/// <summary>
/// Gets the nearest tracker hit.
/// </summary>
/// <param name="series">The series.</param>
/// <param name="point">The point.</param>
/// <param name="snap">Snap to points.</param>
/// <param name="pointsOnly">Check points only (no interpolation).</param>
/// <param name="firesDistance">The distance from the series at which the tracker fires</param>
/// <param name="checkDistanceBetweenPoints">The value indicating whether to check distance
/// when showing tracker between data points.</param>
/// <remarks>
/// <paramref name="checkDistanceBetweenPoints" /> is ignored if <paramref name="pointsOnly"/> is equal to <c>False</c>.
/// </remarks>
/// <returns>A tracker hit result.</returns>
public static TrackerHitResult GetNearestHit(
Series.Series series,
ScreenPoint point,
bool snap,
bool pointsOnly,
double firesDistance,
bool checkDistanceBetweenPoints)
{
if (series == null)
{
return(null);
}
// Check data points only
if (snap || pointsOnly)
{
var result = series.GetNearestPoint(point, false);
if (ShouldTrackerOpen(result, point, firesDistance))
{
return(result);
}
}
// Check between data points (if possible)
if (!pointsOnly)
{
var result = series.GetNearestPoint(point, true);
if (!checkDistanceBetweenPoints || ShouldTrackerOpen(result, point, firesDistance))
{
return(result);
}
}
return(null);
}
/// <summary>
/// Occurs when an input device begins a manipulation on the plot.
/// </summary>
/// <param name="e">The <see cref="OxyPlot.OxyMouseEventArgs" /> instance containing the event data.</param>
public override void Started(OxyMouseEventArgs e)
{
base.Started(e);
this.currentSeries = this.PlotView.ActualModel != null?this.PlotView.ActualModel.GetSeriesFromPoint(e.Position) : null;
this.Delta(e);
}
/// <summary>
/// Gets the nearest tracker hit.
/// </summary>
/// <param name="series">The series.</param>
/// <param name="point">The point.</param>
/// <param name="snap">Snap to points.</param>
/// <param name="pointsOnly">Check points only (no interpolation).</param>
/// <returns>A tracker hit result.</returns>
private static TrackerHitResult GetNearestHit(Series.Series series, ScreenPoint point, bool snap, bool pointsOnly)
{
if (series == null)
{
return(null);
}
// Check data points only
if (snap || pointsOnly)
{
var result = series.GetNearestPoint(point, false);
if (result != null)
{
if (result.Position.DistanceTo(point) < 20)
{
return(result);
}
}
}
// Check between data points (if possible)
if (!pointsOnly)
{
var result = series.GetNearestPoint(point, true);
return(result);
}
return(null);
}
/// <summary>
/// подсчитывает СКО
/// </summary>
/// <returns></returns>
private double GetMathExpected(Series.Series source)
{
var deltaCandlesSumm = 0d;
var start = source.DataCount - period;
if (start < 1)
{
start = 1;
}
var count = 0;
for (var j = start; j < source.DataCount; j++, count++)
{
var delta =
source is CandlestickSeries
? ((CandlestickSeries)source).Data.Candles[j].close -
((CandlestickSeries)source).Data.Candles[j].open
: (((LineSeries)source).GetPrice(j) - ((LineSeries)source).GetPrice(j - 1)) ?? 0;
deltaCandlesSumm += (delta * delta);
}
return(count == 0 ? 0 : Math.Sqrt(deltaCandlesSumm / count));
}
/// <summary>
/// Occurs when an input device begins a manipulation on the plot.
/// </summary>
/// <param name="e">The <see cref="OxyPlot.OxyTouchEventArgs" /> instance containing the event data.</param>
public override void Started(OxyTouchEventArgs e)
{
base.Started(e);
this.currentSeries = this.PlotView.ActualModel != null?this.PlotView.ActualModel.GetSeriesFromPoint(e.Position) : null;
UpdateTracker(e.Position);
}
private float GetPrice(Series.Series source, int i)
{
var price =
source is CandlestickSeries
? ((CandlestickSeries)source).Data.Candles[i].GetPrice(priceType)
: series.GetPrice(i) ?? 0;
return(price);
}
private void BuildIndi(Series.Series source)
{
if (source is IPriceQuerySeries == false)
{
return;
}
var curIndex = 0;
var prevAccel = 0f;
for (var j = 0; j < source.DataCount; j++)
{
var medianPrice = source is CandlestickSeries
? (((CandlestickSeries)source).Data.Candles[j].high +
((CandlestickSeries)source).Data.Candles[j].low) * 0.5f
: (((IPriceQuerySeries)source).GetPrice(j) ?? 0);
queueFast.Add(medianPrice);
queueSlow.Add(medianPrice);
// Если нечего рисовать то пропускаем
var accelerator = 0f;
/* А
* добил график пустыми столбиками в начале, чтобы крайний столбик был там же, где крайняя свечка
*/
if (queueSlow.Length >= periodSlow)
{
var maSlow = queueSlow.Average();
var maFast = queueFast.Average();
//AO = SMA (MEDIAN PRICE, 5) — SMA (MEDIAN PRICE, 34)
var awesome = maFast - maSlow;
queueAwesomes.Add(awesome);
// Собственно значение ускорения/замедления
// AC = AO — SMA (AO, 5)
if (queueAwesomes.Length == periodAwesome)
{
accelerator = awesome - queueAwesomes.Average();
}
}
//? Класс HistogramBar не описал но вроде он не хитрый и понятно по примеру как его юзать. Для документации достаточно описаь поля и предназначение имхо
/* А
* я чуть иначе раскрасил акселератор, канонически
*/
seriesDeltas.data.Add(new HistogramBar
{
color = accelerator >= prevAccel ? ClBarsPositive : ClBarsNegative,
index = curIndex++,
y = accelerator
});
prevAccel = accelerator;
}
}
/// <summary>
/// Occurs when a manipulation is complete.
/// </summary>
/// <param name="e">The <see cref="OxyPlot.OxyMouseEventArgs" /> instance containing the event data.</param>
public override void Completed(OxyMouseEventArgs e)
{
base.Completed(e);
this.currentSeries = null;
this.PlotView.HideTracker();
if (this.PlotView.ActualModel != null)
{
this.PlotView.ActualModel.OnTrackerChanged(null);
}
}
/// <summary>
/// Occurs when a manipulation is complete.
/// </summary>
/// <param name="e">The <see cref="OxyPlot.OxyTouchEventArgs" /> instance containing the event data.</param>
public override void Completed(OxyTouchEventArgs e)
{
base.Completed(e);
this.currentSeries = null;
// this.PlotView.HideTracker();
if (this.PlotView.ActualModel != null)
{
this.PlotView.ActualModel.RaiseTrackerChanged(null);
}
}
private float GetPrice(Series.Series source, int i)
{
if (source is CandlestickSeries)
{
return(((CandlestickSeries)source).Data.Candles[i].GetPrice(priceType));
}
if (source is IPriceQuerySeries)
{
return(((IPriceQuerySeries)source).GetPrice(i) ?? 0);
}
return(0);
}
/// <summary>
/// Occurs when a manipulation is complete.
/// </summary>
/// <param name="e">The <see cref="OxyPlot.OxyMouseEventArgs" /> instance containing the event data.</param>
public override void Completed(OxyMouseEventArgs e)
{
base.Completed(e);
e.Handled = true;
this.currentSeries = null;
this.PlotView.HideTracker();
if (this.PlotView.ActualModel != null)
{
this.PlotView.ActualModel.OnTrackerChanged(null);
}
}
/// <summary>
/// Добавление точек в серии "seriesUp" и "seriesDown" для прорисовки линии
/// </summary>
private void MakeRandomWalkLine(Series.Series source)
{
if (source is CandlestickSeries == false &&
source is LineSeries == false)
{
return;
}
lastCandlestickPrice = source.DataCount > 0
? (source is CandlestickSeries
? ((CandlestickSeries)source).Data.Candles[source.DataCount - 1].close
: (((LineSeries)source).GetPrice(source.DataCount - 1) ?? 0))
: 0;
seriesUp.data.Clear();
seriesDown.data.Clear();
var colorIndex = 0;
var signs = new Dictionary <int, TrendLineSeries> {
{ 1, seriesUp }, { -1, seriesDown }
};
for (var i = 0; i < percentileDeltaValues.GetLength(0); i++) // перебираем все процентили
{
var color = clLine[colorIndex++]; // Задаём цвет
if (colorIndex >= clLine.Length)
{
colorIndex = 0;
}
for (var j = 0; j < percentileDeltaValues.GetLength(1); j++) // перебираем все дельты на порцентили
{
var x = source.DataCount + j - 1;
foreach (var signSeries in signs)
{
var sign = signSeries.Key;
var series = signSeries.Value;
series.data.Add(MakeTrendShelf(x, lastCandlestickPrice + sign * percentileDeltaValues[i, j], color, 1));
if (j != 0)
{
series.data.Add(MakeTrendShelf(x,
lastCandlestickPrice + sign * percentileDeltaValues[i, j - 1],
color, dy: sign * percentileDeltaValues[i, j] - sign * percentileDeltaValues[i, j - 1]));
}
}
}
}
}
/// <summary>
/// Расчитываем дисперсию и дельты для каждой процентили.
/// Если количество свечей не изменяется (а изменяется оно очень редко), то "disper" и "delta" персчитывать не нужно. Они зависят только от
/// количества свечей.
/// </summary>
private void Calculation(Series.Series source)
{
var disper = GetMathExpected(source);
percentileDeltaValues = new double[percentile.Length, forwardSteps];
for (var i = 0; i < percentile.Length; i++)
{
for (var j = 0; j < forwardSteps; j++)
{
percentileDeltaValues[i, j] = QNorm(percentile[i] / 100d, 0, Math.Sqrt(j + 1) * disper, true, false);
}
}
MakeRandomWalkLine(source);
}
// ReSharper disable InconsistentNaming
private void BuildMA(Series.Series source)
// ReSharper restore InconsistentNaming
{
series.Data.Clear();
float sum = 0;
var frameLen = 0;
for (var i = 0; i < source.DataCount; i++)
{
var price = GetPrice(source, i);
// простая СС
if (maType == MovAvgType.Простая)
{
sum += price;
if (frameLen < period)
{
frameLen++;
}
else
{
sum -= GetPrice(source, i - period);
}
series.Data.Add(sum / frameLen);
continue;
}
// сглаженная СС
if (smmaPrev.HasValue)
{
var smma = ((period - 1) * smmaPrev.Value + price) / period;
series.Data.Add(smma);
smmaPrev = smma;
}
else
{
queue.Add(price);
if (queue.Length == period)
{
smmaPrev = queue.Average();
}
series.Data.Add(smmaPrev ?? price);
}
}
}
private void BuildIndi(Series.Series source)
{
if (source is CandlestickSeries == false)
{
return;
}
var candles = ((CandlestickSeries)source).Data.Candles;
var currentSign = 0; // текущая операция (покупка/продажа)
var curIndex = 0;
foreach (var candle in candles)
{
var price = candle.GetPrice(priceType);
// обновить средние
queueFast.Add(price);
queueSlow.Add(price);
// посчитать профит
var delta = 0f;
if (currentSign != 0)
{
delta = (candle.close - candle.open) * currentSign;
}
seriesDeltas.data.Add(new HistogramBar
{
color = delta >= 0 ? ClBarsPositive : ClBarsNegative,
index = curIndex++,
y = delta
});
// определить знак
if (queueSlow.Length < periodSlow)
{
continue;
}
var maSlow = queueSlow.Average();
var maFast = queueFast.Average();
var newSign = maFast > maSlow ? 1 : maFast < maSlow ? -1 : 0;
if (newSign != 0)
{
currentSign = newSign;
}
}
}
/// <summary>
/// Occurs when the input device changes position during a manipulation.
/// </summary>
/// <param name="e">The <see cref="OxyPlot.OxyMouseEventArgs" /> instance containing the event data.</param>
public override void Delta(OxyMouseEventArgs e)
{
base.Delta(e);
e.Handled = true;
if (this.currentSeries == null || !this.LockToInitialSeries)
{
// get the nearest
this.currentSeries = this.PlotView.ActualModel != null?this.PlotView.ActualModel.GetSeriesFromPoint(e.Position, 20) : null;
}
if (this.currentSeries == null)
{
if (!this.LockToInitialSeries)
{
this.PlotView.HideTracker();
}
return;
}
var actualModel = this.PlotView.ActualModel;
if (actualModel == null)
{
return;
}
if (!actualModel.PlotArea.Contains(e.Position.X, e.Position.Y))
{
return;
}
var result = GetNearestHit(this.currentSeries, e.Position, this.Snap, this.PointsOnly);
if (result != null)
{
result.PlotModel = this.PlotView.ActualModel;
this.PlotView.ShowTracker(result);
this.PlotView.ActualModel.OnTrackerChanged(result);
}
}
/// <summary>
/// Updates the tracker to the specified position.
/// </summary>
/// <param name="position">The position.</param>
private void UpdateTracker(ScreenPoint position)
{
if (this.currentSeries == null || !this.LockToInitialSeries)
{
// get the nearest
this.currentSeries = this.PlotView.ActualModel?.GetSeriesFromPoint(position, this.FiresDistance);
}
if (this.currentSeries == null)
{
if (!this.LockToInitialSeries)
{
this.PlotView.HideTracker();
}
return;
}
var actualModel = this.PlotView.ActualModel;
if (actualModel == null)
{
return;
}
if (!actualModel.PlotArea.Contains(position.X, position.Y))
{
return;
}
var result = TrackerHelper.GetNearestHit(
this.currentSeries, position, this.Snap, this.PointsOnly, this.FiresDistance, this.CheckDistanceBetweenPoints);
if (result != null)
{
result.PlotModel = this.PlotView.ActualModel;
this.PlotView.ShowTracker(result);
this.PlotView.ActualModel.RaiseTrackerChanged(result);
}
}
/// <summary>
/// Occurs when the input device changes position during a manipulation.
/// </summary>
/// <param name="e">The <see cref="OxyPlot.OxyMouseEventArgs" /> instance containing the event data.</param>
public override void Delta(OxyMouseEventArgs e)
{
base.Delta(e);
if (this.currentSeries == null || !this.LockToInitialSeries)
{
// get the nearest
this.currentSeries = this.PlotView.ActualModel != null ? this.PlotView.ActualModel.GetSeriesFromPoint(e.Position, 20) : null;
}
if (this.currentSeries == null)
{
if (!this.LockToInitialSeries)
{
this.PlotView.HideTracker();
}
return;
}
var actualModel = this.PlotView.ActualModel;
if (actualModel == null)
{
return;
}
if (!actualModel.PlotArea.Contains(e.Position.X, e.Position.Y))
{
return;
}
var result = GetNearestHit(this.currentSeries, e.Position, this.Snap, this.PointsOnly);
if (result != null)
{
result.PlotModel = this.PlotView.ActualModel;
this.PlotView.ShowTracker(result);
this.PlotView.ActualModel.OnTrackerChanged(result);
}
}
/// <summary>
/// Обновление положения серий "seriesUp" и "seriesDown" (смещение по y).
/// </summary>
private void UpdateRandomWalkLine(Series.Series source)
{
if (source is CandlestickSeries == false &&
source is LineSeries == false)
{
return;
}
if (seriesUp == null)
{
return;
}
if (seriesUp.data.Count == 0)
{
BuildSeries(owner);
return;
}
var newCandlestickPrice = source is CandlestickSeries
? ((CandlestickSeries)source).Data.Candles[source.DataCount - 1].close
: (((LineSeries)source).GetPrice(source.DataCount - 1) ?? 0);
var deltaPrice = newCandlestickPrice - lastCandlestickPrice;
for (var i = 0; i < seriesUp.data.Count; i++)
{
for (var j = 0; j < seriesUp.data[i].linePoints.Count; j++)
{
seriesUp.data[i].linePoints[j] = new PointD(seriesUp.data[i].linePoints[j].X,
seriesUp.data[i].linePoints[j].Y + deltaPrice);
seriesDown.data[i].linePoints[j] = new PointD(seriesDown.data[i].linePoints[j].X,
seriesDown.data[i].linePoints[j].Y + deltaPrice);
}
}
lastCandlestickPrice = newCandlestickPrice;
}
/// <summary>
/// Renders the legend for the specified series.
/// </summary>
/// <param name="rc">The render context.</param>
/// <param name="s">The series.</param>
/// <param name="rect">The position and size of the legend.</param>
private void RenderLegend(IRenderContext rc, Series.Series s, OxyRect rect)
{
var actualItemAlignment = this.LegendItemAlignment;
if (this.LegendOrientation == LegendOrientation.Horizontal)
{
// center/right alignment is not supported for horizontal orientation
actualItemAlignment = HorizontalAlignment.Left;
}
double x = rect.Left;
switch (actualItemAlignment)
{
case HorizontalAlignment.Center:
x = (rect.Left + rect.Right) / 2;
if (this.LegendSymbolPlacement == LegendSymbolPlacement.Left)
{
x -= (this.LegendSymbolLength + this.LegendSymbolMargin) / 2;
}
else
{
x -= (this.LegendSymbolLength + this.LegendSymbolMargin) / 2;
}
break;
case HorizontalAlignment.Right:
x = rect.Right;
// if (LegendSymbolPlacement == LegendSymbolPlacement.Right)
x -= this.LegendSymbolLength + this.LegendSymbolMargin;
break;
}
if (this.LegendSymbolPlacement == LegendSymbolPlacement.Left)
{
x += this.LegendSymbolLength + this.LegendSymbolMargin;
}
double y = rect.Top;
var maxsize = new OxySize(Math.Max(rect.Width - this.LegendSymbolLength - this.LegendSymbolMargin, 0), rect.Height);
var actualLegendFontSize = double.IsNaN(this.LegendFontSize) ? this.PlotModel.DefaultFontSize : this.LegendFontSize;
var legendTextColor = s.IsVisible ? this.LegendTextColor : this.SeriesInvisibleTextColor;
rc.SetToolTip(s.ToolTip);
var textSize = rc.DrawMathText(
new ScreenPoint(x, y),
s.Title,
legendTextColor.GetActualColor(this.PlotModel.TextColor),
this.LegendFont ?? this.PlotModel.DefaultFont,
actualLegendFontSize,
this.LegendFontWeight,
0,
actualItemAlignment,
VerticalAlignment.Top,
maxsize,
true);
this.SeriesPosMap.Add(s, new OxyRect(new ScreenPoint(x, y), textSize));
double x0 = x;
switch (actualItemAlignment)
{
case HorizontalAlignment.Center:
x0 = x - (textSize.Width * 0.5);
break;
case HorizontalAlignment.Right:
x0 = x - textSize.Width;
break;
}
if (s.IsVisible)
{
var symbolRect =
new OxyRect(
this.LegendSymbolPlacement == LegendSymbolPlacement.Right
? x0 + textSize.Width + this.LegendSymbolMargin
: x0 - this.LegendSymbolMargin - this.LegendSymbolLength,
rect.Top,
this.LegendSymbolLength,
textSize.Height);
s.RenderLegend(rc, symbolRect);
}
rc.SetToolTip(null);
}
/// <summary>
/// Occurs when an input device begins a manipulation on the plot.
/// </summary>
/// <param name="e">The <see cref="OxyPlot.OxyTouchEventArgs" /> instance containing the event data.</param>
public override void Started(OxyTouchEventArgs e)
{
base.Started(e);
this.currentSeries = this.PlotView.ActualModel != null ? this.PlotView.ActualModel.GetSeriesFromPoint(e.Position) : null;
UpdateTracker(e.Position);
}
private Dictionary <string, double> GetVariableValues(int index, Series.Series seriesSrc,
int dataCount, List <string> variableNames, string[] tickerNames)
{
var varValues = new Dictionary <string, double>();
if (variableNames == null)
{
return(new Dictionary <string, double>());
}
// специальные имена переменных:
// open, low, high, close - текущие OHLC-уровни для свечной серии
// для серий типа LineSeries доступен только close
// close#2 - цена два бара назад
// i - индекс текущей свечи
// count - количество данных в основном ряду
// year, month, day, weekday, hour, minute, second
// eurusd, audjpy#100 - close соотв. валютной пары
// random - равномерно распред. СЧ на интервале 0..1
// переменные с неизвестными именами инициализируются нулями
foreach (var name in variableNames)
{
var variableName = name;
if (name == "i")
{
varValues.Add(name, index);
continue;
}
if (name == "count")
{
varValues.Add(name, dataCount);
continue;
}
var tickerName = tickerNames.FirstOrDefault(tn =>
variableName.StartsWith(tn, StringComparison.OrdinalIgnoreCase));
if (!string.IsNullOrEmpty(tickerName))
{// котировка
var price = 1.0;
if (tickerData.ContainsKey(tickerName))
{
var tickerQuotes = tickerData[tickerName];
if (tickerQuotes.Count > 0)
{
var datIndex = index - GetDeltaIndexFromSharpSeparatedString(variableName);
datIndex = datIndex < 0
? 0 : datIndex >= tickerQuotes.Count ? tickerQuotes.Count - 1 : datIndex;
price = tickerQuotes[datIndex];
}
}
varValues.Add(name, price);
continue;
}
if (name == "random")
{
varValues.Add(name, randomGener.NextDouble());
continue;
}
if (name.StartsWith("year") || name.StartsWith("month") ||
name.StartsWith("day") || name.StartsWith("weekday") ||
name.StartsWith("hour") || name.StartsWith("minute") ||
name.StartsWith("second"))
{
// получить дату текущей либо одной из предыдущих точек графика
var datIndex = index - GetDeltaIndexFromSharpSeparatedString(name);
var curDate = DateTime.Now;
if (seriesSrc is StockSeries)
{
if (datIndex >= 0 && datIndex < ((StockSeries)seriesSrc).Data.Count)
{
curDate = ((StockSeries)seriesSrc).Data.Candles[datIndex].timeOpen;
}
}
else
{
if (datIndex >= 0 && datIndex < owner.StockSeries.Data.Count)
{
curDate = owner.StockSeries.Data.Candles[datIndex].timeOpen;
}
}
if (name.StartsWith("year"))
{
varValues.Add(name, curDate.Year);
}
else if (name.StartsWith("month"))
{
varValues.Add(name, curDate.Month);
}
else if (name.StartsWith("day"))
{
varValues.Add(name, curDate.Day);
}
else if (name.StartsWith("weekday"))
{
varValues.Add(name, (int)curDate.DayOfWeek);
}
else if (name.StartsWith("hour"))
{
varValues.Add(name, curDate.Hour);
}
else if (name.StartsWith("minute"))
{
varValues.Add(name, curDate.Minute);
}
else if (name.StartsWith("second"))
{
varValues.Add(name, curDate.Second);
}
continue;
}
if (name.StartsWith("close") || name.StartsWith("open") || name.StartsWith("low") || name.StartsWith("high"))
{// "close", "close#17" ...
var datIndex = index - GetDeltaIndexFromSharpSeparatedString(name);
// вытащить данные из серии
if (seriesSrc is StockSeries)
{
var candles = ((StockSeries)seriesSrc).Data.Candles;
if (datIndex < 0 || datIndex >= candles.Count)
{
varValues.Add(name, 0);
continue;
}
if (name.StartsWith("open"))
{
varValues.Add(name, (double)candles[datIndex].open);
}
else if (name.StartsWith("high"))
{
varValues.Add(name, (double)candles[datIndex].high);
}
else if (name.StartsWith("low"))
{
varValues.Add(name, (double)candles[datIndex].low);
}
else if (name.StartsWith("close"))
{
varValues.Add(name, (double)candles[datIndex].close);
}
}
if (seriesSrc is LineSeries)
{
var serLine = (LineSeries)seriesSrc;
if (datIndex < 0 || datIndex >= serLine.Data.Count)
{
varValues.Add(name, 0);
continue;
}
varValues.Add(name, serLine.Data[datIndex]);
}
continue;
}
if (name.StartsWith("src"))
{
var dotIndex = name.IndexOf('.');
var seriesName = dotIndex != -1 ? name.Substring(3, dotIndex - 2) : name.Substring(3);
var seriesIndex = seriesName.ToInt(0);
if (seriesIndex == 0)
{
varValues.Add(name, 0);
continue;
}
seriesIndex--;
if (seriesIndex < 0 || seriesIndex >= SeriesSources.Count)
{
varValues.Add(name, 0);
continue;
}
var series = SeriesSources[seriesIndex];
var dataIndex = index - GetDeltaIndexFromSharpSeparatedString(name);
var stockSeries = series as StockSeries;
if (stockSeries != null)
{
var candles = stockSeries.Data.Candles;
if (dataIndex < 0 || dataIndex >= candles.Count)
{
varValues.Add(name, 0);
continue;
}
var candleValue = dotIndex != -1 ? name.Substring(dotIndex + 1) : "";
if (candleValue == "open")
{
varValues.Add(name, candles[dataIndex].open);
}
else if (candleValue == "high")
{
varValues.Add(name, candles[dataIndex].high);
}
else if (candleValue == "low")
{
varValues.Add(name, candles[dataIndex].low);
}
else // "close" & default
{
varValues.Add(name, candles[dataIndex].close);
}
continue;
}
var lineSeries = series as LineSeries;
if (lineSeries != null)
{
if (dataIndex < 0 || dataIndex >= lineSeries.Data.Count)
{
varValues.Add(name, 0);
continue;
}
varValues.Add(name, lineSeries.Data[dataIndex]);
continue;
}
varValues.Add(name, 0);
continue;
}
// переменная не определена вообще - инициализируем 0-м
varValues.Add(name, 0);
}
return(varValues);
}
private void BuildSeries(ChartControl chart, bool shouldLoadTickers)
{
if (DrawPane != owner.StockPane)
{
DrawPane.Title = UniqueName;
}
seriesLine.Data.Clear();
Series.Series seriesSrc = chart.StockSeries;
var dataCount = seriesSrc is StockSeries
? ((StockSeries)seriesSrc).Data.Count
: seriesSrc is LineSeries
? ((LineSeries)seriesSrc).Data.Count : 0;
var varNames = new List <string>();
foreach (var resv in resolvers)
{
if (resv == null)
{
continue;
}
var resvVars = resv.GetVariableNames();
foreach (var varName in resvVars.Where(varName => !varNames.Contains(varName)))
{
varNames.Add(varName);
}
}
randomGener = new Random(DateTime.Now.Millisecond);
if (shouldLoadTickers)
{
LoadTickers(varNames);
}
var tickerNames = DalSpot.Instance.GetTickerNames();
bool hasResolvers = resolvers.Any(resv => resv != null);
for (var i = 0; i < dataCount; i++)
{
if (!hasResolvers)
{
seriesLine.Data.Add(0);
continue;
}
var values = GetVariableValues(i, seriesSrc, dataCount, varNames, tickerNames);
// выражение содержит "переменную", которая нигде не определена
if (values.Count == 0 && varNames.Count > 0)
{
seriesLine.Data.Add(0);
continue;
}
double totalResult = 0;
for (var j = 0; j < resolvers.Length; j++)
{
if (resolvers[j] == null)
{
continue;
}
double result;
if (!resolvers[j].Calculate(values, out result))
{
result = SubstituteNaN ?? 0;
}
if (SubstituteNegInfinite.HasValue && double.IsNegativeInfinity(result))
{
result = SubstituteNegInfinite.Value;
}
else if (SubstituteInfinite.HasValue && double.IsInfinity(result))
{
result = SubstituteInfinite.Value;
}
// обновляем список переменных
var resultFuncName = string.Format("fn{0}", j + 1);
if (values.ContainsKey(resultFuncName))
{
values[resultFuncName] = result;
}
else
{
values.Add(resultFuncName, result);
}
// сохраняем последний результат
totalResult = result;
}
seriesLine.Data.Add(totalResult);
}
}
/// <summary>
/// Occurs when an input device begins a manipulation on the plot.
/// </summary>
/// <param name="e">The <see cref="OxyPlot.OxyMouseEventArgs" /> instance containing the event data.</param>
public override void Started(OxyMouseEventArgs e)
{
base.Started(e);
this.currentSeries = this.PlotView.ActualModel != null ? this.PlotView.ActualModel.GetSeriesFromPoint(e.Position) : null;
this.Delta(e);
}
/// <summary>
/// Updates the tracker to the specified position.
/// </summary>
/// <param name="position">The position.</param>
private void UpdateTracker(ScreenPoint position)
{
if (this.currentSeries == null || !this.LockToInitialSeries)
{
// get the nearest
this.currentSeries = this.PlotView.ActualModel != null ? this.PlotView.ActualModel.GetSeriesFromPoint(position, 20) : null;
}
if (this.currentSeries == null)
{
if (!this.LockToInitialSeries)
{
this.PlotView.HideTracker();
}
return;
}
var actualModel = this.PlotView.ActualModel;
if (actualModel == null)
{
return;
}
if (!actualModel.PlotArea.Contains(position.X, position.Y))
{
return;
}
var result = GetNearestHit(this.currentSeries, position, this.Snap, this.PointsOnly);
if (result != null)
{
result.PlotModel = this.PlotView.ActualModel;
this.PlotView.ShowTracker(result);
this.PlotView.ActualModel.RaiseTrackerChanged(result);
}
}
private void BuildBollinger(Series.Series source)
{
series.Data.Clear();
seriesUp.Data.Clear();
seriesDn.Data.Clear();
if (source is CandlestickSeries == false &&
source is LineSeries == false)
{
return;
}
float sum = 0;
var frameLen = 0;
for (var i = 0; i < source.DataCount; i++)
{
var price = GetPrice(source, i);
// простая СС
if (MaType == MovAvgType.Простая)
{
sum += price;
if (frameLen < period)
{
frameLen++;
}
else
{
sum -= GetPrice(source, i - period);
}
series.Data.Add(sum / frameLen);
}
// сглаженная СС
else
{
if (smmaPrev.HasValue)
{
var smma = ((period - 1) * smmaPrev.Value + price) / period;
series.Data.Add(smma);
smmaPrev = smma;
}
else
{
queue.Add(price);
if (queue.Length == period)
{
smmaPrev = queue.Average();
}
series.Data.Add(smmaPrev ?? price);
}
}
// волатильность (СКО)
// очередь из квадратов отклонений
var lastMedian = series.Data[series.Data.Count - 1];
var dev = lastMedian - price;
queueDisper.Add((float)(dev * dev));
var ssd = queueDisper.Length == period
? Math.Sqrt(queueDisper.Average())
: 0;
seriesUp.Data.Add(lastMedian + KVolatile * ssd);
seriesDn.Data.Add(lastMedian - KVolatile * ssd);
}
}
