public IHttpActionResult PostMasterInstrument(MasterInstrument masterInstrument)
{
if (!ModelState.IsValid)
{
return(BadRequest(ModelState));
}
db.MasterInstruments.Add(masterInstrument);
try
{
db.SaveChanges();
}
catch (DbUpdateException)
{
if (MasterInstrumentExists(masterInstrument.DividendID))
{
return(Conflict());
}
else
{
throw;
}
}
return(CreatedAtRoute("DefaultApi", new { id = masterInstrument.DividendID }, masterInstrument));
}
public double GetTickValue()
{
MasterInstrument maIns = Bars.Instrument.MasterInstrument;
//Print("TickSize, name, pointvalue=" + maIns.TickSize + "," + maIns.Name + "," + maIns.PointValue);
return(maIns.TickSize * maIns.PointValue);
}
public IHttpActionResult PutMasterInstrument(int id, MasterInstrument masterInstrument)
{
if (!ModelState.IsValid)
{
return(BadRequest(ModelState));
}
if (id != masterInstrument.DividendID)
{
return(BadRequest());
}
db.Entry(masterInstrument).State = EntityState.Modified;
try
{
db.SaveChanges();
}
catch (DbUpdateConcurrencyException)
{
if (!MasterInstrumentExists(id))
{
return(NotFound());
}
else
{
throw;
}
}
return(StatusCode(HttpStatusCode.NoContent));
}
protected override sealed void OnBarUpdate()
{
GomOnBarUpdate();
if (BarsInProgress == 0)
{
if (Historical)
{
MasterInstrument MI = Bars.Instrument.MasterInstrument;
if ((Bars.FirstBarOfSession || (BarsPeriod.Id == PeriodType.Day)) && (MI.InstrumentType == InstrumentType.Future) && (MI.MergePolicy != MergePolicy.DoNotMerge) && !writeData && !Bars.Instrument.FullName.Contains("##-##"))
{
RolloverContract();
}
OnBarUpdateHistorical();
}
else
{
if (dataManagerNotDisposedOf)
{
if (!writeData)
{
fm.Dispose();
fm = null;
dataManagerNotDisposedOf = false;
}
}
OnBarUpdateRealTime();
}
GomOnBarUpdateDone();
}
}
private void RolloverContract()
{
string instrname;
bool rollover = false;
DateTime zonedate = TimeZoneInfo.ConvertTime(Time[0], Bars.Session.TimeZoneInfo);
MasterInstrument MI = Bars.Instrument.MasterInstrument;
IEnumerable <RollOver> ROCollection = MI.RollOverCollection.Cast <RollOver>();
DateTime cm = ROCollection.Where(x => x.Date <= zonedate.Date).OrderByDescending(x => x.Date).First().ContractMonth;
if (cm != curcm)
{
rollover = true;
curcm = cm;
}
if (rollover)
{
priceoffset = 0.0f;
if (MI.MergePolicy == MergePolicy.MergeBackAdjusted)
{
priceoffset = ROCollection.Where(x => (x.ContractMonth > cm) && (x.ContractMonth <= Instrument.Expiry) && !(double.IsNaN(x.Offset))).Sum(x => x.Offset);
}
foundbarinfile = false;
EOFfound = false;
instrname = MI.Name + " " + cm.Month.ToString("D2") + "-" + (cm.Year % 100).ToString("D2");
fm.Initialize(instrname, writeData, this);
}
}
protected override sealed void OnBarUpdate()
{
GomOnBarUpdate();
if (BarsInProgress == 0)
{
if (Historical)
{
MasterInstrument MI = Bars.Instrument.MasterInstrument;
if ((Bars.FirstBarOfSession || (BarsPeriod.Id == PeriodType.Day)) && (MI.InstrumentType == InstrumentType.Future) && (MI.MergePolicy != MergePolicy.DoNotMerge) && !writeData)
{
RolloverContract();
}
OnBarUpdateHistorical();
}
else
{
OnBarUpdateRealTime();
}
GomOnBarUpdateDone();
}
}
private void button3_Click(object sender, EventArgs e)
{
if (tv1.SelectedNode == null)
{
return;
}
try
{
if (tv1.SelectedNode.Level == 1)
{
string md = Environment.GetFolderPath(Environment.SpecialFolder.Personal) + "\\NinjaTrader 8\\db\\replay\\";
string fn = md + tv1.SelectedNode.Parent.Text + "\\" + tv1.SelectedNode.Text + ".nrd";
if (File.Exists(fn))
{
button3.Enabled = false;
string[] s = tv1.SelectedNode.Parent.Text.Split(' ');
string MIname = s[0];
MI tmp = lstMaster.First(i => i.Name == MIname);
MasterInstrument mi = new MasterInstrument();
mi.Name = tmp.Name;
mi.InstrumentType = tmp.Type;
mi.TickSize = tmp.TickSize;
DateTime exp = new DateTime(2099, 12, 12);
int month = 12;
int year = 0;
if (s.Length == 2)
{
month = Convert.ToInt16(s[1].Split('-')[0]);
year = 2000 + Convert.ToInt16(s[1].Split('-')[1]);
exp = new DateTime(year, month, 15);
}
Instrument instrument = new Instrument
{
Exchange = Exchange.Default,
Expiry = exp,
MasterInstrument = mi,
};
DateTime dt = new DateTime(Convert.ToInt16(tv1.SelectedNode.Text.Substring(0, 4)),
Convert.ToInt16(tv1.SelectedNode.Text.Substring(4, 2)),
Convert.ToInt16(tv1.SelectedNode.Text.Substring(6, 2)));
if (!Directory.Exists("CONVERTED\\" + tv1.SelectedNode.Parent.Text + "\\"))
{
Directory.CreateDirectory("CONVERTED\\" + tv1.SelectedNode.Parent.Text + "\\");
}
MarketReplay.DumpMarketDepth(instrument,
dt.AddDays(1), dt.AddDays(1),
"CONVERTED\\" + tv1.SelectedNode.Parent.Text + "\\" + tv1.SelectedNode.Text + ".txt");
button3.Enabled = true;
MessageBox.Show("Сonversion completed");
}
}
}
catch (Exception ex)
{
MessageBox.Show("Error" + Environment.NewLine + ex.Message);
button3.Enabled = true;
}
}
public IHttpActionResult GetMasterInstrument(int id)
{
MasterInstrument masterInstrument = db.MasterInstruments.Find(id);
if (masterInstrument == null)
{
return(NotFound());
}
return(Ok(masterInstrument));
}
public double GetAvgPrice()
{
MasterInstrument maIns = Bars.Instrument.MasterInstrument;
if (IsLiveTrading())
{
return(maIns.RoundToTickSize(PositionAccount.AveragePrice));
}
else
{
return(maIns.RoundToTickSize(Position.AveragePrice));
}
}
public IHttpActionResult DeleteMasterInstrument(int id)
{
MasterInstrument masterInstrument = db.MasterInstruments.Find(id);
if (masterInstrument == null)
{
return(NotFound());
}
db.MasterInstruments.Remove(masterInstrument);
db.SaveChanges();
return(Ok(masterInstrument));
}
private void RolloverContract()
{
string instrname;
bool rollover = false;
DateTime zonedate = TimeZoneInfo.ConvertTime(Time[0], Bars.Session.TimeZoneInfo);
DateTime cm = new DateTime(0L);
MasterInstrument MI = Bars.Instrument.MasterInstrument;
DateTime dt = new DateTime(0L);
foreach (RollOver RO in MI.RollOverCollection)
{
if ((zonedate.Date >= RO.Date) && (RO.Date > dt))
{
dt = RO.Date;
cm = RO.ContractMonth;
}
}
if (cm != curcm)
{
rollover = true;
curcm = cm;
}
if (rollover)
{
priceoffset = 0.0f;
if (MI.MergePolicy == MergePolicy.MergeBackAdjusted)
{
foreach (RollOver RO in MI.RollOverCollection)
{
if ((RO.ContractMonth > cm) && (RO.ContractMonth <= Instrument.Expiry) && !(double.IsNaN(RO.Offset)))
{
priceoffset += RO.Offset;
}
}
}
foundbarinfile = false;
EOFfound = false;
instrname = MI.Name + " " + cm.Month.ToString("D2") + "-" + cm.Year % 100;
fm.Initialize(instrname, writeData, this);
}
}
// Use this for initialization
void Start()
{
//If you are not the graph receiver, then you
//are an instrument (AAJ)
if(GetComponent<GraphReceiver>() == null){
//Sets this instance of ApplyEdit as an instrument (AAJ)
isInstrument = true;
}//if
//Finds the tracing manager (AAJ)
tracingManager = GameObject.FindGameObjectWithTag("Trace");
//Gets the components of the tracing screen (AAJ)
tracingScript = tracingManager.GetComponent<TracingScript>();
tracingScreen = tracingScript.tracingScreen;
tracingGraph = tracingScript.tracingGraph;
//Finds the master instrument (AAJ)
masterInstrument = GameObject.FindGameObjectWithTag("Master").GetComponent<MasterInstrument>();
}
/* Steps:
* 1. Project start/end points for rays and extended lines
* 2. Find collitions with ChartPanel for TextBox coordinates
* 3. Determine price to be appended
* 4. Create message
* 5. Draw TextBox
*/
public override void OnRender(ChartControl chartControl, ChartScale chartScale)
{
base.OnRender(chartControl, chartScale);
Stroke.RenderTarget = RenderTarget;
OutlineStroke.RenderTarget = RenderTarget;
bool snap = true;
bool startsOnScreen = true;
bool priceOffScreen = false;
double priceToUse = 0;
string pricetime = String.Empty;
string TextToDisplay = DisplayText;
MasterInstrument masterInst = GetAttachedToChartBars().Bars.Instrument.MasterInstrument;
Point startPoint = StartAnchor.GetPoint(chartControl, ChartPanel, chartScale);
Point endPoint = EndAnchor.GetPoint(chartControl, ChartPanel, chartScale);
double strokePixAdj = ((double)(Stroke.Width % 2)).ApproxCompare(0) == 0 ? 0.5d : 0d;
Vector pixelAdjustVec = new Vector(strokePixAdj, strokePixAdj);
Point startAdj = (LineType == ChartLineType.HorizontalLine ? new Point(ChartPanel.X, startPoint.Y) : new Point(startPoint.X, ChartPanel.Y)) + pixelAdjustVec;
Point endAdj = (LineType == ChartLineType.HorizontalLine ? new Point(ChartPanel.X + ChartPanel.W, startPoint.Y) : new Point(startPoint.X, ChartPanel.Y + ChartPanel.H)) + pixelAdjustVec;
Vector distVec = Vector.Divide(Point.Subtract(endPoint, startPoint), 100);
Vector scalVec = (LineType == ChartLineType.ExtendedLine || LineType == ChartLineType.Ray || LineType == ChartLineType.HorizontalLine) ? Vector.Multiply(distVec, 10000) : Vector.Multiply(distVec, 100);
Point extPoint = Vector.Add(scalVec, startPoint);
// Project extended line start point if it is off screen
if (LineType == ChartLineType.ExtendedLine && TextDisplayMode != TextMode.EndPoint)
{
startPoint = Point.Subtract(startPoint, scalVec);
}
// Project TextBox coordinate for extended lines and rays to get ChartPanel bounds
if (LineType == ChartLineType.ExtendedLine || LineType == ChartLineType.Ray)
{
extPoint = Vector.Add(scalVec, extPoint);
}
// Find collisions with ChartPanel bounds for PriceScale bound TextBox coordinates
if (LineType == ChartLineType.HorizontalLine || LineType == ChartLineType.VerticalLine)
{
extPoint = endAdj;
startPoint = startAdj;
}
else if (TextDisplayMode == TextMode.EndPoint)
{
extPoint = endPoint;
snap = false;
}
else
{
if (extPoint.X <= ChartPanel.X || extPoint.Y < ChartPanel.Y || extPoint.X > ChartPanel.W || extPoint.Y > ChartPanel.H)
{
switch (LineIntersectsRect(startPoint, extPoint, new SharpDX.RectangleF(ChartPanel.X, ChartPanel.Y, ChartPanel.W, ChartPanel.H)))
{
case RectSide.Top:
extPoint = FindIntersection(startPoint, extPoint, new Point(ChartPanel.X, ChartPanel.Y), new Point(ChartPanel.W, ChartPanel.Y));
break;
case RectSide.Bottom:
extPoint = FindIntersection(startPoint, extPoint, new Point(ChartPanel.W, ChartPanel.H), new Point(ChartPanel.X, ChartPanel.H));
break;
case RectSide.Left:
extPoint = FindIntersection(startPoint, extPoint, new Point(ChartPanel.X, ChartPanel.H), new Point(ChartPanel.X, ChartPanel.Y));
break;
case RectSide.Right:
extPoint = FindIntersection(startPoint, extPoint, new Point(ChartPanel.W, ChartPanel.Y), new Point(ChartPanel.W, ChartPanel.H));
break;
default:
return;
}
}
if (startPoint.X <= ChartPanel.X || startPoint.Y < ChartPanel.Y || startPoint.X > ChartPanel.W || startPoint.Y > ChartPanel.H)
{
switch (LineIntersectsRect(extPoint, startPoint, new SharpDX.RectangleF(ChartPanel.X, ChartPanel.Y, ChartPanel.W, ChartPanel.H)))
{
case RectSide.Top:
startPoint = FindIntersection(extPoint, startPoint, new Point(ChartPanel.X, ChartPanel.Y), new Point(ChartPanel.W, ChartPanel.Y));
break;
case RectSide.Bottom:
startPoint = FindIntersection(extPoint, startPoint, new Point(ChartPanel.W, ChartPanel.H), new Point(ChartPanel.X, ChartPanel.H));
break;
case RectSide.Left:
startPoint = FindIntersection(extPoint, startPoint, new Point(ChartPanel.X, ChartPanel.H), new Point(ChartPanel.X, ChartPanel.Y));
break;
case RectSide.Right:
startPoint = FindIntersection(extPoint, startPoint, new Point(ChartPanel.W, ChartPanel.Y), new Point(ChartPanel.W, ChartPanel.H));
break;
default:
return;
}
}
if (endPoint.X <= ChartPanel.X || endPoint.Y < ChartPanel.Y || endPoint.X > ChartPanel.W || endPoint.Y > ChartPanel.H)
{
priceOffScreen = true;
}
}
// Scale coordinates by HorizontalOffset/VerticalOffset
distVec = Point.Subtract(extPoint, startPoint);
scalVec = Vector.Multiply(Vector.Divide(distVec, 100), HorizontalOffset);
extPoint = Point.Subtract(extPoint, scalVec);
extPoint.Y -= VerticalOffset;
// Get a Price or a Timestamp to append to the label
switch (LineType)
{
case ChartLineType.VerticalLine:
pricetime = StartAnchor.Time.ToString();
break;
case ChartLineType.HorizontalLine:
priceToUse = StartAnchor.Price;
break;
case ChartLineType.ExtendedLine:
case ChartLineType.Ray:
priceToUse = TextDisplayMode == TextMode.PriceScale
? chartScale.GetValueByY(endPoint.X >= startPoint.X
? (float)FindIntersection(startPoint, endPoint, new Point(ChartPanel.W, ChartPanel.Y), new Point(ChartPanel.W, ChartPanel.H)).Y
: (float)FindIntersection(startPoint, endPoint, new Point(ChartPanel.X, ChartPanel.Y), new Point(ChartPanel.X, ChartPanel.H)).Y)
: EndAnchor.Price;
break;
default:
priceToUse = priceOffScreen && TextDisplayMode == TextMode.PriceScale
? chartScale.GetValueByY(endPoint.X >= startPoint.X
? (float)FindIntersection(startPoint, endPoint, new Point(ChartPanel.W, ChartPanel.Y), new Point(ChartPanel.W, ChartPanel.H)).Y
: (float)FindIntersection(startPoint, endPoint, new Point(ChartPanel.X, ChartPanel.Y), new Point(ChartPanel.X, ChartPanel.H)).Y)
: EndAnchor.Price;
break;
}
// Round the price
if (LineType != ChartLineType.VerticalLine)
{
pricetime = priceToUse <= masterInst.RoundDownToTickSize(priceToUse) + masterInst.TickSize * 0.5
? pricetime = masterInst.RoundDownToTickSize(priceToUse).ToString("0.00")
: pricetime = masterInst.RoundToTickSize(priceToUse).ToString("0.00");
}
// Check if we need to append price or time
if (AppendPriceTime && DisplayText.Length > 0)
{
TextToDisplay = String.Format("{0} {1}", DisplayText, pricetime);
}
else if (AppendPriceTime)
{
TextToDisplay = pricetime;
}
// Use Label Font if one is not specified by template
if (Font == null)
{
Font = new NinjaTrader.Gui.Tools.SimpleFont(chartControl.Properties.LabelFont.Family.ToString(), 16);
}
// Update DX Brushes
if (offScreenDXBrushNeedsUpdate)
{
offScreenDXBrush.Dispose();
offScreenDXBrush = offScreenMediaBrush.ToDxBrush(RenderTarget);
offScreenDXBrushNeedsUpdate = false;
}
if (backgroundDXBrushNeedsUpdate)
{
backgroundDXBrush.Dispose();
backgroundDXBrush = backgroundMediaBrush.ToDxBrush(RenderTarget);
backgroundDXBrush.Opacity = (float)AreaOpacity / 100f;
backgroundDXBrushNeedsUpdate = false;
}
// Draw TextBoxes
switch (LineType)
{
case ChartLineType.VerticalLine:
DrawTextBox(snap, TextToDisplay, extPoint.X, extPoint.Y, Stroke.BrushDX, backgroundDXBrush, OutlineStroke, 1.5708f);
break;
case ChartLineType.HorizontalLine:
DrawTextBox(snap, TextToDisplay, extPoint.X, extPoint.Y, Stroke.BrushDX, backgroundDXBrush, OutlineStroke, 0);
break;
default:
DrawTextBox(snap, TextToDisplay, extPoint.X, extPoint.Y, priceOffScreen && TextDisplayMode == TextMode.EndPointAtPriceScale ? offScreenDXBrush : Stroke.BrushDX, backgroundDXBrush, OutlineStroke, 0);
break;
}
}
public double GetTypicalPrice(int barsAgo)
{
MasterInstrument maIns = Bars.Instrument.MasterInstrument;
return(maIns.RoundToTickSize(Typical[barsAgo]));
}
private static UpdateDefinition <Market> createMarketUpdateDefinition(Market market, MasterInstrument instrument)
{
UpdateDefinition <Market> definition = null;
if (market.Currency == null || !market.Currency.Equals(instrument.Currency.ToString()))
{
definition = Definitions <Market> .setUpdateDefinition(definition, Market.Field.CURRENCY.ToString(), instrument.Currency.ToString());
}
if (market.Description == null || !market.Description.Equals(instrument.Description))
{
definition = Definitions <Market> .setUpdateDefinition(definition, Market.Field.DESCRIPTION.ToString(), instrument.Description);
}
if (market.Type == null || !market.Type.Equals(instrument.InstrumentType.ToString()))
{
definition = Definitions <Market> .setUpdateDefinition(definition, Market.Field.TYPE.ToString(), instrument.InstrumentType.ToString());
}
if (market.TickSize != instrument.TickSize)
{
definition = Definitions <Market> .setUpdateDefinition(definition, Market.Field.TICK_SIZE.ToString(), instrument.TickSize);
}
if (market.PointValue != instrument.PointValue)
{
definition = Definitions <Market> .setUpdateDefinition(definition, Market.Field.POINT_VALUE.ToString(), instrument.PointValue);
}
if (market.Url == null || !market.Url.Equals(instrument.Url.ToString()))
{
definition = Definitions <Market> .setUpdateDefinition(definition, Market.Field.URL.ToString(), instrument.Url.ToString());
}
return(definition);
}
