public TestHistoricalData(int timeframe, string filename)
{
this.timeframe = timeframe;
//считать данные из файла
string text = ReadStringFromFile(filename);
if (text != null)
{
text = text.Replace("\r", "");
List <string> str = text.Split('\n').ToList();
str.RemoveAt(0);
str.RemoveAt(0);
int i = 0;
foreach (string v in str)
{
var s = v.Split('/');
//var c = new TestCandle();
try
{
var c = new TestCandle()
{
Open = Convert.ToDouble(s[1]),
High = Convert.ToDouble(s[2]),
Low = Convert.ToDouble(s[3]),
Close = Convert.ToDouble(s[4]),
TimeUTC = i * timeframe * 60
};
Candles.Add(c);
i++;
}
catch { }
}
}
}
public void AddCandle()
{
Candle old_cndl = Candles[Candles.Count - 1] as Candle;
Candle new_cndl = new Candle()
{
O = old_cndl.O, H = old_cndl.H, L = old_cndl.L, C = old_cndl.C, V = old_cndl.V, t = old_cndl.t
};
Candles.Add(new_cndl);
}
// ReSharper disable once ParameterOnlyUsedForPreconditionCheck.Local
private void MergeCandle(string assetPair, CandleTimeInterval interval, ICandle candle)
{
if (candle.AssetPairId != assetPair)
{
throw new InvalidOperationException($"Candle {candle.ToJson()} has invalid AssetPriceId");
}
if (candle.TimeInterval != interval)
{
throw new InvalidOperationException($"Candle {candle.ToJson()} has invalid TimeInterval");
}
if (candle.PriceType != PriceType)
{
throw new InvalidOperationException($"Candle {candle.ToJson()} has invalid PriceType");
}
// 1. Check if candle with specified time already exist
// 2. If found - merge, else - add to list
var tick = GetIntervalTick(candle.Timestamp, interval);
// Considering that Candles is ordered by Tick
for (var i = 0; i < Candles.Count; ++i)
{
var currentCandle = Candles[i];
// While currentCandle.Tick < tick - just skipping
// That's it, merge to existing candle
if (currentCandle.Tick == tick)
{
currentCandle.InplaceMergeWith(candle);
return;
}
// No candle is found but there are some candles after, so we should insert candle right before them
if (currentCandle.Tick > tick)
{
Candles.Insert(i, candle.ToItem(tick));
return;
}
}
// No candle is found, and no candles after, so just add to the end
Candles.Add(candle.ToItem(tick));
}
async void OnUpdateCandlesFromInternetTimerTick(object sender, EventArgs e)
{
try
{
HttpResponseMessage response = await httpClient.GetAsync($"https://api.cryptowat.ch/markets/{exchangeNameForRestApi}/{tickerNameForRestApi}/ohlc?after={lastCandleUnixTime}&periods=60");
response.EnsureSuccessStatusCode();
string responseBody = await response.Content.ReadAsStringAsync();
JToken jCandles = JObject.Parse(responseBody)["result"]["60"];
int N = jCandles.Count();
for (int i = 0; i < N; i++)
{
JToken jCandle = jCandles[i];
long unixTime = (long)(jCandle[0]);
if (unixTime < lastCandleUnixTime)
{
continue;
}
DateTime t = UnixTimeStampToDateTime(unixTime);
ICandle cndl = new Candle()
{
t = t, O = (double)(jCandle[1]), H = (double)(jCandle[2]), L = (double)(jCandle[3]), C = (double)(jCandle[4]), V = (long)(jCandle[5])
};
if (unixTime == lastCandleUnixTime)
{
if (!Candles[Candles.Count - 1].IsEqualByValue(cndl))
{
Candles[Candles.Count - 1] = cndl;
}
}
else
{
Candles.Add(cndl);
lastCandleUnixTime = unixTime;
}
}
}
catch (HttpRequestException ee)
{
MessageBox.Show(ee.Message);
}
}
public int ReplaceCandles(IEnumerable<ICandle> candlesToReplace)
{
var replacedCount = 0;
foreach (var candle in candlesToReplace)
{
var tick = GetIntervalTick(candle.Timestamp, candle.TimeInterval);
if (Candles.RemoveAll(c => c.Tick == tick) <= 0)
continue; // Can't replace if there was no candle with the requested tick.
Candles.Add(candle.ToItem(tick));
replacedCount++;
}
// Sorting candles for storing in DB in proper order.
Candles.Sort((a, b) => a.Tick.CompareTo(b.Tick));
return replacedCount;
}
private void ProcessingMinutely()
{
int i = 0;
DateTime testDate = DateTime.Parse("01/01/1980");
while (i < CandlesBasic.Count)
{
DateTime checkPoint = new DateTime(CandlesBasic[i].Date.Year, CandlesBasic[i].Date.Month, CandlesBasic[i].Date.Day, CandlesBasic[i].Date.Hour, 0, 0).AddMinutes(Interval);
//DateTime checkPoint = new DateTime(testDate.Date.Year, testDate.Date.Month, testDate.Date.Day, testDate.Date.Hour, 0, 0).AddMinutes(Interval);
while ((new DateTime(CandlesBasic[i].Date.Year, CandlesBasic[i].Date.Month, CandlesBasic[i].Date.Day)) ==
(new DateTime(checkPoint.Year, checkPoint.Month, checkPoint.Day)))
{
DateTime date = CandlesBasic[i].Date;
double high = CandlesBasic[i].High;
double low = CandlesBasic[i].Low;
double open = CandlesBasic[i].Open;
double volume = CandlesBasic[i].Volume;
double close = CandlesBasic[i].Close;
int numElements = 0;
while (CandlesBasic[i].Date < checkPoint)
{
low = (CandlesBasic[i].Low < low) ? CandlesBasic[i].Low : low;
high = (CandlesBasic[i].High > high) ? CandlesBasic[i].High : high;
volume += CandlesBasic[i].Volume;
close = CandlesBasic[i].Close;
i++;
numElements++;
if (i < CandlesBasic.Count)
{
continue;
}
break;
}
if (numElements > 0)
{
Candles.Add(new RegCandle
{
Date = date,
Open = open,
High = high,
Low = low,
Close = close,
Volume = volume
});
}
checkPoint = checkPoint.AddMinutes(Interval);
if (i >= CandlesBasic.Count)
{
break;
}
}
}
}
/// <summary>
/// Processo de transformação dos dados para periodicidade e intervalo solicitado
/// </summary>
private void Processing()
{
int i = 0;
while (i < CandlesBasic.Count)
{
DateTime date = CandlesBasic[i].Date;
double high = CandlesBasic[i].High;
double low = CandlesBasic[i].Low;
double open = CandlesBasic[i].Open;
double volume = CandlesBasic[i].Volume;
int intervalTemp = Interval;
while ((intervalTemp > 0) && (i < CandlesBasic.Count - 1))
{
switch (Periodicity)
{
case Periodicity.Weekly:
if (DayOfWeek(CandlesBasic[i + 1].Date.DayOfWeek) < DayOfWeek(CandlesBasic[i].Date.DayOfWeek))
{
intervalTemp--;
}
break;
case Periodicity.Month:
if (CandlesBasic[i + 1].Date.Month > CandlesBasic[i].Date.Month)
{
intervalTemp--;
}
break;
case Periodicity.Year:
if (CandlesBasic[i + 1].Date.Year > CandlesBasic[i].Date.Year)
{
intervalTemp--;
}
break;
}
if (intervalTemp <= 0)
{
continue;
}
low = (CandlesBasic[i].Low < low) ? CandlesBasic[i].Low : low;
high = (CandlesBasic[i].High > high) ? CandlesBasic[i].High : high;
volume += CandlesBasic[i].Volume;
i++;
}
double close = CandlesBasic[i].Close;
volume += CandlesBasic[i].Volume;
low = (CandlesBasic[i].Low < low) ? CandlesBasic[i].Low : low;
high = (CandlesBasic[i].High > high) ? CandlesBasic[i].High : high;
i++;
Candles.Add(new RegCandle
{
Date = date,
Open = open,
High = high,
Low = low,
Close = close,
Volume = volume
});
}
}
private void OnCandle(Candle candle)
{
Candles.Add(candle);
}
public decimal Calculate(Candle candle)
{
if (Candles.Count == 0)
Candles.Add(candle);
if (candle.OpenTime != Candles[Candles.Count - 1].OpenTime)
Candles.Add(candle);
else
Candles[Candles.Count - 1] = candle;
_prevValue = _ind.GetCurrentValue();
if (Candles.Count < 3)
return _prevValue;
if (Candles.Count == 3)
{
_longPosition = Candles[Candles.Count - 1].HighPrice > Candles[Candles.Count - 2].HighPrice;
var max = Candles.Max(t => t.HighPrice);
var min = Candles.Min(t => t.LowPrice);
_xp = _longPosition ? max : min;
_af = _ind.Acceleration;
return _xp + (_longPosition ? -1 : 1) * (max - min) * _af;
}
if (_afIncreased && _prevBar != Candles.Count)
_afIncreased = false;
var value = _prevValue;
if (_reverseBar != Candles.Count)
{
_todaySar = TodaySar(_prevValue + _af * (_xp - _prevValue));
for (var x = 1; x <= 2; x++)
{
if (_longPosition)
{
if (_todaySar > Candles[Candles.Count - 1 - x].LowPrice)
_todaySar = Candles[Candles.Count - 1 - x].LowPrice;
}
else
{
if (_todaySar < Candles[Candles.Count - 1 - x].HighPrice)
_todaySar = Candles[Candles.Count - 1 - x].HighPrice;
}
}
if ((_longPosition && (Candles[Candles.Count - 1].LowPrice < _todaySar || Candles[Candles.Count - 2].LowPrice < _todaySar))
|| (!_longPosition && (Candles[Candles.Count - 1].HighPrice > _todaySar || Candles[Candles.Count - 2].HighPrice > _todaySar)))
{
return Reverse();
}
if (_longPosition)
{
if (_prevBar != Candles.Count || Candles[Candles.Count - 1].LowPrice < _prevSar)
{
value = _todaySar;
_prevSar = _todaySar;
}
else
value = _prevSar;
if (Candles[Candles.Count - 1].HighPrice > _xp)
{
_xp = Candles[Candles.Count - 1].HighPrice;
AfIncrease();
}
}
else if (!_longPosition)
{
if (_prevBar != Candles.Count || Candles[Candles.Count - 1].HighPrice > _prevSar)
{
value = _todaySar;
_prevSar = _todaySar;
}
else
value = _prevSar;
if (Candles[Candles.Count - 1].LowPrice < _xp)
{
_xp = Candles[Candles.Count - 1].LowPrice;
AfIncrease();
}
}
}
else
{
if (_longPosition && Candles[Candles.Count - 1].HighPrice > _xp)
_xp = Candles[Candles.Count - 1].HighPrice;
else if (!_longPosition && Candles[Candles.Count - 1].LowPrice < _xp)
_xp = Candles[Candles.Count - 1].LowPrice;
value = _prevSar;
_todaySar = TodaySar(_longPosition ? Math.Min(_reverseValue, Candles[Candles.Count - 1].LowPrice) :
Math.Max(_reverseValue, Candles[Candles.Count - 1].HighPrice));
}
_prevBar = Candles.Count;
return value;
}
public static bool GetNewCandle(string resolution, string pair, string symbol)
{
if (!Candles.ContainsKey(pair))
{
Candles.Add(pair, new List <Candle>());
}
string requestStr = requestUrl;
if (Candles[pair].Count <= 0)
{
requestStr = requesthistory;
}
requestStr = string.Format(requestStr, resolution, pair);
try
{
HttpWebRequest request = (HttpWebRequest)WebRequest.Create(requestStr);
HttpWebResponse response = (HttpWebResponse)request.GetResponse();
string raw = new StreamReader(response.GetResponseStream()).ReadToEnd();
string[] sep = { "," };
string[] dataArray = raw.Replace("[", "").Replace("]", "").Split(sep, StringSplitOptions.RemoveEmptyEntries);
if (Candles[pair].Count <= 0)
{
Console.WriteLine(string.Format("No history available for {0} with resolution {1}", pair, resolution));
Console.WriteLine("Getting last 100 candles...");
for (int i = 6; i < dataArray.Length; i += 6)
{
long mtsTemp = Convert.ToInt64(dataArray[i]);
DateTime time = new DateTime(1970, 1, 1).AddMilliseconds(mtsTemp).AddMinutes(60);
float open = Convert.ToSingle(dataArray[i + 1].Replace(".", ","));
float close = Convert.ToSingle(dataArray[i + 2].Replace(".", ","));
float high = Convert.ToSingle(dataArray[i + 3].Replace(".", ","));
float low = Convert.ToSingle(dataArray[i + 4].Replace(".", ","));
Candle c = new Candle(symbol, pair, resolution, mtsTemp, time, open, high, low, close, true);
}
Console.WriteLine("Successfully retrieved history");
Console.WriteLine("Searching for new candles...");
return(true);
}
long[] converted = new long[5];
for (int i = 0; i < converted.Length; i++)
{
converted[i] = (long)Convert.ToSingle(dataArray[i + 6].Replace(".", ","));
}
long mts = Convert.ToInt64(dataArray[6]);
if (mts > Candles[pair][Candles[pair].Count - 1].mts)
{
DateTime time = new DateTime(1970, 1, 1).AddMilliseconds(mts).AddMinutes(60);
Candle c = new Candle(symbol, pair, resolution, mts, time, converted[1], converted[3], converted[4], converted[2]);
return(true);
}
return(false);
}
catch (WebException e)
{
Console.WriteLine(e.Message);
Thread.Sleep(2000);
return(GetNewCandle(resolution, pair, symbol));
}
}
/// <summary>
/// Receive Raw Data
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void BData_CollectionChanged(object sender, System.Collections.Specialized.NotifyCollectionChangedEventArgs e)
{
//Data caching and moving to Azure Data Table logic goes here
switch (e.Action)
{
case System.Collections.Specialized.NotifyCollectionChangedAction.Add:
var Candle = (BinanceStreamKlineData)e.NewItems[0];
//Remove Extra
var sourcedata = new Trady.Core.Candle(Candle.Data.CloseTime, Candle.Data.Open, Candle.Data.High, Candle.Data.Low, Candle.Data.Close, Candle.Data.Volume);
BinanceCandle Standardize = new BinanceCandle(sourcedata);
Standardize.Last = Candle.Data.Final;
Standardize.Name = Candle.Symbol;
Standardize.Candle = sourcedata;
Type myType = Candle.Data.GetType();
//Extract all exchanger candle properties
IList <PropertyInfo> props = new List <PropertyInfo>(myType.GetProperties());
foreach (PropertyInfo prop in props)
{
object propValue = prop.GetValue(Candle.Data, null);
Standardize.Properties.Add(prop.Name, propValue);
}
Standardize.Update();
try
{
Candles.Add(Standardize);
}
catch (Exception ex)
{
Console.WriteLine("Exception during core candle add (computed) : {0} ", ex.Message);
}
//Until fix
try
{
if (UseSender)
{
this.Sender.Send(Standardize.Jscontainer);
}
DataOrganizer.SourceData.Add(Standardize);
//if (Moon.Global.shared.table != null)
//{
// TableOperation insertOperation = TableOperation.Insert(Standardize);
// // Execute the insert operation.
// Moon.Global.shared.table.Execute(insertOperation);
//}
}
catch (Exception ex) {
}
break;
case System.Collections.Specialized.NotifyCollectionChangedAction.Move:
break;
case System.Collections.Specialized.NotifyCollectionChangedAction.Remove:
break;
case System.Collections.Specialized.NotifyCollectionChangedAction.Replace:
break;
case System.Collections.Specialized.NotifyCollectionChangedAction.Reset:
break;
}
}
private void OnCandle(Candle candle)
{
Candles.Add(candle);
OnPropertyChanged(nameof(FilteredCandles));
}
private void TicksToCandles(string data)
{
var ticks = ((List <Tick>)
new XmlSerializer(typeof(List <Tick>), new XmlRootAttribute("ticks")).Deserialize(
new StringReader(data))).Where(item => item.Board == _board && item.Seccode == _seccode)
.ToList();
if (_ticks == null)
{
_ticks = ticks;
}
else
{
_ticks.AddRange(ticks);
}
var interval = new TimeSpan(0, _timeframe, 0);
var temp = (from t in _ticks
group t by DateTime.Parse(t.Tradetime).Ticks / interval.Ticks
into g
select new Candle
{
High = (from t2 in g select t2.Price).Max(),
Low = (from t2 in g select t2.Price).Min(),
Open = g.First().Price,
Close = g.Last().Price,
Volume = g.Count(),
Time = g.First().Tradetime
}).ToList();
foreach (var candle in temp)
{
if (candle.Open < candle.Close)
{
candle.StickColor = System.Windows.Media.Brushes.Green;
}
else
{
candle.StickColor = System.Windows.Media.Brushes.Red;
}
}
if (Candles.Count == _historyCount)
{
var realtime = Candles.ToList();
realtime.AddRange(temp);
Candles = new ObservableCollection <Candle>(realtime);
return;
}
//todo : create value if u use some math or other operatin which dublicated
var qqqqq = temp.Count + _historyCount;
if (qqqqq == Candles.Count)
{
_dispatcher.Invoke(() => Candles[Candles.Count - 1] = temp.Last());
}
else if (qqqqq == Candles.Count + 1)
{
_dispatcher.Invoke(() => Candles.Add(temp.Last()));
}
else
{
Candles = new ObservableCollection <Candle>(temp);
}
}
