private void biRemove_ItemClick(object sender, DevExpress.XtraBars.ItemClickEventArgs e)
{
TickerInputInfo info = (TickerInputInfo)this.gridView1.GetFocusedRow();
((CustomTickerStrategy)Strategy).StrategyInfo.Tickers.Remove(info);
this.gridView1.RefreshData();
}
private void repositoryItemButtonEdit1_ButtonClick(object sender, DevExpress.XtraEditors.Controls.ButtonPressedEventArgs e)
{
TickerInputInfo info = (TickerInputInfo)this.gridView1.GetFocusedRow();
if (e.Button.Kind == DevExpress.XtraEditors.Controls.ButtonPredefines.Ellipsis)
{
OpenFileDialog dialog = new OpenFileDialog();
dialog.Filter = "Zip files (*.zip)|*.zip|All files (*.*)|*.*";
dialog.Title = "Open zip packed ticker's captured data file";
if (dialog.ShowDialog() != DialogResult.OK)
{
return;
}
if (!dialog.FileName.ToLower().Contains(info.TickerName.ToLower()))
{
XtraMessageBox.Show("This simulation data file do not belonge to specified ticker.");
return;
}
((ButtonEdit)sender).Text = dialog.FileName;
}
else
{
((ButtonEdit)sender).EditValue = null;
}
this.gridView1.CloseEditor();
}
public override StrategyInputInfo CreateInputInfo()
{
StrategyInputInfo s = new StrategyInputInfo();
TickerInputInfo t = CreateTickerInputInfo();
t.Ticker = Ticker;
s.Tickers.Add(t);
return(s);
}
public TickerDownloadData DownloadItem(Ticker ticker)
{
TickerInputInfo info = new TickerInputInfo()
{
Exchange = ticker.Exchange.Type, KlineIntervalMin = 5, Ticker = ticker, TickerName = ticker.Name
};
return(DownloadItem(info));
}
protected override TickerInputInfo CreateDefaultTickerInputInfo()
{
TickerInputInfo res = base.CreateDefaultTickerInputInfo();
res.UseKline = true;
res.UseOrderBook = true;
res.UseTradeHistory = true;
return(res);
}
private void gridView1_ShowingEditor(object sender, CancelEventArgs e)
{
if (this.gridView1.FocusedColumn == this.colTicker)
{
TickerInputInfo info = (TickerInputInfo)this.gridView1.GetFocusedRow();
Exchange ee = Exchange.Get(info.Exchange);
ee.Connect();
this.exchangeTickersBindingSource.DataSource = ee.Tickers;
}
else if (this.gridView1.FocusedColumn == this.colKlineIntervalMin)
{
TickerInputInfo info = (TickerInputInfo)this.gridView1.GetFocusedRow();
Exchange ee = Exchange.Get(info.Exchange);
ee.Connect();
this.candleStickIntervalInfoBindingSource.DataSource = ee.GetAllowedCandleStickIntervals();
}
}
private void biTickerIntensity_ItemClick(object sender, DevExpress.XtraBars.ItemClickEventArgs e)
{
List <TickerDownloadDataInfo> selected = GetTickersForData();
TradeHistoryIntensityInfo info = new TradeHistoryIntensityInfo();
info.DownloadProgressChanged += OnTickerDownloadProgressChanged;
Crypto.Core.Helpers.TickerDownloadData historyInfo = null;
ProgressForm = new DownloadProgressForm();
ProgressForm.Cancel += (d, ee) => {
DownloadCanceled = true;
};
Thread t = new Thread(() => {
foreach (TickerDownloadDataInfo di in selected)
{
Exchange ex = Exchange.Get(di.Exchange);
if (!ex.Connect())
{
continue;
}
TickerInputInfo ti = new TickerInputInfo()
{
Exchange = ex.Type, Ticker = ex.Ticker(di.BaseCurrency, di.MarketCurrency), StartDate = di.StartDate, EndDate = di.EndDate, KlineIntervalMin = di.KLineIntervalMin
};
ti.TickerName = ti.Ticker.Name;
historyInfo = info.DownloadItem(ti, false);
info.Items.Add(historyInfo);
info.Result.Add(historyInfo);
}
BeginInvoke(new MethodInvoker(() => ProgressForm.Close()));
});
t.Start();
ProgressForm.ShowDialog(this);
if (DownloadCanceled)
{
XtraMessageBox.Show("Downloading Canceled.");
return;
}
StrategyDataForm dataForm = new StrategyDataForm();
dataForm.Visual = info;
dataForm.Show();
}
private void biMoveDown_ItemClick(object sender, DevExpress.XtraBars.ItemClickEventArgs e)
{
TickerInputInfo info = (TickerInputInfo)this.gridView1.GetFocusedRow();
if (info == null)
{
return;
}
CustomTickerStrategy s = (CustomTickerStrategy)Strategy;
int index = s.StrategyInfo.Tickers.IndexOf(info);
if (index > s.StrategyInfo.Tickers.Count - 2)
{
return;
}
index++;
s.StrategyInfo.Tickers.Remove(info);
s.StrategyInfo.Tickers.Insert(index, info);
this.gridView1.RefreshData();
}
private void sbOk_Click(object sender, EventArgs e)
{
this.dxErrorProvider1.ClearErrors();
ExchangeType type = (ExchangeType)this.ceExchanges.EditValue;
Exchange ex = Exchange.Get(type);
ex.Connect();
Ticker t = ex.Ticker((string)cbExchangeTickers.EditValue);
if (t == null)
{
this.dxErrorProvider1.SetError(this.cbExchangeTickers, "Ticker not selected.");
}
if (this.leIntervals.EditValue == null)
{
this.dxErrorProvider1.SetError(this.leIntervals, "KLine Interval not selectged");
}
if (this.deEnd.DateTime <= this.deStart.DateTime)
{
this.dxErrorProvider1.SetError(this.deStart, "Start Date should be less than End Date");
}
if (this.dxErrorProvider1.HasErrors)
{
return;
}
TickerInfo = new TickerInputInfo()
{
Exchange = type,
KlineIntervalMin = ((int)leIntervals.EditValue),
Ticker = t,
TickerName = t.Name,
UseKline = true,
UseTradeHistory = true,
StartDate = this.deStart.DateTime,
EndDate = this.deEnd.DateTime,
AutoUpdateEndTime = false
};
DialogResult = DialogResult.OK;
Close();
}
public static ResizeableArray <CandleStickData> DownloadCandleStickData(TickerInputInfo info)
{
CachedCandleStickData savedData = new CachedCandleStickData()
{
Exchange = info.Exchange, TickerName = info.TickerName, IntervalMin = info.KlineIntervalMin
};
CachedCandleStickData cachedData = CachedCandleStickData.FromFile(CachedCandleStickData.Directory + "\\" + ((ISupportSerialization)savedData).FileName);
if (cachedData != null)
{
return(cachedData.Items);
}
DateTime start = DateTime.UtcNow;
int intervalInSeconds = info.KlineIntervalMin * 60;
int candleStickCount = 10000;
start = start.AddSeconds(-intervalInSeconds * candleStickCount);
ResizeableArray <CandleStickData> res = new ResizeableArray <CandleStickData>();
List <ResizeableArray <CandleStickData> > splitData = new List <ResizeableArray <CandleStickData> >();
int deltaCount = 500;
for (int i = 0; i < candleStickCount / deltaCount; i++)
{
ResizeableArray <CandleStickData> data = info.Ticker.GetCandleStickData(info.KlineIntervalMin, start, intervalInSeconds * deltaCount);
if (data == null || data.Count == 0)
{
continue;
}
res.AddRange(data);
Thread.Sleep(300);
start = start.AddSeconds(intervalInSeconds * deltaCount);
}
cachedData = savedData;
cachedData.Items = res;
cachedData.Save();
return(res);
}
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 repositoryItemGridLookUpEdit1_EditValueChanged(object sender, EventArgs e)
{
TickerInputInfo info = (TickerInputInfo)this.gridView1.GetFocusedRow();
info.TickerName = Convert.ToString(((GridLookUpEdit)sender).EditValue);
}
public TickerDownloadData DownloadItem(TickerInputInfo info)
{
return(DownloadItem(info, true));
}
