/// <summary>
/// >=1 means added
/// 0 means last element updated
/// -1 means nothing changed
/// </summary>
/// <param name="t"></param>
/// <param name="o"></param>
/// <param name="h"></param>
/// <param name="l"></param>
/// <param name="c"></param>
/// <param name="v"></param>
/// <param name="isTriggerDataAdded"></param>
/// <returns></returns>
public int AddUpdate(long t, double o, double h, double l, double c, double v, bool isTriggerDataAdded = false)
{
if (this.Count == 0 || t > this.LastTime)
{
Open.Add(o);
High.Add(h);
Low.Add(l);
Close.Add(c);
Volume.Add(v);
Time.Add(t);
if (isTriggerDataAdded)
{
OnDataAddedOrUpdated?.Invoke(this, this, 1);
}
return(1);
}
else if (t == this.LastTime)
{
Open[this.Count - 1] = o;
High[this.Count - 1] = h;
Low[this.Count - 1] = l;
Close[this.Count - 1] = c;
Volume[this.Count - 1] = v;
if (isTriggerDataAdded)
{
OnDataAddedOrUpdated?.Invoke(this, this, 0);
}
return(0);
}
return(-1);
}
public int AddUpdate(string symbol, int interval, long t, double o, double h, double l, double c, double v, bool isTriggerDataAdded = false)
{
if (this.Symbol != symbol || this.Interval < interval || this.Interval % interval != 0)
{
return(0);
}
var time = t / this.Interval * this.Interval;
if (this.Count == 0 || time > this.LastTime)
{
Open.Add(o);
High.Add(h);
Low.Add(l);
Close.Add(c);
Volume.Add(v);
Time.Add(time);
if (isTriggerDataAdded)
{
OnDataAddedOrUpdated?.Invoke(this, this, 1);
}
return(1);
}
else if (time == this.LastTime)
{
High[this.Count - 1] = Math.Max(h, High[this.Count - 1]);
Low[this.Count - 1] = Math.Min(Low[this.Count - 1], l);
Close[this.Count - 1] = c;
if (interval == this.Interval)
{
Volume[this.Count - 1] = v;
}
else
{
Volume[this.Count - 1] += v;
}
if (isTriggerDataAdded)
{
OnDataAddedOrUpdated?.Invoke(this, this, 0);
}
return(0);
}
return(-1);
}
private void Candles_CollectionChanged(object sender, System.Collections.Specialized.NotifyCollectionChangedEventArgs e)
{
var candle = (BinanceCandle)e.NewItems[0];
var wideness = 0.27m;
var s1 = candle.Candle.Low * (100 + wideness) / 100;
var l1 = candle.Candle.Low * (100 - wideness) / 100;
var l2 = candle.Candle.Low * (100 - wideness * 2) / 100;
var l3 = candle.Candle.Low * (100 - wideness * 3) / 100;
var l4 = candle.Candle.Low * (100 - wideness * 4) / 100;
Console.WriteLine("Low : {0}", candle.Candle.Low);
Console.WriteLine("L1 : {0}", l1);
Console.WriteLine("L2 : {0}", l2);
Console.WriteLine("L3 : {0}", l3);
Console.WriteLine("L4 : {0}", l4);
Console.WriteLine("S1 : {0}", s1);
string[] row = { candle.Name, candle.CollectedDate.ToLongTimeString(), candle.Candle.Open.ToString(), candle.Candle.Close.ToString(),
candle.Candle.Low.ToString(),
candle.Candle.High.ToString(),
candle.Candle.Volume.ToString() };
var listViewItem = new ListViewItem(row);
if (candle.Candle.Open < candle.Candle.Close)
{
listViewItem.ForeColor = System.Drawing.Color.Green;
}
else
{
listViewItem.ForeColor = System.Drawing.Color.Green;
}
FormUtils.AddListItem(listView1, listViewItem);
if (candle != null)
{
candlesvalues.Add(new OhlcPoint
{
Close = double.Parse(candle.Candle.Close.ToString()),
Open = double.Parse(candle.Candle.Open.ToString()),
High = double.Parse(candle.Candle.High.ToString()),
Low = double.Parse(candle.Candle.Low.ToString())
});
High.Add(new ObservableValue(double.Parse(candle.Candle.High.ToString())));
Low.Add(new ObservableValue(double.Parse(candle.Candle.Low.ToString())));
//Thread Safe Caller for Carte 1
//lets only use the last 60 values - To remove by Util function !
if (candlesvalues.Count > 60)
{
candlesvalues.RemoveAt(0);
}
if (High.Count > 60)
{
High.RemoveAt(0);
}
if (Low.Count > 60)
{
Low.RemoveAt(0);
}
if (Buyer.Count > 60)
{
Buyer.RemoveAt(0);
}
if (Seller.Count > 60)
{
Seller.RemoveAt(0);
}
if (Close.Count > 60)
{
Close.RemoveAt(0);
}
solidGauge1.Invoke((MethodInvoker) delegate
{
solidGauge1.Value = candle.Properties.Where(y => y.Key.ToString().Contains("TradeCount")).First().Value;
solidGauge1.To = Global.Shared.IncomingBinance.BData.Select(y => y.Data.TradeCount).Max();
});
solidGauge2.Invoke((MethodInvoker) delegate
{
solidGauge2.Value = Double.Parse(candle.Properties.Where(y => y.Key.ToString().Contains("Volume")).First().Value.ToString());
solidGauge2.To = Double.Parse(Global.Shared.IncomingBinance.BData.Select(y => y.Data.Volume).Max().ToString());
});
Double TakerVolume = Double.Parse(candle.Properties.Where(y => y.Key.ToString().Contains("TakerBuyBaseAssetVolume")).First().Value.ToString());
Double TotalVolume = Double.Parse(candle.Properties.Where(y => y.Key.ToString().Contains("Volume")).First().Value.ToString());
solidGauge3.Invoke((MethodInvoker) delegate
{
solidGauge3.Value = TakerVolume;
solidGauge3.To = TotalVolume;
});
solidGauge4.Invoke((MethodInvoker) delegate
{
solidGauge4.Value = TotalVolume - TakerVolume;
solidGauge4.To = TotalVolume;
});
Buyer.Add(new ObservableValue(double.Parse(TakerVolume.ToString())));
Seller.Add(new ObservableValue(double.Parse((TotalVolume - TakerVolume).ToString())));
cartesianChart2.Invoke((MethodInvoker) delegate
{
cartesianChart2.Series[0].Values = Buyer;
cartesianChart2.Series[1].Values = Seller;
//cartesianChart2.Series[2].Values = Close;
});
LastUID = candle.UID;
}
}
protected override void OnBarUpdate()
{
DateTime dtBegin = DateTime.MaxValue;
switch (IntervalType)
{
case EnumIntervalType.Sec:
dtBegin = MinBar.D.Date.AddHours(MinBar.D.Hour).AddMinutes(MinBar.D.Minute).AddSeconds(MinBar.D.Second / Interval * Interval);
break;
case EnumIntervalType.Min:
dtBegin = MinBar.D.Date.AddHours(MinBar.D.Hour).AddMinutes(MinBar.D.Minute / Interval * Interval);
break;
case EnumIntervalType.Hour:
dtBegin = MinBar.D.Date.AddHours(MinBar.D.Hour / Interval * Interval);
break;
case EnumIntervalType.Day:
dtBegin = DateTime.ParseExact(MinBar.TradingDay.ToString(), "yyyyMMdd", null);
break;
case EnumIntervalType.Week:
dtBegin = DateTime.ParseExact(MinBar.TradingDay.ToString(), "yyyyMMdd", null);
dtBegin = dtBegin.Date.AddDays(1 - (byte)dtBegin.DayOfWeek);
break;
case EnumIntervalType.Month:
dtBegin = DateTime.ParseExact(MinBar.TradingDay.ToString(), "yyyyMMdd", null);
dtBegin = new DateTime(dtBegin.Year, dtBegin.Month, 1);
break;
case EnumIntervalType.Year:
dtBegin = DateTime.ParseExact(MinBar.TradingDay.ToString(), "yyyyMMdd", null);
dtBegin = new DateTime(dtBegin.Year, 1, 1);
break;
default:
throw new Exception("参数错误");
}
if (bar == null) //首次调用
{
bar = new Bar
{
D = dtBegin,
I = MinBar.I,
V = MinBar.V, // kOld.preVol == 0 ? 0 : _tick.Volume - kOld.preVol;
};
bar.H = MinBar.H;
bar.L = MinBar.L;
bar.O = MinBar.O;
bar.C = MinBar.C;
newbar = true;
}
else
{
if (bar.D == dtBegin) //在当前K线范围内
{
newbar = false;
bar.H = Math.Max(bar.H, MinBar.H);
bar.L = Math.Min(bar.L, MinBar.L);
bar.C = MinBar.C;
bar.V = bar.V + MinBar.V;
bar.I = MinBar.I;
}
else if (dtBegin > bar.D)
{
newbar = true;
bar.D = dtBegin;
bar.V = MinBar.V;
bar.I = MinBar.I;
bar.O = MinBar.O;
bar.H = MinBar.H;
bar.L = MinBar.L;
bar.C = MinBar.C;
}
}
if (newbar)
{
Date.Add(double.Parse(bar.D.ToString("yyyyMMdd")));
Time.Add(double.Parse(bar.D.ToString("0.HHmmss")));
Open.Add(bar.O);
High.Add(bar.H);
Low.Add(bar.L);
Close.Add(bar.C);
Volume.Add(bar.V);
OpenInterest.Add(bar.I);
}
else
{
High[0] = bar.H;
Low[0] = bar.L;
Close[0] = bar.C;
Volume[0] = bar.V;
OpenInterest[0] = bar.I;
}
}
protected override void OnBarUpdate()
{
DateTime dtBegin = DateTime.MaxValue;
switch (IntervalType)
{
case IntervalType.Sec:
dtBegin = MinBar.Time.Date.AddHours(MinBar.Time.Hour).AddMinutes(MinBar.Time.Minute).AddSeconds(MinBar.Time.Second / Interval * Interval);
break;
case IntervalType.Min:
dtBegin = MinBar.Time.Date.AddHours(MinBar.Time.Hour).AddMinutes(MinBar.Time.Minute / Interval * Interval);
break;
case IntervalType.Hour:
dtBegin = MinBar.Time.Date.AddHours(MinBar.Time.Hour / Interval * Interval);
break;
case IntervalType.Day:
dtBegin = DateTime.ParseExact(MinBar.TradingDay.ToString(), "yyyyMMdd", null);
break;
case IntervalType.Week:
dtBegin = DateTime.ParseExact(MinBar.TradingDay.ToString(), "yyyyMMdd", null);
dtBegin = dtBegin.Date.AddDays(1 - (byte)dtBegin.DayOfWeek);
break;
case IntervalType.Month:
dtBegin = DateTime.ParseExact(MinBar.TradingDay.ToString(), "yyyyMMdd", null);
dtBegin = new DateTime(dtBegin.Year, dtBegin.Month, 1);
break;
case IntervalType.Year:
dtBegin = DateTime.ParseExact(MinBar.TradingDay.ToString(), "yyyyMMdd", null);
dtBegin = new DateTime(dtBegin.Year, 1, 1);
break;
default:
throw new Exception("参数错误");
}
if (bar == null) //首次调用
{
bar = new Bar
{
Time = dtBegin,
Volume = MinBar.Volume, // kOld.preVol == 0 ? 0 : _tick.Volume - kOld.preVol;
};
bar.High = MinBar.High;
bar.Low = MinBar.Low;
bar.Open = MinBar.Open;
bar.Close = MinBar.Close;
newbar = true;
}
else
{
if (bar.Time == dtBegin) //在当前K线范围内
{
newbar = false;
bar.High = Math.Max(bar.High, MinBar.High);
bar.Low = Math.Min(bar.Low, MinBar.Low);
bar.Close = MinBar.Close;
bar.Volume = bar.Volume + MinBar.Volume;
}
else if (dtBegin > bar.Time)
{
newbar = true;
bar.Time = dtBegin;
bar.Volume = MinBar.Volume;
bar.Open = MinBar.Open;
bar.High = MinBar.High;
bar.Low = MinBar.Low;
bar.Close = MinBar.Close;
}
}
if (newbar)
{
Date.Add(double.Parse(bar.Time.ToString("yyyyMMdd")));
Time.Add(double.Parse(bar.Time.ToString("0.HHmmss")));
Open.Add(bar.Open);
High.Add(bar.High);
Low.Add(bar.Low);
Close.Add(bar.Close);
Volume.Add(bar.Volume);
}
else
{
High[0] = bar.High;
Low[0] = bar.Low;
Close[0] = bar.Close;
Volume[0] = bar.Volume;
}
}
