private void ConnectClick(object sender, RoutedEventArgs e)
{
if (Path.Text.IsEmpty())
MessageBox.Show(this, LocalizedStrings.Str2969);
else
{
// создаем подключение к Quik-у и синхронизуем его
_connector = new QuikTrader(Path.Text).GuiSyncTrader();
// или напрямую через конструктор GuiTrader
// (пред. нужно закомментировать, это - раскомментировать)
// new GuiTrader<QuikTrader>(new QuikTrader(Path.Text));
// теперь можно обратиться к элементу окна 'Security' (это выпадающий список) без конструкции Sync
_connector.NewSecurities += securities => Security.ItemsSource = _connector.Securities;
// производим соединение
_connector.Connect();
// создаем менеджер свечек по синхронизированному подключению
_candleManager = new CandleManager(_connector);
ConnectBtn.IsEnabled = false;
}
}
/// <summary>
/// Создать <see cref="CandleManagerIndicatorSource"/>.
/// </summary>
/// <param name="candleManager">Менеджер свечек.</param>
public CandleManagerIndicatorSource(ICandleManager candleManager)
{
if (candleManager == null)
throw new ArgumentNullException("candleManager");
_candleManager = candleManager;
_candleManager.Processing += OnProcessing;
}
public SmaStrategy(ICandleManager candleManager, CandleSeries series, SimpleMovingAverage longSma, SimpleMovingAverage shortSma)
{
_candleManager = candleManager;
_series = series;
LongSma = longSma;
ShortSma = shortSma;
}
public SmaStrategy(ICandleManager candleManager, CandleSeries series, SimpleMovingAverage longSma, SimpleMovingAverage shortSma)
{
_candleManager = candleManager;
_series = series;
LongSma = longSma;
ShortSma = shortSma;
_longSmaPeriod = this.Param("LongSmaPeriod", longSma.Length);
_shortSmaPeriod = this.Param("ShortSmaPeriod", shortSma.Length);
}
public SmaStrategy(IChart chart, ChartCandleElement candlesElem, ChartTradeElement tradesElem,
SimpleMovingAverage shortMa, ChartIndicatorElement shortElem,
SimpleMovingAverage longMa, ChartIndicatorElement longElem,
ICandleManager candleManager, CandleSeries series)
{
_chart = chart;
_candlesElem = candlesElem;
_tradesElem = tradesElem;
_shortElem = shortElem;
_longElem = longElem;
_candleManager = candleManager;
_series = series;
ShortSma = shortMa;
LongSma = longMa;
}
private void ConnectClick(object sender, RoutedEventArgs e)
{
if (Path.Text.IsEmpty())
MessageBox.Show(this, LocalizedStrings.Str2969);
else
{
// создаем подключение к Quik-у и синхронизуем его
_connector = new QuikTrader(Path.Text).GuiSyncTrader();
// или напрямую через конструктор GuiTrader
// (пред. нужно закомментировать, это - раскомментировать)
// new GuiTrader<QuikTrader>(new QuikTrader(Path.Text));
Security.SecurityProvider = new FilterableSecurityProvider(_connector);
// производим соединение
_connector.Connect();
// создаем менеджер свечек по синхронизированному подключению
_candleManager = new CandleManager(_connector);
ConnectBtn.IsEnabled = false;
}
}
/// <summary>
/// To get all candles.
/// </summary>
/// <typeparam name="TCandle">The candles type.</typeparam>
/// <param name="candleManager">The candles manager.</param>
/// <param name="series">Candles series.</param>
/// <returns>Candles.</returns>
public static IEnumerable <TCandle> GetCandles <TCandle>(this ICandleManager candleManager, CandleSeries series)
where TCandle : Candle
{
return(candleManager.ThrowIfNull().Container.GetCandles(series).OfType <TCandle>());
}
/// <summary>
/// To get a temporary candle on the specific date.
/// </summary>
/// <param name="candleManager">The candles manager.</param>
/// <param name="series">Candles series.</param>
/// <param name="time">The candle date.</param>
/// <returns>The found candle (<see langword="null" />, if the candle by the specified criteria does not exist).</returns>
public static TimeFrameCandle GetTimeFrameCandle(this ICandleManager candleManager, CandleSeries series, DateTimeOffset time)
{
return(candleManager.GetCandles <TimeFrameCandle>(series).FirstOrDefault(c => c.OpenTime == time));
}
/// <summary>
/// To start candles getting.
/// </summary>
/// <param name="manager">The candles manager.</param>
/// <param name="series">Candles series.</param>
public static void Start(this ICandleManager manager, CandleSeries series)
{
manager.ThrowIfNull().Start(series, series.From, series.To);
}
///// <summary>
///// To stop candles getting.
///// </summary>
///// <param name="series">Candles series.</param>
//public static void Stop(this CandleSeries series)
//{
// var manager = series.ThrowIfNull().CandleManager;
// // серию ранее не запускали, значит и останавливать не нужно
// if (manager == null)
// return;
// manager.Stop(series);
//}
//private static ICandleManagerContainer GetContainer(this CandleSeries series)
//{
// return series.ThrowIfNull().CandleManager.Container;
//}
/// <summary>
/// To get the number of candles.
/// </summary>
/// <param name="candleManager">The candles manager.</param>
/// <param name="series">Candles series.</param>
/// <returns>Number of candles.</returns>
public static int GetCandleCount(this ICandleManager candleManager, CandleSeries series)
{
return(candleManager.ThrowIfNull().Container.GetCandleCount(series));
}
/// <summary>
/// NotImplemented
/// To create a Reactive Extension for the event of candle partial end.
/// </summary>
/// <param name="candleManager">The candles manager.</param>
/// <param name="series">The candle series to be traced for candle partial end.</param>
/// <param name="connector">Connection to the trading system.</param>
/// <param name="percent">The percentage of candle completion.</param>
/// <returns>Reactive Extension.</returns>
public static IObservable <Candle> RxWhenPartiallyFinishedCandles(this ICandleManager candleManager,
CandleSeries series, IConnector connector, decimal percent)
{
//TODO: RxWhenPartiallyFinishedCandles
throw new NotImplementedException();
}
public IndexSecurityCandleManagerSource(ICandleManager candleManager, DateTimeOffset from, DateTimeOffset to)
{
_from = from;
_to = to;
CandleManager = candleManager;
}
/// <summary>
/// Получить серию свечек по заданным параметрам.
/// </summary>
/// <typeparam name="TCandle">Тип свечек.</typeparam>
/// <param name="manager">Менеджер свечек.</param>
/// <param name="security">Инструмент, по которому нужно фильтровать сделки для формирования свечек.</param>
/// <param name="arg">Параметр свечи.</param>
/// <returns>Серия свечек. Null, если такая серия не зарегистрирована.</returns>
public static CandleSeries GetSeries <TCandle>(this ICandleManager manager, Security security, object arg)
where TCandle : Candle
{
return(manager.ThrowIfNull().Series.FirstOrDefault(s => s.CandleType == typeof(TCandle) && s.Security == security && s.Arg.Equals(arg)));
}
/// <summary>
/// Зарегистрирована ли группировка свечек по определённому признаку.
/// </summary>
/// <typeparam name="TCandle">Тип свечек.</typeparam>
/// <param name="manager">Менеджер свечек.</param>
/// <param name="security">Инструмент, для которого зарегистрирована группировка.</param>
/// <param name="arg">Параметр свечи.</param>
/// <returns><see langword="true"/>, если зарегистрирована. Иначе, <see langword="false"/>.</returns>
public static bool IsCandlesRegistered <TCandle>(this ICandleManager manager, Security security, object arg)
where TCandle : Candle
{
return(manager.GetSeries <TCandle>(security, arg) != null);
}
/// <summary>
/// To get the current candle.
/// </summary>
/// <typeparam name="TCandle">The candles type.</typeparam>
/// <param name="candleManager">The candles manager.</param>
/// <param name="series">Candles series.</param>
/// <returns>The found candle. If the candle does not exist, the <see langword="null" /> will be returned.</returns>
public static TCandle GetCurrentCandle <TCandle>(this ICandleManager candleManager, CandleSeries series)
where TCandle : Candle
{
return(candleManager.GetCandle <TCandle>(series, 0));
}
/// <summary>
/// Создать <see cref="CandleManagerIndicatorSource"/>.
/// </summary>
/// <param name="candleManager">Менеджер свечек.</param>
/// <param name="getPart">Конвертер свечки, через которую можно получить ее параметр (цену закрытия <see cref="Candle.ClosePrice"/>, цену открытия <see cref="Candle.OpenPrice"/> и т.д.).</param>
public CandleManagerIndicatorSource(ICandleManager candleManager, Func<Candle, decimal> getPart)
: base(getPart)
{
if (candleManager == null)
throw new ArgumentNullException("candleManager");
_candleManager = candleManager;
_candleManager.Processing += OnProcessing;
}
/// <summary>
/// To get a candle by the index.
/// </summary>
/// <typeparam name="TCandle">The candles type.</typeparam>
/// <param name="candleManager">The candles manager.</param>
/// <param name="series">Candles series.</param>
/// <param name="candleIndex">The candle's position number from the end.</param>
/// <returns>The found candle. If the candle does not exist, then <see langword="null" /> will be returned.</returns>
public static TCandle GetCandle <TCandle>(this ICandleManager candleManager, CandleSeries series, int candleIndex)
where TCandle : Candle
{
return((TCandle)candleManager.ThrowIfNull().Container.GetCandle(series, candleIndex));
}
/// <summary>
/// To get candles by the total number.
/// </summary>
/// <typeparam name="TCandle">The candles type.</typeparam>
/// <param name="candleManager">The candles manager.</param>
/// <param name="series">Candles series.</param>
/// <param name="candleCount">The number of candles that should be returned.</param>
/// <returns>Found candles.</returns>
public static IEnumerable <TCandle> GetCandles <TCandle>(this ICandleManager candleManager, CandleSeries series, int candleCount)
{
return(candleManager.ThrowIfNull().Container.GetCandles(series, candleCount).OfType <TCandle>());
}
/// <summary>
/// To get candles by date range.
/// </summary>
/// <typeparam name="TCandle">The candles type.</typeparam>
/// <param name="candleManager">The candles manager.</param>
/// <param name="series">Candles series.</param>
/// <param name="timeRange">The date range which should include candles. The <see cref="Candle.OpenTime"/> value is taken into consideration.</param>
/// <returns>Found candles.</returns>
public static IEnumerable <TCandle> GetCandles <TCandle>(this ICandleManager candleManager, CandleSeries series, Range <DateTimeOffset> timeRange)
where TCandle : Candle
{
return(candleManager.ThrowIfNull().Container.GetCandles(series, timeRange).OfType <TCandle>());
}
