예제 #1
0
        public static void TestGraph(this AbstractIndicator ind, string filename, int length)
        {
            Quantum q = Quantum.ExcelToQuantum(filename, "symbol", 0);

            var           dz    = new DenseMatrix(4 + 1 + ind.SubIndicatorSize, q.Data.Count);
            List <string> names = new List <string>();

            names.Add("symbol");
            names.Add(ind.ToString());
            foreach (var indicator in ind.SubIndicators)
            {
                names.Add(indicator.Key);
            }

            //chartoptions
            ChartOption[] chartOptions = new ChartOption[names.Count];
            chartOptions[0] = new ChartOption()
            {
                Height = 400, YPosition = 0
            };
            chartOptions[1] = new ChartOption()
            {
                Height = 200, YPosition = 1
            };
            for (int i = 2; i < chartOptions.Length; i++)
            {
                chartOptions[i] = new ChartOption()
                {
                    Height = 0, YPosition = 1, Layover = true
                }
            }
            ;

            int counter = 0;

            foreach (Tick tick in q)
            {
                dz[0, counter] = tick.BidOpen;
                dz[1, counter] = tick.BidHigh;
                dz[2, counter] = tick.BidLow;
                dz[3, counter] = tick.BidClose;

                dz[4, counter] = ind.HandleNextTick(tick);

                int icounter = 5;
                foreach (var subind in ind.SubIndicators.Values)
                {
                    dz[icounter, counter] = subind[0];
                    icounter++;
                }

                counter++;
            }


            Visualize.GenerateMultiPaneGraph(names.ToArray(), q.Data.Keys.ToArray(), dz, QSConstants.DEFAULT_DATA_FILEPATH + @"results.html",
                                             chartOptions);

            Console.WriteLine("Done Generating Graph for " + ind.ToString());
        }
예제 #2
0
        public static void TestGraphLive(this AbstractIndicator ind, string timeframe, string symbol, int length)
        {
            //------------grab data
            FXSession session = new FXSession();

            session.InitializeSession();

            HistoricPriceEngine h = new HistoricPriceEngine(session);

            h.GetLongHistoricPrices(symbol, timeframe, length);

            while (!h.Complete)
            {
                Thread.Sleep(100);
            }
            //-----------------------

            Quantum       q     = h.Data;
            var           dz    = new DenseMatrix(4 + 1 + ind.SubIndicatorSize, q.Data.Count);
            List <string> names = new List <string>();

            names.Add("symbol");
            names.Add(ind.ToString());
            foreach (var indicator in ind.SubIndicators)
            {
                names.Add(indicator.Key);
            }

            //chartoptions
            ChartOption[] chartOptions = new ChartOption[names.Count];
            chartOptions[0] = new ChartOption()
            {
                Height = 400, YPosition = 0
            };
            chartOptions[1] = new ChartOption()
            {
                Height = 200, YPosition = 1
            };
            for (int i = 2; i < chartOptions.Length; i++)
            {
                chartOptions[i] = new ChartOption()
                {
                    Height = 0, YPosition = 1, Layover = true
                }
            }
            ;

            int counter = 0;

            foreach (Tick tick in q)
            {
                dz[0, counter] = tick.BidOpen;
                dz[1, counter] = tick.BidHigh;
                dz[2, counter] = tick.BidLow;
                dz[3, counter] = tick.BidClose;

                dz[4, counter] = ind.HandleNextTick(tick);

                int icounter = 5;
                foreach (var subind in ind.SubIndicators.Values)
                {
                    dz[icounter, counter] = subind[0];
                    icounter++;
                }

                counter++;
            }


            Visualize.GenerateMultiPaneGraph(names.ToArray(), q.Data.Keys.ToArray(), dz, QSConstants.DEFAULT_DATA_FILEPATH + @"results.html",
                                             chartOptions);

            Console.WriteLine("Done Generating Graph for " + ind.ToString());
        }