private IEnumerable <(TimeSeries, Color)> GetIndicators()
{
CandleTimeSeries series = Context.Instance.HistoryCandleTimeSeries.Candles
.ToCandleTimeSeries();
return(UtilsPresenter.GetIndicators(series, view.IndicatorPeriod, view.SmoothingPeriod));
}
public Tendency Classify(DateTime day, CandleTimeSeries series)
{
AverageDirectionalMovementIndex adx = AverageDirectionalMovementIndex.Create(directionalIndexPeriod, averagePeriod);
double adxValue = adx.GetValueAt(series, day.Date);
double adxSlope = 0;
DateTime previousDay = day.Date.Subtract(TimeSpan.FromDays(1));
bool containsPreviousDayCandle = series.ContainsCandleAt(previousDay);
if (containsPreviousDayCandle)
{
double previousDayAdxValue = adx.GetValueAt(series, previousDay);
adxSlope = (adxValue - previousDayAdxValue) / 1;
}
DirectionalMovementPlus diPlus = DirectionalMovementPlus.Create();
double diPlusValue = diPlus.GetValueAt(series, day.Date);
DirectionalMovementMinus diMinus = DirectionalMovementMinus.Create();
double diMinusValue = diMinus.GetValueAt(series, day.Date);
if (adxValue >= adxMinimumValue &&
adxSlope >= 0)
{
return(diPlusValue > diMinusValue
? Tendency.Up
: Tendency.Down);
}
return(Tendency.Range);
}
private void View_LoadDataRequest()
{
CandleTimeSeries data = GetCandleTimeSeries();
IEnumerable <(TimeSeries, Color)> indicators = GetIndicators();
view.LoadData(data, indicators);
}
public PriceVariationAdxSustainedSlopeMaxProvider(CandleTimeSeries candleSeries, TimeSeries dx, TimeSeries adx, TimeSeries diPlus, TimeSeries diMinus)
{
this.candleSeries = candleSeries;
this.dx = dx;
this.adx = adx;
this.diPlus = diPlus;
this.diMinus = diMinus;
}
public Trader(IWallet wallet, IBroker broker, List <IStrategy> strategies, CandleTimeSeries series, TimeSpan workPeriod)
{
this.wallet = wallet;
this.broker = broker;
this.strategies = strategies;
this.series = series;
this.workPeriod = workPeriod;
}
public BenefitFollowingStrategyProvider(CandleTimeSeries series, TimeSeries dx, TimeSeries adx, TimeSeries diPlus, TimeSeries diMinus)
{
this.series = series;
this.dx = dx;
this.adx = adx;
this.diPlus = diPlus;
this.diMinus = diMinus;
}
public CandleQuantityAdxSustainedSlopeDataProvider(CandleTimeSeries series, TimeSeries dx, TimeSeries adx, TimeSeries diPlus, TimeSeries diMinus)
{
this.series = series;
this.dx = dx;
this.adx = adx;
this.diPlus = diPlus;
this.diMinus = diMinus;
}
private void updateLevels(CandleTimeSeries series)
{
var last = series.DataReveresed.First();
var fp = series.Data.First().ClosePrice;
var lp = last.ClosePrice;
var mp = (fp + lp) / 2f;
series.YLevels["FIRST_PRICE"].Value = fp;
series.YLevels["MID_PRICE"].Value = mp;
series.YLevels["LAST_PRICE"].Value = lp;
}
private IEnumerable <DailyClassification> DoAnalysis(IDailyClassificationMethod method)
{
CandleTimeSeries series = Context.Instance.HistoryCandleTimeSeries;
IEnumerable <DailyClassification> classifications = series.Candles
.Where(candle => candle.Start >= view.GetStartDay() &&
candle.Start <= view.GetEndDay())
.Select(candle => new DailyClassification(candle: candle,
classification: method.Classify(candle.Start.Date, series)));
return(classifications);
}
private void btnConnect_Click(object sender, EventArgs e)
{
m_Data = new CandleTimeSeries("My data", 0);
// m_Data.MaxSamples = 10;
var sd = DateTime.Now.AddSeconds(-500);
var samples = CandleSample.GenerateRandom(300,
sd,
1000,
10,
20, 8,
120.0f);
samples.ForEach( s => m_Data.Add(s) );
m_Data.Views.Register( new CandleView("Candles", 0));
m_Data.Views.Register(
new CandleMidLineView("MidLineHiLo", 1)
{
MidLineType = MidLineType.HighLow,
LineStyle = new LineStyle{ Color = Color.FromArgb(200, 255, 0,0), Width = 2}
});
m_Data.Views.Register(
new CandleMidLineView("MidLineOpCl1", 2)
{
MidLineType = MidLineType.OpenClose,
LineStyle = new LineStyle{ Color = Color.FromArgb(200, 50, 0, 200), Width = 1.5f, DashStyle = System.Drawing.Drawing2D.DashStyle.Dot}
});
m_Data.Views.Register( new CandleView("Candles2", 0, "MLPane"){ BlackWhite = true });
m_Data.Views.Register(
new CandleMidLineView("MidLineOpCl2", 1, "MLPane")
{
MidLineType = MidLineType.OpenClose,
LineStyle = new LineStyle{ Color = Color.FromArgb(200, 255, 180, 0), Width = 3f}
});
// m_Data.Views.Register( new CandleView("Avg1", 0, "Another Pane0"));
// m_Data.Views.Register( new CandleView("Avg2", 0, "Another Pane1"));
//m_Data.Views.Register( new CandleView("Avg3", 0, "Another Pane2"));
//m_Data.Views.Register( new CandleView("Avg4", 0, "Another Pane3"));
//m_Data.Views.Register( new CandleView("Avg5", 0, "Another Pane4"));
//m_Data.Views.Register( new CandleView("Avg6", 0, "Another Pane5"));
chart.Series = m_Data;
}
public static IEnumerable <(TimeSeries, Color)> GetIndicators(CandleTimeSeries series
, int indicatorPeriod
, int smoothingPeriod
, DateTime?startDate = null)
{
if (startDate == null)
{
startDate = series.Candles.Min(candle => candle.Start);
}
DirectionalIndicatorPlus diPlus =
DirectionalIndicatorPlus.Create(indicatorPeriod);
TimeSeries diPlusSeries = series.Candles
.Where((candle, index) => index > 0 &&
candle.Start >= startDate)
.Select(candle => new DateValue(candle.Start, diPlus[series, candle.Start]))
.ToTimeSeries(DiPlusIndicatorName);
yield return(diPlusSeries, Color.Blue);
DirectionalIndicatorMinus diMinus =
DirectionalIndicatorMinus.Create(indicatorPeriod);
TimeSeries diMinusSeries = series.Candles
.Where((candle, index) => index > 0 &&
candle.Start >= startDate)
.Select(candle => new DateValue(candle.Start, diMinus[series, candle.Start]))
.ToTimeSeries(DiMinusIndicatorName);
yield return(diMinusSeries, Color.Red);
DirectionalMovementIndex dx = DirectionalMovementIndex.Create(indicatorPeriod);
TimeSeries dxSeries = series.Candles
.Where((candle, index) => index > 0 &&
candle.Start >= startDate)
.Select(candle => new DateValue(candle.Start, dx[series, candle.Start]))
.ToTimeSeries(DxIndicatorName);
yield return(dxSeries, Color.DarkSlateGray);
AverageDirectionalMovementIndex adx =
AverageDirectionalMovementIndex.Create(indicatorPeriod, smoothingPeriod);
TimeSeries adxSeries = series.Candles
.Where((candle, index) => index > 0 &&
candle.Start >= startDate)
.Select(candle => new DateValue(candle.Start, adx[series, candle.Start]))
.ToTimeSeries(AdxIndicatorName);
yield return(adxSeries, Color.DarkGray);
}
private void reset()
{
m_SD = DateTime.UtcNow;
// m_stat_TotalCalls = 0;
m_Data = new CandleTimeSeries("Throughput", 0);
m_Data.Views.Register(new CandleView("Candles", 0));
//m_Data.Views.Register(
// new CandleMidLineView("MidLineHiLo", 1)
// {
// MidLineType = MidLineType.OpenClose,
// LineStyle = new LineStyle{ Color = Color.FromArgb(200, 255, 0,0), Width = 1}
// });
chart.Series = m_Data;
}
public void LoadData(CandleTimeSeries candleSeries, IEnumerable <TimeSeries> indicators)
{
Dictionary <string, TimeSeries> inds = indicators
.ToDictionary(i => i.Name);
diPlus = inds[UtilsPresenter.DiPlusIndicatorName];
diMinus = inds[UtilsPresenter.DiMinusIndicatorName];
adx = inds[UtilsPresenter.AdxIndicatorName];
dx = inds[UtilsPresenter.DxIndicatorName];
series = candleSeries;
DataTable table = GetStatistics();
view.LoadData(table);
}
private void btnConnect_Click(object sender, EventArgs e)
{
if (m_Data != null)
{
return;
}
m_Data = new CandleTimeSeries("My data", 0);
var sd = DateTime.Now.AddSeconds(-500);
var op = 120.11f;
var cp = 123.23f;
var hp = 200.92f;
var lp = 110.11f;
for (var i = 0; i < 150; i++)
{
m_Data.Add(
new CandleSample(sd)
{
OpenPrice = op,
ClosePrice = cp,
HighPrice = hp,
LowPrice = lp,
BuyVolume = 23,
SellVolume = 8
});
op += ExternalRandomGenerator.Instance.NextScaledRandomInteger(-2, +2);
cp += ExternalRandomGenerator.Instance.NextScaledRandomInteger(-2, +2);
hp += ExternalRandomGenerator.Instance.NextScaledRandomInteger(-2, +2);
lp += ExternalRandomGenerator.Instance.NextScaledRandomInteger(-2, +2);
sd = sd.AddSeconds(1);
}
m_Data.Views.Register(new CandleView("Candles", 0));
m_Data.Views.Register(new CandleView("Avg1", 0, "Another Pane0"));
m_Data.Views.Register(new CandleView("Avg2", 0, "Another Pane1"));
//m_Data.Views.Register( new CandleView("Avg3", 0, "Another Pane2"));
//m_Data.Views.Register( new CandleView("Avg4", 0, "Another Pane3"));
//m_Data.Views.Register( new CandleView("Avg5", 0, "Another Pane4"));
//m_Data.Views.Register( new CandleView("Avg6", 0, "Another Pane5"));
chart.Series = m_Data;
}
private void btnConnect_Click(object sender, EventArgs e)
{
if (m_Data!=null) return;
m_Data = new CandleTimeSeries("My data", 0);
var sd = DateTime.Now.AddSeconds(-500);
var op = 120.11f;
var cp = 123.23f;
var hp = 200.92f;
var lp = 110.11f;
for (var i=0; i<150; i++)
{
m_Data.Add(
new CandleSample( sd )
{
OpenPrice = op,
ClosePrice = cp,
HighPrice=hp,
LowPrice=lp,
BuyVolume=23,
SellVolume=8
});
op += ExternalRandomGenerator.Instance.NextScaledRandomInteger(-2, +2);
cp += ExternalRandomGenerator.Instance.NextScaledRandomInteger(-2, +2);
hp += ExternalRandomGenerator.Instance.NextScaledRandomInteger(-2, +2);
lp += ExternalRandomGenerator.Instance.NextScaledRandomInteger(-2, +2);
sd = sd.AddSeconds(1);
}
m_Data.Views.Register( new CandleView("Candles", 0));
m_Data.Views.Register( new CandleView("Avg1", 0, "Another Pane0"));
m_Data.Views.Register( new CandleView("Avg2", 0, "Another Pane1"));
//m_Data.Views.Register( new CandleView("Avg3", 0, "Another Pane2"));
//m_Data.Views.Register( new CandleView("Avg4", 0, "Another Pane3"));
//m_Data.Views.Register( new CandleView("Avg5", 0, "Another Pane4"));
//m_Data.Views.Register( new CandleView("Avg6", 0, "Another Pane5"));
chart.Series = m_Data;
}
public Tendency Classify(DateTime day, CandleTimeSeries candleSeries)
{
TimeSeries series = GetTimeSeries(candleSeries);
DateTime dayBefore = day.AddDays(-1);
double slowMaValue = series.GetExponentialMovingAverageAt(dayBefore, slowMovingAveragePeriod);
double mediumMaValue = series.GetExponentialMovingAverageAt(dayBefore, mediumMovingAveragePeriod);
double fastMaValue = series.GetExponentialMovingAverageAt(dayBefore, fastMovingAveragePeriod);
List <double> values = new List <double> {
slowMaValue, mediumMaValue, fastMaValue
};
if (values.IsSorted())
{
return(Tendency.Up);
}
return(values.IsDescendantlySorted()
? Tendency.Down
: Tendency.Range);
}
private void LoadSeriesIndicators(
AdxInputsPresenter adxInputsPresenter,
MovingAverageInputsPresenter movingAverageInputsPresenter,
SeriesIndicatorPresenter seriesPresenter)
{
if (view.SelectedDay == DateTime.MinValue)
{
return;
}
CandleTimeSeries series = Context.Instance.HistoryCandleTimeSeries.Candles
.Where(candle => candle.Start >= view.SelectedDay.Date.AddMonths(-3) &&
candle.Start <= view.SelectedDay.Date)
.ToCandleTimeSeries();
IEnumerable <(TimeSeries, Color)> indicators = UtilsPresenter.GetIndicators(
series: Context.Instance.HistoryCandleTimeSeries,
indicatorPeriod: adxInputsPresenter.GetDxPeriod(),
smoothingPeriod: adxInputsPresenter.GetMovingAveragePeriod());
TimeSeries timeSeries = series.Candles
.Select(candle => new DateValue(candle.Start, candle.Close))
.ToTimeSeries();
TimeSeries slowMovingAverage = timeSeries
.GetExponentialMovingAverage(movingAverageInputsPresenter.SlowMovingAveragePeriod)
.ToTimeSeries("Slow MA");
TimeSeries mediumMovingAverage = timeSeries
.GetExponentialMovingAverage(movingAverageInputsPresenter.MediumMovingAveragePeriod)
.ToTimeSeries("Medium MA");
TimeSeries fastMovingAverage = timeSeries
.GetExponentialMovingAverage(movingAverageInputsPresenter.FastMovingAveragePeriod)
.ToTimeSeries("Fast MA");
seriesPresenter.LoadData(
series: series,
indicators: indicators,
slowMovingAverage: slowMovingAverage,
mediumMovingAverage: mediumMovingAverage,
fastMovingAverage: fastMovingAverage
);
}
private void btnSynthCandles_Click(object sender, EventArgs e)
{
using(var fs = new LocalFileSystem())
{
var sdb = new SecDBFileReader(fs, new FileSystemSessionConnectParams(), tbSecDBFile.Text);
//var tradedata = sdb.GetAllStreamData()
// .Where( s => s is SecDBFileReader.TradeSample)
// .Cast<SecDBFileReader.TradeSample>()
// .Select( t => new CandleSample(t.TimeStamp)
// {
// OpenPrice = t.Price,
// ClosePrice = t.Price,
// HighPrice = t.Price,
// LowPrice = t.Price
// }
// );
var data = sdb.GetAllStreamData().Where(s => s is SecDBFileReader.TradeSample).SynthesizeCandles(tbSecPeriod.Text.AsUInt(),
(cs, qs, i) => {},
(cs, ts, i) => // "Beautifier function"
{
if (i==0) cs.OpenPrice = ts.Price;
cs.HighPrice = Math.Max(cs.HighPrice, ts.Price);
cs.LowPrice = cs.LowPrice!=0f ? Math.Min( cs.LowPrice , ts.Price) : ts.Price;
cs.ClosePrice = ts.Price;
if (ts.IsQty)
{
if (ts.Side==SecDBFileReader.TradeSample.SideType.Buy)
cs.BuyVolume += ts.Qty;
else
cs.SellVolume += ts.Qty;
}
}
);
m_Data = new CandleTimeSeries("Candles", 0);
m_Data.Views.Register(
new CandleView("Candle View", 1)
{
ShowYLevels = true,
ShowBalloons = true
});
//m_Data.Views.Register(
// new CandleMidLineView("MidLineHiLo", 1)
// {
// MidLineType = MidLineType.HighLow,
// LineStyle = new LineStyle{ Color = Color.FromArgb(200, 255, 0,0), Width = 2}
// });
m_Data.Views.Register( new CandleBuySellView("BuySell", 2){} );
data.ForEach( s => m_Data.Add( s ));
m_Data.YLevels.Register( new TimeSeries.YLevel("Lo", 0){Value = m_Data.Data.Min(cs=>cs.ClosePrice), AffectsScale = true, HLineStyle = new LineStyle{Color=Color.Red, Width =2}});
m_Data.YLevels.Register( new TimeSeries.YLevel("Hi", 0){Value = m_Data.Data.Max(cs=>cs.ClosePrice), AffectsScale = true, HLineStyle = new LineStyle{Color=Color.Blue, Width =2}});
chart.Series = m_Data;
}
}
public CandleQuantityProvider(CandleTimeSeries series)
{
this.series = series;
}
private void btnLoadSecDB_Click(object sender, EventArgs e)
{
using(var fs = new LocalFileSystem())
{
var sdb = new SecDBFileReader(fs, new FileSystemSessionConnectParams(), tbSecDBFile.Text);
Text = "Exchange: {0}, Origin time: {1}, {2}".Args(sdb.SystemHeader.Exchange,
sdb.SystemHeader.Date+sdb.SystemHeader.OriginLocalTimeOffset,
sdb.SystemHeader.OriginLocalTimeName);
MessageBox.Show( sdb.Headers.ToJSON() );
m_Data = new CandleTimeSeries("From file", 0);
m_Data.YLevels.Register( new TimeSeries.YLevel("LAST_PRICE", 0){Value = 0f});//, HLineStyle = new LineStyle{Color=Color.Red}});
m_Data.Views.Register( new CandleView("Candles", 0){ ShowYLevels = true, ShowBalloons = true } );
m_Data.Views.Register( new CandleBuySellView("BuySell", 0){} );
m_Data.Views.Register(
new CandleMidLineView("MidLineHiLo", 1)
{
MidLineType = MidLineType.HighLow,
LineStyle = new LineStyle{ Color = Color.FromArgb(200, 255, 0,0), Width = 2}
});
m_Data.Views.Register(
new CandleMidLineView("MidLineOpCl1", 2)
{
MidLineType = MidLineType.OpenClose,
LineStyle = new LineStyle{ Color = Color.FromArgb(200, 50, 0, 200), Width = 1.5f, DashStyle = System.Drawing.Drawing2D.DashStyle.Dot}
});
m_Data.MaxSamples = 100000;
var data = sdb.GetCandleDataAsCandleSamples( sdb.CandlesMetadata.Resolutions.Min() );
data.ForEach( s => m_Data.Add( s ));
m_Data.YLevels["LAST_PRICE"].Value = m_Data.DataReveresed.First().ClosePrice;
m_Data.YLevels.Register( new TimeSeries.YLevel("Lo", 0){Value = m_Data.Data.Min(cs=>cs.LowPrice), AffectsScale = false, HLineStyle = new LineStyle{Color=Color.Red, Width =2}});
m_Data.YLevels.Register( new TimeSeries.YLevel("Hi", 0){Value = m_Data.Data.Max(cs=>cs.HighPrice), AffectsScale = false, HLineStyle = new LineStyle{Color=Color.Blue, Width =2}});
m_Data.Views.Register( new CandleView("Candles2", 0, "MLPane"){ BlackWhite = true, ShowBalloons = true});
m_Data.Views.Register(
new CandleMidLineView("MidLineOpCl2", 1, "MLPane")
{
MidLineType = MidLineType.OpenClose,
ShowYLevels = true,
LineStyle = new LineStyle{ Color = Color.FromArgb(200, 255, 180, 0), Width = 3f}
});
chart.Series = m_Data;
//chart.NotifySeriesChange();
}
}
private void loadData()
{
if (m_SecDBFile==null)
{
chart.Series = null;
return;
}
var series = new CandleTimeSeries("Candles", 0);
m_OriginalDataFromFile = m_SecDBFile.GetAllStreamData()
.SynthesizeCandles(m_SecResolution)
.ToArray();
m_OriginalDataFromFile.ForEach( s => series.Add( s ));
series.Views.Register(
new CandleView("Candles", 1)
{
ShowYLevels = true,
ShowBalloons = true
});
series.Views.Register( new CandleBuySellView("Volume", 2)
{
Visible = chkVolumes.Checked,
Kind = getVolumeKind()
} );
series.Views.Register(
new CandleMidLineView("MidLine", 3)
{
MidLineType = MidLineType.HighLow,
LineStyle = new LineStyle{ Color = Color.FromArgb(200, 255, 0,0), Width = 2},
Visible = chkMidLines.Checked
});
series.YLevels.Register(
new TimeSeries.YLevel("FIRST_PRICE", 1)
{
Visible = chkMidLevels.Checked,
HLineStyle = new LineStyle{ Color = Color.FromArgb(255, 20, 10), DashStyle = System.Drawing.Drawing2D.DashStyle.Dash}
});
series.YLevels.Register(
new TimeSeries.YLevel("MID_PRICE", 2)
{
Visible = chkMidLevels.Checked,
HLineStyle = new LineStyle{ Color = Color.FromArgb(0, 180, 80), DashStyle = System.Drawing.Drawing2D.DashStyle.Dot}
});
series.YLevels.Register(
new TimeSeries.YLevel("LAST_PRICE", 3)
{
Value = series.DataReveresed.First().ClosePrice,
HLineStyle = new LineStyle{ Color = Color.FromArgb(120, 40, 255), DashStyle = System.Drawing.Drawing2D.DashStyle.Dash}
});
updateLevels(series);
chart.Series = series;
}
public CandleBodyStandardDeviationProvider(CandleTimeSeries series)
{
this.series = series;
}
private void btnSynthCandles_Click(object sender, EventArgs e)
{
using (var fs = new LocalFileSystem())
{
var sdb = new SecDBFileReader(fs, new FileSystemSessionConnectParams(), tbSecDBFile.Text);
//var tradedata = sdb.GetAllStreamData()
// .Where( s => s is SecDBFileReader.TradeSample)
// .Cast<SecDBFileReader.TradeSample>()
// .Select( t => new CandleSample(t.TimeStamp)
// {
// OpenPrice = t.Price,
// ClosePrice = t.Price,
// HighPrice = t.Price,
// LowPrice = t.Price
// }
// );
var data = sdb.GetAllStreamData().Where(s => s is SecDBFileReader.TradeSample).SynthesizeCandles(tbSecPeriod.Text.AsUInt(),
(cs, qs, i) => {},
(cs, ts, i) => // "Beautifier function"
{
if (i == 0)
{
cs.OpenPrice = ts.Price;
}
cs.HighPrice = Math.Max(cs.HighPrice, ts.Price);
cs.LowPrice = cs.LowPrice != 0f ? Math.Min(cs.LowPrice, ts.Price) : ts.Price;
cs.ClosePrice = ts.Price;
if (ts.IsQty)
{
if (ts.Side == SecDBFileReader.TradeSample.SideType.Buy)
{
cs.BuyVolume += ts.Qty;
}
else
{
cs.SellVolume += ts.Qty;
}
}
}
);
m_Data = new CandleTimeSeries("Candles", 0);
m_Data.Views.Register(
new CandleView("Candle View", 1)
{
ShowYLevels = true,
ShowBalloons = true
});
//m_Data.Views.Register(
// new CandleMidLineView("MidLineHiLo", 1)
// {
// MidLineType = MidLineType.HighLow,
// LineStyle = new LineStyle{ Color = Color.FromArgb(200, 255, 0,0), Width = 2}
// });
m_Data.Views.Register(new CandleBuySellView("BuySell", 2)
{
});
data.ForEach(s => m_Data.Add(s));
m_Data.YLevels.Register(new TimeSeries.YLevel("Lo", 0)
{
Value = m_Data.Data.Min(cs => cs.ClosePrice), AffectsScale = true, HLineStyle = new LineStyle {
Color = Color.Red, Width = 2
}
});
m_Data.YLevels.Register(new TimeSeries.YLevel("Hi", 0)
{
Value = m_Data.Data.Max(cs => cs.ClosePrice), AffectsScale = true, HLineStyle = new LineStyle {
Color = Color.Blue, Width = 2
}
});
chart.Series = m_Data;
}
}
public CandleBodyAverageProvider(CandleTimeSeries s)
{
series = s;
}
public ITransaction GetTradeInfo(CandleTimeSeries series, DateTime date)
{
return(f(series, date));
}
private TimeSeries GetTimeSeries(CandleTimeSeries series) => series.Candles .Select(candle => new DateValue(candle.Start, candle.Close)) .ToTimeSeries();
public CandleBodyDataProvider(CandleTimeSeries series)
{
this.series = series;
}
public double this[CandleTimeSeries series, DateTime date] => GetValueAt(series, date);
public double GetValueAt(CandleTimeSeries series, DateTime date)
{
return f(series, date);
}
public void LoadData(
CandleTimeSeries series,
IEnumerable <(TimeSeries, Color)> indicators,
private void updateLevels(CandleTimeSeries series)
{
var last = series.DataReveresed.First();
var fp = series.Data.First().ClosePrice;
var lp = last.ClosePrice;
var mp = (fp + lp) / 2f;
series.YLevels["FIRST_PRICE"].Value = fp;
series.YLevels["MID_PRICE"].Value = mp;
series.YLevels["LAST_PRICE"].Value = lp;
}
private void btnLoadSecDB_Click(object sender, EventArgs e)
{
using (var fs = new LocalFileSystem())
{
var sdb = new SecDBFileReader(fs, new FileSystemSessionConnectParams(), tbSecDBFile.Text);
Text = "Exchange: {0}, Origin time: {1}, {2}".Args(sdb.SystemHeader.Exchange,
sdb.SystemHeader.Date + sdb.SystemHeader.OriginLocalTimeOffset,
sdb.SystemHeader.OriginLocalTimeName);
MessageBox.Show(sdb.Headers.ToJSON());
m_Data = new CandleTimeSeries("From file", 0);
m_Data.YLevels.Register(new TimeSeries.YLevel("LAST_PRICE", 0)
{
Value = 0f
}); //, HLineStyle = new LineStyle{Color=Color.Red}});
m_Data.Views.Register(new CandleView("Candles", 0)
{
ShowYLevels = true, ShowBalloons = true
});
m_Data.Views.Register(new CandleBuySellView("BuySell", 0)
{
});
m_Data.Views.Register(
new CandleMidLineView("MidLineHiLo", 1)
{
MidLineType = MidLineType.HighLow,
LineStyle = new LineStyle {
Color = Color.FromArgb(200, 255, 0, 0), Width = 2
}
});
m_Data.Views.Register(
new CandleMidLineView("MidLineOpCl1", 2)
{
MidLineType = MidLineType.OpenClose,
LineStyle = new LineStyle {
Color = Color.FromArgb(200, 50, 0, 200), Width = 1.5f, DashStyle = System.Drawing.Drawing2D.DashStyle.Dot
}
});
m_Data.MaxSamples = 100000;
var data = sdb.GetCandleDataAsCandleSamples(sdb.CandlesMetadata.Resolutions.Min());
data.ForEach(s => m_Data.Add(s));
m_Data.YLevels["LAST_PRICE"].Value = m_Data.DataReveresed.First().ClosePrice;
m_Data.YLevels.Register(new TimeSeries.YLevel("Lo", 0)
{
Value = m_Data.Data.Min(cs => cs.LowPrice), AffectsScale = false, HLineStyle = new LineStyle {
Color = Color.Red, Width = 2
}
});
m_Data.YLevels.Register(new TimeSeries.YLevel("Hi", 0)
{
Value = m_Data.Data.Max(cs => cs.HighPrice), AffectsScale = false, HLineStyle = new LineStyle {
Color = Color.Blue, Width = 2
}
});
m_Data.Views.Register(new CandleView("Candles2", 0, "MLPane")
{
BlackWhite = true, ShowBalloons = true
});
m_Data.Views.Register(
new CandleMidLineView("MidLineOpCl2", 1, "MLPane")
{
MidLineType = MidLineType.OpenClose,
ShowYLevels = true,
LineStyle = new LineStyle {
Color = Color.FromArgb(200, 255, 180, 0), Width = 3f
}
});
chart.Series = m_Data;
//chart.NotifySeriesChange();
}
}
private IEnumerable<CandleSample> getDataPerScroll(CandleTimeSeries cdata)
{
return cdata.Data;//todo SKIP depending on scroll bar position
}
private void btnConnect_Click(object sender, EventArgs e)
{
m_Data = new CandleTimeSeries("My data", 0);
// m_Data.MaxSamples = 10;
var sd = DateTime.Now.AddSeconds(-500);
var samples = CandleSample.GenerateRandom(300,
sd,
1000,
10,
20, 8,
120.0f);
samples.ForEach(s => m_Data.Add(s));
m_Data.Views.Register(new CandleView("Candles", 0));
m_Data.Views.Register(
new CandleMidLineView("MidLineHiLo", 1)
{
MidLineType = MidLineType.HighLow,
LineStyle = new LineStyle {
Color = Color.FromArgb(200, 255, 0, 0), Width = 2
}
});
m_Data.Views.Register(
new CandleMidLineView("MidLineOpCl1", 2)
{
MidLineType = MidLineType.OpenClose,
LineStyle = new LineStyle {
Color = Color.FromArgb(200, 50, 0, 200), Width = 1.5f, DashStyle = System.Drawing.Drawing2D.DashStyle.Dot
}
});
m_Data.Views.Register(new CandleView("Candles2", 0, "MLPane")
{
BlackWhite = true
});
m_Data.Views.Register(
new CandleMidLineView("MidLineOpCl2", 1, "MLPane")
{
MidLineType = MidLineType.OpenClose,
LineStyle = new LineStyle {
Color = Color.FromArgb(200, 255, 180, 0), Width = 3f
}
});
// m_Data.Views.Register( new CandleView("Avg1", 0, "Another Pane0"));
// m_Data.Views.Register( new CandleView("Avg2", 0, "Another Pane1"));
//m_Data.Views.Register( new CandleView("Avg3", 0, "Another Pane2"));
//m_Data.Views.Register( new CandleView("Avg4", 0, "Another Pane3"));
//m_Data.Views.Register( new CandleView("Avg5", 0, "Another Pane4"));
//m_Data.Views.Register( new CandleView("Avg6", 0, "Another Pane5"));
chart.Series = m_Data;
}
public static double GetPriceVariation(List <DateTime> g, CandleTimeSeries series, bool upTendency = true) => upTendency
? series[g.Max(date => date)].Close - series[g.Min(date => date)].Close
: series[g.Max(date => date)].Close - series[g.Min(date => date)].Close;
private void loadData()
{
if (m_SecDBFile == null)
{
chart.Series = null;
return;
}
var series = new CandleTimeSeries("Candles", 0);
m_OriginalDataFromFile = m_SecDBFile.GetAllStreamData()
.SynthesizeCandles(m_SecResolution)
.ToArray();
m_OriginalDataFromFile.ForEach(s => series.Add(s));
series.Views.Register(
new CandleView("Candles", 1)
{
ShowYLevels = true,
ShowBalloons = true
});
series.Views.Register(new CandleBuySellView("Volume", 2)
{
Visible = chkVolumes.Checked,
Kind = getVolumeKind()
});
series.Views.Register(
new CandleMidLineView("MidLine", 3)
{
MidLineType = MidLineType.HighLow,
LineStyle = new LineStyle {
Color = Color.FromArgb(200, 255, 0, 0), Width = 2
},
Visible = chkMidLines.Checked
});
series.YLevels.Register(
new TimeSeries.YLevel("FIRST_PRICE", 1)
{
Visible = chkMidLevels.Checked,
HLineStyle = new LineStyle {
Color = Color.FromArgb(255, 20, 10), DashStyle = System.Drawing.Drawing2D.DashStyle.Dash
}
});
series.YLevels.Register(
new TimeSeries.YLevel("MID_PRICE", 2)
{
Visible = chkMidLevels.Checked,
HLineStyle = new LineStyle {
Color = Color.FromArgb(0, 180, 80), DashStyle = System.Drawing.Drawing2D.DashStyle.Dot
}
});
series.YLevels.Register(
new TimeSeries.YLevel("LAST_PRICE", 3)
{
Value = series.DataReveresed.First().ClosePrice,
HLineStyle = new LineStyle {
Color = Color.FromArgb(120, 40, 255), DashStyle = System.Drawing.Drawing2D.DashStyle.Dash
}
});
updateLevels(series);
chart.Series = series;
}
public CandleRangeDataProvider(CandleTimeSeries series)
{
this.series = series;
}
