public LiveTradeEngine()
{
_session = new FXSession();
_opEngine = new OrderPlacementEngine(_session);
_priceEngine = new HistoricPriceEngine(_session);
_accountManager = new LiveAccountManager(_opEngine);
}
public void LoadData()
{
FXSession session = new FXSession();
session.InitializeSession();
foreach (string s in sList)
{
HistoricPriceEngine h = new HistoricPriceEngine(session);
h.GetLongHistoricPrices(symbol, s, ticks);
while(!h.Complete) Thread.Sleep(100);
mData.Add(h.Data);
}
}
public void LoadDataLive(string symbol, string timeframe, int ticks)
{
var session = new FXSession();
session.InitializeSession();
while (!session.LoggedIn)
{
Thread.Sleep(100);
}
var price = new HistoricPriceEngine(session);
price.GetLongHistoricPrices(symbol, timeframe, ticks);
while (!price.Complete)
{
Thread.Sleep(100);
}
_dataSet.Add(price.Data);
session.EndSession();
}
public static void TestChannelLive(this AbstractChannel ind, string symbol, string timeframe, int length)
{
//------------grab data
FXSession session = new FXSession();
session.InitializeSession();
while (!session.LoggedIn)
{
Thread.Sleep(100);
}
HistoricPriceEngine h = new HistoricPriceEngine(session);
h.GetLongHistoricPrices(symbol, timeframe, length);
while (!h.Complete)
{
Thread.Sleep(100);
}
//-----------------------
var highList = new List<double>();
var medList = new List<double>();
var lowList = new List<double>();
var dataList = new List<double>();
var dateTimeList = new SortedList<DateTime, int>();
Quantum q = h.Data;
int count = 0;
foreach (Tick t in q)
{
try{
ind.HandleNextTick(t);
highList.Add(ind.HI(0));
medList.Add(ind.MID(0));
lowList.Add(ind.LOW(0));
dataList.Add(t.BidClose);
dateTimeList.Add(t.Time, 1);
}
catch (Exception e)
{
e.printStackTrace();
}
if (count++ > length) break;
}
var dz = new DenseMatrix(4, medList.Count);
dz.SetRow(0, new DenseVector(dataList.ToArray()));
dz.SetRow(1, new DenseVector(highList.ToArray()));
dz.SetRow(2, new DenseVector(medList.ToArray()));
dz.SetRow(3, new DenseVector(lowList.ToArray()));
Visualize.GenerateMultiPaneGraph(new[] { "data", "high", ind.ToString(), "low" }, dateTimeList.Keys.ToArray(), dz, QSConstants.DEFAULT_DATA_FILEPATH + @"results.html"
, new ChartOption[]
{
new ChartOption(){Height = 500},
new ChartOption(){Height = 0, Layover = true, YPosition = 0},
new ChartOption(){Height = 0, Layover = true, YPosition = 0},
new ChartOption(){Height = 0, Layover = true, YPosition = 0}
});
Console.WriteLine("Done Generating Graph for " + ind.ToString());
}
public static void TestGraphLive(this AbstractIndicator ind, string timeframe, string symbol, int length)
{
//------------grab data
FXSession session = new FXSession();
session.InitializeSession();
HistoricPriceEngine h = new HistoricPriceEngine(session);
h.GetLongHistoricPrices(symbol, timeframe, length);
while (!h.Complete)
{
Thread.Sleep(100);
}
//-----------------------
Quantum q = h.Data;
var dz = new DenseMatrix(4 + 1 + ind.SubIndicatorSize, q.Data.Count);
List<string> names = new List<string>();
names.Add("symbol");
names.Add(ind.ToString());
foreach (var indicator in ind.SubIndicators) names.Add(indicator.Key);
//chartoptions
ChartOption[] chartOptions = new ChartOption[names.Count];
chartOptions[0] = new ChartOption() { Height = 400, YPosition = 0 };
chartOptions[1] = new ChartOption() { Height = 200, YPosition = 1 };
for (int i = 2; i < chartOptions.Length; i++)
chartOptions[i] = new ChartOption() { Height = 0, YPosition = 1, Layover = true };
int counter = 0;
foreach (Tick tick in q)
{
dz[0, counter] = tick.BidOpen;
dz[1, counter] = tick.BidHigh;
dz[2, counter] = tick.BidLow;
dz[3, counter] = tick.BidClose;
dz[4, counter] = ind.HandleNextTick(tick);
int icounter = 5;
foreach (var subind in ind.SubIndicators.Values)
{
dz[icounter, counter] = subind[0];
icounter++;
}
counter++;
}
Visualize.GenerateMultiPaneGraph(names.ToArray(), q.Data.Keys.ToArray(), dz, QSConstants.DEFAULT_DATA_FILEPATH + @"results.html",
chartOptions);
Console.WriteLine("Done Generating Graph for " + ind.ToString());
}
