public TickerTradeHistoryInfo DownloadItem(string baseCurrency, string marketCurrency)
{
SimulationStrategyDataProvider provider = new SimulationStrategyDataProvider();
Ticker ticker = Exchange.Tickers.FirstOrDefault(t => t.BaseCurrency == baseCurrency && t.MarketCurrency == marketCurrency);
return(DownloadItem(ticker));
}
public StrategyOptimizationManager(StrategyBase strategy)
{
Strategy = strategy;
DataProvider = new SimulationStrategyDataProvider();
Manager = new StrategiesManager(DataProvider);
Manager.Strategies.Add(Strategy);
Strategy.Manager = Manager;
Strategy.OptimizationMode = true;
Strategy.OptimizationParametersInitialized = false;
Strategy.InitializeParametersToOptimize();
Strategy.DemoMode = true;
}
public TickerTradeHistoryInfo DownloadItem(Ticker ticker)
{
SimulationStrategyDataProvider provider = new SimulationStrategyDataProvider();
provider.DownloadProgressChanged += DownloadProgressChanged;
TickerInputInfo info = new TickerInputInfo()
{
Exchange = ticker.Exchange.Type, KlineIntervalMin = 5, Ticker = ticker, TickerName = ticker.Name
};
ResizeableArray <CandleStickData> kline = provider.DownloadCandleStickData(info);
if (kline == null)
{
LogManager.Default.Error("Cannot download candlesticks for " + ticker.Name);
return(null);
}
LogManager.Default.Success("Downloaded candlesticks for " + ticker.Name);
ticker.CandleStickData.AddRange(kline);
ResizeableArray <TradeInfoItem> trades = provider.DownloadTradeHistory(info, ticker.CandleStickData.First().Time);
if (trades == null)
{
LogManager.Default.Error("Cannot download trade history for " + ticker.Name);
return(null);
}
LogManager.Default.Success("Downloaded trade history for " + ticker.Name);
ticker.TradeHistory.AddRange(trades);
TickerTradeHistoryInfo tradeInfo = new TickerTradeHistoryInfo()
{
Ticker = ticker
};
tradeInfo.HistogrammIntervalSec = HistogrammIntervalSec;
return(tradeInfo);
}
public TickerDownloadData DownloadItem(TickerInputInfo info, bool downloadCandle)
{
Ticker ticker = info.Ticker;
SimulationStrategyDataProvider provider = new SimulationStrategyDataProvider();
provider.DownloadProgressChanged += DownloadProgressChanged;
if (downloadCandle)
{
ResizeableArray <CandleStickData> kline = provider.DownloadCandleStickData(info);
if (kline == null)
{
LogManager.Default.Error("Cannot download candlesticks for " + ticker.Name);
return(null);
}
LogManager.Default.Success("Downloaded candlesticks for " + ticker.Name);
ticker.CandleStickData.AddRange(kline);
}
ResizeableArray <TradeInfoItem> trades = provider.DownloadTradeHistory(info, info.StartDate);
if (trades == null)
{
LogManager.Default.Error("Cannot download trade history for " + ticker.Name);
return(null);
}
LogManager.Default.Success("Downloaded trade history for " + ticker.Name);
ticker.TradeHistory.AddRange(trades);
TickerDownloadData tradeInfo = new TickerDownloadData()
{
Ticker = ticker
};
tradeInfo.HistogrammIntervalSec = HistogrammIntervalSec;
return(tradeInfo);
}
private void biSimulation_ItemClick(object sender, ItemClickEventArgs e)
{
Stopped = false;
StrategyBase strategy = (StrategyBase)this.gridView1.GetFocusedRow();
if (strategy == null)
{
XtraMessageBox.Show("No strategy selected.");
return;
}
if (!strategy.SupportSimulation)
{
XtraMessageBox.Show("This strategy does not support simulation.");
return;
}
StrategiesManager manager = new StrategiesManager();
manager.FileName = "SimulationStrategiesManager.xml";
StrategyBase cloned = strategy.Clone();
cloned.DemoMode = true;
manager.Strategies.Add(cloned);
this.siStatus.Caption = "<b>Loading data from exchanges...</b>";
IOverlaySplashScreenHandle handle = SplashScreenManager.ShowOverlayForm(gridControl1);
Application.DoEvents();
SimulationStrategyDataProvider dataProvider = new SimulationStrategyDataProvider();
dataProvider.DownloadProgressChanged += OnSimulationProviderDownloadProgressChanged;
this.beSimulationProgress.EditValue = 0;
this.beSimulationProgress.Visibility = BarItemVisibility.Always;
manager.Initialize(dataProvider);
dataProvider.DownloadProgressChanged -= OnSimulationProviderDownloadProgressChanged;
if (!manager.Start())
{
XtraMessageBox.Show("Error starting simulation! Please check log messages");
return;
}
this.beSimulationProgress.EditValue = 0;
this.beSimulationProgress.Visibility = BarItemVisibility.Always;
this.siStatus.Caption = "<b>Running simulation...</b>";
Application.DoEvents();
Stopwatch timer = new Stopwatch();
timer.Start();
int elapsedSeconds = 0;
double progress = 0;
while (manager.Running)
{
this.beSimulationProgress.EditValue = (int)(dataProvider.SimulationProgress * this.repositoryItemProgressBar1.Maximum);
if (timer.ElapsedMilliseconds / 1000 > elapsedSeconds)
{
elapsedSeconds = (int)(timer.ElapsedMilliseconds / 1000);
this.siStatus.Caption = string.Format("<b>Running simulation... {0} sec</b>", elapsedSeconds);
Application.DoEvents();
}
if ((dataProvider.SimulationProgress - progress) >= 0.05)
{
progress = dataProvider.SimulationProgress;
Application.DoEvents();
}
}
this.beSimulationProgress.Visibility = BarItemVisibility.Never;
SplashScreenManager.CloseOverlayForm(handle);
manager.Save();
this.siStatus.Caption = "<b>Simulation done.</b>";
Application.DoEvents();
//this.toastNotificationsManager1.ShowNotification("404ef86f-183c-4fea-960b-86f54e52ea76");
StrategyConfigurationManager.Default.ShowData(cloned);
}
