public TradeSignalUpdate(int serviceId, string ticker, BarSettings timeframe, DateTime timeUpdated)
{
ServiceId = serviceId;
Ticker = ticker;
Timeframe = timeframe;
TimeUpdated = timeUpdated;
}
private List <CandleData> GetCandles(BarSettings timeframe, string symbol, DateTime date, int candlesCount)
{
var startTime = timeframe.GetDistanceTime(candlesCount, -1, date);
var minuteCandles = AtomCandleStorage.Instance.GetAllMinuteCandles(symbol, startTime, date) ?? new List <CandleData>();
var packer = new CandlePacker(timeframe);
var candles = new List <CandleData>();
foreach (var minuteCandle in minuteCandles)
{
var candle = packer.UpdateCandle(minuteCandle);
if (candle != null)
{
candles.Add(candle);
}
}
var tail = minuteCandles.Where(x => x.timeOpen > candles.Last().timeClose).ToArray();
if (tail.Length > 0)
{
float open = tail.First().open;
float close = tail.Last().close;
float high = tail.Max(x => x.high);
float low = tail.Min(x => x.low);
DateTime timeOpen = tail.First().timeOpen;
DateTime timeClose = tail.Last().timeClose;
var currentCandel = new CandleData(open, high, low, close, timeOpen, timeClose);
candles.Add(currentCandel);
}
return(candles);
}
public DiversByTimeframe(DiversByTimeframe div)
{
timeframe = new BarSettings(div.timeframe);
foreach (var ind in div.IndexList)
{
var cpy = new IndexDivergencyInfo(ind);
indexList.Add(cpy);
}
}
public string GetBarSettingsFriendlyName(BarSettings sets)
{
if (sets == null)
{
return(string.Empty);
}
var exists = barSettingsSeries.FirstOrDefault(bs => bs == sets);
return(exists == null?sets.ToString() : exists.Title);
}
public void ReadSeriesFromXml()
{
var pathFile = string.Format("{0}\\{1}", ExecutablePath.ExecPath, BarSettingsFileName);
var doc = new XmlDocument();
try
{
if (!File.Exists(pathFile))
{
return;
}
doc.Load(pathFile);
}
catch (Exception ex)
{
Logger.ErrorFormat("Ошибка загрузки данных BarSettings \"{0}\": {1}", pathFile, ex);
}
try
{
// разбираем xml
var node = doc.SelectSingleNode("BarSettingsList");
if (node != null)
{
var nodes = node.SelectNodes("BarSettings");
if (nodes != null)
{
foreach (XmlElement item in nodes)
{
var bars = new BarSettings {
Title = item.Attributes["Title"].Value, IsUserDefined = true
};
try
{
bars.ReadFromTagString(item.InnerText, ";#");
}
catch
{
continue;
}
if (!barSettingsSeries.Any(s => s.Title == bars.Title))
{
barSettingsSeries.Add(bars);
}
}
}
}
}
catch (Exception ex)
{
Logger.Error("BarSettings.ReadSeriesFromXml error", ex);
}
}
public BarSettings(BarSettings settings)
{
Title = settings.Title;
intervals = new List<int>();
StartMinute = settings.StartMinute;
foreach (var span in settings.Intervals)
{
intervals.Add(span);
}
IsUserDefined = false;
}
public BarSettings(BarSettings settings)
{
Title = settings.Title;
intervals = new List <int>();
StartMinute = settings.StartMinute;
foreach (var span in settings.Intervals)
{
intervals.Add(span);
}
IsUserDefined = false;
}
public override object EditValue(ITypeDescriptorContext context, IServiceProvider provider, object value)
{
es = (IWindowsFormsEditorService)provider.GetService(typeof(IWindowsFormsEditorService));
if (es == null) return value;
bot = BarSettingsStorage.Instance.GetBarSettingsByName((string) value);
// открыть модальный диалог выбора пары / ТФ
var dlg = new TimeframeSettingsForm(bot);
return dlg.ShowDialog() != DialogResult.OK ? value
: BarSettingsStorage.Instance.GetBarSettingsFriendlyName(dlg.Timeframe);
}
public string GetBarSettingsFriendlyName(string timeframeString)
{
var sets = BarSettings.TryParseString(timeframeString);
if (ReferenceEquals(sets, null))
{
return(timeframeString);
}
var exists = barSettingsSeries.FirstOrDefault(bs => bs.Equals(sets));
return(!ReferenceEquals(exists, null) ? exists.Title : sets.ToString());
}
/// <param name="isBuy">Side > 0 ? "BUY" : "SELL"</param>
public Bitmap GetGraphSchematic(BarSettings timeframe, string symbol, DateTime dealDate)
{
var candlesCount = 15;
var candles = GetCandles(timeframe, symbol, dealDate, candlesCount);
if (candles.Count == 0)
{
return(null);
}
return(DrawSchematic(candles, candlesCount));
}
private void BtnOkClick(object sender, EventArgs e)
{
var sets = BarSettingsStorage.Instance.GetBarSettingsByName(cbTimeframe.Text);
if (sets == null)
{
MessageBox.Show(string.Format(Localizer.GetString("MessageUnableParseTimeframeStringFmt"),
cbTimeframe.Text), Localizer.GetString("TitleError"),
MessageBoxButtons.OK, MessageBoxIcon.Error);
return;
}
Timeframe = sets;
DialogResult = DialogResult.OK;
Close();
}
/// <param name="isBuy">Side > 0 ? "BUY" : "SELL"</param>
public string SaveGraphToFile(string folderName, BarSettings timeframe, string symbol, bool isBuy, int candlesCount)
{
var tempFileName = Path.Combine(folderName, $"{symbol}.png");
var candles = GetCandles(timeframe, symbol, DateTime.Now, candlesCount);
if (candles.Count == 0)
{
return(string.Empty);
}
using (var btm = GetGraphDefault(candles, isBuy, candlesCount))
btm.Save(tempFileName, ImageFormat.Png);
return(tempFileName);
}
public MemoryStream GetGraphStream(BarSettings timeframe, string symbol, bool isBuy, int candlesCount)
{
var candles = GetCandles(timeframe, symbol, DateTime.Now, candlesCount);
if (candles.Count == 0)
{
return(null);
}
var bitmap = GetGraphDefault(candles, isBuy, candlesCount);
MemoryStream memoryStream = new MemoryStream();
bitmap.Save(memoryStream, ImageFormat.Bmp);
return(memoryStream);
}
public bool Equals(BarSettings tf)
{
if (tf == null)
{
return(false);
}
if (StartMinute != tf.StartMinute)
{
return(false);
}
if (intervals.Count != tf.intervals.Count)
{
return(false);
}
for (var i = 0; i < intervals.Count; i++)
{
if (intervals[i] != tf.intervals[i])
{
return(false);
}
}
return(true);
}
public void BuildSeries(ChartControl chart)
{
if (chart.Timeframe == previousTimeframe && !needRebuildLevels) return;
previousTimeframe = chart.Timeframe;
var candles = chart.StockSeries.Data.Candles;
if (candles.Count == 0) return;
// добавить данные об объемах
BuildSeries();
needRebuildLevels = false;
}
private void SetupGrid()
{
var fontBold = new Font(Font, FontStyle.Bold);
var blankAccountEventSettings = new AccountEventSettings();
gridEvents.Columns.Add(new FastColumn(blankAccountEventSettings.Property(p => p.CodeName), Localizer.GetString("TitleEvent"))
{
ColumnMinWidth = 60
});
gridEvents.Columns.Add(new FastColumn(blankAccountEventSettings.Property(p => p.ActionName), Localizer.GetString("TitleAction"))
{
ColumnMinWidth = 60,
IsHyperlinkStyleColumn = true,
HyperlinkFontActive = fontBold,
HyperlinkActiveCursor = Cursors.Hand
});
foreach (var action in Enum.GetValues(typeof(AccountEventAction)).Cast<AccountEventAction>())
{
var item = contextMenuAction.Items.Add(EnumFriendlyName<AccountEventAction>.GetString(action));
item.Tag = action;
item.Click += ActionMenuItemClicked;
}
var blankBarSettings = new BarSettings();
gridCandles.Columns.Add(new FastColumn(blankBarSettings.Property(p => p.Title), Localizer.GetString("TitleName")));
gridCandles.Columns.Add(new FastColumn(blankBarSettings.Property(p => p.TimeDescription), Localizer.GetString("TitleIntervals")));
var blankGridImageRecord = new GridImageRecord(string.Empty, null, null);
gridTradeSettings.Columns.Add(new FastColumn(blankGridImageRecord.Property(p => p.Name), Localizer.GetString("TitleParameter"))
{
SortOrder = FastColumnSort.Ascending,
ColumnMinWidth = 100
});
gridTradeSettings.Columns.Add(new FastColumn(blankGridImageRecord.Property(p => p.Name), "?")
{
ColumnWidth = 20,
formatter = v => "?",
IsHyperlinkStyleColumn = true,
HyperlinkActiveCursor = Cursors.Hand,
HyperlinkFontActive = fontBold,
ColorHyperlinkTextActive = Color.Blue
});
gridTradeSettings.Columns.Add(new FastColumn(blankGridImageRecord.Property(p => p.ImageIndex), "*")
{
ColumnWidth = 23,
IsHyperlinkStyleColumn = true,
HyperlinkActiveCursor = Cursors.Hand,
ImageList = imageListSetsGrid
});
gridTradeSettings.UserHitCell += GridTradeSettingsOnUserHitCell;
// заполнить таблицу настроек
var sets = new List<GridImageRecord>
{
new GridImageRecord(Localizer.GetString("MessageQuotesConfirmOrder"),
val => { UserSettings.Instance.PromptTradeFromQuoteWindow = (bool) val; },
() => UserSettings.Instance.PromptTradeFromQuoteWindow)
{
BooleanValue = UserSettings.Instance.PromptTradeFromQuoteWindow
},
new GridImageRecord(Localizer.GetString("MessageQuotesConfirmOrder"),
val => { UserSettings.Instance.PromptFastButtonTrade = (bool) val; },
() => UserSettings.Instance.PromptFastButtonTrade)
{
BooleanValue = UserSettings.Instance.PromptFastButtonTrade
},
new GridImageRecord(Localizer.GetString("MessageInstantOrderPriceCheck"),
val => { UserSettings.Instance.CheckInstTradePrice = (bool) val; },
() => UserSettings.Instance.CheckInstTradePrice)
{
BooleanValue = UserSettings.Instance.CheckInstTradePrice
}
};
gridTradeSettings.CalcSetTableMinWidth();
gridTradeSettings.DataBind(sets);
gridTradeSettings.CheckSize();
}
private string GetCommentForChart(string ticker, BarSettings timeframe, List<BaseRobot> robots)
{
var robotStates = robots.Where(r => r.Graphics.Any(g => g.a == ticker && g.b == timeframe)).Select(s =>
"Робот \"" + s.GetUniqueName() + "\"\n" + s.ReportState());
return string.Join("\n\n", robotStates);
}
public bool Equals(BarSettings tf)
{
if (tf == null) return false;
if (StartMinute != tf.StartMinute) return false;
if (intervals.Count != tf.intervals.Count) return false;
for (var i = 0; i < intervals.Count; i++)
if (intervals[i] != tf.intervals[i]) return false;
return true;
}
private List<CandleData> MakeCandlesFromM1(BarSettings timeframe, string ticker, DateTime timeStart)
{
var result = new List<CandleData>();
var minutes = candles[barSettingsCodeM1][ticker];
var packer = new CandlePacker(timeframe);
foreach (var canM1 in minutes)
{
var candle = packer.UpdateCandle(canM1);
if (candle != null)
result.Add(candle);
}
return result.Where(c => c.timeOpen >= timeStart).ToList();
}
public static void MakeOrderComments(MarketOrder order, BarSettings timeframe,
decimal priceA, decimal priceB, int sequence = 1)
{
order.ExpertComment = RobotNamePreffix;
order.Comment = string.Join(";",
BarSettingsStorage.Instance.GetBarSettingsFriendlyName(timeframe),
priceA.ToStringUniformPriceFormat(),
priceB.ToStringUniformPriceFormat(),
sequence);
}
public static bool PutForecast(int categoryId, string ticker, BarSettings timeframe, string xmlForecast)
{
var wc = new WebClient();
if (!string.IsNullOrEmpty(username))
wc.Credentials = new NetworkCredential(username, pass);
var requestParams = new NameValueCollection
{
{ TradeSignalXml.ReqPtrForecastCategory, categoryId.ToString() },
{ TradeSignalXml.ReqPtrForecastTicker, ticker },
{ TradeSignalXml.ReqPtrForecastTimeframe, timeframe.ToString(TradeSignalXml.TimeframeSeparator) }
};
wc.QueryString = requestParams;
try
{
var responseBytes = wc.UploadData(url, "PUT", TradeSignalXml.DefaultEncoding.GetBytes(xmlForecast));
var respString = TradeSignalXml.DefaultEncoding.GetString(responseBytes);
return respString == "OK";
}
catch (Exception ex)
{
Logger.Error("Ошибка в PutForecast()", ex);
return false;
}
}
public ForecastQueueItem(string forecastXml, int categoryId, string ticker, BarSettings timeframe)
{
this.forecastXml = forecastXml;
this.categoryId = categoryId;
this.ticker = ticker;
this.timeframe = timeframe;
}
public CandlePacker(BarSettings barSettings)
{
BarSettings = barSettings;
}
public static List<FiboRobotPosition> GetRobotPositions(string ticker,
IEnumerable<MarketOrder> orders, BarSettings timeframe,
decimal? priceAFilter, decimal? priceBFilter)
{
var maxDeltaPriceAbs = DalSpot.Instance.GetAbsValue(ticker, 1.5M);
var deals = orders.Select(MakeFiboPosition)
.Where(o => o != null)
.Where(d =>
d.timeframe == timeframe &&
(!priceAFilter.HasValue || d.PriceA.RoughCompares(priceAFilter.Value, maxDeltaPriceAbs)) &&
(!priceBFilter.HasValue || d.PriceB.RoughCompares(priceBFilter.Value, maxDeltaPriceAbs)))
.ToList();
return deals;
}
private void InitCandlePackers()
{
var barSetsM1 = new BarSettings {Intervals = new List<int> {1}};
barSettingsCodeM1 = BarSettingsStorage.Instance.GetBarSettingsFriendlyName(barSetsM1);
packers.Add(barSettingsCodeM1, tickersToStore.ToDictionary(t => t, t => new CandlePacker(barSetsM1)));
candles.Add(barSettingsCodeM1, tickersToStore.ToDictionary(t => t, t => new List<CandleData>()));
candlesM1 = tickersToStore.ToDictionary(t => t, t => new List<CandleData>());
// прочитать из настроек, какие свечи нужны
var barSetsStr = AppConfig.GetStringParam("Candles", "H1 H4 D1");
var parts = barSetsStr.Split(new[] {' ', ',', '.'}, StringSplitOptions.RemoveEmptyEntries);
foreach (var part in parts)
{
if (part == barSettingsCodeM1) continue;
var sets = BarSettingsStorage.Instance.GetBarSettingsByName(part);
if (ReferenceEquals(sets, null))
{
Logger.ErrorFormat("InitCandlePackers - таймфрейм {0} не распознан", part);
continue;
}
var nameFriendly = BarSettingsStorage.Instance.GetBarSettingsFriendlyName(sets);
packers.Add(nameFriendly, tickersToStore.ToDictionary(t => t, t => new CandlePacker(sets)));
candles.Add(nameFriendly, tickersToStore.ToDictionary(t => t, t => new List<CandleData>()));
}
// по каждому пакеру слепить свечи из минуток
Logger.InfoFormat("Формировать свечи для {0} тикеров, {1} таймфреймов",
tickersToStore.Count, packers.Count);
foreach (var ticker in tickersToStore)
{
var atomCandles = AtomCandleStorage.Instance.GetAllMinuteCandles(ticker) ?? new List<CandleData>();
foreach (var cm1 in atomCandles)
foreach (var packTimeframe in packers)
{
var packer = packTimeframe.Value[ticker];
if (ReferenceEquals(packer, null))
{
Logger.ErrorFormat("packer({0}, {1}) = null", ticker, packTimeframe.Key);
continue;
}
if (!candles.ContainsKey(packTimeframe.Key))
{
Logger.ErrorFormat("!candles.ContainsKey({0})", packTimeframe.Key);
continue;
}
if (!candles[packTimeframe.Key].ContainsKey(ticker))
{
Logger.ErrorFormat("!candles[{0}].ContainsKey({1})",
packTimeframe.Key, ticker);
continue;
}
// добавить минутную свечу как есть
if (packer.BarSettings.IsAtomic)
{
candles[packTimeframe.Key][ticker].Add(cm1);
continue;
}
var candle = packer.UpdateCandle(cm1);
if (candle == null) continue;
candles[packTimeframe.Key][ticker].Add(candle);
}
}
}
public RobotMarkClear(string symbol, BarSettings timeframe, string code)
{
Symbol = symbol;
HintCode = code;
Timeframe = BarSettingsStorage.Instance.GetBarSettingsFriendlyName(timeframe);
}
public ChartControl()
{
InitializeComponent();
visualSettings = new ChartVisualSettings(this);
SetStyle((ControlStyles)0x22012, true);
_chartFrame = new ChartFrame();
_panes = new PaneCollection(this);
_interactivityTools = new InteractivityToolCollection(this);
CreateStockSeries();
_window = new Window(this);
candleRange = new CandleRange(StockSeries);
Timeframe = new BarSettings();
Timeframe.Intervals.Add(60);
//DoubleBuffered = true;
}
public override void Initialize(BacktestServerProxy.RobotContext grobotContext, CurrentProtectedContext protectedContext)
{
base.Initialize(grobotContext, protectedContext);
// проверка настроек графиков
if (Graphics.Count == 0)
{
Logger.DebugFormat("FiboLevelRobot: настройки графиков не заданы");
return;
}
if (Graphics.Count > 1)
{
Logger.DebugFormat("FiboLevelRobot: настройки графиков должны описывать один тикер / один ТФ");
return;
}
ticker = Graphics[0].a;
timeframe = Graphics[0].b;
packer = new CandlePacker(timeframe);
// расчет вспомогательных переменных
side = PriceB > PriceA ? 1 : PriceB < PriceA ? -1 : 0;
minuteCandlesCount = 0;
minuteCandlesBodiesSum = 0;
lastBid = 0;
timeOfLastCandle = new DateTime(1972, 1, 1);
// получить категории торговых сигналов
if (ShouldMakePresignals)
{
currentPresignalPrimeTimes = presignalMinutesToClose.ToList();
var signals = grobotContext is BacktestServerProxy.RobotContextLive
? ((BacktestServerProxy.RobotContextLive)grobotContext).GetAuthoredTradeSignals()
: new List<PaidService>();
if (signals.Count > 0)
{
var signal = signals[0];
if (signal != null)
{
authoredTradeSignalCategory = signal.Id;
Logger.InfoFormat("Робот {0} - отправляет сигналы {1} ({2})",
GetUniqueName(), authoredTradeSignalCategory, signal.Comment);
}
}
}
// поставить на графике точечки
AddRobotHintOnPriceUpdated("A", 0, priceA, TimeOfA);
AddRobotHintOnPriceUpdated("B", 0, priceB, TimeOfB);
}
/// <summary>
/// обновить торговые рекомендации (список объектов в формате XML)
/// </summary>
/// <param name="signalCatId">категория сигнала</param>
/// <param name="ticker">тикер (USDCHF...)</param>
/// <param name="timeframe">таймфрейм прогноза</param>
/// <param name="signalXml">XML (well-formed) в виде строки</param>
public void UpdateSignal(int signalCatId, string ticker, BarSettings timeframe, string signalXml)
{
// проверить параметры
if (string.IsNullOrEmpty(signalXml))
{
Logger.ErrorFormat("UpdateSignal (cat={0}) error: signalXml is empty", signalCatId);
return;
}
if (!DalSpot.Instance.GetTickerNames().Contains(ticker))
{
Logger.ErrorFormat("UpdateSignal (cat={0}) error: ticker \"{1}\" is not found", signalCatId, ticker);
return;
}
// проверить XML
if (!TradeSignalXml.XmlIsValid(ref signalXml, true))
{
Logger.ErrorFormat("UpdateSignal (cat={0}) error: ", signalCatId, ticker);
return;
}
// записать файл
var key = new SignalStorageKey {categoryId = signalCatId, ticker = ticker, timeframe = timeframe};
if (!WriteFile(key, signalXml)) return;
// обновить словарь dicUpdateLocker
try
{
dicUpdateLocker.AcquireWriterLock(LockTimeout);
}
catch (ApplicationException)
{
Logger.Error("SignalStorage - updateTimes write lock timeout");
return;
}
try
{
if (updateTimes.ContainsKey(key)) updateTimes[key] = DateTime.Now;
else updateTimes.Add(key, DateTime.Now);
}
catch (Exception ex)
{
Logger.Error("SignalStorage - updateTimes update error", ex);
return;
}
finally
{
dicUpdateLocker.ReleaseWriterLock();
}
}
private static void ProcessPutRequest(Dictionary<string, string> queryParams, HttpListenerContext context, StringBuilder resp)
{
string catIdString;
queryParams.TryGetValue(TradeSignalXml.ReqPtrForecastCategory, out catIdString);
if (string.IsNullOrEmpty(catIdString))
{
Logger.Error("SignalWebServer, PUT request - param \"" + TradeSignalXml.ReqPtrForecastCategory + "\" is not set");
resp.Append("error");
return;
}
string ticker;
queryParams.TryGetValue(TradeSignalXml.ReqPtrForecastTicker, out ticker);
if (string.IsNullOrEmpty(ticker))
{
Logger.Error("SignalWebServer, PUT request - param \"" + TradeSignalXml.ReqPtrForecastTicker + "\" is not set");
resp.Append("error");
return;
}
string timeframe;
queryParams.TryGetValue(TradeSignalXml.ReqPtrForecastTimeframe, out timeframe);
if (string.IsNullOrEmpty(timeframe))
{
Logger.Error("SignalWebServer, PUT request - param \"" + TradeSignalXml.ReqPtrForecastTimeframe + "\" is not set");
resp.Append("error");
return;
}
var catId = catIdString.ToIntSafe();
if (!catId.HasValue)
{
Logger.ErrorFormat("SignalWebServer, PUT request - param \"" + TradeSignalXml.ReqPtrForecastCategory +
"\" is terribly wrong (\"{0}\")",
catIdString);
resp.Append("error");
return;
}
BarSettings timeframeSets;
try
{
timeframeSets = new BarSettings(timeframe, TradeSignalXml.TimeframeSeparator);
}
catch
{
Logger.ErrorFormat("SignalWebServer, PUT request - param \"" + TradeSignalXml.ReqPtrForecastTimeframe +
"\" is terribly wrong (\"{0}\")", timeframe);
resp.Append("error");
return;
}
// получить данные запроса
var body = context.Request.InputStream;
var encoding = TradeSignalXml.DefaultEncoding; // context.Request.ContentEncoding;
var len = context.Request.ContentLength64;
if (len == 0)
{
Logger.Error("SignalWebServer, PUT request - zero data length");
resp.Append("error");
return;
}
var data = new byte[len];
using (var reader = new BinaryReader(body, encoding))
{
for (var i = 0; i < len; i++)
data[i] = reader.ReadByte();
}
var forecastXml = encoding.GetString(data);
// отправить запрос - положить "сигнал" в хранилище
ThreadPool.QueueUserWorkItem(PutForecastInStorage, new ForecastQueueItem(forecastXml,
catId.Value, ticker, timeframeSets));
resp.Append("OK");
}
public string GetTradeSignalXml(int signalCatId, string ticker, BarSettings timeframe)
{
return GetTradeSignalXml(new SignalStorageKey
{ categoryId = signalCatId, ticker = ticker, timeframe = timeframe });
}
private static void MakeForecastResponseString(Dictionary<string, string> queryParams, StringBuilder response)
{
if (!queryParams.ContainsKey(TradeSignalXml.ReqPtrForecastCategory) ||
string.IsNullOrEmpty(queryParams[TradeSignalXml.ReqPtrForecastCategory]))
{
response.Append("error:param \"" + TradeSignalXml.ReqPtrForecastCategory + "\" is missed");
return;
}
if (!queryParams.ContainsKey(TradeSignalXml.ReqPtrForecastTicker) ||
string.IsNullOrEmpty(queryParams[TradeSignalXml.ReqPtrForecastTicker]))
{
response.Append("error:param \"" + TradeSignalXml.ReqPtrForecastTicker + "\" is missed");
return;
}
if (!queryParams.ContainsKey(TradeSignalXml.ReqPtrForecastTimeframe) ||
string.IsNullOrEmpty(queryParams[TradeSignalXml.ReqPtrForecastTimeframe]))
{
response.Append("error:param \"" + TradeSignalXml.ReqPtrForecastTimeframe + "\" is missed");
return;
}
var catId = queryParams[TradeSignalXml.ReqPtrForecastCategory].ToIntSafe();
if (!catId.HasValue)
{
response.Append("error:param \"" + TradeSignalXml.ReqPtrForecastCategory + "\" should be a number");
return;
}
var ticker = queryParams[TradeSignalXml.ReqPtrForecastTicker];
if (!DalSpot.Instance.GetTickerNames().Contains(ticker))
{
response.Append("error:param \"" + TradeSignalXml.ReqPtrForecastTicker + "\" refers to a wrong symbol");
return;
}
BarSettings timeframeSets;
try
{
timeframeSets = new BarSettings(queryParams[TradeSignalXml.ReqPtrForecastTimeframe], TradeSignalXml.TimeframeSeparator);
}
catch
{
response.Append("error:param \"" + TradeSignalXml.ReqPtrForecastTimeframe + "\" was not recognized");
return;
}
var respXml = SignalStorage.Instance.GetTradeSignalXml(catId.Value, ticker, timeframeSets);
if (string.IsNullOrEmpty(respXml))
{
response.Append("error:not found");
return;
}
response.Append(respXml);
}
public CandlePacker(BarSettings barSettings)
{
BarSettings = barSettings;
}
private static SignalStorageKey GetKeyFromFilePath(int catId, string filePath)
{
var fileName = Path.GetFileNameWithoutExtension(filePath);
var nameParts = fileName.Split('_');
if (nameParts.Length != 2)
return default(SignalStorageKey);
if (string.IsNullOrEmpty(nameParts[0]) || string.IsNullOrEmpty(nameParts[1]))
return default(SignalStorageKey);
if (!DalSpot.Instance.GetTickerNames().Contains(nameParts[0]))
return default(SignalStorageKey);
var ticker = nameParts[0];
try
{
var timeframe = new BarSettings(nameParts[1]);
return new SignalStorageKey {categoryId = catId, ticker = ticker, timeframe = timeframe};
}
catch
{
return default(SignalStorageKey);
}
}
private void BuildSeries()
{
if (DrawPane != null && DrawPane != owner.StockPane)
DrawPane.Title = UniqueName;
if (volumeData.Count == 0) return;
if (owner.StockSeries.Data.Count == 0) return;
previousTimeframe = owner.Timeframe;
seriesBuy.Data.Clear();
seriesSell.Data.Clear();
var lstVolm = new List<Cortege3<int, long, long>>();
foreach (var volData in volumeData)
{
var index = owner.StockSeries.GetIndexByCandleOpen(volData.a);
if (index <= 0) continue;
lstVolm.Add(new Cortege3<int, long, long>(index, volData.b, volData.c));
}
// интерполировать
if (lstVolm.Count > 0)
{
var lastIndex = 0;
foreach (var ptVol in lstVolm)
{
if (ptVol.a >= owner.StockSeries.Data.Count) break;
for (var i = lastIndex; i <= ptVol.a; i++)
{
seriesBuy.Data.Add(ptVol.b);
seriesSell.Data.Add(ptVol.c);
}
lastIndex = ptVol.a + 1;
}
}
}
public string GetBarSettingsFriendlyName(BarSettings sets)
{
var exists = barSettingsSeries.FirstOrDefault(bs => bs == sets);
return !ReferenceEquals(exists, null) ? exists.Title : sets.ToString();
}
public void ReadSeriesFromXml()
{
var pathFile = string.Format("{0}\\{1}", ExecutablePath.ExecPath, BarSettingsFileName);
var doc = new XmlDocument();
try
{
if (!File.Exists(pathFile))
return;
doc.Load(pathFile);
}
catch (Exception ex)
{
Logger.ErrorFormat("Ошибка загрузки данных BarSettings \"{0}\": {1}", pathFile, ex);
}
try
{
// разбираем xml
var node = doc.SelectSingleNode("BarSettingsList");
if (node != null)
{
var nodes = node.SelectNodes("BarSettings");
if (nodes != null)
foreach (XmlElement item in nodes)
{
var bars = new BarSettings {Title = item.Attributes["Title"].Value, IsUserDefined = true};
try
{
bars.ReadFromTagString(item.InnerText, ";#");
}
catch
{
continue;
}
if (!barSettingsSeries.Any(s => s.Title == bars.Title))
barSettingsSeries.Add(bars);
}
}
}
catch (Exception ex)
{
Logger.Error("BarSettings.ReadSeriesFromXml error", ex);
}
}
private void BtnOkClick(object sender, EventArgs e)
{
if (string.IsNullOrEmpty(cbTicker.Text))
{
MessageBox.Show(Localizer.GetString("MessageTickerNotChosen"));
return;
}
if (!DalSpot.Instance.GetTickerNames().Contains(cbTicker.Text))
{
MessageBox.Show(string.Format(Localizer.GetString("MessageTickerNotFoundFmt"),
cbTicker.Text));
return;
}
Timeframe = BarSettingsStorage.Instance.GetBarSettingsByName(cbTimeframe.Text);
Ticker = cbTicker.Text;
intervalModeIsOn = panelTimeBounds.Visible;
//Если выбран какой нибудь шаблон
if (cbTemplates.SelectedIndex > -1) TemplateName = cbTemplates.Text;
DialogResult = DialogResult.OK;
}
public TimeframeSettingsForm(BarSettings timeframe)
{
InitializeComponent();
Timeframe = timeframe;
}
public override void Initialize(BacktestServerProxy.RobotContext grobotContext, CurrentProtectedContext xprotectedContext)
{
base.Initialize(grobotContext, xprotectedContext);
// проверка настроек графиков
if (Graphics.Count == 0)
{
Logger.DebugFormat("MultiIndexRobot: настройки графиков не заданы");
return;
}
if (Graphics.Count > 1)
{
Logger.DebugFormat("MultiIndexRobot: настройки графиков должны описывать один тикер / один ТФ");
return;
}
ticker = Graphics[0].a;
timeframe = Graphics[0].b;
lastBids = new Dictionary<string, double>();
foreach (var ind in IndexList)
{
ind.Initialize();
ind.lastIndicies = new List<double>();
ind.indexPeaks = new List<Cortege3<decimal, int, decimal>>();
}
candles = new List<CandleData>();
packer = new CandlePacker(Graphics[0].b);
tickerNames = DalSpot.Instance.GetTickerNames();
randomGener = new Random(DateTime.Now.Millisecond);
lastBidLists = new Dictionary<string, List<double>>();
// по каждой валютной паре найти макс. количество отсчетов (из формулы индекса)
InitLastBidLists();
}
public string GetBarSettingsFriendlyName(BarSettings sets)
{
var exists = barSettingsSeries.FirstOrDefault(bs => bs == sets);
return(!ReferenceEquals(exists, null) ? exists.Title : sets.ToString());
}
