public void Execute() { _session.InitializeSession(); Console.WriteLine("Prepping strategy data..."); PrepDataForStrategies(); Console.WriteLine("Done."); while (true) { if (!_session.LoggedIn) { _session.InitializeSession(); } try { List <Tick> ticks = new List <Tick>(); foreach (Symbol s in _symbolList) { OrderPlacementEngine.OrderObject ob = _opEngine.prepareParamsFromLoginRules(s.SymbolString); Tick t = new Tick(); } foreach (var strat in _strategies) { strat.OnTick(ticks.ToArray()); } } catch (Exception e) { Console.WriteLine(e.Message); } //Sleep specified minutes Console.WriteLine(DateTime.Now + ":Sleeping..."); Thread.Sleep(Timeframe.TimeframeToMinutes(TradeTimeframe) * 60 * 1000); } return; }
public void LoadData() { FXSession session = new FXSession(); session.InitializeSession(); foreach (string s in sList) { HistoricPriceEngine h = new HistoricPriceEngine(session); h.GetLongHistoricPrices(symbol, s, ticks); while(!h.Complete) Thread.Sleep(100); mData.Add(h.Data); } }
public static Quantum QuantumFromLiveData(string symbol, string timeframe, int ticks) { FXSession session = new FXSession(); session.InitializeSession(); HistoricPriceEngine h = new HistoricPriceEngine(session); h.GetLongHistoricPrices(symbol, timeframe, ticks); while (!h.Complete) { Thread.Sleep(100); } return(h.Data); }
public void LoadData() { FXSession session = new FXSession(); session.InitializeSession(); foreach (string s in sList) { HistoricPriceEngine h = new HistoricPriceEngine(session); h.GetLongHistoricPrices(symbol, s, ticks); while (!h.Complete) { Thread.Sleep(100); } mData.Add(h.Data); } }
public void LoadDataLive(string symbol, string timeframe, int ticks) { var session = new FXSession(); session.InitializeSession(); while (!session.LoggedIn) { Thread.Sleep(100); } var price = new HistoricPriceEngine(session); price.GetLongHistoricPrices(symbol, timeframe, ticks); while (!price.Complete) { Thread.Sleep(100); } _dataSet.Add(price.Data); session.EndSession(); }
public static void TestChannelLive(this AbstractChannel ind, string symbol, string timeframe, int length) { //------------grab data FXSession session = new FXSession(); session.InitializeSession(); while (!session.LoggedIn) { Thread.Sleep(100); } HistoricPriceEngine h = new HistoricPriceEngine(session); h.GetLongHistoricPrices(symbol, timeframe, length); while (!h.Complete) { Thread.Sleep(100); } //----------------------- var highList = new List <double>(); var medList = new List <double>(); var lowList = new List <double>(); var dataList = new List <double>(); var dateTimeList = new SortedList <DateTime, int>(); Quantum q = h.Data; int count = 0; foreach (Tick t in q) { try{ ind.HandleNextTick(t); highList.Add(ind.HI(0)); medList.Add(ind.MID(0)); lowList.Add(ind.LOW(0)); dataList.Add(t.BidClose); dateTimeList.Add(t.Time, 1); } catch (Exception e) { e.printStackTrace(); } if (count++ > length) { break; } } var dz = new DenseMatrix(4, medList.Count); dz.SetRow(0, new DenseVector(dataList.ToArray())); dz.SetRow(1, new DenseVector(highList.ToArray())); dz.SetRow(2, new DenseVector(medList.ToArray())); dz.SetRow(3, new DenseVector(lowList.ToArray())); Visualize.GenerateMultiPaneGraph(new[] { "data", "high", ind.ToString(), "low" }, dateTimeList.Keys.ToArray(), dz, QSConstants.DEFAULT_DATA_FILEPATH + @"results.html" , new ChartOption[] { new ChartOption() { Height = 500 }, new ChartOption() { Height = 0, Layover = true, YPosition = 0 }, new ChartOption() { Height = 0, Layover = true, YPosition = 0 }, new ChartOption() { Height = 0, Layover = true, YPosition = 0 } }); Console.WriteLine("Done Generating Graph for " + ind.ToString()); }
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()); }
public static void TestChannelLive(this AbstractChannel ind, string symbol, string timeframe, int length) { //------------grab data FXSession session = new FXSession(); session.InitializeSession(); while (!session.LoggedIn) { Thread.Sleep(100); } HistoricPriceEngine h = new HistoricPriceEngine(session); h.GetLongHistoricPrices(symbol, timeframe, length); while (!h.Complete) { Thread.Sleep(100); } //----------------------- var highList = new List<double>(); var medList = new List<double>(); var lowList = new List<double>(); var dataList = new List<double>(); var dateTimeList = new SortedList<DateTime, int>(); Quantum q = h.Data; int count = 0; foreach (Tick t in q) { try{ ind.HandleNextTick(t); highList.Add(ind.HI(0)); medList.Add(ind.MID(0)); lowList.Add(ind.LOW(0)); dataList.Add(t.BidClose); dateTimeList.Add(t.Time, 1); } catch (Exception e) { e.printStackTrace(); } if (count++ > length) break; } var dz = new DenseMatrix(4, medList.Count); dz.SetRow(0, new DenseVector(dataList.ToArray())); dz.SetRow(1, new DenseVector(highList.ToArray())); dz.SetRow(2, new DenseVector(medList.ToArray())); dz.SetRow(3, new DenseVector(lowList.ToArray())); Visualize.GenerateMultiPaneGraph(new[] { "data", "high", ind.ToString(), "low" }, dateTimeList.Keys.ToArray(), dz, QSConstants.DEFAULT_DATA_FILEPATH + @"results.html" , new ChartOption[] { new ChartOption(){Height = 500}, new ChartOption(){Height = 0, Layover = true, YPosition = 0}, new ChartOption(){Height = 0, Layover = true, YPosition = 0}, new ChartOption(){Height = 0, Layover = true, YPosition = 0} }); Console.WriteLine("Done Generating Graph for " + ind.ToString()); }
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()); }