Exemplo n.º 1
0
        public void Add(TTick item)
        {
            var periodInstance = Period.CreateInstance();

            if (Ticks.Any())
            {
                var tickEndTime = periodInstance.NextTimestamp(Ticks.Last().DateTime);
                if (item.DateTime < tickEndTime)
                {
                    throw new InvalidTimeFrameException(item.DateTime);
                }

                if (_maxTickCount.HasValue && Ticks.Count >= _maxTickCount.Value)
                {
                    Ticks = Ticks.Skip(Ticks.Count - _maxTickCount.Value + 1).Take(_maxTickCount.Value).ToList();
                }
            }
            Ticks.Add(item);
        }
Exemplo n.º 2
0
        private void UpdatePlot(DurationEnum duration)
        {
            Plots.Clear();

            if (Ticks == null || !Ticks.Any())
            {
                return;
            }

            var candles = CreatePlot(Name, CreateCandleStickSeries(Name + " " + duration, Ticks));

            var dateValues = Ticks.ToDateValuePoints(x => x.Close).ToList();

            var ema          = MovingAverage.CalculateEma(Ticks, 22);
            var channels     = MovingAverage.CalculateEmaChannels(Ticks, 22, 60);
            var lowerChannel = channels.Select(x => new DateValue {
                Date = x.Date, Value = x.LowerValue
            }).ToList();
            var upperChannel = channels.Select(x => new DateValue {
                Date = x.Date, Value = x.UpperValue
            }).ToList();

            var plotChannels = CreatePlot("Channels",
                                          CreateLineSeries("Close Price", OxyColor.FromUInt32(0xCCF0A30A), dateValues),
                                          CreateLineSeries("EMA 22", OxyColor.FromUInt32(0xCCFA6800), ema),
                                          CreateLineSeries("Lower Channel", OxyColor.FromUInt32(0xCCA4C400), lowerChannel),
                                          CreateLineSeries("Upper Channel", OxyColor.FromUInt32(0xCC60A917), upperChannel));

            var plotMa = CreatePlot("Moving Average",
                                    CreateLineSeries("Close Price", OxyColor.FromUInt32(0xCCF0A30A), dateValues),
                                    CreateLineSeries("MA 10", OxyColor.FromUInt32(0xCCA4C400), BasicAnalysis.CalculateMovingAverage(Ticks, 10)),
                                    CreateLineSeries("MA 100", OxyColor.FromUInt32(0xCC60A917), BasicAnalysis.CalculateMovingAverage(Ticks, 100)));

            var plotMinMax = CreatePlot("Min max",
                                        CreateLineSeries("Close Price", OxyColor.FromUInt32(0xCCF0A30A), dateValues),
                                        CreateLineSeries("Max 50", OxyColor.FromUInt32(0xCCA4C400), BasicAnalysis.CalculateMax(Ticks, 50)),
                                        CreateLineSeries("Min 50", OxyColor.FromUInt32(0xCC60A917), BasicAnalysis.CalculateMin(Ticks, 50)));

            var returns = CreatePlot("Returns", "P4",
                                     CreateTwoColorLineSeries("Annualized Returns", OxyColor.FromUInt32(0xCC60A917), OxyColor.FromUInt32(0xCCFA6800), CalculateReturns(dateValues)));

            Plots.Add(new PlotViewModel(candles));
            Plots.Add(new PlotViewModel(plotChannels));
            Plots.Add(new PlotViewModel(plotMa));
            Plots.Add(new PlotViewModel(plotMinMax));
            Plots.Add(new PlotViewModel(returns));

            //analysisPlotModel.Series.Add(closePrices);

            //analysisPlotModel.Series.Add(CreateLineSeries("MA 10", OxyColor.FromUInt32(0xCCA4C400), BasicAnalysis.CalculateMovingAverage(Ticks, 10)));
            //analysisPlotModel.Series.Add(CreateLineSeries("MA 100", OxyColor.FromUInt32(0xCC60A917), BasicAnalysis.CalculateMovingAverage(Ticks, 100)));

            //analysisPlotModel.Series.Add(CreateLineSeries("Max 10", OxyColor.FromUInt32(0xCC911A0E), BasicAnalysis.CalculateMax(Ticks, 10)));
            //analysisPlotModel.Series.Add(CreateLineSeries("Max 100", OxyColor.FromUInt32(0xCC1569CE), BasicAnalysis.CalculateMax(Ticks, 100)));

            //if (dateValues.Count > 30)
            //{
            //    var anno1 = new TextAnnotation();
            //    anno1.Text = "sdkjfhsdjkfhsd";
            //    anno1.TextPosition = DateTimeAxis.CreateDataPoint(dateValues[10].Date, dateValues[10].Value);
            //    analysisPlotModel.Annotations.Add(anno1);

            //    var anno2 = new ArrowAnnotation();
            //    anno2.Text = "bla blas bla";
            //    anno2.EndPoint = DateTimeAxis.CreateDataPoint(dateValues[30].Date, dateValues[30].Value);
            //    anno2.ArrowDirection = new ScreenVector(50, anno2.EndPoint.Y * 0.3);
            //    analysisPlotModel.Annotations.Add(anno2);
            //}

            //Plots.Add(new PlotViewModel(analysisPlotModel));

            var clenow = new SimpleClenow(Ticks);
        }