/// <summary>Send a range of market data.</summary>
private void SendHistoricMarketData(MarketSeries series, int i_oldest, int i_newest)
{
// Send historical data to Tradee
var open_time = new List <long>(series.OpenTime.Count);
var open = new List <double>(series.Open.Count);
var high = new List <double>(series.High.Count);
var low = new List <double>(series.Low.Count);
var close = new List <double>(series.Close.Count);
var median = new List <double>(series.Median.Count);
var volume = new List <double>(series.TickVolume.Count);
Debug.Assert(i_newest <= i_oldest);
for (int i = i_oldest; i-- != i_newest;)
{
var t = series.OpenTime.Last(i).Ticks;
var o = series.Open.Last(i);
var h = series.High.Last(i);
var l = series.Low.Last(i);
var c = series.Close.Last(i);
var m = series.Median.Last(i);
var v = series.TickVolume.Last(i);
open_time.Add(t);
open.Add(o);
high.Add(Math.Max(h, Math.Max(o, c)));
low.Add(Math.Min(l, Math.Min(o, c)));
close.Add(c);
median.Add(m);
volume.Add(v);
}
// Nothing available?
if (close.Count == 0)
{
return;
}
// Create a candle batch
var data = new PriceCandles(
open_time.ToArray(),
open.ToArray(),
high.ToArray(),
low.ToArray(),
close.ToArray(),
median.ToArray(),
volume.ToArray());
if (Model.Post(new InMsg.CandleData(SymbolCode, series.TimeFrame.ToTradeeTimeframe(), data)))
{
Debug.WriteLine("Historic data for {0},{1} sent".Fmt(series.SymbolCode, series.TimeFrame.ToTradeeTimeframe()));
}
}
/// <summary>Send fake historic data</summary>
private void SendHistoricData()
{
const int Count = 20;
foreach (var tf in TimeFrames)
{
var one = Misc.TimeFrameToTicks(1.0, tf);
var candles = new PriceCandles(
Enumerable.Range(0, Count).Select(i => m_now - (Count - i) * one).ToArray(),
Enumerable.Range(0, Count).Select(i => m_rng.NextDouble(0.5, 1.5)).ToArray(),
Enumerable.Range(0, Count).Select(i => m_rng.NextDouble(1.5, 2.0)).ToArray(),
Enumerable.Range(0, Count).Select(i => m_rng.NextDouble(0.0, 0.5)).ToArray(),
Enumerable.Range(0, Count).Select(i => m_rng.NextDouble(0.5, 1.5)).ToArray(),
Enumerable.Range(0, Count).Select(i => m_rng.NextDouble(0.5, 1.5)).ToArray(),
Enumerable.Range(0, Count).Select(i => (double)(int)m_rng.NextDouble(1, 100)).ToArray());
Model.Post(new InMsg.CandleData(SymbolCode, tf, candles));
}
}
/// <summary>Add a batch of candles</summary>
public void Add(ETimeFrame tf, PriceCandles candles)
{
// Insert the candles into the database
using (var t = m_db.NewTransaction())
using (var query = new Sqlite.Query(m_db, SqlExpr.InsertCandle(tf)))
{
foreach (var candle in candles.AllCandles.Select(x => new Candle(x)))
{
query.Reset();
query.BindParms(1, SqlExpr.InsertCandleParams(candle));
query.Run();
}
t.Commit();
}
// Don't bother maintaining the cache, just invalidate it
InvalidateCachedData();
// Record the last time data was received
LastUpdatedUTC = Model.UtcNow;
// Notify data added/changed
DataChanged.Raise(this, new DataEventArgs(this, tf, null, false));
}