public void UpdateDataSource(RealTimeData rtd)
{
Symbol symbol = rtd.symbol;
double[] prices = rtd.datas;
DateTime time = rtd.dateTime;
if (prices != null)
{
Dictionary <Interval, IntervalData> currentlData = currentDatas;
lock (this)
{
foreach (Interval intv in AppSetting.INTEVALS)
{
IntervalData intvData;
if (currentlData.ContainsKey(intv))
{
intvData = currentlData[intv];
}
else
{
intvData = new IntervalData(0);
}
UpdateIntervalData(intv, ref intvData, prices, time, provider);
tmpIntervDatas[intv] = intvData;
if (currentlData.ContainsKey(intv))
{
currentlData[intv] = intvData; // tmpIntervDatas[intv];
}
else
{
currentlData.Add(intv, intvData);
}
LogUtil.Info(" intvData " + intvData.ToString());
}
}
}
}
public void CheckInitStatus(object obj, System.Timers.ElapsedEventArgs e)
{
if (!Initializing)
{
lock (this)
{
if (!Initialized && initCdlStatus == DataInitStatus.Initialized &&
initRtdStatus == DataInitStatus.Initialized && initSigStatus == DataInitStatus.Initialized )
{
Initializing = true;
if( handler !=null )
handler.IsProcessing = false;
if (initRtdStatus == DataInitStatus.Initialized)
{
Console.WriteLine(" LatesRtds count ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; " + LatesRtds.Count);
LogUtil.Info(" LatesRtds count ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; " + LatesRtds.Count);
if (LatesRtds.Count > 0)
{
if (dataCache.DataUnits.ContainsKey(CurrentTInterval))
{
dataCache.DataUnits[CurrentTInterval].AddRange(LatesRtds);
}
else
{
dataCache.DataUnits.Add(CurrentTInterval, LatesRtds);
}
Console.WriteLine(" dataCache.DataUnits[CurrentTInterval].Count ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; " + dataCache.DataUnits[CurrentTInterval].Count);
LogUtil.Info(" dataCache.DataUnits[CurrentTInterval].Count ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; " + dataCache.DataUnits[CurrentTInterval].Count);
}
}
RealTimeData[] rtds = null;
lock (dataCache.RealTimeDatas)
{
if (dataCache.RealTimeDatas.Count > 0)
{
rtds = new RealTimeData[dataCache.RealTimeDatas.Count];
dataCache.RealTimeDatas.CopyTo(rtds);
dataCache.RealTimeDatas.Clear();
}
}
if (dataCache.DataUnits[CurrentTInterval].Count > 0)
{
List<BarData> datas = dataCache.DataUnits[CurrentTInterval];
BarData lastBar = dataCache.DataUnits[CurrentTInterval][datas.Count - 1];
dataCache.RefreshCurrentTime(currentTInterval, lastBar.DateTime);
IntervalData data = new IntervalData(lastBar.Open, lastBar.Close, lastBar.Low, lastBar.High);
dataCache.InitCurrentData(currentTInterval, data);
Console.WriteLine(" Last BAR ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; " + lastBar );
LogUtil.Info(" Last BAR ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; " + lastBar);
if (rtds != null && rtds.Length > 0)
{
Console.WriteLine(" dataCache.RealTimeDatas. count ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; " + rtds.Length);
LogUtil.Info(" dataCache.RealTimeDatas. count ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; " + rtds.Length);
Console.WriteLine(lastBar);
if (lastBar.IsCompleted)
{
foreach (RealTimeData rtd in rtds)
{
dataCache.UpdateDataSource(rtd);
}
}
else
{
bool isCompleted = false;
double max = lastBar.High;
double min = lastBar.Low;
List<double> prices = new List<double>();
prices.Add(lastBar.Open);
prices.Add(lastBar.Close);
prices.Add(lastBar.Low);
prices.Add(lastBar.High);
for (int k = 0; k < rtds.Length; k++)
{
RealTimeData rtd = rtds[k];
Console.WriteLine(" RealTimeData ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; " + rtd);
LogUtil.Info(" RealTimeData ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; " + rtd);
if (rtd.dateTime.CompareTo(lastBar.DateTime) < 0)
continue;
if (rtd.dateTime.Subtract(AppConst.AppTimeSpans[CurrentTInterval]) < lastBar.DateTime)
{
foreach (double price in rtd.datas)
{
prices.Add(price);
max = Math.Max(max, price);
min = Math.Min(min, price);
}
if (k == rtds.Length - 1 && prices.Count > 0)
{
lastBar.Close = prices[prices.Count - 1];
lastBar.High = max;
lastBar.Low = min;
IntervalData newdata = new IntervalData(lastBar.Open, lastBar.Close, lastBar.Low, lastBar.High);
dataCache.InitCurrentData(currentTInterval, newdata);
dataCache.DataUnits[CurrentTInterval][datas.Count - 1] = lastBar;
}
}
else if (rtd.dateTime.Subtract(AppConst.AppTimeSpans[CurrentTInterval]) >= lastBar.DateTime)
{
if (!isCompleted)
{
if (prices != null && prices.Count > 0)
{
lastBar.Close = prices[prices.Count - 1];
lastBar.High = max;
lastBar.Low = min;
prices.Clear();
}
lastBar.IsCompleted = true;
dataCache.DataUnits[CurrentTInterval][datas.Count - 1] = lastBar;
IntervalData newdata = new IntervalData(lastBar.Open, lastBar.Close, lastBar.Low, lastBar.High);
dataCache.InitCurrentData(currentTInterval, newdata);
isCompleted = true;
dataCache.UpdateDataSource(rtd);
}
else
{
dataCache.UpdateDataSource(rtd);
}
}
}
}
}
SAR sar = new SAR(symbol.ToString(), currentTInterval);
RSI rsi = new RSI(symbol.ToString(), int.Parse(AppUtil.IntervalToString(currentTInterval)),6);
RSI rsi2 = new RSI(symbol.ToString(), int.Parse(AppUtil.IntervalToString(currentTInterval)),42);
RSI rsi3 = new RSI(symbol.ToString(), int.Parse(AppUtil.IntervalToString(currentTInterval)),14);
RSI rsi4 = new RSI(symbol.ToString(), int.Parse(AppUtil.IntervalToString(currentTInterval)),22);
CR cr = new CR(symbol.ToString(), int.Parse(AppUtil.IntervalToString(currentTInterval)));
ARBR arbr = new ARBR(symbol.ToString(), int.Parse(AppUtil.IntervalToString(currentTInterval)), 26);
ARBR arbr2 = new ARBR(symbol.ToString(), int.Parse(AppUtil.IntervalToString(currentTInterval)),42);
CCI cci = new CCI(symbol.ToString(), int.Parse(AppUtil.IntervalToString(currentTInterval)), 14);
//CCI cci2 = new CCI(symbol.ToString(), int.Parse(AppUtil.IntervalToString(currentTInterval)), 42);
CCI cci2 = new CCI(symbol.ToString(), int.Parse(AppUtil.IntervalToString(currentTInterval)), 24);
CCI cci3 = new CCI(symbol.ToString(), int.Parse(AppUtil.IntervalToString(currentTInterval)), 42);
WR wr=new WR(symbol.ToString(), int.Parse(AppUtil.IntervalToString(currentTInterval)),14);
WR wr2 = new WR(symbol.ToString(), int.Parse(AppUtil.IntervalToString(currentTInterval)), 24);
LWR lwr=new LWR(symbol.ToString(), int.Parse(AppUtil.IntervalToString(currentTInterval)), 14, 3, 3);
BOLL boll = new BOLL(symbol.ToString(), int.Parse(AppUtil.IntervalToString(currentTInterval)), 20);
for (int i = 0; i < datas.Count; i++)
{
BarData bar = datas[i];
if (bar.IsCompleted)
{
sar.handleFullCandle(ref bar);
rsi.handleFullCandle(ref bar, true, 1);
rsi2.handleFullCandle(ref bar, true,2);
rsi3.handleFullCandle(ref bar, true,3);
rsi4.handleFullCandle(ref bar, true,4);
cr.handleFullCandle(ref bar);
arbr.handleFullCandle(ref bar, 1);
arbr2.handleFullCandle(ref bar,2);
cci.handleFullCandle(ref bar,1);
cci2.handleFullCandle(ref bar,2);
cci3.handleFullCandle(ref bar, 3);
wr.handleFullCandle(ref bar, 1);
wr2.handleFullCandle(ref bar,2);
lwr.handleFullCandle(ref bar, 0);
boll.handleFullCandle(ref bar, 0);
datas[i] = bar;
}
}
dataCache.SARs[currentTInterval] = sar;
dataCache.RISs[currentTInterval] = rsi;
dataCache.RISs2[currentTInterval] = rsi2;
dataCache.RISs3[currentTInterval] = rsi3;
dataCache.RISs4[currentTInterval] = rsi4;
dataCache.CRs[currentTInterval] = cr;
dataCache.ARBRs[currentTInterval] = arbr;
dataCache.ARBRs2[currentTInterval] = arbr2;
dataCache.CCIs[currentTInterval] = cci;
dataCache.CCIs2[currentTInterval] = cci2;
dataCache.CCIs3[currentTInterval] = cci3;
dataCache.WRs[currentTInterval] = wr;
dataCache.WRs2[currentTInterval] = wr2;
dataCache.LWRs[currentTInterval] = lwr;
dataCache.BOLLs[currentTInterval] = boll;
List<Signal> signalList = dataCache.SignalUnits[currentTInterval];
LogUtil.Info(" SignalList count ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; " + signalList.Count);
if (signalList.Count > 0)
{
Signal[] signals = new Signal[signalList.Count];
signalList.CopyTo(signals, 0);
Array.Sort(signals);
Array.Reverse(signals);
DateTime currentTime = dataCache.CurrentTimes[currentTInterval];
int startIndex = 0;
foreach (Signal signal in signals)
{
DateTime actTime = signal.ActTime;
for (int i = startIndex; i < dataCache.DataUnits[currentTInterval].Count; i++)
{
bool isUpdate = false;
List<CandleSignal> sigList = new List<CandleSignal>();
BarData candle = dataCache.DataUnits[currentTInterval][i];
if (actTime.CompareTo(candle.DateTime) > 0)
{
continue;
}
else if (actTime.CompareTo(candle.DateTime) == 0)
{
startIndex = i;
isUpdate = true;
LogUtil.Info(" Signal " + signal );
LogUtil.Info(" Candle " + candle);
// LogUtil.Info(" bf1st " + dataCache.DataUnits[currentTInterval][i-1]);
//LogUtil.Info(" bf2nd " + dataCache.DataUnits[currentTInterval][i-2]);
CandleSignal cs = new CandleSignal(signal, 1);
sigList.Add(cs);
}
if (signal.GainTip!=0 && signal.GainTipPrice > 0 && candle.DateTime.CompareTo(signal.GainTipTime) == 0)
{
CandleSignal cs = new CandleSignal(signal, 2);
sigList.Add(cs);
isUpdate = true;
}
if (signal.StopLoss != 0 && signal.StopLossBidPrice > 0 && candle.DateTime.CompareTo(signal.StopLossTime) == 0)
{
CandleSignal cs = new CandleSignal(signal, 3);
sigList.Add(cs);
isUpdate = true;
}
if (signal.StopGain != 0 && signal.StopGainPrice > 0 && candle.DateTime.CompareTo(signal.StopGainTime) == 0)
{
CandleSignal cs = new CandleSignal(signal, 4);
sigList.Add(cs);
isUpdate = true;
}
if (isUpdate)
{
if (candle.SignalList != null)
candle.SignalList.AddRange(sigList);
else
candle.SignalList = sigList;
candle.RefreshExValues();
dataCache.DataUnits[currentTInterval][i] = candle;
}
}
List<CandleSignal> sList = new List<CandleSignal>();
if (signal.ActTime.CompareTo(currentTime) <= 0)
{
if (signal.ActTime.CompareTo(currentTime) == 0)
{
CandleSignal cs = new CandleSignal(signal, 1);
sList.Add(cs);
}
if (signal.GainTipPrice > 0 && signal.GainTipTime.CompareTo(currentTime) == 0)
{
CandleSignal cs = new CandleSignal(signal, 2);
sList.Add(cs);
}
if (signal.StopLossBidPrice > 0 && signal.StopLossTime.CompareTo(currentTime) == 0)
{
CandleSignal cs = new CandleSignal(signal, 3);
sList.Add(cs);
}
if (signal.StopGainPrice > 0 && signal.StopGainTime.CompareTo(currentTime) == 0)
{
CandleSignal cs = new CandleSignal(signal, 4);
sList.Add(cs);
}
dataCache.CurrentDatas[currentTInterval].SignalList.AddRange(sList);
}
}
}
Console.WriteLine(" LAST ###### "+lastBar);
LogUtil.Info(" LAST ###### " + lastBar);
dataCache.RefreshDataUnits(datas);
}
//dataCache.Start();
if (AppContext.IsLoading)
{
AppContext.IsFirstProviderInit = true;
isAddCandle = true;
Initialized = true;
Initializing = false;
ProviderHelper.CleanInitDirs(this);
}
else
{
isAddCandle = true;
Initialized = true;
Process(null, null);
timerInit.Stop();
timerAuto.Start();
Initializing = false;
ProviderHelper.CleanInitDirs(this);
Console.WriteLine(" End Now ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;; " + DateTime.Now.ToLongTimeString());
}
}
}
}
}
private void UpdateIntervalData(Interval intervSpan, ref IntervalData intvData, double[] prices, DateTime time, DataProvider provider)
{
if (currentTimes.ContainsKey(intervSpan) && currentDatas.ContainsKey(intervSpan))
{
DateTime lastTime = currentTimes[intervSpan];
DateTime currTime = AppUtil.GetCurrentIntervalTime(lastTime, time, intervSpan);
TimeSpan span = time.Subtract(lastTime);
Console.WriteLine(" currentTimes[TInterval.MIN1] span " + span + " lastTime " + lastTime + " real time " + time + " currTime " + currTime);
LogUtil.Info(" currentTimes[TInterval.MIN1] span " + span + " lastTime " + lastTime + " real time " + time + " currTime " + currTime);
if (lastTime.CompareTo(time) > 0)
{
return;
}
else if (span >= AppConst.AppTimeSpans[intervSpan])
{
lastTime = AppUtil.GetLatestIntervalTime(lastTime, time, intervSpan);
Console.WriteLine(" span > interval span::: " + span + " lastTime " + lastTime + " real time " + time);
BarData barData = dataUnits[intervSpan][dataUnits[intervSpan].Count - 1];
barData.DateTime = lastTime;
barData.Open = intvData.Open;
barData.Close = intvData.Close;
barData.Low = intvData.Min;
barData.High = intvData.Max;
barData.SignalList = intvData.SignalList;
Console.WriteLine(" BarData #### time " + barData);
List<CandleSignal> currSignalList = new List<CandleSignal>();
Signal[] signals = null;
lock (AppConst.SignalDatasLocker)
{
signals = new Signal[AppContext.SignalDatas.Count];
AppContext.SignalDatas.CopyTo(signals);
}
if (signals != null)
{
int count = 0;
Array.Sort(signals);
foreach (Signal s in signals)
{
if (s.Symbol == provider.Symbol && s.Interval == provider.CurrentTInterval)
{
if (s.ActTime.CompareTo(lastTime) == 0 && s.Arrow != 0)
{
CandleSignal cs = new CandleSignal(s, 1);
if (!barData.SignalList.Contains(cs))
barData.SignalList.Add(cs);
}
if (s.Arrow != 0 && s.ActTime.CompareTo(currTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 1);
currSignalList.Add(cs);
}
if (s.StopLoss != 0 && s.StopLossTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 3);
if (!barData.SignalList.Contains(cs))
barData.SignalList.Add(cs);
}
if (s.StopLoss != 0 && s.StopLossTime.CompareTo(currTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 3);
currSignalList.Add(cs);
}
if (s.GainTip != 0 && s.GainTipTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 2);
if (!barData.SignalList.Contains(cs))
barData.SignalList.Add(cs);
}
if (s.GainTip != 0 && s.GainTipTime.CompareTo(currTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 2);
currSignalList.Add(cs);
}
if (s.StopGain != 0 && s.StopGainTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 4);
if (!barData.SignalList.Contains(cs))
barData.SignalList.Add(cs);
}
if (s.StopGain != 0 && s.StopGainTime.CompareTo(currTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 4);
currSignalList.Add(cs);
}
if (count > 5) break;
count++;
}
}
}
barData.RefreshExValues();
Console.WriteLine(" BarData ############ time " + barData);
LogUtil.Info(" Last BarData ##### " + barData);
SAR sar = null;
CR cr = null;
RSI rsi = null;
RSI rsi2 = null;
RSI rsi3 = null;
RSI rsi4 = null;
ARBR arbr = null;
ARBR arbr2 = null;
CCI cci = null;
CCI cci2 = null;
CCI cci3 = null;
WR wr = null;
WR wr2 = null;
LWR lwr = null;
BOLL boll = null;
if (!provider.Initializing && provider.Initialized)
{
sar = iSARs[intervSpan];
cr = iCRs[intervSpan];
rsi = iRISs[intervSpan];
rsi2 = iRISs2[intervSpan];
rsi3 = iRISs3[intervSpan];
rsi4 = iRISs4[intervSpan];
arbr = iARBRs[intervSpan];
arbr2 = iARBRs2[intervSpan];
cci = iCCIs[intervSpan];
cci2 = iCCIs2[intervSpan];
cci3 = iCCIs3[intervSpan];
wr = iWRs[intervSpan];
wr2 = iWRs2[intervSpan];
lwr = iLWRs[intervSpan];
boll = iBOLLs[intervSpan];
sar.handleFullCandle(ref barData);
rsi.handleFullCandle(ref barData, true,1);
rsi2.handleFullCandle(ref barData, true,2);
rsi3.handleFullCandle(ref barData, true,3);
rsi4.handleFullCandle(ref barData, true,4);
cr.handleFullCandle(ref barData);
arbr.handleFullCandle(ref barData,1);
arbr2.handleFullCandle(ref barData,2);
cci.handleFullCandle(ref barData,1);
cci2.handleFullCandle(ref barData,2);
cci3.handleFragCandle(ref barData, 3);
wr.handleFullCandle(ref barData,1);
wr2.handleFullCandle(ref barData,2);
lwr.handleFullCandle(ref barData, 0);
boll.handleFullCandle(ref barData, 0);
}
if (dataUnits.ContainsKey(intervSpan))
{
dataUnits[intervSpan][dataUnits[intervSpan].Count - 1] = (barData);
}
else
{
List<BarData> list = new List<BarData>();
list.Add(barData);
dataUnits.Add(intervSpan, list);
}
if (provider.CurrentTInterval == intervSpan)
{
provider.IsUpdateCandle = false;
provider.IsAddCandle = true;
}
Console.WriteLine(" New BarData #### time " + currTime);
currentTimes[intervSpan] = currTime;
Console.WriteLine(" currentTimes[" + intervSpan + "] " + currentTimes[intervSpan]);
Console.WriteLine(" NEW RTD.symbol time " + time + " price " + prices[0]);
intvData = new IntervalData(0);
double p = prices[0];
intvData.Max = p;
intvData.Min = p;
intvData.Open = p;
intvData.Close = p;
intvData.PriceList.Clear();
foreach (double price in prices)
{
intvData.PriceList.Add(price);
intvData.Max = Math.Max(intvData.Max, price);
intvData.Min = Math.Min(intvData.Min, price);
}
barData = new BarData(currTime, intvData.Open, intvData.Close, intvData.Min, intvData.Max, 0);
barData.SignalList = currSignalList;
barData.RefreshExValues();
if (!provider.Initializing && provider.Initialized)
{
barData.Sar = sar.getNextSAR();
rsi.handleFullCandle(ref barData, false, 1);
rsi2.handleFullCandle(ref barData, false, 2);
rsi3.handleFullCandle(ref barData, false, 3);
rsi4.handleFullCandle(ref barData, false, 4);
cr.handleFullCandle(ref barData);
cci.handleFragCandle(ref barData,2);
cci2.handleFragCandle(ref barData,2);
iSARs[intervSpan] = sar;
iRISs[intervSpan] = rsi;
iRISs2[intervSpan] = rsi2;
iRISs3[intervSpan] = rsi3;
iRISs4[intervSpan] = rsi4;
iCRs[intervSpan] = cr;
iARBRs[intervSpan] = arbr;
iARBRs2[intervSpan] = arbr2;
iCCIs[intervSpan] = cci;
iCCIs2[intervSpan] = cci2;
iCCIs3[intervSpan] = cci3;
iWRs[intervSpan] = wr;
iWRs2[intervSpan] = wr2;
iLWRs[intervSpan] = lwr;
iBOLLs[intervSpan]=boll;
}
LogUtil.Info(" New BarData #### " + barData);
dataUnits[intervSpan].Add(barData);
Console.WriteLine(" New intvData ############ op " + intvData.Open + " cls " + intvData.Close + " max " + intvData.Max + " low " + intvData.Min);
Console.WriteLine(" allDataUnits[provider.Symbol][intervSpan]..Count ::::::::::::::::::::::::::: " + dataUnits[intervSpan].Count);
}
else
{
Console.WriteLine(" IN currentTimes[" + intervSpan + "] " + currentTimes[intervSpan]);
foreach (double price in prices)
{
intvData.PriceList.Add(price);
intvData.Max = Math.Max(intvData.Max, price);
intvData.Min = Math.Min(intvData.Min, price);
}
Signal[] signals = null;
lock (AppConst.SignalDatasLocker)
{
signals = new Signal[AppContext.SignalDatas.Count];
AppContext.SignalDatas.CopyTo(signals);
}
if (signals != null)
{
Array.Sort(signals);
int count = 0;
foreach (Signal s in signals)
{
if (s.Symbol == provider.Symbol && s.Interval == provider.CurrentTInterval)
{
if (s.Arrow != 0 && s.ActTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 1);
if (!intvData.SignalList.Contains(cs))
intvData.SignalList.Add(cs);
}
if (s.GainTip != 0 && s.GainTipTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 2);
if (!intvData.SignalList.Contains(cs))
intvData.SignalList.Add(cs);
}
if (s.StopLoss != 0 && s.StopLossTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 3);
if (!intvData.SignalList.Contains(cs))
intvData.SignalList.Add(cs);
}
if (s.StopGain != 0 && s.StopGainTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 4);
if (!intvData.SignalList.Contains(cs))
intvData.SignalList.Add(cs);
}
if (count > 5) break;
count++;
}
}
}
intvData.Close = intvData.PriceList.Last<double>();
//intvData.isInitialized = true;
if (provider.CurrentTInterval == intervSpan)
{
provider.IsUpdateCandle = true;
provider.IsAddCandle = false;
}
LogUtil.Info(" Updated intvData ############ " + intvData);
}
Console.WriteLine(" Update intvData ############ op " + intvData.Open + " cls " + intvData.Close + " max " + intvData.Max + " low " + intvData.Min);
//}
//intvData.isUpdated = true;
}
}
public void UpdateDataSource(RealTimeData rtd)
{
Symbol symbol = rtd.symbol;
double[] prices = rtd.datas;
DateTime time = rtd.dateTime;
if (prices != null)
{
Dictionary<Interval, IntervalData> currentlData = currentDatas;
lock (this)
{
foreach (Interval intv in AppSetting.INTEVALS)
{
IntervalData intvData;
if (currentlData.ContainsKey(intv))
intvData = currentlData[intv];
else
intvData = new IntervalData(0);
UpdateIntervalData(intv, ref intvData, prices, time, provider);
tmpIntervDatas[intv] = intvData;
if (currentlData.ContainsKey(intv))
currentlData[intv] = intvData; // tmpIntervDatas[intv];
else
currentlData.Add(intv, intvData);
LogUtil.Info(" intvData " + intvData.ToString());
}
}
}
}
public void InitCurrentData(Interval interval, IntervalData data)
{
currentDatas[interval] = data;
//currentTimes[interval]=
}
public void InitCurrentData(Interval interval, IntervalData data)
{
currentDatas[interval] = data;
//currentTimes[interval]=
}
private void UpdateIntervalData(Interval intervSpan, ref IntervalData intvData, double[] prices, DateTime time, DataProvider provider)
{
if (currentTimes.ContainsKey(intervSpan) && currentDatas.ContainsKey(intervSpan))
{
DateTime lastTime = currentTimes[intervSpan];
DateTime currTime = AppUtil.GetCurrentIntervalTime(lastTime, time, intervSpan);
TimeSpan span = time.Subtract(lastTime);
Console.WriteLine(" currentTimes[TInterval.MIN1] span " + span + " lastTime " + lastTime + " real time " + time + " currTime " + currTime);
LogUtil.Info(" currentTimes[TInterval.MIN1] span " + span + " lastTime " + lastTime + " real time " + time + " currTime " + currTime);
if (lastTime.CompareTo(time) > 0)
{
return;
}
else if (span >= AppConst.AppTimeSpans[intervSpan])
{
lastTime = AppUtil.GetLatestIntervalTime(lastTime, time, intervSpan);
Console.WriteLine(" span > interval span::: " + span + " lastTime " + lastTime + " real time " + time);
BarData barData = dataUnits[intervSpan][dataUnits[intervSpan].Count - 1];
barData.DateTime = lastTime;
barData.Open = intvData.Open;
barData.Close = intvData.Close;
barData.Low = intvData.Min;
barData.High = intvData.Max;
barData.SignalList = intvData.SignalList;
Console.WriteLine(" BarData #### time " + barData);
List <CandleSignal> currSignalList = new List <CandleSignal>();
Signal[] signals = null;
lock (AppConst.SignalDatasLocker)
{
signals = new Signal[AppContext.SignalDatas.Count];
AppContext.SignalDatas.CopyTo(signals);
}
if (signals != null)
{
int count = 0;
Array.Sort(signals);
foreach (Signal s in signals)
{
if (s.Symbol == provider.Symbol && s.Interval == provider.CurrentTInterval)
{
if (s.ActTime.CompareTo(lastTime) == 0 && s.Arrow != 0)
{
CandleSignal cs = new CandleSignal(s, 1);
if (!barData.SignalList.Contains(cs))
{
barData.SignalList.Add(cs);
}
}
if (s.Arrow != 0 && s.ActTime.CompareTo(currTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 1);
currSignalList.Add(cs);
}
if (s.StopLoss != 0 && s.StopLossTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 3);
if (!barData.SignalList.Contains(cs))
{
barData.SignalList.Add(cs);
}
}
if (s.StopLoss != 0 && s.StopLossTime.CompareTo(currTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 3);
currSignalList.Add(cs);
}
if (s.GainTip != 0 && s.GainTipTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 2);
if (!barData.SignalList.Contains(cs))
{
barData.SignalList.Add(cs);
}
}
if (s.GainTip != 0 && s.GainTipTime.CompareTo(currTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 2);
currSignalList.Add(cs);
}
if (s.StopGain != 0 && s.StopGainTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 4);
if (!barData.SignalList.Contains(cs))
{
barData.SignalList.Add(cs);
}
}
if (s.StopGain != 0 && s.StopGainTime.CompareTo(currTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 4);
currSignalList.Add(cs);
}
if (count > 5)
{
break;
}
count++;
}
}
}
barData.RefreshExValues();
Console.WriteLine(" BarData ############ time " + barData);
LogUtil.Info(" Last BarData ##### " + barData);
SAR sar = null;
CR cr = null;
RSI rsi = null;
RSI rsi2 = null;
RSI rsi3 = null;
RSI rsi4 = null;
ARBR arbr = null;
ARBR arbr2 = null;
CCI cci = null;
CCI cci2 = null;
CCI cci3 = null;
WR wr = null;
WR wr2 = null;
LWR lwr = null;
BOLL boll = null;
if (!provider.Initializing && provider.Initialized)
{
sar = iSARs[intervSpan];
cr = iCRs[intervSpan];
rsi = iRISs[intervSpan];
rsi2 = iRISs2[intervSpan];
rsi3 = iRISs3[intervSpan];
rsi4 = iRISs4[intervSpan];
arbr = iARBRs[intervSpan];
arbr2 = iARBRs2[intervSpan];
cci = iCCIs[intervSpan];
cci2 = iCCIs2[intervSpan];
cci3 = iCCIs3[intervSpan];
wr = iWRs[intervSpan];
wr2 = iWRs2[intervSpan];
lwr = iLWRs[intervSpan];
boll = iBOLLs[intervSpan];
sar.handleFullCandle(ref barData);
rsi.handleFullCandle(ref barData, true, 1);
rsi2.handleFullCandle(ref barData, true, 2);
rsi3.handleFullCandle(ref barData, true, 3);
rsi4.handleFullCandle(ref barData, true, 4);
cr.handleFullCandle(ref barData);
arbr.handleFullCandle(ref barData, 1);
arbr2.handleFullCandle(ref barData, 2);
cci.handleFullCandle(ref barData, 1);
cci2.handleFullCandle(ref barData, 2);
cci3.handleFragCandle(ref barData, 3);
wr.handleFullCandle(ref barData, 1);
wr2.handleFullCandle(ref barData, 2);
lwr.handleFullCandle(ref barData, 0);
boll.handleFullCandle(ref barData, 0);
}
if (dataUnits.ContainsKey(intervSpan))
{
dataUnits[intervSpan][dataUnits[intervSpan].Count - 1] = (barData);
}
else
{
List <BarData> list = new List <BarData>();
list.Add(barData);
dataUnits.Add(intervSpan, list);
}
if (provider.CurrentTInterval == intervSpan)
{
provider.IsUpdateCandle = false;
provider.IsAddCandle = true;
}
Console.WriteLine(" New BarData #### time " + currTime);
currentTimes[intervSpan] = currTime;
Console.WriteLine(" currentTimes[" + intervSpan + "] " + currentTimes[intervSpan]);
Console.WriteLine(" NEW RTD.symbol time " + time + " price " + prices[0]);
intvData = new IntervalData(0);
double p = prices[0];
intvData.Max = p;
intvData.Min = p;
intvData.Open = p;
intvData.Close = p;
intvData.PriceList.Clear();
foreach (double price in prices)
{
intvData.PriceList.Add(price);
intvData.Max = Math.Max(intvData.Max, price);
intvData.Min = Math.Min(intvData.Min, price);
}
barData = new BarData(currTime, intvData.Open, intvData.Close, intvData.Min, intvData.Max, 0);
barData.SignalList = currSignalList;
barData.RefreshExValues();
if (!provider.Initializing && provider.Initialized)
{
barData.Sar = sar.getNextSAR();
rsi.handleFullCandle(ref barData, false, 1);
rsi2.handleFullCandle(ref barData, false, 2);
rsi3.handleFullCandle(ref barData, false, 3);
rsi4.handleFullCandle(ref barData, false, 4);
cr.handleFullCandle(ref barData);
cci.handleFragCandle(ref barData, 2);
cci2.handleFragCandle(ref barData, 2);
iSARs[intervSpan] = sar;
iRISs[intervSpan] = rsi;
iRISs2[intervSpan] = rsi2;
iRISs3[intervSpan] = rsi3;
iRISs4[intervSpan] = rsi4;
iCRs[intervSpan] = cr;
iARBRs[intervSpan] = arbr;
iARBRs2[intervSpan] = arbr2;
iCCIs[intervSpan] = cci;
iCCIs2[intervSpan] = cci2;
iCCIs3[intervSpan] = cci3;
iWRs[intervSpan] = wr;
iWRs2[intervSpan] = wr2;
iLWRs[intervSpan] = lwr;
iBOLLs[intervSpan] = boll;
}
LogUtil.Info(" New BarData #### " + barData);
dataUnits[intervSpan].Add(barData);
Console.WriteLine(" New intvData ############ op " + intvData.Open + " cls " + intvData.Close + " max " + intvData.Max + " low " + intvData.Min);
Console.WriteLine(" allDataUnits[provider.Symbol][intervSpan]..Count ::::::::::::::::::::::::::: " + dataUnits[intervSpan].Count);
}
else
{
Console.WriteLine(" IN currentTimes[" + intervSpan + "] " + currentTimes[intervSpan]);
foreach (double price in prices)
{
intvData.PriceList.Add(price);
intvData.Max = Math.Max(intvData.Max, price);
intvData.Min = Math.Min(intvData.Min, price);
}
Signal[] signals = null;
lock (AppConst.SignalDatasLocker)
{
signals = new Signal[AppContext.SignalDatas.Count];
AppContext.SignalDatas.CopyTo(signals);
}
if (signals != null)
{
Array.Sort(signals);
int count = 0;
foreach (Signal s in signals)
{
if (s.Symbol == provider.Symbol && s.Interval == provider.CurrentTInterval)
{
if (s.Arrow != 0 && s.ActTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 1);
if (!intvData.SignalList.Contains(cs))
{
intvData.SignalList.Add(cs);
}
}
if (s.GainTip != 0 && s.GainTipTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 2);
if (!intvData.SignalList.Contains(cs))
{
intvData.SignalList.Add(cs);
}
}
if (s.StopLoss != 0 && s.StopLossTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 3);
if (!intvData.SignalList.Contains(cs))
{
intvData.SignalList.Add(cs);
}
}
if (s.StopGain != 0 && s.StopGainTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 4);
if (!intvData.SignalList.Contains(cs))
{
intvData.SignalList.Add(cs);
}
}
if (count > 5)
{
break;
}
count++;
}
}
}
intvData.Close = intvData.PriceList.Last <double>();
//intvData.isInitialized = true;
if (provider.CurrentTInterval == intervSpan)
{
provider.IsUpdateCandle = true;
provider.IsAddCandle = false;
}
LogUtil.Info(" Updated intvData ############ " + intvData);
}
Console.WriteLine(" Update intvData ############ op " + intvData.Open + " cls " + intvData.Close + " max " + intvData.Max + " low " + intvData.Min);
//}
//intvData.isUpdated = true;
}
}