示例#1
0
 /// <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);
 }
示例#2
0
        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);
        }
示例#3
0
        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;
            }
        }
示例#4
0
        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;
            }
        }
示例#5
0
        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;
            }
        }