private static TickRecord CreateTickRecord2()
{
TickRecord r = CreateTickRecord1();
r.Zero3 = ((short)0);
return(r);
}
public void TestStore()
{
TickRecord record = new TickRecord();
record.MajorTickType = ((byte)2);
record.MinorTickType = ((byte)0);
record.LabelPosition = ((byte)3);
record.Background = ((byte)1);
record.LabelColorRgb = (0);
record.Zero1 = ((short)0);
record.Zero2 = ((short)0);
record.Options = ((short)35);
record.IsAutoTextColor = (true);
record.IsAutoTextBackground = (true);
record.Rotation = ((short)0);
record.IsAutorotate = (true);
record.TickColor = ((short)77);
record.Zero3 = ((short)0);
byte[] recordBytes = record.Serialize();
Assert.AreEqual(recordBytes.Length - 4, data.Length);
for (int i = 0; i < data.Length; i++)
{
Assert.AreEqual(data[i], recordBytes[i + 4], "At offset " + i);
}
}
/// <summary>
/// With a TickRecord Id == 0, will create a new TickRecord
/// </summary>
/// <param name="tickRecord"></param>
public static void UpdateTickRecord(TickRecord tickRecord)
{
// Create a new connection
using (var db = new SQLiteConnection(new SQLitePlatformWinRT(), DbPath))
{
// Update
db.Update(tickRecord);
}
}
/// <summary>
/// With a TickRecord Id == 0, will create a new TickRecord
/// </summary>
/// <param name="tickRecord"></param>
public static void AddTickRecord(TickRecord tickRecord)
{
// Create a new connection
using (var db = new SQLiteConnection(new SQLitePlatformWinRT(), DbPath))
{
// New
db.Insert(tickRecord);
}
}
/// <summary>
/// Retrieve a TickRecord by Id
/// </summary>
/// <param name="key">TickRecord Id</param>
/// <returns>TickRecord</returns>
public static TickRecord SearchTickRecordByKey(long key)
{
using (var db = new SQLiteConnection(new SQLitePlatformWinRT(), DbPath))
{
TickRecord m = (from p in db.Table <TickRecord>()
where p.Key == key
select p).FirstOrDefault();
return(m);
}
}
public GetTickPricesResponse(string body)
: base(body)
{
this.Ticks = new LinkedList <TickRecord>();
JSONArray arr = (JSONArray)this.ReturnData;
foreach (JSONObject tickRecordJson in arr)
{
TickRecord record = new TickRecord(tickRecordJson);
this.Ticks.AddLast(record);
}
}
public TickPricesResponse(string body) : base(body)
{
JSONObject ob = (JSONObject)this.ReturnData;
JSONArray arr = (JSONArray)ob["quotations"];
foreach (JSONObject e in arr)
{
TickRecord record = new TickRecord();
record.FieldsFromJSONObject(e);
ticks.AddLast(record);
}
}
/// <summary>
/// Delete a TickRecord by id
/// </summary>
/// <param name="key"></param>
public static void DeleteTickRecordById(long key)
{
using (var db = new SQLiteConnection(new SQLitePlatformWinRT(), DbPath))
{
TickRecord m = (from p in db.Table <TickRecord>()
where p.Key == key
select p).FirstOrDefault();
if (m != null)
{
db.Delete(m);
}
}
}
public override void Write(int flowID, IEnumerable <KeyValuePair <long, Tick> > flow)
{
using (bulkInsertSessions[flowID])
{
foreach (var kv in flow)
{
TickRecord entity = new TickRecord(kv.Key, kv.Value);
bulkInsertSessions[flowID].Store(entity);
recordsCount++;
}
}
}
public AXSAggregate(RecordStream rs, ChartRecordAggregate container)
: base(RuleName_AXS, container)
{
if (rs.PeekNextChartSid() == IFmtRecordRecord.sid)
{
ifmt = (IFmtRecordRecord)rs.GetNext();
}
if (rs.PeekNextChartSid() == TickRecord.sid)
{
tick = (TickRecord)rs.GetNext();
}
if (rs.PeekNextChartSid() == FontXRecord.sid)
{
fontx = (FontXRecord)rs.GetNext();
}
if (rs.PeekNextChartSid() == AxisLineRecord.sid)
{
while (rs.PeekNextChartSid() == AxisLineRecord.sid)
{
axisLines.Add((AxisLineRecord)rs.GetNext());
lineFormats.Add((LineFormatRecord)rs.GetNext());
}
}
if (rs.PeekNextChartSid() == AreaFormatRecord.sid)
{
areaFormat = (AreaFormatRecord)rs.GetNext();
}
if (rs.PeekNextChartSid() == GelFrameRecord.sid)
{
gelFrame = new GelFrameAggregate(rs, this);
}
if (rs.PeekNextChartSid() == ShapePropsStreamRecord.sid)
{
while (rs.PeekNextChartSid() == ShapePropsStreamRecord.sid)
{
shapes.Add(new ShapePropsAggregate(rs, this));
}
}
if (rs.PeekNextChartSid() == TextPropsStreamRecord.sid)
{
textProps = (TextPropsStreamRecord)rs.GetNext();
while (rs.PeekNextChartSid() == ContinueFrt12Record.sid)
{
continues.Add((ContinueFrt12Record)rs.GetNext());
}
}
}
public override IEnumerable <KeyValuePair <long, STS.General.Generators.Tick> > Read()
{
foreach (var kv in clients[0].GetAllItemsFromSortedSet(sortedSet))
{
TickRecord data = kv.Value;
Tick tick = new Tick(
data.Symbol,
TickRecord.UnixTimestampToDateTime(data.UnixTime),
data.Bid,
data.Ask,
data.BidSize,
data.AskSize,
data.Provider);
yield return(new KeyValuePair <long, Tick>(kv.Key, tick));
}
}
/// <summary>
/// With a TickRecord Id == 0, will create a new TickRecord
/// </summary>
/// <param name="tickRecord"></param>
public static void AddOrUpdateTickRecord(TickRecord tickRecord)
{
// Create a new connection
using (var db = new SQLiteConnection(new SQLitePlatformWinRT(), DbPath))
{
if (DoesRecordExist(tickRecord.Key) == false)
{
// New
db.Insert(tickRecord);
}
else
{
// Update
db.Update(tickRecord);
}
}
}
public override void Write(int flowID, IEnumerable <KeyValuePair <long, STS.General.Generators.Tick> > flow)
{
RedisTypedClient <KeyValuePair <long, TickRecord> > client = clients[flowID];
foreach (var kv in flow)
{
var data = kv.Value;
TickRecord tick = new TickRecord(
data.Symbol,
TickRecord.DateTimeToUnixTimestamp(data.Timestamp),
data.Bid,
data.Ask,
data.BidSize,
data.AskSize,
data.Provider);
client.AddItemToSortedSet(sortedSet, new KeyValuePair <long, TickRecord>(kv.Key, tick));
}
}
public void Record(string tag)
{
TickRecord lsttick = TagStack.Pop();
TickRecord curtick = new TickRecord(tag);
Int32 diff = Util.EnvironmentTickCountSubtract(curtick.Tick, lsttick.Tick);
string path = lsttick.Tag + "==>" + curtick.Tag;
if (!Stats.ContainsKey(path))
{
Stats.Add(path, new StatRecord(diff));
}
else
{
Stats[path].AddRecord(diff);
}
TagStack.Push(curtick);
}
private static TickRecord CreateTickRecord1()
{
TickRecord r = new TickRecord();
r.MajorTickType = ((byte)2);
r.MinorTickType = ((byte)0);
r.LabelPosition = ((byte)3);
r.Background = ((byte)1);
r.LabelColorRgb = (0);
r.Zero1 = ((short)0);
r.Zero2 = ((short)0);
r.Zero3 = ((short)45);
r.IsAutorotate = (true);
r.IsAutoTextBackground = (true);
r.Rotation = ((short)0);
r.IsAutorotate = (true);
r.TickColor = ((short)77);
return(r);
}
public void TestLoad()
{
TickRecord record = new TickRecord(TestcaseRecordInputStream.Create(0x101e, data));
Assert.AreEqual((byte)2, record.MajorTickType);
Assert.AreEqual((byte)0, record.MinorTickType);
Assert.AreEqual((byte)3, record.LabelPosition);
Assert.AreEqual((short)1, record.Background);
Assert.AreEqual(0, record.LabelColorRgb);
Assert.AreEqual((short)0, record.Zero1);
Assert.AreEqual((short)0, record.Zero2);
Assert.AreEqual((short)35, record.Options);
Assert.AreEqual(true, record.IsAutoTextColor);
Assert.AreEqual(true, record.IsAutoTextBackground);
Assert.AreEqual((short)0x0, record.Rotation);
Assert.AreEqual(true, record.IsAutorotate);
Assert.AreEqual((short)77, record.TickColor);
Assert.AreEqual((short)0x0, record.Zero3);
Assert.AreEqual(34, record.RecordSize);
}
public AXSAggregate(RecordStream rs, ChartRecordAggregate container)
: base(RuleName_AXS, container)
{
if (rs.PeekNextChartSid() == IFmtRecordRecord.sid)
ifmt = (IFmtRecordRecord)rs.GetNext();
if (rs.PeekNextChartSid() == TickRecord.sid)
tick = (TickRecord)rs.GetNext();
if (rs.PeekNextChartSid() == FontXRecord.sid)
fontx = (FontXRecord)rs.GetNext();
if (rs.PeekNextChartSid() == AxisLineRecord.sid)
{
while (rs.PeekNextChartSid() == AxisLineRecord.sid)
{
axisLines.Add((AxisLineRecord)rs.GetNext());
lineFormats.Add((LineFormatRecord)rs.GetNext());
}
}
if (rs.PeekNextChartSid() == AreaFormatRecord.sid)
areaFormat = (AreaFormatRecord)rs.GetNext();
if (rs.PeekNextChartSid() == GelFrameRecord.sid)
gelFrame = new GelFrameAggregate(rs, this);
if (rs.PeekNextChartSid() == ShapePropsStreamRecord.sid)
{
while (rs.PeekNextChartSid() == ShapePropsStreamRecord.sid)
{
shapes.Add(new ShapePropsAggregate(rs,this));
}
}
if (rs.PeekNextChartSid() == TextPropsStreamRecord.sid)
{
textProps = (TextPropsStreamRecord)rs.GetNext();
while (rs.PeekNextChartSid() == ContinueFrt12Record.sid)
{
continues.Add((ContinueFrt12Record)rs.GetNext());
}
}
}
public void Record(string tag)
{
TickRecord lsttick = TagStack.Pop();
TickRecord curtick = new TickRecord(tag);
Int32 diff = Util.EnvironmentTickCountSubtract(curtick.Tick,lsttick.Tick);
string path = lsttick.Tag + "==>" + curtick.Tag;
if (! Stats.ContainsKey(path))
Stats.Add(path,new StatRecord(diff));
else
Stats[path].AddRecord(diff);
TagStack.Push(curtick);
}
/// <summary>
/// Handler for streaming message.
/// </summary>
/// <param name="sender">Sender</param>
/// <param name="args">Args</param>
private void StreamingMessageHandler(object sender, IncomingMessageArgs args)
{
var message = args.Message.Parameters.GetString("update");
JSONObject responseBody = (JSONObject)JSONObject.Parse(message);
string commandName = responseBody["command"].ToString();
if (RecordReceived != null)
{
RecordReceived.Invoke(message);
}
switch (commandName)
{
case "tickPrices":
TickRecord tickRecord = new TickRecord((JSONObject)responseBody["data"]);
if (TickPricesRecordReceived != null)
{
TickPricesRecordReceived.Invoke(tickRecord);
}
break;
case "trade":
StreamingTradeRecord tradeRecord = new StreamingTradeRecord((JSONObject)responseBody["data"]);
if (TradeRecordReceived != null)
{
TradeRecordReceived.Invoke(tradeRecord);
}
break;
case "indicators":
IndicatorsRecord balanceRecord = new IndicatorsRecord((JSONObject)responseBody["data"]);
if (AccountIndicatorsRecordReceived != null)
{
AccountIndicatorsRecordReceived.Invoke(balanceRecord);
}
break;
case "orderStatus":
OrderStatusRecord tradeStatusRecord = new OrderStatusRecord((JSONObject)responseBody["data"]);
if (OrderStatusRecordReceived != null)
{
OrderStatusRecordReceived.Invoke(tradeStatusRecord);
}
break;
case "profit":
ProfitRecord profitRecord = new ProfitRecord((JSONObject)responseBody["data"]);
if (ProfitRecordReceived != null)
{
ProfitRecordReceived.Invoke(profitRecord);
}
break;
case "news":
NewsRecord newsRecord = new NewsRecord((JSONObject)responseBody["data"]);
if (NewsRecordReceived != null)
{
NewsRecordReceived.Invoke(newsRecord);
}
break;
case "keepAlive":
KeepAliveRecord keepAliveRecord = new KeepAliveRecord((JSONObject)responseBody["data"]);
if (KeepAliveRecordReceived != null)
{
KeepAliveRecordReceived.Invoke(keepAliveRecord);
}
break;
case "candle":
StreamingCandleRecord candleRecord = new StreamingCandleRecord((JSONObject)responseBody["data"]);
if (CandleRecordReceived != null)
{
CandleRecordReceived.Invoke(candleRecord);
}
break;
case "error":
StreamingErrorRecord streamingErrorRecord = new StreamingErrorRecord((JSONObject)responseBody["data"]);
if (ErrorRecordReceived != null)
{
ErrorRecordReceived.Invoke(streamingErrorRecord);
}
break;
default:
throw new APICommunicationException("Unknown streaming record received");
}
}
protected override void OnRender(DrawingContext drawingContext)
{
if (this.majorTickMarkInterval == 0)
return;
Rect r = new Rect(new Point(0, 0), new Size(this.ActualWidth, this.ActualHeight));
RectangleGeometry rg = new RectangleGeometry(r);
drawingContext.PushClip(rg);
drawingContext.DrawRectangle(Brushes.Transparent, null, r);
drawingContext.DrawLine(axisPen, new Point(0, 0.5), new Point(this.ActualWidth, 0.5));
double totalTimeWidth = Math.Max((double)this.AbsoluteTimeEnd - (double)this.AbsoluteTimeStart, 1d);
double visibleTimeWidth = (double)this.TotalVisibleTime;
double visibleWidthPercent = visibleTimeWidth / totalTimeWidth;
double visiblePixelWidth = Math.Max(this.ActualWidth * visibleWidthPercent, 10);
double marginTimeWidth = (double)this.VisibleTimeStart;
double marginWidthPercent = marginTimeWidth / totalTimeWidth;
double marginPixelWidth = this.ActualWidth * marginWidthPercent;
double minorTickPixelWidth = this.minorTickMarkInterval * (this.ActualWidth / (double)this.TotalVisibleTime);
double majorTickPixelWidth = minorTickPixelWidth * 10;
drawingContext.DrawLine(visibleWindowPen, new Point(marginPixelWidth, 2), new Point(marginPixelWidth + visiblePixelWidth, 2));
List<TickRecord> ticks = new List<TickRecord>();
ulong nextMajorTickTime = this.firstVisibleMajorTickMark;
bool labelWiderThanMinorTick = false;
bool labelWiderThanHalfMajorTick = false;
int minorTicksSinceLastMajorTick = 0;
int absoluteTickIndex = -1;
int firstMajorTickIndex = -1;
bool makeFirstVisibleTickAbsolute = (this.ActualWidth / majorTickPixelWidth) < 2.5;
ulong absoluteTickTime = makeFirstVisibleTickAbsolute ? this.firstVisibleMinorTickMark : this.firstVisibleMajorTickMark;
// Create tick records
for (ulong x = firstVisibleMinorTickMark; x < this.lastVisibleMajorTickMark; x += minorTickMarkInterval)
{
double tx = Math.Floor(TimeToScreen(x)) + 0.5;
if (tx >= 0)
{
bool isAbsoluteTimeTick = makeFirstVisibleTickAbsolute ? (ticks.Count == 0) : (x == this.firstVisibleMajorTickMark);
bool isMajor = (x == nextMajorTickTime);
double interval = (double)this.minorTickMarkInterval; // (To make major ticks change units on their own schedule, use majorTickMarkInterval here)
string text = isAbsoluteTimeTick ? CreateAbsoluteTimeLabel(x) : CreateRelativeTimeLabel((double)x - (double)absoluteTickTime, interval);
FormattedText label = new FormattedText(text, CultureInfo.CurrentCulture, FlowDirection.LeftToRight,
isAbsoluteTimeTick ? this.absoluteTimeTypeface : this.relativeTimeTypeface, this.AxisFontSize, this.Foreground);
var newTick = new TickRecord
{
IsMajor = isMajor,
IsAbsolute = isAbsoluteTimeTick,
Position = tx,
Value = x,
Label = label
};
if (isAbsoluteTimeTick)
{
absoluteTickIndex = ticks.Count;
}
if (isMajor && (firstMajorTickIndex == -1))
{
firstMajorTickIndex = ticks.Count;
}
ticks.Add(newTick);
if (isMajor)
{
nextMajorTickTime += majorTickMarkInterval;
minorTicksSinceLastMajorTick = 0;
}
if (!newTick.IsAbsolute)
{
if ((newTick.Label.Width + tickLabelTrailingSpace) > minorTickPixelWidth)
{
labelWiderThanMinorTick = true;
}
if ((minorTicksSinceLastMajorTick == 0 || minorTicksSinceLastMajorTick == 5) && ((newTick.Label.Width + tickLabelTrailingSpace) > (minorTickPixelWidth * 5)))
{
labelWiderThanHalfMajorTick = true;
}
}
}
}
// If we're squeezed small enough, we may have no ticks at all. Oh well.
if (ticks.Count > 0)
{
Debug.Assert(absoluteTickIndex >= 0);
// By default we're in "every-minor" label mode -- all ticks get labels.
// If any label is wider than a minor tick, then we drop to "every-fifth-minor" mode.
// If any label is wider than half a major tick, then we drop all the way to "every-major" mode.
// Depending on our labeling mode, cull out unneeded/unwanted labels.
// First, take care of any ticks prior to the absolute tick.
for (int i = absoluteTickIndex - 1; i >= 0; i--)
{
if (labelWiderThanHalfMajorTick || (labelWiderThanMinorTick && (i != absoluteTickIndex - 5)))
{
// Culled because we're in every-fifth-minor or every-major label mode.
ticks[i].Label = null;
}
}
// And now the rest.
int minorTickIndex = (absoluteTickIndex > 0) ? 0 : 10 - firstMajorTickIndex;
double endOfAbsoluteText = ticks[absoluteTickIndex].Label.Width + ticks[absoluteTickIndex].Position + tickLabelTrailingSpace;
for (int i = absoluteTickIndex; i < ticks.Count; i++, minorTickIndex++)
{
if (i != absoluteTickIndex && ticks[i].Position < endOfAbsoluteText)
{
// Remove this label because it overlaps the absolute time. Need to special case this so
// the absolute time doesn't throw all the others into every-fifth-minor or every-major label mode.
ticks[i].Label = null;
}
else if (i != absoluteTickIndex && !ticks[i].IsMajor && (labelWiderThanHalfMajorTick || (labelWiderThanMinorTick && (minorTickIndex != 5))))
{
// Not the absolute tick, and not a major tick, culled because we're in every-fifth-minor or every-major label mode.
ticks[i].Label = null;
}
if (ticks[i].IsMajor)
{
minorTickIndex = 0;
}
}
}
// Draw ticks and labels
foreach (var record in ticks)
{
if (record.Label != null)
{
drawingContext.DrawLine(axisPen, new Point(record.Position, 0), new Point(record.Position, majorTickHeight));
drawingContext.DrawText(record.Label, new Point(record.Position, this.tickGutterHeight));
}
else
{
drawingContext.DrawLine(axisPen, new Point(record.Position, 0), new Point(record.Position, minorTickHeight));
}
}
drawingContext.Pop(); // pop clip
if (this.MouseOverElement != null && this.MouseOverElement.IsMouseOver)
{
PathGeometry clipGeometry = null;
var timeline = this.MouseOverElement as Timeline;
if (timeline != null && timeline.ClipSpans != null && timeline.ClipSpans.Count != 0)
{
double top = 0;
PathFigure figure;
clipGeometry = new PathGeometry();
foreach (var clip in timeline.ClipSpans)
{
figure = new PathFigure { IsClosed = true, StartPoint = new Point(0, top) };
figure.Segments.Add(new LineSegment(new Point(0, clip.Top), false));
figure.Segments.Add(new LineSegment(new Point(this.ActualWidth, clip.Top), false));
figure.Segments.Add(new LineSegment(new Point(this.ActualWidth, top), false));
figure.Segments.Add(new LineSegment(new Point(0, top), false));
top = clip.Top + clip.Height;
clipGeometry.Figures.Add(figure);
}
if (top < this.MouseOverElement.ActualHeight)
{
figure = new PathFigure { IsClosed = true, StartPoint = new Point(0, top) };
figure.Segments.Add(new LineSegment(new Point(0, this.MouseOverElement.ActualHeight), false));
figure.Segments.Add(new LineSegment(new Point(this.ActualWidth, this.MouseOverElement.ActualHeight), false));
figure.Segments.Add(new LineSegment(new Point(this.ActualWidth, top), false));
figure.Segments.Add(new LineSegment(new Point(0, top), false));
clipGeometry.Figures.Add(figure);
}
drawingContext.PushClip(clipGeometry);
}
int pixelX = (int)Mouse.GetPosition(this).X;
int pixelY = (int)Mouse.GetPosition(this).Y;
string timeString = CreateAbsoluteTimeLabel((double)this.PixelToTime(pixelX));
FormattedText timeText = new FormattedText(timeString, CultureInfo.CurrentCulture, FlowDirection.LeftToRight, this.relativeTimeTypeface, this.AxisFontSize, this.MousePointBrush);
double rectHeight = Math.Ceiling(timeText.Height);
drawingContext.DrawRectangle(this.Background, this.mousePointPen, new Rect(pixelX + 0.5, pixelY + 0.5 - rectHeight, Math.Ceiling(timeText.Width) + 6, Math.Ceiling(timeText.Height)));
drawingContext.DrawText(timeText, new Point(pixelX + 3, pixelY - rectHeight + 0.5));
drawingContext.DrawLine(this.mousePointPen, new Point(pixelX + 0.5, 0), new Point(pixelX + 0.5, this.MouseOverElement.ActualHeight));
if (clipGeometry != null)
{
drawingContext.Pop();
}
}
base.OnRender(drawingContext);
}
