static void Main(string[] args)
{
_candleManager = new CandleManager();
if (!GetSetings())
return;
var storageRegistry = new StorageRegistry();
((LocalMarketDataDrive)storageRegistry.DefaultDrive).Path = _historyPath;
var cbs = new TradeStorageCandleBuilderSource { StorageRegistry = storageRegistry };
_candleManager.Sources.OfType<TimeFrameCandleBuilder>().Single().Sources.Add(cbs);
_candleManager.Processing += GetCandles;
foreach (var Sec in listOfName)
{
foreach (var timeFrame in listOfTimeFrame)
{
_series = new CandleSeries(typeof(TimeFrameCandle), Sec, timeFrame);
LisfStreamWriters.Add(_series.ToString(), new StreamWriter(GetFileName(_series), false));
_candleManager.Start(_series, _startTime, _endTime);
}
}
Console.ReadKey();
// Закроем все потоки которые мы записывали
foreach (var strim in LisfStreamWriters)
{
strim.Value.Close();
}
}
private void OnStartClick(object sender, RoutedEventArgs e)
{
if (_strategy != null && _strategy.ProcessState != ProcessStates.Stopped)
{
_strategy.Stop();
return;
}
if (this.Portfolios.SelectedPortfolio == null)
{
this.Portfolios.SelectedIndex = this.Portfolios.Items.Count - 1;
}
this.InitGrids();
_candleManager = new CandleManager(_trader);
// Добавление в источник свечек TimeFrameCandleBuilder источник данных в виде файлов гидры
var storageRegistry = new StorageRegistry();
((LocalMarketDataDrive) storageRegistry.DefaultDrive).Path = this.txtHistoryPath.Text;
((LocalMarketDataDrive) storageRegistry.DefaultDrive).UseAlphabeticPath = true;
var cbs = new TradeStorageCandleBuilderSource { StorageRegistry = storageRegistry };
_candleManager.Sources.OfType<TimeFrameCandleBuilder>().Single().Sources.Add(cbs);
// регистрируем наш тайм-фрейм
var series = new CandleSeries(typeof(TimeFrameCandle), _security, this.MainOptVarItem.TimeFrame);
_strategy = new EMAEventModelStrategy(series,
new ExponentialMovingAverage { Length = this.MainOptVarItem.FilterOptPeriod},
new ExponentialMovingAverage { Length = this.MainOptVarItem.LongOptPeriods },
new ExponentialMovingAverage { Length = this.MainOptVarItem.ShortOptPeriods },
this.MainOptVarItem.TakeProfitUnit, this.MainOptVarItem.StopLossUnit)
{
Volume = this.Volume,
Security = _security,
Portfolio = this.Portfolios.SelectedPortfolio,
Trader = _trader,
UseQuoting = true //_trader is QuikTrader // hack to turn quoting off for RealTimeEmulationTrader
};
DateTime startTime;
if (!DateTime.TryParse(txtHistoryRangeBegin.Text, out startTime))
{
startTime = DateTime.Now.AddDays(-3);
txtHistoryRangeBegin.Text = startTime.ToString();
}
this.InitChart(_strategy);
_candleManager.Processing += (candleSeries, candle) =>
{
if (candle.State == CandleStates.Finished)
{
this.GuiAsync(() => DrawCandleAndEma(candle));
}
};
_candleManager.Start(series, startTime, DateTime.MaxValue);
// Subscribe UI to all strategy actions
_strategy.Trader.NewOrders += orders => orders.ForEach(OnOrderRegistered);
_strategy.Trader.NewMyTrades += OnNewTrades;
_strategy.Trader.NewMyTrades += trades => this.GuiAsync(() => trades.ForEach(DrawTrade));
_strategy.PropertyChanged += (o, args) => this.GuiAsync(() => OnStrategyPropertyChanged(o, args));
_strategy.ProcessStateChanged += strategy =>
{
if (strategy.ProcessState == ProcessStates.Started)
{
this.Start.Content = "Stop";
}
else if (strategy.ProcessState == ProcessStates.Stopped)
{
this.Start.Content = "Start";
}
};
_logManager.Sources.Add(_strategy);
// запускаем процесс получения стакана, необходимый для работы алгоритма котирования
_strategy.Start();
this.Start.Content = "Stop";
}
