/// <summary>
/// Clones the Instrument_Properties.
/// </summary>
public Instrument_Properties Clone()
{
Instrument_Properties copy = new Instrument_Properties(symbol, instrType);
copy.Symbol = Symbol;
copy.InstrType = InstrType;
copy.Comment = Comment;
copy.Digits = Digits;
copy.LotSize = LotSize;
copy.Spread = Spread;
copy.SwapType = SwapType;
copy.SwapLong = SwapLong;
copy.SwapShort = SwapShort;
copy.CommissionType = CommissionType;
copy.CommissionScope = CommissionScope;
copy.CommissionTime = CommissionTime;
copy.Commission = Commission;
copy.PriceIn = PriceIn;
copy.Slippage = Slippage;
copy.RateToEUR = RateToEUR;
copy.RateToUSD = RateToUSD;
copy.BaseFileName = BaseFileName;
return(copy);
}
/// <summary>
/// Button Default Click
/// <summary>
void BtnDefault_Click(object sender, EventArgs e)
{
Instrument_Properties ip = new Instrument_Properties(Data.InstrProperties.Symbol, Data.InstrProperties.InstrType);
nudSpread.Value = (decimal)ip.Spread;
nudSwapLong.Value = (decimal)ip.SwapLong;
nudSwapShort.Value = (decimal)ip.SwapShort;
nudSlippage.Value = (decimal)ip.Slippage;
nudCommission.Value = (decimal)ip.Commission;
return;
}
/// <summary>
/// The lbxInstruments selected index changed
/// </summary>
void LbxInstruments_SelectedValueChanged(object sender, EventArgs e)
{
if (lbxInstruments.SelectedItem == null)
{
return;
}
instrPropSelectedInstrument = Instruments.InstrumentList[lbxInstruments.SelectedItem.ToString()].Clone();
SetPropertiesForm();
return;
}
/// <summary>
/// BtnAdd Clicked.
/// </summary>
void BtnAddInstrAdd_Click(object sender, EventArgs e)
{
if (ValidateSymbol(tbxAddInstrSymbol.Text, (Instrumet_Type)Enum.Parse(typeof(Instrumet_Type), cbxAddInstrType.Text)) &&
!lbxInstruments.Items.Contains(tbxAddInstrSymbol.Text))
{
instrPropSelectedInstrument = new Instrument_Properties(tbxAddInstrSymbol.Text, (Instrumet_Type)Enum.Parse(typeof(Instrumet_Type), cbxAddInstrType.Text));
SetPropertiesForm();
SetSelectedInstrument();
}
else
{
MessageBox.Show(Language.T("Wrong Symbol!"), Language.T("Instrument Properties"), MessageBoxButtons.OK, MessageBoxIcon.Exclamation);
}
return;
}
/// <summary>
/// Parses the instruments file.
/// </summary>
static void ParseInstruments()
{
int instrumentsCount = xmlInstruments.GetElementsByTagName("instrument").Count;
dictInstrument = new Dictionary <string, Instrument_Properties>(instrumentsCount);
try
{
foreach (XmlNode nodeInstr in xmlInstruments.GetElementsByTagName("instrument"))
{
string symbol = nodeInstr.SelectSingleNode("symbol").InnerText;
Instrumet_Type instrType = (Instrumet_Type)Enum.Parse(typeof(Instrumet_Type), nodeInstr.SelectSingleNode("instrumentType").InnerText);
Instrument_Properties instrProp = new Instrument_Properties(symbol, instrType);
instrProp.Comment = nodeInstr.SelectSingleNode("comment").InnerText;
instrProp.Digits = int.Parse(nodeInstr.SelectSingleNode("digits").InnerText);
instrProp.LotSize = int.Parse(nodeInstr.SelectSingleNode("contractSize").InnerText);
instrProp.Spread = StringToFloat(nodeInstr.SelectSingleNode("spread").InnerText);
instrProp.SwapType = (Commission_Type)Enum.Parse(typeof(Commission_Type), nodeInstr.SelectSingleNode("swapType").InnerText);
instrProp.SwapLong = StringToFloat(nodeInstr.SelectSingleNode("swapLong").InnerText);
instrProp.SwapShort = StringToFloat(nodeInstr.SelectSingleNode("swapShort").InnerText);
instrProp.CommissionType = (Commission_Type)Enum.Parse(typeof(Commission_Type), nodeInstr.SelectSingleNode("commissionType").InnerText);
instrProp.CommissionScope = (Commission_Scope)Enum.Parse(typeof(Commission_Scope), nodeInstr.SelectSingleNode("commissionScope").InnerText);
instrProp.CommissionTime = (Commission_Time)Enum.Parse(typeof(Commission_Time), nodeInstr.SelectSingleNode("commissionTime").InnerText);
instrProp.Commission = StringToFloat(nodeInstr.SelectSingleNode("commission").InnerText);
instrProp.Slippage = int.Parse(nodeInstr.SelectSingleNode("slippage").InnerText);
instrProp.PriceIn = nodeInstr.SelectSingleNode("priceIn").InnerText;
instrProp.RateToUSD = StringToFloat(nodeInstr.SelectSingleNode("rateToUSD").InnerText);
instrProp.RateToEUR = StringToFloat(nodeInstr.SelectSingleNode("rateToEUR").InnerText);
instrProp.BaseFileName = nodeInstr.SelectSingleNode("baseFileName").InnerText;
dictInstrument.Add(symbol, instrProp);
}
}
catch (Exception e)
{
System.Windows.Forms.MessageBox.Show(e.Message, "Parsing Instruments");
}
}
/// <summary>
/// LoadInstrument
/// </summary>
int LoadInstrument(bool useResource)
{
string symbol;
DataPeriods dataPeriod;
Cursor = Cursors.WaitCursor;
// Takes the instrument symbol and period
symbol = tscbSymbol.Text;
dataPeriod = (DataPeriods)Enum.GetValues(typeof(DataPeriods)).GetValue(tscbPeriod.SelectedIndex);
Instrument_Properties instrProperties = Instruments.InstrumentList[symbol].Clone();
// Makes an instance of class Instrument
Instrument instrument = new Instrument(instrProperties, (int)dataPeriod);
instrument.DataDir = Data.OfflineDataDir;
instrument.FormatDate = DateFormat.Unknown;
instrument.MaxBars = Configs.MaxBars;
instrument.StartYear = Configs.StartYear;
instrument.StartMonth = Configs.StartMonth;
instrument.StartDay = Configs.StartDay;
instrument.EndYear = Configs.EndYear;
instrument.EndMonth = Configs.EndMonth;
instrument.EndDay = Configs.EndDay;
instrument.UseStartDate = Configs.UseStartDate;
instrument.UseEndDate = Configs.UseEndDate;
// Loads the data
int iLoadDataResult = 0;
if (useResource)
{
iLoadDataResult = instrument.LoadResourceData();
}
else
{
iLoadDataResult = instrument.LoadData();
}
if (instrument.Bars > 0 && iLoadDataResult == 0)
{
Data.InstrProperties = instrProperties.Clone();
Data.Bars = instrument.Bars;
Data.Period = dataPeriod;
Data.Update = instrument.Update;
Data.Time = new DateTime[Data.Bars];
Data.Open = new double[Data.Bars];
Data.High = new double[Data.Bars];
Data.Low = new double[Data.Bars];
Data.Close = new double[Data.Bars];
Data.Volume = new int[Data.Bars];
for (int bar = 0; bar < Data.Bars; bar++)
{
Data.Open[bar] = instrument.Open(bar);
Data.High[bar] = instrument.High(bar);
Data.Low[bar] = instrument.Low(bar);
Data.Close[bar] = instrument.Close(bar);
Data.Time[bar] = instrument.Time(bar);
Data.Volume[bar] = instrument.Volume(bar);
}
Data.MinPrice = instrument.MinPrice;
Data.MaxPrice = instrument.MaxPrice;
Data.DaysOff = instrument.DaysOff;
Data.AverageGap = instrument.AverageGap;
Data.MaxGap = instrument.MaxGap;
Data.AverageHighLow = instrument.AverageHighLow;
Data.MaxHighLow = instrument.MaxHighLow;
Data.AverageCloseOpen = instrument.AverageCloseOpen;
Data.MaxCloseOpen = instrument.MaxCloseOpen;
Data.DataCut = instrument.Cut;
Data.IsIntrabarData = false;
Data.IsTickData = false;
Data.IsData = true;
Data.IsResult = false;
// Configs.SetAccountExchangeRate();
CheckLoadedData();
Data.GenerateMarketStats();
infpnlMarketStatistics.Update(Data.MarketStatsParam, Data.MarketStatsValue,
Data.MarketStatsFlag, Language.T("Market Statistics"));
infpnlAccountStatistics.Update(Backtester.AccountStatsParam, Backtester.AccountStatsValue,
Backtester.AccountStatsFlags, Language.T("Account Statistics"));
}
else if (iLoadDataResult == -1)
{
MessageBox.Show(Language.T("Error in the data file!"), Language.T("Data file loading"),
MessageBoxButtons.OK, MessageBoxIcon.Error);
Cursor = Cursors.Default;
return(1);
}
else
{
MessageBox.Show(Language.T("There is no data for") + " " + symbol + " " + Data.DataPeriodToString(dataPeriod) + " " +
Language.T("in folder") + " " + Data.OfflineDataDir + Environment.NewLine + Environment.NewLine +
Language.T("Check the offline data directory path (Menu Market -> Data Directory)"),
Language.T("Data File Loading"), MessageBoxButtons.OK, MessageBoxIcon.Exclamation);
Cursor = Cursors.Default;
return(1);
}
Cursor = Cursors.Default;
return(0);
}
/// <summary>
/// Constructor
/// </summary>
public Instrument(Instrument_Properties instrProperties, int period)
{
this.instrProperties = instrProperties;
this.period = period;
}
/// <summary>
/// The lbxInstruments selected index changed
/// </summary>
void LbxInstruments_SelectedValueChanged(object sender, EventArgs e)
{
if (lbxInstruments.SelectedItem == null) return;
instrPropSelectedInstrument = Instruments.InstrumentList[lbxInstruments.SelectedItem.ToString()].Clone();
SetPropertiesForm();
return;
}
/// <summary>
/// BtnAdd Clicked.
/// </summary>
void BtnAddInstrAdd_Click(object sender, EventArgs e)
{
if (ValidateSymbol(tbxAddInstrSymbol.Text, (Instrumet_Type)Enum.Parse(typeof(Instrumet_Type), cbxAddInstrType.Text)) &&
!lbxInstruments.Items.Contains(tbxAddInstrSymbol.Text))
{
instrPropSelectedInstrument = new Instrument_Properties(tbxAddInstrSymbol.Text, (Instrumet_Type)Enum.Parse(typeof(Instrumet_Type), cbxAddInstrType.Text));
SetPropertiesForm();
SetSelectedInstrument();
}
else
{
MessageBox.Show(Language.T("Wrong Symbol!"), Language.T("Instrument Properties"), MessageBoxButtons.OK, MessageBoxIcon.Exclamation);
}
return;
}
/// <summary>
/// Clones the Instrument_Properties.
/// </summary>
public Instrument_Properties Clone()
{
Instrument_Properties copy = new Instrument_Properties(symbol, instrType);
copy.Symbol = Symbol;
copy.InstrType = InstrType;
copy.Comment = Comment;
copy.Digits = Digits;
copy.LotSize = LotSize;
copy.Spread = Spread;
copy.SwapType = SwapType;
copy.SwapLong = SwapLong;
copy.SwapShort = SwapShort;
copy.CommissionType = CommissionType;
copy.CommissionScope = CommissionScope;
copy.CommissionTime = CommissionTime;
copy.Commission = Commission;
copy.PriceIn = PriceIn;
copy.Slippage = Slippage;
copy.RateToEUR = RateToEUR;
copy.RateToUSD = RateToUSD;
copy.BaseFileName = BaseFileName;
return copy;
}
/// <summary>
/// Constructor
/// </summary>
public Instrument(Instrument_Properties instrProperties, int period)
{
this.instrProperties = instrProperties;
this.period = period;
}
/// <summary>
/// Generates instrument.xml file.
/// </summary>
static XmlDocument GenerateXMLFile()
{
// Create the XmlDocument.
XmlDocument xmlDoc = new XmlDocument();
xmlDoc.LoadXml("<fsb></fsb>");
//Create the XML declaration.
XmlDeclaration xmldecl;
xmldecl = xmlDoc.CreateXmlDeclaration("1.0", null, null);
//Add new node to the document.
XmlElement root = xmlDoc.DocumentElement;
xmlDoc.InsertBefore(xmldecl, root);
foreach (KeyValuePair <string, Instrument_Properties> kvp in dictInstrument)
{
Instrument_Properties instrProp = kvp.Value;
// Creates an instrument element.
XmlElement instrument = xmlDoc.CreateElement("instrument");
XmlElement element;
element = xmlDoc.CreateElement("symbol");
element.InnerText = instrProp.Symbol;
instrument.AppendChild(element);
element = xmlDoc.CreateElement("instrumentType");
element.InnerText = instrProp.InstrType.ToString();
instrument.AppendChild(element);
element = xmlDoc.CreateElement("comment");
element.InnerText = instrProp.Comment;
instrument.AppendChild(element);
element = xmlDoc.CreateElement("digits");
element.InnerText = instrProp.Digits.ToString();
instrument.AppendChild(element);
element = xmlDoc.CreateElement("contractSize");
element.InnerText = instrProp.LotSize.ToString();
instrument.AppendChild(element);
element = xmlDoc.CreateElement("spread");
element.InnerText = instrProp.Spread.ToString();
instrument.AppendChild(element);
element = xmlDoc.CreateElement("swapType");
element.InnerText = instrProp.SwapType.ToString();
instrument.AppendChild(element);
element = xmlDoc.CreateElement("swapLong");
element.InnerText = instrProp.SwapLong.ToString();
instrument.AppendChild(element);
element = xmlDoc.CreateElement("swapShort");
element.InnerText = instrProp.SwapShort.ToString();
instrument.AppendChild(element);
element = xmlDoc.CreateElement("commissionType");
element.InnerText = instrProp.CommissionType.ToString();
instrument.AppendChild(element);
element = xmlDoc.CreateElement("commissionScope");
element.InnerText = instrProp.CommissionScope.ToString();
instrument.AppendChild(element);
element = xmlDoc.CreateElement("commissionTime");
element.InnerText = instrProp.CommissionTime.ToString();
instrument.AppendChild(element);
element = xmlDoc.CreateElement("commission");
element.InnerText = instrProp.Commission.ToString();
instrument.AppendChild(element);
element = xmlDoc.CreateElement("slippage");
element.InnerText = instrProp.Slippage.ToString();
instrument.AppendChild(element);
element = xmlDoc.CreateElement("priceIn");
element.InnerText = instrProp.PriceIn.ToString();
instrument.AppendChild(element);
element = xmlDoc.CreateElement("rateToUSD");
element.InnerText = instrProp.RateToUSD.ToString();
instrument.AppendChild(element);
element = xmlDoc.CreateElement("rateToEUR");
element.InnerText = instrProp.RateToEUR.ToString();
instrument.AppendChild(element);
element = xmlDoc.CreateElement("baseFileName");
element.InnerText = instrProp.BaseFileName.ToString();
instrument.AppendChild(element);
xmlDoc.DocumentElement.AppendChild(instrument);
}
return(xmlDoc);
}
/// <summary>
/// Button Default Click
/// <summary>
void BtnDefault_Click(object sender, EventArgs e)
{
Instrument_Properties ip = new Instrument_Properties(Data.InstrProperties.Symbol, Data.InstrProperties.InstrType);
nudSpread.Value = (decimal)ip.Spread;
nudSwapLong.Value = (decimal)ip.SwapLong;
nudSwapShort.Value = (decimal)ip.SwapShort;
nudSlippage.Value = (decimal)ip.Slippage;
nudCommission.Value = (decimal)ip.Commission;
return;
}