public void Initialize(int maxBars, int barsViewable, string cacheFolder, BarItemType barType, Guid cacheId, string strategyIdentityCode)
{
multiChart1.Initialize(maxBars, barsViewable);
this.SelectedTimeframe = barType;
pricebarCache = new PricebarCache(barType, cacheId, CacheModeOption.Read);
this.strategyDataFrame = new StrategyDataFrame(strategyIdentityCode, 300, pricebarCache);
timeNavigator1.Initialize(pricebarCache.StartBarDate, pricebarCache.EndBarDate);
strategyFrameReader = strategyDataFrame.GetFrameReader(pricebarCache.StartBarDate);
IPriceActionChart priceChart = this.PriceActionChart;
priceChart.Show();
priceChart.SetDataPoints(strategyFrameReader.PriceBars);
List <ChartSignalItem> signalItems = new List <ChartSignalItem>();
foreach (BarItem barItem in strategyFrameReader.PriceBars)
{
MarketOrderState marketOrderState = strategyFrameReader.Read(barItem.Time);
if (marketOrderState != MarketOrderState.NoOrder)
{
signalItems.Add(new ChartSignalItem(marketOrderState == MarketOrderState.Long ? SignalState.Long : marketOrderState == MarketOrderState.Short ? SignalState.Short : SignalState.NoSignal, barItem.Time));
}
}
priceChart.PlotSignal(signalItems.ToArray());
//foreach (IndicatorChartingInfo chartingInfo in strategyDataFrame.GetIndicatorChartingInfo())
//{
// ChartIndicatorItem[] chartIndicators = strategyDataFrame.GetIndicators(chartingInfo.IdentityCode, chartingInfo.SeriesLabel);
// if (chartingInfo.ChartRange == ChartRangeOption.PriceActionRange)
// {
// priceChart.PlotIndicator(GetSeriesLabel(chartingInfo), chartIndicators, chartingInfo.ChartType);
// }
// else if (chartingInfo.ChartRange == ChartRangeOption.PositiveHundredRange)
// {
// if (!PercentageChart.Visible)
// {
// PercentageChart.Show();
// }
// PercentageChart.PlotIndicator(GetSeriesLabel(chartingInfo), chartIndicators, chartingInfo.ChartType);
// }
// else if (chartingInfo.ChartRange == ChartRangeOption.PipRange)
// {
// if (!OscillatorChart.Visible)
// {
// OscillatorChart.Show();
// }
// OscillatorChart.PlotIndicator(GetSeriesLabel(chartingInfo), chartIndicators, chartingInfo.ChartType);
// }
//}
}
private void InitializeDataFrame()
{
this.strategyDataFrame = new StrategyDataFrame();
strategies = new List <string>();
uniqueSignals = new Dictionary <string, List <AnalyticsOwnerItem> >();
uniqueIndicators = new Dictionary <string, List <AnalyticsOwnerItem> >();
foreach (KeyValuePair <string, StrategyCacheProfile> strategyProfile in this.strategyCacheProfiles)
{
strategies.Add(strategyProfile.Key);
foreach (SignalCacheProfile signalProfile in strategyProfile.Value.Signals)
{
if (uniqueSignals.ContainsKey(signalProfile.Header.IdentityCode))
{
uniqueSignals[signalProfile.Header.IdentityCode].Add(new AnalyticsOwnerItem(strategyProfile.Key, AnalyticsTypeOption.Strategy));
}
else
{
List <AnalyticsOwnerItem> ownerStrategy = new List <AnalyticsOwnerItem>();
ownerStrategy.Add(new AnalyticsOwnerItem(strategyProfile.Key, AnalyticsTypeOption.Strategy));
uniqueSignals.Add(signalProfile.Header.IdentityCode, ownerStrategy);
}
//Signal level indicators
foreach (KeyValuePair <string, IndicatorCache> indicator in signalProfile.Indicators)
{
if (uniqueIndicators.ContainsKey(indicator.Key))
{
uniqueIndicators[indicator.Key].Add(new AnalyticsOwnerItem(signalProfile.Header.IdentityCode, AnalyticsTypeOption.Signal));
}
else
{
List <AnalyticsOwnerItem> ownerSignal = new List <AnalyticsOwnerItem>();
ownerSignal.Add(new AnalyticsOwnerItem(signalProfile.Header.IdentityCode, AnalyticsTypeOption.Signal));
uniqueSignals.Add(signalProfile.Header.IdentityCode, ownerSignal);
}
}
//TODO: Do the same for Alerts
}
//Strategy level indicators
foreach (KeyValuePair <string, IndicatorCache> indicator in strategyProfile.Value.Indicators)
{
if (uniqueIndicators.ContainsKey(indicator.Key))
{
uniqueIndicators[indicator.Key].Add(new AnalyticsOwnerItem(strategyProfile.Value.Header.IdentityCode, AnalyticsTypeOption.Strategy));
}
else
{
List <AnalyticsOwnerItem> ownerStrategy = new List <AnalyticsOwnerItem>();
ownerStrategy.Add(new AnalyticsOwnerItem(strategyProfile.Value.Header.IdentityCode, AnalyticsTypeOption.Strategy));
uniqueSignals.Add(strategyProfile.Value.Header.IdentityCode, ownerStrategy);
}
}
//TODO: Do the same for Alerts
}
timeKeyedStrategies = this.strategyCache.SelectAllStrategies();
}
