Exemple #1
0
        /// <summary>
        /// Получает информацию по объемам текущей свечки
        /// </summary>
        /// <param name="crossLine"></param>
        /// <param name="activeCandle"></param>

        /*public void GetValueVolume(Point crossLine, GCandles.CandleInfo activeCandle)
         * {
         *  decimal priceY = GMath.GetValueFromCoordinate(Panel.Rect.Height, Panel.Params.MaxPrice, Panel.Params.MinPrice, crossLine.Y, Panel.Params.CountFloat);
         *  Curr
         *  var hv = activeCandle.Candle.GetHorVolumes().HVolCollection.ToArray().FirstOrDefault(v => v.Price == priceY);
         *  if (hv.NotIsNull())
         *  {
         *      if (priceY == hv.Price)
         *      {
         *          if (hv.Price == priceY) activeCandle.Description = (hv.VolBuy + hv.VolSell).ToString();
         *          activeCandle.CurHorVolume = new ChartFull() { Price = priceY, VolBuy = hv.VolBuy, VolSell = hv.VolSell };
         *      }
         *  }
         * }*/
        /// <summary>
        /// Обработчик каждой свечки
        /// </summary>
        /// <param name="dataCandle"></param>
        public void EachCandle(CandleInfo dataCandle)
        {
            if (dataCandle.Index == 0)
            {
                PrepDataHorVol            = new PrepareHorVol();
                PrepDataHorVol.HorVolumes = new HVolume();

                if (activeCandle2.IsNull())
                {
                    activeCandle2            = new SelectCandle();
                    activeCandle2.dataCandle = dataCandle;
                }
            }
            if (activeCandle1.NotIsNull() && activeCandle2.NotIsNull() && CurrTimeFrame.NotIsNull())
            {
                if (dataCandle.Index <= activeCandle1.dataCandle.Index && dataCandle.Index >= activeCandle2.dataCandle.Index)
                {
                    var hVol = CurrTimeFrame.HVolumes.GetCandle(dataCandle.Candle.Time);
                    if (hVol.NotIsNull())
                    {
                        foreach (var curVol in hVol.ToArray())
                        {
                            if (curVol.Price < Panel.Params.MaxPrice && curVol.Price > Panel.Params.MinPrice)
                            {
                                PrepDataHorVol.HorVolumes.Add(curVol.Price, curVol.VolBuy, curVol.VolSell);
                            }
                        }
                    }
                }
            }
        }
Exemple #2
0
        /// <summary> Рисует уровни </summary>
        /// <param name="canvas"></param>
        public void PaintByCandle(CandleInfo candle)
        {
            //this.Panel.Clear();
            if (candle.Index >= CollectionLevels.Count)
            {
                return;
            }
            var canvas = this.Panel.GetGraphics;

            //this.AllDataLevels.Clear();

            if (this.CollectionLevels.IsNull())
            {
                return;
            }
            if (candle.Index == 0)
            {
                Values.Paint(this.Max, this.Min);
                Values.Panel.Paint(canvas);
            }

            var level = CollectionLevels.ElementAt(candle.Index);

            if (level.NotIsNull())
            {
                this.PaintOneLevel(canvas, level, candle);
            }
            (new Line()).Paint(canvas, new Point(Panel.Rect.X, Panel.Rect.Y), new Point(Panel.Rect.X + Panel.Rect.Width, Panel.Rect.Y), Color.Black);
        }
Exemple #3
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        public bool PaintLast(CandleInfo candle)
        {
            PanelLast.Clear();
            if (CollectionLevels.IsNull() || this.CollectionLevels.Count == 0)
            {
                return(false);
            }
            var canvas = PanelLast.GetGraphics;
            var level  = this.CollectionLevels.ElementAt(0);

            if (level.NotIsNull())
            {
                if (level.Volume > this.Max || level.Volume < this.Min)
                {
                    if (this.OnReachLimitValues.NotIsNull())
                    {
                        this.OnReachLimitValues(level.Volume, this.Max, this.Min);
                    }
                    return(false);
                }
                else
                {
                    PaintOneLevel(canvas, level, candle, true);
                    Values.PaintCurrentValue(level.Volume, this.Max, this.Min);
                    Values.PanelCurValue.Paint(canvas);
                }
            }
            return(true);
        }
Exemple #4
0
        /// <summary>
        /// Поиск прямоугольных уровней
        /// </summary>
        /// <param name="canLeft"></param>
        /// <param name="canRight"></param>
        private void SearchRectLevel(CandleInfo canLeft, CandleInfo canRight)
        {
            //Ищем Прямоугольные уровни которые попадают в окно видимости
            var levels = new List <DoubleLevel>();

            levels.AddRange(this.Collection.Where(l =>
                                                  l.DateLeft.NotIsNull() && l.DateRight.NotIsNull() && l.Bottom > 0 && (
                                                      (l.DateLeft.GetDateTime() <= canLeft.Candle.Time && l.DateRight.GetDateTime() >= canRight.Candle.Time) ||
                                                      (l.DateLeft.GetDateTime() >= canLeft.Candle.Time && l.DateRight.GetDateTime() <= canRight.Candle.Time) ||
                                                      (l.DateLeft.GetDateTime() < canLeft.Candle.Time && l.DateRight.GetDateTime() < canRight.Candle.Time && l.DateRight.GetDateTime() > canLeft.Candle.Time) ||
                                                      (l.DateLeft.GetDateTime() > canLeft.Candle.Time && l.DateRight.GetDateTime() > canRight.Candle.Time && l.DateLeft.GetDateTime() < canRight.Candle.Time)
                                                      )));
            //Линейные уровни которые попадают в окно видимости
            levels.AddRange(this.Collection.Where(l =>
                                                  l.DateLeft.NotIsNull() && l.Bottom <= 0 && l.DateLeft.GetDateTime() <= canRight.Candle.Time
                                                  ));
            levels.ForEach <DoubleLevel>((level) =>
            {
                listTmpLevRect.Add(new LevelRect()
                {
                    level       = level,
                    candleLeft  = canLeft,
                    candleRight = (level.Bottom > 0 ? canRight : null),
                });;
            });
        }
Exemple #5
0
        /// <summary>
        /// Отрисовка одного уровня
        /// </summary>
        /// <param name="canvas"></param>
        /// <param name="rectPaint"></param>
        /// <param name="Value"></param>
        /// <param name="index"></param>
        private void PaintOneLevel(Graphics canvas, Chart level, CandleInfo candle, bool paintLast = false)
        {
            int Y1 = GMath.GetCoordinate(Panel.Rect.Height, this.Max, this.Min, level.Volume > 0 ? level.Volume : 0);
            int Y2 = GMath.GetCoordinate(Panel.Rect.Height, this.Max, this.Min, level.Volume < 0 ? level.Volume : 0);

            float bodyWidth  = candle.Body.Width < MAX_WIDTH ? candle.Body.Width : MAX_WIDTH;//Panel.Params.WidthCandle - Panel.Params.MarginCandle; //-2 чтобы свечки не слипались
            int   bodyHeight = Y2 - Y1;

            int bodyX = (int)(candle.Body.X + (candle.Body.Width / 2) - (bodyWidth / 2));
            int bodyY = Y1;

            //bodyHeight = bodyHeight - bodyY;
            bodyHeight = bodyHeight == 0 ? bodyHeight + 1 : bodyHeight;

            var rect = new RectDraw();

            if (candle.Index != 0 || paintLast)
            {
                var Color = ValuePositive;
                if (candle.Candle.Close < candle.Candle.Open)
                {
                    Color = ValueNegative;
                }
                rect.Paint(canvas, bodyX, bodyY, bodyWidth, bodyHeight, Color, Color);
            }

            var data = new DataLevel()
            {
                PaintRect = Panel.Rect.Rectangle,
                Value     = level.Volume,
                MaxValue  = this.Max,
                MinValue  = this.Min,
                Index     = candle.Index,
                DataPaint = rect,
                Body      = new RectangleF(bodyX, bodyY, bodyWidth, bodyHeight)
            };

            if (data.NotIsNull())
            {
                if (data.Index == 1)
                {
                    this.AllDataLevels.RemoveAll(l => l.Index == data.Index);
                    AllDataLevels.Insert(0, data);
                }
                else
                {
                    AllDataLevels.Add(data);
                }
            }
        }
Exemple #6
0
        /// <summary>
        /// Отрисовка активных частей
        /// </summary>
        /// <param name="dCan"></param>
        /// <returns></returns>
        protected bool PaintActual(CandleInfo dCan)
        {
            if (!Candels.PaintLastCandle(dCan))
            {
                return(false);
            }
            //Проверка на перерисовку
            if (MainPanel.Params.Redraw())
            {
                PaintAll();
                return(false);
            }
            //Обычные обьемы
            Volumes.GetFirstLevel().Volume = dCan.Candle.Volume;
            if (!Volumes.PaintLast(dCan))
            {
                return(false);
            }

            RightPrices.PaintCurrentValue(dCan.Candle.Close, MainPanel.Params.MaxPrice, MainPanel.Params.MinPrice);
            if (dCan.Candle.Close > MainPanel.Params.MaxPrice || dCan.Candle.Close < MainPanel.Params.MinPrice)
            {
                if (MainPanel.Params.AutoSize)
                {
                    if (OnReachLimitPrice.NotIsNull())
                    {
                        OnReachLimitPrice(dCan.Candle.Close, MainPanel.Params.MaxPrice, MainPanel.Params.MinPrice);
                    }
                }
            }

            Indicators.ForEach((objIndicator) =>
            {
                if (objIndicator is Indicator)
                {
                    var obj = (Indicator)objIndicator;
                    if (obj.FastRedraw)
                    {
                        obj.FastUpdate();
                    }
                }
            });
            return(true);
        }
Exemple #7
0
        /// <summary>  Отрисовка текущей свечи (самой правой) </summary>
        public bool PaintLastCandle(CandleInfo candle)
        {
            PanelLastCandle.Clear();
            if (CollectionCandle.IsNull())
            {
                return(false);
            }
            var canvas = PanelLastCandle.GetGraphics;

            if (candle.NotIsNull())
            {
                if (PanelLastCandle.Params.AutoSize)
                {
                    //контроль максимальной цены
                    if (candle.Candle.High > PanelLastCandle.Params.MaxPrice)
                    {
                        if (OnReachMinMax.NotIsNull())
                        {
                            OnReachMinMax(candle.Candle.High, PanelLastCandle.Params.MaxPrice, PanelLastCandle.Params.MinPrice);
                        }
                        return(false);
                    }
                    //контроль минимальной цены
                    if (candle.Candle.Low < PanelLastCandle.Params.MinPrice)
                    {
                        if (OnReachMinMax.NotIsNull())
                        {
                            OnReachMinMax(candle.Candle.Low, PanelLastCandle.Params.MaxPrice, PanelLastCandle.Params.MinPrice);
                        }
                        return(false);
                    }
                }
                PaintOneCandle(canvas, PanelLastCandle, candle.Candle, 1);
            }
            return(true);
        }
        public string Backtest(string source, string market, KlineInterval kline, DateTime start, DateTime end, StrategyOptions actStrat)
        {
            //var source = "";
            //var market = "BTCTUSDT";
            //var kline = Binance.Net.Objects.KlineInterval.FifteenMinutes;
            //var start = new DateTime(2019, 11, 1);
            //var end = new DateTime(2019, 12, 30);
            //var actStrat = new StrategyOptions();

            // get all candles
            CandleHelper.RetrieveCandles(market, kline, start, end);


            DateTime          small      = DateTime.MinValue;
            DateTime          big        = DateTime.MinValue;
            List <CandleInfo> allCandles = null;


            if (!CandleHelper.CandlesAvailable(market, kline, start, end, out small, out big, out allCandles))
            {
                return("no candles available");
            }



            var temp = new Context(allCandles);


            temp.ActiveStrategyOptions = Globals.ActiveStrategyOptions;
            if (!CryptoGlobals.RunScript(source, ref temp))
            {
                return("error in script: " + temp.SCRIPT_ERROR);
            }



            var c = new Context(allCandles);

            c.ActiveStrategyOptions = actStrat;

            var startingBalance = c.ActiveStrategyOptions.BacktestStartingBalance;

            var originalBalance = startingBalance;

            var l = new List <CandleInfo>();

            dynamic script = CSScript.RoslynEvaluator.LoadCode(source);

            foreach (var item in allCandles)
            {
                l.Add(item);

                if (l.Count < 20)
                {
                    continue;
                }

                c.RawCandles = l;

                try
                {
                    script.OnData(c);
                }catch (Exception ex)
                {
                    return("error: " + ex.Message);
                }
            }


            foreach (var item in c.GetOpenOrders())
            {
                c.CloseOrder(item);
            }



            var orders = c.GetAllOrders();

            var candlesAndOrders = new SortedDictionary <DateTime, List <OrderInfo> >();

            foreach (var item in orders)
            {
                var buyDate  = item.BuyCandle.OpenTime;
                var sellDate = item.SellCandle.OpenTime;

                if (!candlesAndOrders.ContainsKey(buyDate))
                {
                    candlesAndOrders[buyDate] = new List <OrderInfo>();
                }

                if (!candlesAndOrders.ContainsKey(sellDate))
                {
                    candlesAndOrders[sellDate] = new List <OrderInfo>();
                }


                candlesAndOrders[buyDate].Add(item);
                candlesAndOrders[sellDate].Add(item);
            }

            candlesAndOrders.OrderBy(x => x.Key);



            var originalEquity = originalBalance;


            double finalEquity = 0f;

            var equityOrders = new Dictionary <string, OrderInfo>();

            List <OrderResultInfo> finalOrders = new List <OrderResultInfo>();

            double totalProfits = 0f;


            var tempCount       = 0;
            var alreadyAddedIds = new List <string>();

            foreach (var cao in candlesAndOrders)
            {
                var currDate  = cao.Key;
                var orderList = cao.Value;
                foreach (var item in orderList)
                {
                    tempCount++;

                    var isSell = false;
                    if (alreadyAddedIds.Contains(item.Id))
                    {
                        isSell = true;
                    }
                    else
                    {
                        alreadyAddedIds.Add(item.Id);
                    }

                    var ord = item;

                    var      id = ord.Id;
                    string   type;
                    DateTime time;
                    double   orderPrice = 0.0f;;
                    double   size       = ord.BuyAmountInUSD;
                    double   profitLoss = 0f;
                    double   balance    = 0f;



                    if (isSell == false) // buy
                    {
                        originalBalance -= ord.BuyAmountInUSD;

                        originalBalance = Math.Round(originalBalance, 2);

                        time       = ord.BuyCandle.OpenTime;
                        type       = "Buy";
                        orderPrice = Math.Round(ord.BuyPrice, 2);

                        equityOrders[ord.Id] = ord;
                    }
                    else // sell
                    {
                        var tUsd = ord.TotalUSD();
                        tUsd = Math.Round(tUsd, 2);

                        originalBalance += tUsd;

                        originalBalance = Math.Round(originalBalance, 2);

                        time = ord.SellCandle.OpenTime;
                        type = "Sell";
                        var tmpPL = Math.Round(tUsd - ord.BuyAmountInUSD, 2);
                        profitLoss = tmpPL;
                        balance    = originalBalance;
                        balance    = Math.Round(balance, 2);


                        totalProfits += tmpPL;

                        orderPrice = Math.Round(ord.GetSellPrice(), 2);

                        equityOrders.Remove(ord.Id);
                    }


                    size = Math.Round(size, 8);


                    var finalBalance = balance;// (isSell) ? "$ " + balance.ToString() : "";

                    finalEquity = 0f;


                    CandleInfo tempCandle = (isSell) ? orderList[0].SellCandle : orderList[0].BuyCandle;

                    double ttttemp = 0f;
                    foreach (var eOrd in equityOrders.Values)
                    {
                        finalEquity += tempCandle.MidPrice * ord.CoinAmount;
                        ttttemp     += ord.BuyAmountInUSD;
                    }

                    ttttemp = Math.Round(ttttemp, 3);

                    finalEquity = Math.Round(finalEquity, 3);

                    var ori = new OrderResultInfo()
                    {
                        Id = id.ToString(), Time = time, Type = type, OrderPrice = orderPrice, OrderAmountUSD = size, ProfitLoss = profitLoss, FinalBalance = finalBalance, FinalEquity = finalEquity
                    };
                    finalOrders.Add(ori);
                }
            }

            var finalPL = Math.Round(originalBalance - startingBalance, 2);

            finalOrders.Add(new OrderResultInfo()
            {
                Id = "", Time = DateTime.MinValue, Type = "blank", OrderPrice = 0f, OrderAmountUSD = 0f, ProfitLoss = 0f, FinalBalance = 0f
            });
            finalOrders.Add(new OrderResultInfo()
            {
                Id = "", Time = DateTime.MinValue, Type = "blank2", OrderPrice = 0f, OrderAmountUSD = 0f, ProfitLoss = finalPL, FinalBalance = originalBalance
            });

            var final = JsonConvert.SerializeObject(finalOrders);

            return(final);
        }
Exemple #9
0
 public override void EachFullCandle(CandleInfo candle)
 {
 }
Exemple #10
0
        /// <summary> Рисует одну свечку </summary>
        /// <param name="canvas"></param>
        /// <param name="rectPaint"></param>
        /// <param name="candleData"></param>
        /// <param name="index"></param>
        /// <param name="maxPrice"></param>
        /// <param name="minPrice"></param>
        private CandleInfo PaintOneCandle(Graphics canvas, ViewPanel panel, CandleData candleData, int index, bool paint = true)
        {
            int tailY1 = GMath.GetCoordinate(panel.Rect.Height, panel.Params.MaxPrice, panel.Params.MinPrice, candleData.High);
            int tailY2 = GMath.GetCoordinate(panel.Rect.Height, panel.Params.MaxPrice, panel.Params.MinPrice, candleData.Low);
            int tailX1 = (int)((panel.Rect.Width - panel.Params.WidthCandle * index) + panel.Params.WidthCandle / 2);

            int bodyX = (int)(panel.Rect.Width - panel.Params.WidthCandle * index);
            int bodyY = GMath.GetCoordinate(panel.Rect.Height, panel.Params.MaxPrice, panel.Params.MinPrice, candleData.Open > candleData.Close ? candleData.Open : candleData.Close);

            float bodyWidth  = panel.Params.WidthCandle - MarginCandle > 0.3f ? panel.Params.WidthCandle - MarginCandle : 0.3f; //- чтобы свечки не слипались
            int   bodyHeight = GMath.GetCoordinate(panel.Rect.Height, panel.Params.MaxPrice, panel.Params.MinPrice, candleData.Open < candleData.Close ? candleData.Open : candleData.Close);

            bodyHeight = bodyHeight - bodyY;
            bodyHeight = bodyHeight == 0 ? bodyHeight + 1 : bodyHeight;

            //tail
            var line = new Line();

            line.Width = 1.5f;

            if (paint)
            {
                line.Paint(canvas, new Point(tailX1, tailY1), new Point(tailX1, tailY2), ColorBorderCandle);
            }
            //Body
            var rect        = new RectDraw();
            var colorCandle = candleData.Open > candleData.Close ? ColorFallCandle : ColorGrowCandle;
            var colorBorder = ColorBorderCandle;

            /*if (candleData.Open < candleData.Close && candleData.VolumeBuy - candleData.VolumeSell > 0)
             *          {
             *                  colorBorder = colorCandle = Color.DarkGreen;
             *          }
             *          if (candleData.Open > candleData.Close && candleData.VolumeBuy - candleData.VolumeSell < 0)
             *          {
             *                  colorBorder = colorCandle = Color.DarkRed;
             *          }*/
            if (paint)
            {
                rect.Paint(canvas, bodyX, bodyY, bodyWidth, bodyHeight, colorBorder, colorCandle);
            }

            if (MaxValues.MinCandle.IsNull())
            {
                MaxValues.MinCandle = candleData;
            }
            if (MaxValues.MaxCandle.IsNull())
            {
                MaxValues.MaxCandle = candleData;
            }
            if (MaxValues.MaxPrice < candleData.High)
            {
                MaxValues.MaxPrice  = candleData.High;
                MaxValues.MaxCandle = candleData;
            }
            if (MaxValues.MinPrice > candleData.Low)
            {
                MaxValues.MinPrice  = candleData.Low;
                MaxValues.MinCandle = candleData;
            }

            /*if (candleData.HorVolumes.HVolCollection.MaxVolume.NotIsNull())
             * {
             *  if (MaxValues.MaxHorVolume.Volume < candleData.HorVolumes.HVolCollection.MaxVolume.Volume)
             *  {
             *      MaxValues.MaxHorVolume = candleData.HorVolumes.HVolCollection.MaxVolume;
             *  }
             * }*/

            var dCandle = new CandleInfo()
            {
                PaintRect = panel.Rect.Rectangle,
                Candle    = candleData,
                TailCoord = new TailCoord()
                {
                    Low = new Point(tailX1, tailY2), High = new Point(tailX1, tailY1)
                },
                Body = new RectangleF()
                {
                    X = bodyX, Y = bodyY, Width = bodyWidth, Height = bodyHeight
                },
                Index        = index - 1,
                MaxHorVolume = MaxValues.MaxHorVolume,
                TimeFrame    = CurrentTimeFrame
            };

            VerticalLines[index - 1] = dCandle.TailCoord.High.X;
            if (index == 1)
            {
                AllDataPaintedCandle.RemoveAll(c => c.Index == index - 1);
                AllDataPaintedCandle.Insert(0, dCandle);
            }
            else
            {
                AllDataPaintedCandle.Add(dCandle);
            }

            if (OnPaintedCandle.NotIsNull())
            {
                OnPaintedCandle(dCandle);
            }
            return(dCandle);
        }
Exemple #11
0
 /// <summary>
 /// Обработка каждой свечки cо всеми данными
 /// </summary>
 public abstract void EachFullCandle(CandleInfo toolsCandle);
        private async Task RunAsync(CancellationToken token)
        {
            while (!token.IsCancellationRequested)
            {
                // get live orders


                if (AllMarkets == null)
                {
                    RefreshMarkets();
                }

                if (AllUsers == null)
                {
                    RefreshUsers();
                }


                if (AllContexts == null)
                {
                    AllContexts = new Dictionary <int, Context>();
                }


                foreach (DataRow row in DBHelper.dtJobs.Rows)
                {
                    var job = new JobInfo(row);

                    if (job.IsLive)
                    {
                        // grab the latest candles

                        var kline = CryptoGlobals.GetKlineFromString(job.Interval);
                        var c     = CryptoGlobals.LastCandleInDB(AllMarkets[job.MarketId].Symbol, kline);

                        var shouldGetCandles = false;
                        var firstDate        = DateTime.Today.AddDays(60);

                        if (c == null)
                        {
                            // ouch never got any candles :(
                            shouldGetCandles = true;
                        }
                        else
                        {
                            // we got, that's our start date

                            if (c.OpenTime < CryptoGlobals.MinusKlineInterval(DateTime.UtcNow, kline))
                            {
                                shouldGetCandles = true;
                                firstDate        = c.OpenTime;
                            }
                        }

                        if (shouldGetCandles)
                        {
                            CandleHelper.RetrieveCandles(AllMarkets[job.MarketId].Symbol, kline, firstDate, DateTime.Now.AddDays(1)); // TAKE IT ALLLLL
                        }

                        if (!AllUsers.ContainsKey(job.UserId))
                        {
                            AllUsers = null;
                            RefreshUsers();
                            if (!AllUsers.ContainsKey(job.UserId))
                            {
                                // invalid user
                                continue;
                            }
                        }



                        var user = AllUsers[job.UserId];


                        // get candles

                        var crows = DBHelper.GetDataTable("SELECT * FROM Candles WHERE Symbol='" + AllMarkets[job.MarketId].Symbol + "' AND Interval='" + job.Interval + "'"); // haha crows



                        List <CandleInfo> CurrentCandles = new List <CandleInfo>();

                        foreach (DataRow crow in crows.Rows)
                        {
                            var tempC = new CandleInfo(crow);

                            CurrentCandles.Add(tempC);
                        }

                        StrategyOptions myStrat = null;
                        var             strat   = DBHelper.GetDataTable("SELECT * from Strategies where Id=" + job.ScriptId);
                        if (strat.Rows.Count > 0)
                        {
                            myStrat = (new StrategyInfo(strat.Rows[0])).Options;
                        }
                        else
                        {
                            continue; // cancel!?!?
                        }



                        Context cxt = null;
                        if (!AllContexts.ContainsKey(job.Id))
                        {
                            cxt        = new Context(CurrentCandles);
                            cxt.IsLive = true;
                            cxt.User   = user;
                            cxt.ActiveStrategyOptions = new StrategyOptions()
                            {
                                BacktestStartingBalance = 1000000, Fees = 0, MaxOpenOrders = myStrat.MaxOpenOrders, MinutesInBetweenOrders = myStrat.MinutesInBetweenOrders
                            };
                        }
                        else
                        {
                            cxt            = AllContexts[job.Id];
                            cxt.RawCandles = CurrentCandles;
                        }



                        var l = new List <CandleInfo>();



                        if (CurrentCandles.Count == 0)
                        {
                            continue;
                        }


                        cxt.RawCandles = CurrentCandles;


                        if (cxt.IsLive && !cxt.IsPaper)
                        {
                            //var orders = CryptoGlobals.UserBinances[user.Username].GetOpenOrders();
                            //
                            //foreach (var item in orders.Data)
                            //{
                            //
                            //    if (item.Symbol != AllMarkets[job.MarketId].Symbol) continue;
                            //
                            //    var t = new OrderInfo(cxt, (float)(item.Price * item.ExecutedQuantity));
                            //    t.CoinAmount = (float)item.ExecutedQuantity;
                            //    t.IsOpen = true;
                            //    t.Id = item.ClientOrderId.ToString();
                            //}
                        }
                        else
                        {
                        }


                        if (!Globals.RunScript(cxt.StrategyScript, ref cxt))
                        {
                            continue;
                        }



                        // we now can run the script
                    }
                }


                System.Diagnostics.Debug.WriteLine(DateTime.Now);
                await Task.Delay(1000);
            }
        }
Exemple #13
0
        /// <summary>Отрисовка всего графика </summary>
        /// <param name="graphic">Полотно</param>
        protected void PaintAll()
        {
            if (!Candels.IssetCollection())
            {
                return;
            }
            GetMinMax();
            //Отрисовка свечей в приоритете
            Candels.PaintCandles();

            RightPrices.Paint(RightPrices.Panel.Params.MaxPrice, RightPrices.Panel.Params.MinPrice);

            if (ActiveCandles.ActiveCandle1.NotIsNull() && ActiveCandles.ActiveCandle2.NotIsNull())
            {
                if (ActiveCandles.ActiveCandle1.dataCandle.Index > ActiveCandles.ActiveCandle2.dataCandle.Index)
                {
                    GHorVolumes.activeCandle1 = ActiveCandles.ActiveCandle1;
                    GHorVolumes.activeCandle2 = ActiveCandles.ActiveCandle2;
                }
                else
                {
                    GHorVolumes.activeCandle1 = ActiveCandles.ActiveCandle2;
                    GHorVolumes.activeCandle2 = ActiveCandles.ActiveCandle1;
                }
                if (TypeHorVolume == 3)
                {
                    GHorVolumes.activeCandle2 = null;
                }
            }

            CandleInfo LastCandle = null;

            Levels.Panel.Clear();
            var leftCandle  = Candels.AllDataPaintedCandle.Last();
            var rightCandle = Candels.AllDataPaintedCandle.First();

            //Паинт
            foreach (var dCandle in Candels.AllDataPaintedCandle.ToArray())
            {
                dCandle.PrevCandleInfo = LastCandle;
                Volumes.PaintByCandle(dCandle);
                GHorVolumes.EachCandle(dCandle);
                Levels.PaintByCandle(dCandle, leftCandle, rightCandle, Candels.AllDataPaintedCandle.Count);
                Indicators.ForEach((ind) =>
                {
                    if (ind is Indicator)
                    {
                        ((Indicator)ind).EachFullCandle(dCandle);
                    }
                });
                LastCandle = dCandle;
            }

            LevelsOrders.Paint();
            Levels.Paint();

            ActualizeActiveCandle();
            if (ThreadPaintHotVol.NotIsNull())
            {
                ThreadPaintHotVol.Abort();
                ThreadPaintHotVol = null;
            }
            if (ThreadPaintHotVol.IsNull())
            {
                ThreadPaintHotVol = MThread.InitThread(() =>
                {
                    GHorVolumes.CollectionCandles = Candels.AllDataPaintedCandle;
                    if (TypeHorVolume == 1)
                    {
                        if (ActiveCandles.ActiveCandle1.NotIsNull())
                        {
                            GHorVolumes.PaintHorVolEachBlock(ActiveCandles.ActiveCandle1.dataCandle.Index + 1);
                        }
                    }
                    else if (TypeHorVolume == 2 || TypeHorVolume == 3)
                    {
                        GHorVolumes.PaintHorVolByPeriodCandleDelta(false, false);
                    }
                    else if (TypeHorVolume == 5)
                    {
                        GHorVolumes.PaintHorVolByPeriodCandleDelta(false, true, limitHorVol);
                    }
                    else if (TypeHorVolume == 4)
                    {
                        GHorVolumes.PaintCollectionHVol();
                    }
                    ThreadPaintHotVol = null;
                });
            }
            ToCanvas();
        }
Exemple #14
0
 public override void EachFullCandle(CandleInfo candle)
 {
     Calculate(candle.Index, candle.TailCoord.High.X);
 }
Exemple #15
0
        public void PaintByCandle(CandleInfo candle, CandleInfo leftCandle, CandleInfo rightCandle, int count)
        {
            if (!Visible)
            {
                return;
            }
            if (this.Collection.IsNull())
            {
                return;
            }
            if (candle.IsNull())
            {
                return;
            }
            var canvas = Panel.GetGraphics;

            //Поиск всех уровней попадающий в окно видимости
            if (candle.Index == 0)
            {
                SearchRectLevel(leftCandle, rightCandle);
            }
            if (candle.PrevCandleInfo.NotIsNull())
            {
                //Ищем правые грани уровня
                listTmpLevRect.Where(l =>
                                     l.level.DateRight.DateTime >= candle.Candle.Time &&
                                     l.level.DateRight.DateTime < candle.PrevCandleInfo.Candle.Time
                                     ).ForEach <LevelRect>((lev) => { lev.candleRight = candle; });
                // Ищем левые грани уровня
                listTmpLevRect.Where(l =>
                                     l.level.DateLeft.DateTime >= candle.Candle.Time &&
                                     l.level.DateLeft.DateTime < candle.PrevCandleInfo.Candle.Time
                                     ).ForEach <LevelRect>((lev) => { lev.candleLeft = candle; });
            }
            //Обработка на последней свече
            if (count == candle.Index + 1)
            {
                //Рисуем прямоугольные уровни
                foreach (var levRect in listTmpLevRect.ToArray())
                {
                    bool      paint = false;
                    Rectangle rect  = new Rectangle();
                    //Прямоугольный уровень
                    if (levRect.candleLeft.NotIsNull() && levRect.candleRight.NotIsNull())
                    {
                        var width = Panel.Rect.Width - levRect.candleLeft.TailCoord.High.X;
                        rect = (GRectangle.GetRight(Panel.Rect.Clone(), width)).Rectangle;
                        levRect.candleRight.TailCoord.High.X = levRect.candleRight.TailCoord.High.X < 0 ? 0 : levRect.candleRight.TailCoord.High.X;
                        levRect.candleLeft.TailCoord.High.X  = levRect.candleLeft.TailCoord.High.X < 0 ? 0 : levRect.candleLeft.TailCoord.High.X;
                        rect.Width = levRect.candleRight.TailCoord.High.X - levRect.candleLeft.TailCoord.High.X;
                        paint      = true;
                    }
                    //Линейный уровень
                    else if (levRect.candleLeft.NotIsNull())
                    {
                        var time = levRect.level.DateLeft.GetDateTime();
                        if (time <= rightCandle.Candle.Time)
                        {
                            var width = Panel.Rect.Width - levRect.candleLeft.TailCoord.High.X;
                            rect = (GRectangle.GetRight(Panel.Rect.Clone(), width)).Rectangle;
                            levRect.candleLeft.TailCoord.High.X = levRect.candleLeft.TailCoord.High.X < 0 ? 0 : levRect.candleLeft.TailCoord.High.X;
                            paint = true;
                        }
                    }
                    if (paint)
                    {
                        rect.X = rect.X < 0 ? 0 : rect.X;
                        if (levRect.level.Bottom <= 0 && levRect.level.Top > 0)
                        {
                            PaintLineLevel(canvas, rect, levRect.level, 2f);
                        }
                        else
                        {
                            PaintRectangleLevel(canvas, rect, levRect.level, 1);
                        }
                    }
                    listTmpLevRect.Clear();
                }
            }
        }