private void ShowChartClick(object sender, RoutedEventArgs e)
{
var security = SelectedSecurity;
CandleSeries series;
if (IsRealTime.IsChecked == true)
{
var type = CandleType.GetSelectedValue <CandleTypes>().Value;
switch (type)
{
case CandleTypes.TimeFrame:
series = new CandleSeries(typeof(TimeFrameCandle), security, TimeFrame.Value.Value.TimeOfDay);
break;
case CandleTypes.Tick:
series = new CandleSeries(typeof(TickCandle), security, VolumeCtrl.Text.To <int>());
break;
case CandleTypes.Volume:
series = new CandleSeries(typeof(VolumeCandle), security, VolumeCtrl.Text.To <decimal>());
break;
case CandleTypes.Range:
series = new CandleSeries(typeof(RangeCandle), security, PriceRange.Value);
break;
default:
throw new ArgumentOutOfRangeException();
}
}
else
{
var timeFrame = (TimeSpan)HistoryInterval.SelectedItem;
series = new CandleSeries(typeof(TimeFrameCandle), security, timeFrame);
}
_chartWindows.SafeAdd(series, key =>
{
var wnd = new ChartWindow
{
Title = "{0} {1} {2}".Put(security.Code, series.CandleType.Name.Replace("Candle", string.Empty), series.Arg)
};
wnd.MakeHideable();
var area = new ChartArea();
wnd.Chart.Areas.Add(area);
var candlesElem = new ChartCandleElement();
area.Elements.Add(candlesElem);
series.ProcessCandle += candle => wnd.Chart.Draw(candlesElem, candle);
return(wnd);
}).Show();
_candleManager.Start(series, (DateTime)From.Value, (DateTime)To.Value);
}
public MainWindow()
{
InitializeComponent();
CandleSettingsEditor.Settings = new CandleSeries
{
CandleType = typeof(TimeFrameCandle),
Arg = TimeSpan.FromMinutes(5),
};
CandleSettingsEditor.SettingsChanged += CandleSettingsChanged;
_logManager = new LogManager();
_logManager.Listeners.Add(new GuiLogListener(Log));
_logManager.Sources.Add(_realConnector);
var area = new ChartArea();
Chart.Areas.Add(area);
_candlesElem = new ChartCandleElement();
area.Elements.Add(_candlesElem);
InitRealConnector();
InitEmuConnector();
GuiDispatcher.GlobalDispatcher.AddPeriodicalAction(ProcessCandles);
}
public ChartWindow(CandleSeries candleSeries)
{
if (candleSeries == null)
{
throw new ArgumentNullException(nameof(candleSeries));
}
InitializeComponent();
_candleSeries = candleSeries;
_connector = MainWindow.Instance.Connector;
Chart.ChartTheme = ChartThemes.ExpressionDark;
var area = new ChartArea();
Chart.Areas.Add(area);
_candleElem = new ChartCandleElement
{
AntiAliasing = false,
UpFillColor = Colors.White,
UpBorderColor = Colors.Black,
DownFillColor = Colors.Black,
DownBorderColor = Colors.Black,
};
area.Elements.Add(_candleElem);
_connector.CandleSeriesProcessing += ProcessNewCandle;
_connector.SubscribeCandles(_candleSeries);
}
public HistoryCandlesWindow(Security security)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
_security = security;
InitializeComponent();
Title = _security.Code + LocalizedStrings.Str3747;
TimeFramePicker.ItemsSource = IQFeedMarketDataMessageAdapter.TimeFrames;
TimeFramePicker.SelectedIndex = 1;
DateFromPicker.Value = DateTime.Today.AddDays(-7);
DateToPicker.Value = DateTime.Today;
var area = new ChartArea();
_candlesElem = new ChartCandleElement();
area.Elements.Add(_candlesElem);
Chart.Areas.Add(area);
}
private void InitCharts()
{
Chart.ClearAreas();
_areaComb = new ChartArea();
var yAxis = _areaComb.YAxises.First();
yAxis.AutoRange = true;
Chart.IsAutoRange = true;
Chart.IsAutoScroll = true;
Chart.AddArea(_areaComb);
_timeframe = int.Parse((string)((ComboBoxItem)Timeframe.SelectedItem).Tag);
var series = new CandleSeries(
typeof(TimeFrameCandle),
_security,
TimeSpan.FromMinutes(_timeframe));
_candleElement1 = new ChartCandleElement()
{
FullTitle = "Candles"
};
Chart.AddElement(_areaComb, _candleElement1, series);
}
public HistoryCandlesWindow(Security security)
{
if (security == null)
throw new ArgumentNullException("security");
_security = security;
InitializeComponent();
Title = _security.Code + LocalizedStrings.Str3747;
TimeFramePicker.ItemsSource = new[]
{
TimeSpan.FromMinutes(1),
TimeSpan.FromMinutes(5),
TimeSpan.FromMinutes(15),
TimeSpan.FromMinutes(60),
TimeSpan.FromDays(1),
TimeSpan.FromDays(7),
TimeSpan.FromTicks(TimeHelper.TicksPerMonth)
};
TimeFramePicker.SelectedIndex = 1;
DateFromPicker.Value = DateTime.Today.AddDays(-7);
DateToPicker.Value = DateTime.Today;
var area = new ChartArea();
_candlesElem = new ChartCandleElement();
area.Elements.Add(_candlesElem);
Chart.Areas.Add(area);
}
public ChartWindow(CandleSeries candleSeries, DateTimeOffset?from = null, DateTimeOffset?to = null)
{
InitializeComponent();
_candleSeries = candleSeries ?? throw new ArgumentNullException(nameof(candleSeries));
_trader = MainWindow.Instance.Trader;
Chart.ChartTheme = ChartThemes.ExpressionDark;
var area = new ChartArea();
Chart.Areas.Add(area);
_candleElem = new ChartCandleElement
{
AntiAliasing = false,
UpFillColor = Colors.White,
UpBorderColor = Colors.Black,
DownFillColor = Colors.Black,
DownBorderColor = Colors.Black,
};
area.Elements.Add(_candleElem);
_trader.CandleSeriesProcessing += ProcessNewCandle;
_trader.SubscribeCandles(_candleSeries, from, to);
Title = candleSeries.ToString();
}
private void ShowChartClick(object sender, RoutedEventArgs e)
{
var security = SelectedSecurity;
var series = new CandleSeries(CandlesSettings.Settings.CandleType, security, CandlesSettings.Settings.Arg);
_chartWindows.SafeAdd(series, key =>
{
var wnd = new ChartWindow
{
Title = "{0} {1} {2}".Put(security.Code, series.CandleType.Name, series.Arg)
};
wnd.MakeHideable();
var area = new ChartArea();
wnd.Chart.Areas.Add(area);
var candlesElem = new ChartCandleElement();
area.Elements.Add(candlesElem);
return(wnd);
}).Show();
_candleManager.Start(series);
}
public ChartWindow(CandleSeries candleSeries)
{
InitializeComponent();
if (candleSeries == null)
{
throw new ArgumentNullException(nameof(candleSeries));
}
_candleSeries = candleSeries;
_connector = MainWindow.Instance.Connector;
Chart.ChartTheme = ChartThemes.ExpressionDark;
var area = new ChartArea();
Chart.Areas.Add(area);
_candleElem = new ChartCandleElement
{
AntiAliasing = false,
UpFillColor = Colors.White,
UpBorderColor = Colors.Black,
DownFillColor = Colors.Black,
DownBorderColor = Colors.Black,
};
area.Elements.Add(_candleElem);
var tf = (TimeSpan)candleSeries.Arg;
_connector.CandleSeriesProcessing += ProcessNewCandles;
_connector.SubscribeCandles(_candleSeries, tf.Ticks == 1 ? DateTime.Today : DateTime.Now.Subtract(TimeSpan.FromTicks(tf.Ticks * 10000)), DateTimeOffset.MaxValue);
}
private void OnChartPanelSubscribeCandleElement(ChartCandleElement element, CandleSeries candleSeries)
{
_drawTimer.Cancel();
_elements.Add(new RefPair <IChartElement, int>(element, 0));
_drawTimer.Activate();
}
private void InitCharts()
{
Chart.ClearAreas();
_areaComb = new ChartArea();
_areaComb.YAxises.Add(new ChartAxis
{
Id = _chartMainYAxis,
AutoRange = false,
AxisType = ChartAxisType.Numeric,
AxisAlignment = ChartAxisAlignment.Right,
});
Chart.AddArea(_areaComb);
_timeframe = int.Parse((string)((ComboBoxItem)Timeframe.SelectedItem).Tag);
var step = (decimal)PriceStep.Value.Value;
var series = new CandleSeries(
typeof(TimeFrameCandle),
_security,
TimeSpan.FromMinutes(_timeframe));
_candleElement1 = new ChartCandleElement(_timeframe, step)
{
FullTitle = "Candles", YAxisId = _chartMainYAxis
};
Chart.AddElement(_areaComb, _candleElement1, series);
var ns = typeof(IIndicator).Namespace;
var rendererTypes = typeof(Chart).Assembly
.GetTypes()
.Where(t => !t.IsAbstract && typeof(BaseChartIndicatorPainter).IsAssignableFrom(t))
.ToDictionary(t => t.Name);
var indicators = typeof(IIndicator).Assembly
.GetTypes()
.Where(t => t.Namespace == ns && !t.IsAbstract && typeof(IIndicator).IsAssignableFrom(t))
.Select(t =>
{
var name = t.Name;
var p = rendererTypes.TryGetValue(name + "Painter");
if (p == null)
{
if (t.Name.EndsWith("Indicator"))
{
name = name.Substring(0, name.Length - "Indicator".Length);
}
p = rendererTypes.TryGetValue(name + "Painter");
}
return(new IndicatorType(t, p));
})
.ToArray();
Chart.IndicatorTypes.AddRange(indicators);
}
public ChartWindow(CandleSeries candleSeries, DateTime from, DateTime to)
{
InitializeComponent();
if (candleSeries == null)
{
throw new ArgumentNullException(nameof(candleSeries));
}
_candleSeries = candleSeries;
_trader = MainWindow.Instance.Trader;
Chart.ChartTheme = ChartThemes.ExpressionDark;
var area = new ChartArea();
Chart.Areas.Add(area);
_candleElem = new ChartCandleElement
{
AntiAliasing = false,
UpFillColor = Colors.White,
UpBorderColor = Colors.Black,
DownFillColor = Colors.Black,
DownBorderColor = Colors.Black,
};
area.Elements.Add(_candleElem);
_manager = new CandleManager(_trader);
_manager.Processing += ProcessNewCandles;
_manager.Start(_candleSeries, from, to);
}
public ChartWindow(CandleSeries candleSeries)
{
InitializeComponent();
if (candleSeries == null)
{
throw new ArgumentNullException(nameof(candleSeries));
}
_candleSeries = candleSeries;
_trader = MainWindow.Instance.Trader;
Chart.ChartTheme = "ExpressionDark";
var area = new ChartArea();
Chart.Areas.Add(area);
_candleElem = new ChartCandleElement
{
AntiAliasing = false,
UpFillColor = Colors.White,
UpBorderColor = Colors.Black,
DownFillColor = Colors.Black,
DownBorderColor = Colors.Black,
};
area.Elements.Add(_candleElem);
_trader.NewCandles += ProcessNewCandles;
_trader.SubscribeCandles(_candleSeries, DateTime.Today - TimeSpan.FromTicks(((TimeSpan)candleSeries.Arg).Ticks * 100), DateTimeOffset.MaxValue);
}
public ChartWindow(CandleSeries candleSeries)
{
InitializeComponent();
if (candleSeries.IsNull())
throw new ArgumentNullException("candleSeries");
_candleSeries = candleSeries;
_trader = MainWindow.Instance.Trader;
Chart.ChartTheme = "ExpressionDark";
var area = new ChartArea();
Chart.Areas.Add(area);
_candleElem = new ChartCandleElement
{
Antialiasing = false,
UpFillColor = Colors.White,
UpBorderColor = Colors.Black,
DownFillColor = Colors.Black,
DownBorderColor = Colors.Black,
};
area.Elements.Add(_candleElem);
_trader.NewCandles += ProcessNewCandles;
_trader.SubscribeCandles(_candleSeries, DateTime.Today - TimeSpan.FromTicks(((TimeSpan)candleSeries.Arg).Ticks * 100), DateTimeOffset.MaxValue);
}
private void InitChart(CandleSeries series)
{
Chart.ClearAreas();
_area = new ChartArea();
var yAxis = _area.YAxises.First();
var xAxis = _area.XAxises.First();
yAxis.AutoRange = true;
Chart.IsAutoRange = true;
Chart.IsAutoScroll = true;
Chart.ShowOverview = true;
_sma = new SimpleMovingAverage()
{
Length = (int)IntegerUpDown.Value
};
_candleElement = new ChartCandleElement()
{
FullTitle = "Candles"
};
_indicatorElement = new ChartIndicatorElement()
{
FullTitle = "SMA"
};
Chart.AddArea(_area);
Chart.AddElement(_area, _candleElement, series);
Chart.AddElement(_area, _indicatorElement);
}
private void OnChartPanelSubscribeCandleElement(ChartCandleElement element, CandleSeries candleSeries)
{
_drawTimer.Cancel();
_elements.Add(new RefPair<IChartElement, int>(element, 0));
_drawTimer.Activate();
}
public HistoryCandlesWindow(Security security)
{
if (security == null)
{
throw new ArgumentNullException("security");
}
_security = security;
InitializeComponent();
Title = _security.Code + LocalizedStrings.Str3747;
TimeFramePicker.ItemsSource = new[]
{
TimeSpan.FromMinutes(1),
TimeSpan.FromMinutes(5),
TimeSpan.FromMinutes(15),
TimeSpan.FromMinutes(60),
TimeSpan.FromDays(1),
TimeSpan.FromDays(7),
TimeSpan.FromTicks(TimeHelper.TicksPerMonth)
};
TimeFramePicker.SelectedIndex = 1;
DateFromPicker.Value = DateTime.Today.AddDays(-7);
DateToPicker.Value = DateTime.Today;
var area = new ChartArea();
_candlesElem = new ChartCandleElement();
area.Elements.Add(_candlesElem);
Chart.Areas.Add(area);
}
public UnSubscribeCandleElementCommand(ChartCandleElement element)
{
if (element == null)
throw new ArgumentNullException(nameof(element));
Element = element;
}
private void ShowChartClick(object sender, RoutedEventArgs e)
{
var security = Security.SelectedSecurity;
var series = new CandleSeries(typeof(TimeFrameCandle), security, TimeSpan.FromMinutes(5));
_chartWindows.SafeAdd(series, key =>
{
var wnd = new ChartWindow
{
Title = "{0} {1}".Put(security.Code, series.Arg)
};
wnd.MakeHideable();
var area = new ChartArea();
wnd.Chart.Areas.Add(area);
var candlesElem = new ChartCandleElement();
area.Elements.Add(candlesElem);
_candleManager.Processing += (s, candle) => wnd.Chart.Draw(candlesElem, candle);
return(wnd);
}).Show();
_candleManager.Start(series);
}
public ChartWindow(CandleSeries candleSeries, DateTime from, DateTime to)
{
InitializeComponent();
if (candleSeries == null)
throw new ArgumentNullException("candleSeries");
_candleSeries = candleSeries;
_trader = MainWindow.Instance.Trader;
Chart.ChartTheme = "ExpressionDark";
var area = new ChartArea();
Chart.Areas.Add(area);
_candleElem = new ChartCandleElement
{
Antialiasing = false,
UpFillColor = Colors.White,
UpBorderColor = Colors.Black,
DownFillColor = Colors.Black,
DownBorderColor = Colors.Black,
};
area.Elements.Add(_candleElem);
_trader.NewCandles += ProcessNewCandles;
_trader.SubscribeCandles(_candleSeries, from, to);
}
public ChartWindow(CandleSeries candleSeries, DateTime from, DateTime to)
{
InitializeComponent();
if (candleSeries.IsNull())
{
throw new ArgumentNullException("candleSeries");
}
_candleSeries = candleSeries;
_trader = MainWindow.Instance.Trader;
Chart.ChartTheme = "ExpressionDark";
var area = new ChartArea();
Chart.Areas.Add(area);
_candleElem = new ChartCandleElement
{
Antialiasing = false,
UpFillColor = Colors.White,
UpBorderColor = Colors.Black,
DownFillColor = Colors.Black,
DownBorderColor = Colors.Black,
};
area.Elements.Add(_candleElem);
_trader.NewCandles += ProcessNewCandles;
_trader.SubscribeCandles(_candleSeries, from, to);
}
private void InitCharts()
{
Chart.ClearAreas();
Chart.OrderCreationMode = true;
_area = new ChartArea();
var yAxis = _area.YAxises.First();
yAxis.AutoRange = true;
Chart.IsAutoRange = true;
Chart.IsAutoScroll = true;
Chart.AddArea(_area);
var series = new CandleSeries(
typeof(TimeFrameCandle),
_security,
TimeSpan.FromMinutes(_timeframe));
_candleElement = new ChartCandleElement
{
FullTitle = "Candles"
};
Chart.AddElement(_area, _candleElement, series);
_activeOrdersElement = new ChartActiveOrdersElement
{
FullTitle = "Active orders"
};
Chart.AddElement(_area, _activeOrdersElement);
}
public UnSubscribeCandleElementCommand(ChartCandleElement element)
{
if (element == null)
{
throw new ArgumentNullException(nameof(element));
}
Element = element;
}
private void RefreshCharts()
{
if (Dispatcher.CheckAccess())
{
_dataThreadActions.Add(RefreshCharts);
return;
}
this.GuiSync(() =>
{
Chart.ClearAreas();
_areaComb = new ChartArea();
var yAxis = _areaComb.YAxises.First();
yAxis.AutoRange = true;
Chart.IsAutoRange = true;
Chart.IsAutoScroll = true;
Chart.AddArea(_areaComb);
var id = (SecurityId)Securities.SelectedItem;
_security = new Security
{
Id = id.ToStringId(),
Code = id.SecurityCode,
Type = SecurityTypes.Future,
PriceStep = id.SecurityCode.StartsWith("RI", StringComparison.InvariantCultureIgnoreCase) ? 10 :
id.SecurityCode.Contains("ES") ? 0.25m :
0.01m,
Board = ExchangeBoard.Associated
};
_securityProvider.Clear();
_securityProvider.Add(_security);
_tradeGenerator = new RandomWalkTradeGenerator(id);
_tradeGenerator.Init();
_tradeGenerator.Process(_security.ToMessage());
var series = new CandleSeries(
SeriesEditor.Settings.CandleType,
_security,
SeriesEditor.Settings.Arg)
{
IsCalcVolumeProfile = true
};
_candleElement = new ChartCandleElement {
FullTitle = "Candles"
};
Chart.AddElement(_areaComb, _candleElement, series);
});
}
public ChartWindow()
{
InitializeComponent();
var area = new ChartArea();
Chart.Areas.Add(area);
_candlesElem = new ChartCandleElement();
area.Elements.Add(_candlesElem);
}
public FuturesStrategy(IChart chart, ChartCandleElement candlesElem, ChartTradeElement tradesElem,
ICollection <Tuple <string, BaseIndicator, ChartIndicatorElement> > indicators, CandleSeries series)
{
strategyChart = chart;
strategyCandlesChart = candlesElem;
strategyTradesChart = tradesElem;
strategyIndicators = indicators;
strategySeries = series;
}
public ChartWindow()
{
InitializeComponent();
var area = new ChartArea();
Chart.Areas.Add(area);
_candlesElem = new ChartCandleElement();
area.Elements.Add(_candlesElem);
}
public SubscribeCandleElementCommand(ChartCandleElement element, CandleSeries candleSeries)
{
if (element == null)
throw new ArgumentNullException(nameof(element));
if (candleSeries == null)
throw new ArgumentNullException(nameof(candleSeries));
Element = element;
CandleSeries = candleSeries;
}
private void Chart_OnSubscribeCandleElement(ChartCandleElement el, CandleSeries ser)
{
_currCandle = null;
_historyLoaded = false;
_allCandles.Clear();
_updatedCandles.Clear();
_dataThreadActions.Clear();
Chart.Reset(new[] { el });
LoadData(ser);
}
private void ShowChartClick(object sender, RoutedEventArgs e)
{
var security = SelectedSecurity;
CandleSeries series;
if (IsRealTime.IsChecked == true)
{
series = new CandleSeries(RealTimeSettings.Settings.CandleType, security, RealTimeSettings.Settings.Arg);
}
else
{
var timeFrame = (TimeSpan)HistoryInterval.SelectedItem;
series = new CandleSeries(typeof(TimeFrameCandle), security, timeFrame);
}
_chartWindows.SafeAdd(series, key =>
{
var wnd = new ChartWindow
{
Title = "{0} {1} {2}".Put(security.Code, series.CandleType.Name.Remove("Candle"), series.Arg)
};
wnd.MakeHideable();
var area = new ChartArea();
wnd.Chart.Areas.Add(area);
var candlesElem = new ChartCandleElement();
area.Elements.Add(candlesElem);
_candleManager.Processing += (s, candle) =>
{
if (s == series)
{
wnd.Chart.Draw(candlesElem, candle);
}
};
return(wnd);
}).Show();
if (IsRealTime.IsChecked == true)
{
_candleManager.Start(series, DateTime.Today, null);
}
else
{
_candleManager.Start(series, From.Value, To.Value);
}
}
private void Load_Click(object sender, RoutedEventArgs e)
{
if (File.Exists(AppDomain.CurrentDomain.BaseDirectory + "/SettingsStorage.xml"))
{
var settingsStorage =
new XmlSerializer <SettingsStorage>().Deserialize(
AppDomain.CurrentDomain.BaseDirectory + "/SettingsStorage.xml");
Chart.Load(settingsStorage);
_area = Chart.Areas.First();
_candleElement = Chart.Elements.OfType <ChartCandleElement>().First();
_activeOrdersElement = Chart.Elements.OfType <ChartActiveOrdersElement>().First();
}
}
private void ShowChartClick(object sender, RoutedEventArgs e)
{
var type = SelectedCandleType;
var security = SelectedSecurity;
CandleSeries series;
switch (type)
{
case CandleTypes.TimeFrame:
series = new CandleSeries(typeof(TimeFrameCandle), security, TimeFrame.Value.Value.TimeOfDay);
break;
case CandleTypes.Tick:
series = new CandleSeries(typeof(TickCandle), security, VolumeCtrl.Text.To <int>());
break;
case CandleTypes.Volume:
series = new CandleSeries(typeof(VolumeCandle), security, VolumeCtrl.Text.To <decimal>());
break;
case CandleTypes.Range:
series = new CandleSeries(typeof(RangeCandle), security, PriceRange.Value.Clone().SetSecurity(security));
break;
default:
throw new ArgumentOutOfRangeException();
}
_chartWindows.SafeAdd(series, key =>
{
var wnd = new ChartWindow
{
Title = "{0} {1} {2}".Put(security.Code, type, series.Arg)
};
wnd.MakeHideable();
var area = new ChartArea();
wnd.Chart.Areas.Add(area);
var candlesElem = new ChartCandleElement();
area.Elements.Add(candlesElem);
return(wnd);
}).Show();
_candleManager.Start(series);
}
private void SetSource(ChartCandleElement element, CandleSeries candleSeries)
{
lock (_syncRoot)
{
var isNew = !_elementsBySeries.ContainsKey(candleSeries);
if ((isNew || !CanProcess) && isNew)
{
SubscribeSeries(candleSeries);
}
_elementsInfo.SafeAdd(element, e => RefTuple.Create(DateTimeOffset.MinValue, candleSeries));
_elementsBySeries.SafeAdd(candleSeries).Add(element);
}
}
public MainWindow()
{
InitializeComponent();
_logManager = new LogManager();
_logManager.Listeners.Add(new GuiLogListener(Log));
var area = new ChartArea();
Chart.Areas.Add(area);
_candlesElem = new ChartCandleElement();
area.Elements.Add(_candlesElem);
GuiDispatcher.GlobalDispatcher.AddPeriodicalAction(ProcessCandles);
}
private void InitChart()
{
Chart.ClearAreas();
var area = new ChartArea();
_candleElement = new ChartCandleElement();
_tradesElem = new ChartTradeElement {
FullTitle = "Trade"
};
Chart.AddArea(area);
Chart.AddElement(area, _candleElement);
Chart.AddElement(area, _tradesElem);
}
public SubscribeCandleElementCommand(ChartCandleElement element, CandleSeries candleSeries)
{
if (element == null)
{
throw new ArgumentNullException(nameof(element));
}
if (candleSeries == null)
{
throw new ArgumentNullException(nameof(candleSeries));
}
Element = element;
CandleSeries = candleSeries;
}
public MainWindow()
{
InitializeComponent();
_logManager = new LogManager();
_logManager.Listeners.Add(new GuiLogListener(Log));
var area = new ChartArea();
Chart.Areas.Add(area);
_candlesElem = new ChartCandleElement();
area.Elements.Add(_candlesElem);
GuiDispatcher.GlobalDispatcher.AddPeriodicalAction(ProcessCandles);
}
public SmaStrategy(IChart chart, ChartCandleElement candlesElem, ChartTradeElement tradesElem,
SimpleMovingAverage shortMa, ChartIndicatorElement shortElem,
SimpleMovingAverage longMa, ChartIndicatorElement longElem,
CandleSeries series)
{
_chart = chart;
_candlesElem = candlesElem;
_tradesElem = tradesElem;
_shortElem = shortElem;
_longElem = longElem;
_series = series;
ShortSma = shortMa;
LongSma = longMa;
}
public SmaStrategy(IChart chart, ChartCandleElement candlesElem, ChartTradeElement tradesElem,
SimpleMovingAverage shortMa, ChartIndicatorElement shortElem,
SimpleMovingAverage longMa, ChartIndicatorElement longElem,
CandleSeries series)
{
_chart = chart;
_candlesElem = candlesElem;
_tradesElem = tradesElem;
_shortElem = shortElem;
_longElem = longElem;
_series = series;
ShortSma = shortMa;
LongSma = longMa;
}
public MainWindow()
{
InitializeComponent();
_logManager = new LogManager();
_logManager.Listeners.Add(new GuiLogListener(Log));
var area = new ChartArea();
Chart.Areas.Add(area);
_candlesElem = new ChartCandleElement();
area.Elements.Add(_candlesElem);
GuiDispatcher.GlobalDispatcher.AddPeriodicalAction(ProcessCandles);
Level1AddressCtrl.Text = IQFeedAddresses.DefaultLevel1Address.To<string>();
Level2AddressCtrl.Text = IQFeedAddresses.DefaultLevel2Address.To<string>();
LookupAddressCtrl.Text = IQFeedAddresses.DefaultLookupAddress.To<string>();
}
public HistoryCandlesWindow(Security security)
{
if (security == null)
throw new ArgumentNullException(nameof(security));
_security = security;
InitializeComponent();
Title = _security.Code + LocalizedStrings.Str3747;
TimeFramePicker.ItemsSource = IQFeedMarketDataMessageAdapter.TimeFrames;
TimeFramePicker.SelectedIndex = 1;
DateFromPicker.Value = DateTime.Today.AddDays(-7);
DateToPicker.Value = DateTime.Today;
var area = new ChartArea();
_candlesElem = new ChartCandleElement();
area.Elements.Add(_candlesElem);
Chart.Areas.Add(area);
}
private void SetSource(ChartCandleElement element, CandleSeries candleSeries)
{
lock (_syncRoot)
{
var isNew = !_elementsBySeries.ContainsKey(candleSeries);
if ((isNew || !CanProcess) && isNew)
SubscribeSeries(candleSeries);
_elementsInfo.SafeAdd(element, e => RefTuple.Create(DateTimeOffset.MinValue, candleSeries));
_elementsBySeries.SafeAdd(candleSeries).Add(element);
}
}
private void OnChartPanelSubscribeCandleElement(ChartCandleElement element, CandleSeries candleSeries)
{
AddElement(element, candleSeries);
}
private void OnLoaded()
{
SecurityPicker.SecurityProvider = ConfigManager.GetService<ISecurityProvider>();
_mainArea = ChartPanel.Areas.FirstOrDefault();
if (_mainArea == null)
_bufferedChart.AddArea(_mainArea = new ChartArea { Title = LocalizedStrings.Panel + " 1" });
_candleElement = _mainArea.Elements.OfType<ChartCandleElement>().FirstOrDefault();
if (_candleElement == null)
_bufferedChart.AddElement(_mainArea, _candleElement = new ChartCandleElement(), CreateSeries());
_mainArea
.Elements
.OfType<ChartIndicatorElement>()
.Where(e => _indicators.TryGetValue(e) is CandlePartIndicator)
.ForEach(e => _sourceElements.Add(((CandleSeries)_bufferedChart.GetSource(e)).Security, e));
_bufferedChart.AddAction(() =>
{
_isLoaded = true;
if (!HasError)
StartSeries();
});
}
private void OnChartPanelSubscribeCandleElement(ChartCandleElement element, CandleSeries candleSeries)
{
new SubscribeCandleElementCommand(element, candleSeries).Process(this);
}
private void ShowChartClick(object sender, RoutedEventArgs e)
{
var type = SelectedCandleType;
var security = SelectedSecurity;
CandleSeries series;
switch (type)
{
case CandleTypes.TimeFrame:
series = new CandleSeries(typeof(TimeFrameCandle), security, TimeFrame.Value.Value.TimeOfDay);
break;
case CandleTypes.Tick:
series = new CandleSeries(typeof(TickCandle), security, VolumeCtrl.Text.To<int>());
break;
case CandleTypes.Volume:
series = new CandleSeries(typeof(VolumeCandle), security, VolumeCtrl.Text.To<decimal>());
break;
case CandleTypes.Range:
series = new CandleSeries(typeof(RangeCandle), security, PriceRange.Value.Clone().SetSecurity(security));
break;
default:
throw new ArgumentOutOfRangeException();
}
_chartWindows.SafeAdd(series, key =>
{
var wnd = new ChartWindow
{
Title = "{0} {1} {2}".Put(security.Code, type, series.Arg)
};
wnd.MakeHideable();
var area = new ChartArea();
wnd.Chart.Areas.Add(area);
var candlesElem = new ChartCandleElement();
area.Elements.Add(candlesElem);
return wnd;
}).Show();
_candleManager.Start(series);
}
private void StartClick(object sender, RoutedEventArgs e)
{
if (_strategy == null)
{
if (Portfolios.SelectedPortfolio == null)
{
MessageBox.Show(this, LocalizedStrings.Str3009);
return;
}
// регистрируем наш тайм-фрейм
var series = new CandleSeries(typeof(TimeFrameCandle), _lkoh, _timeFrame);
// создаем торговую стратегию, скользящие средние на 80 5-минуток и 10 5-минуток
_strategy = new SmaStrategy(series, new SimpleMovingAverage { Length = 80 }, new SimpleMovingAverage { Length = 10 })
{
Volume = 1,
Security = _lkoh,
Portfolio = Portfolios.SelectedPortfolio,
Connector = _trader,
};
_strategy.Log += OnLog;
_strategy.PropertyChanged += OnStrategyPropertyChanged;
_candlesElem = new ChartCandleElement();
_area.Elements.Add(_candlesElem);
_longMaElem = new ChartIndicatorElement
{
Title = LocalizedStrings.Long,
Color = Colors.OrangeRed
};
_area.Elements.Add(_longMaElem);
_shortMaElem = new ChartIndicatorElement
{
Title = LocalizedStrings.Short,
Color = Colors.RoyalBlue
};
_area.Elements.Add(_shortMaElem);
IEnumerable<Candle> candles = CultureInfo.InvariantCulture.DoInCulture(() => File.ReadAllLines("LKOH_history.txt").Select(line =>
{
var parts = line.Split(',');
var time = (parts[0] + parts[1]).ToDateTime("yyyyMMddHHmmss").ApplyTimeZone(TimeHelper.Moscow);
return (Candle)new TimeFrameCandle
{
OpenPrice = parts[2].To<decimal>(),
HighPrice = parts[3].To<decimal>(),
LowPrice = parts[4].To<decimal>(),
ClosePrice = parts[5].To<decimal>(),
TimeFrame = _timeFrame,
OpenTime = time,
CloseTime = time + _timeFrame,
TotalVolume = parts[6].To<decimal>(),
Security = _lkoh,
State = CandleStates.Finished,
};
}).ToArray());
var lastCandleTime = default(DateTimeOffset);
// начинаем вычислять скользящие средние
foreach (var candle in candles)
{
ProcessCandle(candle);
lastCandleTime = candle.OpenTime;
}
_candleManager.Start(series);
// вычисляем временные отрезки текущей свечи
var bounds = _timeFrame.GetCandleBounds(series.Security.ToExchangeTime(_trader.CurrentTime));
candles = _candleManager.Container.GetCandles(series, new Range<DateTimeOffset>(lastCandleTime + _timeFrame, bounds.Min));
foreach (var candle in candles)
{
ProcessCandle(candle);
}
_isTodaySmaDrawn = true;
Report.IsEnabled = true;
}
if (_strategy.ProcessState == ProcessStates.Stopped)
{
// запускаем процесс получения стакана, необходимый для работы алгоритма котирования
_trader.RegisterMarketDepth(_strategy.Security);
_strategy.Start();
Start.Content = LocalizedStrings.Str242;
}
else
{
_trader.UnRegisterMarketDepth(_strategy.Security);
_strategy.Stop();
Start.Content = LocalizedStrings.Str2421;
}
}
private void Download_OnClick(object sender, RoutedEventArgs e)
{
var year = SelectedYear;
var from = From.Value ?? year.Days.First();
var to = (To.Value ?? year.Days.Last()).EndOfDay();
var trader = SelectedTrader;
var tf = SelectedTimeFrame;
var seriesSet = _securityCtrls
.Where(pair => pair.Key.SelectedSecurity != null)
.Select(pair => Tuple.Create(new CandleSeries(typeof(TimeFrameCandle), pair.Key.SelectedSecurity, tf), pair.Value))
.ToArray();
BusyIndicator.BusyContent = "Подготовка данных...";
BusyIndicator.IsBusy = true;
_candles.Clear();
var trades = new Dictionary<Security, Dictionary<DateTimeOffset, Tuple<MyTrade[], MyTrade>>>();
var worker = new BackgroundWorker { WorkerReportsProgress = true };
worker.DoWork += (o, ea) =>
{
foreach (var series in seriesSet)
{
var security = series.Item1.Security;
var candleStorage = _dataRegistry.GetCandleStorage(series.Item1, format: StorageFormats.Csv);
var secCandles = _candles.SafeAdd(security);
secCandles.Clear();
secCandles.AddRange(candleStorage.Load(from, to));
var candlesDatesCache = _candlesDates.SafeAdd(Tuple.Create(security, tf), k => new DatesCache(Path.Combine(((LocalMarketDataDrive)candleStorage.Drive.Drive).GetSecurityPath(security.ToSecurityId()), "{0}min_date.bin".Put((int)tf.TotalMinutes))));
var minCandleDate = candlesDatesCache.MinValue;
var maxCandleDate = candlesDatesCache.MaxValue;
if (from >= minCandleDate && to <= maxCandleDate)
continue;
var finamFrom = from;
var finamTo = to;
if (maxCandleDate != null && finamFrom >= minCandleDate && finamFrom <= maxCandleDate)
finamFrom = maxCandleDate.Value + TimeSpan.FromDays(1);
if (minCandleDate != null && finamTo >= minCandleDate && finamTo <= maxCandleDate)
finamTo = minCandleDate.Value - TimeSpan.FromDays(1);
if (finamTo <= finamFrom)
continue;
worker.ReportProgress(1, Tuple.Create(security, finamFrom, finamTo));
var newCandles = (tf.Ticks == 1
? finamFrom.Range(finamTo, TimeSpan.FromDays(1)).SelectMany(day => _finamHistorySource.GetTrades(security, day, day)).ToEx().ToCandles<TimeFrameCandle>(tf)
: _finamHistorySource.GetCandles(security, tf, finamFrom, finamTo)
).ToArray();
candleStorage.Save(newCandles);
foreach (var date in newCandles.Select(c => c.OpenTime.Date).Distinct())
candlesDatesCache.Add(date);
candlesDatesCache.Save();
// TODO
secCandles.AddRange(newCandles);
}
var traderDrive = new LocalMarketDataDrive(trader);
var traderStorage = _traderStorages.SafeAdd(trader, key => new StorageRegistry { DefaultDrive = traderDrive });
foreach (var series in seriesSet)
{
var security = series.Item1.Security;
var olStorage = traderStorage.GetOrderLogStorage(security, format: StorageFormats.Csv);
var tradeDatesCache = _tradesDates.SafeAdd(trader, k => new DatesCache(Path.Combine(traderDrive.Path, "dates.bin")));
var secTrades = from
.Range(to, TimeSpan.FromDays(1))
.Intersect(year.Days)
.SelectMany(date =>
{
if (olStorage.Dates.Contains(date))
return olStorage.Load(date);
if (tradeDatesCache.Contains(date))
return Enumerable.Empty<OrderLogItem>();
worker.ReportProgress(2, date);
var loadedTrades = year.GetTrades(_securityStorage, trader, date);
var dateTrades = Enumerable.Empty<OrderLogItem>();
foreach (var group in loadedTrades.GroupBy(t => t.Order.Security))
{
var sec = group.Key;
traderStorage
.GetOrderLogStorage(sec, format: StorageFormats.Csv)
.Save(group.OrderBy(i => i.Order.Time));
if (group.Key == security)
dateTrades = group;
}
tradeDatesCache.Add(date);
tradeDatesCache.Save();
return dateTrades;
})
.GroupBy(ol =>
{
var time = ol.Order.Time;
var period = security.Board.WorkingTime.GetPeriod(time.ToLocalTime(security.Board.Exchange.TimeZoneInfo));
if (period != null && period.Times.Length > 0)
{
var last = period.Times.Last().Max;
if (time.TimeOfDay >= last)
time = time.AddTicks(-1);
}
return time.Truncate(tf);
})
.ToDictionary(g => g.Key, g =>
{
var candleTrades = g.Select(ol => new MyTrade
{
Order = ol.Order,
Trade = ol.Trade
})
.ToArray();
if (candleTrades.Length == 0)
return null;
var order = candleTrades[0].Order;
var volume = candleTrades.Sum(t1 => t1.Trade.Volume * (t1.Order.Direction == Sides.Buy ? 1 : -1));
if (volume == 0)
return Tuple.Create(candleTrades, (MyTrade)null);
var side = volume > 0 ? Sides.Buy : Sides.Sell;
volume = volume.Abs();
var availableVolume = volume;
var avgPrice = 0m;
foreach (var trade in candleTrades.Where(t1 => t1.Order.Direction == side))
{
var tradeVol = trade.Trade.Volume.Min(availableVolume);
avgPrice += trade.Trade.Price * tradeVol;
availableVolume -= tradeVol;
if (availableVolume <= 0)
break;
}
avgPrice = avgPrice / volume;
return Tuple.Create(candleTrades, new MyTrade
{
Order = new Order
{
Security = order.Security,
Direction = side,
Time = g.Key,
Portfolio = order.Portfolio,
Price = avgPrice,
Volume = volume,
},
Trade = new Trade
{
Security = order.Security,
Time = g.Key,
Volume = volume,
Price = avgPrice
}
});
});
trades.Add(security, secTrades);
}
};
worker.ProgressChanged += (o, ea) =>
{
switch (ea.ProgressPercentage)
{
case 1:
BusyIndicator.BusyContent = "Скачивание {Item1.Id} свечей с {Item2:yyyy-MM-dd} по {Item3:yyyy-MM-dd}...".PutEx(ea.UserState);
break;
default:
BusyIndicator.BusyContent = "Скачивание сделок за {0:yyyy-MM-dd}...".Put(ea.UserState);
break;
}
};
worker.RunWorkerCompleted += (o, ea) =>
{
BusyIndicator.IsBusy = false;
if (ea.Error == null)
{
Chart.ClearAreas();
_statisticManager.Reset();
var candlesArea = new ChartArea();
Chart.AddArea(candlesArea);
var positionArea = new ChartArea { Height = 200 };
Chart.AddArea(positionArea);
positionArea.YAxises.Clear();
const string equityYAxis = "Equity";
candlesArea.YAxises.Clear();
candlesArea.YAxises.Add(new ChartAxis
{
Id = equityYAxis,
AutoRange = true,
AxisType = ChartAxisType.Numeric,
AxisAlignment = ChartAxisAlignment.Left,
});
var equityElem = new ChartIndicatorElement
{
YAxisId = equityYAxis,
FullTitle = LocalizedStrings.PnL,
IndicatorPainter = new PnlPainter()
};
var equityInd = new SimpleMovingAverage { Length = 1 };
Chart.AddElement(candlesArea, equityElem);
var chartValues = new SortedDictionary<DateTimeOffset, IDictionary<IChartElement, object>>();
var pnlValues = new Dictionary<DateTimeOffset, decimal>();
foreach (var series in seriesSet)
{
var security = series.Item1.Security;
var candleYAxis = "Candles_Y_" + security.Id;
candlesArea.YAxises.Add(new ChartAxis
{
Id = candleYAxis,
AutoRange = true,
AxisType = ChartAxisType.Numeric,
AxisAlignment = ChartAxisAlignment.Right,
});
var candlesElem = new ChartCandleElement
{
ShowAxisMarker = false,
YAxisId = candleYAxis,
};
Chart.AddElement(candlesArea, candlesElem, series.Item1);
var tradesElem = new ChartTradeElement
{
BuyStrokeColor = Colors.Black,
SellStrokeColor = Colors.Black,
BuyColor = series.Item2.Buy,
SellColor = series.Item2.Sell,
FullTitle = LocalizedStrings.Str985 + " " + security.Id,
YAxisId = candleYAxis,
};
Chart.AddElement(candlesArea, tradesElem);
var posYAxis = "Pos_Y_" + security.Id;
positionArea.YAxises.Add(new ChartAxis
{
Id = posYAxis,
AutoRange = true,
AxisType = ChartAxisType.Numeric,
AxisAlignment = ChartAxisAlignment.Right,
});
var positionElem = new ChartIndicatorElement
{
FullTitle = LocalizedStrings.Str862 + " " + security.Id,
YAxisId = posYAxis,
Color = series.Item2.Position
};
var positionInd = new SimpleMovingAverage { Length = 1 };
Chart.AddElement(positionArea, positionElem);
var pnlQueue = new PnLQueue(security.ToSecurityId());
//var level1Info = new Level1ChangeMessage
//{
// SecurityId = pnlQueue.SecurityId,
//}
//.TryAdd(Level1Fields.PriceStep, security.PriceStep)
//.TryAdd(Level1Fields.StepPrice, security.StepPrice);
//pnlQueue.ProcessLevel1(level1Info);
var pos = 0m;
var secTrades = trades[security];
var secValues = _candles[security]
.Select(c =>
{
if (c.State != CandleStates.Finished)
c.State = CandleStates.Finished;
pnlQueue.ProcessLevel1(new Level1ChangeMessage
{
SecurityId = security.ToSecurityId(),
}.TryAdd(Level1Fields.LastTradePrice, c.ClosePrice));
var values = new Dictionary<IChartElement, object>
{
{ candlesElem, c },
};
var candleTrade = secTrades.TryGetValue(c.OpenTime);
if (candleTrade != null)
{
if (candleTrade.Item2 != null)
values.Add(tradesElem, candleTrade.Item2);
foreach (var myTrade in candleTrade.Item1)
{
pos += myTrade.Order.Direction == Sides.Buy ? myTrade.Trade.Volume : -myTrade.Trade.Volume;
var pnl = pnlQueue.Process(myTrade.ToMessage());
_statisticManager.AddMyTrade(pnl);
}
_statisticManager.AddPosition(c.OpenTime, pos);
_statisticManager.AddPnL(c.OpenTime, pnlQueue.RealizedPnL + pnlQueue.UnrealizedPnL);
}
pnlValues[c.OpenTime] = pnlValues.TryGetValue(c.OpenTime) + (pnlQueue.RealizedPnL + pnlQueue.UnrealizedPnL);
values.Add(positionElem, positionInd.Process(pos));
return new RefPair<DateTimeOffset, IDictionary<IChartElement, object>>
{
First = c.OpenTime,
Second = values
};
})
.ToArray();
foreach (var pair in secValues)
{
var dict = chartValues.SafeAdd(pair.First, key => new Dictionary<IChartElement, object>());
foreach (var pair2 in pair.Second)
{
dict[pair2.Key] = pair2.Value;
}
}
}
foreach (var pair in pnlValues)
{
chartValues[pair.Key].Add(equityElem, equityInd.Process(pair.Value));
}
Chart.IsAutoRange = true;
try
{
Chart.Draw(chartValues.Select(p => RefTuple.Create(p.Key, p.Value)));
}
finally
{
Chart.IsAutoRange = false;
}
}
else
{
new MessageBoxBuilder()
.Error()
.Owner(this)
.Text(ea.Error.ToString())
.Show();
}
};
worker.RunWorkerAsync();
}
private void InitCharts()
{
_candle = null;
_lastPrice = 0m;
_allCandles.Clear();
_chartCombined.ClearAreas();
_chartBindVisibleRange.ClearAreas();
_areaComb = new ChartArea();
_areaBVR1 = new ChartArea();
_areaBVR2 = new ChartArea();
_areaComb.YAxises.Add(new ChartAxis
{
Id = _chartMainYAxis,
AutoRange = false,
AxisType = ChartAxisType.Numeric,
AxisAlignment = ChartAxisAlignment.Right,
});
_areaBVR2.YAxises.Add(new ChartAxis
{
Id = _chartMainYAxis,
AutoRange = false,
AxisType = ChartAxisType.Numeric,
AxisAlignment = ChartAxisAlignment.Right,
});
_chartCombined.AddArea(_areaComb);
_chartBindVisibleRange.AddArea(_areaBVR1);
_chartBindVisibleRange.AddArea(_areaBVR2);
_timeframe = int.Parse((string)((ComboBoxItem)_comboMainTimeframe.SelectedItem).Tag);
var step = (decimal)_updownPriceStep.Value.Value;
var series = new CandleSeries(
typeof(TimeFrameCandle),
_security,
TimeSpan.FromMinutes(_timeframe));
_candleElement1 = new ChartCandleElement { FullTitle = "Candles", YAxisId = _chartMainYAxis };
_chartCombined.AddElement(_areaComb, _candleElement1, series);
_bvElement = new ChartBoxVolumeElement(_timeframe, step) { FullTitle = "BoxVolume", YAxisId = _chartMainYAxis };
_chartCombined.AddElement(_areaComb, _bvElement);
_cpElement = new ChartClusterProfileElement(_timeframe, step) { FullTitle = "Cluster profile" };
_chartBindVisibleRange.AddElement(_areaBVR1, _cpElement);
_candleElement2 = new ChartCandleElement { FullTitle = "Candles", YAxisId = _chartMainYAxis };
_chartBindVisibleRange.AddElement(_areaBVR2, _candleElement2, series);
var ns = typeof(IIndicator).Namespace;
var rendererTypes = typeof(Chart).Assembly
.GetTypes()
.Where(t => !t.IsAbstract && typeof(BaseChartIndicatorPainter).IsAssignableFrom(t))
.ToDictionary(t => t.Name);
var indicators = typeof(IIndicator).Assembly
.GetTypes()
.Where(t => t.Namespace == ns && !t.IsAbstract && typeof(IIndicator).IsAssignableFrom(t))
.Select(t =>
{
var name = t.Name;
var p = rendererTypes.TryGetValue(name + "Painter");
if (p == null)
{
if (t.Name.EndsWith("Indicator"))
name = name.Substring(0, name.Length - "Indicator".Length);
p = rendererTypes.TryGetValue(name + "Painter");
}
return new IndicatorType(t, p);
})
.ToArray();
_chartCombined.IndicatorTypes.AddRange(indicators);
_chartBindVisibleRange.IndicatorTypes.AddRange(indicators);
}
private void InitChart()
{
_bufferedChart.ClearAreas();
Curve.Clear();
PositionCurve.Clear();
_area = new ChartArea();
_bufferedChart.AddArea(_area);
_candlesElem = new ChartCandleElement { ShowAxisMarker = false };
_bufferedChart.AddElement(_area, _candlesElem);
_tradesElem = new ChartTradeElement { FullTitle = "Сделки" };
_bufferedChart.AddElement(_area, _tradesElem);
}
private void ShowChartClick(object sender, RoutedEventArgs e)
{
var security = SelectedSecurity;
var series = new CandleSeries(CandlesSettings.Settings.CandleType, security, CandlesSettings.Settings.Arg);
_chartWindows.SafeAdd(series, key =>
{
var wnd = new ChartWindow
{
Title = "{0} {1} {2}".Put(security.Code, series.CandleType.Name, series.Arg)
};
wnd.MakeHideable();
var area = new ChartArea();
wnd.Chart.Areas.Add(area);
var candlesElem = new ChartCandleElement();
area.Elements.Add(candlesElem);
return wnd;
}).Show();
_candleManager.Start(series);
}
private void ShowChartClick(object sender, RoutedEventArgs e)
{
var security = Security.SelectedSecurity;
var series = new CandleSeries(typeof(TimeFrameCandle), security, TimeSpan.FromMinutes(5));
_chartWindows.SafeAdd(series, key =>
{
var wnd = new ChartWindow
{
Title = "{0} {1}".Put(security.Code, series.Arg)
};
wnd.MakeHideable();
var area = new ChartArea();
wnd.Chart.Areas.Add(area);
var candlesElem = new ChartCandleElement();
area.Elements.Add(candlesElem);
series.ProcessCandle += candle => wnd.Chart.Draw(candlesElem, candle);
return wnd;
}).Show();
_candleManager.Start(series);
}
private void ShowChartClick(object sender, RoutedEventArgs e)
{
var security = SelectedSecurity;
CandleSeries series;
if (IsRealTime.IsChecked == true)
{
series = new CandleSeries(RealTimeSettings.Settings.CandleType, security, RealTimeSettings.Settings.Arg);
}
else
{
var timeFrame = (TimeSpan)HistoryInterval.SelectedItem;
series = new CandleSeries(typeof(TimeFrameCandle), security, timeFrame);
}
_chartWindows.SafeAdd(series, key =>
{
var wnd = new ChartWindow
{
Title = "{0} {1} {2}".Put(security.Code, series.CandleType.Name.Replace("Candle", string.Empty), series.Arg)
};
wnd.MakeHideable();
var area = new ChartArea();
wnd.Chart.Areas.Add(area);
var candlesElem = new ChartCandleElement();
area.Elements.Add(candlesElem);
series.ProcessCandle += candle => wnd.Chart.Draw(candlesElem, candle);
return wnd;
}).Show();
if (IsRealTime.IsChecked == true)
_candleManager.Start(series, DateTime.Today, DateTimeOffset.MaxValue);
else
_candleManager.Start(series, (DateTimeOffset)From.Value, (DateTimeOffset)To.Value);
}
private void ShowChartClick(object sender, RoutedEventArgs e)
{
var security = SelectedSecurity;
CandleSeries series;
if (IsRealTime.IsChecked == true)
{
var type = CandleType.GetSelectedValue<CandleTypes>().Value;
switch (type)
{
case CandleTypes.TimeFrame:
series = new CandleSeries(typeof(TimeFrameCandle), security, TimeFrame.Value.Value.TimeOfDay);
break;
case CandleTypes.Tick:
series = new CandleSeries(typeof(TickCandle), security, VolumeCtrl.Text.To<int>());
break;
case CandleTypes.Volume:
series = new CandleSeries(typeof(VolumeCandle), security, VolumeCtrl.Text.To<decimal>());
break;
case CandleTypes.Range:
series = new CandleSeries(typeof(RangeCandle), security, PriceRange.Value);
break;
default:
throw new ArgumentOutOfRangeException();
}
}
else
{
var timeFrame = (TimeSpan)HistoryInterval.SelectedItem;
series = new CandleSeries(typeof(TimeFrameCandle), security, timeFrame);
}
_chartWindows.SafeAdd(series, key =>
{
var wnd = new ChartWindow
{
Title = "{0} {1} {2}".Put(security.Code, series.CandleType.Name.Replace("Candle", string.Empty), series.Arg)
};
wnd.MakeHideable();
var area = new ChartArea();
wnd.Chart.Areas.Add(area);
var candlesElem = new ChartCandleElement();
area.Elements.Add(candlesElem);
series.ProcessCandle += candle => wnd.Chart.Draw(candlesElem, candle);
return wnd;
}).Show();
_candleManager.Start(series, (DateTime)From.Value, (DateTime)To.Value);
}
private void StartClick(object sender, RoutedEventArgs e)
{
// если были получены и инструмент, и портфель
if (_strategy == null)
{
if (Portfolios.SelectedPortfolio == null)
{
MessageBox.Show(this, LocalizedStrings.Str3009);
return;
}
// создаем скользящие средние, на 80 5-минуток и 10 5-минуток
var longSma = new SimpleMovingAverage { Length = 80 };
var shortSma = new SimpleMovingAverage { Length = 10 };
// регистрируем наш тайм-фрейм
var series = new CandleSeries(typeof(TimeFrameCandle), _lkoh, _timeFrame);
// создаем торговую стратегию
_strategy = new SmaStrategy(_candleManager, series, longSma, shortSma)
{
Volume = 1,
Security = _lkoh,
Portfolio = Portfolios.SelectedPortfolio,
Connector = _trader,
};
_logManager.Sources.Add(_strategy);
//_strategy.Log += OnLog;
_strategy.PropertyChanged += OnStrategyPropertyChanged;
_candlesElem = new ChartCandleElement();
_area.Elements.Add(_candlesElem);
_longMaElem = new ChartIndicatorElement
{
Title = LocalizedStrings.Long,
Color = Colors.OrangeRed
};
_area.Elements.Add(_longMaElem);
_shortMaElem = new ChartIndicatorElement
{
Title = LocalizedStrings.Short,
Color = Colors.RoyalBlue
};
_area.Elements.Add(_shortMaElem);
var marketTime = _trader.CurrentTime;
// начинаем получать свечи за период в 5 дней
_candleManager.Start(series, DateTime.Today - TimeSpan.FromDays(5), marketTime);
_lastHistoryCandle = _timeFrame.GetCandleBounds(marketTime).Min;
Report.IsEnabled = true;
}
if (_strategy.ProcessState == ProcessStates.Stopped)
{
// запускаем процесс получения стакана, необходимый для работы алгоритма котирования
_trader.RegisterMarketDepth(_strategy.Security);
_strategy.Start();
Start.Content = LocalizedStrings.Str242;
}
else
{
_trader.UnRegisterMarketDepth(_strategy.Security);
_strategy.Stop();
Start.Content = LocalizedStrings.Str2421;
}
}
public void Draw(CandleSeries series, IEnumerable<Candle> candles)
{
if (series == null)
throw new ArgumentNullException("series");
if (candles == null)
throw new ArgumentNullException("candles");
Series = series;
_candles = candles;
//_candlesCount = 0;
var ohlcArea = new ChartArea { Height = 210 };
ChartPanel.AddArea(ohlcArea);
_candlesElem = new ChartCandleElement();
ChartPanel.AddElement(ohlcArea, _candlesElem, series);
var volumeArea = new ChartArea { Height = 130 };
ChartPanel.AddArea(volumeArea);
_volumeElem = new ChartIndicatorElement
{
IndicatorPainter = new VolumePainter(),
};
var indicator = new VolumeIndicator();
ChartPanel.AddElement(volumeArea, _volumeElem, series, indicator);
CancelButton.Visibility = Visibility.Visible;
_drawTimer.Activate();
}
private void InitChart(EMAEventModelStrategy strategy)
{
_longMA = new ExponentialMovingAverage { Length = strategy.LongMA.Length};
_shortMA = new ExponentialMovingAverage { Length = strategy.ShortMA.Length };
_filterMA = new ExponentialMovingAverage { Length = strategy.FilterMA.Length };
_area.Elements.Clear();
_candlesElem = new ChartCandleElement()
{
DownBodyColor = Color.FromRgb(133, 133, 133),
UpBodyColor = Color.FromRgb(255, 255, 255)
};
_area.Elements.Add(_candlesElem);
_longMaElem = new ChartIndicatorElement
{
Title = "LongMA",
Indicator = _longMA,
Color = Color.FromRgb(120, 199, 130)
};
_area.Elements.Add(_longMaElem);
_shortMaElem = new ChartIndicatorElement
{
Title = "ShortMA",
Indicator = _shortMA,
Color = Color.FromRgb(193, 53, 45)
};
_area.Elements.Add(_shortMaElem);
_filterMaElem = new ChartIndicatorElement
{
Title = "FilterMA",
Indicator = _filterMA,
Color = Color.FromRgb(0, 124, 207)
};
_area.Elements.Add(_filterMaElem);
_tradeElem = new ChartTradeElement()
{
BuyColor = Color.FromRgb(255, 0, 0),
SellColor = Color.FromRgb(0, 0, 255),
IsLegend = true
};
_area.Elements.Add(_tradeElem);
}
