public Simulation(ref OpenRatesBlotter ORBlotter, ref OpenSettingsBlotter OSBlotter, ref Archive ARCHIVE, ref Account ACCOUNT, ref DataBase DATABASE)
{
ANALYSIS = new Analysis(ref ARCHIVE, ref ACCOUNT);
this.ARCHIVE = ARCHIVE;
this.OSBlotter = OSBlotter;
this.ORBlotter = ORBlotter;
this.ACCOUNT = ACCOUNT;
this.DATABASE = DATABASE;
}
public bool AlternateProduct(OpenRatesBlotter ORBlotter, TimeFrame TFrame, int count, string product, ref int shift, ref int shiftAlternative, int maxShift, ref string alternative, ref string counterAlternative)
{
List <string> LSProd = ARCHIVE.GetProducts();
int iLCPCount = ARCHIVE.GetDATACount(TFrame, product);
int iLastPoints = count;
int iStartIdx = iLCPCount - iLastPoints;
Rates RATE = ORBlotter.Get(product);
int iDecimals = RATE.Decimals;
double dBestCompare = double.MinValue;
double dWorstCompare = double.MaxValue;
alternative = counterAlternative = "";
foreach (string sP in LSProd)
{
if (sP == product)
{
continue;
}
Rates RATESecond = ORBlotter.Get(sP);
int iDecimalsSecond = RATESecond.Decimals;
int iLCPCountSecondary = ARCHIVE.GetDATACount(TFrame, sP);
List <ChartPoint> LCPPrimary = ARCHIVE.GetDATA(TFrame, product, iStartIdx, iLastPoints);
List <ChartPoint> LCPSecondary = ARCHIVE.GetDATA(TFrame, sP, iLCPCountSecondary - iLastPoints, iLastPoints);
int iShift = 0;
double dCompaison = this.CompareCharts(LCPPrimary, LCPSecondary, iDecimals, iDecimalsSecond, maxShift, ref iShift);
if (dCompaison > dBestCompare)
{
dBestCompare = dCompaison;
alternative = sP;
shift = iShift;
}
if (dCompaison < dWorstCompare)
{
dWorstCompare = dCompaison;
counterAlternative = sP;
shiftAlternative = iShift;
}
}
if (shift != 0 || alternative == "" || counterAlternative == "")
{
return(false);
}
else
{
return(true);
}
}
public void Update(OpenRatesBlotter ORBlotter)
{
List <Rates> LRATES = ORBlotter.GetData;
int count = LRATES.Count;
DATA.Clear();
for (int i = 0; i < count; i++)
{
DATA.Add(LRATES[i].CCY_Pair, CEDC_Configuration.GetProductSetting(TOKEN, LRATES[i].CCY_Pair));
}
}
public AutoTreader(ref Archive ARCHIVE, ref OpenRatesBlotter ORBlotter, ref OpenDealsBlotter ODBlotter, ref OpenSettingsBlotter OSBlotter, ref Account ACCOUNT)
{
this.ARCHIVE = ARCHIVE;
this.ODBlotter = ODBlotter;
this.ORBlotter = ORBlotter;
this.OSBlotter = OSBlotter;
this.ACCOUNT = ACCOUNT;
this.ANALYSIS = new Analysis(ref ARCHIVE, ref ACCOUNT);
foreach (TimeFrame TFrame in ARCHIVE.LTFrames)
{
DATA.Add(TFrame, new ConcurrentDictionary <string, ChartPointPredition>());
}
}
public Form1()
{
DATABASE = new DataBase(USERID);
ACCOUNT = DATABASE.Load_Account(USERID);
if (ACCOUNT == null)
{
ACCOUNT = new Account();
}
CEDA_Authentyficator.ApplicationName = APPNAME;
CEDA_Authentyficator.IPAddress = "demorates.efxnow.com";// "87.205.102.39";
CEDA_Authentyficator.Language = "English";
CEDA_Authentyficator.MachineName = "EUROCOM";
this.StartConnection();
InitializeComponent();
PSBlotter = new ProductsSettingsBlotter(TOKEN);
ODBlotter = new OpenDealsBlotter(TOKEN, USERID);
ORBlotter = new OpenRatesBlotter();
this.SendString(TOKEN + "\r");
this.UpdateDeals();
this.UpdateAccount();
TimrStartup.Enabled = true;
}
public List <string> GetLiquids(List <string> LSProducts, OpenRatesBlotter ORBlotter, double minPercentage, int deep, double spreadFactor, TimeFrame TFrame)
{
List <string> LSLiquidProducts = new List <string>();
foreach (string product in ARCHIVE.GetProducts())
{
Rates RATE = ORBlotter.Get(product);
int iMinutesFrame = ABBREVIATIONS.ToMinutes(TFrame);
List <ChartPoint> LCPoints = ARCHIVE.GetDATA(TFrame, product);
DateTime DTLast100 = ABBREVIATIONS.GreenwichMeanTime.AddMinutes(-deep * iMinutesFrame);
List <ChartPoint> LCPLast100 = (from CP in LCPoints where CP.Time > DTLast100 select CP).ToList();
if (this.LiquidPercentage(LCPLast100, RATE, spreadFactor) > minPercentage)
{
LSLiquidProducts.Add(product);
}
}
return(LSLiquidProducts);
}
public bool Rates(List <string> SLDecodedData, ref OpenRatesBlotter ORBlotter)
{
Thread.CurrentThread.CurrentCulture = new CultureInfo("en-GB");
bool ResponseRecived = false;
int count = SLDecodedData.Count;
int KEY = -1;
bool BlockFound = false;
bool UpdateFound = false;
int position = -1;
int i;
for (i = 0; i < count; i++)
{
string PART = SLDecodedData[i];
int length = PART.Length;
BlockFound = false;
UpdateFound = false;
if (PART.Contains("BUP") || PART.Contains("DEAL") || PART.Contains("ORD"))
{
}
if ((position = PART.IndexOf("\r")) >= 0)
{
PART = PART.Substring(position + 1, length - (position + 1));
length = PART.Length;
ResponseRecived = true;
}
if (length == 0)
{
continue;
}
if (!(PART.Contains("/") && length == 7) && (PART[0] == 'S' || PART[0] == '$' || PART[0] == 'R')) //Delimiters !PART.Contains("/") &&
{
string SUB = PART.Substring(1, length - 1);
int CCY_Token = int.Parse(SUB);
if (PART.Contains("R"))
{
UpdateFound = true;
}
else
{
BlockFound = true;
}
KEY = CCY_Token;
}
if (BlockFound)
{
if (SLDecodedData.Count <= (i + 9))
{
break;
}
Rates RATE = new AsmodatForexEngineAPI.Rates();
RATE.CCY_Token = KEY;
RATE.CCY_Pair = SLDecodedData[i + 1];
RATE.BID = double.Parse(SLDecodedData[i + 2]);
RATE.ASK = double.Parse(SLDecodedData[i + 3]);
RATE.HIGH = double.Parse(SLDecodedData[i + 4]);
RATE.LOW = double.Parse(SLDecodedData[i + 5]);
RATE.Dealable = false;
RATE.American = false;
if (SLDecodedData[i + 6] == "D")
{
RATE.Dealable = true;
}
if (SLDecodedData[i + 7] == "A")
{
RATE.American = true;
}
RATE.Decimals = int.Parse(SLDecodedData[i + 8]);
RATE.CLOSE = double.Parse(SLDecodedData[i + 9]);
ORBlotter.Add(RATE);
i += 9;
}
else if (UpdateFound)
{
if (SLDecodedData.Count <= (i + 4))
{
break;
}
double BID = double.Parse(SLDecodedData[i + 1]);
double ASK = double.Parse(SLDecodedData[i + 2]);
bool Dealable = false;
if (SLDecodedData[i + 3] == "D")
{
Dealable = true;
}
DateTime Time;
try
{
Time = DateTime.ParseExact(SLDecodedData[i + 4], "MM/dd/yyyy HH:mm:ss", null);// "02/06/2014 11:39:01"
}
catch
{
try
{
Time = DateTime.ParseExact(SLDecodedData[i + 9], "MM/dd/yyyy HH:mm:ss", null);// "02/06/2014 11:39:01"
}
catch
{
i += 1;
break;
}
}
Rates RATE = ORBlotter.Get(KEY);
RATE.BID = BID;
RATE.ASK = ASK;
RATE.Dealable = Dealable;
RATE.Time = Time;
ORBlotter.Add(RATE);
i += 4;
}
}
return(ResponseRecived);
}
