public double handleFragCandle(BarData candle)
{
double arValue = 0;
// cp the previous candle list
List<BarData> cpList = new List<BarData>();
cpList.AddRange(initCandleList);
cpList.RemoveAt(0);
cpList.Add(candle);
// Within N day(s)（H－C） accumulation
double sumOfHC = 0;
// Within N day(s)（O－L） accumulation
double sumOfOL = 0;
// Within N day(s)（H－CY） accumulation
double sumOfHCY = 0;
// Within N day(s)（CY－L） accumulation
double sumOfCYL = 0;
BarData prevCandle = new BarData();
foreach (BarData c in cpList) {
// calculate AR
double tmp = c.High - c.Open;
sumOfHC = sumOfHC + (tmp);
tmp = c.Open-c
.Low;
sumOfOL = sumOfOL+(tmp);
// calculate BR
tmp = c.High-prevCandle.Close;
sumOfHCY = sumOfHCY+(tmp);
tmp = prevCandle.Close-c.Low;
sumOfCYL = sumOfCYL+(tmp);
prevCandle = c;
}
double ar = sumOfHC / sumOfOL * 100;
double br = sumOfHCY/sumOfCYL*100;
double ardouble = Double.Parse(String.Format("{0:00.00000}", ar));
double brdouble = Double.Parse(String.Format("{0:00.00000}", br));
Dictionary<string,double> additionalIndValue =new Dictionary<string,double>();
additionalIndValue.Add(AR, ardouble);
additionalIndValue.Add(BR, brdouble);
candle.Ar = ardouble;
candle.Br = brdouble;
return arValue;
}
public double handleFullCandle(ref BarData candle, int field)
{
if (!this.isInitialized)
{
this.initCandleList.Add(candle);
if (initCandleList.Count == this.n)
{
isInitialized = true;
}
return 0;
}
if (initCandleList.Count >= this.n)
{
initCandleList.RemoveAt(0);
}
this.initCandleList.Add(candle);
double[] arr = this.getHighLowest(initCandleList);
double highest = arr[0];
double lowest = arr[1];
// [( N期内Highest Price - 当期Close) / (N期内Highest Price-n期内Lowest price)] * (-100)
double tmp1 = highest - candle.Close;
//Console.WriteLine(" tmp1 " + tmp1 +" " + candle.Close);
double tmp2 = highest - lowest;
//Console.WriteLine(" tmp2 " + tmp2);
double wr = (tmp1 / tmp2) * (100);
//Console.WriteLine(" wr "+wr);
switch (field)
{
case 1:
candle.Wr = wr;
break;
case 2:
candle.Wr2= wr;
break;
}
return wr;
}
public static bool EncodeSaveFile(string path, BarData[] bars)
{
using (StreamWriter writer = new StreamWriter(path))
{
//ICrypta crypta = SecurityService.GetCrypta();
lock (writer)
{
foreach (BarData bar in bars)
{
if (bar.HasDataValues)
{
DateTime start = System.DateTime.Now;
StringBuilder sb = new StringBuilder( bar.DateTime.Day.ToString());
sb.Append( ".").Append( bar.DateTime.Month.ToString() );
sb.Append(".").Append(bar.DateTime.Year.ToString());
sb.Append(",").Append(bar.DateTime.Hour.ToString("00")).Append(":").Append(bar.DateTime.Minute.ToString("00"));
sb.Append(",").Append(bar.Open.ToString() );
sb.Append(",").Append(bar.Close.ToString());
sb.Append(",").Append( bar.Low.ToString() );
sb.Append(",").Append(bar.High.ToString());
//sb.Append(",").Append(bar.Arrow.ToString());
// string endata =crypta.localEncrypt(sb.ToString());
// writer.WriteLine(endata);
//}
DateTime end = System.DateTime.Now;
Console.WriteLine(" start " + start);
Console.WriteLine(" end " + end);
Console.WriteLine(" use @@@@@@@@@@@@@@@@ " + (end.Subtract(start)));
}
}
writer.Close();
}
//crypta = null;
}
return true;
}
/**
*
* @param first
* @return
*/
private double init(BarData first)
{
// Calculate第一个值
// 初始化的时候，Since positionArea = 1，所以取Lowest price
prevEPrice = first.High;
prevSAR = first.Low;
// <---------------为下一个蜡烛Calculate --------------------->
prevAccFactor = maxAccFactor;
// 记录当期的Highest Price和Lowest price
maxEPrice = minEPrice = prevEPrice;
lastNCandleHigh.Add(prevEPrice);
lastNCandleLow.Add(prevSAR);
isInitialized = true;
//IndValue contrainer = new IndValue(first);
//contrainer.setIndValue(prevSAR);
return(prevSAR);
}
/// <summary>
/// The bar will encompas the values of the input ones, extending its values where needed.
/// </summary>
public static BarData CombinedBar(BarData[] bars)
{
BarData result = bars[0];
double _volumeSum = 0;
foreach (BarData bar in bars)
{
result._low = Math.Min(bar.Low, result.Low);
result._high = Math.Max(bar.High, result.High);
_volumeSum += bar.Volume;
}
result._close = bars[bars.Length - 1].Close;
result._volume = _volumeSum / (float)bars.Length;
return result;
}
public double handleFullCandle(ref BarData candle)
{
if (!isInitialized)
{
initCandleList.Add(candle);
if (initCandleList.Count == this.initCandleSize)
{
initial(initCandleList);
initCandleList = null;
}
return 0;
}
double diff = candle.Close - prevPrice;
double avgGain = 0D;
double avgLoss = 0D;
double currentGain = 0D;
double currentLoss = 0D;
if (diff > 0)
{
currentGain = Math.Abs(diff);
}
else
{
currentLoss = Math.Abs(diff);
}
if (isFirst)
{// 第一个RSI
initTotalGain = initTotalGain + currentGain;
initTotalLoss = initTotalLoss + currentLoss;
// First Average Gain = Total of Gains during past 14 periods / 14
avgGain = initTotalGain/n;
// First Average Loss = Total of Losses during past 14 periods / 14
avgLoss = initTotalLoss/n;
isFirst = false;
}
else
{
// Average Gain = [(previous Average Gain) x 13 + current Gain] / 14
//avgGain = prevAvgGain.multiply(new BigDecimal(n - 1)).add(
// currentGain).divide(new BigDecimal(n), SCALE, RMODE);
avgGain = (prevAvgGain * (n - 1) + currentGain)/n;
// Average Loss = [(previous Average Loss) x 13 + current Loss] / 14
//avgLoss = prevAvgLoss.multiply(new BigDecimal(n - 1)).add(
// currentLoss).divide(new BigDecimal(n), SCALE, RMODE);
avgLoss = (prevAvgLoss * (n - 1) + currentLoss)/n;
}
prevAvgGain = avgGain;
prevAvgLoss = avgLoss;
// RS = Average Gain / Average Loss
double rs = avgGain/avgLoss;
// RSI = 100 - 100/(1 + RS)
Double rsi = 100-(100/(1+rs));
rsi = Double.Parse(String.Format("{0:00.00000}", rsi));
prevPrice = candle.Close;
candle.Rsi = rsi;
return rsi;
}
/**
* get the middle price,there are 4 kind of arithmetic.
*
* 1、M=(2C+H+L)÷4 2、M=(C+H+L+O)÷4 3、M=(C+H+L)÷3 4、M=(H+L)÷2 we are now using
* the second one : M=(C+H+L+O)÷4
*
* @param candle
* @return
*/
private double getMiddlePrice(BarData candle)
{
double middle = candle.Close;
middle = middle + candle.High + candle.Low + candle.Open;
middle = middle / 4;
return middle;
}
public bool SaveCdlFile(string fpath, BarData [] barDatas , bool isEncrypt )
{
try
{
using (StreamWriter writer = new StreamWriter(fpath, false))
{
int i = 0;
DateTime start = System.DateTime.Now;
Console.WriteLine(" start " + start);
foreach (BarData bar in barDatas)
{
if (bar.HasDataValues)
{
StringBuilder sb = new StringBuilder(bar.DateTime.ToString("yyyy-MM-dd HH:mm"));
sb.Append(",").Append(bar.Open.ToString());
sb.Append(",").Append(bar.Close.ToString());
sb.Append(",").Append(bar.Low.ToString());
sb.Append(",").Append(bar.High.ToString());
//string endata = crypta.localEncrypt(sb.ToString());
i++;
writer.WriteLine(sb.ToString());
}
}
DateTime end = System.DateTime.Now; Console.WriteLine(" end " + end + " count " + i);
Console.WriteLine(" use @@@@@@@@@@@@@@@@ " + (end.Subtract(start)));
writer.Flush();
writer.Close();
}
}
catch (Exception e)
{
Console.WriteLine(" e.StackTrace " + e.StackTrace);
return false;
}
return true;
}
/// <summary>
///
/// </summary>
public double[] GetDataValues(BarData.DataValueSourceEnum valueEnum, int startingIndex, int indexCount)
{
int count = indexCount;
if (count == 0)
{
count = _dataUnits.Count - startingIndex;
GeneralHelper.Verify(count >= 0, "Invalid starting index.");
}
double[] result = new double[count];
lock (this)
{
for (int i = startingIndex; i < startingIndex + count; i++)
{
result[i - startingIndex] = _dataUnits[i].GetValue(valueEnum);
}
}
return result;
}
void DrawOrders(GraphicsWrapper g, int index, PointF drawingPoint, float itemWidth, float itemMargin,
List<Order> openingOrders, List<Order> closingOrders, BarData orderBarData, float lastBarX)
{
// Width is same as items in real coordinates.
float actualImageHeight = _imageDown.Height / Math.Abs(g.DrawingSpaceTransform.Elements[3]);
float yToXScaling = Math.Abs(g.DrawingSpaceTransform.Elements[0] / g.DrawingSpaceTransform.Elements[3]);
PointF updatedImageDrawingPoint = drawingPoint;
foreach (Order order in openingOrders)
{
DrawOrder(g, ref updatedImageDrawingPoint, order, itemWidth, itemMargin, yToXScaling, orderBarData, lastBarX, true);
}
foreach (Order order in closingOrders)
{
DrawOrder(g, ref updatedImageDrawingPoint, order, itemWidth, itemMargin, yToXScaling, orderBarData, lastBarX, false);
}
}
public double handleFullCandle(ref BarData candle)
{
//IndValue contrainer = new IndValue(candle);
// 最初的一 candles
if (!isInitialized)
{
return(this.init(candle));
}
// 1: CalculatePrice极值
double currentEprice = -1;
double candleLow = candle.Low;
bool isNewLow = false;
double candleHigh = candle.High;
bool isNewHigh = false;
if (sarArea == AREA_UP)
{// 多头的时候，拿当前这个阶段的最高的Price
if (candleHigh > maxEPrice)
{
isNewHigh = true;
currentEprice = candleHigh;
if (!turnPoint)
{// 在没有区间转变的时候，才能Calculate到本期间的最高值
maxEPrice = candleHigh;
}
}
else
{
currentEprice = maxEPrice;
}
}
else if (sarArea == AREA_DOWN)
{// 空头的时候，拿当前这个阶段的最低的Price
if (candleLow < minEPrice)
{
isNewLow = true;
currentEprice = candleLow;
if (!turnPoint)
{// 在没有区间转变的时候，才能Calculate到本期间的最低值
minEPrice = candleLow;
}
}
else
{
currentEprice = minEPrice;
}
}
// 2: Calculate当前因子
double currentAccFactor;
if (turnPoint)
{// 当前是一个拐点
currentAccFactor = accFactorIncreatement;
}
else if ((sarArea == AREA_UP && isNewHigh) ||
(sarArea == AREA_DOWN && isNewLow))
{// 多头,并且Price创出新的最高的时候|或者空头，并且Price是新低
currentAccFactor = prevAccFactor + accFactorIncreatement;
if (currentAccFactor >= maxAccFactor)
{// 不能超过0.2
currentAccFactor = maxAccFactor;
}
}
else
{// 保持上一个不变
currentAccFactor = prevAccFactor;
}
// 3: Calculate当前的SAR
double sar = 0;
if (turnPoint)
{ // 当前是一个拐点
if (sarArea == AREA_UP)
{ // 当前是多头,SAR是前N candles的最低值
sar = this.getLowestInN();
}
else
{
sar = this.getHighestInN();
}
minEPrice = candleLow;
maxEPrice = candleHigh;
// 下一根是否是拐点
turnPoint = false;
}
else
{
// SAR(i) = SAR(i-1)+ACCELERATION(i-1)*(EPRICE(i-1)-SAR(i-1))
double tmp = prevAccFactor * (prevEPrice - prevSAR);
sar = prevSAR + tmp;
}
//double ttt = TypeFormat.parseDouble(formater.format(sar.doubleValue()));
//sar = new double(ttt);
//contrainer.setIndValue(ttt);
sar = Double.Parse(String.Format(formater, sar));
candle.Sar = sar;
prevEPrice = currentEprice;
prevSAR = sar;
prevAccFactor = currentAccFactor;
// 为下一 candlesCalculate做准备,主要是，是否是拐点
if (sarArea == AREA_DOWN && candleHigh > sar)
{
turnPoint = true;
sarArea = AREA_UP;
}
else if (sarArea == AREA_UP && candleLow < sar)
{
turnPoint = true;
sarArea = AREA_DOWN;
}
if (this.lastNCandleHigh.Count >= this.n)
{
this.lastNCandleHigh.RemoveAt(0);
}
this.lastNCandleHigh.Add(candleHigh);
if (this.lastNCandleLow.Count >= this.n)
{
this.lastNCandleLow.RemoveAt(0);
}
this.lastNCandleLow.Add(candleLow);
// Calculate下一 candles value
if (turnPoint)
{ // 当前是一个拐点
if (sarArea == AREA_UP)
{ // 当前是多头,SAR是上个区间的最低值
nextSAR = this.getLowestInN();
}
else
{
nextSAR = this.getHighestInN();
}
}
else
{
// SAR(i) = SAR(i-1)+ACCELERATION(i-1)*(EPRICE(i-1)-SAR(i-1))
double tmp = prevAccFactor * (prevEPrice - prevSAR);
nextSAR = prevSAR + tmp;
}
nextSAR = Double.Parse(String.Format(formater, nextSAR));
//ttt = TypeFormat.parseDouble(formater.format(nextSAR.doubleValue()));
//nextSAR =ttt;
return(nextSAR);
}
public bool LoadCdlFile(string fileName, int startingRow, int rowsLimit, out List <BarData> datas, bool isDecrypt, bool isLocal)
{
datas = new List <BarData>();
int i = 0;
using (System.IO.TextReader tr = new System.IO.StreamReader(fileName))
{
try
{
for (i = 0; i < startingRow + rowsLimit || rowsLimit == 0; i++)
{
string lineStr = tr.ReadLine();
if (lineStr == null)
{
break;
}
if (i >= startingRow)
{// Parse.
//if (isDecrypt)
//{
// if( !isLocal)
// lineStr = crypta.decrypt(lineStr);
// else
// lineStr = crypta.localDecrypt(lineStr);
//}
try
{
string[] lineSplit = Regex.Split(lineStr, ",");
BarData barData = new BarData();
string date = lineSplit[0].Trim();
string time = lineSplit[1].Trim();
barData.DateTime = new DateTime(int.Parse(date.Substring(0, 4)), int.Parse(date.Substring(4, 2)), int.Parse(date.Substring(6, 2)),
int.Parse(time.Substring(0, 2)), int.Parse(time.Substring(2, 2)), int.Parse(time.Substring(4, 2))); //DateTime.Parse(lineSplit[0]);// BarDataHelper.ParseCSVDateTime(lineSplit[0], lineSplit[1]);
barData.Open = double.Parse(lineSplit[2], new System.Globalization.NumberFormatInfo());
barData.High = double.Parse(lineSplit[3], new System.Globalization.NumberFormatInfo());
barData.Low = double.Parse(lineSplit[4], new System.Globalization.NumberFormatInfo());
barData.Close = double.Parse(lineSplit[5], new System.Globalization.NumberFormatInfo());
barData.ExLow = barData.Low;
barData.ExHigh = barData.ExHigh;
barData.IsCompleted = true;
LogUtil.Info(" His File Loading :::: " + barData);
datas.Add(barData);
}catch (Exception e) {
LogUtil.Info(" His File Loading :::: " + e.StackTrace);
}
}
}
Console.WriteLine("ccccccccccccccccccccccccccc ");
}
catch (Exception exception)
{
Console.WriteLine(exception.ToString());
datas.Clear();
return(false);
}
}
return(true);
}
public double handleFullCandle(ref BarData candle, int field)
{
//IndValue contrainer = new IndValue(candle);
double arValue = 0;
if (initCandleList.Count < this.n)
{
initCandleList.Add(candle);
return(arValue);
}
initCandleList.RemoveAt(0);
initCandleList.Add(candle);
// Within N day(s)（H－C） accumulation
double sumOfHC = 0;
// Within N day(s)（O－L） accumulation
double sumOfOL = 0;
// Within N day(s)（H－CY） accumulation
double sumOfHCY = 0;
// Within N day(s)（CY－L） accumulation
double sumOfCYL = 0;
//Console.WriteLine(" ARBR initCandleList count " + initCandleList.Count );
BarData prevCandle = new BarData();
foreach (BarData c in initCandleList)
{
// calculate AR
double tmp = c.High - c.Open;
sumOfHC = sumOfHC + tmp;
tmp = c.Open - c.Low;
sumOfOL = sumOfOL + tmp;
// calculate BR
tmp = c.High - prevCandle.Close;
sumOfHCY = sumOfHCY + (tmp);
tmp = prevCandle.Close - c.Low;
sumOfCYL = sumOfCYL + tmp;
prevCandle = c;
//Console.WriteLine(" ARBR sumOfHO " + sumOfHO + " sumOfOL " + sumOfOL);
}
double ar = sumOfHC / sumOfOL * 100;
double br = sumOfHCY / sumOfCYL * 100;
double ardouble = Double.Parse(String.Format("{0:00.00000}", ar));
double brdouble = Double.Parse(String.Format("{0:00.00000}", br));
Dictionary <string, double> additionalIndValue = new Dictionary <string, double>();
additionalIndValue.Add(AR, ardouble);
additionalIndValue.Add(BR, brdouble);
arValue = ardouble;
switch (field)
{
case 1:
candle.Ar = ardouble;
candle.Br = brdouble;
break;
case 2:
candle.Ar2 = ardouble;
break;
}
return(arValue);
}
public double handleFragCandle(BarData candle)
{
double arValue = 0;
// cp the previous candle list
List <BarData> cpList = new List <BarData>();
cpList.AddRange(initCandleList);
cpList.RemoveAt(0);
cpList.Add(candle);
// Within N day(s)（H－C） accumulation
double sumOfHC = 0;
// Within N day(s)（O－L） accumulation
double sumOfOL = 0;
// Within N day(s)（H－CY） accumulation
double sumOfHCY = 0;
// Within N day(s)（CY－L） accumulation
double sumOfCYL = 0;
BarData prevCandle = new BarData();
foreach (BarData c in cpList)
{
// calculate AR
double tmp = c.High - c.Open;
sumOfHC = sumOfHC + (tmp);
tmp = c.Open - c
.Low;
sumOfOL = sumOfOL + (tmp);
// calculate BR
tmp = c.High - prevCandle.Close;
sumOfHCY = sumOfHCY + (tmp);
tmp = prevCandle.Close - c.Low;
sumOfCYL = sumOfCYL + (tmp);
prevCandle = c;
}
double ar = sumOfHC / sumOfOL * 100;
double br = sumOfHCY / sumOfCYL * 100;
double ardouble = Double.Parse(String.Format("{0:00.00000}", ar));
double brdouble = Double.Parse(String.Format("{0:00.00000}", br));
Dictionary <string, double> additionalIndValue = new Dictionary <string, double>();
additionalIndValue.Add(AR, ardouble);
additionalIndValue.Add(BR, brdouble);
candle.Ar = ardouble;
candle.Br = brdouble;
return(arValue);
}
public double handleFullCandle(ref BarData candle, int field)
{
double cciVal = 0;
if (initCandleList.Count < this.n)
{
initCandleList.Add(candle);
return(cciVal);
}
initCandleList.RemoveAt(0);
initCandleList.Add(candle);
//TP = (Hight + Lowt + Closet) / 3
double tp = (candle.High + candle.Low + candle.Close) / THREE;
// MA= (TP1 + TP2 +... + TPn) / n
// MA: The moving average of the typical price.
// TPn: The typical price for the nth interval.
// N: Number of intervals for the average.
double ma = 0;
for (int i = n - 1; i > this.N - 2; i--)
{
// calculate MA
BarData c = initCandleList[i];
ma += ((c.High + c.Low + c.Close) / THREE);
}
ma = ma / N;
// MD= (|TPAVG1 - TP1| + ... + |TPAVG1 - TPn |) / n
// MD: The mean deviation for this interval.
//TPn: The typical price for the nth interval.
// N: Number of intervals.
double md = 0;
for (int i = n - 1; i > this.N - 2; i--)
{
// calculate MD
BarData c = initCandleList[i];
double tpn = 0;
tpn = (c.High + c.Low + c.Close) / THREE;
double tpavg = 0;
for (int k = i; k > i - this.N; k--)
{
BarData b = initCandleList[k];
tpavg += ((b.High + b.Low + b.Close) / THREE);
}
tpavg = tpavg / N;
//Console.WriteLine(" tpavg " + tpavg + " tpn " + tpn );
md += Math.Abs(tpavg - tpn);
}
md = md / N;
double cci = 0;
//Console.WriteLine(" tp " + tp + " ma " + ma + " md " + md);
// CCI = (TP - MA) / (.015 x MD)
cci = (tp - ma) / (md * FACTOR);
cciVal = Double.Parse(String.Format("{0:00.00000}", cci));
switch (field)
{
case 1:
candle.Cci = cciVal;
break;
case 2:
candle.Cci2 = cciVal;
break;
case 3:
candle.Cci3 = cciVal;
break;
}
return(cciVal);
}
public bool LoadCdlFile(string fileName, int startingRow, int rowsLimit, out List<BarData> datas, bool isDecrypt, bool isLocal)
{
datas = new List<BarData>();
int i = 0;
using (System.IO.TextReader tr = new System.IO.StreamReader(fileName))
{
try
{
for (i = 0; i < startingRow + rowsLimit || rowsLimit == 0; i++)
{
string lineStr = tr.ReadLine();
if (lineStr == null)
{
break;
}
if (i >= startingRow)
{// Parse.
//if (isDecrypt)
//{
// if( !isLocal)
// lineStr = crypta.decrypt(lineStr);
// else
// lineStr = crypta.localDecrypt(lineStr);
//}
try
{
string[] lineSplit = Regex.Split(lineStr, ",");
BarData barData = new BarData();
string date = lineSplit[0].Trim();
string time = lineSplit[1].Trim();
barData.DateTime = new DateTime(int.Parse(date.Substring(0, 4)), int.Parse(date.Substring(4, 2)), int.Parse(date.Substring(6, 2)),
int.Parse(time.Substring(0, 2)), int.Parse(time.Substring(2, 2)), int.Parse(time.Substring(4, 2))); //DateTime.Parse(lineSplit[0]);// BarDataHelper.ParseCSVDateTime(lineSplit[0], lineSplit[1]);
barData.Open = double.Parse(lineSplit[2], new System.Globalization.NumberFormatInfo());
barData.High = double.Parse(lineSplit[3], new System.Globalization.NumberFormatInfo());
barData.Low = double.Parse(lineSplit[4], new System.Globalization.NumberFormatInfo());
barData.Close = double.Parse(lineSplit[5], new System.Globalization.NumberFormatInfo());
barData.ExLow = barData.Low;
barData.ExHigh = barData.ExHigh;
barData.IsCompleted = true;
LogUtil.Info(" His File Loading :::: " + barData);
datas.Add(barData);
}catch(Exception e ){
LogUtil.Info(" His File Loading :::: " + e.StackTrace);
}
}
}
Console.WriteLine("ccccccccccccccccccccccccccc ");
}
catch (Exception exception)
{
Console.WriteLine(exception.ToString());
datas.Clear();
return false;
}
}
return true;
}
public void Process(object sender, ElapsedEventArgs e)
{
lock (this)
{
if (isUpdateCandle && !isAddCandle && _dataUnits.Count > 0)
{
Dictionary<Interval, IntervalData> currentDatas = dataCache.CurrentDatas;
Dictionary<Interval, DateTime> currentTimes = dataCache.CurrentTimes;
if (currentDatas.ContainsKey(currentTInterval))
{
BarData barData;
IntervalData intervData = currentDatas[currentTInterval];
DateTime currentTime = currentTimes[currentTInterval];
Console.WriteLine(" currentTime " + currentTime);
barData = new BarData(currentTime, intervData.Open, intervData.Close, intervData.Min, intervData.Max, 0);
barData.SignalList = intervData.SignalList;
//barData.RefreshExValues();
if (_dataUnits.Count > 0 && _dataUnits[_dataUnits.Count - 1].DateTime.CompareTo(barData.DateTime) == 0)
{
barData.RefreshExValues();
RSI rsi = dataCache.RISs[currentTInterval];
RSI rsi2 = dataCache.RISs2[currentTInterval];
RSI rsi3 = dataCache.RISs3[currentTInterval];
RSI rsi4 = dataCache.RISs4[currentTInterval];
SAR sar= dataCache.SARs[currentTInterval];
CCI cci = dataCache.CCIs[currentTInterval];
CCI cci2 = dataCache.CCIs2[currentTInterval];
rsi.handleFullCandle(ref barData, false, 1);
rsi2.handleFullCandle(ref barData, false,2);
rsi3.handleFullCandle(ref barData, false,3);
rsi4.handleFullCandle(ref barData, false,4);
cci.handleFragCandle(ref barData,2);
cci2.handleFragCandle(ref barData,2);
barData.Sar=sar.getNextSAR();
LogUtil.Info(" Current Candle " + barData);
_dataUnits[_dataUnits.Count - 1] = barData;
dataCache.RISs[currentTInterval]= rsi;
}
}
isUpdateCandle = false;
}
else if (isAddCandle)
{
dataCache.GetDataUnits(symbol, currentTInterval, ref _dataUnits);
Console.WriteLine(" _dataUnits " + _dataUnits.Count);
isAddCandle = false;
//isUpdateCandle = false;
}
else if (isUpdateCandleSignal)
{
dataCache.GetDataUnits(symbol, currentTInterval, ref _dataUnits);
isUpdateCandleSignal = false;
}
else if (isUpdateSignal)
{
dataCache.GetDataUnits(symbol, currentTInterval, ref _dataUnits);
Dictionary<Interval, DateTime> currentTimes = dataCache.CurrentTimes;
Dictionary<Interval, IntervalData> currentDatas = dataCache.CurrentDatas;
if (currentDatas.ContainsKey(currentTInterval))
{
BarData barData;
IntervalData intervData = currentDatas[currentTInterval];
DateTime currentTime = currentTimes[currentTInterval];
Console.WriteLine(" currentTime " + currentTime);
barData = new BarData(currentTime, intervData.Open, intervData.Close, intervData.Min, intervData.Max, 0);
barData.SignalList = intervData.SignalList;
if (_dataUnits.Count > 0 && _dataUnits[_dataUnits.Count - 1].DateTime.CompareTo(barData.DateTime) == 0)
{
barData.RefreshExValues();
RSI rsi = dataCache.RISs[currentTInterval];
RSI rsi2 = dataCache.RISs2[currentTInterval];
RSI rsi3 = dataCache.RISs3[currentTInterval];
RSI rsi4 = dataCache.RISs4[currentTInterval];
SAR sar = dataCache.SARs[currentTInterval];
CCI cci = dataCache.CCIs[currentTInterval];
CCI cci2 = dataCache.CCIs2[currentTInterval];
rsi.handleFullCandle(ref barData, false, 1);
rsi2.handleFullCandle(ref barData, false, 2);
rsi3.handleFullCandle(ref barData, false, 3);
rsi4.handleFullCandle(ref barData, false, 4);
cci.handleFragCandle(ref barData,2);
cci2.handleFragCandle(ref barData,2);
barData.Sar = sar.getNextSAR();
LogUtil.Info(" isUpdateSignal Candle " + barData);
_dataUnits[_dataUnits.Count - 1] = barData;
}
}
}
Console.WriteLine(" _dataUnits " + _dataUnits.Count);
isAddCandle = false;
isUpdateCandle = false;
}
if (isPause && DateTime.Now.Subtract(lastActionTime) > TimeSpan.FromMinutes(1))
isPause = false;
Console.WriteLine(" isPause " + isPause);
//if (!isPause)
RaiseValuesUpdateEvent(UpdateType.NewBar, 1, 0);
}
/**
*
* @param first
* @return
*/
private double init(BarData first)
{
// Calculate第一个值
// 初始化的时候，Since positionArea = 1，所以取Lowest price
prevEPrice = first.High;
prevSAR = first.Low;
// <---------------为下一个蜡烛Calculate --------------------->
prevAccFactor = maxAccFactor;
// 记录当期的Highest Price和Lowest price
maxEPrice = minEPrice = prevEPrice;
lastNCandleHigh.Add(prevEPrice);
lastNCandleLow.Add(prevSAR);
isInitialized = true;
//IndValue contrainer = new IndValue(first);
//contrainer.setIndValue(prevSAR);
return prevSAR;
}
public double handleFullCandle(ref BarData candle , int field)
{
//IndValue contrainer = new IndValue(candle);
double arValue = 0;
if (initCandleList.Count < this.n) {
initCandleList.Add(candle);
return arValue;
}
initCandleList.RemoveAt(0);
initCandleList.Add(candle);
// Within N day(s)（H－C） accumulation
double sumOfHC = 0;
// Within N day(s)（O－L） accumulation
double sumOfOL = 0;
// Within N day(s)（H－CY） accumulation
double sumOfHCY = 0;
// Within N day(s)（CY－L） accumulation
double sumOfCYL = 0;
//Console.WriteLine(" ARBR initCandleList count " + initCandleList.Count );
BarData prevCandle = new BarData();
foreach (BarData c in initCandleList) {
// calculate AR
double tmp =c.High-c.Open;
sumOfHC = sumOfHC + tmp;
tmp = c.Open-c.Low;
sumOfOL = sumOfOL+tmp;
// calculate BR
tmp = c.High-prevCandle.Close;
sumOfHCY = sumOfHCY+(tmp);
tmp = prevCandle.Close-c.Low;
sumOfCYL = sumOfCYL+tmp;
prevCandle = c;
//Console.WriteLine(" ARBR sumOfHO " + sumOfHO + " sumOfOL " + sumOfOL);
}
double ar = sumOfHC / sumOfOL * 100;
double br = sumOfHCY / sumOfCYL * 100;
double ardouble = Double.Parse(String.Format("{0:00.00000}", ar));
double brdouble = Double.Parse(String.Format("{0:00.00000}", br));
Dictionary<string, double> additionalIndValue = new Dictionary<string, double>();
additionalIndValue.Add(AR, ardouble);
additionalIndValue.Add(BR, brdouble);
arValue = ardouble;
switch (field)
{
case 1:
candle.Ar = ardouble;
candle.Br = brdouble;
break;
case 2:
candle.Ar2 = ardouble;
break;
}
return arValue;
}
public static bool SaveToFile(string path, BarData[] bars)
{
using (StreamWriter writer = new StreamWriter(path))
{
lock (writer)
{
foreach (BarData bar in bars)
{
if (bar.HasDataValues)
{
DateTime start = System.DateTime.Now;
StringBuilder sb = new StringBuilder(bar.DateTime.Day.ToString());
sb.Append(".").Append(bar.DateTime.Month.ToString());
sb.Append(".").Append(bar.DateTime.Year.ToString());
sb.Append(",").Append(bar.DateTime.Hour.ToString("00")).Append(":").Append(bar.DateTime.Minute.ToString("00"));
sb.Append(",").Append(bar.Open.ToString());
sb.Append(",").Append(bar.Close.ToString());
sb.Append(",").Append(bar.Low.ToString());
sb.Append(",").Append(bar.High.ToString());
//sb.Append(",").Append(bar.Arrow.ToString());
writer.WriteLine(sb.ToString());
//}
DateTime end = System.DateTime.Now;
Console.WriteLine(" start " + start );
Console.WriteLine(" end " + end);
Console.WriteLine(" use @@@@@@@@@@@@@@@@ " + (end.Subtract(start) ) );
}
}
writer.Close();
}
}
return true;
}
/// <summary>
/// A delta - the value from the previous to the current tick.
/// This is the same as the MOMENTUM indicator.
/// </summary>
public double[] GetDataValuesDeltas(int startingIndex, int indecesLimit, BarData.DataValueSourceEnum valueEnum)
{
double[] values = GetDataValues(valueEnum, startingIndex, indecesLimit);
for (int i = values.Length - 1; i > 0 ; i--)
{
values[i] = values[i] - values[i - 1];
}
if (values.Length > 0)
{
values[0] = 0;
}
return values;
}
/// <summary>
///
/// </summary>
public double[] GetDataValues(BarData.DataValueSourceEnum valueEnum)
{
return GetDataValues(valueEnum, 0, _dataUnits.Count);
}
private void UpdateIntervalData(Interval intervSpan, ref IntervalData intvData, double[] prices, DateTime time, DataProvider provider)
{
if (currentTimes.ContainsKey(intervSpan) && currentDatas.ContainsKey(intervSpan))
{
DateTime lastTime = currentTimes[intervSpan];
DateTime currTime = AppUtil.GetCurrentIntervalTime(lastTime, time, intervSpan);
TimeSpan span = time.Subtract(lastTime);
Console.WriteLine(" currentTimes[TInterval.MIN1] span " + span + " lastTime " + lastTime + " real time " + time + " currTime " + currTime);
LogUtil.Info(" currentTimes[TInterval.MIN1] span " + span + " lastTime " + lastTime + " real time " + time + " currTime " + currTime);
if (lastTime.CompareTo(time) > 0)
{
return;
}
else if (span >= AppConst.AppTimeSpans[intervSpan])
{
lastTime = AppUtil.GetLatestIntervalTime(lastTime, time, intervSpan);
Console.WriteLine(" span > interval span::: " + span + " lastTime " + lastTime + " real time " + time);
BarData barData = dataUnits[intervSpan][dataUnits[intervSpan].Count - 1];
barData.DateTime = lastTime;
barData.Open = intvData.Open;
barData.Close = intvData.Close;
barData.Low = intvData.Min;
barData.High = intvData.Max;
barData.SignalList = intvData.SignalList;
Console.WriteLine(" BarData #### time " + barData);
List<CandleSignal> currSignalList = new List<CandleSignal>();
Signal[] signals = null;
lock (AppConst.SignalDatasLocker)
{
signals = new Signal[AppContext.SignalDatas.Count];
AppContext.SignalDatas.CopyTo(signals);
}
if (signals != null)
{
int count = 0;
Array.Sort(signals);
foreach (Signal s in signals)
{
if (s.Symbol == provider.Symbol && s.Interval == provider.CurrentTInterval)
{
if (s.ActTime.CompareTo(lastTime) == 0 && s.Arrow != 0)
{
CandleSignal cs = new CandleSignal(s, 1);
if (!barData.SignalList.Contains(cs))
barData.SignalList.Add(cs);
}
if (s.Arrow != 0 && s.ActTime.CompareTo(currTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 1);
currSignalList.Add(cs);
}
if (s.StopLoss != 0 && s.StopLossTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 3);
if (!barData.SignalList.Contains(cs))
barData.SignalList.Add(cs);
}
if (s.StopLoss != 0 && s.StopLossTime.CompareTo(currTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 3);
currSignalList.Add(cs);
}
if (s.GainTip != 0 && s.GainTipTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 2);
if (!barData.SignalList.Contains(cs))
barData.SignalList.Add(cs);
}
if (s.GainTip != 0 && s.GainTipTime.CompareTo(currTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 2);
currSignalList.Add(cs);
}
if (s.StopGain != 0 && s.StopGainTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 4);
if (!barData.SignalList.Contains(cs))
barData.SignalList.Add(cs);
}
if (s.StopGain != 0 && s.StopGainTime.CompareTo(currTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 4);
currSignalList.Add(cs);
}
if (count > 5) break;
count++;
}
}
}
barData.RefreshExValues();
Console.WriteLine(" BarData ############ time " + barData);
LogUtil.Info(" Last BarData ##### " + barData);
SAR sar = null;
CR cr = null;
RSI rsi = null;
RSI rsi2 = null;
RSI rsi3 = null;
RSI rsi4 = null;
ARBR arbr = null;
ARBR arbr2 = null;
CCI cci = null;
CCI cci2 = null;
CCI cci3 = null;
WR wr = null;
WR wr2 = null;
LWR lwr = null;
BOLL boll = null;
if (!provider.Initializing && provider.Initialized)
{
sar = iSARs[intervSpan];
cr = iCRs[intervSpan];
rsi = iRISs[intervSpan];
rsi2 = iRISs2[intervSpan];
rsi3 = iRISs3[intervSpan];
rsi4 = iRISs4[intervSpan];
arbr = iARBRs[intervSpan];
arbr2 = iARBRs2[intervSpan];
cci = iCCIs[intervSpan];
cci2 = iCCIs2[intervSpan];
cci3 = iCCIs3[intervSpan];
wr = iWRs[intervSpan];
wr2 = iWRs2[intervSpan];
lwr = iLWRs[intervSpan];
boll = iBOLLs[intervSpan];
sar.handleFullCandle(ref barData);
rsi.handleFullCandle(ref barData, true,1);
rsi2.handleFullCandle(ref barData, true,2);
rsi3.handleFullCandle(ref barData, true,3);
rsi4.handleFullCandle(ref barData, true,4);
cr.handleFullCandle(ref barData);
arbr.handleFullCandle(ref barData,1);
arbr2.handleFullCandle(ref barData,2);
cci.handleFullCandle(ref barData,1);
cci2.handleFullCandle(ref barData,2);
cci3.handleFragCandle(ref barData, 3);
wr.handleFullCandle(ref barData,1);
wr2.handleFullCandle(ref barData,2);
lwr.handleFullCandle(ref barData, 0);
boll.handleFullCandle(ref barData, 0);
}
if (dataUnits.ContainsKey(intervSpan))
{
dataUnits[intervSpan][dataUnits[intervSpan].Count - 1] = (barData);
}
else
{
List<BarData> list = new List<BarData>();
list.Add(barData);
dataUnits.Add(intervSpan, list);
}
if (provider.CurrentTInterval == intervSpan)
{
provider.IsUpdateCandle = false;
provider.IsAddCandle = true;
}
Console.WriteLine(" New BarData #### time " + currTime);
currentTimes[intervSpan] = currTime;
Console.WriteLine(" currentTimes[" + intervSpan + "] " + currentTimes[intervSpan]);
Console.WriteLine(" NEW RTD.symbol time " + time + " price " + prices[0]);
intvData = new IntervalData(0);
double p = prices[0];
intvData.Max = p;
intvData.Min = p;
intvData.Open = p;
intvData.Close = p;
intvData.PriceList.Clear();
foreach (double price in prices)
{
intvData.PriceList.Add(price);
intvData.Max = Math.Max(intvData.Max, price);
intvData.Min = Math.Min(intvData.Min, price);
}
barData = new BarData(currTime, intvData.Open, intvData.Close, intvData.Min, intvData.Max, 0);
barData.SignalList = currSignalList;
barData.RefreshExValues();
if (!provider.Initializing && provider.Initialized)
{
barData.Sar = sar.getNextSAR();
rsi.handleFullCandle(ref barData, false, 1);
rsi2.handleFullCandle(ref barData, false, 2);
rsi3.handleFullCandle(ref barData, false, 3);
rsi4.handleFullCandle(ref barData, false, 4);
cr.handleFullCandle(ref barData);
cci.handleFragCandle(ref barData,2);
cci2.handleFragCandle(ref barData,2);
iSARs[intervSpan] = sar;
iRISs[intervSpan] = rsi;
iRISs2[intervSpan] = rsi2;
iRISs3[intervSpan] = rsi3;
iRISs4[intervSpan] = rsi4;
iCRs[intervSpan] = cr;
iARBRs[intervSpan] = arbr;
iARBRs2[intervSpan] = arbr2;
iCCIs[intervSpan] = cci;
iCCIs2[intervSpan] = cci2;
iCCIs3[intervSpan] = cci3;
iWRs[intervSpan] = wr;
iWRs2[intervSpan] = wr2;
iLWRs[intervSpan] = lwr;
iBOLLs[intervSpan]=boll;
}
LogUtil.Info(" New BarData #### " + barData);
dataUnits[intervSpan].Add(barData);
Console.WriteLine(" New intvData ############ op " + intvData.Open + " cls " + intvData.Close + " max " + intvData.Max + " low " + intvData.Min);
Console.WriteLine(" allDataUnits[provider.Symbol][intervSpan]..Count ::::::::::::::::::::::::::: " + dataUnits[intervSpan].Count);
}
else
{
Console.WriteLine(" IN currentTimes[" + intervSpan + "] " + currentTimes[intervSpan]);
foreach (double price in prices)
{
intvData.PriceList.Add(price);
intvData.Max = Math.Max(intvData.Max, price);
intvData.Min = Math.Min(intvData.Min, price);
}
Signal[] signals = null;
lock (AppConst.SignalDatasLocker)
{
signals = new Signal[AppContext.SignalDatas.Count];
AppContext.SignalDatas.CopyTo(signals);
}
if (signals != null)
{
Array.Sort(signals);
int count = 0;
foreach (Signal s in signals)
{
if (s.Symbol == provider.Symbol && s.Interval == provider.CurrentTInterval)
{
if (s.Arrow != 0 && s.ActTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 1);
if (!intvData.SignalList.Contains(cs))
intvData.SignalList.Add(cs);
}
if (s.GainTip != 0 && s.GainTipTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 2);
if (!intvData.SignalList.Contains(cs))
intvData.SignalList.Add(cs);
}
if (s.StopLoss != 0 && s.StopLossTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 3);
if (!intvData.SignalList.Contains(cs))
intvData.SignalList.Add(cs);
}
if (s.StopGain != 0 && s.StopGainTime.CompareTo(lastTime) == 0)
{
CandleSignal cs = new CandleSignal(s, 4);
if (!intvData.SignalList.Contains(cs))
intvData.SignalList.Add(cs);
}
if (count > 5) break;
count++;
}
}
}
intvData.Close = intvData.PriceList.Last<double>();
//intvData.isInitialized = true;
if (provider.CurrentTInterval == intervSpan)
{
provider.IsUpdateCandle = true;
provider.IsAddCandle = false;
}
LogUtil.Info(" Updated intvData ############ " + intvData);
}
Console.WriteLine(" Update intvData ############ op " + intvData.Open + " cls " + intvData.Close + " max " + intvData.Max + " low " + intvData.Min);
//}
//intvData.isUpdated = true;
}
}
/// <summary>
/// Deltas will return a line indicating the difference of the current bar to the previous one.
/// This is the same as the MOMENTUM indicator.
/// </summary>
public double[] GetDataValuesDeltas(BarData.DataValueSourceEnum valueEnum)
{
return GetDataValuesDeltas(0, _dataUnits.Count, valueEnum);
}
void UpdateValues()
{
lock (this)
{
BarData[] bars = new BarData[_dataProvider.DataUnits.Count];
_dataProvider.DataUnits.CopyTo(bars, 0);
double scaling = 1;
for (int i = 0; i < bars.Length; i++)
{
BarData bar = bars[i];
bars[i] = new BarData(bar.DateTime, bar.Open * scaling, bar.Close * scaling, bar.Low * scaling, bar.High * scaling, bar.Volume * scaling);
}
if (bars.Length > 0)
{
this.SetBarData(bars, _dataProvider.TimeInterval);
}
RaiseValuesUpdated(true);
}
}
//object sender, System.Timers.ElapsedEventArgs e)
private void SaveDataToFile()
{
if (provider.Initialized && !isSavingFile && dataUnits.ContainsKey(provider.CurrentTInterval))
{
isSavingFile = true;
DateTime now = DateTime.Now;
Console.WriteLine(" isSavingFile%%%%%%%%%%% ::: " + isSavingFile + " " + now.Second + " " + now.Millisecond);
Interval interval;
string tmpPath;
string tmpCdlFile;
string tmpSigFile;
string dataFile;
lock (provider)
{
//ProviderHelper.CleanTmpDirs(provider);
tmpPath = ProviderHelper.GetTmpPath(provider);
tmpCdlFile = ProviderHelper.GetTmpCdlFilePath(provider);
tmpSigFile = ProviderHelper.GetTmpSigFilePath(provider);
dataFile = ProviderHelper.GetDataFilePath(provider);
Console.WriteLine(" dataFile ::: " + dataFile + " tmpFile ::: " + tmpCdlFile + " tmpPath :: " + tmpPath + " tmpSigFile " + tmpSigFile);
interval = provider.CurrentTInterval;
}
List<BarData> intervDatas = new List<BarData>();
lock (dataUnits[interval])
{
intervDatas.AddRange(dataUnits[interval]);
}
List<Signal> signalDatas = new List<Signal>();
lock (signalUnits[interval])
{
signalDatas.AddRange(signalUnits[interval]);
}
if (intervDatas.Count - OFFSET > BASE)
{
if (intervDatas.Count - OFFSET > MAXIMUM)
{
int rmc = intervDatas.Count - OFFSET - MAXIMUM;
intervDatas.RemoveRange(0, rmc);
}
intervDatas.RemoveRange(intervDatas.Count - OFFSET, OFFSET);
BarData firstData = intervDatas.First();
List<Signal> ctxSignals = new List<Signal>();
lock (AppConst.SignalDatasLocker)
{
foreach (Signal s in AppContext.SignalDatas)
{
if (s.Symbol == provider.Symbol && s.Interval == provider.CurrentTInterval)
ctxSignals.Add(s);
}
}
ctxSignals.Sort();
ctxSignals.Reverse();
foreach (Signal s in ctxSignals)
{
if (s.ProfitPrice == 0)
break;
if (!signalDatas.Contains(s))
signalDatas.Add(s);
}
List<Signal> obsletes = new List<Signal>();
foreach (Signal s in signalDatas)
{
if (s.ProfitTime.CompareTo(firstData.DateTime) < 0)
obsletes.Add(s);
}
foreach (Signal s in obsletes)
{
signalDatas.Remove(s);
}
}
if (intervDatas.Count > 0) // Initialized
{
Console.WriteLine(" intervDatas.Count ::: " + intervDatas.Count);
BarData[] barDatas = new BarData[intervDatas.Count];
intervDatas.CopyTo(barDatas);
Console.WriteLine(" barDatas.Count ::: " + barDatas.Length);
DateTime newLastTime = intervDatas.Last<BarData>().DateTime;
IFileWorker fw = FileUtil.GetFileWorker();
Signal[] signals = null;
lock (signalUnits[interval])
{
signals = new Signal[signalUnits[interval].Count];
signalUnits[interval].CopyTo(signals);
}
signalUnits[interval].CopyTo(signals);
fw.SaveCdlFile(tmpCdlFile, barDatas, true);
fw.SaveSigFile(tmpSigFile, signals, true);
fw.ZipFiles(tmpPath, dataFile, null);
fw = null;
lastCdlTimes[interval] = newLastTime;
ProviderHelper.CleanTmpDirs(provider);
}
isSavingFile = false;
now = DateTime.Now;
Console.WriteLine(" isSavingFile%%%%%%%%%%% ::: " + isSavingFile + " " + now.Second + " " + now.Millisecond);
}
}
/// <summary>
/// 0 means no pin bar, 1 is pin bar ...
/// </summary>
double EvaluatePinBar(int index)
{
BarData prevDataUnit = this.DataProvider.DataUnits[index - 1];
BarData dataUnit = this.DataProvider.DataUnits[index];
BarData nextDataUnit = this.DataProvider.DataUnits[index + 1];
double bodyToShadowRatio, prevPinDifference, nextPinDifference;
bool nextUnitConditions = false;
if (dataUnit.BarIsRising)
{// Looking for a bottom pointing pin.
bodyToShadowRatio = dataUnit.BarBodyLength / dataUnit.BarBottomShadowLength;
prevPinDifference = prevDataUnit.Low - dataUnit.Low;
nextPinDifference = nextDataUnit.Low - dataUnit.Low;
nextUnitConditions = nextDataUnit.LowerOpenClose > dataUnit.LowerOpenClose;
}
else
{// Looking for a top pointing pin.
bodyToShadowRatio = dataUnit.BarBodyLength / dataUnit.BarTopShadowLength;
prevPinDifference = dataUnit.High - prevDataUnit.High;
nextPinDifference = dataUnit.High - nextDataUnit.High;
nextUnitConditions = nextDataUnit.HigherOpenClose < dataUnit.HigherOpenClose;
}
bool isPinPrerequirements = (bodyToShadowRatio < 1) && (prevPinDifference >= (dataUnit.BarTotalLength * _surroudingBarDifferenceRequirementRatio)) &&
(nextPinDifference >= (dataUnit.BarTotalLength * _surroudingBarDifferenceRequirementRatio)) &&
nextUnitConditions
//&& (nextDataUnit.BarIsPositive == dataUnit.BarIsPositive)
&& (prevDataUnit.BarIsRising != dataUnit.BarIsRising);
if (isPinPrerequirements == false)
{
return(0);
}
if (index <= _lookBackBarsCount / 2)
{// Too few bars have passed - too early to establish a pin bar.
return(0);
}
double barLength = 0;
// Check lowest in the last LookBackBarsCount bars.
for (int i = index - 1; i >= 0 && i >= index - _lookBackBarsCount; i--)
{
barLength += DataProvider.DataUnits[i].BarTotalLength;
if (dataUnit.BarIsRising)
{
if (DataProvider.DataUnits[i].Low <= dataUnit.Low ||
DataProvider.DataUnits[i].LowerOpenClose <= dataUnit.LowerOpenClose)
{// Looking for bottom pointing pin and a lower pin was found last few bars.
return(0);
}
}
else
{
if (DataProvider.DataUnits[i].High >= dataUnit.High ||
DataProvider.DataUnits[i].HigherOpenClose >= dataUnit.HigherOpenClose)
{// Looking for a top pointing pin and a higher pin was found in the last few bars.
return(0);
}
}
}
// This now becomes the average bar length for the last few bars.
barLength = barLength / _lookBackBarsCount;
// Check longer than average last LookBackBarsCount bars.
if (dataUnit.BarTotalLength > _surroundingBarAverageMinimumLengthRation * barLength)
{
if (dataUnit.BarIsRising)
{
return((float)PinBarStates.PinBar1);
}
else
{
return((float)PinBarStates.PinBar2);
}
}
return((float)PinBarStates.Default);
}
public Dictionary<string, double> handleFullCandle(ref BarData candle, int field)
{
Dictionary<string, double> boll = new Dictionary<string, double>();
boll.Add(UPPER, 0);
boll.Add(MID, 0);
boll.Add(LOWER, 0);
if (!this.isInitialized)
{
this.initCandleList.Add(candle);
if (initCandleList.Count == this.n)
{
isInitialized = true;
}
return boll;
}
if (initCandleList.Count >= this.n)
{
initCandleList.RemoveAt(0);
}
this.initCandleList.Add(candle);
// the sum of close price
double sum = 0;
foreach (BarData c in initCandleList) {
sum = sum+c.Close;
}
// 中线
double midBoll = sum/this.n;
// Formula :
// MID : MA(CLOSE,N);
// UPPER: MID + P*STD(CLOSE,N);
// LOWER: MID - P*STD(CLOSE,N);
// STD -- Standard Deviation
// Calculate上线和下线
sum = 0;
foreach (BarData c in initCandleList)
{
double close = c.Close;
double tmp = close-midBoll;
sum = sum + tmp * tmp;
//Console.WriteLine(tmp + " " + sum );
}
double p = 2;
double tmp1 = sum / n;
double d = p* Math.Sqrt(tmp1);
double upBoll = midBoll+(d);
double lowBoll = midBoll-(d);
boll[UPPER] = Double.Parse(String.Format("{0:00.000000}", upBoll)); ;
boll[LOWER] = Double.Parse(String.Format("{0:00.000000}", lowBoll)); ; ;
boll[MID] = Double.Parse(String.Format("{0:00.000000}", midBoll));
////Console.WriteLine( upBoll + " " +midBoll+ " " + lowBoll+ " "+ d + " " +sum + " "+ tmp1);
candle.Boll = boll;
return boll;
}
public Dictionary <string, double> handleFragCandle(ref BarData candle, int field)
{
Dictionary <string, double> lwr = new Dictionary <string, double>();
// cp the previous candle list
List <BarData> cpLwr1List = new List <BarData>();
cpLwr1List.AddRange(lwr1List);
cpLwr1List.RemoveAt(0);
cpLwr1List.Add(candle);
List <BarData> cpLwr2List = new List <BarData>();
cpLwr2List.AddRange(lwr2List);
cpLwr2List.RemoveAt(0);
cpLwr2List.Add(candle);
// HHV(HIGH,N)
// The highest value in last N candles
double hhv = 0;
// LLV(LOW,N)
// The lowest value in last N candles
double llv = 0;
// RSV= (HHV(HIGH,N)-CLOSE)/(HHV(HIGH,N)-LLV(LOW,N))*100;
double rsv = 0;
// LWR1: SMA(RSV,M1,1);
// LWR1=(RSV1+RSV2+ ...+RSVn)/ N
// N =M1, M1>=1
double lwr1 = 0;
rsv = 0;
for (int i = m1size - 1; i > m1size - m1 - 1; i--)
{
BarData cdl = cpLwr1List[i];
double high = Double.MinValue;
double low = Double.MaxValue;
hhv = 0;
llv = 0;
for (int k = i; k > i - n; k--)
{
BarData c = cpLwr1List[k];
high = high < c.High ? c.High : high;
low = low > c.Low ? c.Low : low;
}
hhv = high;
// Console.WriteLine(" high " + hhv);
double hcd = high - cdl.Close;
llv = low;
// Console.WriteLine(" low " + llv);
double hld = hhv - llv;
// Console.WriteLine(" hhhhcccc " + hcd);
// Console.WriteLine(" hhhhhlllllll " + hld);
double rsvn = hcd / hld * 100;
rsv = rsv + rsvn;
// Console.WriteLine(" rsv======= " + rsv );
}
// Console.WriteLine(rsv);
lwr1 = rsv / m1;
// Console.WriteLine(lwr1);
// LWR2: SMA(LWR1,M2,1);
// LWR2=(LWR1+LWR2+ ...+LWRn)/ N
// N =M2, M2>=1
double lwr2 = 0;
for (int t = m2size - 1; t > m2size - m2 - 1; t--)
{
rsv = 0;
for (int i = t; i > t - m1; i--)
{
BarData cdl = cpLwr2List[i];
double high = Double.MinValue;
double low = Double.MaxValue;
hhv = 0;
llv = 0;
for (int k = i; k > i - n; k--)
{
BarData c = cpLwr2List[k];
high = high < c.High ? c.High : high;
low = low > c.Low ? c.Low : low;
}
hhv = high;
double hcd = high - cdl.Close;
llv = low;
double hld = hhv - llv;
// Console.WriteLine(" hhhhvvv " + hcd);
// Console.WriteLine(" llllllvvvvv " + hld );
double rsvn = hcd / hld * 100;
rsv = rsv + rsvn;
}
// Console.WriteLine(rsv);
double lwrn = rsv / m1;
lwr2 += lwrn;
}
// Console.WriteLine(lwr2);
lwr2 = lwr2 / m2;
// Console.WriteLine(lwr2);
lwr1 = Double.Parse(String.Format("{0:00.00000}", lwr1));
lwr2 = Double.Parse(String.Format("{0:00.00000}", lwr2));
//contrainer.setOtherIndValues(map);
lwr[LWR1] = lwr1;
lwr[LWR2] = lwr2;
candle.Lwr = lwr;
return(lwr);
}
/**
*
*/
public double handleFullCandle(ref BarData candle)
{
if (!isInitialized)
{
initCandleList.Add(candle);
if (initCandleList.Count == this.initCandleSize)
{
this.initial(initCandleList);
//initCandleList = null;
}
return 0;
}
double p1 = candle.High - prevMiddlePrice;
if(histP1.Count >= this.initCandleSize){
histP1.RemoveAt(0);
}
if (p1 > 0)
{
histP1.Add(p1);
}
else
{
histP1.Add(0);
}
double sumP1 = this.getSum(histP1);
double p2 = prevMiddlePrice - candle.Low;
if (histP2.Count >= this.initCandleSize)
{
histP2.RemoveAt(0);
}
if (p2 > 0)
{
histP2.Add(p2);
}
else
{
histP2.Add(0);
}
double sumP2 = this.getSum(histP2);
double cR = 0D;
if (sumP2 != 0)
{
cR = sumP1 * 100 / sumP2;
}
cR = Double.Parse(String.Format("{0:00.00000}", cR));
// 保存最近的20个值
if (histCR.Count >= 20)
{
histCR.Remove(0);
}
histCR.Add(cR);
// Calculate其平均值
crMA5 = getAvg(histCR, 5);
crMA10 = getAvg(histCR, 10);
crMA20 = getAvg(histCR, 20);
// 为下根做准备
prevMiddlePrice = this.getMiddlePrice(candle);
candle.Cr = crMA5;
return cR;
}
public Dictionary <string, double> handleFullCandle(ref BarData candle, int field)
{
Dictionary <string, double> lwr = new Dictionary <string, double>();
lwr.Add(LWR1, 0);
lwr.Add(LWR2, 0);
bool rtn = false;
if (lwr1List.Count >= this.m1size)
{
lwr1List.RemoveAt(0);
lwr1List.Add(candle);
}
else
{
lwr1List.Add(candle);
rtn = true;
}
if (lwr2List.Count >= this.m2size)
{
lwr2List.RemoveAt(0);
lwr2List.Add(candle);
}
else
{
lwr2List.Add(candle);
rtn = true;
}
if (rtn)
{
lwr[LWR1] = 0;
lwr[LWR2] = 0;
candle.Lwr = lwr;
return(lwr);
}
// HHV(HIGH,N)
// The highest value in last N candles
double hhv = 0;
// LLV(LOW,N)
// The lowest value in last N candles
double llv = 0;
// RSV= (HHV(HIGH,N)-CLOSE)/(HHV(HIGH,N)-LLV(LOW,N))*100;
double rsv = 0;
// LWR1: SMA(RSV,M1,1);
// LWR1=(RSV1+RSV2+ ...+RSVn)/ N
// N =M1, M1>=1
double lwr1 = 0;
rsv = 0;
for (int i = m1size - 1; i > m1size - m1 - 1; i--)
{
BarData cdl = lwr1List[i];
double high = Double.MinValue;
double low = Double.MaxValue;
hhv = 0;
llv = 0;
for (int k = i; k > i - n; k--)
{
BarData c = lwr1List[k];
high = high < c.High ? c.High : high;
low = low > c.Low ? c.Low : low;
}
hhv = high;
double hcd = high - cdl.Close;
llv = low;
double hld = hhv - llv;
double rsvn = hcd / hld * 100;
rsv = rsv + rsvn;
}
lwr1 = rsv / m1;
// LWR2: SMA(LWR1,M2,1);
// LWR2=(LWR1+LWR2+ ...+LWRn)/ N
// N =M2, M2>=1
double lwr2 = 0;
for (int t = m2size - 1; t > m2size - m2 - 1; t--)
{
rsv = 0;
for (int i = t; i > t - m1; i--)
{
BarData cdl = lwr2List[i];
double high = Double.MinValue;
double low = Double.MaxValue;
hhv = 0;
llv = 0;
for (int k = i; k > i - n; k--)
{
BarData c = lwr2List[k];
high = high < c.High ? c.High : high;
low = low > c.Low ? c.Low : low;
}
hhv = high;
double hcd = high - cdl.Close;
llv = low;
double hld = hhv - llv;
double rsvn = hcd / hld * 100;
rsv = rsv + rsvn;
}
double lwrn = rsv / m1;
lwr2 += lwrn;
}
lwr2 = lwr2 / m2;
lwr1 = Double.Parse(String.Format("{0:00.00000}", lwr1));
lwr2 = Double.Parse(String.Format("{0:00.00000}", lwr2));
lwr[LWR1] = lwr1;
lwr[LWR2] = lwr2;
candle.Lwr = lwr;
return(lwr);
}
public static bool SaveToFile(FileFormat fileFormat, string path, BarData[] bars)
{
if (fileFormat == FileFormat.CVSDefault)
{
using (StreamWriter writer = new StreamWriter(path))
{
foreach (BarData bar in bars)
{
if (bar.HasDataValues)
{
writer.WriteLine(bar.DateTime.Day.ToString() + "." + bar.DateTime.Month.ToString() + "." + bar.DateTime.Year.ToString()
+ "," + bar.DateTime.Hour.ToString("00") + ":" + bar.DateTime.Minute.ToString("00")
+ "," + bar.Open.ToString() + "," + bar.High.ToString()
+ "," + bar.Low.ToString() + "," + bar.Close.ToString()
+ "," + bar.Volume.ToString());
}
}
}
return true;
}
return false;
}
public static void ParseRtd(ref List<BarData> datas, int index, string[] msgs, Protocol p)
{
while (index <= msgs.Length - 2)
{
try
{
string[] rmsgs = msgs[index].Split(',');
if (rmsgs.Length >= 5)
{
BarData barData = new BarData();
barData.DateTime = DateTime.Parse(rmsgs[0]);
barData.Open = double.Parse(rmsgs[1], new System.Globalization.NumberFormatInfo());
barData.Close = double.Parse(rmsgs[2], new System.Globalization.NumberFormatInfo());
barData.Low = double.Parse(rmsgs[3], new System.Globalization.NumberFormatInfo());
barData.High = double.Parse(rmsgs[4], new System.Globalization.NumberFormatInfo());
barData.ExHigh = barData.High;
barData.ExLow = barData.Low;
if (p == Protocol.M0003_1)
{
barData.IsCompleted = true;
}
else if (rmsgs.Length >= 6)
{
barData.IsCompleted = (int.Parse(rmsgs[5], new System.Globalization.NumberFormatInfo()) == 0);
}
//Console.WriteLine(barData);
//LogUtil.Info(" candle data ::: " + barData);
datas.Add(barData);
}
}
catch (Exception e)
{
}
index++;
}
}
public static BarData[] GenerateTestSeries(int length)
{
BarData[] result = new BarData[length];
for (int i = 0; i < result.Length; i++)
{
if (i == 0)
{
result[i] = new BarData(DateTime.Now, GeneralHelper.Random(50), GeneralHelper.Random(50), GeneralHelper.Random(50), GeneralHelper.Random(50), 10);
}
else
{
double open = result[i - 1].Close + GeneralHelper.Random(-2, 3);
double close = open + GeneralHelper.Random(-30, 31);
result[i] = new BarData(result[i - 1].DateTime + TimeSpan.FromSeconds(1), open, close, Math.Min(open, close) - GeneralHelper.Random(15), Math.Max(open, close) + GeneralHelper.Random(10), 10);
}
}
return result;
}
public Dictionary<string, double> handleFullCandle(ref BarData candle, int field)
{
Dictionary<string, double> lwr = new Dictionary<string, double>();
lwr.Add(LWR1, 0);
lwr.Add(LWR2, 0);
bool rtn = false;
if (lwr1List.Count >= this.m1size)
{
lwr1List.RemoveAt(0);
lwr1List.Add(candle);
}
else
{
lwr1List.Add(candle);
rtn = true;
}
if (lwr2List.Count >= this.m2size)
{
lwr2List.RemoveAt(0);
lwr2List.Add(candle);
}
else
{
lwr2List.Add(candle);
rtn = true;
}
if (rtn)
{
lwr[LWR1] = 0;
lwr[LWR2] = 0;
candle.Lwr = lwr;
return lwr;
}
// HHV(HIGH,N)
// The highest value in last N candles
double hhv = 0;
// LLV(LOW,N)
// The lowest value in last N candles
double llv = 0;
// RSV= (HHV(HIGH,N)-CLOSE)/(HHV(HIGH,N)-LLV(LOW,N))*100;
double rsv = 0;
// LWR1: SMA(RSV,M1,1);
// LWR1=(RSV1+RSV2+ ...+RSVn)/ N
// N =M1, M1>=1
double lwr1 = 0;
rsv = 0;
for (int i = m1size - 1; i > m1size - m1 - 1; i--)
{
BarData cdl = lwr1List[i];
double high = Double.MinValue;
double low = Double.MaxValue;
hhv = 0;
llv = 0;
for (int k = i; k > i -n ; k--)
{
BarData c = lwr1List[k];
high = high < c.High ? c.High : high;
low = low > c.Low ? c.Low : low;
}
hhv = high;
double hcd = high - cdl.Close;
llv = low;
double hld = hhv-llv;
double rsvn = hcd/hld*100;
rsv = rsv+rsvn;
}
lwr1 = rsv/m1;
// LWR2: SMA(LWR1,M2,1);
// LWR2=(LWR1+LWR2+ ...+LWRn)/ N
// N =M2, M2>=1
double lwr2 = 0;
for (int t = m2size - 1; t > m2size - m2 - 1; t--)
{
rsv = 0;
for (int i = t; i >t- m1; i--)
{
BarData cdl = lwr2List[i];
double high = Double.MinValue;
double low = Double.MaxValue;
hhv = 0;
llv = 0;
for (int k = i; k > i - n; k--)
{
BarData c = lwr2List[k];
high = high < c.High ? c.High : high;
low = low > c.Low ? c.Low : low;
}
hhv = high;
double hcd = high - cdl.Close;
llv = low;
double hld = hhv - llv;
double rsvn = hcd / hld * 100;
rsv = rsv + rsvn;
}
double lwrn = rsv/m1;
lwr2+= lwrn;
}
lwr2 = lwr2/m2;
lwr1 = Double.Parse(String.Format("{0:00.00000}", lwr1));
lwr2 = Double.Parse(String.Format("{0:00.00000}", lwr2));
lwr[LWR1] = lwr1;
lwr[LWR2] = lwr2;
candle.Lwr = lwr;
return lwr;
}
public double handleFullCandle(ref BarData candle)
{
//IndValue contrainer = new IndValue(candle);
// 最初的一 candles
if (!isInitialized)
{
return this.init(candle);
}
// 1: CalculatePrice极值
double currentEprice = -1;
double candleLow = candle.Low;
bool isNewLow = false;
double candleHigh = candle.High;
bool isNewHigh = false;
if (sarArea == AREA_UP)
{// 多头的时候，拿当前这个阶段的最高的Price
if (candleHigh > maxEPrice)
{
isNewHigh = true;
currentEprice = candleHigh;
if (!turnPoint)
{// 在没有区间转变的时候，才能Calculate到本期间的最高值
maxEPrice = candleHigh;
}
}
else
{
currentEprice = maxEPrice;
}
}
else if (sarArea == AREA_DOWN)
{// 空头的时候，拿当前这个阶段的最低的Price
if (candleLow < minEPrice)
{
isNewLow = true;
currentEprice = candleLow;
if (!turnPoint)
{// 在没有区间转变的时候，才能Calculate到本期间的最低值
minEPrice = candleLow;
}
}
else
{
currentEprice = minEPrice;
}
}
// 2: Calculate当前因子
double currentAccFactor;
if (turnPoint)
{// 当前是一个拐点
currentAccFactor = accFactorIncreatement;
}
else if ((sarArea == AREA_UP && isNewHigh)
|| (sarArea == AREA_DOWN && isNewLow))
{// 多头,并且Price创出新的最高的时候|或者空头，并且Price是新低
currentAccFactor = prevAccFactor+accFactorIncreatement;
if (currentAccFactor >= maxAccFactor)
{// 不能超过0.2
currentAccFactor = maxAccFactor;
}
}
else
{// 保持上一个不变
currentAccFactor = prevAccFactor;
}
// 3: Calculate当前的SAR
double sar = 0;
if (turnPoint)
{// 当前是一个拐点
if (sarArea == AREA_UP)
{// 当前是多头,SAR是前N candles的最低值
sar = this.getLowestInN();
}
else
{
sar = this.getHighestInN();
}
minEPrice = candleLow;
maxEPrice = candleHigh;
// 下一根是否是拐点
turnPoint = false;
}
else
{
// SAR(i) = SAR(i-1)+ACCELERATION(i-1)*(EPRICE(i-1)-SAR(i-1))
double tmp = prevAccFactor * (prevEPrice - prevSAR);
sar = prevSAR + tmp;
}
//double ttt = TypeFormat.parseDouble(formater.format(sar.doubleValue()));
//sar = new double(ttt);
//contrainer.setIndValue(ttt);
sar = Double.Parse(String.Format(formater, sar));
candle.Sar = sar;
prevEPrice = currentEprice;
prevSAR = sar;
prevAccFactor = currentAccFactor;
// 为下一 candlesCalculate做准备,主要是，是否是拐点
if (sarArea == AREA_DOWN && candleHigh > sar)
{
turnPoint = true;
sarArea = AREA_UP;
}
else if (sarArea == AREA_UP && candleLow < sar)
{
turnPoint = true;
sarArea = AREA_DOWN;
}
if (this.lastNCandleHigh.Count >= this.n)
{
this.lastNCandleHigh.RemoveAt(0);
}
this.lastNCandleHigh.Add(candleHigh);
if (this.lastNCandleLow.Count >= this.n)
{
this.lastNCandleLow.RemoveAt(0);
}
this.lastNCandleLow.Add(candleLow);
// Calculate下一 candles value
if (turnPoint)
{// 当前是一个拐点
if (sarArea == AREA_UP)
{// 当前是多头,SAR是上个区间的最低值
nextSAR = this.getLowestInN();
}
else
{
nextSAR = this.getHighestInN();
}
}
else
{
// SAR(i) = SAR(i-1)+ACCELERATION(i-1)*(EPRICE(i-1)-SAR(i-1))
double tmp = prevAccFactor * (prevEPrice - prevSAR);
nextSAR = prevSAR + tmp;
}
nextSAR = Double.Parse(String.Format(formater, nextSAR));
//ttt = TypeFormat.parseDouble(formater.format(nextSAR.doubleValue()));
//nextSAR =ttt;
return nextSAR;
}
public Dictionary<string, double> handleFragCandle(ref BarData candle, int field)
{
Dictionary<string, double> lwr = new Dictionary<string, double>();
// cp the previous candle list
List<BarData> cpLwr1List = new List<BarData>();
cpLwr1List.AddRange(lwr1List);
cpLwr1List.RemoveAt(0);
cpLwr1List.Add(candle);
List<BarData> cpLwr2List = new List<BarData>();
cpLwr2List.AddRange(lwr2List);
cpLwr2List.RemoveAt(0);
cpLwr2List.Add(candle);
// HHV(HIGH,N)
// The highest value in last N candles
double hhv = 0;
// LLV(LOW,N)
// The lowest value in last N candles
double llv = 0;
// RSV= (HHV(HIGH,N)-CLOSE)/(HHV(HIGH,N)-LLV(LOW,N))*100;
double rsv = 0;
// LWR1: SMA(RSV,M1,1);
// LWR1=(RSV1+RSV2+ ...+RSVn)/ N
// N =M1, M1>=1
double lwr1 = 0;
rsv = 0;
for (int i = m1size - 1; i > m1size - m1 - 1; i--)
{
BarData cdl = cpLwr1List[i];
double high = Double.MinValue;
double low = Double.MaxValue;
hhv = 0;
llv = 0;
for (int k = i; k > i - n; k--)
{
BarData c = cpLwr1List[k];
high = high < c.High ? c.High : high;
low = low > c.Low ? c.Low : low;
}
hhv = high;
// Console.WriteLine(" high " + hhv);
double hcd = high - cdl.Close;
llv = low;
// Console.WriteLine(" low " + llv);
double hld = hhv - llv;
// Console.WriteLine(" hhhhcccc " + hcd);
// Console.WriteLine(" hhhhhlllllll " + hld);
double rsvn = hcd / hld * 100;
rsv = rsv + rsvn;
// Console.WriteLine(" rsv======= " + rsv );
}
// Console.WriteLine(rsv);
lwr1 = rsv / m1;
// Console.WriteLine(lwr1);
// LWR2: SMA(LWR1,M2,1);
// LWR2=(LWR1+LWR2+ ...+LWRn)/ N
// N =M2, M2>=1
double lwr2 = 0;
for (int t = m2size - 1; t > m2size - m2 - 1; t--)
{
rsv = 0;
for (int i = t; i > t - m1; i--)
{
BarData cdl = cpLwr2List[i];
double high = Double.MinValue;
double low = Double.MaxValue;
hhv = 0;
llv = 0;
for (int k = i; k > i - n; k--)
{
BarData c = cpLwr2List[k];
high = high < c.High ? c.High : high;
low = low > c.Low ? c.Low : low;
}
hhv = high;
double hcd = high - cdl.Close;
llv = low;
double hld = hhv - llv;
// Console.WriteLine(" hhhhvvv " + hcd);
// Console.WriteLine(" llllllvvvvv " + hld );
double rsvn = hcd / hld * 100;
rsv = rsv + rsvn;
}
// Console.WriteLine(rsv);
double lwrn = rsv / m1;
lwr2 += lwrn;
}
// Console.WriteLine(lwr2);
lwr2 = lwr2 / m2;
// Console.WriteLine(lwr2);
lwr1 = Double.Parse(String.Format("{0:00.00000}", lwr1));
lwr2 = Double.Parse(String.Format("{0:00.00000}", lwr2));
//contrainer.setOtherIndValues(map);
lwr[LWR1] = lwr1;
lwr[LWR2] = lwr2;
candle.Lwr = lwr;
return lwr;
}
//void InitializeTaLibIndicator(MethodInfo methodInfo, string indicatorName, bool? isTradeable, bool? isScaledToQuotes, params object[] inputParameters)
//{
// InitializeTaLibIndicator(methodInfo, indicatorName, isTradeable, isScaledToQuotes, null, null, inputParameters);
//}
void InitializeTaLibIndicator(MethodInfo methodInfo, string indicatorName, bool? isTradeable,
bool? isScaledToQuotes, BarData.DataValueSourceEnum? inRealSource, BarData.DataValueSourceEnum? inReal1Source, params object[] inputParameters)
{
lock (this)
{
GenericTALibIndicator indicator = GenericTALibIndicator.CreateInstance(methodInfo, indicatorName, isTradeable, isScaledToQuotes);
if (indicator == null)
{
Console.WriteLine("Creating indicator [" + indicator.Name + "] failed.");
return;
}
Console.WriteLine(indicator.SetInputParameters(inputParameters));
_indicatorsGroups[IndicatorGroups.Fxpa].Add(indicator.Name, indicator);
indicator.RealInputArraySource = inRealSource;
indicator.Real1InputArraySource = inReal1Source;
}
}
void DrawOrder(GraphicsWrapper g, ref PointF updatedImageDrawingPoint, Order order, float itemWidth, float itemMargin,
float yToXScaling, BarData orderBarData, float lastBarX, bool drawOpening)
{
Image image = _imageUp;
Brush brush = Brushes.Green;
Pen dashedPen = _buyDashedPen;
Pen pen = Pens.GreenYellow;
if (order.IsBuy == false)
{
image = _imageDown;
brush = Brushes.Red;
pen = Pens.Red;
dashedPen = _sellDashedPen;
}
if (drawOpening == false)
{
image = _imageCross;
}
float price = (float)order.OpenPrice;
if (drawOpening == false)
{
price = (float)order.ClosePrice;
}
if (drawOpening && _showPendingOrdersTracing && order.IsOpen)
{// Open orders tracking line.
PointF point1 = new PointF(updatedImageDrawingPoint.X + itemWidth / 2f, updatedImageDrawingPoint.Y + price);
float sellPrice = (float)_dataProvider.Bid;
if (order.IsBuy == false)
{
sellPrice = (float)_dataProvider.Ask;
}
PointF point2 = new PointF(lastBarX - itemWidth / 2f, updatedImageDrawingPoint.Y + sellPrice);
g.DrawLine(dashedPen, point1, point2);
}
//if (drawOpening && _showClosedOrdersTracing && order.IsOpen == false)
//{// Closed order tracking.
// Close order tracing is implemented in main draw function.
//}
if (_showOrderSpot)
{
PointF basePoint = new PointF(updatedImageDrawingPoint.X, updatedImageDrawingPoint.Y + price);
float height = (yToXScaling * itemWidth);
if (order.IsBuy == false)
{
height = -height;
}
if (drawOpening)
{
g.FillPolygon(brush, new PointF[] { basePoint, new PointF(basePoint.X + itemWidth, basePoint.Y),
new PointF(basePoint.X + (itemWidth / 2f), basePoint.Y + height) });
g.DrawPolygon(Pens.White, new PointF[] { basePoint, new PointF(basePoint.X + itemWidth, basePoint.Y),
new PointF(basePoint.X + (itemWidth / 2f), basePoint.Y + height) });
// Take profit level.
if (double.IsInfinity(order.SourceTakeProfit) == false
&& double.IsNaN(order.SourceTakeProfit) == false
&& order.SourceTakeProfit != 0)
{
g.DrawLine(pen, updatedImageDrawingPoint.X, updatedImageDrawingPoint.Y + (float)order.SourceTakeProfit,
updatedImageDrawingPoint.X + itemWidth, updatedImageDrawingPoint.Y + (float)order.SourceTakeProfit);
g.DrawLine(pen, updatedImageDrawingPoint.X + itemWidth / 2f, updatedImageDrawingPoint.Y + (float)order.SourceTakeProfit,
updatedImageDrawingPoint.X + itemWidth / 2f, updatedImageDrawingPoint.Y + (float)order.SourceTakeProfit - height);
}
// Stop loss level.
if (double.IsInfinity(order.SourceStopLoss) == false
&& double.IsNaN(order.SourceStopLoss) == false
&& order.SourceStopLoss != 0)
{
g.DrawLine(pen, updatedImageDrawingPoint.X, updatedImageDrawingPoint.Y + (float)order.SourceStopLoss,
updatedImageDrawingPoint.X + itemWidth, updatedImageDrawingPoint.Y + (float)order.SourceStopLoss);
g.DrawLine(pen, updatedImageDrawingPoint.X + itemWidth / 2f, updatedImageDrawingPoint.Y + (float)order.SourceStopLoss,
updatedImageDrawingPoint.X + itemWidth / 2f, updatedImageDrawingPoint.Y + (float)order.SourceStopLoss + height);
}
}
else
{
g.DrawRectangle(Pens.White, basePoint.X, basePoint.Y,
itemWidth, yToXScaling * itemWidth);
}
}
float imageHeight = 2 * (yToXScaling * itemWidth);
if (_showOrderArrow)
{
// Draw up image.
g.DrawImage(image, updatedImageDrawingPoint.X - (itemWidth / 2f), updatedImageDrawingPoint.Y +
(float)orderBarData.Low - (yToXScaling * itemWidth), 2 * itemWidth, -imageHeight);
updatedImageDrawingPoint.Y -= 1.2f * imageHeight;
}
}