private void UpdateFXCandles(object obj)
{
if (_updatingCandles) return;
if (string.IsNullOrEmpty(_uiService.SelectedStrategyFilename))
{
MessageBox.Show("Select strategy to update candles");
return;
}
var strategyType = StrategyHelper.CompileStrategy(_uiService.SelectedCodeText);
if (strategyType == null)
{
MessageBox.Show("Unable to compile strategy");
return;
}
var strategy = (StrategyBase)Activator.CreateInstance(strategyType);
_updatingCandles = true;
var dispatcher = Dispatcher.CurrentDispatcher;
var fxcm = _brokersService.Brokers.First(x => x.Name == "FXCM");
var timeframes = strategy.Timeframes.Union(new[] { Timeframe.M1 }).ToArray();
var markets = strategy.Markets;
if (markets == null)
{
markets = StrategyBase.GetDefaultMarkets();
}
var view = new ProgressView { Owner = Application.Current.MainWindow };
view.TextToShow.Text = "Updating candles";
Task.Run(() =>
{
try
{
CandlesHelper.UpdateCandles(
fxcm,
_candleService,
markets,
timeframes,
updateProgressAction: s =>
{
_dispatcher.BeginInvoke((Action)(() =>
{
view.TextToShow.Text = s;
}));
});
}
catch (Exception ex)
{
Log.Error("Unable to update candles", ex);
}
dispatcher.Invoke(() =>
{
view.Close();
MessageBox.Show("Updating candles complete");
_updatingCandles = false;
});
});
view.ShowDialog();
}
public static void SetChartViewModelVisibleRange(
Trade trade, ChartViewModel cvm, IList <Candle> candles, Timeframe timeframe)
{
if (candles.Count == 0)
{
return;
}
var startTime = trade.OrderDateTime ?? trade.EntryDateTime.Value;
var endTime = trade.CloseDateTime ?? new DateTime(candles.Last().CloseTimeTicks, DateTimeKind.Utc);
var startCandle = CandlesHelper.GetFirstCandleThatClosesBeforeDateTime(candles, startTime);
var endCandle = CandlesHelper.GetFirstCandleThatClosesBeforeDateTime(candles, endTime) ?? candles.Last();
var candlesBeforeTrade = 0;
switch (timeframe)
{
case Timeframe.M1:
candlesBeforeTrade = (1 * 60);
break;
case Timeframe.M5:
candlesBeforeTrade = (6 * 12);
break;
case Timeframe.M15:
candlesBeforeTrade = (2 * 12);
break;
case Timeframe.M30:
candlesBeforeTrade = (2 * 12);
break;
case Timeframe.H1:
candlesBeforeTrade = (2 * 24);
break;
case Timeframe.H2:
candlesBeforeTrade = (5 * 12);
break;
case Timeframe.H4:
candlesBeforeTrade = (10 * 6);
break;
case Timeframe.H8:
candlesBeforeTrade = (20 * 3);
break;
case Timeframe.D1:
candlesBeforeTrade = 30;
break;
default:
throw new ApplicationException(timeframe + " timeframe not found for chart helper vis range");
}
var candlesAfterTrade = (int)(candlesBeforeTrade * 0.1);
var min = candles.IndexOf(startCandle.Value) - candlesBeforeTrade;
var max = candles.IndexOf(endCandle) + candlesAfterTrade;
if (min < 0)
{
min = 0;
}
SetChartXVisibleRange(cvm, min, max);
var miny = double.NaN;
var maxy = double.NaN;
for (var i = min; i < candles.Count; i++)
{
if (double.IsNaN(miny) || candles[i].LowBid < miny)
{
miny = candles[i].LowBid;
}
if (double.IsNaN(maxy) || candles[i].HighBid > maxy)
{
maxy = candles[i].HighBid;
}
}
if (trade.LimitPrice != null && trade.LimitPrice < (decimal)miny)
{
miny = (double)trade.LimitPrice;
}
if (trade.LimitPrice != null && trade.LimitPrice > (decimal)maxy)
{
maxy = (double)trade.LimitPrice;
}
if (trade.StopPrice != null && trade.StopPrice < (decimal)miny)
{
miny = (double)trade.StopPrice;
}
if (trade.StopPrice != null && trade.StopPrice > (decimal)maxy)
{
maxy = (double)trade.StopPrice;
}
}
