/// <summary>
/// Unregister candles builder.
/// </summary>
/// <param name="builder">Candles builder.</param>
public void UnRegister(ICandleBuilder builder)
{
if (builder == null)
{
throw new ArgumentNullException(nameof(builder));
}
_builders.Remove(builder.CandleType);
}
/// <summary>
/// Register candles builder.
/// </summary>
/// <param name="builder">Candles builder.</param>
public void Register(ICandleBuilder builder)
{
if (builder == null)
{
throw new ArgumentNullException(nameof(builder));
}
_builders.Add(builder.CandleType, builder);
}
public CandleMessageEnumerator(MarketDataMessage mdMsg, bool onlyFormed, IEnumerable <Message> messages, ICandleBuilderValueTransform transform)
{
_mdMsg = mdMsg;
_onlyFormed = onlyFormed;
_transform = transform;
_messages = messages;
_messagesEnumerator = _messages.GetEnumerator();
_candleBuilder = mdMsg.DataType.CreateCandleBuilder();
}
public CandleMessageEnumerator(MarketDataMessage mdMsg, bool onlyFormed, IEnumerable <Message> messages, ICandleBuilderValueTransform transform)
{
_mdMsg = mdMsg;
_onlyFormed = onlyFormed;
_transform = transform;
_messages = messages;
_messagesEnumerator = _messages.GetEnumerator();
switch (mdMsg.DataType)
{
case MarketDataTypes.CandleTimeFrame:
_candleBuilder = new TimeFrameCandleBuilder();
break;
case MarketDataTypes.CandleTick:
_candleBuilder = new TickCandleBuilder();
break;
case MarketDataTypes.CandleVolume:
_candleBuilder = new VolumeCandleBuilder();
break;
case MarketDataTypes.CandleRange:
_candleBuilder = new RangeCandleBuilder();
break;
case MarketDataTypes.CandlePnF:
_candleBuilder = new PnFCandleBuilder();
break;
case MarketDataTypes.CandleRenko:
_candleBuilder = new RenkoCandleBuilder();
break;
default:
throw new ArgumentOutOfRangeException();
}
}
private void LoadData(CandleSeries series)
{
var msgType = series.CandleType.ToCandleMessageType();
_transactionId = _transactionIdGenerator.GetNextId();
_holder.Clear();
_holder.CreateCandleSeries(_transactionId, series);
_candleTransform.Process(new ResetMessage());
_candleBuilder = _builderProvider.Get(msgType.ToCandleMarketDataType());
var storage = new StorageRegistry();
BusyIndicator.IsBusy = true;
var path = HistoryPath.Folder;
var isBuild = BuildFromTicks.IsChecked == true;
var format = Format.SelectedFormat;
var maxDays = (isBuild || series.CandleType != typeof(TimeFrameCandle))
? 2
: 30 * (int)((TimeSpan)series.Arg).TotalMinutes;
_mdMsg = series.ToMarketDataMessage(true);
Task.Factory.StartNew(() =>
{
var date = DateTime.MinValue;
if (isBuild)
{
foreach (var tick in storage.GetTickMessageStorage(series.Security, new LocalMarketDataDrive(path), format).Load())
{
_tradeGenerator.Process(tick);
if (_candleTransform.Process(tick))
{
var candles = _candleBuilder.Process(_mdMsg, _currCandle, _candleTransform);
foreach (var candle in candles)
{
_currCandle = candle;
_updatedCandles.Add((CandleMessage)candle.Clone());
}
}
_lastTime = tick.ServerTime;
if (date != tick.ServerTime.Date)
{
date = tick.ServerTime.Date;
var str = date.To <string>();
this.GuiAsync(() => BusyIndicator.BusyContent = str);
maxDays--;
if (maxDays == 0)
{
break;
}
}
}
}
else
{
foreach (var candleMsg in storage.GetCandleMessageStorage(msgType, series.Security, series.Arg, new LocalMarketDataDrive(path), format).Load())
{
if (candleMsg.State != CandleStates.Finished)
{
candleMsg.State = CandleStates.Finished;
}
_currCandle = candleMsg;
_updatedCandles.Add(candleMsg);
_lastTime = candleMsg.OpenTime;
if (candleMsg is TimeFrameCandleMessage)
{
_lastTime += (TimeSpan)series.Arg;
}
_tradeGenerator.Process(new ExecutionMessage
{
ExecutionType = ExecutionTypes.Tick,
SecurityId = series.Security.ToSecurityId(),
ServerTime = _lastTime,
TradePrice = candleMsg.ClosePrice,
});
if (date != candleMsg.OpenTime.Date)
{
date = candleMsg.OpenTime.Date;
var str = date.To <string>();
this.GuiAsync(() => BusyIndicator.BusyContent = str);
maxDays--;
if (maxDays == 0)
{
break;
}
}
}
}
_historyLoaded = true;
})
.ContinueWith(t =>
{
if (t.Exception != null)
{
Error(t.Exception.Message);
}
BusyIndicator.IsBusy = false;
Chart.IsAutoRange = false;
ModifyAnnotationBtn.IsEnabled = true;
NewAnnotationBtn.IsEnabled = true;
}, TaskScheduler.FromCurrentSynchronizationContext());
}
/// <summary>
/// Initializes a new instance of the <see cref="BiggerTimeFrameCandleCompressor"/>.
/// </summary>
/// <param name="message">Market-data message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case).</param>
/// <param name="builder">The builder of candles of <see cref="TimeFrameCandleMessage"/> type.</param>
public BiggerTimeFrameCandleCompressor(MarketDataMessage message, ICandleBuilder builder)
{
Message = message ?? throw new ArgumentNullException(nameof(message));
_transform = new PartCandleBuilderValueTransform();
_builder = builder ?? throw new ArgumentNullException(nameof(builder));
}
/// <summary>
/// Initializes a new instance of the <see cref="BiggerTimeFrameCandleCompressor"/>.
/// </summary>
/// <param name="subscription">Market-data message (uses as a subscribe/unsubscribe in outgoing case, confirmation event in incoming case).</param>
/// <param name="builder">The builder of candles of <see cref="TimeFrameCandleMessage"/> type.</param>
public BiggerTimeFrameCandleCompressor(MarketDataMessage subscription, ICandleBuilder builder)
{
_subscription = subscription ?? throw new ArgumentNullException(nameof(subscription));
_transform = new PartCandleBuilderValueTransform();
_builder = builder ?? throw new ArgumentNullException(nameof(builder));
}
private void LoadData(CandleSeries series)
{
_currCandle = null;
_historyLoaded = false;
_allCandles.Clear();
_candleTransform.Process(new ResetMessage());
_candleBuilder = series.CandleType.ToCandleMessageType().ToCandleMarketDataType().CreateCandleBuilder();
Chart.Reset(new IChartElement[] { _candleElement });
var storage = new StorageRegistry();
BusyIndicator.IsBusy = true;
var path = HistoryPath.Folder;
var isBuild = BuildFromTicks.IsChecked == true;
var format = Format.SelectedFormat;
var maxDays = (isBuild || series.CandleType != typeof(TimeFrameCandle))
? 5
: 30 * (int)((TimeSpan)series.Arg).TotalMinutes;
_mdMsg = series.ToMarketDataMessage(true);
Task.Factory.StartNew(() =>
{
var date = DateTime.MinValue;
if (isBuild)
{
foreach (var tick in storage.GetTickMessageStorage(series.Security, new LocalMarketDataDrive(path), format).Load())
{
_tradeGenerator.Process(tick);
if (_candleTransform.Process(tick))
{
var candles = _candleBuilder.Process(_mdMsg, _currCandle, _candleTransform);
lock (_lock)
{
foreach (var candle in candles)
{
_currCandle = candle;
_updatedCandles[candle.OpenTime] = Tuple.Create(candle, candle.State == CandleStates.Finished);
}
}
}
_lastTime = tick.ServerTime;
if (date != tick.ServerTime.Date)
{
date = tick.ServerTime.Date;
var str = date.To <string>();
this.GuiAsync(() => BusyIndicator.BusyContent = str);
maxDays--;
if (maxDays == 0)
{
break;
}
}
}
}
else
{
foreach (var candleMsg in storage.GetCandleMessageStorage(series.CandleType.ToCandleMessageType(), series.Security, series.Arg, new LocalMarketDataDrive(path), format).Load())
{
lock (_updatedCandles.SyncRoot)
{
_currCandle = candleMsg;
_updatedCandles[candleMsg.OpenTime] = Tuple.Create(candleMsg, true);
}
_lastTime = candleMsg.OpenTime;
if (candleMsg is TimeFrameCandleMessage)
{
_lastTime += (TimeSpan)series.Arg;
}
_tradeGenerator.Process(new ExecutionMessage
{
ExecutionType = ExecutionTypes.Tick,
SecurityId = series.Security.ToSecurityId(),
ServerTime = _lastTime,
TradePrice = candleMsg.ClosePrice,
});
if (date != candleMsg.OpenTime.Date)
{
date = candleMsg.OpenTime.Date;
var str = date.To <string>();
this.GuiAsync(() => BusyIndicator.BusyContent = str);
maxDays--;
if (maxDays == 0)
{
break;
}
}
}
}
_historyLoaded = true;
})
.ContinueWith(t =>
{
if (t.Exception != null)
{
Error(t.Exception.Message);
}
this.GuiAsync(() =>
{
BusyIndicator.IsBusy = false;
Chart.IsAutoRange = false;
//_areaComb.YAxises.First().AutoRange = false;
});
}, TaskScheduler.FromCurrentSynchronizationContext());
}
