/// <summary>
/// Loads the rule file.
/// </summary>
/// <returns></returns>
internal static FormatRules LoadRuleFile(string iniFilePath)
{
//default xml path is at the same location as the assembly
string assemblyPath = Assembly.GetAssembly(typeof(ConfigurationHelper)).Location;
assemblyPath = assemblyPath.Substring(0, assemblyPath.LastIndexOf(@"\"));
string ruleFile = assemblyPath + @"\MRIFormatRules.xml";
FormatRules rules = new FormatRules();
if (iniFilePath != null)
{
StringBuilder filePathBuffer = new StringBuilder(Win32.MAX_PATH);
Win32.GetPrivateProfileString("Format Rules", "RuleFileName", string.Empty, filePathBuffer, Win32.MAX_PATH, iniFilePath);
if (!string.IsNullOrEmpty(filePathBuffer.ToString().Trim()))
{
ruleFile = filePathBuffer.ToString().Trim();
}
try
{
rules.LoadRules(ruleFile);
}
catch (Exception e)
{
MessageBox.Show(string.Format("Rules could not be loaded.\n\n{0}", e.Message), "Error indenting code");
}
}
return(rules);
}
public CppThreeTextController()
{
FormatRules.Add(new NodeTextFormatRule(NodeType.FOR, new EditTokensFilter(FormatCommonFor)));
FormatRules.Add(new NodeTextFormatRule(NodeType.ANY, new RemoveTokensFilter(new SingleTokenPattern(TokenType.LINE_END))));
FormatRules.Add(new NodeTextFormatRule(NodeType.ANY, new RemoveTokensFilter(new SingleTokenPattern(TokenType.INPUT_OPERATOR))));
FormatRules.Add(new NodeTextFormatRule(NodeType.ANY, new RemoveTokensFilter(new SingleTokenPattern(TokenType.OUTPUT_OPERATOR))));
}
public Func <Binding, DataTemplate> GetFormatter(Column column)
{
if (formatters != null && formatters.TryGetValue(column.Name, out Func <Binding, DataTemplate> cf))
{
return(cf);
}
PropertyRoute route = column.Token.GetPropertyRoute();
if (route != null)
{
var formatter = QuerySettings.PropertyFormatters.TryGetC(route);
if (formatter != null)
{
return(formatter);
}
}
FormatterRule fr = FormatRules.Last(cfr => cfr.IsApplicable(column));
return(fr.Formatter(column));
}
public CellFormatter GetFormatter(Column column)
{
CellFormatter cf;
if (formatters != null && formatters.TryGetValue(column.Name, out cf))
{
return(cf);
}
PropertyRoute route = column.Token.GetPropertyRoute();
if (route != null)
{
var formatter = QuerySettings.PropertyFormatters.TryGetC(route);
if (formatter != null)
{
return(formatter);
}
}
var last = FormatRules.Last(cfr => cfr.IsApplyable(column));
return(last.Formatter(column));
}
/// <summary>
/// Создать <see cref="OptionDesk"/>.
/// </summary>
public OptionDesk()
{
InitializeComponent();
#region Format rules
var callColor = Color.FromArgb(255, 190, 224, 189);
var putColor = Color.FromArgb(255, 255, 190, 189);
FormatRules.Add(CallRho, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = new SolidColorBrush(callColor),
});
FormatRules.Add(CallTheta, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = new SolidColorBrush(callColor),
});
FormatRules.Add(CallVega, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = new SolidColorBrush(callColor),
});
FormatRules.Add(CallGamma, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = new SolidColorBrush(callColor),
});
FormatRules.Add(CallDelta, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = new SolidColorBrush(callColor),
});
FormatRules.Add(CallBid, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = new SolidColorBrush(callColor),
});
FormatRules.Add(CallAsk, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = new SolidColorBrush(callColor),
});
FormatRules.Add(CallTheorPrice, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = new SolidColorBrush(callColor),
});
FormatRules.Add(CallVolume, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = new SolidColorBrush(callColor),
});
FormatRules.Add(CallOpenInterest, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = new SolidColorBrush(callColor),
});
FormatRules.Add(CallSecCode, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = new SolidColorBrush(callColor),
});
FormatRules.Add(Strike, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = Brushes.LightGray,
Font = { Weight = System.Windows.FontWeights.Bold }
});
FormatRules.Add(ImpliedVolatility, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = Brushes.LightGray,
});
FormatRules.Add(HistoricalVolatility, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = Brushes.LightGray,
});
FormatRules.Add(PnL, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = Brushes.LightGray,
});
FormatRules.Add(PutSecCode, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = new SolidColorBrush(putColor),
});
FormatRules.Add(PutOpenInterest, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = new SolidColorBrush(putColor),
});
FormatRules.Add(PutVolume, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = new SolidColorBrush(putColor),
});
FormatRules.Add(PutTheorPrice, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = new SolidColorBrush(putColor),
});
FormatRules.Add(PutBid, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = new SolidColorBrush(putColor),
});
FormatRules.Add(PutAsk, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = new SolidColorBrush(putColor),
});
FormatRules.Add(PutDelta, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = new SolidColorBrush(putColor),
});
FormatRules.Add(PutGamma, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = new SolidColorBrush(putColor),
});
FormatRules.Add(PutVega, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = new SolidColorBrush(putColor),
});
FormatRules.Add(PutTheta, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = new SolidColorBrush(putColor),
});
FormatRules.Add(PutRho, new FormatRule
{
Condition = ComparisonOperator.Any,
Background = new SolidColorBrush(putColor),
});
#endregion
Options = Enumerable.Empty <Security>();
}
private void Process(IStorageRegistry storageRegistry, Security security, StorageFormats format, IMarketDataDrive drive)
{
this.GuiSync(() =>
{
_visibleEntries.Clear();
Columns.RemoveRange(_candleColumns.Values);
_candleColumns.Values.ForEach(c => FormatRules.Remove(c));
_candleColumns.Clear();
});
if (security == null)
{
return;
}
var dict = new Dictionary <DateTime, MarketDataEntry>();
drive = drive ?? storageRegistry.DefaultDrive;
var candles = new Dictionary <string, Tuple <Type, object> >();
lock (_syncObject)
{
if (_isChanged)
{
return;
}
}
foreach (var tuple in drive.GetCandleTypes(security.ToSecurityId(), format))
{
foreach (var arg in tuple.Item2)
{
var key = tuple.Item1.Name.Replace("CandleMessage", string.Empty) + " " + arg;
candles.Add(key, Tuple.Create(tuple.Item1, arg));
}
}
var candleNames = candles.Keys.ToArray();
if (candleNames.Length > 0)
{
this.GuiSync(() =>
{
foreach (var candleName in candleNames)
{
var column = new DataGridTextColumn
{
Header = candleName,
Binding = new Binding
{
Path = new PropertyPath("Candles[{0}]".Put(candleName)),
Converter = new BoolToCheckMarkConverter()
}
};
//var cbElement = new FrameworkElementFactory(typeof(CheckBox));
//var column = new DataGridTemplateColumn
//{
// Header = candle,
// CellStyle = new Style(),
// //SortMemberPath = "Candles[{0}]".Put(key)
// CellTemplate = new DataTemplate(typeof(CheckBox))
// {
// VisualTree = cbElement,
// }
//};
//var bind = new Binding { Path = new PropertyPath("Candles[{0}]".Put(candle)) };
//cbElement.SetBinding(ToggleButton.IsCheckedProperty, bind);
//cbElement.SetValue(IsHitTestVisibleProperty, false);
//cbElement.SetValue(HorizontalAlignmentProperty, HorizontalAlignment.Center);
Columns.Add(column);
_candleColumns.Add(candleName, column);
//ApplyFormatRules(column);
}
//ApplyFormatRules();
});
}
Add(dict, storageRegistry.GetTickMessageStorage(security, drive, format).Dates, candleNames, e => e.IsTick = true);
Add(dict, storageRegistry.GetQuoteMessageStorage(security, drive, format).Dates, candleNames, e => e.IsDepth = true);
Add(dict, storageRegistry.GetLevel1MessageStorage(security, drive, format).Dates, candleNames, e => e.IsLevel1 = true);
Add(dict, storageRegistry.GetOrderLogMessageStorage(security, drive, format).Dates, candleNames, e => e.IsOrderLog = true);
foreach (var c in candleNames)
{
var candleName = c;
lock (_syncObject)
{
if (_isChanged)
{
return;
}
}
var tuple = candles[candleName];
Add(dict, storageRegistry.GetCandleMessageStorage(tuple.Item1, security, tuple.Item2, drive, format).Dates, candleNames, e => e.Candles[candleName] = true);
}
if (dict.Count > 0)
{
// add gaps by working days
var emptyDays = dict.Keys.Min().Range(dict.Keys.Max(), TimeSpan.FromDays(1))
.Where(d => !dict.ContainsKey(d) /* && security.Board.WorkingTime.IsTradeDate(d, true)*/)
.OrderBy()
.ToList();
foreach (var monthGroup in emptyDays.ToArray().GroupBy(d => new DateTime(d.Year, d.Month, 1)))
{
var firstDay = monthGroup.First();
var lastDay = monthGroup.Last();
// whole month do not have any values
if (firstDay.Day == 1 && lastDay.Day == monthGroup.Key.DaysInMonth())
{
emptyDays.RemoveRange(monthGroup);
}
}
Add(dict, emptyDays, candleNames, e => { });
}
lock (_syncObject)
{
if (_isChanged)
{
return;
}
}
this.GuiSync(RefreshSort);
}
private void Process(IStorageRegistry storageRegistry, Security security, StorageFormats format, IMarketDataDrive drive)
{
this.GuiSync(() =>
{
_visibleEntries.Clear();
Columns.RemoveRange(_candleColumns.Values);
_candleColumns.Values.ForEach(c => FormatRules.Remove(c));
_candleColumns.Clear();
});
if (security == null)
{
return;
}
var dict = new Dictionary <DateTime, MarketDataEntry>();
drive = drive ?? storageRegistry.DefaultDrive;
var candles = new Dictionary <string, Tuple <Type, object> >();
lock (_syncObject)
{
if (_isChanged)
{
return;
}
}
foreach (var tuple in drive.GetCandleTypes(security.ToSecurityId(), format))
{
foreach (var arg in tuple.Item2)
{
var key = tuple.Item1.Name.Replace("Candle", string.Empty) + " " + arg;
candles.Add(key, Tuple.Create(tuple.Item1, arg));
}
}
var candleKeys = candles.Keys.ToArray();
if (candleKeys.Length > 0)
{
this.GuiSync(() =>
{
foreach (var candle in candleKeys)
{
var column = new DataGridTextColumn
{
Header = candle,
Binding = new Binding
{
Path = new PropertyPath("Candles[{0}]".Put(candle)),
Converter = new BoolToCheckMarkConverter()
}
};
//var cbElement = new FrameworkElementFactory(typeof(CheckBox));
//var column = new DataGridTemplateColumn
//{
// Header = candle,
// CellStyle = new Style(),
// //SortMemberPath = "Candles[{0}]".Put(key)
// CellTemplate = new DataTemplate(typeof(CheckBox))
// {
// VisualTree = cbElement,
// }
//};
//var bind = new Binding { Path = new PropertyPath("Candles[{0}]".Put(candle)) };
//cbElement.SetBinding(ToggleButton.IsCheckedProperty, bind);
//cbElement.SetValue(IsHitTestVisibleProperty, false);
//cbElement.SetValue(HorizontalAlignmentProperty, HorizontalAlignment.Center);
Columns.Add(column);
_candleColumns.Add(candle, column);
//ApplyFormatRules(column);
}
//ApplyFormatRules();
});
}
Add(dict, storageRegistry.GetTradeStorage(security, drive, format), candleKeys, e => e.IsTick = true);
Add(dict, storageRegistry.GetMarketDepthStorage(security, drive, format), candleKeys, e => e.IsDepth = true);
Add(dict, storageRegistry.GetLevel1MessageStorage(security, drive, format), candleKeys, e => e.IsLevel1 = true);
Add(dict, storageRegistry.GetOrderLogStorage(security, drive, format), candleKeys, e => e.IsOrderLog = true);
foreach (var candle in candleKeys)
{
lock (_syncObject)
{
if (_isChanged)
{
return;
}
}
var tuple = candles[candle];
Add(dict, storageRegistry.GetCandleStorage(tuple.Item1, security, tuple.Item2, drive, format), candleKeys, e => e.Candles[candle] = true);
}
if (dict.Count > 0)
{
// добавляем рабочие дни, которые отсутствуют в данных
var emptyDays = dict.Keys.Min().Range(dict.Keys.Max(), TimeSpan.FromDays(1))
.Where(d => security.Board.WorkingTime.IsTradeDate(d, true) && !dict.ContainsKey(d));
foreach (var batch in emptyDays.Batch(10))
{
lock (_syncObject)
{
if (_isChanged)
{
return;
}
}
TryAddEntries(dict, batch, candleKeys, e => {});
}
}
lock (_syncObject)
{
if (_isChanged)
{
return;
}
}
this.GuiSync(RefreshSort);
}
