public static TimeSpan GetTimeZone(this BinaryMetaInfo metaInfo, bool isUtc, SecurityId securityId, IExchangeInfoProvider exchangeInfoProvider)
{
if (isUtc)
{
return(metaInfo.ServerOffset);
}
var board = exchangeInfoProvider.GetExchangeBoard(securityId.BoardCode);
return(board == null ? metaInfo.LocalOffset : board.TimeZone.BaseUtcOffset);
}
private void RefreshCharts()
{
Chart.ClearAreas();
_areaComb = new ChartArea();
var yAxis = _areaComb.YAxises.First();
yAxis.AutoRange = true;
Chart.IsAutoRange = true;
Chart.IsAutoScroll = true;
Chart.AddArea(_areaComb);
_timeframe = TimeSpan.FromMinutes(((ComboBoxItem)Timeframe.SelectedItem).Tag.To <int>());
var id = (SecurityId)Securities.SelectedItem;
_security = new Security
{
Id = id.ToStringId(),
PriceStep = id.SecurityCode.StartsWith("RI", StringComparison.InvariantCultureIgnoreCase) ? 10 : 0.01m,
Board = _exchangeInfoProvider.GetExchangeBoard(id.BoardCode) ?? ExchangeBoard.Associated
};
_tradeGenerator = new RandomWalkTradeGenerator(id);
_tradeGenerator.Init();
_tradeGenerator.Process(_security.ToMessage());
var series = new CandleSeries(
typeof(TimeFrameCandle),
_security,
_timeframe);
_candleElement = new ChartCandleElement {
FullTitle = "Candles"
};
Chart.AddElement(_areaComb, _candleElement, series);
LoadData(_security);
}
/// <inheritdoc />
protected override void OnInnerAdapterNewOutMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Security:
{
var secMsg = (SecurityMessage)message;
var security = _securityStorage.LookupById(secMsg.SecurityId);
if (security == null)
{
security = secMsg.ToSecurity(_exchangeInfoProvider);
}
else
{
security.ApplyChanges(secMsg, _exchangeInfoProvider, OverrideSecurityData);
}
_securityStorage.Save(security, OverrideSecurityData);
break;
}
case MessageTypes.Board:
{
var boardMsg = (BoardMessage)message;
var board = _exchangeInfoProvider.GetExchangeBoard(boardMsg.Code);
if (board == null)
{
board = _exchangeInfoProvider.GetOrCreateBoard(boardMsg.Code, code =>
{
var exchange = _exchangeInfoProvider.GetExchange(boardMsg.ExchangeCode) ?? boardMsg.ToExchange(new Exchange
{
Name = boardMsg.ExchangeCode
});
return(new ExchangeBoard
{
Code = code,
Exchange = exchange
});
});
}
board.ApplyChanges(boardMsg);
_exchangeInfoProvider.Save(board.Exchange);
_exchangeInfoProvider.Save(board);
break;
}
case MessageTypes.Portfolio:
{
var portfolioMsg = (PortfolioMessage)message;
if (portfolioMsg.Error != null)
{
break;
}
var portfolio = _positionStorage.GetPortfolio(portfolioMsg.PortfolioName) ?? new Portfolio
{
Name = portfolioMsg.PortfolioName
};
portfolioMsg.ToPortfolio(portfolio, _exchangeInfoProvider);
_positionStorage.Save(portfolio);
break;
}
case MessageTypes.PositionChange:
{
var positionMsg = (PositionChangeMessage)message;
if (positionMsg.IsMoney())
{
var portfolio = _positionStorage.GetPortfolio(positionMsg.PortfolioName) ?? new Portfolio
{
Name = positionMsg.PortfolioName
};
portfolio.ApplyChanges(positionMsg, _exchangeInfoProvider);
_positionStorage.Save(portfolio);
}
else
{
var position = GetPosition(positionMsg.SecurityId, positionMsg.PortfolioName);
if (position == null)
{
break;
}
if (!positionMsg.DepoName.IsEmpty())
{
position.DepoName = positionMsg.DepoName;
}
if (positionMsg.LimitType != null)
{
position.LimitType = positionMsg.LimitType;
}
if (!positionMsg.Description.IsEmpty())
{
position.Description = positionMsg.Description;
}
position.ApplyChanges(positionMsg);
_positionStorage.Save(position);
}
break;
}
}
base.OnInnerAdapterNewOutMessage(message);
}
private void LoadData()
{
_lastPrice = 0m;
_candles.Clear();
var id = _securityId.ToSecurityId();
_security = new Security
{
Id = _securityId,
PriceStep = _priceStep,
Board = _exchangeInfoProvider.GetExchangeBoard(id.BoardCode) ?? ExchangeBoard.Associated
};
Chart.Reset(new IChartElement[] { _candleElement });
var storage = new StorageRegistry();
var maxDays = 50;
//BusyIndicator.IsBusy = true;
var path = _historyPath;
_curCandleNum = 0;
Task.Factory.StartNew(() =>
{
var date = DateTime.MinValue;
foreach (var tick in storage.GetTickMessageStorage(_security, new LocalMarketDataDrive(path)).Load())
{
if (date != tick.ServerTime.Date)
{
date = tick.ServerTime.Date;
//var str = $"Loading ticks for {date:dd MMM yyyy}...";
//this.GuiAsync(() => BusyIndicator.BusyContent = str);
if (--maxDays == 0)
{
break;
}
}
AppendTick(tick);
}
})
.ContinueWith(t =>
{
//this.GuiAsync(() => BusyIndicator.IsBusy = false);
for (var i = 0; i < _candles.Count; i += _candlesPacketSize)
{
var data = new ChartDrawData();
var candles = _candles.GetRange(i, Math.Min(_candlesPacketSize, _candles.Count - i)).Select(c => c.ToCandle(_tfSpan, _security));
foreach (var candle in candles)
{
candle.State = CandleStates.Finished;
var group = data.Group(candle.OpenTime);
group.Add(_candleElement, candle);
if (_indicatorElement != null)
{
group.Add(_indicatorElement, _indicator.Process((double)candle.ClosePrice));
}
}
Chart.Draw(data);
}
})
.ContinueWith(t =>
{
if (t.Exception != null)
{
Error(t.Exception.Message);
}
_dataIsLoaded = true;
//this.GuiAsync(() => BusyIndicator.IsBusy = false);
Chart.IsAutoRange = false;
//_area.YAxises.FirstOrDefault().Do(a => a.AutoRange = false);
}, TaskScheduler.FromCurrentSynchronizationContext());
}
private void LoadData()
{
_candle = null;
_lastPrice = 0m;
_allCandles.Clear();
var id = new SecurityIdGenerator().Split(SecurityId.Text);
_security = new Security
{
Id = SecurityId.Text,
PriceStep = _priceStep,
Board = _exchangeInfoProvider.GetExchangeBoard(id.BoardCode)
};
Chart.Reset(new IChartElement[] { _candleElement1 });
var storage = new StorageRegistry();
var maxDays = 2;
BusyIndicator.IsBusy = true;
var path = HistoryPath.Folder;
Task.Factory.StartNew(() =>
{
var date = DateTime.MinValue;
foreach (var tick in storage.GetTickMessageStorage(_security, new LocalMarketDataDrive(path)).Load())
{
AppendTick(_security, tick);
_lastTime = tick.ServerTime;
if (date != tick.ServerTime.Date)
{
date = tick.ServerTime.Date;
var str = date.To <string>();
this.GuiAsync(() => BusyIndicator.BusyContent = str);
maxDays--;
if (maxDays == 0)
{
break;
}
}
}
})
.ContinueWith(t =>
{
if (t.Exception != null)
{
Error(t.Exception.Message);
}
this.GuiAsync(() =>
{
BusyIndicator.IsBusy = false;
Chart.IsAutoRange = false;
_areaComb.YAxises.First().AutoRange = false;
});
}, TaskScheduler.FromCurrentSynchronizationContext());
}