/// <summary>
/// Clones the Instrument_Properties.
/// </summary>
public InstrumentProperties Clone()
{
var copy = new InstrumentProperties(Symbol, InstrType)
{
Symbol = Symbol,
InstrType = InstrType,
Comment = Comment,
Digits = Digits,
LotSize = LotSize,
Spread = Spread,
SwapUnit = SwapUnit,
SwapLong = SwapLong,
SwapShort = SwapShort,
CommissionUnit = CommissionUnit,
CommissionScope = CommissionScope,
CommissionTime = CommissionTime,
Commission = Commission,
PriceIn = PriceIn,
Slippage = Slippage,
RateToEUR = RateToEUR,
RateToUSD = RateToUSD,
BaseFileName = BaseFileName
};
return(copy);
}
private Bar[] aBar; // An array containing the data
/// <summary>
/// Constructor
/// </summary>
public Instrument(InstrumentProperties instrProperties, int period)
{
DataDir = "." + Path.DirectorySeparatorChar + "Data" + Path.DirectorySeparatorChar;
EndTime = new DateTime(2020, 1, 1, 0, 0, 0);
StartTime = new DateTime(1990, 1, 1, 0, 0, 0);
MaxBars = 20000;
this.instrProperties = instrProperties;
Period = period;
}
private Bar[] aBar; // An array containing the data
/// <summary>
/// Constructor
/// </summary>
public Instrument(InstrumentProperties instrProperties, int period)
{
DataDir = "." + Path.DirectorySeparatorChar + "Data" + Path.DirectorySeparatorChar;
EndTime = new DateTime(2020, 1, 1, 0, 0, 0);
StartTime = new DateTime(1990, 1, 1, 0, 0, 0);
MaxBars = 20000;
this.instrProperties = instrProperties;
Period = period;
}
/// <summary>
/// Loads, filters and saves all data files.
/// </summary>
private void LoadSaveData()
{
string[] files = Directory.GetFiles(Data.OfflineDataDir, "*.csv");
foreach (string file in files)
{
string symbol = GetSymbolFromFileName(file);
int period = GetPeriodFromFileName(file);
if (string.IsNullOrEmpty(symbol) || period == 0)
{
continue;
}
InstrumentProperties instrProperties = Instruments.InstrumentList[symbol].Clone();
var instrument = new Instrument(instrProperties, period)
{
DataDir = Data.OfflineDataDir,
MaxBars = Configs.MaxBars,
StartTime = Configs.DataStartTime,
EndTime = Configs.DataEndTime,
UseStartTime = Configs.UseStartTime,
UseEndTime = Configs.UseEndTime
};
int loadDataResult = instrument.LoadData();
if (instrument.Bars > 0 && loadDataResult == 0)
{
var stringBuilder = new StringBuilder(instrument.Bars);
for (int bar = 0; bar < instrument.Bars; bar++)
{
stringBuilder.AppendLine(
instrument.Time(bar).ToString("yyyy-MM-dd") + "\t" +
instrument.Time(bar).ToString("HH:mm") + "\t" +
instrument.Open(bar).ToString(CultureInfo.InvariantCulture) + "\t" +
instrument.High(bar).ToString(CultureInfo.InvariantCulture) + "\t" +
instrument.Low(bar).ToString(CultureInfo.InvariantCulture) + "\t" +
instrument.Close(bar).ToString(CultureInfo.InvariantCulture) + "\t" +
instrument.Volume(bar).ToString(CultureInfo.InvariantCulture)
);
}
try
{
var sw = new StreamWriter(file);
sw.Write(stringBuilder.ToString());
sw.Close();
TbxOutput.Text += symbol + period + " bars: " + instrument.Bars + Environment.NewLine;
}
catch (Exception exc)
{
MessageBox.Show(exc.Message);
}
}
}
}
/// <summary>
/// Parses the instruments file.
/// </summary>
private static void ParseInstruments()
{
int instrumentsCount = XmlInstruments.GetElementsByTagName("instrument").Count;
dictInstrument = new Dictionary <string, InstrumentProperties>(instrumentsCount);
try
{
foreach (XmlNode nodeInstr in XmlInstruments.GetElementsByTagName("instrument"))
{
string symbol = nodeInstr.SelectSingleNode("symbol").InnerText;
var instrType =
(InstrumetType)
Enum.Parse(typeof(InstrumetType), nodeInstr.SelectSingleNode("instrumentType").InnerText);
var instrProp = new InstrumentProperties(symbol, instrType)
{
Comment = nodeInstr.SelectSingleNode("comment").InnerText,
Digits = int.Parse(nodeInstr.SelectSingleNode("digits").InnerText),
LotSize = int.Parse(nodeInstr.SelectSingleNode("contractSize").InnerText),
Spread = StringToFloat(nodeInstr.SelectSingleNode("spread").InnerText),
SwapUnit = ParseChargeUnit(nodeInstr.SelectSingleNode("swapType").InnerText),
SwapLong = StringToFloat(nodeInstr.SelectSingleNode("swapLong").InnerText),
SwapShort = StringToFloat(nodeInstr.SelectSingleNode("swapShort").InnerText),
CommissionUnit = ParseChargeUnit(nodeInstr.SelectSingleNode("commissionType").InnerText),
CommissionScope =
(CommissionScope)
Enum.Parse(typeof(CommissionScope),
nodeInstr.SelectSingleNode("commissionScope").InnerText),
CommissionTime =
(CommissionTime)
Enum.Parse(typeof(CommissionTime),
nodeInstr.SelectSingleNode("commissionTime").InnerText),
Commission = StringToFloat(nodeInstr.SelectSingleNode("commission").InnerText),
Slippage = int.Parse(nodeInstr.SelectSingleNode("slippage").InnerText),
PriceIn = nodeInstr.SelectSingleNode("priceIn").InnerText,
RateToUSD = StringToFloat(nodeInstr.SelectSingleNode("rateToUSD").InnerText),
RateToEUR = StringToFloat(nodeInstr.SelectSingleNode("rateToEUR").InnerText),
BaseFileName = nodeInstr.SelectSingleNode("baseFileName").InnerText
};
dictInstrument.Add(symbol, instrProp);
}
}
catch (Exception e)
{
MessageBox.Show(e.Message, "Parsing Instruments");
}
}
/// <summary>
/// Clones the Instrument_Properties.
/// </summary>
public InstrumentProperties Clone()
{
var copy = new InstrumentProperties(Symbol)
{
Symbol = Symbol,
Digits = Digits,
LotSize = LotSize,
Spread = Spread,
StopLevel = StopLevel,
SwapLong = SwapLong,
SwapShort = SwapShort,
TickValue = TickValue,
MinLot = MinLot,
MaxLot = MaxLot,
LotStep = LotStep,
MarginRequired = MarginRequired
};
return(copy);
}
/// <summary>
/// LoadInstrument
/// </summary>
private void LoadInstrument()
{
const string symbol = "EURUSD";
const DataPeriod dataPeriod = DataPeriod.D1;
var instrProperties = new InstrumentProperties(symbol);
var instrument = new Instrument(instrProperties, (int)dataPeriod);
int loadResourceData = instrument.LoadResourceData();
if (instrument.Bars <= 0 || loadResourceData != 0)
{
return;
}
Data.InstrProperties = instrProperties.Clone();
Data.Bars = instrument.Bars;
Data.Period = dataPeriod;
Data.Time = new DateTime[Data.Bars];
Data.Open = new double[Data.Bars];
Data.High = new double[Data.Bars];
Data.Low = new double[Data.Bars];
Data.Close = new double[Data.Bars];
Data.Volume = new int[Data.Bars];
for (int bar = 0; bar < Data.Bars; bar++)
{
Data.Open[bar] = instrument.Open(bar);
Data.High[bar] = instrument.High(bar);
Data.Low[bar] = instrument.Low(bar);
Data.Close[bar] = instrument.Close(bar);
Data.Time[bar] = instrument.Time(bar);
Data.Volume[bar] = instrument.Volume(bar);
}
Data.IsData = true;
}
/// <summary>
/// Clones the Instrument_Properties.
/// </summary>
public InstrumentProperties Clone()
{
var copy = new InstrumentProperties(Symbol)
{
Symbol = Symbol,
Digits = Digits,
LotSize = LotSize,
Spread = Spread,
StopLevel = StopLevel,
SwapLong = SwapLong,
SwapShort = SwapShort,
TickValue = TickValue,
MinLot = MinLot,
MaxLot = MaxLot,
LotStep = LotStep,
MarginRequired = MarginRequired
};
return copy;
}
/// <summary>
/// Clones the Instrument_Properties.
/// </summary>
public InstrumentProperties Clone()
{
var copy = new InstrumentProperties(Symbol, InstrType)
{
Symbol = Symbol,
InstrType = InstrType,
Comment = Comment,
Digits = Digits,
LotSize = LotSize,
Spread = Spread,
SwapUnit = SwapUnit,
SwapLong = SwapLong,
SwapShort = SwapShort,
CommissionUnit = CommissionUnit,
CommissionScope = CommissionScope,
CommissionTime = CommissionTime,
Commission = Commission,
PriceIn = PriceIn,
Slippage = Slippage,
RateToEUR = RateToEUR,
RateToUSD = RateToUSD,
BaseFileName = BaseFileName
};
return copy;
}
/// <summary>
/// Generates instrument.xml file.
/// </summary>
private static XmlDocument GenerateXmlFile()
{
// Create the XmlDocument.
var xmlDoc = new XmlDocument();
xmlDoc.LoadXml("<fsb></fsb>");
// Create the XML declaration.
XmlDeclaration xmldecl = xmlDoc.CreateXmlDeclaration("1.0", null, null);
// Add new node to the document.
XmlElement root = xmlDoc.DocumentElement;
xmlDoc.InsertBefore(xmldecl, root);
foreach (var kvp in dictInstrument)
{
InstrumentProperties instrProp = kvp.Value;
// Creates an instrument element.
XmlElement instrument = xmlDoc.CreateElement("instrument");
XmlElement element = xmlDoc.CreateElement("symbol");
element.InnerText = instrProp.Symbol;
instrument.AppendChild(element);
element = xmlDoc.CreateElement("instrumentType");
element.InnerText = instrProp.InstrType.ToString();
instrument.AppendChild(element);
element = xmlDoc.CreateElement("comment");
element.InnerText = instrProp.Comment;
instrument.AppendChild(element);
element = xmlDoc.CreateElement("digits");
element.InnerText = instrProp.Digits.ToString(CultureInfo.InvariantCulture);
instrument.AppendChild(element);
element = xmlDoc.CreateElement("contractSize");
element.InnerText = instrProp.LotSize.ToString(CultureInfo.InvariantCulture);
instrument.AppendChild(element);
element = xmlDoc.CreateElement("spread");
element.InnerText = instrProp.Spread.ToString(CultureInfo.InvariantCulture);
instrument.AppendChild(element);
element = xmlDoc.CreateElement("swapType");
element.InnerText = instrProp.SwapUnit.ToString();
instrument.AppendChild(element);
element = xmlDoc.CreateElement("swapLong");
element.InnerText = instrProp.SwapLong.ToString(CultureInfo.InvariantCulture);
instrument.AppendChild(element);
element = xmlDoc.CreateElement("swapShort");
element.InnerText = instrProp.SwapShort.ToString(CultureInfo.InvariantCulture);
instrument.AppendChild(element);
element = xmlDoc.CreateElement("commissionType");
element.InnerText = instrProp.CommissionUnit.ToString();
instrument.AppendChild(element);
element = xmlDoc.CreateElement("commissionScope");
element.InnerText = instrProp.CommissionScope.ToString();
instrument.AppendChild(element);
element = xmlDoc.CreateElement("commissionTime");
element.InnerText = instrProp.CommissionTime.ToString();
instrument.AppendChild(element);
element = xmlDoc.CreateElement("commission");
element.InnerText = instrProp.Commission.ToString(CultureInfo.InvariantCulture);
instrument.AppendChild(element);
element = xmlDoc.CreateElement("slippage");
element.InnerText = instrProp.Slippage.ToString(CultureInfo.InvariantCulture);
instrument.AppendChild(element);
element = xmlDoc.CreateElement("priceIn");
element.InnerText = instrProp.PriceIn;
instrument.AppendChild(element);
element = xmlDoc.CreateElement("rateToUSD");
element.InnerText = instrProp.RateToUSD.ToString("F4");
instrument.AppendChild(element);
element = xmlDoc.CreateElement("rateToEUR");
element.InnerText = instrProp.RateToEUR.ToString("F4");
instrument.AppendChild(element);
element = xmlDoc.CreateElement("baseFileName");
element.InnerText = instrProp.BaseFileName;
instrument.AppendChild(element);
if (xmlDoc.DocumentElement != null)
{
xmlDoc.DocumentElement.AppendChild(instrument);
}
}
return(xmlDoc);
}
/// <summary>
/// Parses the instruments file.
/// </summary>
private static void ParseInstruments()
{
int instrumentsCount = XmlInstruments.GetElementsByTagName("instrument").Count;
dictInstrument = new Dictionary<string, InstrumentProperties>(instrumentsCount);
try
{
foreach (XmlNode nodeInstr in XmlInstruments.GetElementsByTagName("instrument"))
{
string symbol = nodeInstr.SelectSingleNode("symbol").InnerText;
var instrType =
(InstrumetType)
Enum.Parse(typeof (InstrumetType), nodeInstr.SelectSingleNode("instrumentType").InnerText);
var instrProp = new InstrumentProperties(symbol, instrType)
{
Comment = nodeInstr.SelectSingleNode("comment").InnerText,
Digits = int.Parse(nodeInstr.SelectSingleNode("digits").InnerText),
LotSize = int.Parse(nodeInstr.SelectSingleNode("contractSize").InnerText),
Spread = StringToFloat(nodeInstr.SelectSingleNode("spread").InnerText),
SwapUnit = ParseChargeUnit(nodeInstr.SelectSingleNode("swapType").InnerText),
SwapLong = StringToFloat(nodeInstr.SelectSingleNode("swapLong").InnerText),
SwapShort = StringToFloat(nodeInstr.SelectSingleNode("swapShort").InnerText),
CommissionUnit = ParseChargeUnit(nodeInstr.SelectSingleNode("commissionType").InnerText),
CommissionScope =
(CommissionScope)
Enum.Parse(typeof (CommissionScope),
nodeInstr.SelectSingleNode("commissionScope").InnerText),
CommissionTime =
(CommissionTime)
Enum.Parse(typeof (CommissionTime),
nodeInstr.SelectSingleNode("commissionTime").InnerText),
Commission = StringToFloat(nodeInstr.SelectSingleNode("commission").InnerText),
Slippage = int.Parse(nodeInstr.SelectSingleNode("slippage").InnerText),
PriceIn = nodeInstr.SelectSingleNode("priceIn").InnerText,
RateToUSD = StringToFloat(nodeInstr.SelectSingleNode("rateToUSD").InnerText),
RateToEUR = StringToFloat(nodeInstr.SelectSingleNode("rateToEUR").InnerText),
BaseFileName = nodeInstr.SelectSingleNode("baseFileName").InnerText
};
dictInstrument.Add(symbol, instrProp);
}
}
catch (Exception e)
{
MessageBox.Show(e.Message, "Parsing Instruments");
}
}
/// <summary>
/// The lbxInstruments selected index changed
/// </summary>
private void LbxInstrumentsSelectedValueChanged(object sender, EventArgs e)
{
if (LbxInstruments.SelectedItem == null) return;
instrPropSelectedInstrument = Instruments.InstrumentList[LbxInstruments.SelectedItem.ToString()].Clone();
SetPropertiesForm();
}
/// <summary>
/// BtnAdd Clicked.
/// </summary>
private void BtnAddInstrAddClick(object sender, EventArgs e)
{
if (
ValidateSymbol(TbxAddInstrSymbol.Text,
(InstrumetType) Enum.Parse(typeof (InstrumetType), CbxAddInstrType.Text)) &&
!LbxInstruments.Items.Contains(TbxAddInstrSymbol.Text))
{
instrPropSelectedInstrument = new InstrumentProperties(TbxAddInstrSymbol.Text,
(InstrumetType)
Enum.Parse(typeof (InstrumetType),
CbxAddInstrType.Text));
SetPropertiesForm();
SetSelectedInstrument();
}
else
{
MessageBox.Show(Language.T("Wrong Symbol!"), Language.T("Instrument Properties"), MessageBoxButtons.OK,
MessageBoxIcon.Exclamation);
}
}
/// <summary>
/// Constructor
/// </summary>
public Instrument(InstrumentProperties instrProperties, int iPeriod)
{
_instrProperties = instrProperties;
_period = iPeriod;
}
/// <summary>
/// Constructor
/// </summary>
public Instrument(InstrumentProperties instrProperties, int iPeriod)
{
_instrProperties = instrProperties;
_period = iPeriod;
}
