private AbstractSection CreateMergedChartsSection(StockHandle stock, IEnumerable <GenericChartSection> sections)
{
var chart = new StockPriceChart(stock, Prices.ForStock(stock));
AddIndicatorPoints(chart, sections);
AddSignals(chart, sections);
return(new GenericChartSection(Name, chart));
}
public GenericChartSection(string name, StockPriceChart chart)
: base(name)
{
if (chart == null)
{
throw new ArgumentNullException("chart");
}
Chart = chart;
}
public GenericChartSection( string name, StockPriceChart chart )
: base(name)
{
if ( chart == null )
{
throw new ArgumentNullException( "chart" );
}
Chart = chart;
}
public Report Generate(IAnalysisResult result)
{
var stock = result.Stock;
var report = new Report("ClosedPricesChart", "Closed price chart: " + stock.Name);
var chart = new StockPriceChart(stock, Prices.ForStock(stock));
var chartSection = new GenericChartSection("Closed prices", chart);
report.Sections.Add(chartSection);
return(report);
}
public Report Generate( IAnalysisResult result )
{
var stock = result.Stock;
var report = new Report( "ClosedPricesChart", "Closed price chart: " + stock.Name );
var chart = new StockPriceChart( stock, Prices.ForStock( stock ) );
var chartSection = new GenericChartSection( "Closed prices", chart );
report.Sections.Add( chartSection );
return report;
}
private void AddChart( Data data )
{
var chart = new StockPriceChart( Name, myStock, data.Prices );
foreach ( var entry in data.Points )
{
chart.IndicatorPoints.Add( entry.Key, entry.Value );
}
chart.Signals = data.Signals;
var section = new GenericChartSection( Name, chart );
Sections.Add( section );
}
private void AddIndicatorPoints(StockPriceChart chart, IEnumerable <GenericChartSection> sections)
{
foreach (var section in sections)
{
foreach (var entry in section.Chart.IndicatorPoints)
{
// could be that the chart is already added
// sample: indicator 1 = SMA.200, indicator 2 = SMA.10xSMA.200 (double cross over). then SMA.200 would be added two times
if (!chart.IndicatorPoints.ContainsKey(entry.Key))
{
chart.IndicatorPoints.Add(entry.Key, entry.Value);
}
}
}
}
private GenericChartSection CreateChartSection( TradingResult tradingResult )
{
var chart = new StockPriceChart( "TradingProtocol", tradingResult.Stock, tradingResult.Prices );
var trades = tradingResult.TradingLog.Orders
.Select( o => o.Timestamp )
.ToList();
var signals = tradingResult.SystemSignals
.Where( s => trades.Contains( s.Time ) );
chart.Signals = new SignalSeries( tradingResult.Prices, new SeriesIdentifier( new StockObjectIdentifier( tradingResult.Stock ), new ObjectDescriptor( "Trading" ) ), signals );
AddIndicators( chart, tradingResult.SystemReport );
var section = new GenericChartSection( "Chart", chart );
return section;
}
private void AddIndicators( StockPriceChart chart, Report report )
{
var visitor = new ChartSectionVisitor();
var walker = new ReportWalker( visitor );
walker.Visit( report );
foreach ( var section in visitor.Sections.OfType<GenericChartSection>() )
{
foreach ( var entry in section.Chart.IndicatorPoints )
{
// could be that the chart is already added
// sample: indicator 1 = SMA.200, indicator 2 = SMA.10xSMA.200 (double cross over). then SMA.200 would be added two times
if ( !chart.IndicatorPoints.ContainsKey( entry.Key ) )
{
chart.IndicatorPoints.Add( entry.Key, entry.Value );
}
}
}
}
private void AddSignals(StockPriceChart chart, IEnumerable <GenericChartSection> sections)
{
if (!MergeSignals)
{
return;
}
var signals = sections
.Select(section => section.Chart.Signals)
.Where(s => s != null)
.ToList();
if (!signals.Any())
{
return;
}
if (CombinedSignalCreator == null)
{
throw new ArgumentNullException("CombinedSignalCreator not set");
}
chart.Signals = CombinedSignalCreator.Create(signals);
}
public GenericChartSection Generate( SystemResult result )
{
var chart = new StockPriceChart( result.System, result.Stock, result.Prices );
chart.Signals = result.Signals;
var section = new GenericChartSection( "Chart", chart );
return section;
}
private void AddIndicatorPoints( StockPriceChart chart, IEnumerable<GenericChartSection> sections )
{
foreach ( var section in sections )
{
foreach ( var entry in section.Chart.IndicatorPoints )
{
// could be that the chart is already added
// sample: indicator 1 = SMA.200, indicator 2 = SMA.10xSMA.200 (double cross over). then SMA.200 would be added two times
if ( !chart.IndicatorPoints.ContainsKey( entry.Key ) )
{
chart.IndicatorPoints.Add( entry.Key, entry.Value );
}
}
}
}
private AbstractSection CreateMergedChartsSection( StockHandle stock, IEnumerable<GenericChartSection> sections )
{
var chart = new StockPriceChart( stock, Prices.ForStock( stock ) );
AddIndicatorPoints( chart, sections );
AddSignals( chart, sections );
return new GenericChartSection( Name, chart );
}
private void AddSignals( StockPriceChart chart, IEnumerable<GenericChartSection> sections )
{
if ( !MergeSignals )
{
return;
}
var signals = sections
.Select( section => section.Chart.Signals )
.Where( s => s != null )
.ToList();
if ( !signals.Any() )
{
return;
}
if ( CombinedSignalCreator == null )
{
throw new ArgumentNullException( "CombinedSignalCreator not set" );
}
chart.Signals = CombinedSignalCreator.Create( signals );
}
