public TA(Monitor monitor, TAInfo taInfo, string dllName)
{
this.monitor = monitor;
this.TickTA = new TickTA(monitor);
// Create KLines storage
dictKS = new Dictionary<int, RList<KLine>>()
{
{ 0, new RList<KLine>() } // 缺省有日线
};
foreach (int p in TAInfo.Periods)
{
dictKS[p] = new RList<KLine>();
}
// create Formula in taInfo's List
Assembly assembly = Assembly.LoadFrom(dllName + ".DLL");
FList = new List<FormulaInfo>();
foreach (FormulaInfo fi in taInfo.FList)
{
FormulaInfo fiClone = fi.Copy();
Type type = assembly.GetType(string.Format("{0}.{1}_Formula", dllName, fi.Name));
fiClone.Formula = (TAFormula)Activator.CreateInstance(type, fi.Parameters);
FList.Add(fiClone);
}
BPList = taInfo.BuyPoints;
}
private void dgvPool_CellEnter(object sender, DataGridViewCellEventArgs e)
{
if (dgvPool.Rows[e.RowIndex].Tag != null)
{
Monitor m = (Monitor)dgvPool.Rows[e.RowIndex].Tag;
if (currentMonitor != m)
{
currentMonitor = m;
currentMonitor.SetFocus();
DrawChart(currentMonitor, currentKType);
// tickUC and BarUC
tickUC.OnTickArrived(currentMonitor.TA.TickTA);
barUC.Clear();
}
}
}
private void PushPeriodBars(string dtString, Monitor m, Bar bar, float factor)
{
// add klines of this symbol
string symbol = string.Format("{0}.{1}", bar.exchange, bar.sec_id);
List<Bar> bars = symbolBars[symbol];
// process periods
Dictionary<int, Zone> pZone = symbolPeriods[symbol];
foreach (int p in pZone.Keys)
{
int minutes = Utils.GetLastingMinutes(Utils.UtcToDateTime(bar.utc_time));
if (bars.Count > 0 && minutes - pZone[p].lastM >= p)
{
m.PushBar(SumBars(p, bars, pZone[p].x), factor);
pZone[p].x = bars.Count;
pZone[p].lastM = (minutes / p) * p;
}
}
m.PushBar(bar, factor);
bars.Add(bar);
}
private void PushPeriodKLines(string dtString, Monitor m, KLine k)
{
// add klines of this symbol
List<KLine> klines = symbolKs[k.Symbol];
// process periods
Dictionary<int, Zone> pZone = symbolPeriods[k.Symbol];
foreach (int p in pZone.Keys)
{
int minutes = Utils.GetLastingMinutes(Utils.UtcToDateTime(k.UTC));
if (klines.Count > 0 && minutes - pZone[p].lastM >= p)
{
m.TA.PushKLine(p, SumKLines(klines, pZone[p].x));
pZone[p].x = klines.Count;
pZone[p].lastM = (minutes / p) * p;
}
}
m.TA.PushKLine(1, k);
klines.Add(k);
}
private void DrawChart(Monitor m, int ktype)
{
object tag = dgvPool.Columns[dgvPool.CurrentCell.ColumnIndex].Tag;
if (tag == null)
{
chartUC.DrawChart(m.TA.GetKLines(ktype), ktype, new List<RList<double>>(), null);
}
else
{
KeyValuePair<string, List<string>> pair = (KeyValuePair<string, List<string>>)tag;
chartUC.DrawChart(m.TA.GetKLines(ktype), ktype, m.TA.GetScalarValues(pair.Key, ktype), pair.Value);
}
}
public TickTA(Monitor monitor)
{
this.monitor = monitor;
}
public MonitorUC(Monitor mon)
{
InitializeComponent();
this.mon = mon;
}
// Create
public MyStrategy(TStrategy s, TLogin login)
{
strategyT = s;
this.gmLogin = login;
// pm manager
pm = (PoolManager)Activator.CreateInstance(strategyT.Pool.ManagerType, this, strategyT.Pool);
// monitors
TAInfo info = new TAInfo(strategyT.TAInfoParameters);
monitors = new Dictionary<string, Monitor>();
foreach (TInstrument ins in strategyT.Instruments)
{
Monitor monitor = new Monitor(this, ins, info, strategyT.DLLName);
symbols += ins.Symbol + ",";
monitors.Add(ins.Symbol, monitor);
if (monitor.Target.Symbol == pm.SymbolBench)
monitor.IsBench = true;
}
// RiskM
riskM = new RiskM(this, strategyT.RiskMInfoParameters);
// heartTimer
heartTimer = new System.Timers.Timer();
heartTimer.Elapsed += new System.Timers.ElapsedEventHandler(heartTimer_Elapsed);
heartTimer.Interval = 1000; // 1s
}
