//private const int UPDATE_EVERY_X_HOUR = 4;
private void _updateSeries(PerformanceTick t)
{
////only update graph each x hours
//if (//!t.IsBalanceUpdated &&
// (t.Time.Minute != 0 || t.Time.Hour % UPDATE_EVERY_X_HOUR != 0)) return;
_addPoint(PlotModelPer, 0, t.Time, t.Balance);
_addPoint(PlotModelPer, 1, t.Time, t.Equity);
_addPoint(PlotModelTick, 0, t.Time, t.Last);
if (t.IsPosClosed)
{
bool isProfit = t.CurrentSignal * (t.Last - t.CurrentPosOpenRate) > 0;
int index = isProfit ? 1 : 2;
var hls = PlotModelTick.Series[index] as HighLowSeries;
if (hls != null)
{
var dp = new HighLowItem(
DateTimeAxis.ToDouble(t.CurrentPosOpenTime),
Math.Max(t.Last, t.CurrentPosOpenRate.Value),
Math.Min(t.Last, t.CurrentPosOpenRate.Value),
t.CurrentPosOpenRate.Value, t.Last);
hls.Items.Add(dp);
}
}
}
protected override bool OnScriptCall(SciterElement se, string name, SciterValue[] args, out SciterValue result)
{
switch (name)
{
case "PlotForecastData":
var l = new List <HighLowItem>();
foreach (var item in args[0].AsEnumerable())
{
var dt = DateTime.Parse(item["date"].Get(""));
int high = int.Parse(item["high"].Get(""));
int low = int.Parse(item["low"].Get(""));
Debug.Assert(high > low);
var entry = new HighLowItem(DateTimeAxis.ToDouble(dt), high, low, high, low);
l.Add(entry);
}
_serie_candle.ItemsSource = l;
break;
}
result = null;
return(true);
}
public void PlotConvergencyCurve(double[] CurveAvg, double[] CurveErr)
{
//1. PlotModel data definition
var PlotModel = new PlotModel();
Axis Err = new LinearAxis()
{
Position = AxisPosition.Left,
Title = "Error", AxisTitleDistance = 15,
TitleFontSize = 18
};
Axis Step = new LinearAxis()
{
Position = AxisPosition.Top,
Title = "Iteration Num.", AxisTitleDistance = 30,
TitleFontSize = 18
};
PlotModel.Axes.Add(Err);
PlotModel.Axes.Add(Step);
//2. CurveAvg and CurveErr data Plot as Candlesticks
var PlotData_CurveErr = new CandleStickSeries {
CandleWidth = 0.85, Color = OxyColors.Red
};
double[] CurveErrNorm = new double[CurveErr.Length];
int CandleScale = 1;
for (int m = 0; m < CurveErr.Length; m++)
{
CurveErrNorm[m] = CurveErr[m];
}
while (Math.Abs(CurveErrNorm[CurveErrNorm.GetUpperBound(0) - 1] / CurveAvg[CurveErrNorm.GetUpperBound(0) - 1]) > 4)
{
for (int m = 0; m < CurveErrNorm.Length; m++)
{
CurveErrNorm[m] *= 0.2;
}
CandleScale *= 5;
}
for (int i = 0; i < CurveAvg.Length; i++)
{
HighLowItem Candle = new HighLowItem();
double CandleAvg = CurveAvg[i];
double CandleStdD = CurveErrNorm[i];
Candle.High = CandleAvg + 3 * CandleStdD;
Candle.Low = CandleAvg - 3 * CandleStdD;
Candle.Open = CandleAvg + 1 * CandleStdD;
Candle.Close = CandleAvg - 1 * CandleStdD;
Candle.X = i;
PlotData_CurveErr.Items.Add(Candle);
}
PlotModel.Series.Add(PlotData_CurveErr);
//3. PlotModel plot on PlotBoard
this.PlotBoard.Model = PlotModel;
PlotModel.Title = "Convergency per Iteration - " + FitTypeString;
PlotModel.Subtitle = "CandleSticks Scale: 1 : " + CandleScale.ToString();
}
//private const int UPDATE_EVERY_X_HOUR = 4;
private void _updateSeries(PerformanceTick t)
{
////only update graph each x hours
//if (//!t.IsBalanceUpdated &&
// (t.Time.Minute != 0 || t.Time.Hour % UPDATE_EVERY_X_HOUR != 0)) return;
_addPoint(PlotModelPer, 0, t.Time, t.Balance);
_addPoint(PlotModelPer, 1, t.Time, t.Equity);
_addPoint(PlotModelTick, 0, t.Time, t.Last);
if (t.IsPosClosed)
{
bool isProfit = t.CurrentSignal * (t.Last - t.CurrentPosOpenRate) > 0;
int index = isProfit ? 1 : 2;
var hls = PlotModelTick.Series[index] as HighLowSeries;
if (hls != null)
{
var dp = new HighLowItem(
DateTimeAxis.ToDouble(t.CurrentPosOpenTime),
Math.Max(t.Last, t.CurrentPosOpenRate.Value),
Math.Min(t.Last, t.CurrentPosOpenRate.Value),
t.CurrentPosOpenRate.Value, t.Last);
hls.Items.Add(dp);
}
}
}
