/// <summary>
/// MainWindow constructor, create chart ViewModels setup ObservableCollections for View binding
/// </summary>
/// <param name="dbuilder">DataBuilder object, data source for charts</param>
public MainWindowViewModel(DataBuilder dbuilder)
{
DBuilder = dbuilder;
// candlestick and volume charts
int nseries = 30; // number of data points in candlestick and volume
CSChartVM = new ViewModelCandleStickChart(DBuilder.OHLC[0], nseries);
CSOpenCloseUp = CSChartVM.CSOpenCloseUp;
CSOpenCloseDown = CSChartVM.CSOpenCloseDown;
CSHighLowUp = CSChartVM.CSHighLowUp;
CSHighLowDown = CSChartVM.CSHighLowDown;
VolumeChartVM = new ViewModelVolumeChart(DBuilder.Volume[0], nseries);
BidVolume = VolumeChartVM.VBid;
AskVolume = VolumeChartVM.VAsk;
TradedVolume = VolumeChartVM.VTraded;
CSXAxisMax = CSChartVM.SDataCount + 1; // axis
CSLabelFormatter = CSChartVM.XAxisLabelFormatter; // label formatter
// bid ask trade value distribution charts
BidVDChartVM = new ViewModelValueDistChart <DataTMValueDistribution>(DBuilder.TFAnalytics.BidVolumeDist[0], "vertical", "negative");
AskVDChartVM = new ViewModelValueDistChart <DataTMValueDistribution>(DBuilder.TFAnalytics.AskVolumeDist[0], "vertical");
TradedVDChartVM = new ViewModelValueDistChart <DataTMValueDistribution>(DBuilder.TFAnalytics.TradedVolumeDist[0], "vertical", "negative");
BidVDist = BidVDChartVM.ValueDist;
AskVDist = AskVDChartVM.ValueDist;
TradedVDist = TradedVDChartVM.ValueDist;
BATVDistYAxisMin = BATVDistYAxisMax = 0; // axis
LabelFormatterEmpty = (d0) => ""; // label formatter empty
LabelFormatterAbs = (d0) => Math.Abs(d0).ToString(); // label formmatter absolute value
// price range, volume total value distribution charts
PriceRDChartVM = new ViewModelValueDistChart <DataTMValueRangeDistribution>(DBuilder.TFAnalytics.PriceRangeDist[0]);
VolumeTDChartVM = new ViewModelValueDistChart <DataTMValueTotalDistribution>(DBuilder.TFAnalytics.VolumeTotalDist[0]);
PriceRDist = PriceRDChartVM.ValueDist;
VolumeTDist = VolumeTDChartVM.ValueDist;
// quotes text display
QuotesTextVM = new ViewModelQuotesText(DBuilder.Current);
QuotesTextStr = QuotesTextVM.TextStr;
// vwap text display
VWAPTextVM = new ViewModelVWAPText(DBuilder.TFAnalytics.VWAP);
VWAPTextStr = VWAPTextVM.TextStr;
// add data source selection buttons each set of charts
ButtonsVM = new ViewModelButtonsSelect();
ButtonsVM.AddSrcDS("OHLCVolume", DBuilder.OHLC, "View OHLC Volume: ");
ButtonsVM.AddSrcDS("BATVDist", DBuilder.TFAnalytics.BidVolumeDist);
ButtonsVM.AddSrcDS("PriceRDist", DBuilder.TFAnalytics.PriceRangeDist);
ButtonsVM.AddSrcDS("VolumeTDist", DBuilder.TFAnalytics.VolumeTotalDist);
ButtonsVM.AddSrcString("SimControl",
new Collection <string> {
"PauseContinueSim", "Forward"
},
new Collection <string> {
"Pause / Continue Simulation", "Run simulation forward [input] number of prints in background"
});
ButtonsBind = ButtonsVM.BtnBind;
BtnsSimControlVisibility = System.Windows.Visibility.Hidden;
// selection button click command handler
ButtonsClick = new RelayCommand(SelectSourceCommand);
}
public App()
{
// initialize DataFeedSimulator and DataBuilder objects
// change simulator to datafeed api to handle real-time data
DataFeedSim = new DataFeedSimulator();
DBuilder = new DataBuilder();
// build TimeSeries OHLC and Volume with different time settings
DBuilder.NewTimeSeriesOHLCVolume(1);
DBuilder.NewTimeSeriesOHLCVolume(5);
DBuilder.NewTimeSeriesOHLCVolume(10);
DBuilder.NewTimeSeriesOHLCVolume(17);
DBuilder.NewTimeSeriesOHLCVolume(30);
DBuilder.NewTimeSeriesOHLCVolume(60);
// create TimeFrame with default time and value settings.
// it would greatly enhance the application to handle dynamic
// data object construction from user input
DBuilder.NewTimeFrameAnalytics();
// create GUI window
MWindow = new MainWindow(new MainWindowViewModel(DBuilder));
// add event listeners
DataFeedSim.PrintUpdate += DBuilder.HandlePrintUpdate; // DataBuilder listen to new prints event from DataFeed Simulator
DBuilder.DataUpdate += MWindow.VM.HandleDataUpdate; // on data update, update GUI
MWindow.VM.SimControlEvent += HandleSimControlClick; // on SimControl button click event, DataFeed responding accordingly
MWindow.WindowClosed += HandleWindowClosed; // add window close, app shutdown to main window closed event
DataFeedSim.EndofDataFile += EndofDataFileDialog; // end of data file dialog on DataFeedSimulator end of data file event
// file paths
string data_dir = Path.Combine(Path.GetDirectoryName(Assembly.GetExecutingAssembly().Location), @"Data\");
string zip_path = Path.Combine(data_dir, @"trade_data.zip");
string csv_path = Path.Combine(data_dir, @"trade_data.csv");
if (!File.Exists(csv_path))
{
// if data csv file does not exist, check if data zip file exist and extract
if (File.Exists(zip_path))
{
ZipFile.ExtractToDirectory(zip_path, data_dir);
}
else
{
MessageBox.Show(string.Format("Please ensure the following directory contains either trade_data.csv or trade_data.zip. A sample trade_data.zip is found in `SolutionDir\\Data`\n {0}\n\nApplication will shutdown after message box close.", data_dir),
"Can Not Find Data File");
}
}
// start simulation if data csv file exist, otherwise shutdown
if (File.Exists(csv_path))
{
MWindow.Show();
DataFeedSim.SetDataFile(csv_path);
DataFeedSim.StartSimulation();
}
else
{
Application.Current.Shutdown();
}
}
