private void OnNewPrice(PriceBar price)
{
InvokeOnMainThread(() =>
{
// Update the last price, or append?
double smaLastValue;
if (_lastPrice.DateTime == price.DateTime)
{
_ohlcDataSeries.Update(_ohlcDataSeries.Count - 1, price.Open, price.High, price.Low, price.Close);
smaLastValue = _sma50.Update(price.Close).Current;
_xyDataSeries.UpdateYAt(_xyDataSeries.Count - 1, smaLastValue);
}
else
{
_ohlcDataSeries.Append(price.DateTime, price.Open, price.High, price.Low, price.Close);
smaLastValue = _sma50.Push(price.Close).Current;
_xyDataSeries.Append(price.DateTime, smaLastValue);
// If the latest appending point is inside the viewport (i.e. not off the edge of the screen)
// then scroll the viewport 1 bar, to keep the latest bar at the same place
var xaxis = Runtime.GetNSObject <SCICategoryDateTimeAxis>(MainSurface.XAxes[0].Handle);
var visibleRange = Runtime.GetNSObject <SCIDoubleRange>(xaxis.VisibleRange.Handle);
if (visibleRange.Max > _ohlcDataSeries.Count)
{
MainSurface.XAxes[0].VisibleRange = new SCIDoubleRange(visibleRange.Min + 1, visibleRange.Max + 1);
}
}
_ohlcAxisMarker.Style.BackgroundColor = (price.Close >= price.Open ? StrokeUpColor : StrokeDownColor).ToColor();
_ohlcAxisMarker.Position = price.Close;
_smaAxisMarker.Position = smaLastValue;
_lastPrice = price;
});
}
private void OnNewPrice(PriceBar price)
{
// Update the last price, or append?
double smaLastValue;
if (_lastPrice.DateTime == price.DateTime)
{
_ohlcDataSeries.Update(_ohlcDataSeries.Count - 1, price.Open, price.High, price.Low, price.Close);
smaLastValue = _sma50.Update(price.Close).Current;
_xyDataSeries.UpdateYAt(_xyDataSeries.Count - 1, smaLastValue);
}
else
{
_ohlcDataSeries.Append(price.DateTime, price.Open, price.High, price.Low, price.Close);
smaLastValue = _sma50.Push(price.Close).Current;
_xyDataSeries.Append(price.DateTime, smaLastValue);
// If the latest appending point is inside the viewport (i.e. not off the edge of the screen)
// then scroll the viewport 1 bar, to keep the latest bar at the same place
var visibleRange = MainSurface.XAxes[0].VisibleRange;
if (visibleRange.MaxAsDouble > _ohlcDataSeries.Count)
{
visibleRange.SetMinMaxDouble(visibleRange.MinAsDouble + 1, visibleRange.MaxAsDouble + 1);
}
}
Activity.RunOnUiThread(() =>
{
_ohlcAxisMarker.SetBackgroundColor((price.Close >= price.Open ? StrokeUpColor : StrokeDownColor).ToColor());
});
_ohlcAxisMarker.Y1Value = price.Close;
_smaAxisMarker.Y1Value = smaLastValue;
_lastPrice = price;
}
public void LoadRandomData(int candlesCount, int ticksPerCandle)
{
_ticksPerCandle = ticksPerCandle;
_data = null;
var dataSource = new RandomWalkGenerator();
var ticksCount = (candlesCount + 1) * ticksPerCandle;
_data = dataSource.GetRandomWalkSeries(ticksCount).YData.ToArray();
_index = 0;
//var baseDate = DateTime.Now;
for (int j = 0; j < candlesCount; j++)
{
var date = _baseTime.AddMinutes(j * 30);
var volume = _random.Next(100);
var bidOrAsk = _random.Next(2) == 0 ? BidOrAsk.Bid : BidOrAsk.Ask;
var cumulativeVolume = default(double);
var metaData = new CandlestickMetaData();
metaData.AddTick(new CandleTick
{
BidOrAsk = bidOrAsk,
Price = _data[_index],
Volume = volume,
TimeStamp = date
});
cumulativeVolume += bidOrAsk.Equals(BidOrAsk.Ask) ? volume : -volume;
var high = cumulativeVolume > 0 ? cumulativeVolume : 0;
var low = cumulativeVolume < 0 ? cumulativeVolume : 0;
_dataSeries1.Append(date, cumulativeVolume, high, low, cumulativeVolume);
_dataSeries0.Append(date, _data[_index], _data[_index], _data[_index], _data[_index], metaData);
_candleCount = _dataSeries0.Count;
for (int i = 0; i < ticksPerCandle; i++)
{
_index++;
volume = _random.Next(100);
bidOrAsk = _random.Next(2) == 0 ? BidOrAsk.Bid : BidOrAsk.Ask;
//date = date;
var newTick = _data[_index];
var open = _dataSeries0.OpenValues[_candleCount - 1];
high = _dataSeries0.HighValues[_candleCount - 1];
high = high > newTick ? high : newTick;
low = _dataSeries0.LowValues[_candleCount - 1];
low = low < newTick ? low : newTick;
var meta = (CandlestickMetaData)_dataSeries0.Metadata[_candleCount - 1];
meta.AddTick(new CandleTick
{
BidOrAsk = bidOrAsk,
Price = newTick,
Volume = volume,
TimeStamp = date
});
_dataSeries0.Update(_candleCount - 1, open, high, low, newTick);
cumulativeVolume += bidOrAsk.Equals(BidOrAsk.Ask) ? volume : -volume;
open = _dataSeries1.OpenValues[_candleCount - 1];
high = _dataSeries1.HighValues[_candleCount - 1];
high = high > cumulativeVolume ? high : cumulativeVolume;
low = _dataSeries1.LowValues[_candleCount - 1];
low = low < cumulativeVolume ? low : cumulativeVolume;
_dataSeries1.Update(_candleCount - 1, open, high, low, cumulativeVolume);
}
_filterDataSeries.Append(date, _movingAverage.Push(cumulativeVolume).Current);
}
}
private void HandleTicks(List <Tick> list)
{
List <Tick> ticks = new List <Tick>();
try
{
ticks = list.FindAll(i => i.Board == Board && i.Seccode == Seccode &&
DateTime.Parse(i.Tradetime) > _lastCandle.TradeTime);
}
catch
{
if (_lastCandle == null)
{
return;
}
}
if (ticks.Count == 0)
{
return;
}
foreach (var tick in ticks)
{
var tickTime = DateTime.Parse(tick.Tradetime);
try
{
if ((tickTime - _lastCandle.TradeTime).TotalMinutes >= _timeframe)
{
if (OhlcDataSeries == null)
{
OhlcDataSeries = new OhlcDataSeries <DateTime, double>();
}
if (XyDataSeries == null)
{
XyDataSeries = new XyDataSeries <DateTime, int>();
}
OhlcDataSeries.Append(tickTime, tick.Price, tick.Price, tick.Price, tick.Price);
XyDataSeries.Append(tickTime, (int)tick.Price);
_lastCandle = new Candle //init last candle
{
Time = tick.Tradetime,
Open = tick.Price,
High = tick.Price,
Low = tick.Price,
Close = tick.Price
};
}
else //else we update the last one
{
//if (_lastCandle.Close == tick.Price)
//{
// continue;
//}
_lastCandle.Close = tick.Price;
_lastCandle.High = _lastCandle.High < tick.Price ? tick.Price : _lastCandle.High;
_lastCandle.Low = _lastCandle.Low > tick.Price ? tick.Price : _lastCandle.Low;
if (Board == "FUT")
{
_lastCandle.Volume++;
}
else
{
_lastCandle.Volume += (int)tick.Price;
}
OhlcDataSeries?.Update(OhlcDataSeries.Count - 1, _lastCandle.Open, _lastCandle.High,
_lastCandle.Low,
_lastCandle.Close);
XyDataSeries?.Update(XyDataSeries.Count - 1, _lastCandle.Volume);
}
}
catch (Exception)
{
if (_lastCandle == null)
{
return;
}
throw;
}
}
}