public ChartDataProviderCTS(string chartName, ezBarInterval barInterval, ezSessionTimeRange session)
{
this.chartName = chartName;
// If null has been passed as barInterval or session, then we will use default values for those.
if (barInterval == null)
{
barInterval = new ezBarInterval(zChartInterval.Day, 1);
}
if (session == null)
{
session = new ezSessionTimeRange();
}
this.BarInterval = barInterval;
this.Session = session;
// Create the EZChartDataSeries - this will be available via the ChartData property (but the caller
// should subscribe to the events to know when the data has finished loading or updates occur).
this.chartData = new EZChartDataSeries(chartName, barInterval, session);
this.chartData.DataLoadComplete += chartData_DataLoadComplete;
this.chartData.DataSeriesUpdated += chartData_DataSeriesUpdated;
}
public ChartDataThread(ChartDataSeries ctsChartData, EZChartDataSeries chartData, DateTime startDate, DateTime endDate)
{
this.ctsChartData = ctsChartData;
this.chartData = chartData;
this.startDate = startDate;
this.endDate = endDate;
}
public ChartDataProviderYahoo(string chartName, ezBarInterval barInterval, ezSessionTimeRange session)
{
this.chartName = chartName;
// If null has been passed as barInterval or session, then we will use default values for those.
if (barInterval == null)
{
barInterval = new ezBarInterval(zChartInterval.Day, 1);
}
if (session == null)
{
session = new ezSessionTimeRange();
}
this.BarInterval = barInterval;
this.Session = session;
// Create the EZChartDataSeries - this will be available via the ChartData property (but the caller
// should subscribe to the events to know when the data has finished loading or updates occur).
this.chartData = new EZChartDataSeries(chartName, barInterval, session);
//var chartThread = new ChartDataThread(this, chartData, startDate, endDate);
//var thread = new Thread(new ThreadStart(chartThread.Run));
//thread.Name = chartName + ":" + barInterval;
//thread.Start();
}
/// <summary>
/// Example: to get 15 minute bars,
/// interval = ChartInterval.Minute
/// period = 15
/// </summary>
/// <param name="market"></param>
/// <param name="interval"></param>
/// <param name="period"></param>
/// <param name="startDate"></param>
/// <param name="endDate">Leave endDate = null for realtime (endDate = current date)</param>
static public EZChartDataSeries MakeChartData(EZInstrument instrument, ezBarInterval barInterval, DateTime startDate, DateTime?endDate = null)
{
Market market = APIMain.MarketFromInstrument(instrument);
// Load the data for the selected market.
BarInterval interval = new BarInterval(APIConvert.ToChartInterval(barInterval.Interval), barInterval.Period);
ChartDataSeries ctsChartData = new ChartDataSeries(market, interval, SessionTimeRange.Empty);
var session = new ezSessionTimeRange();
EZChartDataSeries chartData = new EZChartDataSeries(market.Description, barInterval, session);
var chartThread = new ChartDataThread(ctsChartData, chartData, startDate, endDate);
var thread = new Thread(new ThreadStart(chartThread.Run));
thread.Name = market.Description + ":" + barInterval;
thread.Start();
return(chartData);
//dataPoints = new List<ezBarDataPoint>();
/*foreach (HistoricalQuote hq in historical)
* {
* ezBarDataPoint dp = new ezBarDataPoint(hq.Open, hq.High, hq.Low, hq.Close, 0, hq.Volume);
* dataPoints.Add(dp);
* }*/
}
public override void UpdateProviderFromPropertyValues()
{
//selectedMarketData = prop["QuoteItem"];
ezInstrumentKey instrumentKey = APIFactory.InstrumentKeyFromString(prop["InstrumentKey"]);
// Get historical data for 1-hour "bars".
EZInstrument instrument = APIMain.InstrumentFromKey(instrumentKey);
zChartInterval interval = zChartInterval.Hour;
int period = 1;
// TODO analyze different time periods (ex: different hours of the trading session) to
// get a better "AverageVolumePerTimePeriod" calculation.
EZChartDataSeries historicalData = api.RequestHistoricalData(instrument, interval, period);
if (historicalData == null)
{
averageVolumePerTimePeriod = prop["AverageVolumePerTimePeriod"] ?? 0;
timePeriodLength = prop["TimePeriodLengthMinutes"] ?? 0.0;
}
else
{
int totalVolume = 0;
int volumeCount = 0;
foreach (ezBarDataPoint dp in historicalData.TradeBars)
{
totalVolume += dp.Volume;
++volumeCount;
}
double averageVolumePerHour = (double)totalVolume / (double)volumeCount;
timePeriodLength = 5.0; // five minutes
averageVolumePerTimePeriod = (int)Math.Round(averageVolumePerHour / 20.0);
}
currentInstrument = APIMain.InstrumentFromKey(instrumentKey);
//api.SubscribeToInstrument(instrument.Key);
api.OnInsideMarketUpdate += api_OnInsideMarketUpdate;
api_OnInsideMarketUpdate(currentInstrument);
}
