private void Search()
{
Instruments.Clear();
var contract = new Contract
{
Symbol = SymbolTextBox.Text,
SecurityType = TWSUtils.SecurityTypeConverter((InstrumentType)InstrumentTypeBox.SelectedItem),
Exchange = ExchangeBox.Text == "All" ? "" : ExchangeBox.Text,
IncludeExpired =
IncludeExpiredCheckBox.IsChecked != null && (bool)IncludeExpiredCheckBox.IsChecked
};
if (Expirationpicker.SelectedDate.HasValue)
{
contract.Expiry = Expirationpicker.SelectedDate.Value.ToString("yyyyMM");
}
if (StrikeTextBox.Text != "")
{
double strike;
bool success = double.TryParse(StrikeTextBox.Text, out strike);
if (success)
{
contract.Strike = strike;
}
}
_client.RequestContractDetails(_nextRequestID, contract);
}
protected override void OnSubscribe(Instrument instrument)
{
// Get size of bar.
barSize = (long)Global[barSizeCode];
// Get spread instrument.
spread = instrument;
// Add legs instruments to bar factory.
foreach (Leg leg in spread.Legs)
{
BarFactory.Add(leg.Instrument, BarType.Time, barSize);
}
// Remove instruments from strategy.
Instruments.Clear();
// Add legs instruments to strategy.
foreach (Leg leg in spread.Legs)
{
AddInstrument(leg.Instrument);
}
processors = new System.Collections.Generic.LinkedList <OrderProcessor>();
groups = new Dictionary <Instrument, Group[]>();
AddGroups();
}
private void ReadInstruments(Stream stream)
{
Instruments.Clear();
for (uint i = 0; i < numberOfInstruments; i++)
{
XM_Instrument inst = new XM_Instrument();
Instruments.Add(inst);
inst.ReadFromStream(stream, ref i);
}
}
private void ReadInstruments(Stream stream)
{
Instruments.Clear();
for (uint i = 0; i < numberOfSamples; i++)
{
MOD_Instrument inst = new MOD_Instrument();
Instruments.Add(inst);
inst.ReadHeaderFromStream(stream, ref i);
}
DebugMes(InstrumentsToString());
}
public void RefreshCollections()
{
Tags.Clear();
Instruments.Clear();
using (var context = new MyDBContext())
{
Tags.AddRange(context.Tags.ToList());
var im = new InstrumentRepository(context);
Instruments.AddRange(im.FindInstruments().Result);
}
}
private void Search(int page = 1)
{
Instruments.Clear();
int count = 0;
var foundInstruments = QuandlUtils.FindInstruments(SymbolTextBox.Text, out count, page);
foreach (var i in foundInstruments)
{
i.Datasource = _thisDS;
i.DatasourceID = _thisDS.ID;
i.Multiplier = 1;
Instruments.Add(i);
}
StatusLabel.Content = count + " contracts found";
CurrentPageTextBox.Text = page.ToString();
}
protected override void OnSubscribe(Instrument instrument)
{
spread = instrument;
futureInstrument = spread.Legs[1].Instrument;
currentInstrument = spread.Legs[0].Instrument;
// Remove instruments from strategy.
Instruments.Clear();
// Add legs instruments to strategy.
foreach (Leg leg in spread.Legs)
{
AddInstrument(leg.Instrument);
}
processors = new System.Collections.Generic.LinkedList <OrderProcessor>();
// AddGroups();
}
async Task ExecuteLoadItemsCommand()
{
IsBusy = true;
try
{
Instruments.Clear();
var instruments = await InstrumentDataStore.GetItemsAsync(true);
foreach (var instrument in instruments)
{
Instruments.Add(instrument);
}
}
catch (Exception ex)
{
Debug.WriteLine(ex);
}
finally
{
IsBusy = false;
}
}
private void ExecuteSearch()
{
Instruments.Clear();
SendContractDetailsRequest(Symbol);
}
protected virtual void ClearNavigationProperties()
{
Instruments.Clear();
}
public virtual void Dispose()
{
Instruments.Clear();
Model = null;
}
public override void Refresh()
{
//tags
var selectedTags = Tags
.Where(x => x.IsChecked)
.Select(x => x.Item)
.ToList();
Tags.Clear();
foreach (var checkItem in Context
.Tags
.OrderBy(x => x.Name)
.ToList()
.Select(x => new CheckListItem <Tag>(x, selectedTags.Contains(x))))
{
Tags.Add(checkItem);
}
//strategies
var selectedStrats = Strategies
.Where(x => x.IsChecked)
.Select(x => x.Item)
.ToList();
Strategies.Clear();
foreach (var checkItem in Context
.Strategies
.OrderBy(x => x.Name)
.ToList()
.Select(x => new CheckListItem <Strategy>(x, selectedStrats.Contains(x))))
{
Strategies.Add(checkItem);
}
//Instruments
if (Instruments.Count == 0)
{
//on first load we want all instruments selected, otherwise remember previous selection
foreach (var checkItem in Context
.Instruments
.OrderBy(x => x.Symbol)
.ToList()
.Select(x => new CheckListItem <Instrument>(x, true)))
{
Instruments.Add(checkItem);
}
}
else
{
var selectedInstruments = Instruments
.Where(x => x.IsChecked)
.Select(x => x.Item)
.ToList();
Instruments.Clear();
foreach (var checkItem in Context
.Instruments
.OrderBy(x => x.Symbol)
.ToList()
.Select(x => new CheckListItem <Instrument>(x, selectedInstruments.Contains(x))))
{
Instruments.Add(checkItem);
}
}
//benchmarks
Benchmarks.Clear();
foreach (Benchmark b in Context.Benchmarks.OrderBy(x => x.Name))
{
Benchmarks.Add(b);
}
//backtest results from the external data source
BacktestSeries.Clear();
if (Datasourcer.ExternalDataSource.Connected)
{
BacktestSeries.AddRange(
Datasourcer
.ExternalDataSource
.GetBacktestSeries());
}
}
public AddInstrumentBinanceViewModel(IDataClient client, IDialogCoordinator dialogCoordinator)
{
_client = client;
_dialogCoordinator = dialogCoordinator;
//Create commands
Load = ReactiveCommand.CreateFromTask(async _ =>
{
//load datasource
var dsResult = await _client.GetDatasources().ConfigureAwait(true);
if (dsResult.WasSuccessful)
{
_thisDS = dsResult.Result.FirstOrDefault(x => x.Name == "Binance");
}
else
{
_logger.Error("Could not find Binance datasource");
return;
}
//load instruments
try
{
var instruments = await BinanceUtils.GetInstruments(_thisDS);
foreach (var inst in instruments)
{
Instruments.Add(inst);
_allInstruments.Add(inst);
}
}
catch (Exception ex)
{
_logger.Error(ex, "Could not load symbols from binance");
}
});
Search = ReactiveCommand.Create(() =>
{
Instruments.Clear();
foreach (var i in _allInstruments.Where(x => string.IsNullOrEmpty(Symbol) || //case-insensitive Contains()
x.Symbol.IndexOf(Symbol, StringComparison.OrdinalIgnoreCase) >= 0))
{
Instruments.Add(i);
}
});
Add = ReactiveCommand.CreateFromTask <IList>(async selectedInstruments =>
{
int count = 0;
foreach (Instrument instrument in selectedInstruments)
{
instrument.Datasource = _thisDS;
instrument.DatasourceID = _thisDS.ID;
var result = await _client.AddInstrument(instrument).ConfigureAwait(true);
if (await result.DisplayErrors(this, _dialogCoordinator).ConfigureAwait(true))
{
continue;
}
count++;
AddedInstruments.Add(result.Result);
}
Status = string.Format("{0}/{1} instruments added.", count, selectedInstruments.Count);
});
this.WhenAny(x => x.Symbol, x => x)
.Select(x => new Unit()) //hack
.InvokeCommand(Search);
}
public AddInstrumentQuandlViewModel(IDataClient client, IDialogCoordinator dialogCoordinator, string authToken)
{
_client = client;
_dialogCoordinator = dialogCoordinator;
//Create commands
Load = ReactiveCommand.CreateFromTask(async _ =>
{
var dsResult = await _client.GetDatasources().ConfigureAwait(true);
if (dsResult.WasSuccessful)
{
_thisDS = dsResult.Result.FirstOrDefault(x => x.Name == "Quandl");
}
else
{
_logger.Error("Could not find FRED datasource");
}
});
var canSearch = this.WhenAnyValue(x => x.Symbol).Select(x => !string.IsNullOrEmpty(x));
Search = ReactiveCommand.CreateFromTask(async _ =>
{
Status = "Searching...";
Instruments.Clear();
QuandlUtils.QuandlInstrumentSearchResult foundInstruments;
try
{
foundInstruments = await QuandlUtils.FindInstruments(Symbol, authToken, CurrentPage ?? 1).ConfigureAwait(true);
}
catch (Exception ex)
{
await _dialogCoordinator.ShowMessageAsync(this, "Error", ex.Message).ConfigureAwait(true);
return;
}
foreach (var i in foundInstruments.Instruments)
{
i.Datasource = _thisDS;
i.DatasourceID = _thisDS.ID;
i.Multiplier = 1;
Instruments.Add(i);
}
Status = foundInstruments.Count + " contracts found";
CurrentPage = CurrentPage ?? 1;
}, canSearch);
Add = ReactiveCommand.CreateFromTask <IList>(async selectedInstruments =>
{
int count = 0;
foreach (Instrument instrument in selectedInstruments)
{
instrument.Datasource = _thisDS;
instrument.DatasourceID = _thisDS.ID;
var result = await _client.AddInstrument(instrument).ConfigureAwait(true);
if (await result.DisplayErrors(this, _dialogCoordinator).ConfigureAwait(true))
{
continue;
}
count++;
AddedInstruments.Add(result.Result);
}
Status = string.Format("{0}/{1} instruments added.", count, selectedInstruments.Count);
});
this.WhenAny(x => x.CurrentPage, x => x)
.Select(x => new Unit()) //hack
.InvokeCommand(Search);
IncrementPage = ReactiveCommand.Create(() => CurrentPage == null ? 1 : CurrentPage++);
DecrementPage = ReactiveCommand.Create(() => Math.Max(1, CurrentPage == null ? 1 : (int)CurrentPage--));
}
