Esempio n. 1
0
        public void Initialize(int maxBars, int barsViewable, string cacheFolder, BarItemType barType, Guid cacheId, string strategyIdentityCode)
        {
            multiChart1.Initialize(maxBars, barsViewable);

            this.SelectedTimeframe = barType;

            pricebarCache = new PricebarCache(barType, cacheId, CacheModeOption.Read);

            this.strategyDataFrame = new StrategyDataFrame(strategyIdentityCode, 300, pricebarCache);

            timeNavigator1.Initialize(pricebarCache.StartBarDate, pricebarCache.EndBarDate);

            strategyFrameReader = strategyDataFrame.GetFrameReader(pricebarCache.StartBarDate);

            IPriceActionChart priceChart = this.PriceActionChart;

            priceChart.Show();
            priceChart.SetDataPoints(strategyFrameReader.PriceBars);

            List <ChartSignalItem> signalItems = new List <ChartSignalItem>();

            foreach (BarItem barItem in strategyFrameReader.PriceBars)
            {
                MarketOrderState marketOrderState = strategyFrameReader.Read(barItem.Time);
                if (marketOrderState != MarketOrderState.NoOrder)
                {
                    signalItems.Add(new ChartSignalItem(marketOrderState == MarketOrderState.Long ? SignalState.Long : marketOrderState == MarketOrderState.Short ? SignalState.Short : SignalState.NoSignal, barItem.Time));
                }
            }

            priceChart.PlotSignal(signalItems.ToArray());

            //foreach (IndicatorChartingInfo chartingInfo in strategyDataFrame.GetIndicatorChartingInfo())
            //{
            //    ChartIndicatorItem[] chartIndicators = strategyDataFrame.GetIndicators(chartingInfo.IdentityCode, chartingInfo.SeriesLabel);
            //    if (chartingInfo.ChartRange == ChartRangeOption.PriceActionRange)
            //    {
            //        priceChart.PlotIndicator(GetSeriesLabel(chartingInfo), chartIndicators, chartingInfo.ChartType);
            //    }
            //    else if (chartingInfo.ChartRange == ChartRangeOption.PositiveHundredRange)
            //    {
            //        if (!PercentageChart.Visible)
            //        {
            //            PercentageChart.Show();
            //        }

            //        PercentageChart.PlotIndicator(GetSeriesLabel(chartingInfo), chartIndicators, chartingInfo.ChartType);
            //    }
            //    else if (chartingInfo.ChartRange == ChartRangeOption.PipRange)
            //    {
            //        if (!OscillatorChart.Visible)
            //        {
            //            OscillatorChart.Show();
            //        }

            //        OscillatorChart.PlotIndicator(GetSeriesLabel(chartingInfo), chartIndicators, chartingInfo.ChartType);
            //    }

            //}
        }
Esempio n. 2
0
        private void InitializeDataFrame()
        {
            this.strategyDataFrame = new StrategyDataFrame();

            strategies       = new List <string>();
            uniqueSignals    = new Dictionary <string, List <AnalyticsOwnerItem> >();
            uniqueIndicators = new Dictionary <string, List <AnalyticsOwnerItem> >();

            foreach (KeyValuePair <string, StrategyCacheProfile> strategyProfile in this.strategyCacheProfiles)
            {
                strategies.Add(strategyProfile.Key);

                foreach (SignalCacheProfile signalProfile in strategyProfile.Value.Signals)
                {
                    if (uniqueSignals.ContainsKey(signalProfile.Header.IdentityCode))
                    {
                        uniqueSignals[signalProfile.Header.IdentityCode].Add(new AnalyticsOwnerItem(strategyProfile.Key, AnalyticsTypeOption.Strategy));
                    }
                    else
                    {
                        List <AnalyticsOwnerItem> ownerStrategy = new List <AnalyticsOwnerItem>();
                        ownerStrategy.Add(new AnalyticsOwnerItem(strategyProfile.Key, AnalyticsTypeOption.Strategy));
                        uniqueSignals.Add(signalProfile.Header.IdentityCode, ownerStrategy);
                    }

                    //Signal level indicators
                    foreach (KeyValuePair <string, IndicatorCache> indicator in signalProfile.Indicators)
                    {
                        if (uniqueIndicators.ContainsKey(indicator.Key))
                        {
                            uniqueIndicators[indicator.Key].Add(new AnalyticsOwnerItem(signalProfile.Header.IdentityCode, AnalyticsTypeOption.Signal));
                        }
                        else
                        {
                            List <AnalyticsOwnerItem> ownerSignal = new List <AnalyticsOwnerItem>();
                            ownerSignal.Add(new AnalyticsOwnerItem(signalProfile.Header.IdentityCode, AnalyticsTypeOption.Signal));
                            uniqueSignals.Add(signalProfile.Header.IdentityCode, ownerSignal);
                        }
                    }

                    //TODO:  Do the same for Alerts
                }

                //Strategy level indicators
                foreach (KeyValuePair <string, IndicatorCache> indicator in strategyProfile.Value.Indicators)
                {
                    if (uniqueIndicators.ContainsKey(indicator.Key))
                    {
                        uniqueIndicators[indicator.Key].Add(new AnalyticsOwnerItem(strategyProfile.Value.Header.IdentityCode, AnalyticsTypeOption.Strategy));
                    }
                    else
                    {
                        List <AnalyticsOwnerItem> ownerStrategy = new List <AnalyticsOwnerItem>();
                        ownerStrategy.Add(new AnalyticsOwnerItem(strategyProfile.Value.Header.IdentityCode, AnalyticsTypeOption.Strategy));
                        uniqueSignals.Add(strategyProfile.Value.Header.IdentityCode, ownerStrategy);
                    }
                }

                //TODO:  Do the same for Alerts
            }

            timeKeyedStrategies = this.strategyCache.SelectAllStrategies();
        }