private void StoreConfigs()
{
maxBarsDefault = Configs.MaxBars;
isCheckDataDefault = Configs.CheckData;
isFillDataGapsDefault = Configs.FillInDataGaps;
isCutBadDataDefault = Configs.CutBadData;
isCutSatSunDataDefault = Configs.CutSatSunData;
isUseEndTimeDefault = Configs.UseEndTime;
isUseStartTimeDefault = Configs.UseStartTime;
isUseTickDataDefault = Configs.UseTickData;
isAutoscanDefault = Configs.Autoscan;
isAccountInCurrencyDefault = Configs.AccountInMoney;
accountCurrencyDefault = Configs.AccountCurrency;
initialAccountDefault = Configs.InitialAccount;
leverageDefault = Configs.Leverage;
isTradeUntilMarginCallDefault = Configs.TradeUntilMarginCall;
isUseLogicalGroupsDefault = Configs.UseLogicalGroups;
symbolDefault = Data.Symbol;
periodDefault = Data.Period;
instrPropertiesDefault = Instruments.InstrumentList[symbolDefault].Clone();
strategyDefault = Data.Strategy.Clone();
}
private void GenerateDataFile()
{
symbol = "GBPUSD";
instrProperties = new InstrumentProperties(symbol, InstrumetType.Forex)
{
Commission = 0,
CommissionScope = CommissionScope.deal,
CommissionTime = CommissionTime.openclose,
Digits = 5,
LotSize = 10000,
RateToEUR = 2.3456,
RateToUSD = 2.3456,
Slippage = 1,
Spread = 6,
SwapLong = 0.25,
SwapShort = 0.25,
SwapUnit = ChargeUnit.Points
};
int maxBars = 2 * Configs.MaxBars;
var sb = new StringBuilder(maxBars);
var time = new DateTime(2000, 1, 1, 0, 0, 0);
double open = 1.12345;
int volume = 300;
period = DataPeriod.H4;
for (int i = 0; i < maxBars; i++)
{
time = time.AddMinutes((int)DataPeriod.H1);
int multiplier = (time.DayOfYear % 2 == 0) ? 1 : -1;
open = open + multiplier * 0.00005;
double high = open + 0.00025;
double low = open - 0.00025;
double close = open + 0.00005;
volume = volume + multiplier * 5;
sb.AppendLine(string.Format("{0} {1} {2} {3} {4} {5}",
time.ToString("yyyy-MM-dd HH:mm:ss"),
open.ToString("F5"),
high.ToString("F5"),
low.ToString("F5"),
close.ToString("F5"),
volume));
}
dataFile = sb.ToString();
}
private void StoreConfigs()
{
maxBarsDefault = Configs.MaxBars;
isCheckDataDefault = Configs.CheckData;
isFillDataGapsDefault = Configs.FillInDataGaps;
isCutBadDataDefault = Configs.CutBadData;
isCutSatSunDataDefault = Configs.CutSatSunData;
isUseEndTimeDefault = Configs.UseEndTime;
isUseStartTimeDefault = Configs.UseStartTime;
isUseTickDataDefault = Configs.UseTickData;
isAutoscanDefault = Configs.Autoscan;
isAccountInCurrencyDefault = Configs.AccountInMoney;
accountCurrencyDefault = Configs.AccountCurrency;
initialAccountDefault = Configs.InitialAccount;
leverageDefault = Configs.Leverage;
isTradeUntilMarginCallDefault = Configs.TradeUntilMarginCall;
isUseLogicalGroupsDefault = Configs.UseLogicalGroups;
symbolDefault = Data.Symbol;
periodDefault = Data.Period;
instrPropertiesDefault = Instruments.InstrumentList[symbolDefault].Clone();
strategyDefault = Data.Strategy.Clone();
}
private void GenerateDataFile()
{
symbol = "GBPUSD";
instrProperties = new InstrumentProperties(symbol, InstrumetType.Forex)
{
Commission = 0,
CommissionScope = CommissionScope.deal,
CommissionTime = CommissionTime.openclose,
Digits = 5,
LotSize = 10000,
RateToEUR = 2.3456,
RateToUSD = 2.3456,
Slippage = 1,
Spread = 6,
SwapLong = 0.25,
SwapShort = 0.25,
SwapUnit = ChargeUnit.Points
};
int maxBars = 2*Configs.MaxBars;
var sb = new StringBuilder(maxBars);
var time = new DateTime(2000, 1, 1, 0, 0, 0);
double open = 1.12345;
int volume = 300;
period = DataPeriod.H4;
for (int i = 0; i < maxBars; i++)
{
time = time.AddMinutes((int) DataPeriod.H1);
int multiplier = (time.DayOfYear%2 == 0) ? 1 : -1;
open = open + multiplier*0.00005;
double high = open + 0.00025;
double low = open - 0.00025;
double close = open + 0.00005;
volume = volume + multiplier*5;
sb.AppendLine(string.Format("{0} {1} {2} {3} {4} {5}",
time.ToString("yyyy-MM-dd HH:mm:ss"),
open.ToString("F5"),
high.ToString("F5"),
low.ToString("F5"),
close.ToString("F5"),
volume));
}
dataFile = sb.ToString();
}
public void addInstrumentProperty(CVTerm value)
{
InstrumentProperties.Add(value);
}
static InstrumentProperties()
{
Positive = new InstrumentProperties() { State = 1, Name = "是" };
Negative = new InstrumentProperties() { State = 2, Name = "否" };
InstruProes = new Dictionary<int, InstrumentProperties>();
InstruProes.Add(Positive.State, Positive);
InstruProes.Add(Negative.State, Negative);
}
/// <summary>
/// LoadInstrument
/// </summary>
private void LoadInstrument()
{
const string symbol = "EURUSD";
const DataPeriod dataPeriod = DataPeriod.D1;
var instrProperties = new InstrumentProperties(symbol);
var instrument = new Instrument(instrProperties, (int) dataPeriod);
int loadResourceData = instrument.LoadResourceData();
if (instrument.Bars <= 0 || loadResourceData != 0) return;
Data.InstrProperties = instrProperties.Clone();
Data.Bars = instrument.Bars;
Data.Period = dataPeriod;
Data.Time = new DateTime[Data.Bars];
Data.Open = new double[Data.Bars];
Data.High = new double[Data.Bars];
Data.Low = new double[Data.Bars];
Data.Close = new double[Data.Bars];
Data.Volume = new int[Data.Bars];
for (int bar = 0; bar < Data.Bars; bar++)
{
Data.Open[bar] = instrument.Open(bar);
Data.High[bar] = instrument.High(bar);
Data.Low[bar] = instrument.Low(bar);
Data.Close[bar] = instrument.Close(bar);
Data.Time[bar] = instrument.Time(bar);
Data.Volume[bar] = instrument.Volume(bar);
}
Data.IsData = true;
}
