public void SetSecurity(string board, string seccode)
{
if (Seccode == seccode)
{
return;
}
TickDataHandler.UnsubscribeFromTicksEvent(TicksToCandles);
TXmlConnector.SendNewCandles -= ProcessCandles;
OhlcDataSeries.Clear();
XyDataSeries.Clear();
StockChartAnnotations = new AnnotationCollection();
Board = board;
Seccode = seccode;
_lastCandle = null;
Task.Run(() => GetHistory());
BubbleSeries.Clear();
GetBubbleData();
var volumes = TickDataHandler.AddChartSubscription(Board, Seccode, TicksToCandles);
HorizontalVolumesBuy = volumes[0];
HorizontalVolumesSell = volumes[1];
UpdateWindowInstrument();
DragStep = Application.Current.Dispatcher
.Invoke(() => MainWindowViewModel.SecVm._secList
.First(s => s.Board == Board && s.Seccode == Seccode).Minstep);
GetOrders();
}
public void Initialize()
{
var tradeItems = TickDataHandler.AddAllTradesSubsribtion(Board, Seccode);
tradeItems.CollectionChanged += TradeItemsOnCollectionChanged;
Initialized = true;
}
public void Uninitialize()
{
if (!Initialized)
{
return;
}
var tradeItems = TickDataHandler.AddAllTradesSubsribtion(Board, Seccode);
tradeItems.CollectionChanged -= TradeItemsOnCollectionChanged;
}
private static void RunRegression()
{
currentProcessIndex++;
while (isRun)
{
//get the batch of jobs to be processed
var jobs = _dataManager.GetPendingRegressionJobs();
foreach (var job in jobs)
{
Console.WriteLine("Staring to process regression job with id: {0}", job.RegressionJobId);
//process the new job
currentJob = job;
m_RegressionEndFlagEvent.Reset();
runners = new List <TradingModelRunner>();
pnl = 0;
m_JobStat = new RegressionJobStat();
m_JobStat.InstrumentCode = currentJob.InstrumentCode;
m_JobStat.JobId = currentJob.RegressionJobId;
//set up consumers
tickDataSubscriber = new TickDataSubscriber();
tickDataHandler = new TickDataHandler(tickDataSubscriber);
moneyManager = new MoneyManager.MoneyManager(100000, .01);
barDataHandler = new BarDataHandler(tickDataHandler, job.RegressionBarInterval.Value);
dailyPriceBarDataHandler = new DailyPriceBarDataHandler(job.InstrumentCode,
job.RegressionStartDate.Value, job.RegressionEndDate.Value, tickDataHandler);
dailyPriceBarDataHandler.Fill();
//creates new instance of runner
StartTradeModelRunner(currentJobIndex, job.InstrumentCode, job.RegressionEndDate.Value);
//start feeder
historicalDataFeeder.Start(mktTickDataPublisher,
new FeederProperties
{
InstrumentCode = job.InstrumentCode,
StartDate = job.RegressionStartDate,
EndDate = job.RegressionEndDate
}, () => { });
currentProcessIndex++;
//setting 30 minutes timeout
m_RegressionEndFlagEvent.WaitOne(TimeSpan.FromMinutes(30));
}
}
//get regression from db and run them synchronously
}
public void SetSecurity(string board, string seccode)
{
if (board == Board && seccode == Seccode)
{
return;
}
Board = board;
Seccode = seccode;
if (Board == "MCT")
{
Level2DataHandler.AddLevel2Subscribtion(Board, Seccode);
}
AllTrades = TickDataHandler.AddAllTradesSubsribtion(Board, Seccode);
UpdateWindowInstrument();
}
//~BaseAlert()
//{
// Debug.WriteLine(GetType() + " disposed");
//}
//initializing enables an alert (subs to events)
public void Initialize()
{
if (Board == "MCT")
{
Time = DateTime.UtcNow;
}
else
{
Time = TimeZoneInfo.ConvertTime(DateTime.Now, TimeZoneInfo.FindSystemTimeZoneById("Russian Standard Time"));
}
var tradeItems = TickDataHandler.AddAllTradesSubsribtion(Board, Seccode);
tradeItems.CollectionChanged += TradeItemsOnCollectionChanged;
OnInitialize();
_initialized = true;
}
public AllTradesSimpleViewModel(string board, string seccode, Window window, int id = 0)
{
Window = window;
Closing = new Command(arg => WindowClosing());
Board = board;
Seccode = seccode;
if (Board == "MCT")
{
Level2DataHandler.AddLevel2Subscribtion(Board, Seccode);
}
AllTrades = TickDataHandler.AddAllTradesSubsribtion(Board, Seccode);
Id = id;
if (Id == 0)
{
SaveWindow();
}
SubscribeToWindowEvents();
}
public TradingModelRunner(
int reference,
ITradeModel tradeModel,
int jobId,
string instrumentCode,
DateTime regressionEndDate,
BarDataHandler barDataHandler,
TickDataHandler tickDataHandler,
DailyPriceBarDataHandler dailyPriceBarDataHandler,
BarCompleted callBackBarCompleted,
EntrySignalReceived callBackEntrySignalReceived,
TradePositionCloseReceived callBackTradePositionCloseReceived,
RegressionJobFinished callbackRegressionJobFinished,
TickDataUpdateReceived callbackTickDataUpdateReceived,
IMoneyManager moneyManager)
{
m_ref = reference;
m_TradingModel = tradeModel;
m_BarDataHandler = barDataHandler;
m_TickDataHandler = tickDataHandler;
m_DailyBarDataHandler = dailyPriceBarDataHandler;
m_jobId = jobId;
m_instrumentCode = instrumentCode;
m_RegressionEndDate = regressionEndDate;
m_moneyMgr = moneyManager;
CallbackOnEntrySignalReceived = callBackEntrySignalReceived;
CallbackTradePositionCloseReceived = callBackTradePositionCloseReceived;
CallbackRegressionJobFinished = callbackRegressionJobFinished;
CallbackBarCompleted = callBackBarCompleted;
CallbackTickDataUpdateReceived = callbackTickDataUpdateReceived;
m_SignalState = TradingModelSignalState.TradeSignal;
m_TradingModel.SetHandlers(barDataHandler, tickDataHandler, dailyPriceBarDataHandler, moneyManager);
m_BarDataHandler.BarDataCreatedCompleted += OnBarDataCreatedCompleted;
m_TickDataHandler.OnRealTimeTickDataUpdate += OnRealTimeTickDataUpdate;
m_TickDataHandler.OnRealTimeTickDataDateChange += OnRealTimeTickDataDateChange;
}
public SciChartViewModel(string board, string seccode, Window window, int id = 0, int daysBack = 0, string selectedTimeFrame = "5 mins", bool toggleTrendlines = true)
{
Board = board;
Seccode = seccode;
Window = window;
Id = id;
if (Id == 0)
{
SaveWindow();
}
SubscribeToWindowEvents();
VolumesWidth = Width / 2;
Closing = new Command(arg => WindowClosing());
ChangePeriod = new Command(arg => GetHistory());
PlaceOrderCommand = new Command(arg => PlaceOrder());
PlaceStopOrderCommand = new Command(arg => PlaceStopOrder());
CopyCommand = new Command(arg => Copy());
AddToWatchlistCommand = new Command(AddToWatchList);
PriceAlertCommand = new Command(arg => AddPriceAlert());
_timer = new Timer(GetBubbleData, null, 1000, 2000);
var volumes = TickDataHandler.AddChartSubscription(Board, Seccode, TicksToCandles);
HorizontalVolumesBuy = volumes[0];
HorizontalVolumesSell = volumes[1];
DaysBack = daysBack;
SelectedTimeframe = selectedTimeFrame;
ToggleTrendlines = toggleTrendlines;
//_stockChartAnnotations = new AnnotationCollection();
//sub to stoporders manager
OrderManager.NotifyStoporderAdded += NewStoporder;
OrderManager.NotifyStoporderDeleted += DeleteStoporder;
OrderManager.NotifyOrderAdded += NewOrder;
OrderManager.NotifyOrderDeleted += DeleteOrder;
//set dragstep
DragStep = Application.Current.Dispatcher
.Invoke(() => MainWindowViewModel.SecVm._secList
.First(s => s.Board == Board && s.Seccode == Seccode).Minstep);
GetOrders();
}
private void XmlConnector_OnSendNewStatus(string data)
{
var status = (ServerStatus)_statusXml.Deserialize(new StringReader(data));
if (status.Recover == "true")
{
Status = "Status: Reconnecting...";
IsReconnecting = true;
Animate = false;
return;
}
if (status.Connected != "true")
{
if (IsShuttingDown)
{
//TXmlConnector.ConnectorUnInitialize();
//Application.Current.Shutdown();
return;
}
MenuItemConnectCommand = new Command(arg => Show_LoginForm()); //set command to open LoginForm
MenuItemConnectText = "Connect"; //change text
Status = "Status: Disconnected"; //change status string
//_dialogCoordinator.ShowMessageAsync(this, "Connection status", "Connection lost");
//disable menu buttons
InfoEnabled = false;
TradeEnabled = false;
Animate = false;
SecVm = new SecuritiesViewModel();
ClientTradesViewModel = new ClientTradesViewModel();
ClientOrdersViewModel = new ClientOrdersViewModel();
//close windows
Application.Current.Dispatcher.Invoke(() => {
foreach (Window window in Application.Current.Windows)
{
if (window.GetType() != typeof(MainWindow) && window.GetType().Namespace.Split('.')[0] != "Microsoft")
{
window.Close();
}
}
});
//clear clients
ClientsViewModel.Clients.Clear();
//clear subs
Level2DataHandler.UnsubAll();
TickDataHandler.UnsubAll();
}
else
{
MenuItemConnectCommand = new Command(arg => Disconnect()); //set command to disconnect
Status = "Status: Connected"; //change text
MenuItemConnectText = "Disconnect"; //change status string
//enable menu buttons
InfoEnabled = true;
TradeEnabled = true;
Animate = true;
//Application.Current.Dispatcher.Invoke(() => {
// if (!CheckIfWindowIsOpened(typeof(Clients)))
// {
// _clientsViewModel.Timer.Start();
// new Clients { DataContext = _clientsViewModel }.Show();
// }
// });
//if reconnecting, do not restore windows
if (!IsReconnecting)
{
OpenSavedWindows();
}
ClientsViewModel.GetInfo();
IsReconnecting = false; //reconnected at this point
}
IsConnected = status.Connected == "true";
MenuItemConnectEnabled = true; //enable it after status change
IsActive = false;
}
private void InitializeWatchlist(string name)
{
SecList = new ObservableCollection <Security>();
Name = name;
var xml = new XmlSerializer(typeof(List <Security>));
var path = Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments) +
"\\Inside MMA\\settings\\watchlists\\" + name;
WatchListPath = path;
List <Security> list = new List <Security>();
try
{
using (
var file =
File.Open(path, FileMode.Open, FileAccess.Read, FileShare.ReadWrite))
{
list = (List <Security>)xml.Deserialize(file);
}
}
catch
{
}
string error = string.Empty;
foreach (var security in list)
{
if (Securities.FirstOrDefault(s => s.Seccode == security.Seccode) != null)
{
SecList.Add(security);
}
else
{
error += security.Seccode + ",";
}
}
if (error != string.Empty)
{
Task.Run(() =>
{
SpinWait.SpinUntil(() => Dialog != null);
Dialog.ShowMessageAsync(this, "Warning",
"The following instruments were not found: " + error.TrimEnd(','));
var serializer = new XmlSerializer(typeof(List <Security>));
using (var file = File.Open(WatchListPath, FileMode.Open, FileAccess.ReadWrite))
{
var data = (List <Security>)serializer.Deserialize(file);
foreach (var s in error.Split(','))
{
data.RemoveWhere(sec => sec.Seccode == s);
}
file.SetLength(0);
serializer.Serialize(file, data);
file.Close();
}
});
}
//Task.Run(() =>
////{
//// if (_firstBoot)
//// Thread.Sleep(3000);
// TickDataHandler.WatchlistSub(SecList.ToList());
//});
TickDataHandler.WatchlistSub(SecList.ToList());
}
