public IndexSecurityMarketDataStorage(IndexSecurity security, object arg, Func <T, Security> getSecurity, Func <Security, IMarketDataDrive, IMarketDataStorage <T> > getStorage, IMarketDataStorageDrive drive)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
if (security.InnerSecurities.IsEmpty())
{
throw new ArgumentOutOfRangeException(nameof(security));
}
if (getSecurity == null)
{
throw new ArgumentNullException(nameof(getSecurity));
}
if (getStorage == null)
{
throw new ArgumentNullException(nameof(getStorage));
}
if (drive == null)
{
throw new ArgumentNullException(nameof(drive));
}
_security = security;
_arg = arg;
_getSecurity = getSecurity;
_getStorage = getStorage;
Drive = drive;
}
//private readonly Func<Security, IMarketDataDrive, IMarketDataStorage<T>> _getStorage;
//private readonly Func<T, Security> _getSecurity;
/// <summary>
/// Initializes a new instance of the <see cref="IndexSecurityMarketDataStorage{T}"/>.
/// </summary>
/// <param name="security">The index, built of instruments. For example, to specify spread at arbitrage or pair trading.</param>
/// <param name="arg">The additional argument, associated with data. For example, <see cref="CandleMessage.Arg"/>.</param>
public IndexSecurityMarketDataStorage(IndexSecurity security, object arg)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
if (security.InnerSecurities.IsEmpty())
{
throw new ArgumentOutOfRangeException(nameof(security));
}
//if (getSecurity == null)
// throw new ArgumentNullException(nameof(getSecurity));
//if (getStorage == null)
// throw new ArgumentNullException(nameof(getStorage));
//if (drive == null)
// throw new ArgumentNullException(nameof(drive));
Security = security;
Arg = arg;
//_getSecurity = getSecurity;
//_getStorage = getStorage;
//Drive = drive;
}
private void CreateSourceElements(IndexSecurity security)
{
var area = _mainArea;
var axisId = 1;
foreach (var innerSecurity in security.InnerSecurities)
{
var axisName = "SA_" + axisId++;
var series = new CandleSeries(typeof(TimeFrameCandle), innerSecurity, TimeSpan.FromMinutes(5));
var indicatorElement = new ChartIndicatorElement
{
Title = innerSecurity.Id,
Color = _colors[axisId],
YAxisId = axisName,
StrokeThickness = 1
};
area.YAxises.Add(new ChartAxis
{
Id = axisName,
AutoRange = true,
AxisType = ChartAxisType.Numeric,
AxisAlignment = ChartAxisAlignment.Right
});
var indicator = new CandlePartIndicator();
//_indicators.Add(indicatorElement, indicator);
_sourceElements.Add(innerSecurity, indicatorElement);
_bufferedChart.AddElement(area, indicatorElement, series, indicator);
}
}
public IndexCandleBuilder(IndexSecurity security, Type candleType)
{
_security = security ?? throw new ArgumentNullException(nameof(security));
_candleType = candleType ?? throw new ArgumentNullException(nameof(candleType));
FillSecurityIndecies(_security);
_bufferSize = _securityIndecies.Values.Distinct().Count();
}
/// <summary>
/// Initializes a new instance of the <see cref="IndexSecurityMarketDataStorage{T}"/>.
/// </summary>
/// <param name="security">The index, built of instruments. For example, to specify spread at arbitrage or pair trading.</param>
/// <param name="arg">The additional argument, associated with data. For example, <see cref="CandleMessage.Arg"/>.</param>
public IndexSecurityMarketDataStorage(IndexSecurity security, object arg)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
if (security.InnerSecurityIds.IsEmpty())
{
throw new ArgumentOutOfRangeException(nameof(security));
}
if (typeof(T) == typeof(ExecutionMessage))
{
_builder = new TradeIndexBuilder(security).To <IndexBuilder <T> >();
_messageType = MessageTypes.Execution;
}
else if (typeof(T) == typeof(CandleMessage))
{
_builder = new TimeFrameCandleIndexBuilder(security).To <IndexBuilder <T> >();
_messageType = MessageTypes.CandleTimeFrame;
}
else if (typeof(T) == typeof(QuoteChangeMessage))
{
_builder = new QuoteChangeIndexBuilder(security).To <IndexBuilder <T> >();
_messageType = MessageTypes.QuoteChange;
}
else
{
throw new InvalidOperationException(LocalizedStrings.Str2142Params.Put(typeof(T)));
}
Security = security;
Arg = arg;
}
public IndexCandleBuilder(IndexSecurity security)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
_security = security;
FillSecurityIndecies(_security);
_bufferSize = _securityIndecies.Values.Distinct().Count();
}
protected IndexBuilder(IndexSecurity security)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
Security = security;
SecurityId = security.ToSecurityId();
FillSecurityIndecies(Security);
_bufferSize = _securityIndecies.Values.Distinct().Count();
}
protected IndexBuilder(IndexSecurity security)
{
Security = security ?? throw new ArgumentNullException(nameof(security));
SecurityId = security.ToSecurityId();
SecurityId.EnsureHashCode();
var index = 0;
foreach (var innerSec in security.InnerSecurityIds)
{
_securityIndecies[innerSec] = index;
index++;
}
_bufferSize = index;
}
protected IndexBuilder(IndexSecurity security)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
Security = security;
SecurityId = security.ToSecurityId();
var index = 0;
foreach (var innerSec in security.InnerSecurityIds)
{
_securityIndecies[innerSec] = index;
index++;
}
_bufferSize = index;
}
public QuoteChangeIndexBuilder(IndexSecurity security)
: base(security)
{
}
public TimeFrameCandleIndexBuilder(IndexSecurity security)
: base(security)
{
}
public TradeIndexBuilder(IndexSecurity security)
: base(security)
{
}
public TimeFrameCandleIndexBuilder(IndexSecurity security, bool ignoreErrors)
: base(security, ignoreErrors)
{
}
public IndexCandleBuilder(IndexSecurity security)
{
if (security == null)
throw new ArgumentNullException(nameof(security));
_security = security;
FillSecurityIndecies(_security);
_bufferSize = _securityIndecies.Values.Distinct().Count();
}
public QuoteChangeIndexBuilder(IndexSecurity security, bool ignoreErrors)
: base(security, ignoreErrors)
{
}
private void CreateSourceElements(IndexSecurity security)
{
var area = _mainArea;
var axisId = 1;
foreach (var innerSecurity in security.InnerSecurities)
{
var axisName = "SA_" + axisId++;
var series = new CandleSeries(typeof(TimeFrameCandle), innerSecurity, TimeSpan.FromMinutes(5));
var indicatorElement = new ChartIndicatorElement
{
Title = innerSecurity.Id,
Color = _colors[axisId],
YAxisId = axisName,
StrokeThickness = 1
};
area.YAxises.Add(new ChartAxis
{
Id = axisName,
AutoRange = true,
AxisType = ChartAxisType.Numeric,
AxisAlignment = ChartAxisAlignment.Right
});
var indicator = new CandlePartIndicator();
//_indicators.Add(indicatorElement, indicator);
_sourceElements.Add(innerSecurity, indicatorElement);
_bufferedChart.AddElement(area, indicatorElement, series, indicator);
}
}
public IndexSeriesInfo(ICandleManager candleManager, Type candleType, IEnumerable <CandleSeries> innerSeries, DateTimeOffset?from, DateTimeOffset?to, IndexSecurity security, Action <Candle> processing, Action stopped)
{
if (innerSeries == null)
{
throw new ArgumentNullException(nameof(innerSeries));
}
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
_candleManager = candleManager ?? throw new ArgumentNullException(nameof(candleManager));
_innerSeries = innerSeries.ToHashSet();
_from = from;
_to = to;
_processing = processing ?? throw new ArgumentNullException(nameof(processing));
_stopped = stopped ?? throw new ArgumentNullException(nameof(stopped));
candleManager.Processing += OnInnerSourceProcessCandle;
candleManager.Stopped += OnInnerSourceStopped;
_builder = new IndexCandleBuilder(security, candleType, security.IgnoreErrors);
//_innerSeries.ForEach(s =>
//{
// s.ProcessCandle += OnInnerSourceProcessCandle;
// s.Stopped += OnInnerSourceStopped;
// _startedSeriesCount++;
//});
}
public IndexSeriesInfo(ICandleManager candleManager, IEnumerable <CandleSeries> innerSeries, DateTimeOffset from, DateTimeOffset to, IndexSecurity security, Action <Candle> processing, Action stopped)
{
if (candleManager == null)
{
throw new ArgumentNullException("candleManager");
}
if (innerSeries == null)
{
throw new ArgumentNullException("innerSeries");
}
if (security == null)
{
throw new ArgumentNullException("security");
}
if (processing == null)
{
throw new ArgumentNullException("processing");
}
if (stopped == null)
{
throw new ArgumentNullException("stopped");
}
_candleManager = candleManager;
_innerSeries = innerSeries;
_from = from;
_to = to;
_processing = processing;
_stopped = stopped;
_builder = new IndexCandleBuilder(security);
_innerSeries.ForEach(s =>
{
s.ProcessCandle += OnInnerSourceProcessCandle;
s.Stopped += OnInnerSourceStopped;
_startedSeriesCount++;
});
}
public TradeIndexBuilder(IndexSecurity security, bool ignoreErrors)
: base(security, ignoreErrors)
{
}