public WeeklyDataDisplayer(Strategy vtrades, bool visIntraDay, DateTime startTime, DateTime endTime)
: base(vtrades, visIntraDay, startTime, endTime)
{
DateTimeFormatInfo dtfInfo = DateTimeFormatInfo.GetInstance(CultureInfo.CurrentCulture);
_dateTimeFormat = "dd" + dtfInfo.DateSeparator.ToString() + "MM" + dtfInfo.DateSeparator.ToString() + "yyyy" +
" HH:mm:ss";
_dayindexer = 0;
_weekindexer = 0;
_tradeindexer = 0;
_isFullWeek = false;
_tempDayOfYear = Trades[0].TimeOpen.DayOfYear;
_currDayOfYear = _tempDayOfYear;
_currentweek = Trades[0].TimeOpen.DayOfYear;
_tempweek = Trades[0].TimeOpen.DayOfYear;
_currWeek = Trades[0].TimeOpen;
_startWeek = Trades[0].TimeOpen;
_endWeek = Trades[0].TimeOpen;
_tempTrades = Trades;
_weeklyData = new WeeklyData();
_weeklyData.Relations.Add("1", _weeklyData.Tables["tableWeek"].Columns["id"],
_weeklyData.Tables["tableDays"].Columns["id_Week"], false);
_weeklyData.Relations.Add("2", _weeklyData.Tables["tableDays"].Columns["id"],
_weeklyData.Tables["tableTrades"].Columns["id_Day"], false);
CreateDataTablesFromTrades();
}
private static void NotifyResultEvent(Strategy strategy)
{
if (ResultEvent != null)
{
ResultEvent(strategy);
}
}
protected Displayer(Strategy vtrades, bool visIntraDay, DateTime startDate, DateTime endTime)
{
Strategy = vtrades;
Symbol = vtrades.Parameters.Symbol;
Trades = vtrades.Trades;
IsIntraday = visIntraDay;
MinDt = startDate;
MaxDt = endTime;
Strategyperformance = new StrategyPerfomance(Trades, Ticksize, IsIntraday, MinDt, MaxDt);
}
private static void InitializeStrategy()
{
_strategy = new StepChange
{
Ticks = _ticks,
AdditionalParameters = _strategyAdditionalParameters,
Parameters = new Strategy.StrategyParameters(_strategyParameterses.Account
, _strategyParameterses.Symbol
, _strategyParameterses.Name)
};
}
public static void StartBackTest(Strategy.StrategyParameters parameters, List<Strategy.StrategyAdditionalParameter> additionalParameters, List<Tick> ticks)
{
_strategyParameterses = parameters;
_strategyAdditionalParameters = additionalParameters;
_ticks = ticks;
InitializeStrategy();
_strategy.ProgressEvent += NotifyProgressEvent;
_strategy.Start(0);
NotifyResultEvent(_strategy);
}
public SummaryDisplayer(Strategy vtrades, bool visIntraDay, DateTime startDate, DateTime endDate)
: base(vtrades, visIntraDay, startDate, endDate)
{
}
public TradeDisplayer(Strategy vtrades, bool visIntraDay, DateTime startTime, DateTime endTime)
: base(vtrades, visIntraDay, startTime, endTime)
{
}
private void Initialize(int index, Strategy.StrategyParameters parameters)
{
switch (index)
{
case 0:
{
var additional8 = new Strategy.StrategyAdditionalParameter("", "Stop Level", 80 * _tickSize, typeof(double), false);
var additional9 = new Strategy.StrategyAdditionalParameter("", "Reversal Level", 80 * _tickSize, typeof(double), false);
List<Strategy.StrategyAdditionalParameter> additional = UpdateAdditionalParams();
additional.Add(additional8);
additional.Add(additional9);
_strategy = new StepChange(parameters, additional, ref _data);
break;
}
default: // Other Unregistered Strategies
{
Report("The selected strategy is not registered. Please, select a registered strategy.", InformerMessageType.Error);
break;
}
}
}
private void DisplayBackTestResult(Strategy strategy)
{
var summaryDisplayer = new SummaryDisplayer(strategy, true, _inSampleStartTime, _inSampleEndTime);
Invoke((Action)(() => summaryDisplayer.DisplayTable(uiSummary_dataGridViewBT)));
if (uiStrategy_checkBoxXRunContinuesCheck.Checked == false)
{
if (strategy.Trades != null)
{
_weekData = new WeeklyDataDisplayer(strategy, true, _inSampleStartTime, _inSampleEndTime);
uiWeeklyData_superGridControlTable.PrimaryGrid.DataSource = _weekData._weeklyData;
_calendarDisplayer = new CalendarDisplayer(_weekData);
Invoke((Action)InitCalendar);
Invoke((Action)(() => uiCalendar_buttonXSave.Enabled = true));
}
}
}
