public static IDictionary<string, IList<Candle>> BuildCandles(IDictionary<string, IDictionary<DateTime, decimal>> pHistoryData, int intervalMinutes)
{
Dictionary<string, IList<Candle>> _candles = new Dictionary<string, IList<Candle>>();
foreach (string rateName in pHistoryData.Keys)
{
IDictionary<DateTime, decimal> historyData = pHistoryData[rateName];
List<Candle> candles = new List<Candle>();
_candles.Add(rateName, candles);
if (historyData.Count() == 0)
continue;
DateTime minDate = historyData.Keys.Min();
DateTime lastDate = historyData.Keys.Max();
int firstIntervalStartMinute = ((minDate.Minute / 5) + 1) * 5;
int minutesDiff = firstIntervalStartMinute - minDate.Minute;
minDate = minDate.AddMinutes(minutesDiff);
DateTime firstIntervalStartDate = new DateTime(minDate.Year, minDate.Month, minDate.Day, minDate.Hour, minDate.Minute, 0);
DateTime currentTime = firstIntervalStartDate;
while (currentTime < lastDate)
{
DateTime nextTime = currentTime.AddMinutes(intervalMinutes);
Candle candle = new Candle();
candle.OpenTime = currentTime;
DateTime? openTime = null;
if (historyData.Keys.Where(item => item >= currentTime && item < nextTime).Count() > 0)
openTime = historyData.Keys.Where(item => item >= currentTime && item < nextTime).Min();
if (!openTime.HasValue)
{
currentTime = currentTime.AddMinutes(intervalMinutes);
continue;
}
DateTime? closeTime = null;
if (historyData.Keys.Where(item => item >= currentTime && item < nextTime).Count() > 0)
closeTime = historyData.Keys.Where(item => item >= currentTime && item < nextTime).Max();
if (!closeTime.HasValue)
{
currentTime = currentTime.AddMinutes(intervalMinutes);
continue;
}
candle.RateName = rateName;
candle.OpenPrice = historyData[openTime.Value];
candle.ClosePrice = historyData[closeTime.Value];
candle.HighPrice = historyData.Where(item => item.Key >= currentTime && item.Key < nextTime).Max(item => item.Value);
candle.LowPrice = historyData.Where(item => item.Key >= currentTime && item.Key < nextTime).Min(item => item.Value);
candles.Add(candle);
currentTime = currentTime.AddMinutes(intervalMinutes);
}
Candle lastCandle = candles.OrderBy(item => item.OpenTime).LastOrDefault();
if (lastCandle != null)
{
foreach (KeyValuePair<DateTime, decimal> pair in historyData.Where(item => item.Key >= lastCandle.OpenTime && item.Key < lastCandle.OpenTime.AddMinutes(intervalMinutes)))
lastCandle.AddNewData(pair.Key, pair.Value);
}
}
return _candles;
}
private void DisplayCandle(Candle candle)
{
if (candle == null)
return;
if (GetSelectedRates()[0] != candle.RateName)
return;
DataPoint point = new DataPoint(candle.OpenTime.ToOADate(), new double[] { (double)candle.HighPrice, (double)candle.LowPrice, (double)candle.OpenPrice, (double)candle.ClosePrice });
point.Color = Color.Black;
DataPoint existingPoint=chart1.Series[0].Points.Where(item => item.XValue == candle.OpenTime.ToOADate()).FirstOrDefault();
if (existingPoint != null)
{
chart1.Series[0].Points.Remove(existingPoint);
}
chart1.Series[0].Points.Add(point);
chart1.ChartAreas[0].AxisX.Maximum = candle.OpenTime.AddMinutes(10).ToOADate();
chart1.ChartAreas[0].AxisX.Minimum = candle.OpenTime.AddHours(-3).ToOADate();
chart1.ChartAreas[0].AxisY2.Maximum = (double)candle.HighPrice + 0.0050; //by the values found on the loop, not good i want it to be automated when u scroll
chart1.ChartAreas[0].AxisY2.Minimum = (double)candle.LowPrice - 0.0050;
}
//send events
private void SendNewRatesEvent(RateRecord rec, Candle candle)
{
if (NewRatesEvent != null)
_asyncOperation.Post(delegate {NewRatesEvent(rec,candle); }, null);
}
private void OnNewRatesEvent(RateRecord rec, Candle candle)
{
SendNewRatesEvent(rec,candle);
_strategyController.ProcessTick(rec);
_orderController.CloseOrdersByLimits(rec);
}
public static void CloseCandle(IDictionary<string, IList<Candle>> candles, RateRecord rec, int candlesIintervalMinutes)
{
if (!candles.ContainsKey(rec.Name))
candles.Add(rec.Name, new List<Candle>());
DateTime openCandleDate = new DateTime(rec.UpdateTime.Year, rec.UpdateTime.Month, rec.UpdateTime.Day, rec.UpdateTime.Hour, (rec.UpdateTime.Minute / candlesIintervalMinutes) * candlesIintervalMinutes, 0);
DateTime closeCandleDate = new DateTime(rec.UpdateTime.Year, rec.UpdateTime.Month, rec.UpdateTime.Day, rec.UpdateTime.Hour, (rec.UpdateTime.Minute / candlesIintervalMinutes) * candlesIintervalMinutes, 0).AddMinutes(candlesIintervalMinutes);
Candle currentCandle=candles[rec.Name].Where(item=>item.OpenTime==openCandleDate).FirstOrDefault();
if (currentCandle==null)
{
ClosePreviousCandles(candles[rec.Name].Where(item=>item.CandleData!=null).ToList());
currentCandle = new Candle();
currentCandle.RateName = rec.Name;
currentCandle.OpenTime = openCandleDate;
candles[rec.Name].Add(currentCandle);
}
currentCandle.AddNewData(rec.UpdateTime, rec.Value);
}
private void SendNewRatesEvent(RateRecord rec,Candle candle)
{
if (NewRatesEvent != null)
NewRatesEvent(rec,candle);
}
private void OnNewRates(RateRecord rec,Candle candle)
{
try
{
if (rec != null)
{
if (_currentRates.Keys.Contains(rec.Name))
_currentRates[rec.Name] = rec.Value;
else
_currentRates.Add(rec.Name, rec.Value);
tbCurrentRates.Text = "";
foreach (string key in _currentRates.Keys)
{
tbCurrentRates.Text += string.Format("{0} - {3:dd-MM-yyyy HH-mm-ss} - {1}{2}", key, _currentRates[key], Environment.NewLine, rec.UpdateTime);
}
}
DisplayCandle(candle);
}
catch (Exception ex)
{
OnMessage(ex.Message);
}
}
protected Candle GetMinimumForInterval(string rateName, int interval,Candle to)
{
IList<Candle> candles = _candles[rateName].Where(item => item.OpenTime < to.OpenTime).OrderByDescending(item => item.OpenTime).Take(interval).ToList();
if (candles.Count == 0)
return null;
decimal minPrice = candles.Min(item => item.LowPrice);
return candles.Where(item => item.LowPrice == minPrice).FirstOrDefault();
}
protected Candle GetMinimumBreakout(string rateName, Candle from, decimal value)
{
IList<Candle> candles = _candles[rateName].Where(item => item.OpenTime > from.OpenTime).OrderBy(item => item.OpenTime).ToList();
foreach (Candle candle in candles)
{
if (candle.LowPrice < value)
return candle;
}
return null;
}
protected Candle GetMinimumBetween(string rateName, Candle from, Candle to)
{
IList<Candle> candles = _candles[rateName].Where(item => item.OpenTime < to.OpenTime && item.OpenTime > from.OpenTime).ToList();
if (candles.Count == 0)
return null;
decimal minPrice = candles.Min(item => item.LowPrice);
Candle minimum = candles.Where(item => item.LowPrice == minPrice).FirstOrDefault();
if (minimum.OpenTime.AddMinutes(CANDLES_INTERVAL_MINUTES) == to.OpenTime)
{
return GetMinimumBetween(rateName, from, minimum);
}
if (minimum.OpenTime.AddMinutes(-CANDLES_INTERVAL_MINUTES) == from.OpenTime)
{
return GetMinimumBetween(rateName, minimum, to);
}
return minimum;
}
protected Candle GetMaximumForInterval(string rateName, int interval, Candle to, decimal fromValue, decimal toValue)
{
IList<Candle> candles = _candles[rateName].Where(item => item.OpenTime < to.OpenTime).OrderByDescending(item => item.OpenTime).Take(interval).ToList();
if (candles.Count == 0)
return null;
decimal maxPrice = candles.Max(item => item.HighPrice);
if (maxPrice < fromValue || maxPrice > toValue)
return null;
return candles.Where(item => item.HighPrice == maxPrice).FirstOrDefault();
}
