private void OnHistoryReady(BarInfo value)
{
if (HistoryReady != null)
{
HistoryReady(this, value);
}
}
private void webSvc_DownloadStringCompleted(object sender, DownloadStringCompletedEventArgs e)
{
BarInfo bars = (BarInfo)e.UserState;
((WebClient)sender).DownloadStringCompleted -= webSvc_DownloadStringCompleted;
if (e.Error == null)
{
if (e.Result != null)
{
string requestStr = e.Result;
List <string> responseRows = new List <string>();
responseRows.AddRange(requestStr.Split('\n'));
int outnum = 0;
if (responseRows.Count - 2 > bars.Token.MaxAmount)
{
outnum = responseRows.Count - bars.Token.MaxAmount - 1;
}
for (int i = 1; i < responseRows.Count - outnum; i++)
{
string[] rowElements = responseRows[i].Split(',');
if (rowElements.Length >= 7)
{
System.DateTime tStamp = ParseDate(rowElements[0]);
double open = double.Parse(rowElements[1]);
double high = double.Parse(rowElements[2]);
double low = double.Parse(rowElements[3]);
double close = double.Parse(rowElements[4]);
double volume = double.Parse(rowElements[5]);
//double adjustedClose = double.Parse(rowElements[6]);
bars.Add(new Bar
{
Close = close,
High = high,
Low = low,
Open = open,
TimeStamp = tStamp,
Volume = volume
});
}
}
OnHistoryReady(bars);
}
}
}
public void GetHistory(HistoryRequest value)
{
easternZone = TimeZoneInfo.FindSystemTimeZoneById(easternZoneId);
BarInfo token = new BarInfo
{
Token = value
};
WebClient webSvc = new WebClient();
webSvc.DownloadStringCompleted += new DownloadStringCompletedEventHandler(webSvc_DownloadStringCompleted);
Uri addressValue = GetHistiryRequestUri(value);
webSvc.DownloadStringAsync(addressValue, token);
}
void CSIFeed_GetHistoryComplete(object sender, CSIData.BarInfo value)
{
if (started && value != null)
{
BarInfo binfo = new BarInfo
{
Token = new HistoryRequest
{
ID = value.Token.ID,
MaxAmount = value.Token.MaxAmount,
period = value.Token.period,
periodicity = Periodicity.Day,
Symbol = value.Token.Symbol
},
};
foreach (var itm in value)
{
binfo.Add(new Bar
{
Close = itm.Close,
High = itm.High,
Low = itm.Low,
Open = itm.Open,
TimeStamp = itm.TimeStamp,
Volume = itm.Volume
});
}
binfo = DataFeed.BarConverter.ConvertToWeekly(binfo);
var data = TechnicalCalculations.AroonOscillator(binfo, 16);
if (data.Count >= 2)
{
if (data[data.Count - 1].Value != data[data.Count - 2].Value)
{
var user = Users[binfo.Token.ID];
string content = GetMailContent(user.FirstName + " " + user.LastName, user.DefaultTiker, data[data.Count - 1].Value);
var ret = EmailSender.SendEmail(user.Email, Config.MailSubject, content, Config);
if (ret.InternalError)
{
LogFile.WriteToLog("Send mail error: " + ret.InternalErrorMessage);
}
else
{
LogFile.WriteToLog("Send mail: to " + user.Email + "| subject: " + Config.MailSubject + "| content: " + content);
}
}
}
if (started)
{
string nID = null;
bool cangetkey = false;
foreach (var key in Users.Keys)
{
if (cangetkey)
{
nID = key;
break;
}
if (key.Equals(binfo.Token.ID))
{
cangetkey = true;
}
}
if (nID != null)
{
ProcessCalcualtions(nID);
}
else
{
inprogress = false;
}
}
else
{
inprogress = false;
DisableUI(started);
}
}
else
{
inprogress = false;
DisableUI(started);
}
}
public static List <DataResult> AroonOscillator(BarInfo value, int period)
#endif
{
#if SILVERLIGHT
var data = value.Data.OrderBy(t => t.TimeStamp);
#else
var data = value.OrderBy(t => t.TimeStamp);
#endif
List <DataResult> ret = new List <DataResult>();
#if SILVERLIGHT
List <WCFBar> counter = new List <WCFBar>();
#else
List <Bar> counter = new List <Bar>();
#endif
int currentIndex = 0;
double Aroon_up = 0;
double Aroon_down = 0;
double Aroon_oscillator = 0;
int nCount = 0;
foreach (var itm in data)
{
counter.Add(itm);
if (currentIndex >= period)
{
int idxMax = -1;
int idxMin = -1;
double max = double.MinValue;
double min = double.MaxValue;
int cnt = period;
for (int idx = period; idx >= 0; idx--)
{
if (counter[currentIndex - period + idx].High - double.Epsilon >= max)
{
max = counter[currentIndex - period + idx].High;
idxMax = currentIndex - period + idx;
}
if (counter[currentIndex - period + idx].Low + double.Epsilon <= min)
{
min = counter[currentIndex - period + idx].Low;
idxMin = currentIndex - period + idx;
}
cnt--;
}
Aroon_up = ((double)(period - (currentIndex - idxMax)) / period) * 100;
Aroon_down = ((double)(period - (currentIndex - idxMin)) / period) * 100;
//System.Diagnostics.Debug.WriteLine(string.Format("{0}. {1} = {2} , {3}", currentIndex, itm.TimeStamp.ToShortDateString(), Aroon_up.ToString("#0.00"), Aroon_down.ToString("#0.00")));
Aroon_oscillator = Aroon_up - Aroon_down;
}
currentIndex++;
ret.Add(new DataResult
{
Position = nCount,
TimeStamp = itm.TimeStamp,
Value = Aroon_oscillator
});
nCount++;
}
return(ret);
}
