{

using System;

using System.IO;

using System.Linq;

using System.Windows;

using System.Windows.Controls;

using System.Windows.Media;

using System.Collections.Generic;

using Ecng.Xaml;

using Ecng.Common;

using Ecng.Collections;

using Ecng.Localization;

using Ookii.Dialogs.Wpf;

using StockSharp.Algo;

using StockSharp.Algo.Candles;

using StockSharp.Algo.Candles.Compression;

using StockSharp.Algo.Commissions;

using StockSharp.Algo.Storages;

using StockSharp.Algo.Testing;

using StockSharp.Algo.Indicators;

using StockSharp.BusinessEntities;

using StockSharp.Logging;

using StockSharp.Messages;

using StockSharp.Xaml.Charting;

using StockSharp.Localization;

using TradingStrategies;

public partial class MainWindow

{

private HistoryEmulationConnector connector;

private BufferedChart bufferedChart;

private DateTime startEmulationTime;

private ChartCandleElement candlesElem;

private ChartTradeElement tradesElem;

private ChartIndicatorElement shortElem;

private SimpleMovingAverage shortMa;

private ChartIndicatorElement longElem;

private SimpleMovingAverage longMa;

private ChartArea area;

private string StrategyName = "SMA Strategy";

public MainWindow()

{

InitializeComponent();

bufferedChart = new BufferedChart(Chart);

connector = null;

HistoryPath.Text = @"D:\StockSharp\DatabaseNew\".ToFullPath();

if (LocalizedStrings.ActiveLanguage == Languages.Russian)

{

SecId.Text = "RIZ5@FORTS";

From.Value = new DateTime(2015, 10, 1);

To.Value = new DateTime(2015, 11, 5);

}

}

private void FindPathClick(object sender, RoutedEventArgs e)

{

var dlg = new VistaFolderBrowserDialog();

if (!HistoryPath.Text.IsEmpty())

dlg.SelectedPath = HistoryPath.Text;

if (dlg.ShowDialog(this) == true)

{

HistoryPath.Text = dlg.SelectedPath;

}

}

private void StartBtnClick(object sender, RoutedEventArgs e)

{

InitChart();

if (HistoryPath.Text.IsEmpty() || !Directory.Exists(HistoryPath.Text))

{

MessageBox.Show(this, LocalizedStrings.Str3014);

return;

}

var secGen = new SecurityIdGenerator();

var secIdParts = secGen.Split(SecId.Text);

var storageRegistry = new StorageRegistry() { DefaultDrive = new LocalMarketDataDrive(HistoryPath.Text) };

var startTime = ((DateTime)From.Value).ChangeKind(DateTimeKind.Utc);

var stopTime = ((DateTime)To.Value).ChangeKind(DateTimeKind.Utc);

//var logManager = new LogManager();

//var fileLogListener = new FileLogListener("sample.log");

//logManager.Listeners.Add(fileLogListener);

//logManager.Listeners.Add(new DebugLogListener()); // for track logs in output window in Vusial Studio (poor performance).

var maxDepth = 5;

var maxVolume = 5;

var secCode = secIdParts.Item1;

var board = ExchangeBoard.GetOrCreateBoard(secIdParts.Item2);

var progressBar = TicksTestingProcess;

var progressStep = ((stopTime - startTime).Ticks / 100).To<TimeSpan>();

progressBar.Value = 0;

progressBar.Maximum = 100;

var statistic = TicksParameterGrid;

var security = new Security()

{

Id = SecId.Text,

Code = secCode,

Board = board,

};

var portfolio = new Portfolio()

{

Name = "test account",

BeginValue = 1000000,

};

var connector = new HistoryEmulationConnector(new[] { security }, new[] { portfolio })

{

EmulationAdapter =

{

Emulator =

{

Settings = { MatchOnTouch = true, PortfolioRecalcInterval = TimeSpan.FromMilliseconds(100), SpreadSize = 1, },

LogLevel = LogLevels.Debug,

},

LogLevel = LogLevels.Debug,

},

HistoryMessageAdapter = { StorageRegistry = storageRegistry, StartDate = startTime, StopDate = stopTime, MarketTimeChangedInterval = TimeSpan.FromMilliseconds(50), },

};

//logManager.Sources.Add(connector);

var candleManager = new CandleManager(connector);

var series = new CandleSeries(typeof(RangeCandle), security, new Unit(100));

shortMa = new SimpleMovingAverage { Length = 10 };

shortElem = new ChartIndicatorElement

{

Color = Colors.Coral,

ShowAxisMarker = false,

FullTitle = shortMa.ToString()

};

bufferedChart.AddElement(area, shortElem);

longMa = new SimpleMovingAverage { Length = 30 };

longElem = new ChartIndicatorElement

{

ShowAxisMarker = false,

FullTitle = longMa.ToString()

};

bufferedChart.AddElement(area, longElem);

var strategy = new SmaStrategy(bufferedChart, candlesElem, tradesElem, shortMa, shortElem, longMa, longElem, series)

{

Volume = 1,

Portfolio = portfolio,

Security = security,

Connector = connector,

LogLevel = LogLevels.Debug,

UnrealizedPnLInterval = ((stopTime - startTime).Ticks / 1000).To<TimeSpan>()

};

//logManager.Sources.Add(strategy);

connector.NewSecurities += securities =>

{

if (securities.All(s => s != security))

return;

connector.RegisterMarketDepth(security);

connector.RegisterMarketDepth(new TrendMarketDepthGenerator(connector.GetSecurityId(security))

{

Interval = TimeSpan.FromMilliseconds(100), // order book freq refresh is 1 sec

MaxAsksDepth = maxDepth,

MaxBidsDepth = maxDepth,

UseTradeVolume = true,

MaxVolume = maxVolume,

MinSpreadStepCount = 1, // min spread generation is 2 pips

MaxSpreadStepCount = 1, // max spread generation size (prevent extremely size)

MaxPriceStepCount = 3 // pips size,

});

connector.RegisterTrades(security);

connector.RegisterSecurity(security);

strategy.Start();

candleManager.Start(series);

connector.Start();

};

statistic.Parameters.Clear();

statistic.Parameters.AddRange(strategy.StatisticManager.Parameters);

var pnlCurve = Curve.CreateCurve(LocalizedStrings.PnL + " " + StrategyName, Colors.Cyan, EquityCurveChartStyles.Area);

var unrealizedPnLCurve = Curve.CreateCurve(LocalizedStrings.PnLUnreal + StrategyName, Colors.Black);

var commissionCurve = Curve.CreateCurve(LocalizedStrings.Str159 + " " + StrategyName, Colors.Red, EquityCurveChartStyles.DashedLine);

var posItems = PositionCurve.CreateCurve(StrategyName, Colors.Crimson);

strategy.PnLChanged += () =>

{

var pnl = new EquityData() { Time = strategy.CurrentTime, Value = strategy.PnL - strategy.Commission ?? 0 };

var unrealizedPnL = new EquityData() { Time = strategy.CurrentTime, Value = strategy.PnLManager.UnrealizedPnL };

var commission = new EquityData() { Time = strategy.CurrentTime, Value = strategy.Commission ?? 0 };

pnlCurve.Add(pnl);

unrealizedPnLCurve.Add(unrealizedPnL);

commissionCurve.Add(commission);

};

strategy.PositionChanged += () => posItems.Add(new EquityData { Time = strategy.CurrentTime, Value = strategy.Position });

var nextTime = startTime + progressStep;

connector.MarketTimeChanged += d =>

{

if (connector.CurrentTime < nextTime && connector.CurrentTime < stopTime)

return;

var steps = (connector.CurrentTime - startTime).Ticks / progressStep.Ticks + 1;

nextTime = startTime + (steps * progressStep.Ticks).To<TimeSpan>();

this.GuiAsync(() => progressBar.Value = steps);

};

connector.StateChanged += () =>

{

if (connector.State == EmulationStates.Stopped)

{

candleManager.Stop(series);

strategy.Stop();

//logManager.Dispose();

SetIsEnabled(false);

this.GuiAsync(() =>

{

if (connector.IsFinished)

{

progressBar.Value = progressBar.Maximum;

MessageBox.Show(this, LocalizedStrings.Str3024.Put(DateTime.Now - startEmulationTime));

}

else

MessageBox.Show(this, LocalizedStrings.cancelled);

});

}

else if (connector.State == EmulationStates.Started)

{

SetIsEnabled(true);

}

};

progressBar.Value = 0;

startEmulationTime = DateTime.Now;

connector.Connect();

connector.SendInMessage(new CommissionRuleMessage() { Rule = new CommissionPerTradeRule { Value = 0.01m } });

}

private void StopBtnClick(object sender, RoutedEventArgs e)

{

connector.Disconnect();

}

private void InitChart()

{

bufferedChart.ClearAreas();

Curve.Clear();

PositionCurve.Clear();

area = new ChartArea();

bufferedChart.AddArea(area);

candlesElem = new ChartCandleElement { ShowAxisMarker = false };

bufferedChart.AddElement(area, candlesElem);

tradesElem = new ChartTradeElement { FullTitle = "Сделки", };

bufferedChart.AddElement(area, tradesElem);

}

private void SetIsEnabled(bool started)

{

this.GuiAsync(() =>

{

StopBtn.IsEnabled = started;

StartBtn.IsEnabled = !started;

bufferedChart.IsAutoRange = started;

});

}

}

}