private void GetTicksFromDb(string symbol)
{
var tickList = DataManager.GetContractData(symbol);
if (tickList.Count > 0)
{
_data = new Data(tickList, Data.DataFileType.TickFromDb);
_data.CreateData();
//________//
uiStrategy_dateTimeAdvOISStart.MaxDate = uiStrategy_dateTimeAdvOOOSStart.MaxDate = _data[_data.Count - 1].Time;
uiStrategy_dateTimeAdvOISStart.MinDate = uiStrategy_dateTimeAdvOOOSStart.MinDate = _data[0].Time;
uiStrategy_dateTimeAdvOISEnd.MaxDate = uiStrategy_dateTimeAdvOOOSEnd.MaxDate = _data[_data.Count - 1].Time;
uiStrategy_dateTimeAdvOISEnd.MinDate = uiStrategy_dateTimeAdvOOOSEnd.MinDate = _data[0].Time;
uiStrategy_dateTimeAdvOISStart.Value = _data[0].Time;
uiStrategy_dateTimeAdvOISEnd.Value = uiStrategy_dateTimeAdvOOOSStart.Value = uiStrategy_dateTimeAdvOOOSEnd.Value = _data[_data.Count - 1].Time;
uiStrategy_panelExOptions.Enabled = true;
uiOptimizationInSample.Enabled = true;
uiStrategy_panelExOptimizationOutOfSample.Enabled = true;
uiStrategy_buttonXStop.Enabled = false;
}
}
private void uiDataFromDB_CheckedChanged(object sender, EventArgs e)
{
if (uiStrategy_radioButtonDataFromDB.Checked)
{
_data = null;
uiStrategy_buttonXStart.Enabled = false;
uiCalendar_buttonXSave.Enabled = false;
uiStrategy_panelExBlackScholesPanel.Enabled = false;
uiStrategy_checkBoxXReqTVCheck.Checked = false;
uiStrategy_comboBoxExSymbol.Items.Clear();
uiCalendar_comboBoxXSymbol.Items.Clear();
var symbolList = DataManager.GetContracts();
foreach (var item in symbolList)
{
uiStrategy_comboBoxExSymbol.Items.Add(item.ContractName);
uiCalendar_comboBoxXSymbol.Items.Add(item.ContractName);
}
uiStrategy_panelExOptions.Enabled = true;
uiOptimizationInSample.Enabled = true;
uiStrategy_panelExOptimizationOutOfSample.Enabled = true;
uiStrategy_buttonXStop.Enabled = false;
uiFilePathLabel.Visible = false;
uiStrategy_buttonXFilePicker.Visible = false;
uiStrategy_textBoxXFilepath.Visible = false;
if (uiStrategy_comboBoxExSymbol.Items.Count > 0)
{
uiStrategy_comboBoxExSymbol.SelectedIndex = 0;
}
uiCalendar_panelExSaving.Enabled = true;
}
}
private void uiFilePicker_Click(object sender, EventArgs e)
{
uiBlackSDivYield.Enabled = true;
uiBlackSInterestRate.Enabled = true;
uiBlackSPriceStrike.Enabled = true;
uiBlackSVolality.Enabled = true;
uiBlackSUnderlyingPrice.Enabled = true;
try
{
if (uiStrategy_radioButtonDataFromFile.Checked)
{
var fileDialog = new OpenFileDialog
{
Multiselect = true,
InitialDirectory = Directory.GetCurrentDirectory(),
Filter = @"TXT (*.txt)|*.txt",
FilterIndex = 2,
RestoreDirectory = true
};
if (fileDialog.ShowDialog() == DialogResult.OK)
{
_filepath = fileDialog.FileName;
_data = new Data(_filepath, Data.DataFileType.TextFromTs);
_data.CreateData();
}
else
_filepath = string.Empty;
}
//progressBarX1.Visible = true;
//timer1.Enabled = true;
//timer1.Start();
if (_filepath == string.Empty)
return;
Report(string.Format("{0} bars have been loaded from file .", _data.Count),
InformerMessageType.Success);
uiStrategy_textBoxXFilepath.Text = _filepath;
uiStrategy_dateTimeAdvOISStart.MaxDate = uiStrategy_dateTimeAdvOOOSStart.MaxDate = _data[_data.Count - 1].Time;
uiStrategy_dateTimeAdvOISStart.MinDate = uiStrategy_dateTimeAdvOOOSStart.MinDate = _data[0].Time;
uiStrategy_dateTimeAdvOISEnd.MaxDate = uiStrategy_dateTimeAdvOOOSEnd.MaxDate = _data[_data.Count - 1].Time;
uiStrategy_dateTimeAdvOISEnd.MinDate = uiStrategy_dateTimeAdvOOOSEnd.MinDate = _data[0].Time;
uiStrategy_dateTimeAdvOISStart.Value = _data[0].Time;
uiStrategy_dateTimeAdvOISEnd.Value = uiStrategy_dateTimeAdvOOOSStart.Value = uiStrategy_dateTimeAdvOOOSEnd.Value = _data[_data.Count - 1].Time;
uiStrategy_panelExOptions.Enabled = true;
uiOptimizationInSample.Enabled = true;
uiStrategy_panelExOptimizationOutOfSample.Enabled = true;
uiStrategy_buttonXStop.Enabled = false;
uiStrategy_panelExBlackScholes.Enabled = true;
uiStrategy_comboBoxExDataSet.Items.Clear();
var tempDataset = new TemporaryDatasets();
_dataSets = DataManager.GetDatasets();
uiStrategy_dataGridViewNoOptomizationParameters.DataSource = tempDataset.AliDataSet151519;
uiStrategy_dataGridViewOptomizationParameters.DataSource = tempDataset.OptimParams;
uiStrategy_comboBoxExDataSet.Items.Add("Default DataSet for file");
uiStrategy_comboBoxExDataSet.SelectedIndex = uiStrategy_comboBoxExDataSet.Items.Count - 1;
foreach (DataSetModel dataSet in _dataSets)
{
uiStrategy_comboBoxExDataSet.Items.Add(dataSet.DataSetName);
}
}
catch (Exception)
{
Report("Error when reading the file! Please, open another file.", InformerMessageType.Error);
}
}
public StepChange(StrategyParameters _parameters, List<StrategyAdditionalParameter> _additional, ref Data _data)
{
parameters = _parameters;
additional = _additional;
ticks = _data.Bars;
}
