private void movePlot(XYPlot plotToMove, XYPlot plotMoveTo)
{
int indexToMove = -1;
int indexMoveTo = -1;
for (int i = 0; i < TotalXYPlots; i++)
{
if (XYPlots[i] == plotToMove)
{
indexToMove = i;
}
else if (XYPlots[i] == plotMoveTo)
{
indexMoveTo = i;
}
}
if (indexToMove >= 0 && indexMoveTo >= 0 && indexToMove != indexMoveTo)
{
XYPlots.RemoveAt(indexToMove);
XYPlots.Insert(indexMoveTo, plotToMove);
XYPlotViewStruct s = PlotViewSetting.PlotViewStructList[indexToMove];
PlotViewSetting.PlotViewStructList.RemoveAt(indexToMove);
PlotViewSetting.PlotViewStructList.Insert(indexMoveTo, s);
}
this.Invalidate();
}
public static void Main(string[] args)
{
// Getting the time series
TimeSeries series = CsvTradesLoader.loadBitstampSeries();
// Building the trading strategy
Strategy strategy = MovingMomentumStrategy.buildStrategy(series);
/// <summary>
/// Building chart datasets
/// </summary>
TimeSeriesCollection dataset = new TimeSeriesCollection();
dataset.addSeries(buildChartTimeSeries(series, new ClosePriceIndicator(series), "Bitstamp Bitcoin (BTC)"));
/// <summary>
/// Creating the chart
/// </summary>
JFreeChart chart = ChartFactory.createTimeSeriesChart("Bitstamp BTC", "Date", "Price", dataset, true, true, false); // generate URLs? - generate tooltips? - create legend? - data - y-axis label - x-axis label - title
XYPlot plot = (XYPlot)chart.Plot;
DateAxis axis = (DateAxis)plot.DomainAxis;
axis.DateFormatOverride = new SimpleDateFormat("MM-dd HH:mm");
/// <summary>
/// Running the strategy and adding the buy and sell signals to plot
/// </summary>
addBuySellSignals(series, strategy, plot);
/// <summary>
/// Displaying the chart
/// </summary>
displayChart(chart);
}
/// <summary>
/// Create the chart using the data.
/// </summary>
private JFreeChart createChart(DefaultTableXYDataset dataset)
{
string xlabel = "Surface Area (ACRE)";
if (__type.Equals("Seepage"))
{
xlabel = "Seepage (AF/M)";
}
JFreeChart chart = ChartFactory.createXYLineChart("Reservoir Content/" + __type + " Curve", xlabel, "Content (ACFT)", dataset, PlotOrientation.VERTICAL, false, true, false);
chart.addSubtitle(new TextTitle(__res.getID() + " (" + __res.getName() + ")"));
//TextTitle source = new TextTitle("Source: rgtTW.res");
//source.setFont(new Font("SansSerif", Font.PLAIN, 10));
//source.setPosition(RectangleEdge.BOTTOM);
//source.setHorizontalAlignment(HorizontalAlignment.RIGHT);
//chart.addSubtitle(source);
chart.setBackgroundPaint(Color.WHITE);
XYPlot plot = (XYPlot)chart.getPlot();
plot.setBackgroundPaint(Color.white);
plot.setRangeGridlinePaint(Color.lightGray);
NumberAxis rangeAxis = (NumberAxis)plot.getRangeAxis();
rangeAxis.setStandardTickUnits(NumberAxis.createIntegerTickUnits());
return(chart);
}
private void deletePlotToolStripMenuItem_Click(object sender, EventArgs e)
{
Point location = this.PtMouseStart;
XYPlot xyPlot = GetXYPlot(location);
if (xyPlot != null)
{
deletePlot(xyPlot);
}
}
private void XYPlotCtrl_MouseWheel(object sender, MouseEventArgs e)
{
int delta = e.Delta;
Point pt = new Point(e.Location.X, e.Location.Y);
XYPlot xyPlot = GetXYPlot(pt);
if (xyPlot != null)
{
xyPlot.Zoom(delta);
this.Invalidate();
}
}
public virtual XYPlot GetXYPlot(Point pt)
{
XYPlot xyPlot = null;
Rectangle rect = new Rectangle(XYPlot1.Location, XYPlot1.Size);
if (rect.Contains(pt))
{
xyPlot = XYPlot1;
}
return(xyPlot);
}
public void SetPlotType(PlotType plotType)
{
switch (plotType)
{
case PlotType.XYPlotTimeDepth:
XYPlot1 = new XYPlotTimeDepth(null, this, ClientRectangle);
break;
default:
XYPlot1 = new XYPlot(null, this, ClientRectangle);
break;
}
}
public static void Main(string[] args)
{
/// <summary>
/// Getting time series
/// </summary>
TimeSeries series = CsvTradesLoader.loadBitstampSeries().subseries(0, Period.hours(6));
/// <summary>
/// Creating the OHLC dataset
/// </summary>
OHLCDataset ohlcDataset = createOHLCDataset(series);
/// <summary>
/// Creating the additional dataset
/// </summary>
TimeSeriesCollection xyDataset = createAdditionalDataset(series);
/// <summary>
/// Creating the chart
/// </summary>
JFreeChart chart = ChartFactory.createCandlestickChart("Bitstamp BTC price", "Time", "USD", ohlcDataset, true);
// Candlestick rendering
CandlestickRenderer renderer = new CandlestickRenderer();
renderer.AutoWidthMethod = CandlestickRenderer.WIDTHMETHOD_SMALLEST;
XYPlot plot = chart.XYPlot;
plot.Renderer = renderer;
// Additional dataset
int index = 1;
plot.setDataset(index, xyDataset);
plot.mapDatasetToRangeAxis(index, 0);
XYLineAndShapeRenderer renderer2 = new XYLineAndShapeRenderer(true, false);
renderer2.setSeriesPaint(index, Color.blue);
plot.setRenderer(index, renderer2);
// Misc
plot.RangeGridlinePaint = Color.lightGray;
plot.BackgroundPaint = Color.white;
NumberAxis numberAxis = (NumberAxis)plot.RangeAxis;
numberAxis.AutoRangeIncludesZero = false;
plot.DatasetRenderingOrder = DatasetRenderingOrder.FORWARD;
/// <summary>
/// Displaying the chart
/// </summary>
displayChart(chart);
}
private void toolStripMenuItemPlotProperty_Click(object sender, EventArgs e)
{
Point location = this.PtMouseStart;
XYPlot xyPlot = GetXYPlot(location);
if (xyPlot != null)
{
xyPlot.SetPlotTitle();
XYPlotSettingDlg dlg = new XYPlotSettingDlg(xyPlot.XYPlotSettings, xyPlot);
dlg.InitialDialog();
if (dlg.ShowDialog() == DialogResult.OK)
{
}
}
}
public virtual XYPlot GetXYPlot(Point pt)
{
XYPlot xyPlot = null;
foreach (XYPlot plot in XYPlots)
{
//if (plot.Visible == true)
{
Rectangle rect = new Rectangle(plot.Location, plot.Size);
if (rect.Contains(pt))
{
xyPlot = plot;
}
}
}
return(xyPlot);
}
// private methods
private XYPlot addPlot(String name)
{
XYPlot xyPlot1 = new XYPlot(null, this, ClientRectangle);
xyPlot1.Name = newPlotName(name);
xyPlot1.Visible = true;
xyPlot1.XYPlotSettings.PlotName = xyPlot1.Name;
XYPlots.Add(xyPlot1);
double width = PlotViewSetting.AverageWidth;
XYPlotViewStruct s = new XYPlotViewStruct(xyPlot1.XYPlotSettings, width, xyPlot1.Visible);
PlotViewSetting.PlotViewStructList.Add(s);
SubscribePlotEvents(xyPlot1);
this.Invalidate();
return(xyPlot1);
}
private void deletePlot(XYPlot xyPlot)
{
int index = -1;
for (int i = 0; i < TotalXYPlots; i++)
{
if (XYPlots[i] == xyPlot)
{
index = i;
break;
}
}
if (index >= 0)
{
XYPlots.RemoveAt(index);
PlotViewSetting.PlotViewStructList.RemoveAt(index);
}
this.Invalidate();
}
protected void OnViewYChanged(object sender, XYPlotEventArgs e)
{
XYPlot plot = (XYPlot)sender;
if (plot == null)
{
return;
}
double minView = plot.XYPlotSettings.YAxis.ViewMin;
double maxView = plot.XYPlotSettings.YAxis.ViewMax;
foreach (XYPlot xyplot in XYPlots)
{
if (xyplot.ZoomY == false)
{
continue;
}
xyplot.XYPlotSettings.YAxis.ViewMin = minView;
xyplot.XYPlotSettings.YAxis.ViewMax = maxView;
}
}
/// <summary>
/// Runs a strategy over a time series and adds the value markers
/// corresponding to buy/sell signals to the plot. </summary>
/// <param name="series"> a time series </param>
/// <param name="strategy"> a trading strategy </param>
/// <param name="plot"> the plot </param>
private static void addBuySellSignals(TimeSeries series, Strategy strategy, XYPlot plot)
{
// Running the strategy
IList <Trade> trades = series.run(strategy).Trades;
// Adding markers to plot
foreach (Trade trade in trades)
{
// Buy signal
double buySignalTickTime = (new Minute(series.getTick(trade.Entry.Index).EndTime.toDate())).FirstMillisecond;
Marker buyMarker = new ValueMarker(buySignalTickTime);
buyMarker.Paint = Color.GREEN;
buyMarker.Label = "B";
plot.addDomainMarker(buyMarker);
// Sell signal
double sellSignalTickTime = (new Minute(series.getTick(trade.Exit.Index).EndTime.toDate())).FirstMillisecond;
Marker sellMarker = new ValueMarker(sellSignalTickTime);
sellMarker.Paint = Color.RED;
sellMarker.Label = "S";
plot.addDomainMarker(sellMarker);
}
}
private void XYPlotCtrl_MouseMove(object sender, MouseEventArgs e)
{
Point ptCurrent = e.Location;
if (ptCurrent == PtMouseStart)
{
return;
}
//if (Math.Abs(ptCurrent.X - PtMouseStart.X) <= 2 &&
// Math.Abs(ptCurrent.Y - PtMouseStart.Y) <= 2) return;
PlotViewMouseMode mouseMode = MouseMode;
if (Control.ModifierKeys == Keys.Shift)
{
mouseMode = PlotViewMouseMode.Zoom;
}
else if (Control.ModifierKeys == Keys.Control)
{
mouseMode = PlotViewMouseMode.Pan;
}
// Check if the left mouse button is pressed.
if (e.Button == MouseButtons.Left)
{
switch (mouseMode)
{
case PlotViewMouseMode.Zoom:
// erase previous rectangle
DrawReversibleRectangle(PtMouseStart, PtMouseEnd);
// draw new rectangle
DrawReversibleRectangle(PtMouseStart, ptCurrent);
break;
case PlotViewMouseMode.Pan:
// erase previous rectangle
//DrawReversibleRectangle(PtMouseStart, PtMouseEnd);
DrawReversibleLine(PtMouseStart, PtMouseEnd);
// draw new rectangle
//DrawReversibleRectangle(PtMouseStart, ptCurrent);
DrawReversibleLine(PtMouseStart, ptCurrent);
break;
case PlotViewMouseMode.Select:
// erase previous rectangle
DrawReversibleRectangle(PtMouseStart, PtMouseEnd);
// draw new rectangle
DrawReversibleRectangle(PtMouseStart, ptCurrent);
break;
case PlotViewMouseMode.None:
XYPlot xyPlot = GetXYPlot(PtMouseStart);
if (xyPlot != null)
{
// erase previous cross lines
DrawReversibleCrossLines(PtMouseEnd);
// draw new cross lines
DrawReversibleCrossLines(ptCurrent);
}
break;
default:
break;
}
}
PtMouseEnd = ptCurrent;
}
public XYPlotCtrl()
{
InitializeComponent();
XYPlot1 = new XYPlot(null, this, ClientRectangle);
}
// context menu
private void toolStripMenuItemAddPlot_Click(object sender, EventArgs e)
{
XYPlot xyPlot = addPlot("Test");
}
private void XYPlotCtrl_MouseUp(object sender, MouseEventArgs e)
{
//using (new WaitCursor())
{
PlotViewMouseMode mouseMode = MouseMode;
if (Control.ModifierKeys == Keys.Shift)
{
mouseMode = PlotViewMouseMode.Zoom;
}
else if (Control.ModifierKeys == Keys.Control)
{
mouseMode = PlotViewMouseMode.Pan;
}
if (e.Button == MouseButtons.Left)
{
PtMouseEnd = e.Location;
XYPlot xyPlot = GetXYPlot(PtMouseStart);
if (xyPlot != null)
{
switch (mouseMode)
{
case PlotViewMouseMode.Zoom:
if (PtMouseStart != Point.Empty)
{
xyPlot.Zoom(PtMouseStart, PtMouseEnd);
DrawReversibleRectangle(PtMouseStart, PtMouseEnd);
this.Invalidate();
}
break;
case PlotViewMouseMode.Pan:
if (PtMouseStart != Point.Empty)
{
xyPlot.Pan(PtMouseStart, PtMouseEnd);
//DrawReversibleRectangle(PtMouseStart, PtMouseEnd);
DrawReversibleLine(PtMouseStart, PtMouseEnd);
this.Invalidate();
}
break;
//case PlotViewMouseMode.Select:
// Select(xyPlot, PtMouseStart, PtMouseEnd);
// DrawReversibleRectangle(PtMouseStart, PtMouseEnd);
// this.Invalidate();
// break;
case PlotViewMouseMode.None:
DrawReversibleCrossLines(PtMouseEnd);
break;
default:
break;
}
}
PtMouseStart = Point.Empty;
PtMouseEnd = Point.Empty;
}
}
}
// plot related events, used to change view limits together
protected void SubscribePlotEvents(XYPlot plot)
{
plot.ViewXChanged += new XYPlotEvent(OnViewXChanged);
plot.ViewYChanged += new XYPlotEvent(OnViewYChanged);
}