public iBars(IBarsData barsData)
{
_barsData = barsData;
ISession session = barsData as ISession;
if (session == null)
{
throw (new ArgumentException("Parameter is not a ISession", "barsData"));
}
_sessionSource = new SessionSource(session.Session);
int bLenght = Math.Min(Math.Max(300, _barsData.Count), 2000);
_buffer = new Bar[bLenght];
Trace.WriteLine(string.Format("Initialize bars buffer: size={0}", bLenght));
_fxClose = new FxClose(this);
_fxHigh = new FxHigh(this);
_fxLow = new FxLow(this);
_fxOpen = new FxOpen(this);
_fxMedian = new FxMedian(this);
_fxTypical = new FxTypical(this);
_fxWeighted = new FxWeighted(this);
}
internal RateData(iBars ibars, ValueType valueType)
{
_barsData = ibars._barsData;
_owner = ibars;
_items = new ItemCollection(this, ibars.BarsData, valueType);
_valueType = valueType;
}
/// <summary>
/// Пример:
/// iMACD macd = new i
///
/// </summary>
/// <param name="barsData"></param>
public void CreateInstance(IBarsData barsData)
{
// iMACD macd = new iMACD(
if (this.Constructors.Length == 0)
{
throw(new Exception(string.Format("Public constructor in {0} not found", this.ClassType.FullName)));
}
// ClassConstructor constructor = Constructors[if];
}
public void CreateInstance(IBarsData data)
{
object[] parameters = CreateParameters(_parameters, data);
_currentInstance = Activator.CreateInstance(_indicatorType, parameters) as Indicator;
foreach (IndFunctionInfo finfo in _functions)
{
finfo.JoinFunction(_currentInstance);
}
}
public IFunction CreateInstance(IBarsData data)
{
IFunction instance = null;
//if (_type == typeof(Close)) {
// instance = new Close(data);
//} else {
// object[] parameters = IndicatorInfo.CreateParameters(_parameters, data);
// instance = Activator.CreateInstance(_type, parameters) as IFunction;
//}
return(instance);
}
protected override void OnCalculateScale()
{
int countTick = this.Owner.Owner.Symbol.Ticks.Count;
int beginIndex = this.Owner.HorizontalScale.Position;
if (_savedCountTick == countTick && _savedPosition == beginIndex && _savedWidth == this.Owner.Width)
{
return;
}
_savedCountTick = countTick;
_savedPosition = beginIndex;
_savedWidth = this.Owner.Width;
int endIndex = beginIndex + this.Owner.HorizontalScale.CountBarView;
IBarsData bars = this.Owner.Owner.Bars;
int countBar = bars.Count;
endIndex = Math.Min(endIndex, countBar);
if (endIndex - beginIndex == 0)
{
return;
}
iBars ibars = this.Owner.Owner.iBars;
float min = float.MaxValue;
float max = float.MinValue;
for (int i = beginIndex; i < endIndex; i++)
{
Bar bar = ibars.GetBar(i);
min = Math.Min(bar.Low, min);
max = Math.Max(bar.High, max);
}
this.Owner.VerticalScale.SetScaleValue(min, max, this.Owner.Owner.Symbol.Digits);
}
protected override void OnCalculateScale()
{
IBarsData bars = this.Owner.Owner.Bars;
if (_currentIV == null ||
_currentIV.TimeFrame.Second != this.Owner.Owner.Bars.TimeFrame.Second)
{
_views.TryGetValue(bars.TimeFrame.Second, out _currentIV);
if (_currentIV == null)
{
ParameterCollection inputs = new ParameterCollection();
inputs.AddRange(_classBuilder.Parameters);
Parameter iBarsParam = inputs["iBars"];
if (iBarsParam == null)
{
iBarsParam = new Parameter(this.iBars, "iBars");
inputs.Add(iBarsParam);
}
iBarsParam.Value = this.iBars;
Indicator indicator = _classBuilder.CreateInstance(inputs.ToArray()) as Indicator;
PropertyInfo[] properties = _classBuilder.ClassType.GetProperties();
List <FunctionViewInfo> functions = new List <FunctionViewInfo>();
foreach (PropertyInfo property in properties)
{
FunctionViewInfo fview = new FunctionViewInfo(property);
if ((int)fview.Error == -1)
{
functions.Add(fview);
fview.Join(indicator);
}
}
_currentIV = new IndicatorView(bars.TimeFrame, indicator, functions.ToArray());
_views.Add(bars.TimeFrame.Second, _currentIV);
}
_savedCountTick = -1;
}
int countTick = this.Owner.Owner.Symbol.Ticks.Count;
int beginIndex = this.Owner.HorizontalScale.Position;
if (_savedCountTick == countTick && _savedPosition == beginIndex && _savedWidth == this.Owner.Width)
{
return;
}
_savedCountTick = countTick;
_savedPosition = beginIndex;
_savedWidth = this.Owner.Width;
int cntBarW = this.Owner.HorizontalScale.CountBarView;
int endIndex = beginIndex + cntBarW;
int countBar = bars.Count;
this.iBars.Limit = this.LimitCompute;
this.iBars.SetLimit(beginIndex, cntBarW);
endIndex = Math.Min(endIndex, countBar);
if (endIndex - beginIndex == 0)
{
return;
}
float min = float.MaxValue;
float max = float.MinValue;
FunctionViewInfo[] fvs = _currentIV.FunctionsView;
float val = float.NaN;
for (int j = 0; j < fvs.Length; j++)
{
Function f = fvs[j].Function as Function;
f.NativeCompute();
for (int i = beginIndex; i < endIndex; i++)
{
val = f.NativeGetItem(i);
if (!float.IsNaN(val))
{
min = Math.Min(min, val);
max = Math.Max(max, val);
}
}
}
this.Owner.VerticalScale.SetScaleValue(min, max, this.Owner.Owner.Symbol.Digits);
}
public ItemCollection(RateData owner, IBarsData bars, ValueType valueType)
{
_owner = owner;
_bars = bars;
_valueType = valueType;
}
protected override void OnPaint(ChartGraphics g)
{
int beginIndex = this.Owner.HorizontalScale.Position;
int endIndex = beginIndex + this.Owner.HorizontalScale.CountBarView;
IBarsData bars = this.Owner.Owner.Bars;
int countBar = bars.Count;
endIndex = Math.Min(endIndex, countBar);
g.SelectPen(this.Color);
GdiBrush brushUp = g.SelectBrush(ColorUp);
GdiBrush brushDown = g.SelectBrush(ColorDown);
int barWidth = 0;
switch (this.Owner.HorizontalScale.Zoom)
{
case ChartBox.ChartHorizontalScale.HorizontalZoom.Smaller:
case ChartBox.ChartHorizontalScale.HorizontalZoom.Small:
barWidth = 0;
break;
case ChartBox.ChartHorizontalScale.HorizontalZoom.Medium:
barWidth = 2;
break;
case ChartBox.ChartHorizontalScale.HorizontalZoom.Larger:
barWidth = 4;
break;
case ChartBox.ChartHorizontalScale.HorizontalZoom.Large:
barWidth = 10;
break;
case ChartBox.ChartHorizontalScale.HorizontalZoom.BigLarge:
barWidth = 24;
break;
}
iBars ibars = this.Owner.Owner.iBars;
for (int i = beginIndex; i < endIndex; i++)
{
Bar bar = ibars.GetBar(i);
int x = this.Owner.HorizontalScale.GetX(i);
int yLow = this.GetY(bar.Low);
int yHigh = this.GetY(bar.High);
if (_barsStyle != FigureBarsStyle.Line)
{
g.DrawLine(x, yLow, x, yHigh);
if (barWidth == 0)
{
continue;
}
int yClose = this.GetY(bar.Close);
int yOpen = this.GetY(bar.Open);
int barWD = barWidth / 2;
int x1 = x - barWD, h = 0, y = 0;
if (bar.Close > bar.Open)
{
h = yOpen - yClose;
y = yClose;
g.FillRectangleExt(brushUp, x1, y, barWidth, h);
}
else if (bar.Close < bar.Open)
{
h = yClose - yOpen;
y = yOpen;
g.FillRectangleExt(brushDown, x1, y, barWidth, h);
}
if (h > 0)
{
g.DrawRectangle(x1, y, barWidth, h);
}
}
else
{
}
}
}
public static object[] CreateParameters(ParameterCollection parameterInfoCollection, IBarsData data)
{
object[] retParameters = new object[parameterInfoCollection.Count];
int i = 0;
foreach (Parameter param in parameterInfoCollection)
{
//if (param.FunctionDataType != null) {
// FunctionInfo fi = new FunctionInfo(param.FunctionDataType);
// retParameters[i] = fi.CreateInstance(data);
//} else {
// retParameters[i] = param.Value;
//}
i++;
}
return(retParameters);
}
