public override List <string> OnQuotesReceived(string[] names, CandleDataBidAsk[] quotes, bool isHistoryStartOff)
{
var evtList = new List <string>();
var deltaMils = lastCheckTime.HasValue
? (DateTime.Now - lastCheckTime.Value).TotalMilliseconds
: int.MaxValue;
if (deltaMils >= IntervalCheckMils)
{
lastState = CheckDeposit();
lastCheckTime = DateTime.Now;
}
if (lastState == StateCode.OK)
{
return(evtList);
}
// осуществить стопаут?
var countStopout = new Cortege2 <int, int>(0, 0);
if (lastState == StateCode.Stopout)
{
countStopout = PerformStopout();
}
// разослать сообщение
PerformDelivery(countStopout);
if (countStopout.a > 0)
{
Logger.InfoFormat("DrawDownStopoutChecker: закрыто {0} сделок из {1}",
countStopout.a, countStopout.a + countStopout.b);
}
return(evtList);
}
/// <summary>
/// обойти дерево, найдя его первую ветвь по определенным критериям
/// </summary>
public static SolutionNode ResolveTree(SolutionNode root, Spieler pov, Board board)
{
if (root.children == null || root.children.Count == 0)
{
return(null);
}
if (root.children.Count == 1)
{
return(root.children[0]);
}
var rootScore = root.children.Select(c => new Cortege2 <SolutionNode, int>(c, GetBranchScore(c, true, pov))).ToList();
// скорректировать счет оценкой ситуации !после первого же хода!
if (rootScore.Count > 1)
{
for (var i = 0; i < rootScore.Count; i++)
{
var deltaScore = ComputerMind.GetScoreForProbableTurn(board, rootScore[i].a);
rootScore[i] = new Cortege2 <SolutionNode, int>(rootScore[i].a, rootScore[i].b + deltaScore);
}
}
// выбрать наибольший из меньших результатов
var ind = rootScore.IndexOfMin(s => - s.b);
root.BestIndex = ind;
ShowChainAndLastBoard(root);
var nodeBest = rootScore[ind].a;
return(nodeBest);
}
/// <summary>
/// вернуть изображение из кеша либо
/// создать изображение нужной окраски, поместить в кеш и вернуть
/// из кеша
/// </summary>
public Bitmap GetImage(byte alpha, Color tint)
{
var key = new Cortege2<int, Color>(alpha, tint);
if (images.ContainsKey(key)) return images[key];
var img = (Bitmap)BitmapConversion.GetOpaqueColoredImage(bmpSrc, alpha, tint);
images.Add(key, img);
return img;
}
public QuoteHistoryFillLineControl(string ticker, Cortege2<DateTime, DateTime> interval, Image imageCancel,
Action onCancel)
: this()
{
Ticker = ticker;
Interval = interval;
this.imageCancel = imageCancel;
this.onCancel = onCancel;
}
public QuoteHistoryFillLineControl(string ticker, Cortege2 <DateTime, DateTime> interval, Image imageCancel,
Action onCancel)
: this()
{
Ticker = ticker;
Interval = interval;
this.imageCancel = imageCancel;
this.onCancel = onCancel;
}
/// <summary>
/// вернуть изображение из кеша либо
/// создать изображение нужной окраски, поместить в кеш и вернуть
/// из кеша
/// </summary>
public Bitmap GetImage(byte alpha, Color tint)
{
var key = new Cortege2 <int, Color>(alpha, tint);
if (images.ContainsKey(key))
{
return(images[key]);
}
var img = (Bitmap)BitmapConversion.GetOpaqueColoredImage(bmpSrc, alpha, tint);
images.Add(key, img);
return(img);
}
public SymbolArchiveInfo(string symbol, Cortege2 <DateTime, DateTime>?dateRange)
{
Symbol = symbol;
if (dateRange.HasValue)
{
DateStart = dateRange.Value.a;
DateEnd = dateRange.Value.b;
}
var record = GapMap.Instance.GetServerGaps(symbol);
if (record != null && record.serverGaps != null && record.serverGaps.Count > 0)
{
GapsTotalString =
new TimeSpan(0, (int)record.serverGaps.Sum(g => g.TotalMinutes), 0).ToStringUniform(false, false);
}
}
private void ExtraPriceMarkText(StringBuilder priceMarkContent)
{
if (!showExtraPriceMark)
{
return;
}
try
{
if (!dayOpenPrice.HasValue || dayOpenPrice.Value.a != DateTime.Today)
{
dayOpenPrice =
new Cortege2 <DateTime, float?>(
DateTime.Today,
Chart.CandleRange.GetStartDayPrice(DateTime.Today));
}
var startDayPrice = dayOpenPrice.Value.b;
if (startDayPrice.HasValue && CurrentPrice != null)
{
var deltaPrice = DalSpot.Instance.GetPointsValue(Chart.Symbol, CurrentPrice.Value - startDayPrice.Value);
var deltaPriceText = $"{deltaPrice:F0} пп";
priceMarkContent.AppendLine(deltaPriceText);
if (startDayPrice.Value != 0)
{
var deltaPricePercent = (CurrentPrice.Value - startDayPrice.Value) * 100 / startDayPrice.Value;
var deltaPricePercentText = deltaPricePercent.ToString("F2") + " %";
priceMarkContent.AppendLine(deltaPricePercentText);
}
}
else
{
priceMarkContent.AppendLine("- пп");
priceMarkContent.AppendLine("- %");
}
}
catch (Exception ex)
{
Logger.Error(ex.Message, ex);
}
}
public void OnMarkerMoved(ChartObjectMarker marker)
{
var markerIndex = 0;
for (var i = 0; i < markers.Length; i++)
{
if (markers[i] != marker)
{
continue;
}
markerIndex = i;
break;
}
marker.RecalculateModelCoords(Owner.Owner.WorldRect, Owner.Owner.CanvasRect);
var pointIndex = points.Count == 2 ? markerIndex : 0;
points[pointIndex] = new Cortege2 <int, float>((int)marker.centerModel.X,
(float)marker.centerModel.Y);
// пересчитать отметки Фибоначчи
CalculateProjections();
}
private void PerformDelivery(Cortege2 <int, int> countClosed)
{
if (!DeliveryEnabled)
{
return;
}
// проверка на зафлаживание
var minsSinceMessage = !lastMessageTime.HasValue
? int.MaxValue
: (DateTime.Now - lastMessageTime.Value).TotalMinutes;
if (lastState == StateCode.Warning && minsSinceMessage < MinMinutesBetweenWarning)
{
return;
}
if (lastState == StateCode.Stopout && minsSinceMessage < MinMinutesBetweenStopout)
{
return;
}
lastMessageTime = DateTime.Now;
// сформировать текст сообщения
var equity = robotContext.AccountInfo.Equity;
var message =
lastState == StateCode.Warning
? string.Format(
"Account {0}: equity is {1}, HWM is {2}. Loss is {3:f2}% - stopout is to be at {4:f2}%",
robotContext.AccountInfo.ID, (int)equity, HighWaterMark,
100 * (HighWaterMark - equity) / HighWaterMark, PercentRed)
: string.Format(
"Account {0}: equity is {1}, HWM is {2}. Loss is {3:f2}% - stopout performed {4} closed of total {5}",
robotContext.AccountInfo.ID, (int)equity, HighWaterMark,
100 * (HighWaterMark - equity) / HighWaterMark,
countClosed.a, countClosed.a + countClosed.b);
// разослать
SendSms(message);
}
private void UpdateLastQuotes(List <TickerQuoteData> quotes)
{
foreach (var quote in quotes)
{
var price = quote.bid > 0 && quote.ask > 0
? (quote.bid + quote.ask) * 0.5f
: quote.ask > 0 ? quote.ask : quote.bid;
if (price == 0)
{
continue;
}
var quoteData = new Cortege2 <float, DateTime>(price, DateTime.Now);
if (!lastQuotes.ContainsKey(quote.Ticker))
{
lastQuotes.Add(quote.Ticker, quoteData);
}
else
{
lastQuotes[quote.Ticker] = quoteData;
}
}
SaveLastQuotes();
}
public void Draw(Graphics g, RectangleD worldRect, Rectangle canvasRect,
Brush brush, Font fnt, PenStorage penStorage,
bool doDrawText)
{
spansProjScreenCoords.Clear();
rectanglesTextScreenCoords.Clear();
var pen = penStorage.GetPen(Color, Selected ? 2f : 1f, DashStyle.Dot);
var screenPoints = points.Select(point =>
Conversion.WorldToScreen(new PointD(point.a, point.b), worldRect, canvasRect)).ToList();
// сохранить координаты начального отрезка (для проверки попадания)
if (screenPoints.Count > 1)
{
spanBaseScreenCoords = new Cortege2 <Point, Point>(screenPoints[0].ToPoint(), screenPoints[1].ToPoint());
}
// соединить
if (Completed && HideLine == false)
{
g.DrawLine(pen, (float)screenPoints[0].X, (float)screenPoints[0].Y,
(float)screenPoints[1].X, (float)screenPoints[1].Y);
}
// нарисовать кружки
foreach (var point in screenPoints)
{
g.FillEllipse(brush, (float)point.X - 3, (float)point.Y - 3, 6, 6);
g.DrawEllipse(pen, (float)point.X - 3, (float)point.Y - 3, 6, 6);
}
// нарисовать проекции
if (points.Count < 2 || points[0].b == points[1].b || pricesProj == null)
{
return;
}
visibleParts = new List <ProjectionLinePart>();
if (IsExtension)
{
foreach (var price in pricesProj)
{
visibleParts.Add(new ProjectionLinePart(StartIndex,
EndIndex, price));
}
}
if (IsCorrection)
{
foreach (var price in pricesCorr)
{
visibleParts.Add(new ProjectionLinePart(StartIndex,
EndIndex, price));
}
}
// скрыть "лишние" кусочки
if (HideFarParts)
{
DoHideFarParts(visibleParts);
}
foreach (var part in visibleParts)
{
var ptScrLeft = Conversion.WorldToScreen(new PointD(part.left,
part.price), worldRect, canvasRect);
var ptScrRight = Conversion.WorldToScreen(new PointD(part.right,
part.price), worldRect, canvasRect);
part.x1 = (float)ptScrLeft.X;
part.y1 = (float)ptScrLeft.Y;
part.x2 = (float)ptScrRight.X;
part.y2 = (float)ptScrRight.Y;
g.DrawLine(pen, (float)ptScrLeft.X, (float)ptScrLeft.Y, (float)ptScrRight.X, (float)ptScrRight.Y);
// сохранить координаты
spansProjScreenCoords.Add(new Cortege2 <Point, Point>(
new Point((int)ptScrLeft.X, (int)ptScrLeft.Y),
new Point((int)ptScrRight.X, (int)ptScrRight.Y)));
}
if (doDrawText)
{
using (var fontBrush = new SolidBrush(Color))
{
var strFormat = new StringFormat {
LineAlignment = StringAlignment.Center
};
foreach (var part in visibleParts)
{
if (part.left == part.right)
{
continue;
}
var priceStr = part.price.ToStringUniformPriceFormat(false);
var textSz = g.MeasureString(priceStr, fnt);
if (Markers == MarkerPlacement.Слева ||
Markers == MarkerPlacement.ДвеМетки)
{
g.DrawString(priceStr, fnt, fontBrush, part.x1 - textSz.Width - 2, part.y1, strFormat);
rectanglesTextScreenCoords.Add(new Rectangle((int)(part.x1 - textSz.Width - 2), (int)(part.y1 - textSz.Height / 2),
(int)textSz.Width, (int)textSz.Height));
}
if (Markers == MarkerPlacement.Справа ||
Markers == MarkerPlacement.ДвеМетки)
{
g.DrawString(priceStr, fnt, fontBrush, part.x2 + 2, part.y2, strFormat);
rectanglesTextScreenCoords.Add(new Rectangle((int)(part.x2 + 2), (int)(part.y2 - textSz.Height / 2),
(int)textSz.Width, (int)textSz.Height));
}
}
}
}
if (Selected)
{
DrawMarkers(g, worldRect, canvasRect);
}
}
private void AppendTickerData(string tickerName, Cortege2<DateTime, decimal> tickerData)
{
AppendTickerData(tickerName, new List<Cortege2<DateTime, decimal>> {tickerData});
}
private void AppendTickerData(string tickerName, Cortege2 <DateTime, decimal> tickerData)
{
AppendTickerData(tickerName, new List <Cortege2 <DateTime, decimal> > {
tickerData
});
}
/// <summary>
/// построить эллипс по двум точкам так, чтобы он опоясывал тени свечей в своих пределах
/// </summary>
private bool BuildEllipseAuto(ChartEllipse editedEllipse)
{
if (editedEllipse.points[0].X == editedEllipse.points[1].X)
{
return(false); // эллипс вырожден
}
if (Owner.CanvasRect.Width == 0 || Owner.CanvasRect.Height == 0 ||
Owner.WorldRect.Width == 0 || Owner.WorldRect.Height == 0)
{
return(false);
}
// если точки эллипса следуют задом наперед - поменять их местами
if (editedEllipse.points[0].X > editedEllipse.points[1].X)
{
var pt = editedEllipse.points[1];
editedEllipse.points[1] = editedEllipse.points[0];
editedEllipse.points[0] = pt;
}
// координаты в масштабе экрана
PointF a = editedEllipse.points[0], b = editedEllipse.points[1];
PointF aScale = Conversion.WorldToScreen(new PointD(a.X, a.Y),
Owner.WorldRect, Owner.CanvasRect).ToPointF();
PointF bScale = Conversion.WorldToScreen(new PointD(b.X, b.Y),
Owner.WorldRect, Owner.CanvasRect).ToPointF();
var candles = Chart.StockSeries.Data.Candles;
var start = Math.Max((int)a.X + 1, 0);
var end = Math.Min((int)b.X - 1, candles.Count - 1);
if (start >= end)
{
return(false);
}
// по каждой свече - эллипс должен охватывать оную
Cortege2 <PointF, float>?maxEllipsePtrs = null;
for (var i = start; i <= end; i++)
{
// кончик свечки (хай или лоу)
PointF candleTip = Conversion.WorldToScreen(new PointD(i, (double)candles[i].high),
Owner.WorldRect, Owner.CanvasRect).ToPointF();
var ellipsePtrs = TryMakeChartEllipse(aScale, bScale, candleTip, true);
if (!maxEllipsePtrs.HasValue && ellipsePtrs.HasValue)
{
maxEllipsePtrs = ellipsePtrs;
}
else
{
if (ellipsePtrs.HasValue)
{
if (ellipsePtrs.Value.b > maxEllipsePtrs.Value.b)
{
maxEllipsePtrs = ellipsePtrs;
}
}
}
// тупой копипаст для лоу
candleTip = Conversion.WorldToScreen(new PointD(i, (double)candles[i].low),
Owner.WorldRect, Owner.CanvasRect).ToPointF();
ellipsePtrs = TryMakeChartEllipse(aScale, bScale, candleTip, true);
if (!maxEllipsePtrs.HasValue && ellipsePtrs.HasValue)
{
maxEllipsePtrs = ellipsePtrs;
}
else
{
if (ellipsePtrs.HasValue)
{
if (ellipsePtrs.Value.b > maxEllipsePtrs.Value.b)
{
maxEllipsePtrs = ellipsePtrs;
}
}
}
}
// если описывающий эллипс существует
if (maxEllipsePtrs.HasValue)
{
var pt = Conversion.ScreenToWorld(new PointD(maxEllipsePtrs.Value.a.X, maxEllipsePtrs.Value.a.Y),
Owner.WorldRect, Owner.CanvasRect).ToPointF();
if (editedEllipse.points.Count == 2)
{
editedEllipse.points.Add(pt);
}
else
{
editedEllipse.points[2] = pt;
}
}
else
{
if (editedEllipse.points.Count == 3)
{
editedEllipse.points.RemoveAt(editedEllipse.points.Count - 1);
}
}
return(true);
}
public void Draw(Graphics g, RectangleD worldRect, Rectangle canvasRect, Font font,
PenStorage penDic, BrushesStorage brushStorage)
{
spansInScreenCoords.Clear();
Draw(g, worldRect, canvasRect, penDic, brushStorage);
if (linePoints.Count == 2)
{// сохранить экранные координаты задающего отрезка
spansInScreenCoords.Add(new Cortege2 <Point, Point>(
new Point((int)screenPointA.X, (int)screenPointA.Y),
new Point((int)screenPointB.X, (int)screenPointB.Y)));
}
if (!Point3.HasValue)
{
return;
}
PointD oldPoint0 = linePoints[0], oldPoint1 = linePoints[1];
// параллельно перенести прямую по уровням
var pointC = ProjectDotOnSpan(worldRect, canvasRect);
var vector = new PointD(Point3.Value.X - pointC.X, Point3.Value.Y - pointC.Y);
// начальная прямая
linePoints[0] = oldPoint0 + vector;
linePoints[1] = oldPoint1 + vector;
Draw(g, worldRect, canvasRect, penDic, brushStorage);
spansInScreenCoords.Add(new Cortege2 <Point, Point>(
new Point((int)screenPointA.X, (int)screenPointA.Y),
new Point((int)screenPointB.X, (int)screenPointB.Y)));
// нормаль
var vectorScale = series.Count == 0 ? 1.0 : series[series.Count - 1] + 1;
var pointC2 = pointC + vector * vectorScale;
var pointArrow = Conversion.WorldToScreen(pointC + vector, worldRect, canvasRect);
var screenC = Conversion.WorldToScreen(pointC, worldRect, canvasRect);
var screenC2 = Conversion.WorldToScreen(pointC2, worldRect, canvasRect);
using (var pen = new Pen(LineColor)
{
DashStyle = DashStyle.Dot
})
{
g.DrawLine(pen, screenC.ToPointF(), screenC2.ToPointF());
g.DrawPolygon(pen, GetArrowPoints(screenC, pointArrow));
// сохранить экранные координаты нормали
spanNormalScreenCoords = new Cortege2 <Point, Point>(screenC.ToPoint(), screenC2.ToPoint());
}
// ряд прямых
var rectPen = penDic.GetPen(LineColor);
foreach (var level in series)
{
var vectorScaled = vector * (1 + level);
linePoints[0] = oldPoint0 + vectorScaled;
linePoints[1] = oldPoint1 + vectorScaled;
Draw(g, worldRect, canvasRect, penDic, brushStorage);
// сохранить координаты (для проверки попадания)
spansInScreenCoords.Add(new Cortege2 <Point, Point>(
new Point((int)screenPointA.X, (int)screenPointA.Y),
new Point((int)screenPointB.X, (int)screenPointB.Y)));
// вывести подпись в рамке
if (DrawText)
{
var whiteBrush = brushStorage.GetBrush(Color.White);
var brush = brushStorage.GetBrush(LineColor);
var ptText = pointC + vectorScaled;
ptText = Conversion.WorldToScreen(ptText, worldRect, canvasRect);
var textSz = g.MeasureString(level.ToString(), font);
var textRect = new Rectangle((int)(ptText.X - textSz.Width / 2 - 2),
(int)(ptText.Y - textSz.Height / 2 - 2),
(int)textSz.Width + 4, (int)textSz.Height + 4);
g.FillRectangle(whiteBrush, textRect);
g.DrawRectangle(rectPen, textRect);
g.DrawString(level.ToString(), font, brush, (float)ptText.X, (float)ptText.Y,
new StringFormat
{
Alignment = StringAlignment.Center,
LineAlignment = StringAlignment.Center
});
}
}
// восстановить начальные точки
linePoints[0] = oldPoint0;
linePoints[1] = oldPoint1;
}
private Cortege2<double, TimeSpan> CalculateStep(Cortege2<double, DateTime> start, Point o, Point tip)
{
if (Step.HasValue) return Step.Value;
var len = Direction == FastAxisDirection.X ? Math.Abs(tip.X - o.X) : Math.Abs(tip.Y - o.Y);
var numMinSteps = len / minPixelsPerPoint;
if (!IsDateTime)
{
var fractStep = (MaxValue.a - start.a) / numMinSteps;
Math.
}
var fractSpan = (MaxValue.b - start.b).TotalSeconds / numMinSteps;
if (fractSpan < 1) return new Cortege2<double, TimeSpan>(0, new TimeSpan(0, 0, 0, 0, (int)(fractSpan * 1000)));
if (fractSpan < 60)
return new Cortege2<double, TimeSpan>(0, new TimeSpan(0, 0, 5 * ((int)fractSpan / 5)));
}
private void BuildSummaryOL()
{
if (options.Count == 0) return;
// count date - level * [OI | Volume], sum OI, sum Volume
var dicSumCall = new Dictionary<DateTime, Cortege3<float, float, float>>();
var dicSumPut = new Dictionary<DateTime, Cortege3<float, float, float>>();
foreach (var opt in options)
{
if ((AllowedOptionStyles == AllowedOptionStyle.American && opt.Style == OptionStyle.European)
|| (AllowedOptionStyles == AllowedOptionStyle.European && opt.Style == OptionStyle.American))
continue;
var multiplier = WeightType == OptionLevelWeightType.ОткрытыйИнтерес
? opt.OpenInterest
: opt.Volume;
if (opt.Type == OptionType.CALL)
{
var sumCall = opt.OptionLevelClose*multiplier;
if (!dicSumCall.ContainsKey(opt.DatePublished))
dicSumCall.Add(opt.DatePublished,
new Cortege3<float, float, float>(sumCall, opt.OpenInterest, opt.Volume));
else
{
sumCall += dicSumCall[opt.DatePublished].a;
var totalOI = dicSumCall[opt.DatePublished].b + opt.OpenInterest;
var totalVolume = dicSumCall[opt.DatePublished].c + opt.Volume;
dicSumCall[opt.DatePublished] =
new Cortege3<float, float, float>(sumCall, totalOI, totalVolume);
}
}
else
{
var sumPut = opt.OptionLevelClose*multiplier;
if (!dicSumPut.ContainsKey(opt.DatePublished))
dicSumPut.Add(opt.DatePublished,
new Cortege3<float, float, float>(sumPut, opt.OpenInterest, opt.Volume));
else
{
sumPut += dicSumPut[opt.DatePublished].a;
var totalOI = dicSumPut[opt.DatePublished].b + opt.OpenInterest;
var totalVolume = dicSumPut[opt.DatePublished].c + opt.Volume;
dicSumPut[opt.DatePublished] =
new Cortege3<float, float, float>(sumPut, totalOI, totalVolume);
}
}
}
var sumOpts = new List<OptionData>();
foreach (var date in dicSumCall)
{
if (date.Value.a == 0) continue;
var strike = date.Value.a/(WeightType == OptionLevelWeightType.ОткрытыйИнтерес
? date.Value.b : date.Value.c);
var opt = new OptionData(OptionType.CALL, OptionStyle.American,
options[0].BaseActive, date.Key,
new DateTime(DateTime.Now.Year, DateTime.Now.Month, 1),
strike, 0, 0, 0, (int) date.Value.b, (int) date.Value.c);
sumOpts.Add(opt);
}
foreach (var date in dicSumPut)
{
if (date.Value.a == 0) continue;
var strike = date.Value.a/(WeightType == OptionLevelWeightType.ОткрытыйИнтерес
? date.Value.b
: date.Value.c);
var opt = new OptionData(OptionType.PUT, OptionStyle.American,
options[0].BaseActive, date.Key,
new DateTime(DateTime.Now.Year, DateTime.Now.Month, 1),
strike, 0, 0, 0, (int) date.Value.b, (int) date.Value.c);
sumOpts.Add(opt);
}
// медианный уровень
List<Cortege2<DateTime, float>> channelCall = null, channelPut = null, channelMid = null;
if (SummaryLevelStyle == SummaryLevelLineStyle.Каналы)
{
channelCall = new List<Cortege2<DateTime, float>>();
channelPut = new List<Cortege2<DateTime, float>>();
channelMid = new List<Cortege2<DateTime, float>>();
}
foreach (var callData in dicSumCall)
{
if (!dicSumPut.ContainsKey(callData.Key)) continue;
var putData = dicSumPut[callData.Key];
var oi = callData.Value.b + putData.b;
var volume = callData.Value.c + putData.c;
var denominator = WeightType == OptionLevelWeightType.ОткрытыйИнтерес ? oi : volume;
var strike = (callData.Value.a + putData.a)/denominator;
var opt = new OptionData(WeightType == OptionLevelWeightType.ОткрытыйИнтерес
? callData.Value.b > putData.b ? OptionType.CALL : OptionType.PUT
: callData.Value.c > putData.c ? OptionType.CALL : OptionType.PUT,
OptionStyle.American,
options[0].BaseActive, callData.Key,
new DateTime(DateTime.Now.Year, DateTime.Now.Month, 1),
strike, 0, 0, 0, (int) oi, (int) volume);
// добавить мед. уровень
if (SummaryLevelStyle == SummaryLevelLineStyle.Каналы)
channelMid.Add(new Cortege2<DateTime, float>(
opt.DatePublished,
opt.OptionLevelClose));
else
AddOptionLevel(opt, true);
}
foreach (var opt in sumOpts)
{
if (SummaryLevelStyle == SummaryLevelLineStyle.Каналы)
{
var pivot = new Cortege2<DateTime, float>(opt.DatePublished, opt.OptionLevelClose);
if (opt.Type == OptionType.CALL) channelCall.Add(pivot);
else channelPut.Add(pivot);
}
else
AddOptionLevel(opt, false);
}
// построить каналы a-la Bollinger?
if (SummaryLevelStyle == SummaryLevelLineStyle.Каналы)
{
BuildLineSeriesFromPivots(channelCall, seriesChannelCall);
BuildLineSeriesFromPivots(channelPut, seriesChannelPut);
BuildLineSeriesFromPivots(channelMid, seriesChannelMid);
}
}
public void Draw(Graphics g, RectangleD worldRect, Rectangle canvasRect, Font font,
PenStorage penDic, BrushesStorage brushStorage)
{
spansInScreenCoords.Clear();
Draw(g, worldRect, canvasRect, penDic, brushStorage);
if (linePoints.Count == 2)
{// сохранить экранные координаты задающего отрезка
spansInScreenCoords.Add(new Cortege2<Point, Point>(
new Point((int) screenPointA.X, (int) screenPointA.Y),
new Point((int) screenPointB.X, (int) screenPointB.Y)));
}
if (!Point3.HasValue) return;
PointD oldPoint0 = linePoints[0], oldPoint1 = linePoints[1];
// параллельно перенести прямую по уровням
var pointC = ProjectDotOnSpan(worldRect, canvasRect);
var vector = new PointD(Point3.Value.X - pointC.X, Point3.Value.Y - pointC.Y);
// начальная прямая
linePoints[0] = oldPoint0 + vector;
linePoints[1] = oldPoint1 + vector;
Draw(g, worldRect, canvasRect, penDic, brushStorage);
spansInScreenCoords.Add(new Cortege2<Point, Point>(
new Point((int)screenPointA.X, (int)screenPointA.Y),
new Point((int)screenPointB.X, (int)screenPointB.Y)));
// нормаль
var vectorScale = series.Count == 0 ? 1.0 : series[series.Count - 1] + 1;
var pointC2 = pointC + vector * vectorScale;
var pointArrow = Conversion.WorldToScreen(pointC + vector, worldRect, canvasRect);
var screenC = Conversion.WorldToScreen(pointC, worldRect, canvasRect);
var screenC2 = Conversion.WorldToScreen(pointC2, worldRect, canvasRect);
using (var pen = new Pen(LineColor) { DashStyle = DashStyle.Dot })
{
g.DrawLine(pen, screenC.ToPointF(), screenC2.ToPointF());
g.DrawPolygon(pen, GetArrowPoints(screenC, pointArrow));
// сохранить экранные координаты нормали
spanNormalScreenCoords = new Cortege2<Point, Point>(screenC.ToPoint(), screenC2.ToPoint());
}
// ряд прямых
var rectPen = penDic.GetPen(LineColor);
foreach (var level in series)
{
var vectorScaled = vector * (1 + level);
linePoints[0] = oldPoint0 + vectorScaled;
linePoints[1] = oldPoint1 + vectorScaled;
Draw(g, worldRect, canvasRect, penDic, brushStorage);
// сохранить координаты (для проверки попадания)
spansInScreenCoords.Add(new Cortege2<Point, Point>(
new Point((int)screenPointA.X, (int)screenPointA.Y),
new Point((int)screenPointB.X, (int)screenPointB.Y)));
// вывести подпись в рамке
if (DrawText)
{
var whiteBrush = brushStorage.GetBrush(Color.White);
var brush = brushStorage.GetBrush(LineColor);
var ptText = pointC + vectorScaled;
ptText = Conversion.WorldToScreen(ptText, worldRect, canvasRect);
var textSz = g.MeasureString(level.ToString(), font);
var textRect = new Rectangle((int) (ptText.X - textSz.Width/2 - 2),
(int) (ptText.Y - textSz.Height/2 - 2),
(int) textSz.Width + 4, (int) textSz.Height + 4);
g.FillRectangle(whiteBrush, textRect);
g.DrawRectangle(rectPen, textRect);
g.DrawString(level.ToString(), font, brush, (float) ptText.X, (float) ptText.Y,
new StringFormat
{
Alignment = StringAlignment.Center,
LineAlignment = StringAlignment.Center
});
}
}
// восстановить начальные точки
linePoints[0] = oldPoint0;
linePoints[1] = oldPoint1;
}
private void SaveFarmSettings()
{
var acIds = richTextBoxAccountIds.Text.ToIntArrayUniform();
if (acIds.Length == 0)
acIds = accountIds.ToArray();
if (acIds.Length == 0)
{
MessageBox.Show("Не указаны номера счетов");
return;
}
XmlDocument robotsDoc = null;
if (!string.IsNullOrEmpty(tbPortfolioSetsPath.Text))
{
try
{
robotsDoc = new XmlDocument();
using (var sr = new StreamReader(tbPortfolioSetsPath.Text, Encoding.UTF8))
robotsDoc.Load(sr);
if (robotsDoc.DocumentElement == null)
robotsDoc = null;
else if (robotsDoc.DocumentElement.ChildNodes.Count == 0)
robotsDoc = null;
}
catch (Exception ex)
{
robotsDoc = null;
MessageBox.Show("Ошибка загрузка документа роботов: " + ex.Message);
}
}
var robotCountProb = tbRobotsCount.Text.ToIntArrayUniform();
for (var i = 1; i < robotCountProb.Length; i++)
robotCountProb[i] += robotCountProb[i - 1];
var tickerProb = tbTickerProb.Lines.Select(new Func<string, Cortege2<string, int>?>(
l =>
{
if (string.IsNullOrEmpty(l)) return null;
var pair =
l.Split(new[] {':', ' ', ';', (char) Keys.Tab},
StringSplitOptions.RemoveEmptyEntries);
if (pair.Length != 2) return null;
return new Cortege2<string, int>(pair[0],
pair[1].ToIntSafe() ??
25);
})).Where(pro => pro != null).Cast<Cortege2<string, int>>().ToArray();
for (var i = 1; i < tickerProb.Length; i++)
tickerProb[i] = new Cortege2<string, int>(tickerProb[i].a, tickerProb[i - 1].b + tickerProb[i].b);
var doc = new XmlDocument();
var docNode = doc.AppendChild(doc.CreateElement("farm"));
using (var conn = DatabaseContext.Instance.Make())
foreach (var acId in acIds)
{
var accountId = acId;
var owner = (from pa in conn.PLATFORM_USER_ACCOUNT
join u in conn.PLATFORM_USER on pa.PlatformUser equals u.ID
where pa.Account == accountId && pa.RightsMask == (int) AccountRights.Управление
select u).FirstOrDefault();
if (owner == null) continue;
var nodeAccount = (XmlElement) docNode.AppendChild(doc.CreateElement("Account"));
var nodeAcId = (XmlElement)nodeAccount.AppendChild(doc.CreateElement("AccountId"));
nodeAcId.Attributes.Append(doc.CreateAttribute("value")).Value = acId.ToString();
var nodeLogin = (XmlElement)nodeAccount.AppendChild(doc.CreateElement("UserLogin"));
nodeLogin.Attributes.Append(doc.CreateAttribute("value")).Value = owner.Login;
var nodePwrd = (XmlElement)nodeAccount.AppendChild(doc.CreateElement("UserPassword"));
nodePwrd.Attributes.Append(doc.CreateAttribute("value")).Value = owner.Password;
var nodeTrade = (XmlElement)nodeAccount.AppendChild(doc.CreateElement("TradeEnabled"));
nodeTrade.Attributes.Append(doc.CreateAttribute("value")).Value = "True";
// роботы
if (robotsDoc == null) continue;
var rVal = rand.Next(100);
var robotsCount = robotCountProb.FindIndex(v => rVal < v) + 1;
for (var i = 0; i < robotsCount; i++)
{
var robItem =
(XmlElement)robotsDoc.DocumentElement.ChildNodes[rand.Next(robotsDoc.DocumentElement.ChildNodes.Count)];
// настроить тикер (ТФ не менять)
var nodeTicker = robItem.ChildNodes.Cast<XmlElement>().First(n => n.Name == "Robot.TimeSeries");
var valAttr = nodeTicker.Attributes["value"];
var pairTimeframe = valAttr.Value.Split(new[] { ' ', ',', ':', ';', '.', '\n', '\t' }, StringSplitOptions.RemoveEmptyEntries);
if (pairTimeframe.Length == 2)
{
rVal = rand.Next(100);
var ticker = tickerProb.First(p => rVal < p.b).a;
valAttr.Value = ticker + ":" + pairTimeframe[1];
}
// добавить робота
var imported = doc.ImportNode(robItem, true);
nodeAccount.AppendChild(imported);
}
}
// сохранить документ
if (saveFarmsetsDialog.ShowDialog() != DialogResult.OK) return;
tbFarmSetsPath.Text = saveFarmsetsDialog.FileName;
using (var sw = new StreamWriter(saveFarmsetsDialog.FileName, false, Encoding.UTF8))
using (var xtw = new XmlTextWriter(sw) { Indentation = 4, Formatting = Formatting.Indented })
doc.Save(xtw);
}
public static List<Cortege2<int, float>> GetPivots(IList<CandleData> candles,
float thresholdPercent, int endIndex, ZigZagSource srcType)
{
var pivots = new List<Cortege2<int, float>>();
if (candles.Count == 0) return pivots;
var lastPivot = new Cortege2<int, float> { a = 0, b = candles[0].open };
int lastSign = 0;
// занести вершины
int i = 1;
for (; i <= endIndex; i++)
{
var candle = candles[i];
var high = srcType == ZigZagSource.HighLow ? candle.high : System.Math.Max(candle.open, candle.close);
var low = srcType == ZigZagSource.HighLow ? candle.low : System.Math.Min(candle.open, candle.close);
var deltaPlus = high - lastPivot.b;
var deltaMinus = lastPivot.b - low;
deltaPlus = deltaPlus > 0 ? 100 * deltaPlus / lastPivot.b : 0;
deltaMinus = deltaMinus > 0 ? 100 * deltaMinus / lastPivot.b : 0;
if (deltaPlus > thresholdPercent &&
((deltaPlus > deltaMinus && lastSign == 0) || lastSign < 0))
{
pivots.Add(lastPivot);
lastPivot = new Cortege2<int, float> { a = i, b = high };
lastSign = 1;
continue;
}
if (deltaMinus > thresholdPercent &&
((deltaPlus <= deltaMinus && lastSign == 0) || lastSign > 0))
{
pivots.Add(lastPivot);
lastPivot = new Cortege2<int, float> { a = i, b = low };
lastSign = -1;
continue;
}
if (lastSign > 0 && high > lastPivot.b)
{
lastPivot.b = high;
lastPivot.a = i;
continue;
}
if (lastSign < 0 && low < lastPivot.b)
{
lastPivot.b = low;
lastPivot.a = i;
continue;
}
}
// последняя вершина
if (lastSign != 0)
{
//var candleLast = candles[endIndex];
//var lastHigh = srcType == ZigZagSource.HighLow ? candleLast.high :
// System.Math.Max(candleLast.open, candleLast.close);
//var lastLow = srcType == ZigZagSource.HighLow ? candleLast.low :
// System.Math.Min(candleLast.open, candleLast.close);
//pivots.Add(new Cortege2<int, float>
//{
// a = endIndex,
// b = lastSign > 0 ? lastHigh : lastLow
//});
pivots.Add(lastPivot);
}
return pivots;
}
public Cortege2<DateTime, DateTime>? LoadFromFile(string quoteDir, string symbol)
{
if (string.IsNullOrEmpty(quoteDir))
throw new ArgumentException("LoadFromFile - директория пуста", "quoteDir");
if (string.IsNullOrEmpty(symbol))
throw new ArgumentException("LoadFromFile - котировка не указана", "symbol");
var fileName = quoteDir + "\\" + symbol + ".quote";
if (!File.Exists(fileName)) return null;
// прочитать файл
List<CandleData> fileCandles;
try
{
fileCandles = CandleData.LoadFromFile(fileName, symbol);
}
catch (Exception ex)
{
Logger.ErrorFormat("Ошибка в AtomCandleStorage.LoadFromFile({0}): {1}",
symbol, ex);
return null;
}
if (fileCandles == null || fileCandles.Count == 0) return null;
if (!locker.TryEnterWriteLock(LockTimeout))
{
Logger.ErrorFormat("Ошибка в AtomCandleStorage.LoadFromFile({0}): невозможно получить доступ на запись",
symbol);
return null;
}
// записать в словарь
var dates = new Cortege2<DateTime, DateTime>(fileCandles[0].timeOpen, fileCandles[fileCandles.Count - 1].timeOpen);
try
{
if (candles.ContainsKey(symbol))
candles[symbol] = new ThreadSafeCandleList(fileCandles);
else
candles.Add(symbol, new ThreadSafeCandleList(fileCandles));
}
finally
{
locker.ExitWriteLock();
}
return dates;
}
public Cortege2 <DateTime, DateTime>?LoadFromFile(string quoteDir, string symbol)
{
if (string.IsNullOrEmpty(quoteDir))
{
throw new ArgumentException("LoadFromFile - директория пуста", "quoteDir");
}
if (string.IsNullOrEmpty(symbol))
{
throw new ArgumentException("LoadFromFile - котировка не указана", "symbol");
}
var fileName = quoteDir + "\\" + symbol + ".quote";
if (!File.Exists(fileName))
{
return(null);
}
// прочитать файл
List <CandleData> fileCandles;
try
{
fileCandles = CandleData.LoadFromFile(fileName, symbol);
}
catch (Exception ex)
{
Logger.ErrorFormat("Ошибка в AtomCandleStorage.LoadFromFile({0}): {1}",
symbol, ex);
return(null);
}
if (fileCandles == null || fileCandles.Count == 0)
{
return(null);
}
if (!locker.TryEnterWriteLock(LockTimeout))
{
Logger.ErrorFormat("Ошибка в AtomCandleStorage.LoadFromFile({0}): невозможно получить доступ на запись",
symbol);
return(null);
}
// записать в словарь
var dates = new Cortege2 <DateTime, DateTime>(fileCandles[0].timeOpen, fileCandles[fileCandles.Count - 1].timeOpen);
try
{
if (candles.ContainsKey(symbol))
{
candles[symbol] = new ThreadSafeCandleList(fileCandles);
}
else
{
candles.Add(symbol, new ThreadSafeCandleList(fileCandles));
}
}
finally
{
locker.ExitWriteLock();
}
return(dates);
}
private void UpdateLastQuotes(List<TickerQuoteData> quotes)
{
foreach (var quote in quotes)
{
var price = quote.bid > 0 && quote.ask > 0
? (quote.bid + quote.ask)*0.5f
: quote.ask > 0 ? quote.ask : quote.bid;
if (price == 0) continue;
var quoteData = new Cortege2<float, DateTime>(price, DateTime.Now);
if (!lastQuotes.ContainsKey(quote.Ticker))
lastQuotes.Add(quote.Ticker, quoteData);
else
lastQuotes[quote.Ticker] = quoteData;
}
SaveLastQuotes();
}
public void Draw(Graphics g, RectangleD worldRect, Rectangle canvasRect,
Brush brush, Font fnt, PenStorage penStorage,
bool doDrawText)
{
spansProjScreenCoords.Clear();
rectanglesTextScreenCoords.Clear();
var pen = penStorage.GetPen(Color, Selected ? 2f : 1f, DashStyle.Dot);
var screenPoints = points.Select(point =>
Conversion.WorldToScreen(new PointD(point.a, point.b), worldRect, canvasRect)).ToList();
// сохранить координаты начального отрезка (для проверки попадания)
if (screenPoints.Count > 1)
spanBaseScreenCoords = new Cortege2<Point, Point>(screenPoints[0].ToPoint(), screenPoints[1].ToPoint());
// соединить
if (Completed && HideLine == false)
g.DrawLine(pen, (float)screenPoints[0].X, (float)screenPoints[0].Y,
(float)screenPoints[1].X, (float)screenPoints[1].Y);
// нарисовать кружки
foreach (var point in screenPoints)
{
g.FillEllipse(brush, (float)point.X - 3, (float)point.Y - 3, 6, 6);
g.DrawEllipse(pen, (float)point.X - 3, (float)point.Y - 3, 6, 6);
}
// нарисовать проекции
if (points.Count < 2 || points[0].b == points[1].b || pricesProj == null) return;
visibleParts = new List<ProjectionLinePart>();
if (IsExtension)
{
foreach (var price in pricesProj)
{
visibleParts.Add(new ProjectionLinePart(StartIndex,
EndIndex, price));
}
}
if (IsCorrection)
{
foreach (var price in pricesCorr)
{
visibleParts.Add(new ProjectionLinePart(StartIndex,
EndIndex, price));
}
}
// скрыть "лишние" кусочки
if (HideFarParts) DoHideFarParts(visibleParts);
foreach (var part in visibleParts)
{
var ptScrLeft = Conversion.WorldToScreen(new PointD(part.left,
part.price), worldRect, canvasRect);
var ptScrRight = Conversion.WorldToScreen(new PointD(part.right,
part.price), worldRect, canvasRect);
part.x1 = (float)ptScrLeft.X;
part.y1 = (float)ptScrLeft.Y;
part.x2 = (float)ptScrRight.X;
part.y2 = (float)ptScrRight.Y;
g.DrawLine(pen, (float)ptScrLeft.X, (float)ptScrLeft.Y, (float)ptScrRight.X, (float)ptScrRight.Y);
// сохранить координаты
spansProjScreenCoords.Add(new Cortege2<Point, Point>(
new Point((int)ptScrLeft.X, (int)ptScrLeft.Y),
new Point((int)ptScrRight.X, (int)ptScrRight.Y)));
}
if (doDrawText)
{
using (var fontBrush = new SolidBrush(Color))
{
var strFormat = new StringFormat { LineAlignment = StringAlignment.Center };
foreach (var part in visibleParts)
{
if (part.left == part.right) continue;
var priceStr = part.price.ToStringUniformPriceFormat(false);
var textSz = g.MeasureString(priceStr, fnt);
if (Markers == MarkerPlacement.Слева ||
Markers == MarkerPlacement.ДвеМетки)
{
g.DrawString(priceStr, fnt, fontBrush, part.x1 - textSz.Width - 2, part.y1, strFormat);
rectanglesTextScreenCoords.Add(new Rectangle((int)(part.x1 - textSz.Width - 2), (int)(part.y1 - textSz.Height / 2),
(int)textSz.Width, (int)textSz.Height));
}
if (Markers == MarkerPlacement.Справа ||
Markers == MarkerPlacement.ДвеМетки)
{
g.DrawString(priceStr, fnt, fontBrush, part.x2 + 2, part.y2, strFormat);
rectanglesTextScreenCoords.Add(new Rectangle((int)(part.x2 + 2), (int)(part.y2 - textSz.Height / 2),
(int)textSz.Width, (int)textSz.Height));
}
}
}
}
if (Selected)
DrawMarkers(g, worldRect, canvasRect);
}
public override List<string> OnQuotesReceived(string[] names, CandleDataBidAsk[] quotes, bool isHistoryStartOff)
{
var evtList = new List<string>();
var deltaMils = lastCheckTime.HasValue
? (DateTime.Now - lastCheckTime.Value).TotalMilliseconds
: int.MaxValue;
if (deltaMils >= IntervalCheckMils)
{
lastState = CheckDeposit();
lastCheckTime = DateTime.Now;
}
if (lastState == StateCode.OK) return evtList;
// осуществить стопаут?
var countStopout = new Cortege2<int, int>(0, 0);
if (lastState == StateCode.Stopout) countStopout = PerformStopout();
// разослать сообщение
PerformDelivery(countStopout);
if (countStopout.a > 0)
{
Logger.InfoFormat("DrawDownStopoutChecker: закрыто {0} сделок из {1}",
countStopout.a, countStopout.a + countStopout.b);
}
return evtList;
}
public void OnMarkerMoved(ChartObjectMarker marker)
{
var markerIndex = 0;
for (var i = 0; i < markers.Length; i++)
{
if (markers[i] != marker) continue;
markerIndex = i;
break;
}
marker.RecalculateModelCoords(Owner.Owner.WorldRect, Owner.Owner.CanvasRect);
var pointIndex = points.Count == 2 ? markerIndex : 0;
points[pointIndex] = new Cortege2<int, float>((int)marker.centerModel.X,
(float)marker.centerModel.Y);
// пересчитать отметки Фибоначчи
CalculateProjections();
}
private void PerformDelivery(Cortege2<int, int> countClosed)
{
if (!DeliveryEnabled) return;
// проверка на зафлаживание
var minsSinceMessage = !lastMessageTime.HasValue
? int.MaxValue
: (DateTime.Now - lastMessageTime.Value).TotalMinutes;
if (lastState == StateCode.Warning && minsSinceMessage < MinMinutesBetweenWarning)
return;
if (lastState == StateCode.Stopout && minsSinceMessage < MinMinutesBetweenStopout)
return;
lastMessageTime = DateTime.Now;
// сформировать текст сообщения
var equity = robotContext.AccountInfo.Equity;
var message =
lastState == StateCode.Warning
? string.Format(
"Account {0}: equity is {1}, HWM is {2}. Loss is {3:f2}% - stopout is to be at {4:f2}%",
robotContext.AccountInfo.ID, (int) equity, HighWaterMark,
100*(HighWaterMark - equity)/HighWaterMark, PercentRed)
: string.Format(
"Account {0}: equity is {1}, HWM is {2}. Loss is {3:f2}% - stopout performed {4} closed of total {5}",
robotContext.AccountInfo.ID, (int) equity, HighWaterMark,
100*(HighWaterMark - equity)/HighWaterMark,
countClosed.a, countClosed.a + countClosed.b);
// разослать
SendSms(message);
}
private Cortege2<double, TimeSpan> CalculateStep(Cortege2<double, DateTime> start, Point o, Point tip)
{
if (Step.HasValue) return Step.Value;
try
{
var len = Direction == FastAxisDirection.X ? Math.Abs(tip.X - o.X) : Math.Abs(tip.Y - o.Y);
var numMinSteps = len/minPixelsPerPoint;
if (numMinSteps < 1) return new Cortege2<double, TimeSpan>(0, TimeSpan.Zero);
if (!IsDateTime)
{
var fractStep = (MaxValue.a - start.a)/numMinSteps;
return new Cortege2<double, TimeSpan>(NearestCeilingStep(fractStep),
TimeSpan.MinValue);
}
var fractSpan = (MaxValue.b - start.b).TotalMilliseconds/numMinSteps;
var span = NearestCeilingTimeSpan(fractSpan);
return new Cortege2<double, TimeSpan>(0, span);
}
catch
{
return new Cortege2<double, TimeSpan>(0, TimeSpan.MaxValue);
}
}
public static List <Cortege2 <int, float> > GetPivots(IList <CandleData> candles,
float thresholdPercent, int endIndex, ZigZagSource srcType)
{
var pivots = new List <Cortege2 <int, float> >();
if (candles.Count == 0)
{
return(pivots);
}
var lastPivot = new Cortege2 <int, float> {
a = 0, b = candles[0].open
};
int lastSign = 0;
// занести вершины
int i = 1;
for (; i <= endIndex; i++)
{
var candle = candles[i];
var high = srcType == ZigZagSource.HighLow ? candle.high : System.Math.Max(candle.open, candle.close);
var low = srcType == ZigZagSource.HighLow ? candle.low : System.Math.Min(candle.open, candle.close);
var deltaPlus = high - lastPivot.b;
var deltaMinus = lastPivot.b - low;
deltaPlus = deltaPlus > 0 ? 100 * deltaPlus / lastPivot.b : 0;
deltaMinus = deltaMinus > 0 ? 100 * deltaMinus / lastPivot.b : 0;
if (deltaPlus > thresholdPercent &&
((deltaPlus > deltaMinus && lastSign == 0) || lastSign < 0))
{
pivots.Add(lastPivot);
lastPivot = new Cortege2 <int, float> {
a = i, b = high
};
lastSign = 1;
continue;
}
if (deltaMinus > thresholdPercent &&
((deltaPlus <= deltaMinus && lastSign == 0) || lastSign > 0))
{
pivots.Add(lastPivot);
lastPivot = new Cortege2 <int, float> {
a = i, b = low
};
lastSign = -1;
continue;
}
if (lastSign > 0 && high > lastPivot.b)
{
lastPivot.b = high;
lastPivot.a = i;
continue;
}
if (lastSign < 0 && low < lastPivot.b)
{
lastPivot.b = low;
lastPivot.a = i;
continue;
}
}
// последняя вершина
if (lastSign != 0)
{
//var candleLast = candles[endIndex];
//var lastHigh = srcType == ZigZagSource.HighLow ? candleLast.high :
// System.Math.Max(candleLast.open, candleLast.close);
//var lastLow = srcType == ZigZagSource.HighLow ? candleLast.low :
// System.Math.Min(candleLast.open, candleLast.close);
//pivots.Add(new Cortege2<int, float>
//{
// a = endIndex,
// b = lastSign > 0 ? lastHigh : lastLow
//});
pivots.Add(lastPivot);
}
return(pivots);
}
private void SaveFarmSettings()
{
var acIds = richTextBoxAccountIds.Text.ToIntArrayUniform();
if (acIds.Length == 0)
{
acIds = accountIds.ToArray();
}
if (acIds.Length == 0)
{
MessageBox.Show("Не указаны номера счетов");
return;
}
XmlDocument robotsDoc = null;
if (!string.IsNullOrEmpty(tbPortfolioSetsPath.Text))
{
try
{
robotsDoc = new XmlDocument();
using (var sr = new StreamReader(tbPortfolioSetsPath.Text, Encoding.UTF8))
robotsDoc.Load(sr);
if (robotsDoc.DocumentElement == null)
{
robotsDoc = null;
}
else if (robotsDoc.DocumentElement.ChildNodes.Count == 0)
{
robotsDoc = null;
}
}
catch (Exception ex)
{
robotsDoc = null;
MessageBox.Show("Ошибка загрузка документа роботов: " + ex.Message);
}
}
var robotCountProb = tbRobotsCount.Text.ToIntArrayUniform();
for (var i = 1; i < robotCountProb.Length; i++)
{
robotCountProb[i] += robotCountProb[i - 1];
}
var tickerProb = tbTickerProb.Lines.Select(new Func <string, Cortege2 <string, int>?>(
l =>
{
if (string.IsNullOrEmpty(l))
{
return(null);
}
var pair =
l.Split(new[] { ':', ' ', ';', (char)Keys.Tab },
StringSplitOptions.RemoveEmptyEntries);
if (pair.Length != 2)
{
return(null);
}
return(new Cortege2 <string, int>(pair[0],
pair[1].ToIntSafe() ??
25));
})).Where(pro => pro != null).Cast <Cortege2 <string, int> >().ToArray();
for (var i = 1; i < tickerProb.Length; i++)
{
tickerProb[i] = new Cortege2 <string, int>(tickerProb[i].a, tickerProb[i - 1].b + tickerProb[i].b);
}
var doc = new XmlDocument();
var docNode = doc.AppendChild(doc.CreateElement("farm"));
using (var conn = DatabaseContext.Instance.Make())
foreach (var acId in acIds)
{
var accountId = acId;
var owner = (from pa in conn.PLATFORM_USER_ACCOUNT
join u in conn.PLATFORM_USER on pa.PlatformUser equals u.ID
where pa.Account == accountId && pa.RightsMask == (int)AccountRights.Управление
select u).FirstOrDefault();
if (owner == null)
{
continue;
}
var nodeAccount = (XmlElement)docNode.AppendChild(doc.CreateElement("Account"));
var nodeAcId = (XmlElement)nodeAccount.AppendChild(doc.CreateElement("AccountId"));
nodeAcId.Attributes.Append(doc.CreateAttribute("value")).Value = acId.ToString();
var nodeLogin = (XmlElement)nodeAccount.AppendChild(doc.CreateElement("UserLogin"));
nodeLogin.Attributes.Append(doc.CreateAttribute("value")).Value = owner.Login;
var nodePwrd = (XmlElement)nodeAccount.AppendChild(doc.CreateElement("UserPassword"));
nodePwrd.Attributes.Append(doc.CreateAttribute("value")).Value = owner.Password;
var nodeTrade = (XmlElement)nodeAccount.AppendChild(doc.CreateElement("TradeEnabled"));
nodeTrade.Attributes.Append(doc.CreateAttribute("value")).Value = "True";
// роботы
if (robotsDoc == null)
{
continue;
}
var rVal = rand.Next(100);
var robotsCount = robotCountProb.FindIndex(v => rVal < v) + 1;
for (var i = 0; i < robotsCount; i++)
{
var robItem =
(XmlElement)robotsDoc.DocumentElement.ChildNodes[rand.Next(robotsDoc.DocumentElement.ChildNodes.Count)];
// настроить тикер (ТФ не менять)
var nodeTicker = robItem.ChildNodes.Cast <XmlElement>().First(n => n.Name == "Robot.TimeSeries");
var valAttr = nodeTicker.Attributes["value"];
var pairTimeframe = valAttr.Value.Split(new[] { ' ', ',', ':', ';', '.', '\n', '\t' }, StringSplitOptions.RemoveEmptyEntries);
if (pairTimeframe.Length == 2)
{
rVal = rand.Next(100);
var ticker = tickerProb.First(p => rVal < p.b).a;
valAttr.Value = ticker + ":" + pairTimeframe[1];
}
// добавить робота
var imported = doc.ImportNode(robItem, true);
nodeAccount.AppendChild(imported);
}
}
// сохранить документ
if (saveFarmsetsDialog.ShowDialog() != DialogResult.OK)
{
return;
}
tbFarmSetsPath.Text = saveFarmsetsDialog.FileName;
using (var sw = new StreamWriter(saveFarmsetsDialog.FileName, false, Encoding.UTF8))
using (var xtw = new XmlTextWriter(sw)
{
Indentation = 4, Formatting = Formatting.Indented
})
doc.Save(xtw);
}
private string Cortege2String(Cortege2<double, DateTime> c)
{
return IsDateTime
? c.b.ToString("dd.MM.yyyy HH:mm:ss")
: c.a.ToString("f5");
}
private void BuildSummaryOL()
{
if (options.Count == 0)
{
return;
}
// count date - level * [OI | Volume], sum OI, sum Volume
var dicSumCall = new Dictionary <DateTime, Cortege3 <float, float, float> >();
var dicSumPut = new Dictionary <DateTime, Cortege3 <float, float, float> >();
foreach (var opt in options)
{
if ((AllowedOptionStyles == AllowedOptionStyle.American && opt.Style == OptionStyle.European) ||
(AllowedOptionStyles == AllowedOptionStyle.European && opt.Style == OptionStyle.American))
{
continue;
}
var multiplier = WeightType == OptionLevelWeightType.ОткрытыйИнтерес
? opt.OpenInterest
: opt.Volume;
if (opt.Type == OptionType.CALL)
{
var sumCall = opt.OptionLevelClose * multiplier;
if (!dicSumCall.ContainsKey(opt.DatePublished))
{
dicSumCall.Add(opt.DatePublished,
new Cortege3 <float, float, float>(sumCall, opt.OpenInterest, opt.Volume));
}
else
{
sumCall += dicSumCall[opt.DatePublished].a;
var totalOI = dicSumCall[opt.DatePublished].b + opt.OpenInterest;
var totalVolume = dicSumCall[opt.DatePublished].c + opt.Volume;
dicSumCall[opt.DatePublished] =
new Cortege3 <float, float, float>(sumCall, totalOI, totalVolume);
}
}
else
{
var sumPut = opt.OptionLevelClose * multiplier;
if (!dicSumPut.ContainsKey(opt.DatePublished))
{
dicSumPut.Add(opt.DatePublished,
new Cortege3 <float, float, float>(sumPut, opt.OpenInterest, opt.Volume));
}
else
{
sumPut += dicSumPut[opt.DatePublished].a;
var totalOI = dicSumPut[opt.DatePublished].b + opt.OpenInterest;
var totalVolume = dicSumPut[opt.DatePublished].c + opt.Volume;
dicSumPut[opt.DatePublished] =
new Cortege3 <float, float, float>(sumPut, totalOI, totalVolume);
}
}
}
var sumOpts = new List <OptionData>();
foreach (var date in dicSumCall)
{
if (date.Value.a == 0)
{
continue;
}
var strike = date.Value.a / (WeightType == OptionLevelWeightType.ОткрытыйИнтерес
? date.Value.b : date.Value.c);
var opt = new OptionData(OptionType.CALL, OptionStyle.American,
options[0].BaseActive, date.Key,
new DateTime(DateTime.Now.Year, DateTime.Now.Month, 1),
strike, 0, 0, 0, (int)date.Value.b, (int)date.Value.c);
sumOpts.Add(opt);
}
foreach (var date in dicSumPut)
{
if (date.Value.a == 0)
{
continue;
}
var strike = date.Value.a / (WeightType == OptionLevelWeightType.ОткрытыйИнтерес
? date.Value.b
: date.Value.c);
var opt = new OptionData(OptionType.PUT, OptionStyle.American,
options[0].BaseActive, date.Key,
new DateTime(DateTime.Now.Year, DateTime.Now.Month, 1),
strike, 0, 0, 0, (int)date.Value.b, (int)date.Value.c);
sumOpts.Add(opt);
}
// медианный уровень
List <Cortege2 <DateTime, float> > channelCall = null, channelPut = null, channelMid = null;
if (SummaryLevelStyle == SummaryLevelLineStyle.Каналы)
{
channelCall = new List <Cortege2 <DateTime, float> >();
channelPut = new List <Cortege2 <DateTime, float> >();
channelMid = new List <Cortege2 <DateTime, float> >();
}
foreach (var callData in dicSumCall)
{
if (!dicSumPut.ContainsKey(callData.Key))
{
continue;
}
var putData = dicSumPut[callData.Key];
var oi = callData.Value.b + putData.b;
var volume = callData.Value.c + putData.c;
var denominator = WeightType == OptionLevelWeightType.ОткрытыйИнтерес ? oi : volume;
var strike = (callData.Value.a + putData.a) / denominator;
var opt = new OptionData(WeightType == OptionLevelWeightType.ОткрытыйИнтерес
? callData.Value.b > putData.b ? OptionType.CALL : OptionType.PUT
: callData.Value.c > putData.c ? OptionType.CALL : OptionType.PUT,
OptionStyle.American,
options[0].BaseActive, callData.Key,
new DateTime(DateTime.Now.Year, DateTime.Now.Month, 1),
strike, 0, 0, 0, (int)oi, (int)volume);
// добавить мед. уровень
if (SummaryLevelStyle == SummaryLevelLineStyle.Каналы)
{
channelMid.Add(new Cortege2 <DateTime, float>(
opt.DatePublished,
opt.OptionLevelClose));
}
else
{
AddOptionLevel(opt, true);
}
}
foreach (var opt in sumOpts)
{
if (SummaryLevelStyle == SummaryLevelLineStyle.Каналы)
{
var pivot = new Cortege2 <DateTime, float>(opt.DatePublished, opt.OptionLevelClose);
if (opt.Type == OptionType.CALL)
{
channelCall.Add(pivot);
}
else
{
channelPut.Add(pivot);
}
}
else
{
AddOptionLevel(opt, false);
}
}
// построить каналы a-la Bollinger?
if (SummaryLevelStyle == SummaryLevelLineStyle.Каналы)
{
BuildLineSeriesFromPivots(channelCall, seriesChannelCall);
BuildLineSeriesFromPivots(channelPut, seriesChannelPut);
BuildLineSeriesFromPivots(channelMid, seriesChannelMid);
}
}
private string DeriveFormatFromStep(Cortege2<double, TimeSpan> step)
{
if (!string.IsNullOrEmpty(LabelFormat)) return LabelFormat;
if (!IsDateTime)
{
var abs = Math.Abs(step.a);
if (abs > 100) return "f0";
if (abs > 15) return "f1";
if (abs > 1) return "f2";
if (abs > 0.1) return "f3";
if (abs > 0.01) return "f4";
return "g";
}
if (step.b > new TimeSpan(30, 0, 0, 0))
return LongTimeString ? "dd.MM.yyyy" : "dd.MM";
if (step.b > new TimeSpan(1, 0, 0, 0))
return LongTimeString ? "dd.MM HH:mm" : "dd.MM";
if (step.b > new TimeSpan(0, 8, 0, 0))
return LongTimeString ? "dd.MM HH:mm" : "dd HH:mm";
if (step.b > new TimeSpan(0, 1, 0, 0))
return LongTimeString ? "dd HH:mm" : "HH:mm";
if (step.b > new TimeSpan(0, 0, 0, 5))
return LongTimeString ? "HH:mm:ss" : "mm:ss";
return LongTimeString ? "mm:ss:ffff" : "ss:ffff";
}