private void AnalyzeOnlineTF(ChangedTF changedTF, List <int> lstScale, EnmTF TF_high, EnmTF TF_low, CRawDeal prevDeal, CRawDeal currDeal)
{
DateTime dtPrev = prevDeal.Moment;
DateTime dtCurr = currDeal.Moment;
//Get last high TF
CTimeFrameInfo TFinfo_low = m_dictTFArray.GetLastTimeFrameInfo(TF_low);
/* if (!TFinfo_low.bNotProcessedData)
* return;
*/
DateTime dtFrom = new DateTime(0);
DateTime dtTo = new DateTime(0);
bool b_wasChangedTF = changedTF(prevDeal.Moment, currDeal.Moment, lstScale, ref dtFrom, ref dtTo);
if (!m_dictTFArray.IsContainTimeFrameInfo(TF_high, /*dtFrom*/ dtTo))
{
m_dictTFArray.AddNewTimeFrameInfo(m_isin, TF_high, /*dtFrom*/ dtTo, this);
}
CTimeFrameInfo TFinfo_low_prev = m_dictTFArray.GetPrevLastTimeFrameInfo(TF_low);
CTimeFrameInfo TFinfo_high_prev = m_dictTFArray.GetPrevLastTimeFrameInfo(TF_high);
CTimeFrameInfo TFinfo_high = m_dictTFArray.GetLastTimeFrameInfo(TF_high);
bool bChangedExtr = false;
if (currDeal.ReplID > TFinfo_high.LastReplId)
{
TFinfo_high.numOfDeals++;
TFinfo_high.Volume += currDeal.Amount;
TFinfo_high.OpenedPos = currDeal.Pos;
//changed 2016/08/01
//only if changed extremum do recalc
if (TFinfo_high.HighPrice < TFinfo_low.HighPrice)
{
TFinfo_high.HighPrice = currDeal.Price;
bChangedExtr = true;
}
if (TFinfo_high.LowPrice > TFinfo_low.LowPrice)
{
TFinfo_high.LowPrice = currDeal.Price;
bChangedExtr = true;
}
TFinfo_high.LastReplId = currDeal.ReplID;
TFinfo_high.LastUpdate = DateTime.Now;
if (!TFinfo_high.bProcessedData)
{
TFinfo_high.OpenPrice = TFinfo_low.OpenPrice;
TFinfo_high.bProcessedData = true;
}
//KAA 2015-12-23
//because low TF was already updated
// if (!b_wasChangedTF)
TFinfo_high.ClosePrice = TFinfo_low.ClosePrice;
// else
// TFinfo_high.ClosePrice = TFinfo_low_prev.ClosePrice; //TFinfo_low.ClosePrice;
DateTime dtcnd = CUtilTime.NormalizeDay(dtFrom);
// Plaza2Connector.GUIBox.GUICandleBox.UpdateCandle(this.m_isin, TF_high.ToString(), dtcnd.ToString(), TFinfo_high);
Plaza2Connector.GUIBox.GUICandleBox.QueueTFinfo(this.m_isin, TF_high.ToString(), dtcnd.ToString(), TFinfo_high);
//changed 2016/08/01
//only if changed extremum do recalc
if (bChangedExtr)
{
TriggerRecalcAllBotsUpdateTF(TF_high, TFinfo_high);
}
if (b_wasChangedTF)
{
Log(TF_high.ToString() + " TFinfo_high.Dt=" + TFinfo_high.Dt.ToString() + " was closed prevDeal.Moment=" + prevDeal.Moment + " currDeal.Moment=" + currDeal.Moment + " TFinfo_high.ClosePrice=" + TFinfo_high.ClosePrice +
" TFinfo_low_prev.ClosePrice=" + TFinfo_low_prev.ClosePrice + " TFinfo_low_prev.Dt =" + TFinfo_low_prev.Dt);
if (Plaza2Connector.IsDealsOnline && Plaza2Connector.IsAnalyzerTFOnline)
{
TriggerRecalcAllBotsChangedTF(TF_high, TFinfo_high_prev);
}
}
}
else
{
}
// TrapError(m_dictTFArray[TF_high.ToString()][CUtil.NormalizeDay(dtFrom)]);
int tmp = 1;
}
private void AnalyzeDiskTF(ChangedTF changedTF, List <int> lstScale, EnmTF TF_high, EnmTF TF_low)
{
try
{
foreach (KeyValuePair <DateTime, CTimeFrameArray> kvp in m_dictTFArray[TF_low.ToString()]) //all dates of low TF array
{
if (CUtilTime.OlderThanTwoWorkDays(kvp.Key))
{
continue;
}
CTimeFrameArray M_low_TF_Array = kvp.Value;
for (int i = 1; i < M_low_TF_Array.ListTimeFrameInfo.Count; i++) //each TF array
{
DateTime dtPrev = M_low_TF_Array.ListTimeFrameInfo[i - 1].Dt;
DateTime dtCurr = M_low_TF_Array.ListTimeFrameInfo[i].Dt;
DateTime dtFrom = new DateTime(0);
DateTime dtTo = new DateTime(0);
if (changedTF(dtPrev, dtCurr, lstScale, ref dtFrom, ref dtTo))
{
//TO DO chek prev day etc
if (m_dictTFArray.IsContainTimeFrameInfo(TF_high, dtFrom))
{
continue; //if already exists in high TF array than nothing to do and continue
}
//exp logics
CTimeFrameInfo ntfi = null;
if (m_dictTFArray.GetLatestTFI(TF_high.ToString()) != null)
{
DateTime dtLast = (m_dictTFArray.GetLatestTFI(TF_high.ToString())).Dt;
if (dtLast > dtFrom)
{
ntfi = m_dictTFArray.GetNewTFIPuttingtoWritePlace(m_isin, TF_high, dtFrom);
//Error("Inserting data. TO DO check and remove");
}
else
{
ntfi = m_dictTFArray.GetNewTimeFrameInfo(m_isin, TF_high, dtFrom);
}
}
else
{
ntfi = m_dictTFArray.GetNewTimeFrameInfo(m_isin, TF_high, dtFrom);
}
int j = i - 1;
//note: the last pos
ntfi.OpenedPos = M_low_TF_Array.ListTimeFrameInfo[j].OpenedPos;
ntfi.ClosePrice = M_low_TF_Array.ListTimeFrameInfo[j].ClosePrice;
while (j >= 0 && M_low_TF_Array.ListTimeFrameInfo[j].Dt >= dtFrom)
{
CTimeFrameInfo currtfi = M_low_TF_Array.ListTimeFrameInfo[j];
ntfi.numOfDeals += currtfi.numOfDeals;
ntfi.Volume += currtfi.Volume;
if (ntfi.HighPrice < currtfi.HighPrice)
{
ntfi.HighPrice = currtfi.HighPrice;
}
if (ntfi.LowPrice > currtfi.LowPrice)
{
ntfi.LowPrice = currtfi.LowPrice;
}
ntfi.OpenPrice = M_low_TF_Array.ListTimeFrameInfo[j].OpenPrice;
j--; //backward
}
DateTime dtcnd = CUtilTime.NormalizeDay(dtFrom);
//no need ? check !
CheckTFIConsistent(ntfi);
}
}
//TrapError(kvp.Value);
}
}
catch (Exception e)
{
Error("AnalyzeDiskTF", e);
}
}
