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Added function CopyRates. Implemented Backtesting

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DW
2016-07-25 16:49:15 +03:00
parent edc14d6c97
commit e312f52b74
14 changed files with 485 additions and 75 deletions
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MtApi/MtApiClient.cs
+68 -8
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@@ -16,6 +16,7 @@ namespace MtApi
public sealed class MtApiClient
{
private const int DoubleArrayLimit = 64800;
private volatile bool IsBacktestingMode = false;
#region MetaTrader Constants
@@ -1365,6 +1366,47 @@ namespace MtApi
return SendCommand<bool>(MtCommandType.RefreshRates, null);
}
public List<MqlRates> CopyRates(string symbol_name, ENUM_TIMEFRAMES timeframe, int start_pos, int count)
{
var response = SendRequest<CopyRatesResponse>(new CopyRates1Request
{
SymbolName = symbol_name,
Timeframe = timeframe,
StartPos = start_pos,
Count = count
});
return response != null ? response.Rates : null;
}
public List<MqlRates> CopyRates(string symbol_name, ENUM_TIMEFRAMES timeframe, DateTime start_time, int count)
{
var response = SendRequest<CopyRatesResponse>(new CopyRates2Request
{
SymbolName = symbol_name,
Timeframe = timeframe,
StartTime = MtApiTimeConverter.ConvertToMtTime(start_time),
Count = count
});
return response != null ? response.Rates : null;
}
public List<MqlRates> CopyRates(string symbol_name, ENUM_TIMEFRAMES timeframe, DateTime start_time, DateTime stop_time)
{
var response = SendRequest<CopyRatesResponse>(new CopyRates3Request
{
SymbolName = symbol_name,
Timeframe = timeframe,
StartTime = MtApiTimeConverter.ConvertToMtTime(start_time),
StopTime = MtApiTimeConverter.ConvertToMtTime(stop_time)
});
return response != null ? response.Rates : null;
}
private void BaBacktestingReady()
{
SendCommand<object>(MtCommandType.BacktestingReady, null);
}
#endregion
#region Checkup
@@ -1385,7 +1427,6 @@ namespace MtApi
private void Connect(string host, int port)
{
UpdateConnectionState(MtConnectionState.Connecting, string.Format("Connecting to {0}:{1}", host, port));
try
{
_client.Open(host, port);
@@ -1396,14 +1437,13 @@ namespace MtApi
UpdateConnectionState(MtConnectionState.Failed, string.Format("Failed connection to {0}:{1}. {2}", host, port, e.Message));
return;
}
UpdateConnectionState(MtConnectionState.Connected, string.Format("Connected to {0}:{1}", host, port));
OnConnected();
}
private void Connect(int port)
{
UpdateConnectionState(MtConnectionState.Connecting, string.Format("Connecting to 'localhost':{0}", port));
try
{
_client.Open(port);
@@ -1414,8 +1454,17 @@ namespace MtApi
UpdateConnectionState(MtConnectionState.Failed, string.Format("Failed connection to 'localhost':{0}. {1}", port, e.Message));
return;
}
UpdateConnectionState(MtConnectionState.Connected, string.Format("Connected to 'localhost':{0}", port));
OnConnected();
}
private void OnConnected()
{
IsBacktestingMode = IsTesting();
if (IsBacktestingMode)
{
BaBacktestingReady();
}
}
private void Disconnect()
@@ -1440,7 +1489,8 @@ namespace MtApi
if (changed)
{
ConnectionStateChanged.FireEvent(this, new MtConnectionEventArgs(state, message));
var handler = ConnectionStateChanged;
handler?.BeginInvoke(this, new MtConnectionEventArgs(state, message), (a) => handler.EndInvoke(a), null);
}
}
@@ -1522,7 +1572,15 @@ namespace MtApi
{
if (quote != null)
{
QuoteUpdated.FireEvent(this, quote.Instrument, quote.Bid, quote.Ask);
var handler = QuoteUpdated;
if (IsBacktestingMode)
{
handler?.Invoke(this, quote.Instrument, quote.Bid, quote.Ask);
}
else
{
handler?.BeginInvoke(this, quote.Instrument, quote.Bid, quote.Ask, (a) => handler.EndInvoke(a), null);
}
}
}
@@ -1538,12 +1596,14 @@ namespace MtApi
private void mClient_QuoteRemoved(MTApiService.MtQuote quote)
{
QuoteRemoved.FireEvent(this, new MtQuoteEventArgs(quote.Parse()));
var handler = QuoteRemoved;
handler?.BeginInvoke(this, new MtQuoteEventArgs(quote.Parse()), (a) => handler.EndInvoke(a), null);
}
private void mClient_QuoteAdded(MTApiService.MtQuote quote)
{
QuoteAdded.FireEvent(this, new MtQuoteEventArgs(quote.Parse()));
var handler = QuoteAdded;
handler?.BeginInvoke(this, new MtQuoteEventArgs(quote.Parse()), (a) => handler.EndInvoke(a), null);
}
#endregion