public static zChartInterval FromChartInterval(ChartInterval chartInterval)
{
string sInterval = chartInterval.ToString();
zChartInterval interval = (zChartInterval)Enum.Parse(typeof(zChartInterval), sInterval, true);
return(interval);
}
public static ChartInterval ToChartInterval(zChartInterval chartInterval)
{
string sInterval = chartInterval.ToString();
ChartInterval interval = (ChartInterval)Enum.Parse(typeof(ChartInterval), sInterval, true);
return(interval);
}
private void btnChartMarket_Click(object sender, EventArgs e)
{
WinForms.SetWaitCursor(true);
try
{
zChartInterval interval = (zChartInterval)Enum.Parse(typeof(zChartInterval), comboChartInterval.Text);
EZInstrument instrument = APIMain.Instance.ShowInstrumentDialog();
if (instrument == null)
{
status.Text = "No instrument selected.";
}
else
{
status.Text = "*** LOADING CHART ***";
RequestChartData(instrument, interval, Convert.ToInt32(numericPeriod.Value));
}
}
finally
{
WinForms.SetWaitCursor(false);
}
}
private void RequestChartData(EZInstrument instrument, zChartInterval interval, int period)
{
ChartDataForm chartForm;
// Set EndDate to the current trading date.
//DateTime dtEndDate = selectedContract.GetTradeDate(DateTime.Now);
DateTime dtEndDate = DateTime.Now;
DateTime dtStartDate;
// Pick a different start date depending on if we are viewing DAYS, HOURS, MINUTES, etc...
if (interval == zChartInterval.Week)
{
dtStartDate = dtEndDate.AddMonths(-16);
}
else if (interval == zChartInterval.Day)
{
dtStartDate = dtEndDate.AddMonths(-5);
}
else if (interval == zChartInterval.Minute)
{
dtStartDate = dtEndDate;
if (period <= 15) // 15 minute (or less) bars
{
dtStartDate = dtStartDate.AddTradeHours(-4);
}
else // more than 15 minute bars
{
dtStartDate = dtStartDate.AddTradeDays(-2);
}
}
else
{
// Anything we haven't covered, we'll load a couple days (not ideal - needs to be improved).
dtStartDate = dtEndDate;
dtStartDate = dtStartDate.AddTradeDays(-3);
/*// This little loop here will ensure that we load the previous trade date as well as today and will account for weekends
* // and holidays.
* while ((selectedContract.GetTradeDate(dtStartDate) == dtEndDate))
* {
* dtStartDate = dtStartDate.AddDays(-1);
* }*/
}
// Create a BarInterval object to tell the API what bar interval we want.
// So for example, if we wanted a 15 minute bar, we would do: New ezBarInterval(zChartDataType.Minute, 15)
ezBarInterval ezbi = new ezBarInterval(interval, period);
IChartDataProvider provider = new ChartDataProviderCTS(instrument.Name + " : " + ezbi, ezbi, ezSessionTimeRange.Empty);
chartForm = new ChartDataForm(provider);
WinForms.SetWaitCursor(true);
//provider.LoadHistoricalChartData(APIMain.MarketFromInstrument(instrument), dtStartDate, dtEndDate);
provider.LoadRealTimeChartData(APIMain.MarketFromInstrument(instrument), dtStartDate);
chartForm.Show();
}
private void RequestChartData(EZInstrument instrument, zChartInterval interval, int period)
{
// Set EndDate to the current trading date.
//DateTime dtEndDate = selectedContract.GetTradeDate(DateTime.Now);
DateTime dtEndDate = DateTime.Now;
DateTime dtStartDate;
zChartInterval enBarInterval = zChartInterval.Hour;
if (interval == zChartInterval.Day)
{
enBarInterval = zChartInterval.Day;
// User select Day bars, load a few months of them.
dtStartDate = dtEndDate.AddMonths(-3);
}
else
{
enBarInterval = interval;
// User selected non-Day bars (Hour, Minute, etc.), load a couple of days of them.
dtStartDate = dtEndDate;
dtStartDate = dtStartDate.AddDays(-3);
/*// This little loop here will ensure that we load the previous trade date as well as today and will account for weekends
* // and holidays.
* while ((selectedContract.GetTradeDate(dtStartDate) == dtEndDate))
* {
* dtStartDate = dtStartDate.AddDays(-1);
* }*/
}
// Create a BarInterval object to tell the API what bar interval we want.
// So for example, if we wanted a 15 minute bar, we would do: New ezBarInterval(zChartDataType.Minute, 15)
ezBarInterval oBarIntvl = new ezBarInterval(enBarInterval, period);
string chartName = instrument.Name + " : " + oBarIntvl;
IChartDataProvider provider = new ChartDataProviderCTS(chartName, oBarIntvl, ezSessionTimeRange.Empty);
if (LoadingNewChart != null)
{
LoadingNewChart(provider);
}
this.SetChartDataProvider(provider);
WinForms.SetWaitCursor(true);
provider.LoadHistoricalChartData(APIMain.MarketFromInstrument(instrument), dtStartDate, dtEndDate);
}
public override void UpdateProviderFromPropertyValues()
{
//selectedMarketData = prop["QuoteItem"];
ezInstrumentKey instrumentKey = APIFactory.InstrumentKeyFromString(prop["InstrumentKey"]);
// Get historical data for 1-hour "bars".
EZInstrument instrument = APIMain.InstrumentFromKey(instrumentKey);
zChartInterval interval = zChartInterval.Hour;
int period = 1;
// TODO analyze different time periods (ex: different hours of the trading session) to
// get a better "AverageVolumePerTimePeriod" calculation.
EZChartDataSeries historicalData = api.RequestHistoricalData(instrument, interval, period);
if (historicalData == null)
{
averageVolumePerTimePeriod = prop["AverageVolumePerTimePeriod"] ?? 0;
timePeriodLength = prop["TimePeriodLengthMinutes"] ?? 0.0;
}
else
{
int totalVolume = 0;
int volumeCount = 0;
foreach (ezBarDataPoint dp in historicalData.TradeBars)
{
totalVolume += dp.Volume;
++volumeCount;
}
double averageVolumePerHour = (double)totalVolume / (double)volumeCount;
timePeriodLength = 5.0; // five minutes
averageVolumePerTimePeriod = (int)Math.Round(averageVolumePerHour / 20.0);
}
currentInstrument = APIMain.InstrumentFromKey(instrumentKey);
//api.SubscribeToInstrument(instrument.Key);
api.OnInsideMarketUpdate += api_OnInsideMarketUpdate;
api_OnInsideMarketUpdate(currentInstrument);
}
public ezBarInterval(zChartInterval interval, int period)
{
this.interval = interval;
this.period = period;
}
