// расчёт кластеров
/// <summary>
/// просчитать кластеры
/// </summary>
public void Process(List <Candle> candles)
{
if (candles == null)
{
return;
}
if (_myCandles != null &&
candles.Count < _myCandles.Count)
{
Clear();
}
if (candles.Count == 1 && candles[0].Trades.Count == 0)
{
return;
}
if (candles[candles.Count - 1].Trades.Count == 0)
{
return;
}
_myCandles = candles;
int index = _lastCandlesCount - 2;
if (index < 0)
{
index = 0;
}
for (int i = index; i < candles.Count; i++)
{
// берём кластер из хранилища, если нет, то создаём новый
if (candles[i].Trades == null ||
candles[i].Trades.Count == 0)
{
continue;
}
HorizontalVolumeCluster cluster = VolumeClusters.Find(c => c.Time == candles[i].TimeStart);
if (cluster == null)
{
cluster = new HorizontalVolumeCluster(_lineStep, Security);
VolumeClusters.Add(cluster);
cluster.NumCluster = VolumeClusters.Count - 1;
cluster.Time = candles[i].TimeStart;
cluster.LogMessageEvent += SendNewLogMessage;
cluster.MaxSummLineChangeEvent += delegate(HorizontalVolumeLine line)
{
MaxSummLineChangeEvent?.Invoke(line);
};
cluster.MaxBuyLineChangeEvent += delegate(HorizontalVolumeLine line)
{
MaxBuyLineChangeEvent?.Invoke(line);
};
cluster.MaxSellLineChangeEvent += delegate(HorizontalVolumeLine line)
{
MaxSellLineChangeEvent?.Invoke(line);
};
cluster.MaxDeltaLineChangeEvent += delegate(HorizontalVolumeLine line)
{
MaxDeltaLineChangeEvent?.Invoke(line);
};
cluster.MinSummLineChangeEvent += delegate(HorizontalVolumeLine line)
{
MinSummLineChangeEvent?.Invoke(line);
};
cluster.MinBuyLineChangeEvent += delegate(HorizontalVolumeLine line)
{
MinBuyLineChangeEvent?.Invoke(line);
};
cluster.MinSellLineChangeEvent += delegate(HorizontalVolumeLine line)
{
MinSellLineChangeEvent?.Invoke(line);
};
cluster.MinDeltaLineChangeEvent += delegate(HorizontalVolumeLine line)
{
MinDeltaLineChangeEvent?.Invoke(line);
};
cluster.NewLineCreateEvent += delegate(HorizontalVolumeLine line) { VolumeClusterLines.Add(line); };
}
// прогружаем кластер данными
cluster.Process(candles[i].Trades);
// рассчитываем максимальные / минимальные кластеры
if (MaxSummVolumeCluster == null ||
cluster.MaxSummVolumeLine.VolumeSumm > MaxSummVolumeCluster.MaxSummVolumeLine.VolumeSumm)
{
MaxSummVolumeCluster = cluster;
MaxSummClusterChangeEvent?.Invoke(cluster);
}
if (MinSummVolumeCluster == null ||
cluster.MinSummVolumeLine.VolumeSumm < MinSummVolumeCluster.MinSummVolumeLine.VolumeSumm)
{
MinSummVolumeCluster = cluster;
MinSummClusterChangeEvent?.Invoke(cluster);
}
//
if (MaxBuyVolumeCluster == null ||
cluster.MaxBuyVolumeLine.VolumeBuy > MaxBuyVolumeCluster.MaxBuyVolumeLine.VolumeBuy)
{
MaxBuyVolumeCluster = cluster;
MaxBuyClusterChangeEvent?.Invoke(cluster);
}
if (MinBuyVolumeCluster == null ||
cluster.MinBuyVolumeLine.VolumeBuy < MinBuyVolumeCluster.MinBuyVolumeLine.VolumeBuy)
{
MinBuyVolumeCluster = cluster;
MinBuyClusterChangeEvent?.Invoke(cluster);
}
//
if (MaxSellVolumeCluster == null ||
cluster.MaxSellVolumeLine.VolumeSell > MaxSellVolumeCluster.MaxSellVolumeLine.VolumeSell)
{
MaxSellVolumeCluster = cluster;
MaxSellClusterChangeEvent?.Invoke(cluster);
}
if (MinSellVolumeCluster == null ||
cluster.MinSellVolumeLine.VolumeSell < MinSellVolumeCluster.MinSellVolumeLine.VolumeSell)
{
MinSellVolumeCluster = cluster;
MinSellClusterChangeEvent?.Invoke(cluster);
}
//
if (MaxDeltaVolumeCluster == null ||
cluster.MaxDeltaVolumeLine.VolumeDelta > MaxDeltaVolumeCluster.MaxDeltaVolumeLine.VolumeDelta)
{
MaxDeltaVolumeCluster = cluster;
MaxDeltaClusterChangeEvent?.Invoke(cluster);
}
if (MinDeltaVolumeCluster == null ||
cluster.MinDeltaVolumeLine.VolumeDelta < MinDeltaVolumeCluster.MinDeltaVolumeLine.VolumeDelta)
{
MinDeltaVolumeCluster = cluster;
MinDeltaClusterChangeEvent?.Invoke(cluster);
}
//
if (MaxPriceCluster == null ||
cluster.MaxPriceLine.Price > MaxPriceCluster.MaxPriceLine.Price)
{
MaxPriceCluster = cluster;
}
if (MinPriceCluster == null ||
cluster.MinPriceLine.Price < MinPriceCluster.MinPriceLine.Price)
{
MinPriceCluster = cluster;
}
}
_lastCandlesCount = candles.Count;
}
/// <summary>
/// constructor /
/// конструктор
/// </summary>
/// <param name="name">bot name / имя робота</param>
/// <param name="startProgram">class creating program / программа создающая класс</param>
public BotTabCluster(string name, StartProgram startProgram)
{
TabName = name;
_startProgram = startProgram;
CandleConnector = new ConnectorCandles(name, _startProgram);
CandleConnector.SaveTradesInCandles = true;
CandleConnector.LastCandlesChangeEvent += Tab_LastCandlesChangeEvent;
CandleConnector.SecuritySubscribeEvent += CandleConnector_SecuritySubscribeEvent;
CandleConnector.LogMessageEvent += SendNewLogMessage;
_horizontalVolume = new HorizontalVolume(name);
_horizontalVolume.MaxSummClusterChangeEvent += delegate(HorizontalVolumeCluster line)
{
MaxSummClusterChangeEvent?.Invoke(line);
};
_horizontalVolume.MaxBuyClusterChangeEvent += delegate(HorizontalVolumeCluster line)
{
MaxBuyClusterChangeEvent?.Invoke(line);
};
_horizontalVolume.MaxSellClusterChangeEvent += delegate(HorizontalVolumeCluster line)
{
MaxSellClusterChangeEvent?.Invoke(line);
};
_horizontalVolume.MaxDeltaClusterChangeEvent += delegate(HorizontalVolumeCluster line)
{
MaxDeltaClusterChangeEvent?.Invoke(line);
};
_horizontalVolume.MinSummClusterChangeEvent += delegate(HorizontalVolumeCluster line)
{
MinSummClusterChangeEvent?.Invoke(line);
};
_horizontalVolume.MinBuyClusterChangeEvent += delegate(HorizontalVolumeCluster line)
{
MinBuyClusterChangeEvent?.Invoke(line);
};
_horizontalVolume.MinSellClusterChangeEvent += delegate(HorizontalVolumeCluster line)
{
MinSellClusterChangeEvent?.Invoke(line);
};
_horizontalVolume.MinDeltaClusterChangeEvent += delegate(HorizontalVolumeCluster line)
{
MinDeltaClusterChangeEvent?.Invoke(line);
};
_horizontalVolume.MaxSummLineChangeEvent += delegate(HorizontalVolumeLine line)
{
MaxSummLineChangeEvent?.Invoke(line);
};
_horizontalVolume.MaxBuyLineChangeEvent += delegate(HorizontalVolumeLine line)
{
MaxBuyLineChangeEvent?.Invoke(line);
};
_horizontalVolume.MaxSellLineChangeEvent += delegate(HorizontalVolumeLine line)
{
MaxSellLineChangeEvent?.Invoke(line);
};
_horizontalVolume.MaxDeltaLineChangeEvent += delegate(HorizontalVolumeLine line)
{
MaxDeltaLineChangeEvent?.Invoke(line);
};
_horizontalVolume.MinSummLineChangeEvent += delegate(HorizontalVolumeLine line)
{
MinSummLineChangeEvent?.Invoke(line);
};
_horizontalVolume.MinBuyLineChangeEvent += delegate(HorizontalVolumeLine line)
{
MinBuyLineChangeEvent?.Invoke(line);
};
_horizontalVolume.MinSellLineChangeEvent += delegate(HorizontalVolumeLine line)
{
MinSellLineChangeEvent?.Invoke(line);
};
_horizontalVolume.MinDeltaLineChangeEvent += delegate(HorizontalVolumeLine line)
{
MinDeltaLineChangeEvent?.Invoke(line);
};
_chartMaster = new ChartClusterMaster(name, startProgram, _horizontalVolume);
_chartMaster.LogMessageEvent += SendNewLogMessage;
}
