public static void PlotPriceBid(string path, PriceSet price_set)
{
PlotLine2D line_plot_2d = new PlotLine2D();
AddBid(line_plot_2d, price_set);
ToolsPlotting.WriteToFile(path, line_plot_2d, SIZE_X, SIZE_Y);
}
public static void PlotMarketResult(string path, MarketResult market_result)
{
PlotLine2D line_plot_2d = new PlotLine2D();
AddBidAskTrades(line_plot_2d, market_result);
ToolsPlotting.WriteToFile(path, line_plot_2d, SIZE_X, SIZE_Y);
}
public static void AddCashEquity(PlotLine2D line_plot_2d, MarketResult market_result)
{
IReadOnlyList <double> time = market_result.Ticks;
IReadOnlyList <double> cash = market_result.Cash;
IReadOnlyList <double> equity = market_result.Equity;
AddSignal(line_plot_2d, time, cash, COLOR_CASH);
AddSignal(line_plot_2d, time, equity, COLOR_EQUITY);
}
public static void PlotIndicatorResult(string path, PriceSet price_set, IIndicator indicator, IList <Color> color_list, IList <int> selected_subindicators, bool plot_bid = true)
{
PlotLine2D line_plot_2d = new PlotLine2D();
AddIndicatorResult(line_plot_2d, price_set, indicator, color_list, selected_subindicators);
if (plot_bid)
{
AddBid(line_plot_2d, price_set);
}
ToolsPlotting.WriteToFile(path, line_plot_2d, SIZE_X, SIZE_Y);
}
public static void AddPrice(PlotLine2D line_plot_2d, PriceSet price_set, TimeScale time_scale, PriceType price_type, Color color)
{
if (time_scale == TimeScale.Spot)
{
AddPriceSpot(line_plot_2d, price_set, price_type, color);
}
else
{
AddPriceCandle(line_plot_2d, price_set, time_scale, price_type, color);
}
}
public static void AddPriceCandle(PlotLine2D line_plot_2d, PriceSet price_set, TimeScale time_scale, PriceType price_type, Color color)
{
IReadOnlyList <PriceCandle> candles = price_set.GetCandles(time_scale);
IReadOnlyList <double> time = price_set.Ticks;
double[] signal = new double[candles.Count];
Parallel.For(0, candles.Count, index =>
{
signal[index] = candles[index].GetPrice(price_type);
});
AddSignal(line_plot_2d, time, signal, color);
}
public static void AddPriceSpot(PlotLine2D line_plot_2d, PriceSet price_set, PriceType price_type, Color color)
{
IReadOnlyList <Price> prices = price_set.Prices;
IReadOnlyList <double> time = price_set.Ticks;
double[] signal = new double[prices.Count];
Parallel.For(0, prices.Count, index =>
{
signal[index] = prices[index].GetPrice(price_type);
});
AddSignal(line_plot_2d, time, signal, color);
}
private static void AddSignal(PlotLine2D line_plot_2d, double[] time, double[] signal, List <IList <int> > selections, Color color)
{
List <Tuple <double[], double[], Color> > series_list = new List <Tuple <double[], double[], Color> >();
foreach (IList <int> selection in selections)
{
series_list.Add(new Tuple <double[], double[], Color>(
time.Select(selection),
signal.Select(selection),
color));
}
line_plot_2d.AddSeries(series_list);
}
public static void AddIndicatorResult(PlotLine2D line_plot_2d, PriceSet price_set, IIndicator indicator, IList <Color> color_list, IList <int> selected_subindicators)
{
MarketModelSimulation market = new MarketModelSimulation(10000, price_set);
double[] time = new double[price_set.Prices.Count];
for (int price_index = 0; price_index < price_set.Prices.Count; price_index++)
{
time[price_index] = price_set.Prices[price_index].Time.Ticks;
}
Tuple <double[, ], bool[]> tuple = indicator.ComputeAll(market, price_set.Second1.Count);
List <IList <int> > selections = CreateSections(tuple.Item2);
for (int index = 0; index < selected_subindicators.Count; index++)
{
double[] signal = tuple.Item1.Select1DIndex1(selected_subindicators[index]);
AddSignal(line_plot_2d, time, signal, selections, color_list[index]);
}
}
public void DoExperiment()
{
List <PriceCandle> all_data = ToolsPrice.GetPriceCandles();
// new DateTime(2016, 9, 3)
PlotLine2D line_plot_2d = new PlotLine2D();
for (int month_index = 1; month_index < 9; month_index++)
{
DateTimeUTC nfp_date = null;// ToolsTradingCalendarEvent.GetNFPDatetime(2016, month_index);
DateTimeUTC nfp_date_begin = nfp_date.AddMinutes(-100);
DateTimeUTC nfp_date_end = nfp_date.AddMinutes(100);
List <double> nfp_time = new List <double>();
List <double> nfp_bid = new List <double>();
double candle_time = 0;
double subtract = 0;
foreach (PriceCandle candle in all_data)
{
if ((nfp_date_begin <= candle.OpenTime) && (candle.OpenTime < nfp_date_end))
{
if (candle_time == 0)
{
subtract = candle.OpenBid;
}
nfp_time.Add(candle_time);
nfp_time.Add(candle_time);
nfp_time.Add(candle_time);
nfp_time.Add(candle_time);
nfp_bid.Add(candle.OpenBid);
nfp_bid.Add(candle.LowBid);
nfp_bid.Add(candle.HighBid);
nfp_bid.Add(candle.CloseBid);
candle_time++;
}
}
line_plot_2d.AddSeries(nfp_time, nfp_bid, Color.Black);
}
ToolsPlotting.WriteToFile(ToolsTradingDataSet.GetPath() + "nfp.png", line_plot_2d, 800, 800);
}
public static void AddTrades(PlotLine2D line_plot_2d, MarketResult market_result)
{
List <Tuple <double[], double[], Color> > series_list = new List <Tuple <double[], double[], Color> >();
for (int orderIndex = 0; orderIndex < market_result.Market.ClosedOrders.Count; orderIndex++)
{
TradingOrder closed_order = market_result.Market.ClosedOrders[orderIndex];
double[] open_close_time = new double[] { closed_order.OpenDateTime.Ticks, closed_order.CloseDateTime.Ticks };
double[] open_close_price = new double[] { closed_order.OpenPrice, closed_order.ClosePrice };
if (closed_order.OrderType == TradingOrderType.Long)
{
series_list.Add(new Tuple <double[], double[], Color>(open_close_time, open_close_price, COLOR_LONG));
}
else
{
series_list.Add(new Tuple <double[], double[], Color>(open_close_time, open_close_price, COLOR_SHORT));
}
}
line_plot_2d.AddSeries(series_list);
}
internal void DoExperiment()
{
ToolsPrice.ComposeBinary(ToolsPrice.DefaultSymbolGBPUSD);
PriceSet price_set = ToolsPrice.GetPriceSet(ToolsPrice.DefaultSymbolGBPUSD).SubSet(new DateTimeUTC(2016, 10, 17), new DateTimeUTC(2016, 10, 20));
//PlotLine2D line_plot_2d_0 = new PlotLine2D();
//ToolsTradingPlotting.AddPrice(line_plot_2d_0, price_set, TimeScale.Spot, PriceType.Bid, Color.Blue);
//ToolsTradingPlotting.AddPrice(line_plot_2d_0, price_set, TimeScale.Spot, PriceType.Mean, Color.Green);
//ToolsTradingPlotting.AddPrice(line_plot_2d_0, price_set, TimeScale.Spot, PriceType.Ask, Color.Red);
//ToolsTradingPlotting.AddPrice(line_plot_2d_0, price_set, TimeScale.Day1, PriceType.Bid, Color.Black);
//ToolsTradingPlotting.AddPrice(line_plot_2d_0, price_set, TimeScale.Day1, PriceType.Mean, Color.Green);
//ToolsTradingPlotting.AddPrice(line_plot_2d_0, price_set, TimeScale.Day1, PriceType.Ask, Color.Red);
//ToolsTradingPlotting.WriteToFile(ToolsTradingDataSet.GetPath() + "TestPlot0.png", line_plot_2d_0);
IIndicator indicator = new IndicatorMagicProfit(60);
PlotLine2D line_plot_2d_1 = new PlotLine2D();
ToolsTradingPlotting.AddIndicatorResult(line_plot_2d_1, price_set, indicator, new Color[] { Color.Red, Color.Green }, new int[] { 0, 1 });
ToolsTradingPlotting.WriteToFile(ToolsTradingDataSet.GetPath() + "TestPlot3.png", line_plot_2d_1);
//ToolsTradingPlotting.PlotPriceBid(ToolsTradingDataSet.GetPath() + "prices.png", prices);
//ToolsTradingPlotting.PlotIndicatorResult(ToolsTradingDataSet.GetPath() + "indicator_0.png", prices, indicator_0, color_list, index_list, true);
//ToolsTradingPlotting.PlotIndicatorResult(ToolsTradingDataSet.GetPath() + "indicator_1.png", prices, indicator_1, color_list, index_list, true);
//IPolicyTemplate policy = new PolicyTemplateJaapBands();
//MarketManagerSimulation exchange = new MarketManagerSimulation(10000, price_set);
//MarketResult market_result = exchange.Run(policy.Instance());
//Console.WriteLine(market_result.EndCash + " in: " + market_result.Market.ClosedOrders.Count);
//PlotLine2D line_plot_2d_0 = new PlotLine2D();
//ToolsTradingPlotting.AddBidAskTrades(line_plot_2d_0, market_result);
//ToolsTradingPlotting.WriteToFile(ToolsTradingDataSet.GetPath() + "TestPlot0.png", line_plot_2d_0);
//PlotLine2D line_plot_2d_1 = new PlotLine2D();
//ToolsTradingPlotting.AddCashEquity(line_plot_2d_1, market_result);
//ToolsTradingPlotting.WriteToFile(ToolsTradingDataSet.GetPath() + "TestPlot1.png", line_plot_2d_1);
}
private static void AddSignal(PlotLine2D line_plot_2d, IReadOnlyList <double> time, IReadOnlyList <double> signal, Color color)
{
line_plot_2d.AddSeries(time, signal, color);
}
public static void AddBidAsk(PlotLine2D line_plot_2d, PriceSet price_set)
{
AddBid(line_plot_2d, price_set);
AddAsk(line_plot_2d, price_set);
}
public static void AddBid(PlotLine2D line_plot_2d, PriceSet price_set)
{
AddPrice(line_plot_2d, price_set, TimeScale.Spot, PriceType.Bid, COLOR_BID);
}
public static void AddAsk(PlotLine2D line_plot_2d, PriceSet price_set)
{
AddPrice(line_plot_2d, price_set, TimeScale.Spot, PriceType.Ask, COLOR_ASK);
}
public static void AddBidAskTrades(PlotLine2D line_plot_2d, MarketResult market_result)
{
AddBidAsk(line_plot_2d, market_result.PriceSet);
AddTrades(line_plot_2d, market_result);
}
public static void WriteToFile(string path, PlotLine2D line_plot_2d)
{
ToolsPlotting.WriteToFile(path, line_plot_2d, SIZE_X, SIZE_Y);
}
