//
// Abstract:
// Update managerVM's attributs.
//
// Parameters:
// theDate:
// DateTime where the modeling should be ran.
//
// estWindow:
// String containing the period where the model should be ran.
//
// frequency:
// String containing the step where portefolio is reshuffled.
public void PleaseUpdateManager(DateTime theDate, string estmWindow, string frequency, IDataFeedProvider simulator, FinancialComputation opt)
{
StartDate = theDate;
SampleNumber = Int32.Parse(estmWindow);
Step = Int32.Parse(frequency);
marketSimulator = simulator;
option = opt;
option.MarketDataDates.Clear();
var window = 20;
var res = option.GenChartData(window, StartDate, Step, marketSimulator);
ValPayOff = option.PayOff;
ValPortfolio = res.PortfolioValue.Last().Value;
Labels = GetDateSet(option.MarketDataDates);
optp.Clear();
pfp.Clear();
trackingError.Clear();
for (int i = 0; i < res.OptionPrice.Count; i++)
{
optp.Insert(i, res.OptionPrice[i]);
pfp.Insert(i, res.PortfolioValue[i].Value);
trackingError.Insert(i, res.OptionPrice[i] - res.PortfolioValue[i].Value);
}
}
private void SetValues(object sender, EventArgs e)
{
var values = new ChartValues <DateTimePoint>();
Int_TIME_SERIES_INTRADAY time_series_intraday =
_connection.GetQueryObject_TIME_SERIES_INTRADAY();
try
{
IAvapiResponse_TIME_SERIES_INTRADAY time_series_intradayResponse =
time_series_intraday.Query(
_args.Symbol,
Const_TIME_SERIES_INTRADAY.TIME_SERIES_INTRADAY_interval.n_1min,
Const_TIME_SERIES_INTRADAY.TIME_SERIES_INTRADAY_outputsize.compact);
var data = time_series_intradayResponse.Data;
if (data.Error)
{
//MessageBox.Show("Failed to fetch data", "Error");
}
else
{
Console.WriteLine("Information: " + data.MetaData.Information);
Console.WriteLine("Symbol: " + data.MetaData.Symbol);
Console.WriteLine("LastRefreshed: " + data.MetaData.LastRefreshed);
Console.WriteLine("Interval: " + data.MetaData.Interval);
Console.WriteLine("OutputSize: " + data.MetaData.OutputSize);
Console.WriteLine("TimeZone: " + data.MetaData.TimeZone);
Console.WriteLine("========================");
Console.WriteLine("========================");
int count = 12;
foreach (var timeseries in data.TimeSeries)
{
if (count <= 0)
{
break;
}
Console.WriteLine("open: " + timeseries.open);
Console.WriteLine("high: " + timeseries.high);
Console.WriteLine("low: " + timeseries.low);
Console.WriteLine("close: " + timeseries.close);
Console.WriteLine("volume: " + timeseries.volume);
Console.WriteLine("DateTime: " + timeseries.DateTime);
Console.WriteLine("========================");
values.Insert(0, new DateTimePoint
{
Value = double.Parse(timeseries.close),
DateTime = DateTime.ParseExact(timeseries.DateTime, "yyyy-MM-dd HH:mm:ss", CultureInfo.InvariantCulture)
});
}
LastHourSeries[0].Values = values;
}
}
catch (NullReferenceException)
{
MessageBox.Show("Failed to send request", "Error");
}
}
private void AddNewPrices(ChartValues <OrderBookPriceLevel> cv, List <OrderBookPriceLevel> pl)
{
var newPoints = pl.Where(p => !cv.Any(v => v.Price == p.Price)).ToList();
var newPointsCount = newPoints.Count;
if (newPointsCount.Equals(0))
{
return;
}
var chartValueCount = cv.Count;
int currentNewPoint = 0;
for (int i = 0; i < chartValueCount; i++)
{
if (newPoints[currentNewPoint].Price < cv[i].Price)
{
cv.Insert(i, newPoints[currentNewPoint]);
// Increments
currentNewPoint++; // position in new points list
chartValueCount++; // number of items in the cv list after the insert
}
if (currentNewPoint > (newPointsCount - 1))
{
// No more new points to add so break out
break;
}
if (i == chartValueCount - 1)
{
// We have reached the end of the chart values
if (currentNewPoint < newPointsCount)
{
// Add the remaining new points
var appendNewPoints = newPoints.Skip(currentNewPoint).ToList();
cv.AddRange(appendNewPoints);
}
}
}
}
private void AnimatedPlot(object sender, EventArgs e)
{
double y = cpuPerformance.NextValue();
cpuUsageText.Text = string.Format("CPU使用率：{0:0}%", y);
if (y > 85)
{
cpuUsageText.Foreground = red;
}
else if (y > 70)
{
cpuUsageText.Foreground = yellow;
}
else
{
cpuUsageText.Foreground = green;
}
double R = Math.Round((double)((ulong)TotalRam - ci.AvailablePhysicalMemory / 1024 / 1024));
double Rp = (R * 100) / TotalRam;
ramUsageText.Text = string.Format("内存使用率：{0:0}%\n" + R + "/" + TotalRam + "MB", Rp);
if (Rp > 85)
{
ramUsageText.Foreground = red;
}
else if (Rp > 70)
{
ramUsageText.Foreground = yellow;
}
else
{
ramUsageText.Foreground = green;
}
Cpu1.Insert(0, new ObservableValue(Math.Round(y)));
Ram1.Insert(0, new ObservableValue(R));
if (Cpu1.Count == 62)
{
Cpu1.RemoveAt(61);
Ram1.RemoveAt(61);
}
}
private void ShowButtonClicked(object sender, RoutedEventArgs e)
{
// Clear the chart if it has values already
if (Chart.Series != null)
{
Chart.Series.Clear();
}
// Exception control
// If date fields are empty
if (StartDatePicker.SelectedDate == null || EndDatePicker.SelectedDate == null)
{
MessageBox.Show("Lütfen tarihleri seçiniz"); return;
}
// If selected dates aren't possible
if (StartDatePicker.SelectedDate >= EndDatePicker.SelectedDate)
{
MessageBox.Show("Başlangıç tarihi bitiş tarihinden önce olmalı"); return;
}
DateTime Start = (DateTime)StartDatePicker.SelectedDate;
DateTime End = (DateTime)EndDatePicker.SelectedDate;
string dateFormat;
if (End.Year != Start.Year)
{
dateFormat = "dd/MM/yyyy";
}
else
{
dateFormat = "dd/MM";
}
Chart.Series = new SeriesCollection {
};
// Calculate total days between selected dates
int TotalDays = (int)(End - Start).TotalDays + 1;
// Get selected Products
var selectedItems = ProductList.SelectedItems;
if (selectedItems.Count == 0)
{
MessageBox.Show("Lütfen ürün seçiniz"); return;
}
ChartValues <string> DateLabels = new ChartValues <string>();
// Loop through selected items and draw a line for every item
foreach (Product product in selectedItems)
{
// Create arrays for x and y values of the graph
DateTime[] dates = new DateTime[TotalDays];
ChartValues <double> AmountOfProductsSold = new ChartValues <double>();
var context = new MarketDBContext();
// Loop for total days
for (int i = 0; i < TotalDays; i++)
{
DateTime indexDate = Start.AddDays(i);
DateTime queryEndDate = indexDate.AddDays(1);
dates[i] = indexDate;
// List of sales that are between start and end date
List <Sale> saleList = context.Sales.Where(s => s.Date >= indexDate && s.Date < queryEndDate).ToList();
if (saleList.Count() > 0)
{
double amountSum = 0;
// Loop through each sale we found
foreach (Sale saleItem in saleList)
{
// Get each product that is related to the sale we are currently looping
// Then check if we have the selected product in those related products
List <ProductSale> psList = context.ProductSales.Where(s => s.SaleID == saleItem.ID)
.Where(ps => ps.ProductID == product.ID).ToList();
if (psList.Count > 0)
{
amountSum += psList.First().Amount;
}
}
// Insert the sum to the corresponding chartValue
AmountOfProductsSold.Insert(i, amountSum);
}
else
{
AmountOfProductsSold.Insert(i, 0);
}
}
foreach (DateTime date in dates)
{
DateLabels.Add(date.ToString(dateFormat));
}
// Input data to the chart
Chart.Series.Add(new LineSeries
{
LineSmoothness = 0,
Title = product.Name,
Values = AmountOfProductsSold
});
}
// Set date strings to labels on the X axis
Chart.AxisX.First().Labels = DateLabels;
}
private ChartValues <DateTimePoint> GetData()
{
var values = new ChartValues <DateTimePoint>();
//_backgroindWork = Task.Factory.StartNew(() =>
// {
// Int_TIME_SERIES_INTRADAY time_series_intraday =
// _connection.GetQueryObject_TIME_SERIES_INTRADAY();
// IAvapiResponse_TIME_SERIES_INTRADAY time_series_intradayResponse =
// time_series_intraday.Query(
// _args.Symbol,
// Const_TIME_SERIES_INTRADAY.TIME_SERIES_INTRADAY_interval.n_1min,
// Const_TIME_SERIES_INTRADAY.TIME_SERIES_INTRADAY_outputsize.compact);
// var data = time_series_intradayResponse.Data;
// if (data.Error)
// {
// MessageBox.Show("Failed to fetch data", "Error");
// }
// else
// {
// Console.WriteLine("Information: " + data.MetaData.Information);
// Console.WriteLine("Symbol: " + data.MetaData.Symbol);
// Console.WriteLine("LastRefreshed: " + data.MetaData.LastRefreshed);
// Console.WriteLine("Interval: " + data.MetaData.Interval);
// Console.WriteLine("OutputSize: " + data.MetaData.OutputSize);
// Console.WriteLine("TimeZone: " + data.MetaData.TimeZone);
// Console.WriteLine("========================");
// Console.WriteLine("========================");
// foreach (var timeseries in data.TimeSeries)
// {
// //Console.WriteLine("open: " + timeseries.open);
// //Console.WriteLine("high: " + timeseries.high);
// //Console.WriteLine("low: " + timeseries.low);
// //Console.WriteLine("close: " + timeseries.close);
// //Console.WriteLine("volume: " + timeseries.volume);
// //Console.WriteLine("DateTime: " + timeseries.DateTime);
// //Console.WriteLine("========================");
// values.Insert(0, new DateModel
// {
// Value = double.Parse(timeseries.close),
// DateTime = DateTime.ParseExact(timeseries.DateTime, "yyyy-MM-dd HH:mm:ss", CultureInfo.InvariantCulture)
// });
// }
// }
// }
// ,TaskCreationOptions.LongRunning
//);
//Dispatcher.BeginInvoke(new Action(()=>
// {
// Int_TIME_SERIES_INTRADAY time_series_intraday =
// _connection.GetQueryObject_TIME_SERIES_INTRADAY();
// IAvapiResponse_TIME_SERIES_INTRADAY time_series_intradayResponse =
// time_series_intraday.Query(
// _args.Symbol,
// Const_TIME_SERIES_INTRADAY.TIME_SERIES_INTRADAY_interval.n_1min,
// Const_TIME_SERIES_INTRADAY.TIME_SERIES_INTRADAY_outputsize.compact);
// var data = time_series_intradayResponse.Data;
// if (data.Error)
// {
// MessageBox.Show("Failed to fetch data", "Error");
// }
// else
// {
// Console.WriteLine("Information: " + data.MetaData.Information);
// Console.WriteLine("Symbol: " + data.MetaData.Symbol);
// Console.WriteLine("LastRefreshed: " + data.MetaData.LastRefreshed);
// Console.WriteLine("Interval: " + data.MetaData.Interval);
// Console.WriteLine("OutputSize: " + data.MetaData.OutputSize);
// Console.WriteLine("TimeZone: " + data.MetaData.TimeZone);
// Console.WriteLine("========================");
// Console.WriteLine("========================");
// foreach (var timeseries in data.TimeSeries)
// {
// //Console.WriteLine("open: " + timeseries.open);
// //Console.WriteLine("high: " + timeseries.high);
// //Console.WriteLine("low: " + timeseries.low);
// //Console.WriteLine("close: " + timeseries.close);
// //Console.WriteLine("volume: " + timeseries.volume);
// //Console.WriteLine("DateTime: " + timeseries.DateTime);
// //Console.WriteLine("========================");
// values.Insert(0, new DateModel
// {
// Value = double.Parse(timeseries.close),
// DateTime = DateTime.ParseExact(timeseries.DateTime, "yyyy-MM-dd HH:mm:ss", CultureInfo.InvariantCulture)
// });
// }
// }
// }
//),DispatcherPriority.Background);
Int_TIME_SERIES_INTRADAY time_series_intraday =
_connection.GetQueryObject_TIME_SERIES_INTRADAY();
try
{
IAvapiResponse_TIME_SERIES_INTRADAY time_series_intradayResponse =
time_series_intraday.Query(
_args.Symbol,
Const_TIME_SERIES_INTRADAY.TIME_SERIES_INTRADAY_interval.n_1min,
Const_TIME_SERIES_INTRADAY.TIME_SERIES_INTRADAY_outputsize.compact);
var data = time_series_intradayResponse.Data;
if (data.Error)
{
MessageBox.Show("Failed to fetch data", "Error");
}
else
{
Console.WriteLine("Information: " + data.MetaData.Information);
Console.WriteLine("Symbol: " + data.MetaData.Symbol);
Console.WriteLine("LastRefreshed: " + data.MetaData.LastRefreshed);
Console.WriteLine("Interval: " + data.MetaData.Interval);
Console.WriteLine("OutputSize: " + data.MetaData.OutputSize);
Console.WriteLine("TimeZone: " + data.MetaData.TimeZone);
Console.WriteLine("========================");
Console.WriteLine("========================");
int count = 12;
foreach (var timeseries in data.TimeSeries)
{
if (count <= 0)
{
break;
}
Console.WriteLine("open: " + timeseries.open);
Console.WriteLine("high: " + timeseries.high);
Console.WriteLine("low: " + timeseries.low);
Console.WriteLine("close: " + timeseries.close);
Console.WriteLine("volume: " + timeseries.volume);
Console.WriteLine("DateTime: " + timeseries.DateTime);
Console.WriteLine("========================");
values.Insert(0, new DateTimePoint
{
Value = double.Parse(timeseries.close),
DateTime = DateTime.ParseExact(timeseries.DateTime, "yyyy-MM-dd HH:mm:ss", CultureInfo.InvariantCulture)
});
}
}
}
catch (NullReferenceException)
{
MessageBox.Show("Failed to send request", "Error");
}
return(values);
}
private void DrawGraph()
{
ValuesTmp.Clear();
LabelsTmp.Clear();
string path = Base.path + "\\Data\\" + album_cb.SelectedValue;
DateTime date;
if (Directory.Exists(path))
{
foreach (string photo in Directory.GetFiles(path).Select(Path.GetFileName).ToArray())
{
using (StreamReader sr = new StreamReader(path + "\\" + photo))
{
string label = sr.ReadLine();
sr.ReadLine();
if (date_cbi.IsSelected == false)
{
sr.ReadLine();
LabelsTmp.Add(label);
if (percentages_cbi.IsSelected == true)
{
ValuesTmp.Add(new ObservableValue(((Double.Parse(sr.ReadLine())) / (Double.Parse(sr.ReadLine()))) * 100));
chartAxisY.Title = "Percent";
}
else if (pixels_cbi.IsSelected == true)
{
ValuesTmp.Add(new ObservableValue(Int32.Parse(sr.ReadLine())));
chartAxisY.Title = "Pixels";
}
}
else
{
date = DateTime.Parse(sr.ReadLine());
if (LabelsTmp.Count == 0)
{
LabelsTmp.Add(date.ToShortDateString());
if (percentages_cbi.IsSelected == true)
{
ValuesTmp.Add(new ObservableValue(((Double.Parse(sr.ReadLine())) / (Double.Parse(sr.ReadLine()))) * 100));
chartAxisY.Title = "Percent";
}
else if (pixels_cbi.IsSelected == true)
{
ValuesTmp.Add(new ObservableValue(Int32.Parse(sr.ReadLine())));
chartAxisY.Title = "Pixels";
}
continue;
}
for (int i = 0; i < LabelsTmp.Count; i++)
{
if (date <= DateTime.Parse(LabelsTmp[i]))
{
LabelsTmp.Insert(i, date.ToShortDateString());
if (percentages_cbi.IsSelected == true)
{
ValuesTmp.Insert(i, (new ObservableValue(((Double.Parse(sr.ReadLine())) / (Double.Parse(sr.ReadLine()))) * 100)));
chartAxisY.Title = "Percent";
}
else if (pixels_cbi.IsSelected == true)
{
ValuesTmp.Insert(i, new ObservableValue(Int32.Parse(sr.ReadLine())));
chartAxisY.Title = "Pixels";
}
break;
}
else
{
LabelsTmp.Add(date.ToShortDateString());
if (percentages_cbi.IsSelected == true)
{
ValuesTmp.Add(new ObservableValue(((Double.Parse(sr.ReadLine())) / (Double.Parse(sr.ReadLine()))) * 100));
chartAxisY.Title = "Percent";
}
else if (pixels_cbi.IsSelected == true)
{
ValuesTmp.Add(new ObservableValue(Int32.Parse(sr.ReadLine())));
chartAxisY.Title = "Pixels";
}
break;
}
}
}
}
}
chartAxisX.Labels = LabelsTmp.ToArray();
if (ValuesTmp.Count > 1)
{
adcisGlobal_l.Content = "ADCIS global: " + Math.Round((ValuesTmp[ValuesTmp.Count - 1].Value / ValuesTmp[0].Value) * 100, 2) + "%";
adcisLast_l.Content = "ADCIS last: " + Math.Round((ValuesTmp[ValuesTmp.Count - 1].Value / ValuesTmp[ValuesTmp.Count - 2].Value) * 100, 2) + "%";
}
}
else
{
MessageBox.Show("No areas selected!");
}
}
public void UpdateChartValues(ChartValues <OrderBookPriceLevel> cv, List <OrderBookPriceLevel> pl, bool isAsk)
{
Func <OrderBookPriceLevel, OrderBookPriceLevel, OrderBookPriceLevel> f = ((p, n) =>
{
p.Quantity = n.Quantity;
return(p);
});
var removePoints = cv.Where(v => !pl.Any(p => p.Price == v.Price)).ToList();
foreach (var point in removePoints)
{
cv.Remove(point);
}
(from v in cv
join p in pl
on v.Price equals p.Price
select f(v, p)).ToList();
var addPoints = pl.Where(p => !cv.Any(v => v.Price == p.Price)).ToList();
var appendRange = new List <OrderBookPriceLevel>();
foreach (var point in addPoints)
{
for (int i = 0; i < cv.Count; i++)
{
if (isAsk)
{
if (point.Price < cv[i].Price)
{
cv.Insert(i, point);
break;
}
}
else
{
if (point.Price > cv[i].Price)
{
cv.Insert(i, point);
break;
}
}
if (i == cv.Count - 1)
{
appendRange.Add(point);
}
}
}
if (appendRange.Any())
{
if (isAsk)
{
cv.AddRange(appendRange.OrderBy(p => p.Price));
}
else
{
cv.AddRange(appendRange.OrderByDescending(p => p.Price));
}
}
}