private void Analyze_D1(DateTime dt)
{
try
{
CTimeFrameInfo ntfi = m_dictTFArray.GetNewTimeFrameInfo(m_isin, EnmTF.D1, dt);
CTimeFrameArray M_low_TF_Array = m_dictTFArray[EnmTF.H1.ToString()][dt];
for (int i = 1; i < M_low_TF_Array.ListTimeFrameInfo.Count; i++) //each TF array
{
ntfi.OpenedPos = M_low_TF_Array.ListTimeFrameInfo[i].OpenedPos;
CTimeFrameInfo currtfi = M_low_TF_Array.ListTimeFrameInfo[i];
ntfi.numOfDeals += currtfi.numOfDeals;
ntfi.Volume += currtfi.Volume;
if (ntfi.HighPrice < currtfi.HighPrice)
{
ntfi.HighPrice = currtfi.HighPrice;
}
if (ntfi.LowPrice > currtfi.LowPrice)
{
ntfi.LowPrice = currtfi.LowPrice;
}
}
}
catch (Exception e)
{
string st = e.Message;
}
}
//Function to trap error.
//Must be disabled in production system
private void TrapError(CTimeFrameArray arr)
{
for (int i = 0; i < arr.ListTimeFrameInfo.Count - 1; i++)
{
if (arr.ListTimeFrameInfo[i].Dt > arr.ListTimeFrameInfo[i + 1].Dt)
{
// InsertToValidPlace(arr.ListTimeFrameInfo[i+1],i+1, arr);
Error("TrapError TimeFrameArray.");
return;
}
}
}
private void InsertToValidPlace(CTimeFrameInfo tfi, int ind, CTimeFrameArray arr)
{
int i = 0;
for (i = 0; i < arr.ListTimeFrameInfo.Count - 1; i++)
{
if (arr.ListTimeFrameInfo[i].Dt > tfi.Dt)
{
break;
}
}
arr.ListTimeFrameInfo.Insert(i, tfi);
arr.ListTimeFrameInfo.RemoveAt(ind);
}
private void AnalyzeDiskTFDays()
{
try
{
if (!m_dictTFArray.ContainsKey(EnmTF.H1.ToString()))
{
return;
}
foreach (KeyValuePair <DateTime, CTimeFrameArray> kvp in m_dictTFArray[EnmTF.H1.ToString()]) //all dates of low TF array
{
try
{
CTimeFrameArray M_low_TF_Array = kvp.Value;
DateTime dt = CUtilTime.NormalizeDay(M_low_TF_Array.ListTimeFrameInfo[0].Dt.Date);
if (m_dictTFArray.IsContainTimeFrameInfo(EnmTF.D1, dt))
{
continue;
}
CTimeFrameInfo ntfi = m_dictTFArray.GetNewTimeFrameInfo(m_isin, EnmTF.D1, dt);
Analyze_D1(dt);
}
catch (Exception e)
{
}
}
}
catch (Exception e)
{
Error("AnalyzeDiskTFDays", e);
}
}
private void AnalyzeDiskTF(ChangedTF changedTF, List <int> lstScale, EnmTF TF_high, EnmTF TF_low)
{
try
{
foreach (KeyValuePair <DateTime, CTimeFrameArray> kvp in m_dictTFArray[TF_low.ToString()]) //all dates of low TF array
{
if (CUtilTime.OlderThanTwoWorkDays(kvp.Key))
{
continue;
}
CTimeFrameArray M_low_TF_Array = kvp.Value;
for (int i = 1; i < M_low_TF_Array.ListTimeFrameInfo.Count; i++) //each TF array
{
DateTime dtPrev = M_low_TF_Array.ListTimeFrameInfo[i - 1].Dt;
DateTime dtCurr = M_low_TF_Array.ListTimeFrameInfo[i].Dt;
DateTime dtFrom = new DateTime(0);
DateTime dtTo = new DateTime(0);
if (changedTF(dtPrev, dtCurr, lstScale, ref dtFrom, ref dtTo))
{
//TO DO chek prev day etc
if (m_dictTFArray.IsContainTimeFrameInfo(TF_high, dtFrom))
{
continue; //if already exists in high TF array than nothing to do and continue
}
//exp logics
CTimeFrameInfo ntfi = null;
if (m_dictTFArray.GetLatestTFI(TF_high.ToString()) != null)
{
DateTime dtLast = (m_dictTFArray.GetLatestTFI(TF_high.ToString())).Dt;
if (dtLast > dtFrom)
{
ntfi = m_dictTFArray.GetNewTFIPuttingtoWritePlace(m_isin, TF_high, dtFrom);
//Error("Inserting data. TO DO check and remove");
}
else
{
ntfi = m_dictTFArray.GetNewTimeFrameInfo(m_isin, TF_high, dtFrom);
}
}
else
{
ntfi = m_dictTFArray.GetNewTimeFrameInfo(m_isin, TF_high, dtFrom);
}
int j = i - 1;
//note: the last pos
ntfi.OpenedPos = M_low_TF_Array.ListTimeFrameInfo[j].OpenedPos;
ntfi.ClosePrice = M_low_TF_Array.ListTimeFrameInfo[j].ClosePrice;
while (j >= 0 && M_low_TF_Array.ListTimeFrameInfo[j].Dt >= dtFrom)
{
CTimeFrameInfo currtfi = M_low_TF_Array.ListTimeFrameInfo[j];
ntfi.numOfDeals += currtfi.numOfDeals;
ntfi.Volume += currtfi.Volume;
if (ntfi.HighPrice < currtfi.HighPrice)
{
ntfi.HighPrice = currtfi.HighPrice;
}
if (ntfi.LowPrice > currtfi.LowPrice)
{
ntfi.LowPrice = currtfi.LowPrice;
}
ntfi.OpenPrice = M_low_TF_Array.ListTimeFrameInfo[j].OpenPrice;
j--; //backward
}
DateTime dtcnd = CUtilTime.NormalizeDay(dtFrom);
//no need ? check !
CheckTFIConsistent(ntfi);
}
}
//TrapError(kvp.Value);
}
}
catch (Exception e)
{
Error("AnalyzeDiskTF", e);
}
}
private void AnalizeDiskData()
{
try
{ //Load data from disk first
if (Directory.Exists(IsinDir))
{
string[] Files = Directory.GetFiles(IsinDir);
foreach (string fn in Files)
{
FileInfo f = new FileInfo(fn);
if (f.Length == 0)
{
File.Delete(fn);
Error("Remove empty file " + fn);
continue;
}
Regex newReg = new Regex(@"[\w\W]*([0-9]{4}_[0-9]{2}_[0-9]{2})_(M1|M5|M15|M30|H1|D1).xml");
Match m = newReg.Match(fn);
if (m.Groups.Count > 1)
{
string stTF = m.Groups[2].ToString();
string stDate = m.Groups[1].ToString();
DateTime dt = CUtilTime.GetDateFromString(stDate);
CTimeFrameArray tfa = new CTimeFrameArray();
tfa.FileName = fn;
//CSerializator.Read<CTimeFrameArray>(ref tfa);
CSerializator.ReadSafe <CTimeFrameArray>(ref tfa);
m_dictTFArray.AddTFArray(stTF, dt, tfa);
string st = "";
if (tfa.ListTimeFrameInfo.Count == 0)
{
st = "";
}
// Plaza2Connector.GUIBox.ExecuteCandlesUpdate
// (new Action(() => Plaza2Connector.GUIBox.GUICandleBox.AddTFArray(tfa.ListTimeFrameInfo[0].Isin, stTF, dt.ToString(), tfa)));
}
}
AnalyzeDiskTF(CUtilTF.IsClosed_M5_M15_M30_TF, m_M5_scale, EnmTF.M5, EnmTF.M1);
AnalyzeDiskTF(CUtilTF.IsClosed_M5_M15_M30_TF, m_M15_scale, EnmTF.M15, EnmTF.M5);
AnalyzeDiskTF(CUtilTF.IsClosed_M5_M15_M30_TF, m_M30_scale, EnmTF.M30, EnmTF.M15);
AnalyzeDiskTF(CUtilTF.IsClosed_H1, m_M30_scale, EnmTF.H1, EnmTF.M30);
AnalyzeDiskTFDays();
//CreateCandlesArrays();
}
}
catch (Exception e)
{
Error("AnalizeDiskData", e);
}
}
