// service
// сервис
/// <summary>
/// constructor
/// конструктор
/// </summary>
/// <param name="name"> bot name / имя робота </param>
/// <param name="startProgram"> program that created the bot which created this connection / программа создавшая робота который создал это подключение </param>
public ConnectorCandles(string name, StartProgram startProgram)
{
_name = name;
StartProgram = startProgram;
TimeFrameBuilder = new TimeFrameBuilder(_name, startProgram);
ServerType = ServerType.None;
if (StartProgram != StartProgram.IsOsOptimizer)
{
_canSave = true;
Load();
_emulator = new OrderExecutionEmulator();
_emulator.MyTradeEvent += ConnectorBot_NewMyTradeEvent;
_emulator.OrderChangeEvent += ConnectorBot_NewOrderIncomeEvent;
}
if (!string.IsNullOrWhiteSpace(NamePaper))
{
_subscrabler = new Thread(Subscrable);
_subscrabler.CurrentCulture = new CultureInfo("ru-RU");
_subscrabler.Name = "ConnectorSubscrableThread_" + UniqName;
_subscrabler.IsBackground = true;
_subscrabler.Start();
}
if (StartProgram == StartProgram.IsTester)
{
PortfolioName = "GodMode";
}
}
// service
// сервис
/// <summary>
/// constructor
/// конструктор
/// </summary>
/// <param name="name"> bot name / имя робота </param>
/// <param name="startProgram"> program that created the bot which created this connection / программа создавшая робота который создал это подключение </param>
public ConnectorCandles(string name, StartProgram startProgram)
{
_name = name;
StartProgram = startProgram;
TimeFrameBuilder = new TimeFrameBuilder(_name, startProgram);
ServerType = ServerType.None;
if (StartProgram != StartProgram.IsOsOptimizer)
{
_canSave = true;
Load();
_emulator = new OrderExecutionEmulator();
_emulator.MyTradeEvent += ConnectorBot_NewMyTradeEvent;
_emulator.OrderChangeEvent += ConnectorBot_NewOrderIncomeEvent;
}
if (!string.IsNullOrWhiteSpace(SecurityName))
{
_taskIsDead = false;
Task.Run(Subscrable);
}
else
{
_taskIsDead = true;
}
if (StartProgram == StartProgram.IsTester)
{
PortfolioName = "GodMode";
}
}
/// <summary>
/// подгрузить в чарт новый инструмент
/// </summary>
/// <param name="security">бумага</param>
/// <param name="timeFrameBuilder">объект хранящий в себе настройки построения свечей</param>
/// <param name="portfolioName">портфель</param>
/// <param name="serverType">тип сервера</param>
public void SetNewSecurity(string security, TimeFrameBuilder timeFrameBuilder, string portfolioName, ServerType serverType)
{
if (ChartCandle != null)
{
ChartCandle.ClearDataPointsAndSizeValue();
ChartCandle.SetNewTimeFrame(timeFrameBuilder.TimeFrameTimeSpan, timeFrameBuilder.TimeFrame);
}
if (_securityOnThisChart == security &&
_timeFrameSecurity == timeFrameBuilder.TimeFrame)
{
return;
}
string lastSecurity = _securityOnThisChart;
List <Position> positions = _myPosition;
_timeFrameBuilder = timeFrameBuilder;
_securityOnThisChart = security;
_timeFrameSecurity = timeFrameBuilder.TimeFrame;
_serverType = serverType;
Clear();
PaintLabelOnSlavePanel();
if (lastSecurity == security && positions != null)
{
SetPosition(positions);
}
}
/// <summary>
/// delete object settings
/// удалить настройки объекта
/// </summary>
public void Delete()
{
TimeFrameBuilder.Delete();
if (File.Exists(@"Engine\" + _name + @"ConnectorPrime.txt"))
{
File.Delete(@"Engine\" + _name + @"ConnectorPrime.txt");
}
if (_mySeries != null)
{
_mySeries.Stop();
_mySeries.Clear();
}
if (_emulator != null)
{
_emulator.MyTradeEvent += ConnectorBot_NewMyTradeEvent;
_emulator.OrderChangeEvent += ConnectorBot_NewOrderIncomeEvent;
}
if (_myServer != null)
{
_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;
}
_neadToStopThread = true;
}
/// <summary>
/// take candle history for period
/// взять историю свечек за период
/// </summary>
public List <Candle> GetCandleDataToSecurity(Security security, TimeFrameBuilder timeFrameBuilder,
DateTime startTime, DateTime endTime, DateTime actualTime)
{
int curStartTime = (int)(startTime - new DateTime(1970, 1, 1, 0, 0, 0, 0)).TotalSeconds;
List <Candle> candles = new List <Candle>();
while (true)
{
List <Candle> newCandles = _clientRest.GetCandles(security.Name, timeFrameBuilder.TimeFrameTimeSpan, curStartTime);
if (newCandles == null ||
newCandles.Count == 0)
{
break;
}
Candle lastCandle = newCandles[newCandles.Count - 1];
candles.Merge(newCandles);
if (newCandles.Count == 1)
{
break;
}
curStartTime = (int)(lastCandle.TimeStart - new DateTime(1970, 1, 1, 0, 0, 0, 0)).TotalSeconds;
}
return(candles);
}
public override List <Candle> GetCandleDataToSecurity(Security security, TimeFrameBuilder timeFrameBuilder, DateTime startTime, DateTime endTime,
DateTime actualTime)
{
List <Candle> candles = new List <Candle>();
int oldInterval = Convert.ToInt32(timeFrameBuilder.TimeFrameTimeSpan.TotalMinutes);
var step = new TimeSpan(0, (int)(oldInterval * 2000), 0);
actualTime = startTime;
var midTime = actualTime + step;
while (true)
{
if (actualTime >= endTime)
{
break;
}
List <Candle> newCandles = GetCandles(oldInterval, security.Name, actualTime, midTime);
if (candles.Count != 0 && newCandles != null && newCandles.Count != 0)
{
for (int i = 0; i < newCandles.Count; i++)
{
if (candles[candles.Count - 1].TimeStart >= newCandles[i].TimeStart)
{
newCandles.RemoveAt(i);
i--;
}
}
}
if (newCandles == null)
{
continue;
}
if (newCandles.Count == 0)
{
return(candles);
}
candles.AddRange(newCandles);
actualTime = candles[candles.Count - 1].TimeStart;
midTime = actualTime + step;
Thread.Sleep(1000);
}
if (candles.Count == 0)
{
return(null);
}
return(candles);
}
/// <summary>
/// Запрос из Subscribe
/// </summary>
/// <param name="namePaper"></param>
/// <param name="timeFrameBuilder"></param>
/// <returns></returns>
public CandleSeries StartThisSecurity(string namePaper, TimeFrameBuilder timeFrameBuilder)
{
lock (_starterLocker)
{
var security = _securities.Find(securiti => securiti.Name == namePaper);
CandleSeries series = new CandleSeries(timeFrameBuilder, security, StartProgram.IsOsTrader);
_candleManager.StartSeries(series);
return(series);
}
}
/// <summary>
/// take candle history for period
/// взять историю свечек за период
/// </summary>
public List <Candle> GetCandleDataToSecurity(Security security, TimeFrameBuilder timeFrameBuilder,
DateTime startTime, DateTime endTime, DateTime actualTime)
{
List <Candle> candles = new List <Candle>();
actualTime = startTime;
while (actualTime < endTime)
{
List <Candle> newCandles = _client.GetCandlesForTimes(security.Name,
timeFrameBuilder.TimeFrameTimeSpan,
actualTime, endTime);
if (newCandles != null && candles.Count != 0 && newCandles.Count != 0)
{
for (int i = 0; i < newCandles.Count; i++)
{
if (candles[candles.Count - 1].TimeStart >= newCandles[i].TimeStart)
{
newCandles.RemoveAt(i);
i--;
}
}
}
if (newCandles == null)
{
actualTime = actualTime.AddDays(5);
continue;
}
if (newCandles.Count == 0)
{
return(candles);
}
candles.AddRange(newCandles);
actualTime = candles[candles.Count - 1].TimeStart;
Thread.Sleep(60);
}
if (candles.Count == 0)
{
return(null);
}
return(candles);
}
/// <summary>
/// take candle history for period
/// взять историю свечек за период
/// </summary>
public List <Candle> GetCandleDataToSecurity(Security security, TimeFrameBuilder timeFrameBuilder, DateTime startTime, DateTime endTime, DateTime actualTime)
{
if (endTime > DateTime.Now - new TimeSpan(0, 0, 1, 0))
{
endTime = DateTime.Now - new TimeSpan(0, 0, 1, 0);
}
int interval = 500 * (int)timeFrameBuilder.TimeFrameTimeSpan.TotalMinutes;
List <Candle> candles = new List <Candle>();
var startTimeStep = startTime;
var endTimeStep = startTime;
while (endTime > endTimeStep)
{
endTimeStep = endTimeStep + new TimeSpan(0, 0, interval, 0);
DateTime realEndTime = endTimeStep;
if (realEndTime > DateTime.Now - new TimeSpan(0, 0, (int)timeFrameBuilder.TimeFrameTimeSpan.TotalMinutes, 0))
{
realEndTime = DateTime.Now - new TimeSpan(0, 0, (int)timeFrameBuilder.TimeFrameTimeSpan.TotalMinutes, 0);
}
List <Candle> stepCandles = _client.GetCandlesForTimes(security.Name, timeFrameBuilder.TimeFrameTimeSpan, startTimeStep, realEndTime);
if (stepCandles != null)
{
candles.AddRange(stepCandles);
}
startTimeStep = endTimeStep + new TimeSpan(0, 0, (int)timeFrameBuilder.TimeFrameTimeSpan.TotalMinutes, 0);
if (endTime < endTimeStep)
{
break;
}
Thread.Sleep(300);
}
if (candles.Count == 0)
{
return(null);
}
return(candles);
}
/// <summary>
/// take candle history for period
/// взять историю свечек за период
/// </summary>
public List <Candle> GetCandleDataToSecurity(Security security, TimeFrameBuilder timeFrameBuilder,
DateTime startTime, DateTime endTime, DateTime actualTime)
{
return(null);
/* List<Candle> candles = new List<Candle>();
*
* actualTime = startTime;
*
* while (actualTime < endTime)
* {
* List<Candle> newCandles = _client.GetCandlesForTimes(security.Name,
* timeFrameBuilder.TimeFrameTimeSpan,
* actualTime, endTime);
*
* if (candles.Count != 0 && newCandles.Count != 0)
* {
* for (int i = 0; i < newCandles.Count; i++)
* {
* if (candles[candles.Count - 1].TimeStart >= newCandles[i].TimeStart)
* {
* newCandles.RemoveAt(i);
* i--;
* }
*
* }
* }
*
* if (newCandles == null)
* {
* continue;
* }
*
* if (newCandles.Count == 0)
* {
* return candles;
* }
*
* candles.AddRange(newCandles);
*
* actualTime = candles[candles.Count - 1].TimeStart;
* }
*
* if (candles.Count == 0)
* {
* return null;
* }
*
* return candles;*/
}
public override List <Candle> GetCandleDataToSecurity(Security security, TimeFrameBuilder time_frame_builder, DateTime start_time, DateTime end_time, DateTime actual_time)
{
List <Candle> candles = new List <Candle>();
int old_interval = Convert.ToInt32(time_frame_builder.TimeFrameTimeSpan.TotalMinutes);
candles = GetCandles(old_interval, security.Name, start_time, end_time);
if (candles.Count == 0)
{
return(null);
}
return(candles);
}
public CandleSeries StartThisSecurity(string securityName, TimeFrameBuilder timeFrameBuilder, string securityClass)
{
lock (_starterLocker)
{
var security = _securities.Find(securiti => securiti.Name == securityName);
if (security == null)
{
return(null);
}
CandleSeries series = new CandleSeries(timeFrameBuilder, security, StartProgram.IsOsTrader);
_candleManager.StartSeries(series);
return(series);
}
}
/// <summary>
/// take candle history for period
/// взять историю свечек за период
/// </summary>
public List <Candle> GetCandleDataToSecurity(Security security, TimeFrameBuilder timeFrameBuilder, DateTime startTime, DateTime endTime,
DateTime actualTime)
{
List <Candle> candles = new List <Candle>();
List <Candle> lastCandles =
GetCandleHistory(security.Name, timeFrameBuilder.TimeFrameTimeSpan, 5000, DateTime.MinValue, DateTime.MaxValue);
candles.AddRange(lastCandles);
DateTime curEnd = candles[0].TimeStart;
while (curEnd <= startTime == false)
{
List <Candle> newCandles =
GetCandleHistory(security.Name, timeFrameBuilder.TimeFrameTimeSpan, 2000, startTime, curEnd);
if (candles.Count != 0 && newCandles.Count != 0)
{
if (newCandles[newCandles.Count - 1].TimeStart >= candles[0].TimeStart)
{
newCandles.RemoveAt(newCandles.Count - 1);
}
}
if (newCandles.Count == 0)
{
return(candles);
}
candles.InsertRange(0, newCandles);
curEnd = candles[0].TimeStart;
}
if (candles.Count == 0)
{
return(null);
}
return(candles);
}
// сервис
/// <summary>
/// конструктор
/// </summary>
/// <param name="name">имя робота</param>
public Connector(string name)
{
_name = name;
TimeFrameBuilder = new TimeFrameBuilder(_name);
ServerType = ServerType.Unknown;
Load();
_canSave = true;
if (!string.IsNullOrWhiteSpace(NamePaper))
{
_subscrabler = new Thread(Subscrable);
_subscrabler.CurrentCulture = new CultureInfo("ru-RU");
_subscrabler.Name = "ConnectorSubscrableThread_" + UniqName;
_subscrabler.IsBackground = true;
_subscrabler.Start();
}
_emulator = new OrderExecutionEmulator();
_emulator.MyTradeEvent += ConnectorBot_NewMyTradeEvent;
_emulator.OrderChangeEvent += ConnectorBot_NewOrderIncomeEvent;
}
/// <summary>
/// удалить настройки объекта
/// </summary>
public void Delete()
{
TimeFrameBuilder.Delete();
if (File.Exists(@"Engine\" + _name + @"ConnectorPrime.txt"))
{
File.Delete(@"Engine\" + _name + @"ConnectorPrime.txt");
}
if (_mySeries != null)
{
_mySeries.Stop();
}
if (_myServer != null)
{
_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 (_subscrabler != null)
{
try
{
if (_subscrabler.IsAlive)
{
_subscrabler.Abort();
}
}
catch
{
//SendNewLogMessage(error.ToString(), LogMessageType.Error);
}
}
}
public List <Candle> GetCandleDataToSecurity(Security security, TimeFrameBuilder timeFrameBuilder, DateTime startTime, DateTime endTime,
DateTime actualTime)
{
lock (locker)
{
string minutes = "";
if (timeFrameBuilder.TimeFrameTimeSpan.TotalMinutes == 1)
{
minutes = "1";
}
if (timeFrameBuilder.TimeFrameTimeSpan.TotalMinutes == 5)
{
minutes = "2";
}
if (timeFrameBuilder.TimeFrameTimeSpan.TotalMinutes == 10)
{
minutes = "3";
}
if (timeFrameBuilder.TimeFrameTimeSpan.TotalMinutes == 15)
{
minutes = "4";
}
if (timeFrameBuilder.TimeFrameTimeSpan.TotalMinutes == 30)
{
minutes = "5";
}
if (timeFrameBuilder.TimeFrameTimeSpan.TotalMinutes == 60)
{
minutes = "6";
}
List <Candle> candles = GetCandles(security, startTime, endTime, minutes);
return(candles);
}
}
public List <Candle> GetCandleDataToSecurity(Security security, TimeFrameBuilder timeFrameBuilder, DateTime startTime, DateTime endTime,
DateTime actualTime)
{
lock (locker)
{
List <Candle> candles = new List <Candle>();
int minutesInTf = Convert.ToInt32(timeFrameBuilder.TimeFrameTimeSpan.TotalMinutes);
if (minutesInTf >= 1 &&
minutesInTf < 10)
{
List <Candle> sourseCandle = GetAllCandles(security, startTime, 1, endTime);
candles = ConcateCandles(sourseCandle, 1, minutesInTf);
}
else if (minutesInTf == 15 ||
minutesInTf == 45)
{
List <Candle> sourseCandle = GetAllCandles(security, startTime, 1, endTime);
candles = ConcateCandles(sourseCandle, 1, minutesInTf);
}
else if (minutesInTf >= 10 &&
minutesInTf < 60)
{
List <Candle> sourseCandle = GetAllCandles(security, startTime, 10, endTime);
candles = ConcateCandles(sourseCandle, 10, minutesInTf);
}
else if (minutesInTf >= 60)
{
List <Candle> sourseCandle = GetAllCandles(security, startTime, 60, endTime);
candles = ConcateCandles(sourseCandle, 60, minutesInTf);
}
return(candles);
}
}
/// <summary>
/// место работы потока создающего новый файл
/// </summary>
private void WorkerSpace()
{
if (string.IsNullOrWhiteSpace(_sourceFile))
{
SendNewLogMessage(" Процедура конвертации не может быть запущеана. Не указан файл с исходными данными", LogMessageType.System);
return;
}
else if (string.IsNullOrWhiteSpace(_exitFile))
{
SendNewLogMessage("Процедура конвертации не может быть запущеана. Не указан файл с выходными данными", LogMessageType.System);
return;
}
if (!File.Exists(_exitFile))
{
File.Create(_exitFile);
}
StreamReader reader = new StreamReader(_sourceFile);
SendNewLogMessage("Процедура конвертации начата", LogMessageType.System);
SendNewLogMessage("Загружаем тики из файла", LogMessageType.System);
List <Trade> trades = new List <Trade>();
int currentWeek = 0;
bool isNotFirstTime = false;
try
{
while (!reader.EndOfStream)
{
Trade trade = new Trade();
trade.SetTradeFromString(reader.ReadLine());
int partMonth = 1;
if (trade.Time.Day <= 10)
{
partMonth = 1;
}
else if (trade.Time.Day > 10 &&
trade.Time.Day < 20)
{
partMonth = 2;
}
else if (trade.Time.Day >= 20)
{
partMonth = 3;
}
if (currentWeek == 0)
{
SendNewLogMessage("Грузим неделю № " + partMonth + " Месяц " + trade.Time.Month, LogMessageType.System);
currentWeek = partMonth;
}
if (partMonth != currentWeek || reader.EndOfStream)
{
SendNewLogMessage("Неделя " + currentWeek + " Месяц " + trade.Time.Month + " подгружен. Создаём серии свечек", LogMessageType.System);
TimeFrameBuilder timeFrameBuilder = new TimeFrameBuilder();
timeFrameBuilder.TimeFrame = TimeFrame;
CandleSeries series = new CandleSeries(timeFrameBuilder, new Security()
{
Name = "Unknown"
});
series.IsStarted = true;
series.SetNewTicks(trades);
List <Candle> candles = series.CandlesAll;
if (candles == null)
{
continue;
}
StreamWriter writer = new StreamWriter(_exitFile, isNotFirstTime);
for (int i = 0; i < candles.Count; i++)
{
writer.WriteLine(candles[i].StringToSave);
}
writer.Close();
SendNewLogMessage("Сохранение завершено", LogMessageType.System);
isNotFirstTime = true;
trades = new List <Trade>();
series.Clear();
currentWeek = partMonth;
SendNewLogMessage("Грузим неделю № " + partMonth + " Месяц " + trade.Time.Month, LogMessageType.System);
}
else
{
trades.Add(trade);
}
}
}
catch (Exception error)
{
SendNewLogMessage("Скачивание прервано. В файле данных не верный формат", LogMessageType.System);
SendNewLogMessage(error.ToString(), LogMessageType.Error);
reader.Close();
return;
}
reader.Close();
SendNewLogMessage("Сохранение завершено", LogMessageType.System);
}
/// <summary>
/// место работы потока создающего новый файл
/// </summary>
private void WorkerSpace()
{
if (string.IsNullOrWhiteSpace(_sourceFile))
{
SendNewLogMessage(OsLocalization.Converter.Message2, LogMessageType.System);
return;
}
else if (string.IsNullOrWhiteSpace(_exitFile))
{
SendNewLogMessage(OsLocalization.Converter.Message3, LogMessageType.System);
return;
}
if (!File.Exists(_exitFile))
{
File.Create(_exitFile);
}
StreamReader reader = new StreamReader(_sourceFile);
SendNewLogMessage(OsLocalization.Converter.Message4, LogMessageType.System);
SendNewLogMessage(OsLocalization.Converter.Message5, LogMessageType.System);
List <Trade> trades = new List <Trade>();
int currentWeek = 0;
bool isNotFirstTime = false;
try
{
while (!reader.EndOfStream)
{
Trade trade = new Trade();
trade.SetTradeFromString(reader.ReadLine());
int partMonth = 1;
if (trade.Time.Day <= 10)
{
partMonth = 1;
}
else if (trade.Time.Day > 10 &&
trade.Time.Day < 20)
{
partMonth = 2;
}
else if (trade.Time.Day >= 20)
{
partMonth = 3;
}
if (currentWeek == 0)
{
SendNewLogMessage(
OsLocalization.Converter.Message6 + partMonth +
OsLocalization.Converter.Message7 + trade.Time.Month, LogMessageType.System);
currentWeek = partMonth;
}
if (partMonth != currentWeek || reader.EndOfStream)
{
SendNewLogMessage(OsLocalization.Converter.Message6 + currentWeek +
OsLocalization.Converter.Message7 + trade.Time.Month +
OsLocalization.Converter.Message8, LogMessageType.System);
TimeFrameBuilder timeFrameBuilder = new TimeFrameBuilder();
timeFrameBuilder.TimeFrame = TimeFrame;
CandleSeries series = new CandleSeries(timeFrameBuilder, new Security()
{
Name = "Unknown"
}, StartProgram.IsOsConverter);
series.IsStarted = true;
series.SetNewTicks(trades);
List <Candle> candles = series.CandlesAll;
if (candles == null)
{
continue;
}
StreamWriter writer = new StreamWriter(_exitFile, isNotFirstTime);
for (int i = 0; i < candles.Count; i++)
{
writer.WriteLine(candles[i].StringToSave);
}
writer.Close();
SendNewLogMessage(OsLocalization.Converter.Message9, LogMessageType.System);
isNotFirstTime = true;
trades = new List <Trade>();
series.Clear();
currentWeek = partMonth;
SendNewLogMessage(OsLocalization.Converter.Message6 + partMonth +
OsLocalization.Converter.Message7 + trade.Time.Month, LogMessageType.System);
}
else
{
trades.Add(trade);
}
}
}
catch (Exception error)
{
SendNewLogMessage(OsLocalization.Converter.Message10, LogMessageType.System);
SendNewLogMessage(error.ToString(), LogMessageType.Error);
reader.Close();
return;
}
reader.Close();
SendNewLogMessage(OsLocalization.Converter.Message9, LogMessageType.System);
}
public CandleSeries GetCandleDataToSecurity(string namePaper, TimeFrameBuilder timeFrameBuilder, DateTime startTime,
DateTime endTime, DateTime actualTime, bool neadToUpdate)
{
return(StartThisSecurity(namePaper, timeFrameBuilder));
}
/// <summary>
/// take candle history for period
/// взять историю свечек за период
/// </summary>
public List <Candle> GetCandleDataToSecurity(Security security, TimeFrameBuilder timeFrameBuilder,
DateTime startTime, DateTime endTime, DateTime actualTime)
{
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
{
if (_lastStartServerTime.AddSeconds(15) > DateTime.Now)
{
return(null);
}
if (_startListeningPortfolios == false)
{
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);
}
CandleSeries series = new CandleSeries(timeFrameBuilder, security, StartProgram.IsOsTrader);
_clientBitStamp.SubscribleTradesAndDepths(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);
}
}
/// <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>
/// take candle history for period
/// взять историю свечек за период
/// </summary>
public List <Candle> GetCandleDataToSecurity(Security security, TimeFrameBuilder timeFrameBuilder,
DateTime from, DateTime to, DateTime actualTime)
{
return(_client.GetCandleHistory(security.NameId, timeFrameBuilder.TimeFrame, from, to));
}
public override List <Candle> GetCandleDataToSecurity(Security security, TimeFrameBuilder timeFrameBuilder, DateTime startTime, DateTime endTime,
DateTime actualTime)
{
List <Candle> candles = new List <Candle>();
int oldInterval = Convert.ToInt32(timeFrameBuilder.TimeFrameTimeSpan.TotalMinutes);
var step = new TimeSpan(0, (int)(oldInterval * 1000), 0);
actualTime = startTime;
var midTime = actualTime + step;
while (true)
{
if (actualTime >= endTime)
{
break;
}
string name = security.NameId;
if (security.NameId.Contains("CW") ||
security.NameId.Contains("NW") ||
security.NameId.Contains("CQ") ||
security.NameId.Contains("NQ"))
{
name = security.Name;
}
List <Candle> newCandles = GetCandlesByRest(oldInterval, name, actualTime, midTime);
if (candles.Count != 0 && newCandles != null && newCandles.Count != 0)
{
for (int i = 0; i < newCandles.Count; i++)
{
if (candles[candles.Count - 1].TimeStart >= newCandles[i].TimeStart)
{
newCandles.RemoveAt(i);
i--;
}
}
}
if (newCandles == null ||
newCandles.Count == 0)
{
actualTime = actualTime.AddDays(5);
midTime = actualTime + step;
continue;
}
candles.AddRange(newCandles);
actualTime = candles[candles.Count - 1].TimeStart;
midTime = actualTime + step;
}
if (candles.Count == 0)
{
return(null);
}
return(candles);
}
/// <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)
{
if (_lastStartServerTime.AddSeconds(30) > 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);
_plazaController.StartMarketDepth(security);
Thread.Sleep(5000);
_candleManager.StartSeries(series);
if (LogMessageEvent != null)
{
LogMessageEvent("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);
}
}
/// <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);
}
}
/// <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(OsLocalization.Market.Message14 + series.Security.Name +
OsLocalization.Market.Message15 + series.TimeFrame +
OsLocalization.Market.Message16, LogMessageType.System);
if (_tickStorage != null)
{
_tickStorage.SetSecurityToSave(security);
}
return(series);
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
return(null);
}
}
/// <summary>
/// take candle history for period
/// взять историю свечек за период
/// </summary>
public List <Candle> GetCandleDataToSecurity(Security security, TimeFrameBuilder timeFrameBuilder, DateTime startTime, DateTime endTime,
DateTime actualTime)
{
return(GetCandleHistory(security.Name, timeFrameBuilder.TimeFrameTimeSpan, 5000));
}
public override List <Candle> GetCandleDataToSecurity(Security security, TimeFrameBuilder timeFrameBuilder, DateTime startTime, DateTime endTime, DateTime actualTime)
{
int oldInterval = Convert.ToInt32(timeFrameBuilder.TimeFrameTimeSpan.TotalSeconds);
return(GetCandles(oldInterval, security.Name, startTime, endTime));
}
