private void LoadCandleSticksPerTicker(DateTime from, DateTime dt)
{
//kdb c = new kdb("localhost", 5000);
var candlesticks = new Dictionary <string, List <Candlestick> >();
foreach (var ticker in _request.TradingPairs)
{
candlesticks.Add(ticker, BinanceClient.GetCandleSticks(ticker, _request.Interval, from, dt).Result.ToList());
}
int count = candlesticks.First().Value.Count();
for (int i = 0; i < count; i++)
{
var CandleSticksByTime = new Dictionary <string, Candlestick>();
foreach (var kvp in candlesticks)
{
if (kvp.Value.Count == 0)
{
continue;
}
CandleSticksByTime.Add(kvp.Key, kvp.Value[i]);
//Prices - Opentime,open,high,low,close,volume,closetime
//time format "Z"$ "2007-08-09T07:08:09.101"
//c.k($"insert[`Prices](`{kvp.Key};\"Z\"$ \"{kvp.Value[i].OpenDateTime.ToString("yyyy-MM-ddTHH:mm:ss:fffff")}\"; {kvp.Value[i].Open}; {kvp.Value[i].High}; {kvp.Value[i].Low}; {kvp.Value[i].Close}; {kvp.Value[i].Volume}; \"Z\"$ \"{kvp.Value[i].CloseDateTime.ToString("yyyy-MM-ddTHH:mm:ss:fffff")}\")");
}
CandleSticks.Enqueue(CandleSticksByTime);
}
}
private DateTime LoadNextCandleSticks()
{
var candlesticks = new Dictionary <string, List <Candlestick> >();
foreach (var ticker in _request.TradingPairs)
{
candlesticks.Add(ticker, BinanceClient.GetCandleSticks(ticker, _request.Interval, null, null, 1).Result.ToList());
}
int count = candlesticks.First().Value.Count();
var lastCandle = candlesticks.First().Value[0].CloseDateTime;
for (int i = 0; i < count; i++)
{
var CandleSticksByTime = new Dictionary <string, Candlestick>();
foreach (var kvp in candlesticks)
{
CandleSticksByTime.Add(kvp.Key, kvp.Value[i]);
}
CandleSticks.Enqueue(CandleSticksByTime);
}
return(lastCandle);
}
private void AddKlines(KlineInterval interval, List <BinanceKline> klineValues)
{
System.Windows.Application.Current.Dispatcher.Invoke(() =>
{
var indexesToReplace = new Dictionary <int, int>(); // index in new klineValues, index in Klines
var indexesToAppend = new List <int>(); //index in new klineValues
bool klinesChanged = false;
for (int kvi = 0; kvi < klineValues.Count(); kvi++)
{
var kline = klineValues[kvi];
//don't add duplicates
var dup = klinesDictionary[KlineInterval].Where(k => k.OpenTime == kline.OpenTime).SingleOrDefault();
if (dup == null)
{
indexesToAppend.Add(kvi);
klinesDictionary[interval].Add(kline);
}
else
{
var dupIndex = klinesDictionary[KlineInterval].IndexOf(dup);
indexesToReplace.Add(kvi, dupIndex);
klinesDictionary[interval][dupIndex] = kline;
}
if (!klinesChanged && interval == klineInterval)
{
klinesChanged = true;
}
}
if (klinesChanged)
{
RaisePropertyChangedEvent("Klines");
}
if (CandleSticks == null)
{
CandleSticks = new SeriesCollection {
new CandleSeries {
Title = "Candles", Values = new ChartValues <OhlcPoint>(klinesDictionary[interval].Select(kline => kline.ToOhlcPoint()))
}
};
ChartDateLabels = klineValues.Select(kline => kline.OpenTime.UTCToLocal().ToString("MMM d")).ToArray();
ChartHourLabels = klineValues.Select(kline => kline.OpenTime.UTCToLocal().ToString("h:00")).ToArray();
}
else
{
var series = CandleSticks.Where(cs => cs.Title == "Candles").FirstOrDefault();
// Update the existing klines
foreach (var itr in indexesToReplace)
{
// Update the existing OHLC point with dup info for animations to work
//series.Values[itr.Value] = klineValues[itr.Key].ToOhlcPoint();
((OhlcPoint)series.Values[itr.Value]).UpdateValues(klineValues[itr.Key]);
}
// Append the new ones
foreach (var ita in indexesToAppend)
{
series.Values.Add(klineValues[ita].ToOhlcPoint());
}
}
double[] outMACD = null;
double[] outMACDSignal = null;
double[] outMACDHist = null;
double[] outMACDHistGrowth = null;
double[] outMACDHistLoss = null;
double[] outRSI = null;
var tasks = new Task[]
{
new Task(() => { CalculateMACD(false, out outMACD, out outMACDSignal, out outMACDHist); outMACDHist.SplitAndPad(0d, out outMACDHistGrowth, out outMACDHistLoss); }),
new Task(() => { CalculateRSI(out outRSI); }),
};
foreach (var task in tasks)
{
task.Start();
}
Task.WaitAll(tasks);
//CalculateMACD(false, out double[] outMACD, out double[] outMACDSignal, out double[] outMACDHist);
//CalculateRSI(out double[] outRSI);
//outMACDHist.SplitAndPad(0d, out double[] outMACDHistGrowth, out double[] outMACDHistLoss);
if (MACDPlot == null)
{
MACDPlot = new SeriesCollection
{
new LineSeries {
PointGeometry = null, Fill = Brushes.Transparent, Title = "MACD", Values = new ChartValues <double>(outMACD)
},
new LineSeries {
PointGeometry = null, Fill = Brushes.Transparent, Title = "MACD Signal", Values = new ChartValues <double>(outMACDSignal)
},
new LineSeries {
PointGeometry = null, Stroke = Brushes.Green, AreaLimit = 0, Title = "MACD Growth Trend", Values = new ChartValues <double>(outMACDHistGrowth)
},
new LineSeries {
PointGeometry = null, Stroke = Brushes.Gray, AreaLimit = 0, Title = "MACD Loss Trend", Values = new ChartValues <double>(outMACDHistLoss)
},
};
}
else
{
var macdSeries = MACDPlot.Where(cs => cs.Title == "MACD").FirstOrDefault();
foreach (var itr in indexesToReplace)
{
macdSeries.Values[itr.Key] = outMACD[itr.Key];
}
foreach (var ita in indexesToAppend)
{
macdSeries.Values.Add(outMACD[ita]);
}
var macdSignalSeries = MACDPlot.Where(cs => cs.Title == "MACD Signal").FirstOrDefault();
foreach (var itr in indexesToReplace)
{
macdSignalSeries.Values[itr.Key] = outMACDSignal[itr.Key];
}
foreach (var ita in indexesToAppend)
{
macdSignalSeries.Values.Add(outMACDSignal[ita]);
}
var macdGrowthTrendSeries = MACDPlot.Where(cs => cs.Title == "MACD Growth Trend").FirstOrDefault();
foreach (var itr in indexesToReplace)
{
macdGrowthTrendSeries.Values[itr.Key] = outMACDHistGrowth[itr.Key];
}
foreach (var ita in indexesToAppend)
{
macdGrowthTrendSeries.Values.Add(outMACDHistGrowth[ita]);
}
var macdLossTrendSeries = MACDPlot.Where(cs => cs.Title == "MACD Loss Trend").FirstOrDefault();
foreach (var itr in indexesToReplace)
{
macdLossTrendSeries.Values[itr.Key] = outMACDHistLoss[itr.Key];
}
foreach (var ita in indexesToAppend)
{
macdLossTrendSeries.Values.Add(outMACDHistLoss[ita]);
}
}
if (RSIPlot == null)
{
RSIPlot = new SeriesCollection
{
new LineSeries {
PointGeometry = null, Fill = Brushes.Transparent, Title = "RSI", Values = new ChartValues <double>(outRSI)
},
};
}
else
{
var rsiSeries = RSIPlot.Where(cs => cs.Title == "RSI").FirstOrDefault();
foreach (var itr in indexesToReplace)
{
rsiSeries.Values[itr.Key] = outRSI[itr.Key];
}
foreach (var ita in indexesToAppend)
{
rsiSeries.Values.Add(outRSI[ita]);
}
}
ChartTotalSteps = Klines.Count;
ChartVisibleSteps = Klines.Count;
// Get recommondations
#region MACD Status
//for (int macdi = outMACDHist.Length - 1; macdi >= 0; macdi--)
//{
// //TODO: Generate Trends for recommondations
//}
MACDStatus = outMACDHist?.Length > 0 ? (outMACDHist.LastOrDefault() >= 0) ? "Growing" : "Losing" : "";
#endregion
#region RSI Status
var rsiPos = outRSI.LastOrDefault();
RSIStatus = rsiPos > 30 ? rsiPos >= 70 ? "Over-Bought" : "Typical" : "Over-Sold";
#endregion
});
}
