Pierre8rTeam
86 lines
7.0 KiB
Plaintext
86 lines
7.0 KiB
Plaintext
//+------------------------------------------------------------------+
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//| EventListener.mqh |
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//| Copyright 2017, Vasiliy Sokolov, St-Petersburg, Russia |
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//| https://www.mql5.com/en/users/c-4 |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2017, Vasiliy Sokolov."
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#property link "https://www.mql5.com/en/users/c-4"
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#include <Strategy\Strategy.mqh>
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#include <Arrays\ArrayObj.mqh>
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#include "Panel.mqh"
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//+------------------------------------------------------------------+
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//| Interest rate profile |
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//+------------------------------------------------------------------+
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class CIntRate : public CStrategy
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{
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CArrayObj Symbols; // The list of symbols
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CPercentPanel Panel; // Panel for displaying the interest rate
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double BaseRate(CSymbol* fut);
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public:
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virtual void OnEvent(const MarketEvent& event);
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virtual bool OnInit();
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};
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//+-------------------------------------------------------------------+
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//| Adds required futures to calculate the interest rate profile |
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//+-------------------------------------------------------------------+
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bool CIntRate::OnInit(void)
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{
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string basis = WS.NameBasisSymbol();
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for(int i = 0; i < SymbolsTotal(false); i++)
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{
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string name = SymbolName(i, false);
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int index = StringFind(name, basis, 0);
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if(index != 0)
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continue;
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CSymbol* Fut = new CSymbol(name, Timeframe());
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if(Fut.ExpirationDate() == 0 || Fut.ExpirationDate() < TimeCurrent())
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{
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delete Fut;
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continue;
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}
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string text = "Add new symbol " + Fut.Name() + " in symbols list";
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CMessage* msg = new CMessage(MESSAGE_INFO, __FUNCTION__, text);
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Log.AddMessage(msg);
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Symbols.Add(Fut);
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}
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string text = "Total add symbols " + (string)Symbols.Total();
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CMessage* msg = new CMessage(MESSAGE_INFO, __FUNCTION__, text);
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Log.AddMessage(msg);
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if(Symbols.Total() > 0)
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{
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Panel.Show();
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| Calculates the profile and displays it in a table |
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//+------------------------------------------------------------------+
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void CIntRate::OnEvent(const MarketEvent &event)
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{
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double sec_one_day = 60*60*24; //86 400
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for(int i = 0; i < Symbols.Total(); i++)
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{
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CSymbol* Fut = Symbols.At(i);
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double brate = BaseRate(Fut);
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double days = (Fut.ExpirationDate()-TimeCurrent())/sec_one_day;
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if(Fut.Last() == 0.0)
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continue;
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double per = (Fut.Last() - brate)/brate*100.0;
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double per_in_year = per/days*365;
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Panel.SetLine(i, Fut.Name() + " " + DoubleToString(days, 0) + " Days:", DoubleToString(per_in_year, 2)+"%");
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}
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}
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//+------------------------------------------------------------------+
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//| Returns the spot quote of the futures |
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//+------------------------------------------------------------------+
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double CIntRate::BaseRate(CSymbol* fut)
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{
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string name = fut.NameBasisSymbol();
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if(StringFind(name, "Si", 0) == 0)
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return SymbolInfoDouble("USDRUB_TOD", SYMBOL_LAST)*fut.ContractSize();
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return SymbolInfoDouble(name, SYMBOL_LAST)*fut.ContractSize();
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}
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//+------------------------------------------------------------------+
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