private void LoadChart()
{
using (DBUtils.OpenThreadConnection()) {
DateTime start = NormalizeDateTime(dateTime.AddDays(-1));
chart1.Series.Clear();
chart1.ChartAreas.Clear();
chart1.Titles.Clear();
var candles = Candlestick.Aggregate(new CandlesticksGetter()
{
Granularity = "M10",
Start = start,
End = start.AddDays(1)
}.Execute().ToList(), 2).ToList();
var positions = new OrderBookPricePointDao(
DBUtils.GetConnection()).GetPositionSummaryGroupByOrderBookDateTime(start, dateTime)
.Select(p => new Tuple <DateTime, float, float>(NormalizeDateTime(p.Item1), p.Item2, p.Item3)).ToList();
DateTime startChart = candles[0].DateTime;
DateTime endChart = candles[candles.Count() - 1].DateTime.AddMinutes(20);
if (candles.Where(c => !c.IsNull).Count() >= 1)
{
CreatePositionSmummaryChartArea(positions, startChart, endChart);
CreateCandlesticksChartArea(candles, positions, startChart, endChart);
}
nextDayButton.Enabled = dateTime.AddDays(1) <= DateTime.Now;
dateLabel.Text = dateTime.ToString("M/dd");
}
}
private void 近傍ポジション変化_Click(object sender, EventArgs e)
{
RunTask(sender, report => {
report.Version = 3;
report.IsForceOverride = true;
report.Comment = "";
report.SetHeader("date_time", "pre_pl", "cur_pl", "pre_ps", "cur_ps", "low", "high", "close");
using (DBUtils.OpenThreadConnection()) {
OrderBookDao.Entity preOrderBook = null;
foreach (var orderBook in GetOrderBooks())
{
if (preOrderBook != null)
{
var candle = Candlestick.Aggregate(new CandlesticksGetter()
{
Granularity = "M10",
Start = orderBook.NormalizedDateTime.AddMinutes(-20),
Count = 2
}.Execute());
if (orderBook.NormalizedDateTime == new DateTime(2016, 2, 22, 10, 40, 0, DateTimeKind.Local))
{
int a = 1;
}
float prePl = 0, prePs = 0;
float curPl = 0, curPs = 0;
foreach (var pp in GetRangePricePoint(orderBook, candle.Low, candle.High))
{
curPl += pp.Pl;
curPs += pp.Ps;
}
foreach (var pp in GetRangePricePoint(preOrderBook, candle.Low, candle.High))
{
prePl += pp.Pl;
prePs += pp.Ps;
}
report.WriteLine(orderBook.DateTime, prePl, curPl, prePs, curPs, candle.Low, candle.High, candle.Close);
}
preOrderBook = orderBook;
}
}
});
}
public Candlestick Add(Candlestick candle)
{
return(Candlestick.Aggregate(new Candlestick[] { this, candle }));
}
private IEnumerable <Candlestick> GetM30Candles(TimeSpan span)
{
return(Candlestick.Aggregate(GetM10Candles(span), 3));
}
