コード例 #1
0
        internal static GraphPart CreateBids(double requiredVolume, Quotes quotes)
        {
            GraphPart result = new GraphPart(quotes);
            List<Point2F> points = result.m_points;
            long now = quotes.Time;

            foreach (var element in quotes.Items)
            {
                Point2F point = new Point2F();
                point.X = (element.Time - now) / 1000.0F;
                point.Y = MathEx.CalculateWAVP(requiredVolume, element.Quote.Bids);
                points.Add(point);
            }

            if (0 == quotes.Items.Count)
            {
                quotes.Items.Clear();
            }

            QuoteEx quote = quotes.Last;
            if (null != quote.Quote)
            {
                Point2F point = new Point2F();
                point.X = (quote.Time - now) / 1000.0F;
                if (point.X < - quotes.Interval)
                {
                    point.X = -(float)quotes.Interval;
                }
                point.Y = MathEx.CalculateWAVP(requiredVolume, quote.Quote.Bids);
                points.Add(point);
            }
            return result;
        }
コード例 #2
0
 internal ChartState(Parameters parameters, Quotes quotes)
 {
     m_parameters = parameters;
     m_quotes = quotes;
     this.Graphs = new List<Graph>();
     this.XPhysicalDashes = new List<PointF>();
     this.YPhysicalDashes = new List<PointF>();
 }
コード例 #3
0
        internal static string Format(double lotSize,double roundingStepOfPrice, IEnumerable<double> volumes, Quotes quotes)
        {
            StringBuilder builder = new StringBuilder();
            WriteHeader(volumes, builder);

            foreach (var element in quotes.Items)
            {
                WriteQuote(lotSize, roundingStepOfPrice, volumes, element, quotes.Time, builder);
            }

            string result = builder.ToString();
            return result;
        }
コード例 #4
0
        internal void Update(Parameters parameters, ChartSettings settings, Quotes quotes)
        {
            if (m_grid.BackgroundColor != settings.BackgroundColor)
            {
                m_grid.BackgroundColor = settings.BackgroundColor;
            }
            Quote quote = quotes.Last.Quote;

            int count = (null == quote) ? 0 : settings.Lines.Count;
            Update(count);

            for (int index = 0; index < count; ++index )
            {
                LineSettings line = settings.Lines[index];
                Color volumeColor = CalculateColor(line.BidColor, line.AskColor, settings.ForegroundColor);
                Update(settings, index, 0, (float)line.Volume, volumeColor);

                double volume = line.Volume * parameters.LotSize;
                float? bid = MathEx.CalculateWAVP(volume, quote.Bids);
                float? ask = MathEx.CalculateWAVP(volume, quote.Asks);
                if (bid.HasValue)
                {
                    bid = (float)MathEx.RoundDown(bid.Value, parameters.PricePip);
                }
                if (ask.HasValue)
                {
                    ask = (float)MathEx.RoundUp(ask.Value, parameters.PricePip);
                }
                Update(settings, index, 1, bid, line.BidColor);
                Update(settings, index, 2, ask, line.AskColor);

                float? spread = null;
                if (bid.HasValue && ask.HasValue)
                {
                    spread = (float)Math.Round(parameters.PriceFactor * (ask.Value - bid.Value));
                }
                Color spreadColor = CalculateColor(line.BidColor, line.AskColor, settings.ForegroundColor);
                Update(settings, index, 3, spread, spreadColor);
            }
            Size size = m_grid.PreferredSize;
            if (this.Size != size)
            {
                this.Size = size;
            }
            //if (!this.Visible)
            //{
            //	this.Visible = true;
            //}
        }
コード例 #5
0
 private GraphPart(Quotes quotes)
 {
     m_points.Capacity = 1 + quotes.Items.Count;
 }
コード例 #6
0
        internal static string Format(double lotSize, double roundingStepOfPrice, IEnumerable <double> volumes, Quotes quotes)
        {
            StringBuilder builder = new StringBuilder();

            WriteHeader(volumes, builder);

            foreach (var element in quotes.Items)
            {
                WriteQuote(lotSize, roundingStepOfPrice, volumes, element, quotes.Time, builder);
            }

            string result = builder.ToString();

            return(result);
        }
コード例 #7
0
 internal Graph(double requiredVolume, Quotes quotes)
 {
     m_bids = GraphPart.CreateBids(requiredVolume, quotes);
     m_asks = GraphPart.CreateAsks(requiredVolume, quotes);
 }