/// <summary>Return the chart X axis value for a given time</summary>
public double ChartXValue(TFTime time)
{
//' X-Axis: -ve --- 0 ---- +ve '
//' Idx: <0 0 >0 '
//' past now future'
// If the time is a point in the future, return the number of candles assuming no gaps
if (time.ExactTicks >= Latest.Timestamp)
{
return(new TFTime(time.ExactTicks - Latest.Timestamp, TimeFrame).ExactTF); // positive number, cos it's in the future
}
// If the time is a point in the past beyond our history, return the number of candles assuming no gaps
if (time.ExactTicks <= Oldest.Timestamp)
{
return(-(Count + new TFTime(Oldest.Timestamp - time.ExactTicks, TimeFrame).ExactTF)); // negative, cos it's in the past
}
// Get the index into the past
var idx = IndexAt(time);
// Lerp between the timestamps of the candles on either side of 'idx'
// Candles should exist because we know we're in the time range of the candle data.
var c0 = this[idx]; Debug.Assert(c0 != null);
var c1 = this[idx + 1]; Debug.Assert(c1 != null);
var frac = Maths.Frac(c0.Timestamp, time.ExactTicks, c1.Timestamp);
Debug.Assert(frac >= 0.0 && frac <= 1.0);
return(idx + frac);
}
/// <summary>Convert a time frame time range to an index range. (Indices in the range (-Count, 0])</summary>
public Range TimeToIndexRange(TFTime time_min, TFTime time_max)
{
Debug.Assert(time_min <= time_max);
var idx_min = IndexAt(time_min);
var idx_max = IndexAt(time_max);
return(new Range(idx_min, idx_max));
}
/// <summary>Return the index of the candle at or immediately before 'time_stamp'. Note: the returned indices will be in the range (-Count, 0]</summary>
public int IndexAt(TFTime time_stamp)
{
var ticks = time_stamp.ExactTicks;
// If the time stamp is within the cached range, binary search the cache for the index position
if (CachedTimeRange.Contains(ticks))
{
var idx = m_cache.BinarySearch(x => x.Timestamp.CompareTo(ticks));
if (idx < 0)
{
idx = ~idx;
}
return((m_index_range.Begi + idx) + FirstIdx);
}
// Otherwise use database queries to determine the index
else
{
var sql = Str.Build("select count(*)-1 from ", TimeFrame, " where [", nameof(Candle.Timestamp), "] <= ? order by [", nameof(Candle.Timestamp), "]");
var idx = m_db.ExecuteScalar(sql, 1, new object[] { ticks });
return(idx + FirstIdx);
}
}
protected override void UpdateGfxCore()
{
// Find the index range in the Instrument history that 'Order' maps to
var t0 = new TFTime(Order.EntryTimeUTC.Ticks, Instrument.TimeFrame);
var t1 = new TFTime(Order.ExitTimeUTC.Ticks, Instrument.TimeFrame);
var range = Instrument.TimeToIndexRange(t0, t1);
// If the expiry is in the future, add on the expected number of candles
var t2 = t1.ExactUTC > Instrument.Latest.TimestampUTC
? (int)new TFTime(t1.ExactUTC - Instrument.Latest.TimestampUTC, Instrument.TimeFrame).IntgTF : 0;
// Determine the width and position of the order
var x = (float)(range.Begi - range.Endi);
var w = (float)(range.Sizei + t2);
// Get the entry price, stop loss, and take profit values
var ep = (float)Order.EntryPrice;
var sl = (float)Order.StopLossRel;
var tp = (float)Order.TakeProfitRel;
// Create graphics for the order
switch (Order.TradeType)
{
default:
{
Debug.Assert(false, "Unknown trade type");
Gfx = null;
break;
}
case ETradeType.None:
{
Gfx = null;
break;
}
case ETradeType.Short:
case ETradeType.Long:
{
var sign = Order.TradeType == ETradeType.Long ? +1 : -1;
var selected = Selected || Hovered;
var alpha = selected ? 0.5f : 0.25f;
var z = ChartUI.Z.Trades + (selected ? 0.0001f : 0f);
var sl_col = Settings.Chart.TradeLossColour.Alpha(alpha);
var tp_col = Settings.Chart.TradeProfitColour.Alpha(alpha);
var ep_col = Color.DarkBlue;
var line_col = Order.TradeType == ETradeType.Long ? Settings.UI.BullishColour.Alpha(0x60) : Settings.UI.BearishColour.Alpha(0x60);
var xmin = selected ? (float)Chart.XAxis.Min : x - 0;
var xmax = selected ? (float)Chart.XAxis.Max : x + w;
m_vbuf.Clear();
m_ibuf.Clear();
m_nbuf.Clear();
var V = 0U;
var I = 0U;
// Take profit area
if (tp > 0)
{
var v = m_vbuf.Count;
var y0 = sign > 0 ? Math.Max(ep, ep - sl) : ep - tp;
var y1 = sign > 0 ? ep + tp : Math.Min(ep, ep + sl);
m_vbuf.Add(new View3d.Vertex(new v4(x, y0, z, 1), tp_col.ToArgbU()));
m_vbuf.Add(new View3d.Vertex(new v4(x + w, y0, z, 1), tp_col.ToArgbU()));
m_vbuf.Add(new View3d.Vertex(new v4(x, y1, z, 1), tp_col.ToArgbU()));
m_vbuf.Add(new View3d.Vertex(new v4(x + w, y1, z, 1), tp_col.ToArgbU()));
m_ibuf.AddRange(new[] { (ushort)v, (ushort)(v + 1), (ushort)(v + 3), (ushort)(v + 3), (ushort)(v + 2), (ushort)v });
}
// Stop loss area
if (sl > 0)
{
var v = m_vbuf.Count;
var y0 = sign > 0 ? ep - sl : Math.Max(ep, ep - tp);
var y1 = sign > 0 ? Math.Min(ep, ep + tp) : ep + sl;
m_vbuf.Add(new View3d.Vertex(new v4(x, y0, z, 1), sl_col.ToArgbU()));
m_vbuf.Add(new View3d.Vertex(new v4(x + w, y0, z, 1), sl_col.ToArgbU()));
m_vbuf.Add(new View3d.Vertex(new v4(x, y1, z, 1), sl_col.ToArgbU()));
m_vbuf.Add(new View3d.Vertex(new v4(x + w, y1, z, 1), sl_col.ToArgbU()));
m_ibuf.AddRange(new[] { (ushort)v, (ushort)(v + 1), (ushort)(v + 3), (ushort)(v + 3), (ushort)(v + 2), (ushort)v });
}
m_nbuf.Add(new View3d.Nugget(View3d.EPrim.TriList, View3d.EGeom.Vert | View3d.EGeom.Colr, V, (uint)m_vbuf.Count, I, (uint)m_ibuf.Count, true));
V = (uint)m_vbuf.Count;
I = (uint)m_ibuf.Count;
// Entry Price line
{
var v = m_vbuf.Count;
m_vbuf.Add(new View3d.Vertex(new v4(xmin, ep, z, 1), Color.DarkBlue.ToArgbU()));
m_vbuf.Add(new View3d.Vertex(new v4(xmax, ep, z, 1), Color.DarkBlue.ToArgbU()));
m_ibuf.AddRange(new[] { (ushort)v, (ushort)(v + 1) });
}
// Take Profit line
{
var v = m_vbuf.Count;
m_vbuf.Add(new View3d.Vertex(new v4(xmin, ep + sign * tp, z, 1), Color.DarkGreen.ToArgbU()));
m_vbuf.Add(new View3d.Vertex(new v4(xmax, ep + sign * tp, z, 1), Color.DarkGreen.ToArgbU()));
m_ibuf.AddRange(new[] { (ushort)v, (ushort)(v + 1) });
}
// Stop Loss line
{
var v = m_vbuf.Count;
m_vbuf.Add(new View3d.Vertex(new v4(xmin, ep - sign * sl, z, 1), Color.DarkRed.ToArgbU()));
m_vbuf.Add(new View3d.Vertex(new v4(xmax, ep - sign * sl, z, 1), Color.DarkRed.ToArgbU()));
m_ibuf.AddRange(new[] { (ushort)v, (ushort)(v + 1) });
}
m_nbuf.Add(new View3d.Nugget(View3d.EPrim.LineList, View3d.EGeom.Vert | View3d.EGeom.Colr, V, (uint)m_vbuf.Count, I, (uint)m_ibuf.Count, true));
// Create the geometry
Gfx = new View3d.Object("Order", 0xFFFFFFFF, m_vbuf.Count, m_ibuf.Count, m_nbuf.Count, m_vbuf.ToArray(), m_ibuf.ToArray(), m_nbuf.ToArray());
break;
}
}
base.UpdateGfxCore();
}
/// <summary>Enumerate the candles within a time range (given in time-frame units)</summary>
public IEnumerable <Candle> CandleRange(TFTime time_min, TFTime time_max)
{
var range = TimeToIndexRange(time_min, time_max);
return(CandleRange(range.Begi, range.Endi));
}
public TFTime(TFTime tft, ETimeFrame tf)
: this(tft.m_ticks, tf)
{
}
public bool Equals(TFTime rhs)
{
return(m_ticks == rhs.m_ticks && m_time_frame == rhs.m_time_frame);
}