public CTimeFrameInfo GetNewTFIPuttingtoWritePlace(string isin, EnmTF TF, DateTime dt)
{
CListTimeFrameInfo arr = null;
int i = 0;
try
{
arr = this[TF.ToString()][dt.Date].ListTimeFrameInfo;
for (i = 0; i < arr.Count; i++)
{
if (arr[i].Dt > dt)
{
break;
}
}
}
catch (Exception e)
{
Error("GetNewTFIPuttingtoWritePlace", e);
}
mx.WaitOne();
if (arr != null)
{
arr.Insert(i, new CTimeFrameInfo(isin, dt /*, m_timeFrameAnalyzer*/));
}
mx.ReleaseMutex();
return(arr[i]);
//return null;
}
public void SetTF(EnmTF tf)
{
TF = tf;
if (TF == EnmTF.M1)
{
DateTF = CUtilTime.NormalizeSeconds(Date);
}
else if (TF == EnmTF.M5)
{
DateTF = CUtilTime.NormalizeToM5(Date);
}
else if (TF == EnmTF.M15)
{
DateTF = CUtilTime.NormalizeToM15(Date);
}
else if (TF == EnmTF.M30)
{
DateTF = CUtilTime.NormalizeToM30(Date);
}
else if (TF == EnmTF.H1)
{
DateTF = CUtilTime.NormalizeHour(Date);
}
else if (TF == EnmTF.D1)
{
DateTF = CUtilTime.NormalizeDay(Date);
}
else
{
DateTF = Date;
}
}
//TO DO check. dangerous
public CTimeFrameInfo GetPrevLastTimeFrameInfo(EnmTF TF)
{
CTimeFrameInfo tfi = null;
try
{
DateTime dtMax = new DateTime(0);
foreach (KeyValuePair <DateTime, CTimeFrameArray> kvp in this[TF.ToString()])
{
if (kvp.Key > dtMax && kvp.Value.ListTimeFrameInfo.Count > 0)
{
dtMax = kvp.Key;
}
}
int cnt = this[TF.ToString()][dtMax].ListTimeFrameInfo.Count;
if (cnt >= 2)
{
tfi = this[TF.ToString()][dtMax].ListTimeFrameInfo[cnt - 2];
}
else
{
tfi = this[TF.ToString()][dtMax].ListTimeFrameInfo.Last();
}
return(tfi);
}
catch (Exception e)
{
Error("GetLastTimeFrameInfo", e);
return(tfi);
}
}
public void Bind(CPlaza2Connector plaza2Connector, string inpIsin, string inpTf, string inpDt, Button but, Dispatcher disp)
{
_dispatcher = System.Windows.Threading.Dispatcher.CurrentDispatcher;
_dispatcherParentWindow = disp;
m_buttonTF = but;
m_plaza2Connector = plaza2Connector;
m_isin = inpIsin;
tf = inpTf;
dt = inpDt;
TF = dictIntervalsTF[tf];
m_plaza2Connector.GUIBox.GUICandleBox[m_isin][tf][dt].SetSubsribedDispatcher(_dispatcher);
this.Chart.ItemsSource = m_plaza2Connector.GUIBox.GUICandleBox[m_isin][tf][dt];
this.ChartBody.ItemsSource = m_plaza2Connector.GUIBox.GUICandleBox[m_isin][tf][dt];
m_plaza2Connector.GUIBox.GUICandleBox[m_isin][tf][dt].CandleCollectionUpdate += OnUpdateCandleCollection;
_dispatcher.UnhandledException += new DispatcherUnhandledExceptionEventHandler(m_plaza2Connector.Alarmer.GUIdispatcher_UnhandledException);
SubscribeGUIUserDealsOnCreation();
UpdateAxis();
}
public bool IsTimeToWrite(EnmTF TF)
{
//TO DO from config
if (CopyDict.ContainsKey(TF.ToString()) && !bCopyIsBusy)
{
DateTime dt = /*this*/ CopyDict[TF.ToString()].Last().Value.DtLastWrite;
if ((DateTime.Now - dt).TotalSeconds > 20)
{
return(true);
}
}
return(false);
}
private void TriggerRecalcAllBotsChangedTF(EnmTF TF, CTimeFrameInfo tfi)
{
if (!Plaza2Connector.IsDealsOnline || !IsOnlineData)
{
return;
}
BotEventTF mess = new BotEventTF()
{
TFUpdate = TF,
TFI = tfi
};
Plaza2Connector.TriggerRecalcAllBotsWithInstrument(m_isin, EnmBotEventCode.OnTFChanged, mess);
}
public void AddNewTimeFrameInfo(string isin, EnmTF TF, DateTime date, CTimeFrameAnalyzer tfa)
{
mx.WaitOne();
if (!this.ContainsKey(TF.ToString()))
{
this[TF.ToString()] = new SortedDictionary <DateTime, CTimeFrameArray>();
}
if (!this[TF.ToString()].ContainsKey(date.Date))
{
this[TF.ToString()][date.Date] = new CTimeFrameArray();
}
this[TF.ToString()][date.Date].ListTimeFrameInfo.Add(new CTimeFrameInfo(isin, date /*, tfa*/));
mx.ReleaseMutex();
}
public bool IsContainTimeFrameInfo(EnmTF TF, DateTime dtFind)
{
if (!this.ContainsKey(TF.ToString()))
{
return(false);
}
if (!this[TF.ToString()].ContainsKey(dtFind.Date))
{
return(false);
}
foreach (CTimeFrameInfo ctfi in this[TF.ToString()][dtFind.Date].ListTimeFrameInfo)
{
if (ctfi.Dt == dtFind)
{
return(true);
}
}
return(false);
}
public CTimeFrameInfo GetNewTimeFrameInfo(string isin, EnmTF TF, DateTime dt)
{
if (!this.ContainsKey(TF.ToString()))
{
this[TF.ToString()] = new SortedDictionary <DateTime, CTimeFrameArray>();
}
if (!this[TF.ToString()].ContainsKey(dt.Date))
{
this[TF.ToString()][dt.Date] = new CTimeFrameArray();
}
mx.WaitOne();
this[TF.ToString()][dt.Date].ListTimeFrameInfo.Add(new CTimeFrameInfo(isin, dt /*,m_timeFrameAnalyzer*/));
mx.ReleaseMutex();
return(this[TF.ToString()][dt.Date].ListTimeFrameInfo.Last());
}
public CGUIUserDealViewModel(CRawUserDeal rd, decimal height, string botName, EnmTF tf = EnmTF.M1)
{
Id = rd.Id_Deal;
Price = rd.Price;
Height = height;
Date = rd.Moment;
Pos = Price + Height / 2;
BotName = botName;
string trngFile = "";
if (rd.Ext_id_buy > 0)
{
trngFile = "triangle_green.png";
OrdDir = OrderDirection.Buy;
}
else if (rd.Ext_id_sell > 0)
{
trngFile = "triangle_red.png";
OrdDir = OrderDirection.Sell;
}
if (trngFile != "")
{
PathFile = CUtil.GetImagesPath() + trngFile;
}
}
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);
}
}
