectors.All(c => c.State == EmulationStates.Started))
{
SetIsEnabled(false, true, true);
}
SetIsChartEnabled(chart, true);
}
else if (connector.State == EmulationStates.Suspended)
{
if (_connectors.All(c => c.State == EmulationStates.Suspended))
{
SetIsEnabled(true, false, true);
}
}
};
if (ShowDepth.IsChecked == true)
{
MarketDepth.UpdatingFormat = security;
connector.NewMessage += message =>
{
var quoteMsg = message as QuoteChangeMessage;
if (quoteMsg != null)
{
MarketDepth.UpdatingQuotes = quoteMsg;
}
};
}
_connectors.Add(connector);
progressBar.Value = 0;
}
_startEmulationTime = DateTime.Now;
// start emulation
foreach (var connector in _connectors)
{
// raise NewSecurities and NewPortfolio for full fill strategy properties
connector.Connect();
// 1 cent commission for trade
connector.SendInMessage(new CommissionRuleMessage
{
Rule = new CommissionPerTradeRule {
Value = 0.01m
}
});
}
TabControl.Items.Cast <TabItem>().First(i => i.Visibility == Visibility.Visible).IsSelected = true;
}
private void RaiseCandleSeriesProcessing(CandleSeries series, Candle candle)
{
CandleSeriesProcessing?.Invoke(series, candle);
}
private void Chart_OnSubscribeIndicatorElement(ChartIndicatorElement element, CandleSeries series, IIndicator indicator)
{
_dataThreadActions.Add(() =>
{
var chartData = new ChartDrawData();
foreach (var candle in _allCandles.CachedValues)
{
chartData.Group(candle.OpenTime).Add(element, indicator.Process(candle));
}
Chart.Reset(new[] { element });
Chart.Draw(chartData);
_indicators[element] = indicator;
this.GuiAsync(() => CustomColors_Changed(null, null));
});
}
private void RaiseCandleSeriesError(CandleSeries series, MarketDataMessage reply)
{
CandleSeriesError?.Invoke(series, reply);
}
private void RefreshCharts()
{
if (Dispatcher.CheckAccess())
{
_dataThreadActions.Add(RefreshCharts);
return;
}
CandleSeries series = null;
this.GuiSync(() =>
{
Chart.ClearAreas();
_areaComb = new ChartArea();
var yAxis = _areaComb.YAxises.First();
yAxis.AutoRange = true;
Chart.IsAutoRange = true;
Chart.IsAutoScroll = true;
Chart.AddArea(_areaComb);
var id = (SecurityId)Securities.SelectedItem;
_security = new Security
{
Id = id.ToStringId(),
PriceStep = id.SecurityCode.StartsWith("RI", StringComparison.InvariantCultureIgnoreCase) ? 10 :
id.SecurityCode.Contains("ES") ? 0.25m :
0.01m,
Board = ExchangeBoard.Associated
};
_tradeGenerator = new RandomWalkTradeGenerator(id);
_tradeGenerator.Init();
_tradeGenerator.Process(_security.ToMessage());
series = new CandleSeries(
SeriesEditor.Settings.CandleType,
_security,
SeriesEditor.Settings.Arg)
{
IsCalcVolumeProfile = true
};
_candleElement = new ChartCandleElement {
FullTitle = "Candles"
};
Chart.AddElement(_areaComb, _candleElement, series);
_currCandle = null;
_historyLoaded = false;
_allCandles.Clear();
_updatedCandles.Clear();
_dataThreadActions.Clear();
});
Chart.Reset(new IChartElement[] { _candleElement });
this.GuiAsync(() => LoadData(series));
}
private void StopSeries(CandleSeries series)
{
var candleManager = this.GetCandleManager();
candleManager?.Stop(series);
}
private void LoadData(CandleSeries series)
{
var msgType = series.CandleType.ToCandleMessageType();
_transactionId = _transactionIdGenerator.GetNextId();
_holder.Clear();
_holder.CreateCandleSeries(_transactionId, series);
_candleTransform.Process(new ResetMessage());
_candleBuilder = msgType.ToCandleMarketDataType().CreateCandleBuilder();
var storage = new StorageRegistry();
BusyIndicator.IsBusy = true;
var path = HistoryPath.Folder;
var isBuild = BuildFromTicks.IsChecked == true;
var format = Format.SelectedFormat;
var maxDays = (isBuild || series.CandleType != typeof(TimeFrameCandle))
? 5
: 30 * (int)((TimeSpan)series.Arg).TotalMinutes;
_mdMsg = series.ToMarketDataMessage(true);
Task.Factory.StartNew(() =>
{
var date = DateTime.MinValue;
if (isBuild)
{
foreach (var tick in storage.GetTickMessageStorage(series.Security, new LocalMarketDataDrive(path), format).Load())
{
_tradeGenerator.Process(tick);
if (_candleTransform.Process(tick))
{
var candles = _candleBuilder.Process(_mdMsg, _currCandle, _candleTransform);
foreach (var candle in candles)
{
_currCandle = candle;
_updatedCandles.Add((CandleMessage)candle.Clone());
}
}
_lastTime = tick.ServerTime;
if (date != tick.ServerTime.Date)
{
date = tick.ServerTime.Date;
var str = date.To <string>();
this.GuiAsync(() => BusyIndicator.BusyContent = str);
maxDays--;
if (maxDays == 0)
{
break;
}
}
}
}
else
{
foreach (var candleMsg in storage.GetCandleMessageStorage(msgType, series.Security, series.Arg, new LocalMarketDataDrive(path), format).Load())
{
if (candleMsg.State != CandleStates.Finished)
{
candleMsg.State = CandleStates.Finished;
}
_currCandle = candleMsg;
_updatedCandles.Add(candleMsg);
_lastTime = candleMsg.OpenTime;
if (candleMsg is TimeFrameCandleMessage)
{
_lastTime += (TimeSpan)series.Arg;
}
_tradeGenerator.Process(new ExecutionMessage
{
ExecutionType = ExecutionTypes.Tick,
SecurityId = series.Security.ToSecurityId(),
ServerTime = _lastTime,
TradePrice = candleMsg.ClosePrice,
});
if (date != candleMsg.OpenTime.Date)
{
date = candleMsg.OpenTime.Date;
var str = date.To <string>();
this.GuiAsync(() => BusyIndicator.BusyContent = str);
maxDays--;
if (maxDays == 0)
{
break;
}
}
}
}
_historyLoaded = true;
})
.ContinueWith(t =>
{
if (t.Exception != null)
{
Error(t.Exception.Message);
}
BusyIndicator.IsBusy = false;
Chart.IsAutoRange = false;
}, TaskScheduler.FromCurrentSynchronizationContext());
}
/// <summary>
/// To add data for the candle.
/// </summary>
/// <param name="series">Candles series.</param>
/// <param name="candle">The candle for which you need to add data.</param>
/// <param name="value">New data.</param>
public void AddValue(CandleSeries series, Candle candle, ICandleBuilderSourceValue value)
{
if (_valuesKeepTime == TimeSpan.Zero)
return;
GetInfo(series).AddValue(candle, value);
}
/// <summary>
/// subscribe to receive candle
/// подписаться на получение свечек
/// </summary>
private void Subscrable()
{
try
{
while (true)
{
Thread.Sleep(50);
if (_neadToStopThread)
{
return;
}
if (ServerType == ServerType.None ||
string.IsNullOrWhiteSpace(NamePaper))
{
continue;
}
List <IServer> servers = ServerMaster.GetServers();
if (servers == null)
{
if (ServerType != ServerType.None)
{
ServerMaster.SetNeedServer(ServerType);
}
continue;
}
try
{
if (ServerType == ServerType.Optimizer &&
this.ServerUid != 0)
{
for (int i = 0; i < servers.Count; i++)
{
if (servers[i].ServerType == ServerType.Optimizer &&
((OptimizerServer)servers[i]).NumberServer == this.ServerUid)
{
_myServer = servers[i];
break;
}
}
}
else
{
_myServer = servers.Find(server => server.ServerType == ServerType);
}
}
catch
{
// ignore
continue;
}
if (_myServer == null)
{
if (ServerType != ServerType.None)
{
ServerMaster.SetNeedServer(ServerType);
}
continue;
}
else
{
SubscribleOnServer(_myServer);
if (_myServer.ServerType == ServerType.Tester)
{
((TesterServer)_myServer).TestingEndEvent -= ConnectorReal_TestingEndEvent;
((TesterServer)_myServer).TestingEndEvent += ConnectorReal_TestingEndEvent;
}
}
Thread.Sleep(50);
ServerConnectStatus stat = _myServer.ServerStatus;
if (stat != ServerConnectStatus.Connect)
{
continue;
}
lock (_subscrableLocker)
{
if (_mySeries == null)
{
while (_mySeries == null)
{
if (_neadToStopThread)
{
return;
}
Thread.Sleep(100);
_mySeries = _myServer.StartThisSecurity(_namePaper, TimeFrameBuilder);
if (_mySeries == null &&
_myServer.ServerType == ServerType.Optimizer &&
((OptimizerServer)_myServer).NumberServer != ServerUid)
{
for (int i = 0; i < servers.Count; i++)
{
if (servers[i].ServerType == ServerType.Optimizer &&
((OptimizerServer)servers[i]).NumberServer == this.ServerUid)
{
UnSubscribleOnServer(_myServer);
_myServer = servers[i];
SubscribleOnServer(_myServer);
break;
}
}
}
}
_mySeries.СandleUpdeteEvent += MySeries_СandleUpdeteEvent;
_mySeries.СandleFinishedEvent += MySeries_СandleFinishedEvent;
_subscrabler = null;
}
}
_subscrabler = null;
if (SecuritySubscribeEvent != null)
{
SecuritySubscribeEvent(Security);
}
return;
}
}
catch (Exception error)
{
SendNewLogMessage(error.ToString(), LogMessageType.Error);
}
}
private SeriesInfo GetInfo(CandleSeries series)
{
if (series == null)
throw new ArgumentNullException("series");
var info = _info.TryGetValue(series);
if (info == null)
throw new InvalidOperationException(LocalizedStrings.Str648Params.Put(series));
return info;
}
/// <summary>
/// 追加K线
/// </summary>
/// <returns></returns>
public CandleSeries AddCandle(string candleName, string openfield, string highfield, string lowfield, string closefield, int panelID, bool displayTitleField)
{
if (openfield == null || highfield == null || lowfield == null || closefield == null)
{
return null;
}
if (this.dtAllMsg.Columns.Contains(openfield) ||
this.dtAllMsg.Columns.Contains(highfield) ||
this.dtAllMsg.Columns.Contains(lowfield) ||
this.dtAllMsg.Columns.Contains(closefield))
{
return null;
}
if (this.dicChartPanel.ContainsKey(panelID))
{
ChartPanel chartPanel = this.dicChartPanel[panelID];
CandleSeries candleSeries = new CandleSeries();
candleSeries = new CandleSeries();
candleSeries.CandleName = candleName;
candleSeries.OpenField = openfield;
candleSeries.HighField = highfield;
candleSeries.LowField = lowfield;
candleSeries.CloseField = closefield;
chartPanel.YScaleField.AddRange(new string[] { openfield, highfield, lowfield, closefield });
candleSeries.Down_Color = Color.SkyBlue;
candleSeries.Up_Color = Color.Red;
candleSeries.DisplayTitleField = displayTitleField;
DataColumn dcOpen = new DataColumn(openfield);
DataColumn dcHigh = new DataColumn(highfield);
DataColumn dcLow = new DataColumn(lowfield);
DataColumn dcClose = new DataColumn(closefield);
this.dtAllMsg.Columns.Add(dcOpen);
this.dtAllMsg.Columns.Add(dcHigh);
this.dtAllMsg.Columns.Add(dcLow);
this.dtAllMsg.Columns.Add(dcClose);
chartPanel.CandleSeriesList.Add(candleSeries);
return candleSeries;
}
return null;
}
