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refactoring
This commit is contained in:
@@ -2,379 +2,371 @@
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// These are minimal implementations for unit testing purposes only
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using System.Drawing;
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using TradingPlatform.BusinessLayer.Chart;
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namespace TradingPlatform.BusinessLayer
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{
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using TradingPlatform.BusinessLayer.Chart;
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namespace Chart
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{
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/// <summary>
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/// Coordinates converter interface
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/// </summary>
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public interface IChartWindowCoordinatesConverter
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{
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DateTime GetTime(int x);
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double GetChartX(DateTime time);
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double GetChartY(double value);
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}
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}
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#region Enums
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/// <summary>
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/// Specifies the style of indicator line.
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/// </summary>
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public enum LineStyle
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{
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Solid,
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Dash,
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Dot,
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DashDot,
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Histogramm,
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Points,
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Columns,
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StepLine
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}
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/// <summary>
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/// Specifies the style of indicator line.
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/// </summary>
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public enum LineStyle
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{
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Solid,
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Dash,
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Dot,
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DashDot,
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Histogramm,
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Points,
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Columns,
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StepLine
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}
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/// <summary>
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/// Price data types
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/// </summary>
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public enum PriceType
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{
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Open,
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High,
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Low,
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Close,
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Median,
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Typical,
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Weighted,
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Bid,
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BidSize,
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Ask,
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AskSize,
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Last,
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Volume,
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Ticks,
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AggressorFlag,
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TickDirection,
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BidTickDirection,
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AskTickDirection,
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OpenInterest,
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Mark,
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FundingRate,
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QuoteAssetVolume
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}
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/// <summary>
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/// Price data types
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/// </summary>
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public enum PriceType
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{
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Open,
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High,
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Low,
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Close,
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Median,
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Typical,
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Weighted,
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Bid,
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BidSize,
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Ask,
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AskSize,
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Last,
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Volume,
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Ticks,
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AggressorFlag,
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TickDirection,
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BidTickDirection,
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AskTickDirection,
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OpenInterest,
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Mark,
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FundingRate,
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QuoteAssetVolume
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}
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/// <summary>
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/// Seek origin for historical data
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/// </summary>
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public enum SeekOriginHistory
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{
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Begin,
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End
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}
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/// <summary>
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/// Seek origin for historical data
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/// </summary>
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public enum SeekOriginHistory
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{
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Begin,
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End
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}
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/// <summary>
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/// Update reason for indicator
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/// </summary>
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public enum UpdateReason
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{
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Unknown,
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HistoricalBar,
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NewTick,
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NewBar
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}
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/// <summary>
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/// Update reason for indicator
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/// </summary>
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public enum UpdateReason
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{
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Unknown,
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HistoricalBar,
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NewTick,
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NewBar
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}
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#endregion
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/// <summary>
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/// Indicator line marker icon type
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/// </summary>
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public enum IndicatorLineMarkerIconType
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{
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None,
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Point,
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Circle,
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Square,
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Diamond,
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Triangle,
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TriangleDown,
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Cross,
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Plus,
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Star,
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Flag,
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ArrowUp,
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ArrowDown,
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ArrowLeft,
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ArrowRight
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}
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#region Attributes
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#endregion
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/// <summary>
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/// Attribute for input parameters
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/// </summary>
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[AttributeUsage(AttributeTargets.Property)]
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public class InputParameterAttribute : Attribute
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{
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public string Name { get; }
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public int SortIndex { get; }
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public double Minimum { get; }
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public double Maximum { get; }
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public double Increment { get; }
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public int DecimalPlaces { get; }
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public IComparable[]? Variants { get; }
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#region Attributes
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public InputParameterAttribute(
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/// <summary>
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/// Attribute for input parameters
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/// </summary>
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[AttributeUsage(AttributeTargets.Property)]
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public class InputParameterAttribute(
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string name = "",
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int sortIndex = 0,
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double minimum = int.MinValue,
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double maximum = int.MaxValue,
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double increment = 0.01,
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int decimalPlaces = 2,
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object[]? variants = null)
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object[]? variants = null) : Attribute
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{
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Name = name;
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SortIndex = sortIndex;
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Minimum = minimum;
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Maximum = maximum;
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Increment = increment;
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DecimalPlaces = decimalPlaces;
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Variants = variants?.Cast<IComparable>().ToArray();
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public string Name { get; } = name;
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public int SortIndex { get; } = sortIndex;
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public double Minimum { get; } = minimum;
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public double Maximum { get; } = maximum;
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public double Increment { get; } = increment;
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public int DecimalPlaces { get; } = decimalPlaces;
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public IComparable[]? Variants { get; } = variants?.Cast<IComparable>().ToArray();
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}
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}
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#endregion
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#endregion
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#region History Item
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#region History Item
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/// <summary>
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/// History item interface
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/// </summary>
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public interface IHistoryItem
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{
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DateTime TimeLeft { get; }
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long TicksLeft { get; set; }
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long TicksRight { get; set; }
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double this[PriceType priceType] { get; }
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}
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/// <summary>
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/// Mock history item for testing
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/// </summary>
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public class MockHistoryItem : IHistoryItem
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{
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public DateTime TimeLeft { get; set; }
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public long TicksLeft { get; set; }
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public long TicksRight { get; set; }
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public double Open { get; set; }
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public double High { get; set; }
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public double Low { get; set; }
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public double Close { get; set; }
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public double Volume { get; set; }
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public double this[PriceType priceType] => priceType switch
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/// <summary>
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/// History item interface
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/// </summary>
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public interface IHistoryItem
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{
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PriceType.Open => Open,
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PriceType.High => High,
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PriceType.Low => Low,
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PriceType.Close => Close,
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PriceType.Volume => Volume,
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PriceType.Median => (High + Low) / 2,
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PriceType.Typical => (High + Low + Close) / 3,
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PriceType.Weighted => (High + Low + Close + Close) / 4,
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_ => Close
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};
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}
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DateTime TimeLeft { get; }
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long TicksLeft { get; set; }
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long TicksRight { get; set; }
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double this[PriceType priceType] { get; }
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}
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#endregion
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#region Historical Data
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/// <summary>
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/// Mock historical data for testing
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/// </summary>
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public class HistoricalData
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{
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private readonly List<IHistoryItem> _items = new();
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public int Count => _items.Count;
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public IHistoryItem this[int offset, SeekOriginHistory origin = SeekOriginHistory.End]
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/// <summary>
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/// Mock history item for testing
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/// </summary>
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public class MockHistoryItem : IHistoryItem
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{
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get
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public DateTime TimeLeft { get; set; }
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public long TicksLeft { get; set; }
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public long TicksRight { get; set; }
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public double Open { get; set; }
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public double High { get; set; }
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public double Low { get; set; }
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public double Close { get; set; }
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public double Volume { get; set; }
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public double this[PriceType priceType] => priceType switch
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{
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PriceType.Open => Open,
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PriceType.High => High,
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PriceType.Low => Low,
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PriceType.Close => Close,
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PriceType.Volume => Volume,
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PriceType.Median => (High + Low) / 2,
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PriceType.Typical => (High + Low + Close) / 3,
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PriceType.Weighted => (High + Low + Close + Close) / 4,
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_ => Close
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};
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}
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#endregion
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#region Historical Data
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/// <summary>
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/// Mock historical data for testing
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/// </summary>
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public class HistoricalData
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{
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private readonly List<IHistoryItem> _items = [];
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public int Count => _items.Count;
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public IHistoryItem this[int offset, SeekOriginHistory origin = SeekOriginHistory.End]
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{
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get
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{
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int index = origin == SeekOriginHistory.End
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? Count - 1 - offset
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: offset;
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return _items[index];
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}
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}
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public DateTime Time(int offset = 0, SeekOriginHistory origin = SeekOriginHistory.End)
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{
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return this[offset, origin].TimeLeft;
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}
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public long GetIndexByTime(long ticks)
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{
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for (int i = 0; i < _items.Count; i++)
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{
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if (_items[i].TicksLeft == ticks)
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return Count - 1 - i;
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}
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return -1;
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}
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public void Add(IHistoryItem item)
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{
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_items.Add(item);
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}
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public void AddBar(DateTime time, double open, double high, double low, double close, double volume = 0)
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{
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_items.Add(new MockHistoryItem
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{
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TimeLeft = time,
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TicksLeft = time.Ticks,
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TicksRight = time.Ticks,
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Open = open,
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High = high,
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Low = low,
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Close = close,
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Volume = volume
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});
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}
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public void Clear() => _items.Clear();
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}
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#endregion
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#region Update Args
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/// <summary>
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/// Update arguments for indicator
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/// </summary>
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public class UpdateArgs(UpdateReason reason)
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{
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public UpdateReason Reason { get; } = reason;
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}
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#endregion
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#region Line Series
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/// <summary>
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/// Base class for lines
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/// </summary>
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public class IndicatorLineMarker(Color color, IndicatorLineMarkerIconType icon = IndicatorLineMarkerIconType.None)
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{
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public Color Color { get; set; } = color;
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public IndicatorLineMarkerIconType Icon { get; set; } = icon;
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}
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public class Line(string name, Color color, int width, LineStyle style)
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{
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public string Name { get; set; } = name;
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public Color Color { get; set; } = color;
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public int Width { get; set; } = width;
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public LineStyle Style { get; set; } = style;
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public bool Visible { get; set; } = true;
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}
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/// <summary>
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/// Line series for indicator output
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/// </summary>
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public class LineSeries(string name, Color color, int width, LineStyle style)
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: Line(name, color, width, style)
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{
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private readonly List<double> _values = [];
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private readonly List<Color> _markers = [];
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public int TimeShift { get; set; }
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public int DrawBegin { get; set; }
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public bool ShowLineMarker { get; set; } = true;
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public double this[int offset = 0, SeekOriginHistory origin = SeekOriginHistory.End]
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{
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get => GetValue(offset, origin);
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set => SetValue(value, offset, origin);
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}
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public double GetValue(int offset = 0, SeekOriginHistory origin = SeekOriginHistory.End)
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{
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if (_values.Count == 0)
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return double.NaN;
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int index = origin == SeekOriginHistory.End
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? Count - 1 - offset
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? _values.Count - 1 - offset
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: offset;
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return _items[index];
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if (index < 0 || index >= _values.Count)
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return double.NaN;
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return _values[index];
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}
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}
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public DateTime Time(int offset = 0, SeekOriginHistory origin = SeekOriginHistory.End)
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{
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return this[offset, origin].TimeLeft;
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}
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public long GetIndexByTime(long ticks)
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{
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for (int i = 0; i < _items.Count; i++)
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public void SetValue(double value, int offset = 0, SeekOriginHistory origin = SeekOriginHistory.End)
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{
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if (_items[i].TicksLeft == ticks)
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return Count - 1 - i;
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EnsureCapacity(offset + 1);
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int index = origin == SeekOriginHistory.End
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? _values.Count - 1 - offset
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: offset;
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_values[index] = value;
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}
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return -1;
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}
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public void Add(IHistoryItem item)
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{
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_items.Add(item);
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}
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public void AddBar(DateTime time, double open, double high, double low, double close, double volume = 0)
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{
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_items.Add(new MockHistoryItem
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public void SetMarker(int offset, Color color)
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{
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TimeLeft = time,
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TicksLeft = time.Ticks,
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TicksRight = time.Ticks,
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Open = open,
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High = high,
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Low = low,
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Close = close,
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Volume = volume
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});
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}
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EnsureMarkerCapacity(offset + 1);
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int index = _markers.Count - 1 - offset;
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if (index >= 0 && index < _markers.Count)
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_markers[index] = color;
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}
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public void Clear() => _items.Clear();
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}
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public void SetMarker(int offset, IndicatorLineMarker marker)
|
||||
{
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||||
SetMarker(offset, marker.Color);
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||||
}
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||||
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||||
#endregion
|
||||
|
||||
#region Update Args
|
||||
|
||||
/// <summary>
|
||||
/// Update arguments for indicator
|
||||
/// </summary>
|
||||
public class UpdateArgs
|
||||
{
|
||||
public UpdateReason Reason { get; }
|
||||
|
||||
public UpdateArgs(UpdateReason reason)
|
||||
{
|
||||
Reason = reason;
|
||||
}
|
||||
}
|
||||
|
||||
#endregion
|
||||
|
||||
#region Line Series
|
||||
|
||||
/// <summary>
|
||||
/// Base class for lines
|
||||
/// </summary>
|
||||
public abstract class Line
|
||||
{
|
||||
public string Name { get; set; }
|
||||
public Color Color { get; set; }
|
||||
public int Width { get; set; }
|
||||
public LineStyle Style { get; set; }
|
||||
public bool Visible { get; set; } = true;
|
||||
|
||||
protected Line(string name, Color color, int width, LineStyle style)
|
||||
{
|
||||
Name = name;
|
||||
Color = color;
|
||||
Width = width;
|
||||
Style = style;
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Line series for indicator output
|
||||
/// </summary>
|
||||
public class LineSeries : Line
|
||||
{
|
||||
private readonly List<double> _values = new();
|
||||
private readonly List<Color> _markers = new();
|
||||
|
||||
public int TimeShift { get; set; }
|
||||
public int DrawBegin { get; set; }
|
||||
public bool ShowLineMarker { get; set; } = true;
|
||||
|
||||
public LineSeries(string name, Color color, int width, LineStyle style)
|
||||
: base(name, color, width, style)
|
||||
{
|
||||
}
|
||||
|
||||
public double this[int offset = 0, SeekOriginHistory origin = SeekOriginHistory.End]
|
||||
{
|
||||
get => GetValue(offset, origin);
|
||||
set => SetValue(value, offset, origin);
|
||||
}
|
||||
|
||||
public double GetValue(int offset = 0, SeekOriginHistory origin = SeekOriginHistory.End)
|
||||
{
|
||||
if (_values.Count == 0)
|
||||
return double.NaN;
|
||||
|
||||
int index = origin == SeekOriginHistory.End
|
||||
? _values.Count - 1 - offset
|
||||
: offset;
|
||||
|
||||
if (index < 0 || index >= _values.Count)
|
||||
return double.NaN;
|
||||
|
||||
return _values[index];
|
||||
}
|
||||
|
||||
public void SetValue(double value, int offset = 0, SeekOriginHistory origin = SeekOriginHistory.End)
|
||||
{
|
||||
EnsureCapacity(offset + 1);
|
||||
int index = origin == SeekOriginHistory.End
|
||||
? _values.Count - 1 - offset
|
||||
: offset;
|
||||
_values[index] = value;
|
||||
}
|
||||
|
||||
public void SetMarker(int offset, Color color)
|
||||
{
|
||||
EnsureMarkerCapacity(offset + 1);
|
||||
int index = _markers.Count - 1 - offset;
|
||||
if (index >= 0 && index < _markers.Count)
|
||||
_markers[index] = color;
|
||||
}
|
||||
|
||||
internal void AddValue()
|
||||
{
|
||||
_values.Add(double.NaN);
|
||||
_markers.Add(Color.Transparent);
|
||||
}
|
||||
|
||||
private void EnsureCapacity(int count)
|
||||
{
|
||||
while (_values.Count < count)
|
||||
internal void AddValue()
|
||||
{
|
||||
_values.Add(double.NaN);
|
||||
}
|
||||
|
||||
private void EnsureMarkerCapacity(int count)
|
||||
{
|
||||
while (_markers.Count < count)
|
||||
_markers.Add(Color.Transparent);
|
||||
}
|
||||
|
||||
private void EnsureCapacity(int count)
|
||||
{
|
||||
while (_values.Count < count)
|
||||
_values.Add(double.NaN);
|
||||
}
|
||||
|
||||
private void EnsureMarkerCapacity(int count)
|
||||
{
|
||||
while (_markers.Count < count)
|
||||
_markers.Add(Color.Transparent);
|
||||
}
|
||||
|
||||
public int Count => _values.Count;
|
||||
public IReadOnlyList<double> Values => _values;
|
||||
}
|
||||
|
||||
public int Count => _values.Count;
|
||||
public IReadOnlyList<double> Values => _values;
|
||||
}
|
||||
#endregion
|
||||
|
||||
#endregion
|
||||
#region Paint Chart Event Args
|
||||
|
||||
#region Paint Chart Event Args
|
||||
|
||||
/// <summary>
|
||||
/// Paint chart event arguments
|
||||
/// </summary>
|
||||
public class PaintChartEventArgs : EventArgs
|
||||
{
|
||||
public Graphics Graphics { get; }
|
||||
public Rectangle ClipRectangle { get; }
|
||||
public int WindowIndex { get; }
|
||||
|
||||
public PaintChartEventArgs(Graphics graphics, Rectangle clipRectangle, int windowIndex = 0)
|
||||
/// <summary>
|
||||
/// Paint chart event arguments
|
||||
/// </summary>
|
||||
public class PaintChartEventArgs(Graphics graphics, Rectangle clipRectangle, int windowIndex = 0) : EventArgs
|
||||
{
|
||||
Graphics = graphics;
|
||||
ClipRectangle = clipRectangle;
|
||||
WindowIndex = windowIndex;
|
||||
public Graphics Graphics { get; } = graphics;
|
||||
public Rectangle ClipRectangle { get; } = clipRectangle;
|
||||
public int WindowIndex { get; } = windowIndex;
|
||||
}
|
||||
}
|
||||
|
||||
#endregion
|
||||
#endregion
|
||||
|
||||
#region Chart
|
||||
}
|
||||
|
||||
namespace TradingPlatform.BusinessLayer.Chart
|
||||
{
|
||||
/// <summary>
|
||||
/// Coordinates converter interface
|
||||
/// </summary>
|
||||
public interface IChartWindowCoordinatesConverter
|
||||
{
|
||||
DateTime GetTime(int x);
|
||||
double GetChartX(DateTime time);
|
||||
double GetChartY(double value);
|
||||
}
|
||||
}
|
||||
|
||||
namespace TradingPlatform.BusinessLayer
|
||||
{
|
||||
using TradingPlatform.BusinessLayer.Chart;
|
||||
|
||||
/// <summary>
|
||||
/// Chart interface
|
||||
@@ -382,7 +374,7 @@ namespace TradingPlatform.BusinessLayer
|
||||
public interface IChart
|
||||
{
|
||||
ChartWindow MainWindow { get; }
|
||||
ChartWindow[] Windows { get; }
|
||||
IList<ChartWindow> Windows { get; }
|
||||
int BarsWidth { get; }
|
||||
}
|
||||
|
||||
@@ -411,7 +403,7 @@ namespace TradingPlatform.BusinessLayer
|
||||
public class MockChart : IChart
|
||||
{
|
||||
public ChartWindow MainWindow { get; } = new();
|
||||
public ChartWindow[] Windows { get; } = new[] { new ChartWindow() };
|
||||
public IList<ChartWindow> Windows { get; } = [new ChartWindow()];
|
||||
public int BarsWidth { get; set; } = 10;
|
||||
}
|
||||
|
||||
@@ -419,83 +411,86 @@ namespace TradingPlatform.BusinessLayer
|
||||
|
||||
#region Indicator Base
|
||||
|
||||
/// <summary>
|
||||
/// Watchlist indicator interface
|
||||
/// </summary>
|
||||
public interface IWatchlistIndicator
|
||||
{
|
||||
int MinHistoryDepths { get; }
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Base class for indicators
|
||||
/// </summary>
|
||||
public abstract class Indicator
|
||||
{
|
||||
private readonly List<LineSeries> _lineSeries = new();
|
||||
|
||||
public string Name { get; set; } = string.Empty;
|
||||
public string Description { get; set; } = string.Empty;
|
||||
public virtual string ShortName => Name;
|
||||
public virtual string SourceCodeLink => string.Empty;
|
||||
|
||||
public bool SeparateWindow { get; set; }
|
||||
public bool OnBackGround { get; set; }
|
||||
|
||||
public HistoricalData HistoricalData { get; set; } = new();
|
||||
public IChart? CurrentChart { get; set; }
|
||||
|
||||
public int Count => HistoricalData.Count;
|
||||
|
||||
public LineSeries[] LinesSeries => _lineSeries.ToArray();
|
||||
|
||||
protected void AddLineSeries(LineSeries series)
|
||||
/// <summary>
|
||||
/// Watchlist indicator interface
|
||||
/// </summary>
|
||||
public interface IWatchlistIndicator
|
||||
{
|
||||
_lineSeries.Add(series);
|
||||
int MinHistoryDepths { get; }
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Called when indicator is initialized
|
||||
/// Base class for indicators
|
||||
/// </summary>
|
||||
protected virtual void OnInit()
|
||||
public abstract class Indicator
|
||||
{
|
||||
}
|
||||
private readonly List<LineSeries> _lineSeries = [];
|
||||
|
||||
/// <summary>
|
||||
/// Called on each update
|
||||
/// </summary>
|
||||
protected virtual void OnUpdate(UpdateArgs args)
|
||||
{
|
||||
}
|
||||
public string Name { get; set; } = string.Empty;
|
||||
public string Description { get; set; } = string.Empty;
|
||||
public virtual string ShortName => Name;
|
||||
public virtual string SourceCodeLink => string.Empty;
|
||||
|
||||
/// <summary>
|
||||
/// Called for chart painting
|
||||
/// </summary>
|
||||
public virtual void OnPaintChart(PaintChartEventArgs args)
|
||||
{
|
||||
}
|
||||
public bool SeparateWindow { get; set; }
|
||||
public bool OnBackGround { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// Initialize the indicator (for testing)
|
||||
/// </summary>
|
||||
public void Initialize()
|
||||
{
|
||||
OnInit();
|
||||
}
|
||||
public HistoricalData HistoricalData { get; set; } = new();
|
||||
public IChart? CurrentChart { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// Process an update (for testing)
|
||||
/// </summary>
|
||||
public void ProcessUpdate(UpdateArgs args)
|
||||
{
|
||||
// Ensure line series have capacity for new data
|
||||
foreach (var series in _lineSeries)
|
||||
public int Count => HistoricalData.Count;
|
||||
|
||||
public IList<LineSeries> LinesSeries => _lineSeries.ToArray();
|
||||
|
||||
protected void AddLineSeries(LineSeries series)
|
||||
{
|
||||
series.AddValue();
|
||||
_lineSeries.Add(series);
|
||||
}
|
||||
OnUpdate(args);
|
||||
}
|
||||
}
|
||||
|
||||
#endregion
|
||||
/// <summary>
|
||||
/// Called when indicator is initialized
|
||||
/// </summary>
|
||||
protected virtual void OnInit()
|
||||
{
|
||||
// Intentionally empty
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Called on each update
|
||||
/// </summary>
|
||||
protected virtual void OnUpdate(UpdateArgs args)
|
||||
{
|
||||
// Intentionally empty
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Called for chart painting
|
||||
/// </summary>
|
||||
public virtual void OnPaintChart(PaintChartEventArgs args)
|
||||
{
|
||||
// Intentionally empty
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Initialize the indicator (for testing)
|
||||
/// </summary>
|
||||
public void Initialize()
|
||||
{
|
||||
OnInit();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Process an update (for testing)
|
||||
/// </summary>
|
||||
public void ProcessUpdate(UpdateArgs args)
|
||||
{
|
||||
// Ensure line series have capacity for new data
|
||||
foreach (var series in _lineSeries)
|
||||
{
|
||||
series.AddValue();
|
||||
}
|
||||
OnUpdate(args);
|
||||
}
|
||||
}
|
||||
|
||||
#endregion
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user