public void AddOrUpdateIndicator(IndicatorEntry newEntry)
{
var existing = context.IndicatorEntries.FirstOrDefault(
x => x.PriceEntryId == newEntry.PriceEntryId && x.Type == newEntry.Type);
if (existing != null)
{
existing.Data = newEntry.Data;
}
else
{
context.IndicatorEntries.Add(newEntry);
}
}
private void _setBounds(int width, int height)
{
// Update width of the entire indicator axis
// We have n indicators, each one separated by a 1 pixel line
int indicatorDim = 0;
foreach (var entry in _indicators)
{
indicatorDim += entry.Indicator.Dimension;
}
_indicatorAxisWidth = indicatorDim + _indicators.Count * 1;
// Width and height of the border and axis
// The border contains the ticks and text, the indicator axis and
// a 2 pixel line separating the axis from the ram view
_axisWidth = _borderWidth + _indicatorAxisWidth + _innerLineWidth;
_axisHeight = _borderHeight + _indicatorAxisWidth + _innerLineWidth;
// We scale the plot only in units of major ticks to
// always keep the axis frame consistent.
_width = width - ((width - _axisWidth * 2) % _majorTick);
_height = height - ((height - _axisHeight * 2) % _majorTick);
// The inner rectangle into which we will draw the ram
// excluding the inner frame line
_innerBounds = new Rectangle(_axisWidth, _axisHeight,
_width - _axisWidth * 2, _height - _axisHeight * 2);
// The outer rectangle that we take as basis for the tick
// and text drawing. The rectangle does not include the outer
// frame line.
_outerBounds = new Rectangle(_borderWidth, _borderHeight,
_width - _borderWidth * 2, _height - _borderHeight * 2);
// Now, that we know the dimensions of the inner view, we can
// update the bounds of the indicators.
for (int i = 0; i < _indicators.Count; ++i)
{
IndicatorEntry e = _indicators[i];
int dim = e.Indicator.Dimension;
e.Indicator.SetBounds(_innerBounds.Width, _innerBounds.Height);
e.TopBar = new Rectangle(_innerBounds.Left,
_innerBounds.Top - _innerLineWidth - (dim * (i + 1)) - i,
_innerBounds.Width, dim);
e.BottomBar = new Rectangle(_innerBounds.Left,
_innerBounds.Bottom + _innerLineWidth + (dim * i) + i,
_innerBounds.Width, dim);
e.LeftBar = new Rectangle(
_innerBounds.Left - _innerLineWidth - (dim * (i + 1)) - i,
_innerBounds.Top, dim, _innerBounds.Height);
e.RightBar = new Rectangle(
_innerBounds.Right + _innerLineWidth + (dim * i) + i,
_innerBounds.Top, dim, _innerBounds.Height);
e.Bounds = new Rectangle(e.LeftBar.Left, e.TopBar.Top,
e.RightBar.Right - e.LeftBar.Left,
e.BottomBar.Bottom - e.TopBar.Top);
}
if (_ramBitmap != null)
{
_ramBitmap.SetBounds(_innerBounds.Width, _innerBounds.Height);
}
_setupCanvas(width, height);
}
public void UpdateIndicatorData(PriceEntry newPrice)
{
LoggerExtensions.LogInformation(logger, "PriceEntry Repo Updating Indicator Data for " + newPrice.BrokerInstrumentId + ", " + newPrice.TimeStamp);
//var oldIndicatorData = Queryable.Where<IndicatorEntry>(context.IndicatorEntries, x => x.PriceEntry == newPrice);
//if(oldIndicatorData !=null) context.IndicatorEntries.RemoveRange(oldIndicatorData);
var prices = Queryable.Where <PriceEntry>(context.PriceEntries, x => x.BrokerInstrumentId == newPrice.BrokerInstrumentId &&
x.TimeIntervalId == newPrice.TimeIntervalId &&
x.TimeStamp <= newPrice.TimeStamp)
.OrderByDescending(t => t.TimeStamp)
.Take(78).ToList();
if (prices.Count() < 52)
{
LoggerExtensions.LogInformation(logger, "PriceEntry Repo " + newPrice.BrokerInstrumentId + "not enough history " + prices.Count());
return;
}
var prices_at = prices.Take(52);
var prices_orig = prices;
// Calculate all Indicators , should possibly be moved somewhere else
// Span A, SpanB nach AT
var highs = new List <decimal>(prices_at.Select(y => y.High));
var lows = new List <decimal>(prices_at.Select(y => y.Low));
var temp9 = (highs.GetRange(0, 9).Max() + lows.GetRange(0, 9).Min()) / 2;
var temp26 = (highs.GetRange(0, 26).Max() + lows.GetRange(0, 26).Min()) / 2;
var spanb = (highs.GetRange(0, 52).Max() + lows.GetRange(0, 52).Min()) / 2;
var spana = (temp9 + temp26) / 2;
var entrySpanA = new IndicatorEntry {
Data = spana, PriceEntryId = newPrice.Id, Type = IndicatorDataType.Wolke_SpanA, IsDirty = false
};
var entrySpanB = new IndicatorEntry {
Data = spanb, PriceEntryId = newPrice.Id, Type = IndicatorDataType.Wolke_SpanB, IsDirty = false
};
prices_orig.RemoveRange(0, 26);
if (prices_orig.Count() >= 52)
{
var highs_orig = new List <decimal>(prices_orig.Select(y => y.High));
var lows_orig = new List <decimal>(prices_orig.Select(y => y.Low));
var temp9_orig = (highs_orig.GetRange(0, 9).Max() + lows_orig.GetRange(0, 9).Min()) / 2;
var temp26_orig = (highs_orig.GetRange(0, 26).Max() + lows_orig.GetRange(0, 26).Min()) / 2;
var spanb_orig = (highs_orig.GetRange(0, 52).Max() + lows_orig.GetRange(0, 52).Min()) / 2;
var spana_orig = (temp9_orig + temp26_orig) / 2;
var entrySpanAorig = new IndicatorEntry
{
Data = spana_orig,
PriceEntryId = newPrice.Id,
Type = IndicatorDataType.OrigWolke_SpanA,
IsDirty = false
};
var entrySpanBorig = new IndicatorEntry
{
Data = spanb_orig,
PriceEntryId = newPrice.Id,
Type = IndicatorDataType.OrigWolke_SpanB,
IsDirty = false
};
AddOrUpdateIndicator(entrySpanAorig);
AddOrUpdateIndicator(entrySpanBorig);
LoggerExtensions.LogInformation(logger, "PriceEntry Repo " + newPrice.BrokerInstrumentId + "orig Wolke added");
}
LoggerExtensions.LogInformation(logger, "PriceEntry Repo " + newPrice.BrokerInstrumentId + "Wolke added");
AddOrUpdateIndicator(entrySpanA);
AddOrUpdateIndicator(entrySpanB);
}
