public override void OnBar(string symbolCode, TimeFrame timeFrame, TimedBar bar)
{
if (i++ % 111 == 0)
{
l.LogInformation($"{this.GetType().Name} [{timeFrame.Name}] {symbolCode} {bar}");
}
}
public override void OnBar(string symbolCode, TimeFrame timeFrame, TimedBar bar)
{
if (i++ % 4810 == 0)
{
Console.WriteLine($"{this.GetType().Name} [{timeFrame.Name}] {symbolCode} {bar}");
}
}
//protected virtual void UpdateDesiredSubscriptions()
//{
// // Disabled for now
// //this.DesiredSubscriptions = new List<MarketDataSubscription>()
// //{
// // new MarketDataSubscription(this.Template.Symbol, Template.TimeFrame)
// // //new MarketDataSubscription(this.Config.Symbol, "t1")
// //};
//}
//protected void OnSimulationTickFinished()
//{
// //logger.LogInformation("bot OnSimulationTickFinished " + (Market as BacktestMarket).SimulationTime);
// Evaluate();
//}
//long i = 0;
public override void OnBar(string symbolCode, TimeFrame timeFrame, TimedBar bar)
{
if (bar.IsValid)
{
Console.WriteLine("OnBar: " + bar);
Evaluate();
}
//if (i++ % 48 == 0)
//{
// Console.WriteLine($"{this.GetType().Name} [{timeFrame.Name}] {symbolCode} {bar}");
//}
}
private async void barHandler(TimedBar bar)
{
try
{
OnBar(MarketSeries.SymbolCode, MarketSeries.TimeFrame, bar);
}
catch (Exception ex)
{
this.FaultException = ex;
MarketSeries.Bar += barHandler;
await this.OnFault(ex).ConfigureAwait(false);
}
}
private void TickToMinuteBar(string symbolCode, TimedBar bar)
{
lock (TickToMinuteBarLock)
{
//var bar = tickToMinuteBars[symbolCode];
if (!bar.IsValid)
{
return;
}
GetMarketSeriesInternal(symbolCode, TimeFrame.m1).OnBar(bar, true);
tickToMinuteBars[symbolCode] = TimedBar.Invalid;
}
}
public override void OnBar(string symbolCode, TimeFrame timeFrame, TimedBar bar)
{
//if (indicator.MarketSeries == null)
//{
// indicator.MarketSeries = Market.Data.LiveDataSources.GetMarketSeries("XAUUSD", TimeFrame.h1);
//}
indicator.CalculateIndex(indicator.MarketSeries.Count - 1);
if (i++ % 111 == 0)
{
Console.WriteLine($"{indicator.ToString()} h:{indicator.Top.LastValue} m:{indicator.Middle.LastValue} l:{indicator.Bottom.LastValue}");
//Console.WriteLine($"{this.GetType().Name} [{timeFrame.Name}] {symbolCode} {bar}");
}
}
private void MarketSeries_Bar(TimedBar obj)
{
//Console.WriteLine("[bar] " + obj);
Evaluate();
}
// Hardcoded to Bid prices
// Move elsewhere, potentially reuse?
private void TickToMinuteHandler(SymbolTick tick)
{
if (!tick.Time.IsSameMinute(ServerTimeFromTick) && tick.Time < serverTickToMinuteTime)
{
logger.LogWarning($"[TICK] Got old {tick.Symbol} tick for time {tick.Time} when server tick to minute time is {serverTickToMinuteTime} and server time from tick is {ServerTimeFromTick}");
}
if (tick.Time > ServerTimeFromTick)
{
ServerTimeFromTick = tick.Time; // May trigger a bar from previous minute, for all symbols, after a delay (to wait for remaining ticks to come in)
}
TimedBar bar = tickToMinuteBars.TryGetValue(tick.Symbol, TimedBar.Invalid);
if (bar.IsValid && !bar.OpenTime.IsSameMinute(tick.Time))
{
// Immediately Trigger a finished bar even after starting the timer above.
TickToMinuteBar(tick.Symbol, bar);
bar = TimedBar.Invalid;
}
if (!bar.IsValid)
{
var minuteBarOpen = new DateTime(tick.Time.Year, tick.Time.Month, tick.Time.Day, tick.Time.Hour, tick.Time.Minute, 0);
bar = new TimedBar(minuteBarOpen);
}
if (!double.IsNaN(tick.Bid))
{
if (double.IsNaN(bar.Open))
{
bar.Open = tick.Bid;
}
bar.Close = tick.Bid;
if (double.IsNaN(bar.High) || bar.High < tick.Bid)
{
bar.High = tick.Bid;
}
if (double.IsNaN(bar.Low) || bar.Low > tick.Bid)
{
bar.Low = tick.Bid;
}
}
if (double.IsNaN(bar.Volume)) // REVIEW - is this correct for volume?
{
bar.Volume = 1;
}
else
{
bar.Volume++;
}
if (tickToMinuteBars.ContainsKey(tick.Symbol))
{
tickToMinuteBars[tick.Symbol] = bar;
}
else
{
tickToMinuteBars.Add(tick.Symbol, bar);
}
}