private void OnTimerTick(object sender, EventArgs e)
{
_yNext = _yNext + ((float)_random.NextDouble() - 0.5f);
using (_xyDataSeries.SuspendUpdates())
{
if (_index == 999)
{
// wrap around. Break the line with nan
_xyDataSeries.Append(_index + 1, float.NaN);
_index = 0;
}
_xyDataSeries.Update(_index++, _yNext);
}
}
// The First method of updating a real-time chart: Updating Data Values
private void Method1_UpdatingDataValues()
{
var scatterData = new XyDataSeries <double, double>();
var lineData = new XyDataSeries <double, double>();
// Ensure that DataSeries are named for the legend
scatterData.SeriesName = "Cos(x)";
lineData.SeriesName = "Sin(x)";
for (int i = 0; i < 1000; i++)
{
lineData.Append(i, Math.Sin(i * 0.1));
scatterData.Append(i, Math.Cos(i * 0.1));
}
LineSeries.DataSeries = lineData;
ScatterSeries.DataSeries = scatterData;
// Start a timer to update our data
double phase = 0.0;
var timer = new DispatcherTimer(DispatcherPriority.Render);
timer.Interval = TimeSpan.FromMilliseconds(10);
timer.Tick += (s, e) =>
{
// SuspendUpdates() ensures the chart is frozen
// while you do updates. This ensures best performance
using (lineData.SuspendUpdates())
using (scatterData.SuspendUpdates())
{
for (int i = 0; i < 1000; i++)
{
// Updates the Y value at index i
lineData.Update(i, Math.Sin(i * 0.1 + phase));
scatterData.Update(i, Math.Cos(i * 0.1 + phase));
}
}
phase += 0.01;
};
timer.Start();
}
/// <summary>
/// To analyze.
/// </summary>
protected override void OnAnalyze()
{
var chart = Chart;
var grid = Grid;
var chartSeries = new XyDataSeries<double, double>();
ThreadSafeObservableCollection<GridRow> gridSeries = null;
chart.GuiSync(() =>
{
// clear prev values
chart.RenderableSeries.Clear();
grid.Columns.Clear();
chart.RenderableSeries.Add(new FastColumnRenderableSeries
{
ResamplingMode = ResamplingMode.None,
DataPointWidth = 1,
SeriesColor = Colors.Chocolate,
DataSeries = chartSeries
});
chart.XAxis = new NumericAxis { AxisTitle = LocalizedStrings.Price };
chart.YAxis = new NumericAxis { AxisTitle = LocalizedStrings.Volume, GrowBy = new DoubleRange(0, 0.1) };
grid.AddTextColumn("Price", LocalizedStrings.Price).Width = 150;
var volumeColumn = grid.AddTextColumn("Volume", LocalizedStrings.Volume);
volumeColumn.Width = 100;
var gridSource = new ObservableCollectionEx<GridRow>();
grid.ItemsSource = gridSource;
gridSeries = new ThreadSafeObservableCollection<GridRow>(gridSource);
grid.SetSort(volumeColumn, ListSortDirection.Descending);
});
// get candle storage
var storage = StorateRegistry.GetCandleStorage(typeof(TimeFrameCandle), Security, TimeFrame, format: StorageFormat);
// get available dates for the specified period
var dates = storage.GetDates(From, To).ToArray();
var rows = new Dictionary<decimal, GridRow>();
foreach (var loadDate in dates)
{
// check if stopped
if (ProcessState != ProcessStates.Started)
break;
// load candles
var candles = storage.Load(loadDate);
// groupping candles by candle's middle price
var groupedCandles = candles.GroupBy(c => c.LowPrice + c.GetLength() / 2);
foreach (var group in groupedCandles.OrderBy(g => g.Key))
{
// check if stopped
if (ProcessState != ProcessStates.Started)
break;
var price = group.Key;
// calc total volume for the specified time frame
var sumVol = group.Sum(c => c.TotalVolume);
var row = rows.TryGetValue(price);
if (row == null)
{
// new price level
rows.Add(price, row = new GridRow { Price = price, Volume = sumVol });
// draw on chart
chartSeries.Append((double)price, (double)sumVol);
// draw on table
gridSeries.Add(row);
}
else
{
// update existing price level
row.Volume += sumVol;
// update chart
chartSeries.Update((double)price, (double)row.Volume);
}
}
chart.GuiAsync(() =>
{
// update grid sorting
grid.RefreshSort();
// scale chart
chart.ZoomExtents();
});
}
// notify the script stopped
Stop();
}
private void UsePointMarkers_OnLoaded(object sender, RoutedEventArgs e)
{
var dataSeries1 = new XyDataSeries <double, double>()
{
SeriesName = "Ellipse Marker"
};
var dataSeries2 = new XyDataSeries <double, double>()
{
SeriesName = "Square Marker"
};
var dataSeries3 = new XyDataSeries <double, double>()
{
SeriesName = "Triangle Marker"
};
var dataSeries4 = new XyDataSeries <double, double>()
{
SeriesName = "Cross Marker"
};
var dataSeries5 = new XyDataSeries <double, double>()
{
SeriesName = "Sprite Marker"
};
const int dataSize = 30;
var rnd = new Random();
for (int i = 0; i < dataSize; i++)
{
dataSeries1.Append(i, rnd.NextDouble());
}
for (int i = 0; i < dataSize; i++)
{
dataSeries2.Append(i, 1 + rnd.NextDouble());
}
for (int i = 0; i < dataSize; i++)
{
dataSeries3.Append(i, 1.8 + rnd.NextDouble());
}
for (int i = 0; i < dataSize; i++)
{
dataSeries4.Append(i, 2.5 + rnd.NextDouble());
}
for (int i = 0; i < dataSize; i++)
{
dataSeries5.Append(i, 3.5 + rnd.NextDouble());
}
// insert a break into the line - we do this to test double.NaN for the point marker types
dataSeries1.Update(dataSeries1.XValues[15], double.NaN);
dataSeries2.Update(dataSeries1.XValues[15], double.NaN);
dataSeries3.Update(dataSeries1.XValues[15], double.NaN);
dataSeries4.Update(dataSeries1.XValues[15], double.NaN);
dataSeries5.Update(dataSeries1.XValues[15], double.NaN);
using (this.sciChart.SuspendUpdates())
{
this.lineSeries1.DataSeries = dataSeries1;
this.lineSeries2.DataSeries = dataSeries2;
this.lineSeries3.DataSeries = dataSeries3;
this.lineSeries4.DataSeries = dataSeries4;
this.lineSeries5.DataSeries = dataSeries5;
}
this.sciChart.ZoomExtents();
}
/// <summary>
/// To analyze.
/// </summary>
protected override void OnAnalyze()
{
var chart = Chart;
var grid = Grid;
var chartSeries = new XyDataSeries <double, double>();
ThreadSafeObservableCollection <GridRow> gridSeries = null;
chart.GuiSync(() =>
{
// clear prev values
chart.RenderableSeries.Clear();
grid.Columns.Clear();
chart.RenderableSeries.Add(new FastColumnRenderableSeries
{
ResamplingMode = ResamplingMode.None,
DataPointWidth = 1,
SeriesColor = Colors.Chocolate,
DataSeries = chartSeries
});
chart.XAxis = new NumericAxis {
AxisTitle = LocalizedStrings.Price
};
chart.YAxis = new NumericAxis {
AxisTitle = LocalizedStrings.Volume, GrowBy = new DoubleRange(0, 0.1)
};
grid.AddTextColumn("Price", LocalizedStrings.Price).Width = 150;
var volumeColumn = grid.AddTextColumn("Volume", LocalizedStrings.Volume);
volumeColumn.Width = 100;
var gridSource = new ObservableCollectionEx <GridRow>();
grid.ItemsSource = gridSource;
gridSeries = new ThreadSafeObservableCollection <GridRow>(gridSource);
grid.SetSort(volumeColumn, ListSortDirection.Descending);
});
// get candle storage
var storage = StorateRegistry.GetCandleStorage(typeof(TimeFrameCandle), Security, TimeFrame, format: StorageFormat);
// get available dates for the specified period
var dates = storage.GetDates(From, To).ToArray();
var rows = new Dictionary <decimal, GridRow>();
foreach (var loadDate in dates)
{
// check if stopped
if (ProcessState != ProcessStates.Started)
{
break;
}
// load candles
var candles = storage.Load(loadDate);
// groupping candles by candle's middle price
var groupedCandles = candles.GroupBy(c => c.LowPrice + c.GetLength() / 2);
foreach (var group in groupedCandles.OrderBy(g => g.Key))
{
// check if stopped
if (ProcessState != ProcessStates.Started)
{
break;
}
var price = group.Key;
// calc total volume for the specified time frame
var sumVol = group.Sum(c => c.TotalVolume);
var row = rows.TryGetValue(price);
if (row == null)
{
// new price level
rows.Add(price, row = new GridRow {
Price = price, Volume = sumVol
});
// draw on chart
chartSeries.Append((double)price, (double)sumVol);
// draw on table
gridSeries.Add(row);
}
else
{
// update existing price level
row.Volume += sumVol;
// update chart
chartSeries.Update((double)price, (double)row.Volume);
}
}
chart.GuiAsync(() =>
{
// update grid sorting
grid.RefreshSort();
// scale chart
chart.ZoomExtents();
});
}
// notify the script stopped
Stop();
}
/// <summary>
/// Анализировать.
/// </summary>
protected override void OnAnalyze()
{
var chart = Chart;
var grid = Grid;
var chartSeries = new XyDataSeries <double, double>();
ThreadSafeObservableCollection <GridRow> gridSeries = null;
chart.GuiSync(() =>
{
// очищаем данные с предыдущего запуска скрипта
chart.RenderableSeries.Clear();
grid.Columns.Clear();
chart.RenderableSeries.Add(new FastColumnRenderableSeries
{
ResamplingMode = ResamplingMode.None,
DataPointWidth = 1,
SeriesColor = Colors.Chocolate,
DataSeries = chartSeries
});
chart.XAxis = new NumericAxis {
AxisTitle = LocalizedStrings.Str123
};
chart.YAxis = new NumericAxis {
AxisTitle = LocalizedStrings.Str87, GrowBy = new DoubleRange(0, 0.1)
};
grid.AddTextColumn("Price", LocalizedStrings.Str123).Width = 150;
var volumeColumn = grid.AddTextColumn("Volume", LocalizedStrings.Str87);
volumeColumn.Width = 100;
var gridSource = new ObservableCollectionEx <GridRow>();
grid.ItemsSource = gridSource;
gridSeries = new ThreadSafeObservableCollection <GridRow>(gridSource);
grid.SetSort(volumeColumn, ListSortDirection.Descending);
});
// получаем хранилище свечек
var storage = StorateRegistry.GetCandleStorage(typeof(TimeFrameCandle), Security, TimeFrame, format: StorageFormat);
// получаем набор доступных дат за указанный период
var dates = storage.GetDates(From, To).ToArray();
var rows = new Dictionary <decimal, GridRow>();
foreach (var loadDate in dates)
{
// проверяем флаг остановки
if (ProcessState != ProcessStates.Started)
{
break;
}
// загружаем свечки
var candles = storage.Load(loadDate);
// группируем свечки по цене (середина свечи)
var groupedCandles = candles.GroupBy(c => c.LowPrice + c.GetLength() / 2);
foreach (var group in groupedCandles.OrderBy(g => g.Key))
{
// проверяем флаг остановки
if (ProcessState != ProcessStates.Started)
{
break;
}
var price = group.Key;
// получаем суммарный объем в пределах ценового уровня за день
var sumVol = group.Sum(c => c.TotalVolume);
var row = rows.TryGetValue(price);
if (row == null)
{
// пришел новый уровень - добавляем новую запись
rows.Add(price, row = new GridRow {
Price = price, Volume = sumVol
});
// выводим на график
chartSeries.Append((double)price, (double)sumVol);
// выводит в таблицу
gridSeries.Add(row);
}
else
{
// увеличиваем суммарный объем
row.Volume += sumVol;
// обновляем график
chartSeries.Update((double)price, (double)row.Volume);
}
}
chart.GuiAsync(() =>
{
// обновление сортировки в таблице
grid.RefreshSort();
// автомасштабирование графика
chart.ZoomExtents();
});
}
// оповещаем программу об окончании выполнения скрипта
base.Stop();
}
/// <summary>
/// To analyze.
/// </summary>
protected override void OnAnalyze()
{
var chart = Chart;
var grid = Grid;
var chartSeries = new XyDataSeries<double, double>();
ThreadSafeObservableCollection<GridRow> gridSeries = null;
chart.GuiSync(() =>
{
// очищаем данные с предыдущего запуска скрипта
chart.RenderableSeries.Clear();
grid.Columns.Clear();
chart.RenderableSeries.Add(new FastColumnRenderableSeries
{
ResamplingMode = ResamplingMode.None,
DataPointWidth = 1,
SeriesColor = Colors.Chocolate,
DataSeries = chartSeries
});
chart.XAxis = new NumericAxis { AxisTitle = LocalizedStrings.Price };
chart.YAxis = new NumericAxis { AxisTitle = LocalizedStrings.Volume, GrowBy = new DoubleRange(0, 0.1) };
grid.AddTextColumn("Price", LocalizedStrings.Price).Width = 150;
var volumeColumn = grid.AddTextColumn("Volume", LocalizedStrings.Volume);
volumeColumn.Width = 100;
var gridSource = new ObservableCollectionEx<GridRow>();
grid.ItemsSource = gridSource;
gridSeries = new ThreadSafeObservableCollection<GridRow>(gridSource);
grid.SetSort(volumeColumn, ListSortDirection.Descending);
});
// получаем хранилище свечек
var storage = StorateRegistry.GetCandleStorage(typeof(TimeFrameCandle), Security, TimeFrame, format: StorageFormat);
// получаем набор доступных дат за указанный период
var dates = storage.GetDates(From, To).ToArray();
var rows = new Dictionary<decimal, GridRow>();
foreach (var loadDate in dates)
{
// проверяем флаг остановки
if (ProcessState != ProcessStates.Started)
break;
// загружаем свечки
var candles = storage.Load(loadDate);
// группируем свечки по цене (середина свечи)
var groupedCandles = candles.GroupBy(c => c.LowPrice + c.GetLength() / 2);
foreach (var group in groupedCandles.OrderBy(g => g.Key))
{
// проверяем флаг остановки
if (ProcessState != ProcessStates.Started)
break;
var price = group.Key;
// получаем суммарный объем в пределах ценового уровня за день
var sumVol = group.Sum(c => c.TotalVolume);
var row = rows.TryGetValue(price);
if (row == null)
{
// пришел новый уровень - добавляем новую запись
rows.Add(price, row = new GridRow { Price = price, Volume = sumVol });
// выводим на график
chartSeries.Append((double)price, (double)sumVol);
// выводит в таблицу
gridSeries.Add(row);
}
else
{
// увеличиваем суммарный объем
row.Volume += sumVol;
// обновляем график
chartSeries.Update((double)price, (double)row.Volume);
}
}
chart.GuiAsync(() =>
{
// обновление сортировки в таблице
grid.RefreshSort();
// автомасштабирование графика
chart.ZoomExtents();
});
}
// оповещаем программу об окончании выполнения скрипта
base.Stop();
}
private void HandleTicks(List <Tick> list)
{
List <Tick> ticks = new List <Tick>();
try
{
ticks = list.FindAll(i => i.Board == Board && i.Seccode == Seccode &&
DateTime.Parse(i.Tradetime) > _lastCandle.TradeTime);
}
catch
{
if (_lastCandle == null)
{
return;
}
}
if (ticks.Count == 0)
{
return;
}
foreach (var tick in ticks)
{
var tickTime = DateTime.Parse(tick.Tradetime);
try
{
if ((tickTime - _lastCandle.TradeTime).TotalMinutes >= _timeframe)
{
if (OhlcDataSeries == null)
{
OhlcDataSeries = new OhlcDataSeries <DateTime, double>();
}
if (XyDataSeries == null)
{
XyDataSeries = new XyDataSeries <DateTime, int>();
}
OhlcDataSeries.Append(tickTime, tick.Price, tick.Price, tick.Price, tick.Price);
XyDataSeries.Append(tickTime, (int)tick.Price);
_lastCandle = new Candle //init last candle
{
Time = tick.Tradetime,
Open = tick.Price,
High = tick.Price,
Low = tick.Price,
Close = tick.Price
};
}
else //else we update the last one
{
//if (_lastCandle.Close == tick.Price)
//{
// continue;
//}
_lastCandle.Close = tick.Price;
_lastCandle.High = _lastCandle.High < tick.Price ? tick.Price : _lastCandle.High;
_lastCandle.Low = _lastCandle.Low > tick.Price ? tick.Price : _lastCandle.Low;
if (Board == "FUT")
{
_lastCandle.Volume++;
}
else
{
_lastCandle.Volume += (int)tick.Price;
}
OhlcDataSeries?.Update(OhlcDataSeries.Count - 1, _lastCandle.Open, _lastCandle.High,
_lastCandle.Low,
_lastCandle.Close);
XyDataSeries?.Update(XyDataSeries.Count - 1, _lastCandle.Volume);
}
}
catch (Exception)
{
if (_lastCandle == null)
{
return;
}
throw;
}
}
}
