static async Task Main(string[] args)
{
var historyProvider = new FinamQuotesHistoryProvider(
new FinamTicksParser(),
new FinamCandlesParser(),
new FinamQuotesHistoryClient(
new HistoryConfiguration()));
var ticksHistory = await historyProvider.GetTicksHistory(
"GAZP",
new DateTime(2020, 2, 20, 0, 0, 0),
new DateTime(2020, 2, 21, 0, 0, 0),
CancellationToken.None);
var candlesHistory = await historyProvider.GetCandlesHistory(
"GAZP",
TimeInterval.Minutes15,
new DateTime(2020, 2, 20, 0, 0, 0),
new DateTime(2020, 2, 21, 0, 0, 0),
CancellationToken.None);
var sandBoxRunner = new SandBoxRunner();
var report = sandBoxRunner.RunStrategy(
new List <Candle>(),
new RandomStrategy(2),
candlesHistory.Candles.Select(x => new Tick(value: x.CloseValue, x.Volume, x.CloseDateTime)));
}
public async Task <LiveChartModel> Visualize(DateTime date)
{
var ticksToShow = new ChartValues <decimal>();
seriesCollection = new SeriesCollection
{
new LineSeries
{
Values = ticksToShow,
PointGeometrySize = 1,
PointForeground = Brushes.Black,
Foreground = Brushes.Black,
},
};
var historyProvider = new FinamQuotesHistoryProvider(
new FinamTicksParser(),
new FinamCandlesParser(),
new FinamQuotesHistoryClient(
new HistoryConfiguration()));
Log("Load ticks");
ticks = (await historyProvider.GetTicksHistory(
"GAZP",
date.Date,
date.Date.AddDays(1),
CancellationToken.None)).Ticks.ToList();
Log($"{ticks.Count} ticks loaded");
textBlock.Dispatcher.InvokeAsync(async() =>
{
using var strategy = new RandomStrategy(10);
strategy.Subscribe(this);
for (var i = 0; i < ticks.Count; i++)
{
Log($"Tick {i} of {ticks.Count}");
var tick = ticks[i];
strategy.OnTick(tick);
ticksToShow.Add(tick.Value);
await Task.Delay(20);
}
var report = new Report(strategy);
Log(report.ToString());
});
var ticksDates = ticks.Select(x => x.DateTime.ToString("HH:mm:ss")).ToList();
return(new LiveChartModel
{
SeriesCollection = seriesCollection,
Labels = ticksDates,
MinY = ticks.Min(x => x.Value),
MaxY = ticks.Max(x => x.Value),
});
}
public FinamQuotesHistoryProviderShould()
{
ticksParserMock = new Mock <ITicksParser>();
candlesParserMock = new Mock <ICandlesParser>();
quotesHistoryClientMock = new Mock <IQuotesHistoryClient>();
quotesHistoryProvider = new FinamQuotesHistoryProvider(
ticksParserMock.Object,
candlesParserMock.Object,
quotesHistoryClientMock.Object);
}
public async Task <LiveChartModel> Visualize(DateTime date)
{
var historyProvider = new FinamQuotesHistoryProvider(
new FinamTicksParser(),
new FinamCandlesParser(),
new FinamQuotesHistoryClient(
new HistoryConfiguration()));
var candlesHistory = await historyProvider.GetCandlesHistory(
"GAZP",
TimeInterval.Minutes10,
date.Date,
date.Date.AddDays(1).AddSeconds(-1),
CancellationToken.None);
var candles = candlesHistory.Candles.ToList();
var sandBoxRunner = new SandBoxRunner();
var report = sandBoxRunner.RunStrategy(
new List <Candle>(),
new RandomStrategy(3),
candles.Select(x => new Tick(value: x.CloseValue, x.Volume, x.CloseDateTime)));
var candlesToShow = new ChartValues <OhlcPoint>();
candlesToShow.AddRange(candles.Select(x =>
new OhlcPoint((double)x.OpenValue, (double)x.HighValue, (double)x.LowValue, (double)x.CloseValue)));
var lots = report.CloseLots.Select(lot =>
{
var openPosition = candles.FindIndex(c => c.CloseDateTime == lot.OpenTime);
var closePosition = candles.FindIndex(c => c.CloseDateTime == lot.CloseTime);
var brush = lot is LongLot ? Brushes.Green : Brushes.Red;
var pointGeometry = lot is LongLot
? Geometry.Parse("M 0 0 L 4 -4 L 8 0 Z")
: Geometry.Parse("M 0 0 L 4 4 L 8 0 Z");
return(new LineSeries
{
Values = new ChartValues <ObservablePoint>
{
new ObservablePoint(openPosition, (double)lot.Open),
new ObservablePoint(closePosition, (double)lot.Close),
},
Fill = Brushes.Transparent,
Stroke = brush,
PointForeground = brush,
PointGeometry = pointGeometry,
PointGeometrySize = 10,
});
});
var candlesDates = candlesHistory.Candles.Select(x => x.CloseDateTime.ToString("HH:mm:ss"));
var seriesCollection = new SeriesCollection
{
new OhlcSeries()
{
Values = candlesToShow,
LabelPoint = x => x.Close.ToString("HH:mm:ss"),
IncreaseBrush = Brushes.Black,
DecreaseBrush = Brushes.Black,
},
};
seriesCollection.AddRange(lots);
return(new LiveChartModel
{
SeriesCollection = seriesCollection,
Labels = candlesDates,
MinY = candlesHistory.Candles.Min(x => x.CloseValue),
MaxY = candlesHistory.Candles.Max(x => x.CloseValue),
});
}
