public virtual void Run(Tick tick)
{
}
public bool MakeCandle(Tick tick)
{
return(MakeCandle(tick, setup.TimeFrame));
}
private async Task <List <Tick> > GetDataCSV(DateTime lasttime)
{
var ticks = new List <Tick>();
var files = Directory.GetFiles(DataDir, this.setup.Symbol + "*_1min.csv");
foreach (var file in files)
{
var info = new FileInfo(file);
if (!info.Exists)
{
OnStatusChanged(file + " não existe.");
continue;
}
var buffer = new byte[info.Length];
if (buffer.Length < 10000)
{
continue;
}
using (var asciifile = File.OpenRead(file))
{
await asciifile.ReadAsync(buffer, 0, buffer.Length);
var lines = System.Text.Encoding.UTF8.GetString(buffer).Split('\n').ToList();
lines.RemoveAll(l => l.Length == 0);
var last = lines.Last();
var eod = last.Contains(":") ? 3 : 2;
foreach (var line in lines)
{
var columns = line.Split(';');
try
{
var time = DateTime.Parse(columns[1]);
if (eod == 3)
{
time += TimeSpan.Parse(columns[2]);
}
if (time < lasttime)
{
continue;
}
var originals = new decimal[4];
for (var i = 0; i < 4; i++)
{
originals[i] = decimal.Parse(columns[eod + i]);
}
if (originals[3] > originals[0])
{
var tmp = originals[1];
originals[1] = originals[2];
originals[2] = tmp;
}
var values = originals.Distinct().ToList();
if (originals[3] == originals[0])
{
values.Add(originals[3]);
}
var add = new double[values.Count];
add[0] = eod > 2 ? 0 : 10;
add[add.Length - 1] = eod > 2 ? 59 : 16 + 5 / 6;
if (add.Length > 2)
{
add[1] = eod > 2 ? 30 : 13;
if (add.Length > 3)
{
add[1] = eod > 2 ? 20 : 12;
add[2] = eod > 2 ? 40 : 14;
}
}
var lineticks = new List <Tick>();
for (var i = 0; i < values.Count; i++)
{
var tick = new Tick {
Symbol = columns[0].Trim(), Value = values[i], Qnty = 0
};
tick.Time = eod == 2 ? time.AddHours(add[i]) : time.AddSeconds(add[i]);
lineticks.Add(tick);
}
ticks.AddRange(lineticks);
}
catch (Exception e)
{
Console.WriteLine(e.Message);
};
}
}
}
return(ticks.OrderBy(t => t.Time).ToList());
}
public override void Run(Tick tick)
{
currentTime = tick.Time;
var eod = currentTime >= eodTime;
if (Filter(tick))
{
return;
}
#region While trading:
if (type != 0)
{
trade.ExitTime = tick.Time;
trade.ExitValue = tick.Value;
// Try StopLoss Exit
if (type != 0 && type * tick.Value < trade.StopLoss * type)
{
trade.ExitValue = trade.StopLoss;
type = 0;
}
// Try StopGain Exit
if (type != 0 && type * tick.Value >= trade.StopGain * type)
{
trade.ExitValue = trade.StopGain;
type = 0;
}
// Is EOD?
if (type != 0 && tick.Time >= eodTime)
{
type = 0;
}
if (type == 0)
{
cantrade = false;
trade.Cost = 12;
trades.Add(trade);
}
}
#endregion
//
StartOrReset();
Indicadors(MakeCandle(tick));
if (type == 0 && eodTime > tick.Time && cantrade)
{
if (_candles.Count == 0 || _candles[0].OpenTime.AddMinutes(setup.TimeFrame) > tick.Time)
{
return;
}
type = int.Parse(_candles[0].Indicators.Split(';')[0]);
trade = new Trade
{
Qnty = 1,
Type = type,
Symbol = setup.Symbol,
EntryTime = tick.Time,
EntryValue = tick.Value + slippage * type,
StopLoss = tick.Value - (decimal)setup.StaticLoss * type,
StopGain = tick.Value + (decimal)setup.StaticGain * type,
};
}
}
