private void WriteLog()
{
//build log
tradeEngineLog = new LogData
{
SystemTime = DateTime.Now,
BarTime = instruments.GetBars(1, "M5").candles[0].time,
BarOpen = instruments.GetBars(1, "M5").candles[0].mid.o,
BarComplete = instruments.GetBars(1, "M5").candles[0].complete,
BarClose = instruments.GetBars(1, "M5").candles[0].mid.c,
BarHigh = instruments.GetBars(1, "M5").candles[0].mid.h,
BarLow = instruments.GetBars(1, "M5").candles[0].mid.l,
Volume = instruments.GetBars(1, "M5").candles[0].volume,
SMA50 = SMA50[SMA50.Count - 1].result,
Trend = trend
};
//write to csv file
using (StreamWriter writer = new StreamWriter(outFile, append: true))
{
CsvWriter csvWriter = new CsvWriter(writer);
csvWriter.WriteRecord(tradeEngineLog);
csvWriter.NextRecord();
}
}
public TradeEngine()
{
//create main timer for polling
mainTimer = new System.Timers.Timer();
mainTimer.Interval = 150000; //launch polling event every 2.5 minutes
mainTimer.AutoReset = true;
mainTimer.Enabled = true;
myAccountSettings = new AccountSettings {
BASEURI = BASEURI, APIKEY = APIKEY, ID = ID
};
//initialize default variables
myAccount = new AccountAccessor(myAccountSettings);
myAccount.RegisterTimer(mainTimer);
instruments = new InstrumentAccessor(myAccountSettings, "EUR_USD");
instruments.RegisterTimer(mainTimer);
orders = new OrderAccessor(myAccountSettings);
//OMG, initialize first object in collection
SMA50 = new List <IndicatorOverTime>();
SMA50.Add(new IndicatorOverTime {
result = Indicators.SMA((instruments.GetBars(50, "M5"))), time = instruments.GetBars(1, "M5").candles[0].time
});
trend = new TrendDirection();
//set because log file is written before trend is actually calculated, so should be sideways until there is enough data to actually determine the trend
trend = TrendDirection.Sideways;
tradeEngineLog = new LogData();
//write headers to csv
using (StreamWriter writer = new StreamWriter(outFile))
{
CsvWriter csvWriter = new CsvWriter(writer);
csvWriter.WriteHeader <LogData>();
csvWriter.NextRecord();
}
WriteLog();
mainTimer.Elapsed += OnUpdate;
}
public void StoreData(string[] _timeFrame)
{
//shouldn't need to do this
SqlConnection dbConnect = new SqlConnection(connectionString);
dbConnect.Open();
EUR_USDDataContext linqInterop = new EUR_USDDataContext(dbConnect);
ProgressBarOptions progressBarOptions = new ProgressBarOptions {
ProgressCharacter = '*'
};
ProgressBar progressBar = new ProgressBar(runLength * _timeFrame.Count() - 1, "Saving bar data to local storage", progressBarOptions);
foreach (var tf in _timeFrame)
{
for (int i = 0; i < runLength - 1; i++)
{
DateTime runDate = startDate.AddDays(i);
//can't trade on weekends and december 25th, Jan 1st
if (!(runDate.DayOfWeek == DayOfWeek.Saturday) && !(runDate.DayOfWeek == DayOfWeek.Sunday) && !(runDate.Date == new DateTime(runDate.Year, 12, 25)) && !(runDate.Date == new DateTime(runDate.Year, 1, 1)))
{
DateTime startTime = runDate.Add(new TimeSpan(00, 00, 00));
DateTime endTime = runDate.Add(new TimeSpan(23, 59, 59));
bars = instruments.GetBars(startTime, endTime, tf);
for (int i2 = 0; i2 < bars.candles.Count - 1; i2++)
{
//write rows to db
BarData row = new BarData
{
SystemTime = DateTime.Now,
BarTime = bars.candles[i2].time,
c = bars.candles[i2].mid.c,
o = bars.candles[i2].mid.o,
h = bars.candles[i2].mid.h,
l = bars.candles[i2].mid.l,
Volume = bars.candles[i2].volume,
Timeframe = tf
};
linqInterop.BarDatas.InsertOnSubmit(row);
}
linqInterop.SubmitChanges();
}
progressBar.Tick();
}
}
//clean up
linqInterop.Dispose();
dbConnect.Close();
}