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 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);
}
private static void AddSignal(PlotLine2D line_plot_2d, IReadOnlyList <double> time, IReadOnlyList <double> signal, Color color)
{
line_plot_2d.AddSeries(time, signal, color);
}
