public void Initialize()
{
Console.WriteLine("Strategy.Sample3.Initialize()");
strategyHeader = new StrategyHeader(1, "Strategy Sample3",
AppSettings.GetStringValue("Portfolio"),
AppSettings.GetStringValue("Symbol"),
AppSettings.GetValue <double>("Amount"));
barSettings = new BarSettings(strategyHeader,
strategyHeader.Symbol,
AppSettings.GetValue <int>("Interval"),
AppSettings.GetValue <int>("Period"));
//Отправляем данные клиентам
{
/// отправляем Bar клиентам
sendItemBar = new SendItemOnBar(barSettings, TradingData.Instance);
sendItemBar.AddItemHandler(TradeConsole.ConsoleWriteLineBar);
if (AppSettings.GetValue <bool>("SignalHub"))
{
//отправляем через signalR
sendItemBar.AddItemHandler(TradeHubStarter.sendBar);
}
}
//private static ProfitPointsSettings ppSettings =
// new ProfitPointsSettings(strategyHeader, AppSettings.GetValue<double>("ProfitPoints"), false);
//private static TakeProfitOrderSettings poSettings =
// new TakeProfitOrderSettings(strategyHeader, 86400);
//private static StopPointsSettings spSettings =
// new StopPointsSettings(strategyHeader, AppSettings.GetValue<double>("StopPoints"), false);
//private static StopLossOrderSettings soSettings =
// new StopLossOrderSettings(strategyHeader, 86400);
//SmartComHandlers.Instance.Add<_IStClient_DisconnectedEventHandler>(IsDisconnected);
//SmartComHandlers.Instance.Add<_IStClient_ConnectedEventHandler>(IsConnected);
AddStrategySettings();
//TradingData.Instance.Get<ICollection<StrategyHeader>>().Add(strategyHeader);
//TradingData.Instance.Get<ICollection<BarSettings>>().Add(barSettings);
AddStrategySubscriptions();
//DefaultSubscriber.Instance.Portfolios.Add(strategyHeader.Portfolio);
//DefaultSubscriber.Instance.BidsAndAsks.Add(strategyHeader.Symbol);
//DefaultSubscriber.Instance.Ticks.Add(strategyHeader.Symbol);
}
static void Main(string[] args)
{
try
{
Console.BufferHeight = 300;
Console.BufferWidth = 230;
Console.WindowHeight = 90;
Console.WindowWidth = 110;
Console.WindowTop = 0;
Console.WindowLeft = 0;
}
catch
{
Console.WriteLine(String.Format("Error Console.Window Size"));
}
Console.WriteLine(String.Format("Console.BufferHeight {0}", Console.BufferHeight));
Console.WriteLine(String.Format("Console.BufferWidth {0}", Console.BufferWidth));
Console.WriteLine(String.Format("Console.WindowHeight {0}", Console.WindowHeight));
Console.WriteLine(String.Format("Console.WindowWidth {0}", Console.WindowWidth));
Console.WriteLine(String.Format("Console.WindowTop {0}", Console.WindowTop));
Console.WriteLine(String.Format("Console.WindowLeft {0}", Console.WindowLeft));
LogAssemblyInfo();
//AddStrategySettings();
{
TradingData.Instance.Get <ICollection <Strategy> >().Add(strategy);
TradingData.Instance.Get <ICollection <BarSettings> >().Add(barSettings);
TradingData.Instance.Get <ICollection <ProfitPointsSettings> >().Add(ppSettings);
TradingData.Instance.Get <ICollection <TakeProfitOrderSettings> >().Add(poSettings);
TradingData.Instance.Get <ICollection <StopPointsSettings> >().Add(spSettings);
TradingData.Instance.Get <ICollection <StopLossOrderSettings> >().Add(soSettings);
//SMASettings smaSettings = new SMASettings(strategy, 7, 14);
int maf = AppSettings.GetValue <int>("MaFast");
int mas = AppSettings.GetValue <int>("MaSlow");
SMASettings smaSettings = new SMASettings(strategy, maf, mas);
TradingData.Instance.Get <ICollection <SMASettings> >().Add(smaSettings);
}
////stopLoss
//StrategiesPlaceStopLossByPointsOnTradeHandlers stopLossOnTradeHandlers =
// new StrategiesPlaceStopLossByPointsOnTradeHandlers(TradingData.Instance,
// SignalQueue.Instance,
// DefaultLogger.Instance,
// AppSettings.GetValue<bool>("MeasureStopFromSignalPrice"));
////stopLoss
//StrategiesStopLossByPointsOnTickHandlers stopLossOnTickHandlers =
// new StrategiesStopLossByPointsOnTickHandlers(TradingData.Instance,
// SignalQueue.Instance,
// DefaultLogger.Instance,
// AppSettings.GetValue<bool>("MeasureStopFromSignalPrice"));
////takeProfit
//StrategiesPlaceTakeProfitByPointsOnTradeHandlers takeProfitOnTradeHandlers =
// new StrategiesPlaceTakeProfitByPointsOnTradeHandlers(TradingData.Instance,
// SignalQueue.Instance,
// DefaultLogger.Instance,
// AppSettings.GetValue<bool>("MeasureProfitFromSignalPrice"));
////takeProfit
//StrategiesTakeProfitByPointsOnTickHandlers takeProfitOnTickHandlers =
// new StrategiesTakeProfitByPointsOnTickHandlers(TradingData.Instance,
// SignalQueue.Instance,
// DefaultLogger.Instance,
// AppSettings.GetValue<bool>("MeasureProfitFromSignalPrice"));
SmartComHandlers.Instance.Add <_IStClient_DisconnectedEventHandler>(ScalperIsDisconnected);
SmartComHandlers.Instance.Add <_IStClient_ConnectedEventHandler>(ScalperIsConnected);
//BreakOutOnTick openHandler =
// new BreakOutOnTick(strategy,
// TradingData.Instance,
// SignalQueue.Instance,
// DefaultLogger.Instance);
//ReversOnTick openHandler =
// new ReversOnTick(strategy,
// TradingData.Instance,
// SignalQueue.Instance,
// DefaultLogger.Instance);
//UpdateBarsOnTick updateBarsHandler =
// new UpdateBarsOnTick(barSettings,
// new TimeTracker(),
// TradingData.Instance,
// DefaultLogger.Instance);
MakeRangeBarsOnTick updateBarsHandler =
new MakeRangeBarsOnTick(barSettings,
new TimeTracker(),
TradingData.Instance,
DefaultLogger.Instance);
//отправляем бар через signalR
SendItemOnBar barItemSender =
new SendItemOnBar(barSettings,
TradingData.Instance);
barItemSender.AddItemHandler(TradeHubStarter.sendBar);
barItemSender.AddItemHandler(ConsoleWriteLineBar);
ReversOnBar reversHandler =
new ReversOnBar(strategy,
TradingData.Instance,
SignalQueue.Instance,
DefaultLogger.Instance);
reversHandler.AddMa1Handler(TradeHubStarter.sendIndicator1);
reversHandler.AddMa2Handler(TradeHubStarter.sendIndicator2);
//отправляем бар через signalR
SendItemOnTrade tradeItemSender =
new SendItemOnTrade(TradingData.Instance, DefaultLogger.Instance);
tradeItemSender.AddItemHandler(TradeHubStarter.sendTrade);
//отправляем ордер через signalR
//SendItemOnOrder senderItemOrder =
// new SendItemOnOrder(TradingData.Instance.Get<ObservableQueue<Order>>());
//senderItemOrder.AddedItemHandler(TradeHubStarter.sendOrder);
//список доступных команд
ConsoleWriteCommands();
//AddStrategySubscriptions();
{
DefaultSubscriber.Instance.Portfolios.Add(strategy.Portfolio);
DefaultSubscriber.Instance.BidsAndAsks.Add(strategy.Symbol);
DefaultSubscriber.Instance.Ticks.Add(strategy.Symbol);
}
TradeHubStarter tradeHubStarter = new TradeHubStarter();
//StartServer();
Task.Run(() => tradeHubStarter.StartServer());
Console.WriteLine(String.Format("Starting server..."));
if (AppSettings.GetValue <bool>("ConsoleReadKey"))
{
Console.WriteLine(String.Format("Press 's' to start..."));
while (Console.ReadKey().KeyChar != 's')
{
Console.WriteLine(String.Format("Press 's' to start..."));
}
}
adapter.Start();
while (true)
{
try
{
string command = Console.ReadLine();
if (command == "x")
{
adapter.Stop();
ExportData <Order>(AppSettings.GetValue <bool>("ExportOrdersOnExit"));
ExportData <Trade>(AppSettings.GetValue <bool>("ExportTradesOnExit"));
ExportData <Bar>(AppSettings.GetValue <bool>("ExportBarsOnExit"));
break;
}
if (command == "p")
{
Console.Clear();
Console.WriteLine(String.Format("Реализованный профит и лосс составляет {0} пунктов",
TradingData.Instance.GetProfitAndLossPoints(strategy)));
}
if (command == "t")
{
Console.Clear();
foreach (Trade item in TradingData.Instance.Get <IEnumerable <Trade> >())
{
Console.WriteLine(item.ToString());
}
}
if (command == "b")
{
Console.Clear();
foreach (Bar item in TradingData.Instance.Get <IEnumerable <Bar> >().OrderBy(i => i.DateTime))
//foreach (Bar item in TradingData.Instance.Get<IEnumerable<Bar>>())
{
ConsoleWriteLineBar(item);
//TradeHubStarter.sendBarString(item);
TradeHubStarter.sendBar(item);
}
}
if (command == "c")
{
//Console.Clear();
Console.WriteLine("clearChart");
TradeHubStarter.clearChart();
}
if (command == "h")
{
Console.Clear();
ConsoleWriteCommands();
}
if (command == "d")
{
TradeHubStarter.ConsoleWriteTime = !TradeHubStarter.ConsoleWriteTime;
Console.WriteLine(String.Format("ConsoleWriteTime {0}",
TradeHubStarter.ConsoleWriteTime));
}
}
catch (System.Runtime.InteropServices.COMException e)
{
DefaultLogger.Instance.Log(e.Message);
adapter.Restart();
}
}
if (tradeHubStarter.SignalR != null)
{
tradeHubStarter.SignalR.Dispose();
}
}
/// <summary>
/// пример
/// </summary>
private void SetupRevers()
{
//AddStrategySettings();
{
TradingData.Instance.Get <ICollection <StrategyHeader> >().Add(strategyHeader);
TradingData.Instance.Get <ICollection <BarSettings> >().Add(barSettings);
//TradingData.Instance.Get<ICollection<ProfitPointsSettings>>().Add(ppSettings);
//TradingData.Instance.Get<ICollection<TakeProfitOrderSettings>>().Add(poSettings);
//TradingData.Instance.Get<ICollection<StopPointsSettings>>().Add(spSettings);
//TradingData.Instance.Get<ICollection<StopLossOrderSettings>>().Add(soSettings);
//SMASettings smaSettings = new SMASettings(strategyHeader, 7, 14);
int mafast = AppSettings.GetValue <int>("MaFast");
int maslow = AppSettings.GetValue <int>("MaSlow");
SMASettings smaSettings = new SMASettings(strategyHeader, mafast, maslow);
TradingData.Instance.Get <ICollection <SMASettings> >().Add(smaSettings);
}
//SmartComHandlers.Instance.Add<_IStClient_DisconnectedEventHandler>(IsDisconnected);
//SmartComHandlers.Instance.Add<_IStClient_ConnectedEventHandler>(IsConnected);
MakeRangeBarsOnTick updateBarsHandler =
new MakeRangeBarsOnTick(barSettings,
new TimeTracker(),
TradingData.Instance,
DefaultLogger.Instance);
SendItemOnBar barItemSender =
new SendItemOnBar(barSettings,
TradingData.Instance);
//barItemSender.AddItemHandler(TradeConsole.ConsoleWriteLineBar);
IndicatorOnBar2Ma indicatorsOnBar =
new IndicatorOnBar2Ma(strategyHeader,
TradingData.Instance,
SignalQueue.Instance,
DefaultLogger.Instance);
indicatorsOnBar.AddMa1Handler(TradeConsole.ConsoleWriteLineValueDouble);
indicatorsOnBar.AddMa2Handler(TradeConsole.ConsoleWriteLineValueDouble);
indicatorsOnBar.AddCrossUpHandler(TradeConsole.ConsoleWriteLineValueBool);
indicatorsOnBar.AddCrossDnHandler(TradeConsole.ConsoleWriteLineValueBool);
ReversMaOnBar reversHandler =
new ReversMaOnBar(strategyHeader,
TradingData.Instance,
SignalQueue.Instance,
DefaultLogger.Instance)
{
IndicatorsOnBar = indicatorsOnBar
};
SendItemOnTrade tradeItemSender =
new SendItemOnTrade(TradingData.Instance, DefaultLogger.Instance);
//tradeItemSender.AddItemHandler(TradeConsole.ConsoleWriteLineTrade);
//SendItemOnOrder senderItemOrder =
// new SendItemOnOrder(TradingData.Instance.Get<ObservableQueue<Order>>());
//senderItemOrder.AddedItemHandler(TradeHubStarter.sendOrder);
//AddStrategySubscriptions();
{
DefaultSubscriber.Instance.Portfolios.Add(strategyHeader.Portfolio);
DefaultSubscriber.Instance.BidsAndAsks.Add(strategyHeader.Symbol);
DefaultSubscriber.Instance.Ticks.Add(strategyHeader.Symbol);
}
//Отправляем данные клиентам
{
barItemSender.AddItemHandler(TradeConsole.ConsoleWriteLineBar);
tradeItemSender.AddItemHandler(TradeConsole.ConsoleWriteLineTrade);
//senderItemOrder.AddedItemHandler(TradeHubStarter.sendOrder);
//SetupHubHandlers();
if (AppSettings.GetValue <bool>("SignalHub"))
{
//отправляем через signalR
barItemSender.AddItemHandler(TradeHubStarter.sendBar);
tradeItemSender.AddItemHandler(TradeHubStarter.sendTrade);
indicatorsOnBar.AddMa1Handler(TradeHubStarter.sendValueDouble1);
indicatorsOnBar.AddMa2Handler(TradeHubStarter.sendValueDouble2);
indicatorsOnBar.AddCrossUpHandler(TradeHubStarter.sendValueBool);
indicatorsOnBar.AddCrossDnHandler(TradeHubStarter.sendValueBool);
//reversHandler.AddMa1Handler(TradeHubStarter.sendIndicator1);
//reversHandler.AddMa2Handler(TradeHubStarter.sendIndicator2);
}
}
}
