public LiveTradeEngine() { _session = new FXSession(); _opEngine = new OrderPlacementEngine(_session); _priceEngine = new HistoricPriceEngine(_session); _accountManager = new LiveAccountManager(_opEngine); }
public void LoadData() { FXSession session = new FXSession(); session.InitializeSession(); foreach (string s in sList) { HistoricPriceEngine h = new HistoricPriceEngine(session); h.GetLongHistoricPrices(symbol, s, ticks); while(!h.Complete) Thread.Sleep(100); mData.Add(h.Data); } }
public void LoadDataLive(string symbol, string timeframe, int ticks) { var session = new FXSession(); session.InitializeSession(); while (!session.LoggedIn) { Thread.Sleep(100); } var price = new HistoricPriceEngine(session); price.GetLongHistoricPrices(symbol, timeframe, ticks); while (!price.Complete) { Thread.Sleep(100); } _dataSet.Add(price.Data); session.EndSession(); }
public static void TestChannelLive(this AbstractChannel ind, string symbol, string timeframe, int length) { //------------grab data FXSession session = new FXSession(); session.InitializeSession(); while (!session.LoggedIn) { Thread.Sleep(100); } HistoricPriceEngine h = new HistoricPriceEngine(session); h.GetLongHistoricPrices(symbol, timeframe, length); while (!h.Complete) { Thread.Sleep(100); } //----------------------- var highList = new List<double>(); var medList = new List<double>(); var lowList = new List<double>(); var dataList = new List<double>(); var dateTimeList = new SortedList<DateTime, int>(); Quantum q = h.Data; int count = 0; foreach (Tick t in q) { try{ ind.HandleNextTick(t); highList.Add(ind.HI(0)); medList.Add(ind.MID(0)); lowList.Add(ind.LOW(0)); dataList.Add(t.BidClose); dateTimeList.Add(t.Time, 1); } catch (Exception e) { e.printStackTrace(); } if (count++ > length) break; } var dz = new DenseMatrix(4, medList.Count); dz.SetRow(0, new DenseVector(dataList.ToArray())); dz.SetRow(1, new DenseVector(highList.ToArray())); dz.SetRow(2, new DenseVector(medList.ToArray())); dz.SetRow(3, new DenseVector(lowList.ToArray())); Visualize.GenerateMultiPaneGraph(new[] { "data", "high", ind.ToString(), "low" }, dateTimeList.Keys.ToArray(), dz, QSConstants.DEFAULT_DATA_FILEPATH + @"results.html" , new ChartOption[] { new ChartOption(){Height = 500}, new ChartOption(){Height = 0, Layover = true, YPosition = 0}, new ChartOption(){Height = 0, Layover = true, YPosition = 0}, new ChartOption(){Height = 0, Layover = true, YPosition = 0} }); Console.WriteLine("Done Generating Graph for " + ind.ToString()); }
public static void TestGraphLive(this AbstractIndicator ind, string timeframe, string symbol, int length) { //------------grab data FXSession session = new FXSession(); session.InitializeSession(); HistoricPriceEngine h = new HistoricPriceEngine(session); h.GetLongHistoricPrices(symbol, timeframe, length); while (!h.Complete) { Thread.Sleep(100); } //----------------------- Quantum q = h.Data; var dz = new DenseMatrix(4 + 1 + ind.SubIndicatorSize, q.Data.Count); List<string> names = new List<string>(); names.Add("symbol"); names.Add(ind.ToString()); foreach (var indicator in ind.SubIndicators) names.Add(indicator.Key); //chartoptions ChartOption[] chartOptions = new ChartOption[names.Count]; chartOptions[0] = new ChartOption() { Height = 400, YPosition = 0 }; chartOptions[1] = new ChartOption() { Height = 200, YPosition = 1 }; for (int i = 2; i < chartOptions.Length; i++) chartOptions[i] = new ChartOption() { Height = 0, YPosition = 1, Layover = true }; int counter = 0; foreach (Tick tick in q) { dz[0, counter] = tick.BidOpen; dz[1, counter] = tick.BidHigh; dz[2, counter] = tick.BidLow; dz[3, counter] = tick.BidClose; dz[4, counter] = ind.HandleNextTick(tick); int icounter = 5; foreach (var subind in ind.SubIndicators.Values) { dz[icounter, counter] = subind[0]; icounter++; } counter++; } Visualize.GenerateMultiPaneGraph(names.ToArray(), q.Data.Keys.ToArray(), dz, QSConstants.DEFAULT_DATA_FILEPATH + @"results.html", chartOptions); Console.WriteLine("Done Generating Graph for " + ind.ToString()); }