private static Rule CreateRandomThresholdRule() // Generate a random Threshold Rule.
{
int rndNum = RandomHolder.Instance.Next(6);
if (rndNum == 0) // Create a Threshold (Overlay, Overlay) rule.
{
return(RuleFactory.createThresholdRule(IndicatorFactory.getRandomPriceOverlayIndicator(), IndicatorFactory.getRandomPriceOverlayIndicator()));
}
else if (rndNum == 1) // Create a Threshold (Value, Bounded) rule.
{
return(RuleFactory.createThresholdRule(IndicatorFactory.createRandomValue(), IndicatorFactory.getRandomBoundedIndicator()));
}
else if (rndNum == 2) // Create a Threshold (Value, Unbounded) rule.
{
return(RuleFactory.createThresholdRule(IndicatorFactory.createRandomValue(), IndicatorFactory.getRandomUnboundedIndicator()));
}
else if (rndNum == 3) // Create a Threshold (Bounded, Bounded) rule.
{
return(RuleFactory.createThresholdRule(IndicatorFactory.getRandomBoundedIndicator(), IndicatorFactory.getRandomBoundedIndicator()));
}
else if (rndNum == 4) // Create a Threshold (Bounded, Value) rule.
{
return(RuleFactory.createThresholdRule(IndicatorFactory.getRandomBoundedIndicator(), IndicatorFactory.createRandomValue()));
}
else // Create a Threshold (Unbounded, Value) rule.
{
return(RuleFactory.createThresholdRule(IndicatorFactory.getRandomUnboundedIndicator(), IndicatorFactory.createRandomValue()));
}
}
public MultiPointTool(FScene scene, SceneObject target)
{
this.Scene = scene;
TargetSO = target;
// do this here ??
behaviors = new InputBehaviorSet();
behaviors.Add(
new MultiPointTool_2DBehavior(scene.Context, this)
{
Priority = 5
});
if (FPlatform.IsUsingVR())
{
behaviors.Add(
new MultiPointTool_SpatialBehavior(scene.Context, this)
{
Priority = 5
});
}
Indicators = new ToolIndicatorSet(this, scene);
IndicatorBuilder = new StandardIndicatorFactory();
GizmoPoints = new Dictionary <int, ControlPoint>();
PointHitTestF = PointIntersectionTest;
}
public ExchangeCandles(ILogger logger, RepositoryService repoService, IExchangeService exchange, IndicatorFactory indicatorFactory, TimePeriod period, Instrument instrument)
{
_logger = logger;
_repoService = repoService;
_exchange = exchange;
_indicatorFactory = indicatorFactory;
_period = period;
_instrument = instrument;
_exchangeName = _exchange.ExchangeConfig.ExchangeName;
CurrentCandle = new CandleDto {
ExchangeName = _exchangeName, Period = _period, Instrument = _instrument
};
}
private static Rule CreateRandomCrossRule() // Generate a random Cross Rule.
{
int rndNum = RandomHolder.Instance.Next(3);
if (rndNum == 0) // Create a Cross( Overlay, Overlay) rule.
{
return(RuleFactory.createCrossRule(IndicatorFactory.getRandomPriceOverlayIndicator(), IndicatorFactory.getRandomPriceOverlayIndicator()));
}
else if (rndNum == 1) // Create a Cross( Overlay, PriceArray) rule.
{
return(RuleFactory.createCrossRule(IndicatorFactory.getRandomPriceOverlayIndicator(), IndicatorFactory.createRandomABPriceArray()));
}
else // Create a Cross( PriceArray, Overlay) rule.
{
return(RuleFactory.createCrossRule(IndicatorFactory.createRandomABPriceArray(), IndicatorFactory.getRandomPriceOverlayIndicator()));
}
}
public override void Populate()
{
TimeSeries ds = base.Parameters[0].AsTimeSeries;
string symbol = Parameters[1].AsString;
BarHistory idx = IndicatorFactory.GetHistory(ds, symbol, Bars.Scale);
TimeSeries index = idx.Close;
int period = base.Parameters[2].AsInt;
int emaPeriod = base.Parameters[3].AsInt;
this.DateTimes = ds.DateTimes;
int FirstValidValue = Math.Max(period, emaPeriod) + 1;
if (ds.Count < FirstValidValue)
{
return;
}
TimeSeries log1 = new TimeSeries(ds.DateTimes);
TimeSeries log2 = new TimeSeries(index.DateTimes);
TimeSeries tmp1 = new TimeSeries(ds.DateTimes);
tmp1 = ds * 0;
for (int i = 0; i < FirstValidValue; i++)
{
log1[i] = 0;// checked(Math.Log( ds[i] / index[i] ));
log2[i] = 0;
}
for (int i = FirstValidValue; i < ds.Count; i++)
{
log1[i] = checked (Math.Log(ds[i] / index[i]));
log2[i] = checked (Math.Log((ds[i - period]) / index[i - period]));
tmp1[i] = log1[i] - log2[i];
}
TimeSeries rsmk = EMA.Series(tmp1, emaPeriod) * 100d;
for (int j = FirstValidValue; j < ds.Count; j++)
{
double val = rsmk[j];
base.Values[j] = double.IsNaN(val) ? 0 : val;
}
}
public CandleService(ILogger logger, RepositoryService repoService, IEnumerable <IExchangeService> exchangeServices, IndicatorFactory indicatorFactory)
{
_repoService = repoService;
_exchangeServices = exchangeServices.ToList();
_logger = logger;
var instruments = Enum.GetValues(typeof(Instrument)).Cast <Instrument>().ToArray();
_candleSubscriptions = new Dictionary <Instrument, IStreamSubscription>();
_tradeSubscriptions = new Dictionary <Instrument, IStreamSubscription>();
_exchangeCandles = new Dictionary <string, ExchangeCandles>();
foreach (var instrument in instruments)
{
_candleSubscriptions.Add(instrument, new StreamSubscription <CandleDto>(OnNewCandle));
_tradeSubscriptions.Add(instrument, new StreamSubscription <TradeDto>(OnNewTrade));
foreach (var exchange in _exchangeServices)
{
foreach (var timePeriod in exchange.ExchangeConfig.SupportedTimePeriods)
{
if (!exchange.ExchangeConfig.SupportedInstruments.ContainsKey(instrument))
{
continue;
}
var exchangeData = new ExchangeCandles(logger, repoService, exchange, indicatorFactory, timePeriod.Key, instrument);
_exchangeCandles.Add(exchangeData.Key, exchangeData);
}
}
}
}
async Task Init()
{
try
{
await _apiService.Login();
}
catch (Exception ex)
{
_logger.LogException(new Exception("apiService.Login Failed"));
_logger.LogException(ex);
initSuccess = false;
return;
}
try
{
var holidays = await _apiService.GetHolidays();
this._dateManager = Factories.CreateDateManager(holidays);
if (!IsDevelopment)
{
if (!IsBusinessDay)
{
this.Close();
return;
}
}
var stocks = await _apiService.GetStocks();
stocks = stocks.Where(s => !s.ignore).ToList();
string tickFileFolder = _settingsManager.GetSettingValue(AppSettingsKey.TickFile);
var tickDBService = ServiceFactory.CreateTickDBService(stocks.Select(s => s.code), tickFileFolder);
string baseStock = _settingsManager.GetSettingValue(AppSettingsKey.BaseStock);
_stockService = ServiceFactory.CreateStockService(stocks, baseStock, tickDBService);
_futuresService = ServiceFactory.CreateFuturesService(tickDBService);
var indicatorDataList = await _apiService.GetIndicators();
foreach (var item in indicatorDataList)
{
this._indicators.Add(IndicatorFactory.Create(item.entity, _stockService, _futuresService));
}
_source.SymbolCodes = _stockService.GetStockCodes();
_source.Connect();
}
catch (Exception ex)
{
_logger.LogException(ex);
initSuccess = false;
return;
}
initSuccess = true;
}