public bool Calculate()
{
if (Exchange == null)
{
LogManager.Default.Error("Exchange not specified");
return(false);
}
if (!Exchange.Connect())
{
LogManager.Default.Error("Exchange not connected");
return(false);
}
foreach (string baseCurr in BaseCurrencies)
{
List <Ticker> tickers = Exchange.Tickers.Where(t => t.BaseCurrency == baseCurr && (MarketCurrencies == null || MarketCurrencies.Contains(t.MarketCurrency))).ToList();
foreach (Ticker ticker in tickers)
{
TickerTradeHistoryInfo tradeInfo = DownloadItem(ticker);
if (tradeInfo == null)
{
continue;
}
Result.Add(tradeInfo);
Items.Add(tradeInfo);
RaiseTickerAdded(tradeInfo);
}
}
return(true);
}
protected void RaiseTickerAdded(TickerTradeHistoryInfo info)
{
if (TickerAdded != null)
{
TickerAdded(this, new TickerTradeHistoryInfoEventArgs()
{
Info = info
});
}
}
public TickerTradeHistoryInfo DownloadItem(Ticker ticker)
{
SimulationStrategyDataProvider provider = new SimulationStrategyDataProvider();
provider.DownloadProgressChanged += DownloadProgressChanged;
TickerInputInfo info = new TickerInputInfo()
{
Exchange = ticker.Exchange.Type, KlineIntervalMin = 5, Ticker = ticker, TickerName = ticker.Name
};
ResizeableArray <CandleStickData> kline = provider.DownloadCandleStickData(info);
if (kline == null)
{
LogManager.Default.Error("Cannot download candlesticks for " + ticker.Name);
return(null);
}
LogManager.Default.Success("Downloaded candlesticks for " + ticker.Name);
ticker.CandleStickData.AddRange(kline);
ResizeableArray <TradeInfoItem> trades = provider.DownloadTradeHistory(info, ticker.CandleStickData.First().Time);
if (trades == null)
{
LogManager.Default.Error("Cannot download trade history for " + ticker.Name);
return(null);
}
LogManager.Default.Success("Downloaded trade history for " + ticker.Name);
ticker.TradeHistory.AddRange(trades);
TickerTradeHistoryInfo tradeInfo = new TickerTradeHistoryInfo()
{
Ticker = ticker
};
tradeInfo.HistogrammIntervalSec = HistogrammIntervalSec;
return(tradeInfo);
}
