private void OnNewData(object sender, ElapsedEventArgs elapsedEventArgs)
{
if (XVisibleRange != null)
{
lock (elapsedEventArgs)
{
if (_index >= _data.Length)
{
_timerNewDataUpdate.Stop();
}
var newTick = _data[_index];
var date = _dataSeries0.XValues[_dataSeries0.Count - 1].AddMinutes(30);
var volume = _random.Next(100);
var bidOrAsk = _random.Next(2) == 0 ? BidOrAsk.Bid : BidOrAsk.Ask;
if (_index % _ticksPerCandle == 0)
{
_filterDataSeries.Append(date, _movingAverage.Push(_cumulativeVolume).Current);
_cumulativeVolume = default(double);
var metaNew = new CandlestickMetaData();
metaNew.AddTick(new CandleTick
{
BidOrAsk = bidOrAsk,
Price = newTick,
Volume = volume,
TimeStamp = date
});
_cumulativeVolume += bidOrAsk.Equals(BidOrAsk.Ask) ? volume : -volume;
var high = _cumulativeVolume > 0 ? _cumulativeVolume : 0;
var low = _cumulativeVolume < 0 ? _cumulativeVolume : 0;
_dataSeries1.Append(date, _cumulativeVolume, high, low, _cumulativeVolume);
_dataSeries0.Append(date, newTick, newTick, newTick, newTick, metaNew);
_candleCount = _dataSeries0.Count;
var visibleRange = (IndexRange)XVisibleRange;
if (visibleRange.Max + 2 >= _dataSeries0.Count)
{
var newRange = new IndexRange(visibleRange.Min + 1, visibleRange.Max + 1);
XVisibleRange = newRange;
}
}
else
{
var open = _dataSeries0.OpenValues[_candleCount - 1];
var high = _dataSeries0.HighValues[_candleCount - 1];
high = high > newTick ? high : newTick;
var low = _dataSeries0.LowValues[_candleCount - 1];
low = low < newTick ? low : newTick;
var metaData = (CandlestickMetaData)_dataSeries0.Metadata[_candleCount - 1];
metaData.AddTick(new CandleTick
{
BidOrAsk = bidOrAsk,
Price = newTick,
Volume = volume,
TimeStamp = date
});
_dataSeries0.Update(_candleCount - 1, open, high, low, newTick);
_cumulativeVolume += bidOrAsk.Equals(BidOrAsk.Ask) ? volume : -volume;
open = _dataSeries1.OpenValues[_candleCount - 1];
high = _dataSeries1.HighValues[_candleCount - 1];
high = high > _cumulativeVolume ? high : _cumulativeVolume;
low = _dataSeries1.LowValues[_candleCount - 1];
low = low < _cumulativeVolume ? low : _cumulativeVolume;
_dataSeries1.Update(_candleCount - 1, open, high, low, _cumulativeVolume);
}
++_index;
}
}
}
public void LoadRandomData(int candlesCount, int ticksPerCandle)
{
_ticksPerCandle = ticksPerCandle;
_data = null;
var dataSource = new RandomWalkGenerator();
var ticksCount = (candlesCount + 1) * ticksPerCandle;
_data = dataSource.GetRandomWalkSeries(ticksCount).YData.ToArray();
_index = 0;
//var baseDate = DateTime.Now;
for (int j = 0; j < candlesCount; j++)
{
var date = _baseTime.AddMinutes(j * 30);
var volume = _random.Next(100);
var bidOrAsk = _random.Next(2) == 0 ? BidOrAsk.Bid : BidOrAsk.Ask;
var cumulativeVolume = default(double);
var metaData = new CandlestickMetaData();
metaData.AddTick(new CandleTick
{
BidOrAsk = bidOrAsk,
Price = _data[_index],
Volume = volume,
TimeStamp = date
});
cumulativeVolume += bidOrAsk.Equals(BidOrAsk.Ask) ? volume : -volume;
var high = cumulativeVolume > 0 ? cumulativeVolume : 0;
var low = cumulativeVolume < 0 ? cumulativeVolume : 0;
_dataSeries1.Append(date, cumulativeVolume, high, low, cumulativeVolume);
_dataSeries0.Append(date, _data[_index], _data[_index], _data[_index], _data[_index], metaData);
_candleCount = _dataSeries0.Count;
for (int i = 0; i < ticksPerCandle; i++)
{
_index++;
volume = _random.Next(100);
bidOrAsk = _random.Next(2) == 0 ? BidOrAsk.Bid : BidOrAsk.Ask;
//date = date;
var newTick = _data[_index];
var open = _dataSeries0.OpenValues[_candleCount - 1];
high = _dataSeries0.HighValues[_candleCount - 1];
high = high > newTick ? high : newTick;
low = _dataSeries0.LowValues[_candleCount - 1];
low = low < newTick ? low : newTick;
var meta = (CandlestickMetaData)_dataSeries0.Metadata[_candleCount - 1];
meta.AddTick(new CandleTick
{
BidOrAsk = bidOrAsk,
Price = newTick,
Volume = volume,
TimeStamp = date
});
_dataSeries0.Update(_candleCount - 1, open, high, low, newTick);
cumulativeVolume += bidOrAsk.Equals(BidOrAsk.Ask) ? volume : -volume;
open = _dataSeries1.OpenValues[_candleCount - 1];
high = _dataSeries1.HighValues[_candleCount - 1];
high = high > cumulativeVolume ? high : cumulativeVolume;
low = _dataSeries1.LowValues[_candleCount - 1];
low = low < cumulativeVolume ? low : cumulativeVolume;
_dataSeries1.Update(_candleCount - 1, open, high, low, cumulativeVolume);
}
_filterDataSeries.Append(date, _movingAverage.Push(cumulativeVolume).Current);
}
}
