/// <summary>
/// Register ISourceDataDelivery.
/// </summary>
protected bool AddElement(ComponentId id, ISourceDataDelivery delivery)
{
if (id.IsEmpty || delivery == null)
{
SystemMonitor.Warning("Invalid Id or data delivery instance.");
return(false);
}
lock (this)
{
if (_dataDeliveries.ContainsKey(id))
{
SystemMonitor.Warning("Failed to add data delivery, since already added with this Id.");
return(false);
}
foreach (ComponentId deliveryId in _dataDeliveries.Keys)
{
SystemMonitor.CheckThrow(id.Name.ToLower() == id.Name.ToLower(), "Data Delivery with this name Id already present [" + id.Name + "].");
}
_dataDeliveries.Add(id, delivery);
}
return(true);
}
/// <summary>
/// Wrap those operations to handle cases like nullable, or types that do not persist
/// directly like the TimeSpan.
/// In the case of getting no direct conversions needed.
/// </summary>
object HandleGetValue(IDBPersistent item, PropertyInfo info)
{
DBPersistenceAttribute[] dbPersistence = (DBPersistenceAttribute[])info.GetCustomAttributes(typeof(DBPersistenceAttribute), true);
if (dbPersistence.Length > 0)
{
SystemMonitor.CheckThrow(dbPersistence.Length == 1 && dbPersistence[0].PersistenceType != DBPersistenceAttribute.PersistenceTypeEnum.None, "Misteken usage of persistence attributes or internal error.");
if (dbPersistence[0].PersistenceType == DBPersistenceAttribute.PersistenceTypeEnum.Binary)
{
object val = info.GetValue(item, null);
if (val == null)
{
return(null);
}
using (MemoryStream ms = new MemoryStream())
{// SaveState object persistance as BYTE[].
SerializationHelper.Serialize(ms, val);
ms.Flush();
return(ms.GetBuffer());
}
}
}
// Default case - no specific persistance instructions given.
return(info.GetValue(item, null));
}
public void SynchronizeWithMasterPane()
{
if (_masterPane == null || _masterPaneSynchronizationMode == MasterPaneSynchronizationModeEnum.None)
{
return;
}
SystemMonitor.CheckThrow(_masterPaneSynchronizationMode == MasterPaneSynchronizationModeEnum.XAxis, "Mode not supported.");
GraphicsWrapper.SynchronizeDrawingSpaceXAxis(_masterPane.GraphicsWrapper);
this.YAxisLabelsPosition = _masterPane.YAxisLabelsPosition;
//this.AutoScrollToEnd = _masterPane.AutoScrollToEnd;
this.LimitedView = _masterPane.LimitedView;
Crosshair.Visible = _masterPane.Crosshair.Visible;
RectangleF screen = GraphicsWrapper.ActualSpaceToDrawingSpace(ActualDrawingSpaceArea);
FitHorizontalAreaToScreen(screen);
UpdateMasterSynchronizationState(true);
WinFormsHelper.BeginFilteredManagedInvoke(this, TimeSpan.FromMilliseconds(100), Refresh);
//this.Invalidate();
}
public bool Initialize()
{
SystemMonitor.CheckThrow(State == OrderStateEnum.UnInitialized, "Order already initialized.");
State = OrderStateEnum.Initialized;
return(true);
}
/// <summary>
/// Startup initialization procedure, called only once in the lifecycle of an object
/// (only after initial construction, not upon serialization-deserialization).
/// </summary>
/// <param name="dataProvider"></param>
/// <param name="orderExectionProvider"></param>
public bool SetInitialParameters(ISessionDataProvider dataProvider, ISourceOrderExecution orderExectionProvider)
{
SystemMonitor.CheckThrow(_sessionDataProvider == null && _orderExecutionProvider == null, "Session already initialized.");
_sessionDataProvider = dataProvider;
_orderExecutionProvider = orderExectionProvider;
return(true);
}
/// <summary>
/// Constructor.
/// </summary>
public ArbiterSlimActiveClientStub(IArbiterClient client, ArbiterSlimExecutionStrategy executionStrategy)
{
_client = client;
_executionStrategy = executionStrategy;
SystemMonitor.CheckThrow(executionStrategy != null, "Execution strategy not assigned.");
Construct();
}
/// <summary>
/// Constructor, allows direct order initialization.
/// </summary>
/// <param name="session"></param>
/// <param name="initialize">Initialize order on construction. If init fails, exception will occur.</param>
public ActiveOrder(ISourceManager manager, ISourceOrderExecution executionProvider,
ComponentId dataSourceId, bool initialize)
: base(manager, executionProvider, dataSourceId)
{
State = OrderStateEnum.UnInitialized;
if (initialize)
{
SystemMonitor.CheckThrow(Initialize());
}
}
/// <summary>
/// Initialization.
/// </summary>
public bool Initialize()
{
SystemMonitor.CheckThrow(State == OrderStateEnum.UnInitialized, "Order already initialized.");
ISourceOrderExecution executionProvider = _executionProvider;
_quoteProvider.QuoteUpdateEvent += new QuoteProviderUpdateDelegate(Quote_QuoteUpdateEvent);
State = OrderStateEnum.Initialized;
return(true);
}
/// <summary>
/// Constructor. Set slave sessions, this order will put slave orders to.
/// </summary>
public MasterOrder(IEnumerable <ExpertSession> slaveSessions, VolumeDistributionEnum volumeDistribution, bool initialize)
{
_slaveSessions.Clear();
_slaveSessions.AddRange(slaveSessions);
_volumeDistribution = volumeDistribution;
if (initialize)
{
SystemMonitor.CheckThrow(this.Initialize(), "Failed to initialize order.");
}
}
/// <summary>
/// Set dynamic values.
/// </summary>
public void SetDynamic(string[] names, object[] values)
{
SystemMonitor.CheckThrow(names.Length == values.Length);
lock (this)
{
_dynamicValues.Clear();
for (int i = 0; i < names.Length; i++)
{
_dynamicValues.Add(names[i], values[i]);
}
}
}
/// <summary>
/// Wrap those operations to handle cases like nullable, or types that do not persist
/// directly like the TimeSpan.
/// </summary>
bool HandleSetValue(IDBPersistent item, PropertyInfo info, object value)
{
Type propertyType = info.PropertyType;
Type underlyingType = Nullable.GetUnderlyingType(info.PropertyType);
if (underlyingType != null)
{// Unwrap nullable properties.
propertyType = underlyingType;
if (value == null)
{// Nullable enums with null values not displayed.
info.SetValue(item, null, null);
return(true);
}
}
object actualValue = value;
DBPersistenceAttribute[] dbPersistence = (DBPersistenceAttribute[])info.GetCustomAttributes(typeof(DBPersistenceAttribute), true);
if (dbPersistence.Length > 0)
{
SystemMonitor.CheckThrow(dbPersistence.Length == 1 && dbPersistence[0].PersistenceType != DBPersistenceAttribute.PersistenceTypeEnum.None, "Misteken usage of persistence attributes or internal error.");
if (dbPersistence[0].PersistenceType == DBPersistenceAttribute.PersistenceTypeEnum.Binary)
{// DeSerialize object persistence from BYTE[].
byte[] byteValue = (byte[])value;
SystemMonitor.CheckThrow(byteValue != null || byteValue.Length != 0, "Byte value size not expected at deserialization.");
using (MemoryStream ms = new MemoryStream(byteValue))
{
if (SerializationHelper.DeSerialize(ms, out actualValue) == false)
{// Failed to deserialize.
return(false);
}
}
}
}
else
if (propertyType == typeof(TimeSpan))
{
actualValue = TimeSpan.Parse(value as string);
}
else if (propertyType.IsEnum)
{
actualValue = Enum.ToObject(propertyType, (int)value);
}
else if (propertyType == typeof(Uri))
{
actualValue = new Uri(value as string);
}
info.SetValue(item, actualValue, null);
return(true);
}
/// <summary>
/// Initialization.
/// </summary>
public bool Initialize()
{
SystemMonitor.CheckThrow(State == OrderStateEnum.UnInitialized, "Order already initialized.");
ISourceOrderExecution executionProvider = _executionProvider;
if (Symbol.IsEmpty == false && QuoteProvider != null)
{// This will only work for deserialized orders, or ones that already have adopted info.
QuoteProvider.QuoteUpdateEvent += new QuoteProviderUpdateDelegate(Quote_QuoteUpdateEvent);
}
State = OrderStateEnum.Initialized;
return(true);
}
/// <summary>
/// Use to create forex pairs symbols.
/// </summary>
public Symbol(SymbolGroup group, string currency1, string currency2)
{
SystemMonitor.CheckThrow(group == SymbolGroup.Forex);
_name = currency1 + "/" + currency2;
_group = group.ToString();
_source = string.Empty;
_isForexPair = true;
_forexCurrency1 = currency1;
_forexCurrency2 = currency2;
Construct();
}
/// <summary>
/// Helper, initialize a single TaLib indicator.
/// </summary>
Indicator InitializeTaLibIndicator(MethodInfo methodInfo, string indicatorName, bool?isTradeable,
bool?isScaledToQuotes, float?rangeMinimum, float?rangeMaximum, DataBar.DataValueEnum?inRealSource, DataBar.DataValueEnum?inReal1Source, params object[] inputParameters)
{
lock (this)
{
MethodInfo lookBackCountMethodInfo = null;
foreach (MethodInfo info in typeof(TicTacTec.TA.Library.Core).GetMethods())
{
if (info.Name == methodInfo.Name + "Lookback")
{
lookBackCountMethodInfo = info;
break;
}
}
if (lookBackCountMethodInfo == null)
{
SystemMonitor.Error("Failed to find indicator [" + methodInfo.Name + "] look back method.");
return(null);
}
GenericTALibIndicator indicator = GenericTALibIndicator.CreateInstance(methodInfo, lookBackCountMethodInfo, indicatorName, isTradeable, isScaledToQuotes);
if (indicator == null)
{
SystemMonitor.Error("Creating indicator [" + indicator.Name + "] failed.");
return(null);
}
string[] names = new string[inputParameters.Length];
for (int i = 0; i < inputParameters.Length; i++)
{
names[i] = "Parameter." + inputParameters[i].GetType().Name + "." + i.ToString();
}
SystemMonitor.CheckThrow(indicator.SetInitialParameters(inputParameters, names));
_indicatorsGroups[IndicatorGroup.TaLib].Add(indicator.Name, indicator);
indicator.RealInputArraySource = inRealSource;
indicator.Real1InputArraySource = inReal1Source;
indicator.RangeMinimum = rangeMinimum;
indicator.RangeMaximum = rangeMaximum;
return(indicator);
}
}
bool SubmitPositionOrder(OrderTypeEnum orderType, bool synchronous, int volume, decimal?allowedSlippage, decimal?desiredPrice,
decimal?sourceTakeProfit, decimal?sourceStopLoss, bool allowExistingOrdersManipulation, string comment, out string operationResultMessage)
{
SystemMonitor.CheckThrow(SelectedPosition != null, "Selected session must be not null to create orders.");
Position position = SelectedPosition.OrderExecutionProvider.TradeEntities.ObtainPositionBySymbol(SelectedPosition.Symbol);
if (position == null)
{
operationResultMessage = "Failed to find position order.";
SystemMonitor.Error(operationResultMessage);
return(false);
}
string submitResult = string.Empty;
if (synchronous == false)
{
submitResult = position.Submit(orderType, volume,
desiredPrice, allowedSlippage, sourceTakeProfit, sourceStopLoss, out operationResultMessage);
}
else
{
PositionExecutionInfo info;
if (allowExistingOrdersManipulation)
{
int directionalVolume = OrderInfo.TypeIsBuy(orderType) ? volume : -volume;
submitResult = position.ExecuteMarketBalanced(directionalVolume, desiredPrice, allowedSlippage, TimeSpan.FromSeconds(15),
out info, out operationResultMessage);
}
else
{
submitResult = position.ExecuteMarket(orderType, volume, desiredPrice, allowedSlippage, sourceTakeProfit,
sourceStopLoss, TimeSpan.FromSeconds(15), out info, out operationResultMessage);
}
}
if (string.IsNullOrEmpty(submitResult))
{
SystemMonitor.Error("Failed to place order [" + operationResultMessage + "]");
return(false);
}
return(true);
}
/// <summary>
/// Start operation.
/// A single instance must be able to handle multiple LoadFromFile-Uninitialize cycles.
/// And also must be able to operate a LoadFromFile-Uninitialize-SaveState-Deserialize-LoadFromFile etc. cycles.
/// </summary>
public bool Initialize(Platform platform)
{
lock (this)
{// Multiple init-uninit cycles allowed.
SystemMonitor.CheckThrow(_platform == null || _platform == platform);
_platform = platform;
if (OnInitialize(platform) == false)
{
_platform = null;
return(false);
}
}
SystemMonitor.CheckError(OperationalState == OperationalStateEnum.Operational || OperationalState == OperationalStateEnum.Initialized, "Component not initalized(or operational) after init[true].");
return(true);
}
/// <summary>
/// Constructor, allows direct order initialization.
/// </summary>
/// <param name="session"></param>
/// <param name="initialize">Initialize order on construction. If init fails, exception will occur.</param>
public ActiveOrder(ISourceManager manager, ISourceOrderExecution executionProvider,
IQuoteProvider quoteProvider, ComponentId dataSourceId, Symbol symbol, bool initialize)
{
_manager = manager;
_symbol = symbol;
_dataSourceId = dataSourceId;
_executionProvider = executionProvider;
_quoteProvider = quoteProvider;
State = OrderStateEnum.UnInitialized;
if (initialize)
{
SystemMonitor.CheckThrow(Initialize());
}
}
/// <summary>
///
/// </summary>
public bool Delete <ItemType>(IEnumerable <ItemType> items)
where ItemType : class, IDBPersistent
{
TracerHelper.TraceEntry(typeof(ItemType).Name);
string tableName = _tablesTypeNames[typeof(ItemType)];
_deleteMutex.WaitOne();
try
{
using (SQLiteConnection connection = GenerateConnection())
{
using (SQLiteCommand command = new SQLiteCommand(connection))
{
connection.Open();
using (SQLiteTransaction transaction = connection.BeginTransaction())
{
SQLiteParameter whereIdParam = new SQLiteParameter("@ParamId");
command.Parameters.Add(whereIdParam);
command.CommandText = "DELETE FROM " + tableName + " WHERE Id = " + whereIdParam.ParameterName;
foreach (IDBPersistent persistent in items)
{
SystemMonitor.CheckThrow(persistent.Id.HasValue, "Deleting an item with no ID already assigned.");
whereIdParam.Value = persistent.Id;
int result = command.ExecuteNonQuery();
}
transaction.Commit();
}
}
}
}
finally
{
_deleteMutex.ReleaseMutex();
}
TracerHelper.TraceExit();
return(true);
}
public virtual bool Initialize(IDataBarHistoryProvider dataProvider)
{
SystemMonitor.CheckThrow(_dataProvider == null, "Data provider already assigned.");
TracerHelper.Trace(this.Name);
lock (this)
{
_dataProvider = dataProvider;
if (_dataProvider != null)
{
_dataProvider.DataBarHistoryUpdateEvent += new DataBarHistoryUpdateDelegate(_dataProvider_DataBarHistoryUpdateEvent);
}
if (_parameters != null)
{
_parameters.ParameterUpdatedValueEvent += new IndicatorParameters.ParameterUpdatedValueDelegate(_parameters_ParameterUpdatedValueEvent);
}
}
return(true);
}
private void PlatformComponentControl_Load(object sender, EventArgs e)
{
if (this.DesignMode)
{
return;
}
SystemMonitor.CheckThrow(Tag == _component, "Tag is expected to be component.");
labelStatus.Visible = this.IsInherited == false;
if (this.IsInherited == false)
{
_component.OperationalStateChangedEvent += new OperationalStateChangedDelegate(_component_OperationalStateChangedEvent);
_component_OperationalStateChangedEvent(_component, OperationalStateEnum.Unknown);
}
if (_component != null)
{
this.Name = _component.Name;
}
}
/// <summary>
/// Send container over to the other side.
/// </summary>
/// <param name="messageContainer"></param>
/// <returns></returns>
public virtual bool SendMessageContainer(MessageContainer messageContainer)
{
TracerHelper.TraceEntry("sending [" + messageContainer.MessageStreamLength + "], sessionID[" + this.ConnectionSessionID + "]");
SystemMonitor.CheckThrow(messageContainer.MessageStreamLength <= MessageContainerTransportServer.MaximumAllowedMessageSize, "MessageContainer message is too big. Message will not be sent.");
if (_connectingEvent.WaitOne(_defaultConnectionTimeOut) == false)
{
SystemMonitor.OperationError("Failed to send message due to initialization timeout.", TracerItem.PriorityEnum.Medium);
return(false);
}
try
{
IMessageContainerTransport messageInterface;
lock (this)
{
if (_proxyServerInterface == null)
{
TracerHelper.TraceError("Failed to send to server, interface not created.");
return(false);
}
messageInterface = _proxyServerInterface;
}
messageInterface.ReceiveMessageContainer(messageContainer);
lock (this)
{
_lastServerCall = DateTime.Now;
}
}
catch (Exception exception)
{
TracerHelper.TraceError("Failed to send to server, reason [" + exception.Message + "].");
return(false);
}
return(true);
}
void _sessionManager_SessionsUpdateEvent(ISourceAndExpertSessionManager sessionManager)
{
SystemMonitor.CheckThrow(sessionManager == _sessionManager);
List <ExpertSession> sessions = new List <ExpertSession>(_sessions);
foreach (ExpertSession session in _sessionManager.SessionsArray)
{
if (sessions.Contains(session) == false)
{// Newly added sessionInformation.
AddSession(session);
}
sessions.Remove(session);
}
foreach (ExpertSession session in sessions)
{// Those sessions were not present after the manager was updated.
RemoveSession(session);
}
UpdateUI();
}
public bool Initialize(Uri serverUriBase)
{
TracerHelper.TraceEntry();
lock (this)
{
SystemMonitor.CheckThrow(_serviceHost == null, "Already initialized.");
try
{
_serviceHost = new ServiceHost(this);
_serviceHost.AddServiceEndpoint(typeof(IMessageContainerTransport), CreateBinding(), serverUriBase);
_serviceHost.Open();
_reconectionTimer = new Timer(new TimerCallback(VerifyClientConnections), null, 0, 30000);
}
catch (Exception ex)
{
SystemMonitor.Error("Failed to initialize service host [" + ex.Message + "]");
return(false);
}
}
return(true);
}
private void InitializeTaLibIndicators()
{
// Start init for ta lib indicators.
Dictionary <string, MethodInfo> methodsVerified = new Dictionary <string, MethodInfo>();
lock (this)
{
// Setup the unstable period; unstable periods usually stretch to the start, however
// we can approximate to 120 bars; this will extend the lookback of the unstable functions 120.
// see here: http://www.tadoc.org/forum/index.php?topic=858.0
TicTacTec.TA.Library.Core.SetUnstablePeriod(TicTacTec.TA.Library.Core.FuncUnstId.FuncUnstAll, 120);
MethodInfo[] methods = typeof(TicTacTec.TA.Library.Core).GetMethods();
foreach (MethodInfo methodInfo in methods)
{
if (methodInfo.ReturnType == typeof(Core.RetCode))
{
if (methodsVerified.ContainsKey(methodInfo.Name))
{// Establish the double[] input baseMethod of the two and use that.
ParameterInfo[] parameters = methodsVerified[methodInfo.Name].GetParameters();
ParameterInfo[] newParameters = methodInfo.GetParameters();
SystemMonitor.CheckThrow(parameters.Length == newParameters.Length);
for (int i = 0; i < parameters.Length; i++)
{
if (newParameters[i].ParameterType == typeof(Single[]) &&
parameters[i].ParameterType == typeof(Double[]))
{// Current is double version of the function, new is single, stop parameter check.
break;
}
if (newParameters[i].ParameterType == typeof(Double[]) &&
parameters[i].ParameterType == typeof(Single[]))
{// Current is single version of the function, new is double, swap and stop parameter check.
methodsVerified[methodInfo.Name] = methodInfo;
break;
}
}
}
else
{
methodsVerified.Add(methodInfo.Name, methodInfo);
}
}
}
}
_indicatorsGroups.Add(IndicatorGroup.TaLib, new Dictionary <string, PlatformIndicator>());
// List here dataDelivery for all the indicators that are to be imported from TaLIB.
#region Group TALin
InitializeTaLibIndicator(methodsVerified["Acos"], "Vector Trigonometric ACos", null, null, null, null, DataBar.DataValueEnum.Close, null);
InitializeTaLibIndicator(methodsVerified["Ad"], "Chaikin A/D Line", null, null, null, null, null, null);
InitializeTaLibIndicator(methodsVerified["Add"], "Vector Arithmetic Add", null, null, null, null, DataBar.DataValueEnum.Open, DataBar.DataValueEnum.Close);
InitializeTaLibIndicator(methodsVerified["AdOsc"], "Chaikin A/D Oscillator", null, null, null, null, null, null, 10, 20);
InitializeTaLibIndicator(methodsVerified["Adx"], "Average Directional Movement Index", null, null, null, null, null, null, 14);
InitializeTaLibIndicator(methodsVerified["Adxr"], "Average Directional Movement Index Rating", null, null, null, null, null, null, 14);
InitializeTaLibIndicator(methodsVerified["Apo"], "Absolute Price Oscillator", null, null, null, null, DataBar.DataValueEnum.Close, null, 10, 20, Core.MAType.Ema);
InitializeTaLibIndicator(methodsVerified["Aroon"], "Aroon", null, null, null, null, null, null, 14);
InitializeTaLibIndicator(methodsVerified["AroonOsc"], "Aroon Oscillator", null, null, null, null, null, null, 14);
InitializeTaLibIndicator(methodsVerified["Asin"], "Vector Trigonometric ASin", null, null, null, null, DataBar.DataValueEnum.Close, null);
InitializeTaLibIndicator(methodsVerified["Atan"], "Vector Trigonometric ATan", null, null, null, null, DataBar.DataValueEnum.Close, null);
InitializeTaLibIndicator(methodsVerified["Atr"], "Average True Range", null, null, null, null, null, null, 14);
InitializeTaLibIndicator(methodsVerified["AvgPrice"], "Average Price", null, null, null, null, null, null);
InitializeTaLibIndicator(methodsVerified["Bbands"], "Bollinger Bands", null, null, null, null, DataBar.DataValueEnum.Close, null, 14, 10d, 10d, Core.MAType.Ema);
InitializeTaLibIndicator(methodsVerified["Beta"], "Beta", null, null, null, null, DataBar.DataValueEnum.Open, DataBar.DataValueEnum.Close, 14);
InitializeTaLibIndicator(methodsVerified["Bop"], "Balance Of Power", null, null, null, null, null, null);
InitializeTaLibIndicator(methodsVerified["Cci"], "Commodity Channel Index", null, null, null, null, null, null, 14);
InitializeTaLibIndicator(methodsVerified["Ceil"], "Vector Ceil", null, null, null, null, DataBar.DataValueEnum.Close, null);
InitializeTaLibIndicator(methodsVerified["Cmo"], "Chande Momentum Oscillator", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["Correl"], "Pearson's Correlation Coefficient (r)", null, null, null, null, DataBar.DataValueEnum.Open, DataBar.DataValueEnum.Close, 14);
InitializeTaLibIndicator(methodsVerified["Cos"], "Vector Trigonometric Cos", null, null, null, null, DataBar.DataValueEnum.Close, null);
InitializeTaLibIndicator(methodsVerified["Cosh"], "Vector Trigonometric Cosh", null, null, null, null, DataBar.DataValueEnum.Close, null);
InitializeTaLibIndicator(methodsVerified["Dema"], "Double Exponential Moving Average", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["Div"], "Vector Arithmetic Div", null, null, null, null, DataBar.DataValueEnum.Open, DataBar.DataValueEnum.Close);
InitializeTaLibIndicator(methodsVerified["Dx"], "Directional Movement Index", null, null, null, null, null, null, 14);
InitializeTaLibIndicator(methodsVerified["Ema"], "Exponential Moving Average", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["Exp"], "Vector Arithmetic Exp", null, null, null, null, DataBar.DataValueEnum.Close, null);
InitializeTaLibIndicator(methodsVerified["Floor"], "Vector Floor", null, null, null, null, DataBar.DataValueEnum.Close, null);
InitializeTaLibIndicator(methodsVerified["HtDcPeriod"], "Hilbert Transform - Dominant Cycle Period", null, null, null, null, DataBar.DataValueEnum.Close, null);
InitializeTaLibIndicator(methodsVerified["HtDcPhase"], "Hilbert Transform - Dominant Cycle Phase", null, null, null, null, DataBar.DataValueEnum.Close, null);
InitializeTaLibIndicator(methodsVerified["HtPhasor"], "Hilbert Transform - Phasor Components", null, null, null, null, DataBar.DataValueEnum.Close, null);
InitializeTaLibIndicator(methodsVerified["HtSine"], "Hilbert Transform - SineWave", null, null, null, null, DataBar.DataValueEnum.Close, null);
InitializeTaLibIndicator(methodsVerified["HtTrendline"], "Hilbert Transform - Instantaneous Trendline", null, null, null, null, DataBar.DataValueEnum.Close, null);
InitializeTaLibIndicator(methodsVerified["HtTrendMode"], "Hilbert Transform - Trend vs Cycle Mode", null, null, null, null, DataBar.DataValueEnum.Close, null);
InitializeTaLibIndicator(methodsVerified["Kama"], "Kaufman Adaptive Moving Average", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["LinearReg"], "Linear Regression", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["LinearRegAngle"], "Linear Regression Angle", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["LinearRegIntercept"], "Linear Regression Intercept", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["LinearRegSlope"], "Linear Regression Slope", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["Ln"], "Vector Log Natural", null, null, null, null, DataBar.DataValueEnum.Close, null);
InitializeTaLibIndicator(methodsVerified["Log10"], "Vector Log10", null, null, null, null, DataBar.DataValueEnum.Close, null);
InitializeTaLibIndicator(methodsVerified["Macd"], "Moving Average Convergence/Divergence", null, null, null, null, DataBar.DataValueEnum.Close, null, 10, 20, 12);
InitializeTaLibIndicator(methodsVerified["MacdExt"], "MACD with controllable MA type", null, null, null, null, DataBar.DataValueEnum.Close, null, 10, Core.MAType.Ema, 20, Core.MAType.Ema, 12, Core.MAType.Ema);
InitializeTaLibIndicator(methodsVerified["MacdFix"], "Moving Average Convergence/Divergence Fix 12/26", null, null, null, null, DataBar.DataValueEnum.Close, null, 10);
InitializeTaLibIndicator(methodsVerified["Mama"], "MESA Adaptive Moving Average", null, null, null, null, DataBar.DataValueEnum.Close, null, 10d, 20d);
InitializeTaLibIndicator(methodsVerified["Max"], "Highest value over a specified period", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["MaxIndex"], "Index of highest value over a specified period", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["MedPrice"], "Median Price", null, null, null, null, null, null);
InitializeTaLibIndicator(methodsVerified["Mfi"], "Money Flow Index", null, null, null, null, null, null, 14);
InitializeTaLibIndicator(methodsVerified["MidPoint"], "MidPoint over period", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["MidPrice"], "Midpoint Price over period", null, null, null, null, null, null, 14);
InitializeTaLibIndicator(methodsVerified["Min"], "Lowest value over a specified period", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["MinIndex"], "Index of lowest value over a specified period", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["MinMax"], "Lowest and highest values over a specified period", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["MinMaxIndex"], "Indexes of lowest and highest values over a specified period", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["MinusDI"], "Minus Directional Indicator", null, null, null, null, null, null, 14);
InitializeTaLibIndicator(methodsVerified["MinusDM"], "Minus Directional Movement", null, null, null, null, null, null, 14);
InitializeTaLibIndicator(methodsVerified["Mom"], "Momentum", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["MovingAverage"], "Moving Average", null, null, null, null, DataBar.DataValueEnum.Close, null, 14, Core.MAType.Sma);
// Consumes double[] inPeriods, which is to be established programatically only.
//InitializeTaLibIndicator(methodsVerified["MovingAverageVariablePeriod"], "Moving Average with variable period", null, null, 2, 20, Core.MAType.Ema);
InitializeTaLibIndicator(methodsVerified["Mult"], "Vector Arithmetic Mult", null, null, null, null, DataBar.DataValueEnum.Open, DataBar.DataValueEnum.Close);
InitializeTaLibIndicator(methodsVerified["Natr"], "Normalized Average True Range", null, null, null, null, null, null, 14);
InitializeTaLibIndicator(methodsVerified["Obv"], "On Balance Volume", null, null, null, null, DataBar.DataValueEnum.Close, null);
InitializeTaLibIndicator(methodsVerified["PlusDI"], "Plus Directional Indicator", null, null, null, null, null, null, 14);
InitializeTaLibIndicator(methodsVerified["PlusDM"], "Plus Directional Movement", null, null, null, null, null, null, 14);
InitializeTaLibIndicator(methodsVerified["Ppo"], "Percentage Price Oscillator", null, null, null, null, DataBar.DataValueEnum.Close, null, 12, 24, Core.MAType.Ema);
InitializeTaLibIndicator(methodsVerified["Roc"], "Rate of change : ((price/prevPrice)-1)*100", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["RocP"], "Rate of change Percentage: (price-prevPrice)/prevPrice", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["RocR"], "Rate of change ratio: (price/prevPrice)", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["RocR100"], "Rate of change ratio 100 scale: (price/prevPrice)*100", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
Indicator indicator = InitializeTaLibIndicator(methodsVerified["Rsi"], "Relative Strength Index", null, null, 0, 100, DataBar.DataValueEnum.Close, null, 14);
indicator.Parameters.SetDynamic(PlatformIndicatorChartSeries.FixedLinePrefix + "High", 70);
indicator.Parameters.SetDynamic(PlatformIndicatorChartSeries.FixedLinePrefix + "Low", 30);
InitializeTaLibIndicator(methodsVerified["Sar"], "Parabolic SAR", null, null, null, null, null, null, 1d, 2d);
InitializeTaLibIndicator(methodsVerified["SarExt"], "Parabolic SAR - Extended", null, null, null, null, null, null, 1d, 2d, 3d, 4d, 5d, 6d, 7d, 8d);
InitializeTaLibIndicator(methodsVerified["Sin"], "Vector Trigonometric Sin", null, null, null, null, DataBar.DataValueEnum.Close, null);
InitializeTaLibIndicator(methodsVerified["Sinh"], "Vector Trigonometric Sinh", null, null, null, null, DataBar.DataValueEnum.Close, null);
InitializeTaLibIndicator(methodsVerified["Sma"], "Simple Moving Average", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["Sqrt"], "Vector Square Root", null, null, null, null, DataBar.DataValueEnum.Close, null);
InitializeTaLibIndicator(methodsVerified["StdDev"], "Standard Deviation", null, null, null, null, DataBar.DataValueEnum.Close, null, 14, 2d);
InitializeTaLibIndicator(methodsVerified["Stoch"], "Stochastic", null, null, null, null, null, null, 10, 20, Core.MAType.Ema, 22, Core.MAType.Ema);
InitializeTaLibIndicator(methodsVerified["StochF"], "Stochastic Fast", null, null, null, null, null, null, 10, 20, Core.MAType.Ema);
InitializeTaLibIndicator(methodsVerified["StochRsi"], "Stochastic Relative Strength Index", null, null, null, null, DataBar.DataValueEnum.Close, null, 14, 10, 20, Core.MAType.Ema);
InitializeTaLibIndicator(methodsVerified["Sub"], "Vector Arithmetic Substraction", null, null, null, null, DataBar.DataValueEnum.Open, DataBar.DataValueEnum.Close);
InitializeTaLibIndicator(methodsVerified["Sum"], "Summation", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["T3"], "Triple Exponential Moving Average (T3)", null, null, null, null, DataBar.DataValueEnum.Close, null, 14, 2d);
InitializeTaLibIndicator(methodsVerified["Tan"], "Vector Trigonometric Tan", null, null, null, null, DataBar.DataValueEnum.Close, null);
InitializeTaLibIndicator(methodsVerified["Tanh"], "Vector Trigonometric Tanh", null, null, null, null, DataBar.DataValueEnum.Close, null);
InitializeTaLibIndicator(methodsVerified["Tema"], "Triple Exponential Moving Average", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["Trima"], "Triangular Moving Average", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["Trix"], "1-day Rate-Of-Change (ROC) of a Triple Smooth EMA", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["TrueRange"], "True Range", null, null, null, null, null, null);
InitializeTaLibIndicator(methodsVerified["Tsf"], "Time Series Forecast", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
InitializeTaLibIndicator(methodsVerified["TypPrice"], "Typical Price", null, null, null, null, null, null);
InitializeTaLibIndicator(methodsVerified["UltOsc"], "Ultimate Oscillator", null, null, null, null, null, null, 12, 14, 16);
InitializeTaLibIndicator(methodsVerified["Variance"], "Variance", null, null, null, null, DataBar.DataValueEnum.Close, null, 14, 2d);
InitializeTaLibIndicator(methodsVerified["WclPrice"], "Weighted Close Price", null, null, null, null, null, null);
InitializeTaLibIndicator(methodsVerified["WillR"], "Williams' %R", null, null, null, null, null, null, 14);
InitializeTaLibIndicator(methodsVerified["Wma"], "Weighted Moving Average", null, null, null, null, DataBar.DataValueEnum.Close, null, 14);
#endregion
}
/// <summary>
/// This allows more specific control over the operation.
/// </summary>
public bool Submit(OrderTypeEnum orderType, int volume, decimal?allowedSlippage,
decimal?desiredPrice, decimal?takeProfit, decimal?stopLoss, string comment, out string operationResultMessage)
{
SystemMonitor.CheckThrow(volume > 0, "Misuse of the Order class.");
if (State != OrderStateEnum.Initialized)
{
operationResultMessage = "Misuse of the Order class [Order not initialized; or Must not place trade, that has already been placed].";
SystemMonitor.Warning(operationResultMessage);
return(false);
}
ISourceOrderExecution executionProvider = _executionProvider;
operationResultMessage = "Session not assigned.";
if (desiredPrice.HasValue == false)
{
desiredPrice = OrderInfo.TypeIsBuy(orderType) ? QuoteProvider.Bid : QuoteProvider.Ask;
}
if (executionProvider == null)
{// Placement of order failed.
State = OrderStateEnum.Failed;
SystemMonitor.Report("Order was not executed [" + operationResultMessage + "].");
return(false);
}
string id = OrderExecutionProvider.SubmitOrder(Account.Info, this, Symbol, orderType, volume,
allowedSlippage, desiredPrice, takeProfit, stopLoss, comment, out operationResultMessage);
if (string.IsNullOrEmpty(id))
{
State = OrderStateEnum.Failed;
SystemMonitor.OperationError("Order was not executed [" + operationResultMessage + "].");
return(false);
}
lock (this)
{
_info.Type = orderType;
_initialVolume = volume;
_info.Id = id;
_info.Volume = volume;
_info.StopLoss = stopLoss;
_info.TakeProfit = takeProfit;
State = OrderStateEnum.Submitted;
_localOpenTime = DateTime.Now;
}
Account.TradeEntities.AddOrder(this);
if (State == OrderStateEnum.Executed)
{
RaiseOrderUpdatedEvent(UpdateTypeEnum.Executed);
}
else
{
RaiseOrderUpdatedEvent(UpdateTypeEnum.Submitted);
}
return(true);
}
protected override bool OnInitialize(Platform platform)
{
TracerHelper.TraceEntry();
if (base.OnInitialize(platform) == false)
{
return(false);
}
string expertName = this.Name + ".expert";
// Clean expertname since we might be sending it trough command line.
expertName = expertName.Replace(" ", "_");
expertName = expertName.Replace("\"", "");
lock (this)
{
if (_expert == null)
{// Create the expert.
SystemMonitor.CheckThrow(_expertType.IsSubclassOf(typeof(Expert)), "Invalid expert type passed in.");
ConstructorInfo constructor = _expertType.GetConstructor(new Type[] { typeof(ISourceAndExpertSessionManager), typeof(string) });
if (constructor == null)
{// Try the second option for construction.
constructor = _expertType.GetConstructor(new Type[] { typeof(ISourceAndExpertSessionManager) });
}
if (constructor == null)
{
SystemMonitor.Error("Failed to find corresponding constructor for expert type [" + _expertType.ToString() + "].");
return(false);
}
if (constructor.GetParameters().Length == 2)
{
_expert = (Expert)constructor.Invoke(new object[] { this, expertName });
}
else
{
_expert = (Expert)constructor.Invoke(new object[] { this });
}
}
if (_expert.Initialize() == false)
{
SystemMonitor.Error("Expert host failed to connect to platform.");
return(false);
}
if (_expert != null)
{
_expert.PersistenceDataUpdateEvent += new Expert.ExpertUpdateDelegate(_expert_PersistenceDataUpdateEvent);
}
}
foreach (PlatformExpertSession session in SessionsArray)
{
if (session.Initialize(null) == false)
{
SystemMonitor.OperationWarning("Failed to initialize session.");
}
}
ChangeOperationalState(OperationalStateEnum.Operational);
TracerHelper.TraceExit();
return(true);
}
public virtual bool Initialize(CustomObjectsManager manager)
{
SystemMonitor.CheckThrow(_manager == null);
_manager = manager;
return(true);
}
/// <summary>
/// The initialization of a platform consumes 2 main dataDelivery sources.
/// The settings is used for primary, startup information (like where
/// is the persistence DB file etc.) and the information inside the
/// persistence is than on used to create components etc.
/// </summary>
public bool Initialize(PlatformSettings platformSettings)
{
TracerHelper.TraceEntry();
SystemMonitor.CheckThrow(_settings == null, "Platform already initialized.");
lock (this)
{
_settings = platformSettings;
if (_persistenceHelper == null)
{
_persistenceHelper = CreatePersistenceHelper(platformSettings);
}
}
if (_persistenceHelper == null)
{
return(false);
}
LoadModules(_settings);
if (_persistenceHelper.Count <Platform>(new MatchExpression("Name", this.Name)) == 0)
{// This is a new platform.
lock (this)
{
_guid = Guid.NewGuid();
}
if (_persistenceHelper.Insert <Platform>(this, null) == false)
{
SystemMonitor.Error("Failed to persist new platform [" + this.Name + "]");
return(false);
}
}
else
{// This is existing.
// Now try to load self from persistance storage.
bool selectionResult = _persistenceHelper.SelectScalar <Platform>(this, new MatchExpression("Name", this.Name));
if (selectionResult == false)
{// Failed to load self from DB.
return(false);
}
}
lock (this)
{
if (_serializationData.ContainsValue("diagnosticsMode"))
{
_settings.DiagnosticsMode = _serializationData.GetBoolean("diagnosticsMode");
}
if (_serializationData.ContainsValue("uiSerializationInfo"))
{
// The main serialization dataDelivery stores the UI orderInfo.
_uiSerializationInfo = _serializationData.GetValue <SerializationInfoEx>("uiSerializationInfo");
}
if (_serializationData.ContainsValue("componentSpecificSerializationInfo"))
{
// The main serialization dataDelivery stores the UI orderInfo.
_componentSpecificSerializationInfo = _serializationData.GetValue <SerializationInfoEx>("componentSpecificSerializationInfo");
}
}
//_server = new Arbiter.TransportIntegrationServer(_platformUri);
//Arbiter.AddClient(_server);
GeneralHelper.FireAndForget(delegate()
{// LoadFromFile components.
// Registering of components is better done outside the lock,
// since components may launch requests to platform at initializations.
_isLoading = true;
// Components are stored in the PlatformComponents database, they are being serialized and the entire object is
// persisted in the DB, as well as the type information for it and a reference to the platform instance it belongs to.
List <long> failedSerializationsIds = new List <long>();
List <PlatformComponent> components = PersistenceHelper.SelectSerializedType <PlatformComponent>(
new MatchExpression("PlatformId", this.Id), "Data", null, failedSerializationsIds);
SortedList <int, List <PlatformComponent> > componentsByLevel = GetComponentsByLevel(components);
GatherMandatoryComponents(componentsByLevel);
foreach (int level in componentsByLevel.Keys)
{// Register lower level components first.
foreach (PlatformComponent component in componentsByLevel[level])
{
if (DoRegisterComponent(component, true) == false &&
component.Id.HasValue && ComponentDeserializationFailedEvent != null)
{
ComponentDeserializationFailedEvent(component.Id.Value, component.GetType().Name);
}
}
}
// Handle failed deserializations.
foreach (int id in failedSerializationsIds)
{
string typeName = "Unknown";
try
{// Extract the type of this entry.
List <object[]> result = _persistenceHelper.SelectColumns <PlatformComponent>(
new MatchExpression("Id", id), new string[] { "Type" }, 1);
Type type = Type.GetType(result[0][0].ToString());
if (type != null)
{
typeName = type.Name;
}
}
catch (Exception ex)
{
SystemMonitor.Error("Failed to extract type information [" + ex.Message + "].");
}
if (ComponentDeserializationFailedEvent != null)
{
ComponentDeserializationFailedEvent(id, typeName);
}
}
_isLoading = false;
});
return(true);
}
/// <summary>
/// Constructor.
/// </summary>
public ArbiterSlimExecutionStrategy(ArbiterSlimActiveClientStub client)
{
SystemMonitor.CheckThrow(client != null, "Client not assigned to execution strategy.");
_client = client;
}
public void Initialize(ChartPane pane)
{
SystemMonitor.CheckThrow(_pane == null);
_pane = pane;
}