private void btnQuotes_Click(object sender, EventArgs e)
{
using (var fs = new LocalFileSystem())
{
var sdb = new SecDBFileReader(fs, new FileSystemSessionConnectParams(), tbSecDBFile.Text);
Text = "Exchange: {0}, Origin time: {1}, {2}".Args(sdb.SystemHeader.Exchange,
sdb.SystemHeader.Date + sdb.SystemHeader.OriginLocalTimeOffset,
sdb.SystemHeader.OriginLocalTimeName);
var sw = System.Diagnostics.Stopwatch.StartNew();
var cnt = sdb.GetAllStreamData().Count(s => s is SecDBFileReader.SecondSample);
var el = sw.ElapsedMilliseconds;
MessageBox.Show("{0} samples in {1} msec at {2}/sec".Args(cnt, el, cnt / (el / 1000d)));
try
{
System.IO.File.WriteAllText(@"c:\Users\Anton\Desktop\SEC_DBDUMP.json", sdb.GetAllStreamData().Take(tbHowMany.Text.AsInt()).ToJSON(JSONWritingOptions.PrettyPrint));
}
catch (Exception err)
{
MessageBox.Show("{0}\n------------\n{1}".Args(err.ToMessageWithType(), err.StackTrace));
}
}
}
private void loadData()
{
if (m_SecDBFile == null)
{
chart.Series = null;
return;
}
var series = new CandleTimeSeries("Candles", 0);
m_OriginalDataFromFile = m_SecDBFile.GetAllStreamData()
.SynthesizeCandles(m_SecResolution)
.ToArray();
m_OriginalDataFromFile.ForEach(s => series.Add(s));
series.Views.Register(
new CandleView("Candles", 1)
{
ShowYLevels = true,
ShowBalloons = true
});
series.Views.Register(new CandleBuySellView("Volume", 2)
{
Visible = chkVolumes.Checked,
Kind = getVolumeKind()
});
series.Views.Register(
new CandleMidLineView("MidLine", 3)
{
MidLineType = MidLineType.HighLow,
LineStyle = new LineStyle {
Color = Color.FromArgb(200, 255, 0, 0), Width = 2
},
Visible = chkMidLines.Checked
});
series.YLevels.Register(
new TimeSeries.YLevel("FIRST_PRICE", 1)
{
Visible = chkMidLevels.Checked,
HLineStyle = new LineStyle {
Color = Color.FromArgb(255, 20, 10), DashStyle = System.Drawing.Drawing2D.DashStyle.Dash
}
});
series.YLevels.Register(
new TimeSeries.YLevel("MID_PRICE", 2)
{
Visible = chkMidLevels.Checked,
HLineStyle = new LineStyle {
Color = Color.FromArgb(0, 180, 80), DashStyle = System.Drawing.Drawing2D.DashStyle.Dot
}
});
series.YLevels.Register(
new TimeSeries.YLevel("LAST_PRICE", 3)
{
Value = series.DataReveresed.First().ClosePrice,
HLineStyle = new LineStyle {
Color = Color.FromArgb(120, 40, 255), DashStyle = System.Drawing.Drawing2D.DashStyle.Dash
}
});
updateLevels(series);
chart.Series = series;
}
private void btnSynthCandles_Click(object sender, EventArgs e)
{
using (var fs = new LocalFileSystem())
{
var sdb = new SecDBFileReader(fs, new FileSystemSessionConnectParams(), tbSecDBFile.Text);
//var tradedata = sdb.GetAllStreamData()
// .Where( s => s is SecDBFileReader.TradeSample)
// .Cast<SecDBFileReader.TradeSample>()
// .Select( t => new CandleSample(t.TimeStamp)
// {
// OpenPrice = t.Price,
// ClosePrice = t.Price,
// HighPrice = t.Price,
// LowPrice = t.Price
// }
// );
var data = sdb.GetAllStreamData().Where(s => s is SecDBFileReader.TradeSample).SynthesizeCandles(tbSecPeriod.Text.AsUInt(),
(cs, qs, i) => {},
(cs, ts, i) => // "Beautifier function"
{
if (i == 0)
{
cs.OpenPrice = ts.Price;
}
cs.HighPrice = Math.Max(cs.HighPrice, ts.Price);
cs.LowPrice = cs.LowPrice != 0f ? Math.Min(cs.LowPrice, ts.Price) : ts.Price;
cs.ClosePrice = ts.Price;
if (ts.IsQty)
{
if (ts.Side == SecDBFileReader.TradeSample.SideType.Buy)
{
cs.BuyVolume += ts.Qty;
}
else
{
cs.SellVolume += ts.Qty;
}
}
}
);
m_Data = new CandleTimeSeries("Candles", 0);
m_Data.Views.Register(
new CandleView("Candle View", 1)
{
ShowYLevels = true,
ShowBalloons = true
});
//m_Data.Views.Register(
// new CandleMidLineView("MidLineHiLo", 1)
// {
// MidLineType = MidLineType.HighLow,
// LineStyle = new LineStyle{ Color = Color.FromArgb(200, 255, 0,0), Width = 2}
// });
m_Data.Views.Register(new CandleBuySellView("BuySell", 2)
{
});
data.ForEach(s => m_Data.Add(s));
m_Data.YLevels.Register(new TimeSeries.YLevel("Lo", 0)
{
Value = m_Data.Data.Min(cs => cs.ClosePrice), AffectsScale = true, HLineStyle = new LineStyle {
Color = Color.Red, Width = 2
}
});
m_Data.YLevels.Register(new TimeSeries.YLevel("Hi", 0)
{
Value = m_Data.Data.Max(cs => cs.ClosePrice), AffectsScale = true, HLineStyle = new LineStyle {
Color = Color.Blue, Width = 2
}
});
chart.Series = m_Data;
}
}
private void btnSynthCandles_Click(object sender, EventArgs e)
{
using(var fs = new LocalFileSystem())
{
var sdb = new SecDBFileReader(fs, new FileSystemSessionConnectParams(), tbSecDBFile.Text);
//var tradedata = sdb.GetAllStreamData()
// .Where( s => s is SecDBFileReader.TradeSample)
// .Cast<SecDBFileReader.TradeSample>()
// .Select( t => new CandleSample(t.TimeStamp)
// {
// OpenPrice = t.Price,
// ClosePrice = t.Price,
// HighPrice = t.Price,
// LowPrice = t.Price
// }
// );
var data = sdb.GetAllStreamData().Where(s => s is SecDBFileReader.TradeSample).SynthesizeCandles(tbSecPeriod.Text.AsUInt(),
(cs, qs, i) => {},
(cs, ts, i) => // "Beautifier function"
{
if (i==0) cs.OpenPrice = ts.Price;
cs.HighPrice = Math.Max(cs.HighPrice, ts.Price);
cs.LowPrice = cs.LowPrice!=0f ? Math.Min( cs.LowPrice , ts.Price) : ts.Price;
cs.ClosePrice = ts.Price;
if (ts.IsQty)
{
if (ts.Side==SecDBFileReader.TradeSample.SideType.Buy)
cs.BuyVolume += ts.Qty;
else
cs.SellVolume += ts.Qty;
}
}
);
m_Data = new CandleTimeSeries("Candles", 0);
m_Data.Views.Register(
new CandleView("Candle View", 1)
{
ShowYLevels = true,
ShowBalloons = true
});
//m_Data.Views.Register(
// new CandleMidLineView("MidLineHiLo", 1)
// {
// MidLineType = MidLineType.HighLow,
// LineStyle = new LineStyle{ Color = Color.FromArgb(200, 255, 0,0), Width = 2}
// });
m_Data.Views.Register( new CandleBuySellView("BuySell", 2){} );
data.ForEach( s => m_Data.Add( s ));
m_Data.YLevels.Register( new TimeSeries.YLevel("Lo", 0){Value = m_Data.Data.Min(cs=>cs.ClosePrice), AffectsScale = true, HLineStyle = new LineStyle{Color=Color.Red, Width =2}});
m_Data.YLevels.Register( new TimeSeries.YLevel("Hi", 0){Value = m_Data.Data.Max(cs=>cs.ClosePrice), AffectsScale = true, HLineStyle = new LineStyle{Color=Color.Blue, Width =2}});
chart.Series = m_Data;
}
}
private void btnQuotes_Click(object sender, EventArgs e)
{
using(var fs = new LocalFileSystem())
{
var sdb = new SecDBFileReader(fs, new FileSystemSessionConnectParams(), tbSecDBFile.Text);
Text = "Exchange: {0}, Origin time: {1}, {2}".Args(sdb.SystemHeader.Exchange,
sdb.SystemHeader.Date+sdb.SystemHeader.OriginLocalTimeOffset,
sdb.SystemHeader.OriginLocalTimeName);
var sw = System.Diagnostics.Stopwatch.StartNew();
var cnt = sdb.GetAllStreamData().Count( s => s is SecDBFileReader.SecondSample);
var el = sw.ElapsedMilliseconds;
MessageBox.Show("{0} samples in {1} msec at {2}/sec".Args(cnt, el, cnt / (el /1000d)));
try
{
System.IO.File.WriteAllText(@"c:\Users\Anton\Desktop\SEC_DBDUMP.json", sdb.GetAllStreamData().Take(tbHowMany.Text.AsInt()).ToJSON( JSONWritingOptions.PrettyPrint) );
}
catch(Exception err)
{
MessageBox.Show("{0}\n------------\n{1}".Args(err.ToMessageWithType(), err.StackTrace));
}
}
}
