public override void Setup(bool simulate = false)
{
GUI.GUIManager.AddStrategyScreenPair(this.pair);
// ----------------------------------
try {
Data.VarAnalysis.VarPairData vpd = Data.VarAnalysis.LoadResults(pair);
optTrigger = vpd.deltaValue;
Console.WriteLine(pair + ": " + optTrigger.ToString("F8"));
// todo: check vpd timestamp
// (if older then 24h then it needs refreshing)
}
catch (Exception e) {
CLI.Manager.PrintWarning("No optimized pair data for " + pair + "!");
}
optTrigger *= 50;
// ----------------------------------
SetupRules(optTrigger);
// ----------------------------------
// Check file if this has been bought already
double openPos = Utility.TradeTracker.GetOpenPosition(pair);
LastBuyTime = Utility.TradeTracker.GetOpenPositionBuyTime(pair);
openPosition = openPos;
predictorExtremes = new Data.Predictors.PriceExtremes(pair);
predictorDX = new Data.Predictors.DirectionIndex(pair);
TickerChangedEventArgs[] tickers = Data.Store.GetTickerData(pair);
if (tickers == null)
{
throw new Exception("Couldn't build predictor history for " + pair + " - no tickers available");
}
predictorExtremes.Update(tickers);
List <TickerChangedEventArgs> tickerList = new List <TickerChangedEventArgs>();
for (int i = 0; i < tickers.Length; i++)
{
tickerList.Add(tickers[i]);
predictorDX.Recalculate(tickerList.ToArray());
if (i % 100 == 0)
{
Utility.ThreadManager.ReportAlive("LowAlts");
}
}
}
public override void UpdatePredictors()
{
TickerChangedEventArgs lastTicker = Data.Store.GetLastTicker(pair);
double lastPrice = lastTicker.MarketData.PriceLast;
double buyPrice = lastTicker.MarketData.OrderTopBuy;
double sellPrice = lastTicker.MarketData.OrderTopSell;
TickerChangedEventArgs[] tickers = Data.Store.GetTickerData(pair);
if (tickers == null)
{
throw new Exception("Data store returned NULL tickers for pair " + pair);
}
predictorExtremes.Update(tickers);
predictorDX.Recalculate(tickers);
Utility.TradeTracker.UpdateOpenPosition(pair, buyPrice);
}
