public OpenContinuousSecurityPanelCommand(ContinuousSecurity security)
{
if (security == null)
throw new ArgumentNullException(nameof(security));
Security = security;
}
private void CreateContinuousSecurity_OnClick(object sender, RoutedEventArgs e)
{
_continuousSecurityWindow = new ContinuousSecurityWindow
{
SecurityProvider = _entityRegistry.Securities,
ContinuousSecurity = new ContinuousSecurity { Board = ExchangeBoard.Associated }
};
if (!_continuousSecurityWindow.ShowModal(this))
return;
_continuousSecurity = _continuousSecurityWindow.ContinuousSecurity;
ContinuousSecurity.Content = _continuousSecurity.Id;
var first = _continuousSecurity.InnerSecurities.First();
var gluingSecurity = new Security
{
Id = _continuousSecurity.Id,
Code = _continuousSecurity.Code,
Board = ExchangeBoard.Associated,
Type = _continuousSecurity.Type,
VolumeStep = first.VolumeStep,
PriceStep = first.PriceStep,
ExtensionInfo = new Dictionary<object, object> { { "GluingSecurity", true } }
};
if (_entityRegistry.Securities.ReadById(gluingSecurity.Id) == null)
{
_entityRegistry.Securities.Save(gluingSecurity);
}
}
public ContinuousSecurityMarketDataStorage(ContinuousSecurity security, object arg, Func<T, DateTimeOffset> getTime, Func<T, Security> getSecurity, Func<Security, IMarketDataDrive, IMarketDataStorage<T>> getStorage, IMarketDataStorageDrive drive)
{
if (security == null)
throw new ArgumentNullException(nameof(security));
if (getTime == null)
throw new ArgumentNullException(nameof(getTime));
if (getSecurity == null)
throw new ArgumentNullException(nameof(getSecurity));
if (getStorage == null)
throw new ArgumentNullException(nameof(getStorage));
if (drive == null)
throw new ArgumentNullException(nameof(drive));
_getStorage = getStorage;
_security = security;
_getTime = getTime;
_getSecurity = getSecurity;
_arg = arg;
Drive = drive;
}
//private readonly Func<Security, IMarketDataDrive, IMarketDataStorage<T>> _getStorage;
//private readonly Func<T, Security> _getSecurity;
//private readonly Func<T, DateTimeOffset> _getTime;
/// <summary>
/// Initializes a new instance of the <see cref="ContinuousSecurityMarketDataStorage{T}"/>.
/// </summary>
/// <param name="security">Continuous security (generally, a futures contract), containing expirable securities.</param>
/// <param name="arg">The additional argument, associated with data. For example, <see cref="CandleMessage.Arg"/>.</param>
public ContinuousSecurityMarketDataStorage(ContinuousSecurity security, object arg)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
//if (getTime == null)
// throw new ArgumentNullException(nameof(getTime));
//if (getSecurity == null)
// throw new ArgumentNullException(nameof(getSecurity));
//if (getStorage == null)
// throw new ArgumentNullException(nameof(getStorage));
//if (drive == null)
// throw new ArgumentNullException(nameof(drive));
//_getStorage = getStorage;
Security = security;
//_getTime = getTime;
//_getSecurity = getSecurity;
Arg = arg;
//Drive = drive;
}
public OpenContinuousSecurityPanelCommand(ContinuousSecurity security)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
Security = security;
}
/// <summary>
/// Initializes a new instance of the <see cref="ContinuousSecurityMarketDataStorage{T}"/>.
/// </summary>
/// <param name="security">Continuous security (generally, a futures contract), containing expirable securities.</param>
/// <param name="arg">The additional argument, associated with data. For example, <see cref="CandleMessage.Arg"/>.</param>
public ContinuousSecurityMarketDataStorage(ContinuousSecurity security, object arg)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
Security = _security = security;
Arg = arg;
}
public CandleContinuousSecurityMarketDataStorage(ContinuousSecurity security,
object arg,
Func<CandleMessage, DateTimeOffset> getTime,
Func<CandleMessage, Security> getSecurity,
Func<Security, IMarketDataDrive, IMarketDataStorage<CandleMessage>> getStorage,
IMarketDataStorageDrive drive)
: base(security, arg, getTime, getSecurity, getStorage, drive)
{
_security = security;
_arg = arg;
}
private void CreateContinuousSecurity_OnClick(object sender, RoutedEventArgs e)
{
ContinuousSecurity.Content = string.Empty;
_continuousSecurityWindow = new ContinuousSecurityWindow
{
SecurityProvider = _entityRegistry.Securities
};
_continuousSecurity = new ContinuousSecurity {
Board = ExchangeBoard.Associated
};
_continuousSecurityWindow.ContinuousSecurity = _continuousSecurity;
if (_continuousSecurityWindow.ShowModal(this))
{
ContinuousSecurity.Content = _continuousSecurity.Id;
var first = _continuousSecurity.InnerSecurities.First();
var gluingSecurity = new Security
{
Id = _continuousSecurity.Id,
Code = _continuousSecurity.Code,
Board = ExchangeBoard.Associated,
Type = _continuousSecurity.Type,
VolumeStep = first.VolumeStep,
PriceStep = first.PriceStep,
ExtensionInfo = new Dictionary <object, object> {
{ "GluingSecurity", true }
}
};
if (_entityRegistry.Securities.ReadById(gluingSecurity.Id) == null)
{
_entityRegistry.Securities.Save(gluingSecurity);
}
}
else
{
ContinuousSecurity.Content = string.Empty;
}
}
public ConvertableContinuousSecurityMarketDataStorage(ContinuousSecurity security,
object arg,
Func<TMessage, DateTimeOffset> getTime,
Func<TMessage, Security> getSecurity,
Func<TEntity, TMessage> toMessage,
Func<TEntity, DateTimeOffset> getEntityTime,
Func<Security, IMarketDataDrive, IMarketDataStorage<TMessage>> getStorage,
IMarketDataStorageDrive drive)
: base(security, arg, getTime, getSecurity, getStorage, drive)
{
if (toMessage == null)
throw new ArgumentNullException(nameof(toMessage));
if (getEntityTime == null)
throw new ArgumentNullException(nameof(getEntityTime));
_security = security;
_toMessage = toMessage;
_getEntityTime = getEntityTime;
}
private void CreateSourceElements(ContinuousSecurity security)
{
var area = _mainArea;
var id = 1;
foreach (var innerSecurity in security.InnerSecurities)
{
var series = new CandleSeries(typeof(TimeFrameCandle), innerSecurity, TimeSpan.FromMinutes(5));
var indicatorElement = new ChartIndicatorElement
{
Title = innerSecurity.Id,
Color = _colors[id++],
StrokeThickness = 1
};
var indicator = new CandlePartIndicator();
//_indicators.Add(indicatorElement, indicator);
_sourceElements.Add(innerSecurity, indicatorElement);
_bufferedChart.AddElement(area, indicatorElement, series, indicator);
}
}
private void CreateSourceElements(ContinuousSecurity security)
{
var area = _mainArea;
var id = 1;
foreach (var innerSecurity in security.InnerSecurities)
{
var series = new CandleSeries(typeof(TimeFrameCandle), innerSecurity, TimeSpan.FromMinutes(5));
var indicatorElement = new ChartIndicatorElement
{
Title = innerSecurity.Id,
Color = _colors[id++],
StrokeThickness = 1
};
var indicator = new CandlePartIndicator();
//_indicators.Add(indicatorElement, indicator);
_sourceElements.Add(innerSecurity, indicatorElement);
_bufferedChart.AddElement(area, indicatorElement, series, indicator);
}
}
