/// <summary>
/// Processing deal queue.
/// </summary>
private void ProcessOnlineDeals()
{
while (true)
{
CDeal deal = _queue.GetElementBlocking();
//Wait till GUI frees resources.
WaitTillRecalcEnabled();
DisablePaintClusters = true;
//Call update deals
OnUpdateDeals(deal);
DisablePaintClusters = false;
//Start parallel save if need
if (IsNeedToSaveData())
{
TriggerSave();
}
}
}
private void ProcessAggrDeals()
{
//process deals
lock (_dataReciever.OutpListAggrDeals)
{
lock (_dataReciever.OutpListAggrDeals[_tickerName])
{
//get data from deal queue
while (_dataReciever.OutpListAggrDeals[_tickerName].Count != 0)
{
{
CDeal deal = new CDeal();
deal.Amount = (int)_dataReciever.OutpListAggrDeals[_tickerName][0].Amount;
deal.Price = Math.Round((double)_dataReciever.OutpListAggrDeals[_tickerName][0].Price, this.Decimals);
deal.Direction = (EnmDealDirection)_dataReciever.OutpListAggrDeals[_tickerName][0].DirDeal;
deal.DateTime = _dataReciever.OutpListAggrDeals[_tickerName][0].DtTm;
//TODO try to do with dependency property
//changed 2016_12_13
AddNewDeal(deal);
}
//note we remove it from queue after read
_dataReciever.OutpListAggrDeals[_tickerName].RemoveAt(0);
}
}
}
}
public void UpdateCluster(DateTime dt, CDeal deal)
{
lock (this)
{
CreateIfNotExists(deal.Price, dt);
this[deal.Price][dt].Update(deal);
}
}
private void UpdateClusterPriceM1(CDeal deal)
{
DateTime dtDeal = deal.DateTime;
DateTime dt = dtDeal.Date.AddHours(dtDeal.Hour).AddMinutes(dtDeal.Minute);
_clusterPriceM1.UpdateCluster(dt, deal);
}
public void Test1()
{
CClusterProcessor clusterProcessor = new CClusterProcessor("test_instrument1", "M5");
while (!clusterProcessor.IsDataLoaded)
{
Thread.Sleep(10);
}
//List <CDeal> _lstDeals = new List<CDeal>();
// _lstDeals.Add(new CDeal { Amount = 1, Price = 1000, Direction = EnmDealDirection.Sell, DateTime = new DateTime(2017, 01, 27, 10, 25, 0) });
//System.Threading.Thread.Sleep(10000);
const int _parSecTime1 = 60;//6 * 60;
const int _parSleepSec = 1;
DateTime dtBegin = DateTime.Now;
int priceInc = 1;
double minCyclePrice = 11500;
double price = minCyclePrice;
double maxCyclePrice = 11700;
while ((DateTime.Now - dtBegin).TotalSeconds < _parSecTime1)
{
price += priceInc;
if (price > maxCyclePrice)
{
price = minCyclePrice;
}
CDeal deal = new CDeal
{
Amount = 1,
DateTime = DateTime.Now,
Direction = EnmDealDirection.Sell,
Price = price
}
;
clusterProcessor.Update(deal);
//Thread.Sleep(_parSleepSec);
}
// clusterProcessor.ChangeTimeFrame(5);
Thread.Sleep(1000000);
}
/// <summary>
///Call from: OnUpdateDeals
/// </summary>
/// <param name="deal"></param>
private void UpdateNewestClusters(CDeal deal)
{
DateTime dtLast = _lstTimes[0];
lock (_lckClustersCurrent)
{
_clusterPriceCurrent.UpdateCluster(dtLast, deal);
_clusterDateCurrent.UpdateCluster(dtLast, deal);
}
}
/// <summary>
/// Call from ProcessOnlineDeals
/// </summary>
/// <param name="deal"></param>
private void OnUpdateDeals(CDeal deal)
{
_lstAllDeals.Add(deal);
//note. we change stock data to local and use it in operations
deal.DateTime = DateTime.Now; //CUtilTime.MscToLocal(deal.DateTime);
UpdateTimes();
UpdateNewestClusters(deal);
UpdateClusterPriceM1(deal);
}
private void AddNewDeal(CDeal deal)
{
const double parMaxSize = 1000;
lock (_ticks)
{
_ticks.Add(deal);
if (_ticks.Count > parMaxSize)
{
_ticks.RemoveAt(0);
}
}
RepaintDeals();
}
public List <CDeal> GetDealsList()
{
List <CDeal> lstDeals = new List <CDeal>();
lock (this)
{
foreach (KeyValuePair <double, Dictionary <DateTime, CCluster> > kvp in this)
{
double price = kvp.Key;
foreach (KeyValuePair <DateTime, CCluster> pair2 in kvp.Value)
{
CCluster cluster = pair2.Value;
if (cluster.AmountBuy > 0)
{
CDeal item = new CDeal
{
Price = kvp.Key,
DateTime = pair2.Key,
Direction = EnmDealDirection.Buy,
Amount = cluster.AmountBuy,
};
lstDeals.Add(item);
}
if (cluster.AmountSell > 0)
{
CDeal item = new CDeal
{
Price = kvp.Key,
DateTime = pair2.Key,
Direction = EnmDealDirection.Sell,
Amount = cluster.AmountSell,
};
lstDeals.Add(item);
}
}
}
}
return(lstDeals);
}
public void Update(CDeal deal)
{
AmountTotal += deal.Amount;
if (deal.Direction == EnmDealDirection.Buy)
{
AmountBuy += deal.Amount;
}
else
{
AmountSell += deal.Amount;
}
if (AmountSell > AmountBuy)
{
TotalDir = EnmDealDirection.Sell;
}
else
{
TotalDir = EnmDealDirection.Buy;
}
}
private void ProcessRowDeals()
{
lock (_dataReciever.OutpListRawDeals)
{
lock (_dataReciever.OutpListRawDeals[_tickerName])
{
while (_dataReciever.OutpListRawDeals[_tickerName].Count != 0)
{
CDeal tk = new CDeal();
tk.Amount = (int)_dataReciever.OutpListRawDeals[_tickerName][0].Amount;
tk.Price = Math.Round((double)_dataReciever.OutpListRawDeals[_tickerName][0].Price, this.Decimals);
tk.Direction = (EnmDealDirection)_dataReciever.OutpListRawDeals[_tickerName][0].DirDeal;
tk.DateTime = _dataReciever.OutpListRawDeals[_tickerName][0].DtTm;
//TODO try to do with dependency property
//_controlMarket.ControlClustersInstance.Ticks = tk;
_dataReciever.OutpListRawDeals[_tickerName].RemoveAt(0);
_clusterProcessor.Update(tk);
}
}
}
}
public void Update(CDeal deal)
{
_queue.Add(deal);
}
/// <summary>
/// Call from CClusterProcessor.UpdateNewestClusters
/// </summary>
/// <param name="dt"></param>
/// <param name="deal"></param>
public void UpdateCluster(DateTime dt, CDeal deal)
{
CreateIfNotExists(dt);
this[dt].Update(deal);
}
