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;
        }
Esempio n. 3
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        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();
 }
Esempio n. 5
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        /// <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;
        }
Esempio n. 6
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        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();
        }
Esempio n. 8
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        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;
        }
Esempio n. 9
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        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;
        }
Esempio n. 10
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 public QuoteChangeIndexBuilder(IndexSecurity security)
     : base(security)
 {
 }
Esempio n. 11
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 public TimeFrameCandleIndexBuilder(IndexSecurity security)
     : base(security)
 {
 }
Esempio n. 12
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 public TradeIndexBuilder(IndexSecurity security)
     : base(security)
 {
 }
 public TimeFrameCandleIndexBuilder(IndexSecurity security, bool ignoreErrors)
     : base(security, ignoreErrors)
 {
 }
Esempio n. 14
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		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);
			}
		}
Esempio n. 17
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            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)
 {
 }