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Added function CopyRates. Implemented Backtesting

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This commit is contained in:
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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TestClients/TestApiClientUI/Form1.cs
+101 -11
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@@ -17,6 +17,8 @@ namespace TestApiClientUI
{
InitializeComponent();
comboBox3.DataSource = Enum.GetNames(typeof(ENUM_TIMEFRAMES));
_apiClient.QuoteUpdated += apiClient_QuoteUpdated;
_apiClient.QuoteAdded += apiClient_QuoteAdded;
_apiClient.QuoteRemoved += apiClient_QuoteRemoved;
@@ -85,26 +87,24 @@ namespace TestApiClientUI
private void apiClient_QuoteRemoved(object sender, MtQuoteEventArgs e)
{
RunOnUiThread(() =>
{
RemoveQuote(e.Quote);
});
RunOnUiThread(() => RemoveQuote(e.Quote) );
}
private void apiClient_QuoteAdded(object sender, MtQuoteEventArgs e)
{
RunOnUiThread(() =>
{
AddNewQuote(e.Quote);
});
RunOnUiThread(() => AddNewQuote(e.Quote));
}
private volatile bool IsUiQuoteUpdateReady = true;
private void apiClient_QuoteUpdated(object sender, string symbol, double bid, double ask)
{
this.BeginInvoke((Action)(() =>
Console.WriteLine("Quote: Symbol = {0}, Bid = {1}, Ask = {2}", symbol, bid, ask);
//if UI of quite is busy we are skipping this update
if (IsUiQuoteUpdateReady)
{
ChangeQuote(symbol, bid, ask);
}));
RunOnUiThread(() => ChangeQuote(symbol, bid, ask));
}
}
private void AddNewQuote(MtQuote quote)
@@ -153,6 +153,7 @@ namespace TestApiClientUI
private void ChangeQuote(string symbol, double bid, double ask)
{
IsUiQuoteUpdateReady = false;
if (string.IsNullOrEmpty(symbol) == false)
{
if (listViewQuotes.Items.ContainsKey(symbol) == true)
@@ -162,6 +163,7 @@ namespace TestApiClientUI
item.SubItems[2].Text = ask.ToString();
}
}
IsUiQuoteUpdateReady = true;
}
private void OnConnected()
@@ -1040,5 +1042,93 @@ namespace TestApiClientUI
var retVal = await Execute(() => _apiClient.iCustom(symbol, (int)timeframe, name, parameters, mode, shift));
AddToLog(string.Format("ICustom result: {0}", retVal));
}
private async void button24_Click(object sender, EventArgs e)
{
string symbol = textBoxSelectedSymbol.Text;
ENUM_TIMEFRAMES timeframes;
Enum.TryParse<ENUM_TIMEFRAMES>(comboBox3.SelectedValue.ToString(), out timeframes);
int startPos = Convert.ToInt32(numericUpDown1.Value);
int count = Convert.ToInt32(numericUpDown2.Value);
var rates = await Execute(() => _apiClient.CopyRates(symbol, timeframes, startPos, count));
if (rates != null)
{
foreach (var r in rates)
{
var result = string.Format("Rate: Time = {0}, Open = {1}, High = {2}, Low = {3}, Close = {4}, TickVolume = {5}, Spread = {6}, RealVolume = {7}",
r.Time, r.Open, r.High, r.Low, r.Close, r.TickVolume, r.Spread, r.RealVolume);
AddToLog(result);
}
}
else
{
AddToLog("CopyRates: 0 rates");
}
}
private async void button25_Click(object sender, EventArgs e)
{
string symbol = textBoxSelectedSymbol.Text;
ENUM_TIMEFRAMES timeframes;
Enum.TryParse<ENUM_TIMEFRAMES>(comboBox3.SelectedValue.ToString(), out timeframes);
DateTime startTime = dateTimePicker1.Value;
int count = Convert.ToInt32(numericUpDown2.Value);
var rates = await Execute(() => _apiClient.CopyRates(symbol, timeframes, startTime, count));
if (rates != null)
{
foreach (var r in rates)
{
var result = string.Format("Rate: Time = {0}, Open = {1}, High = {2}, Low = {3}, Close = {4}, TickVolume = {5}, Spread = {6}, RealVolume = {7}",
r.Time, r.Open, r.High, r.Low, r.Close, r.TickVolume, r.Spread, r.RealVolume);
AddToLog(result);
}
}
else
{
AddToLog("CopyRates: 0 rates");
}
}
private async void button26_Click(object sender, EventArgs e)
{
string symbol = textBoxSelectedSymbol.Text;
ENUM_TIMEFRAMES timeframes;
Enum.TryParse<ENUM_TIMEFRAMES>(comboBox3.SelectedValue.ToString(), out timeframes);
DateTime startTime = dateTimePicker1.Value;
DateTime stopTime = dateTimePicker1.Value;
var rates = await Execute(() => _apiClient.CopyRates(symbol, timeframes, startTime, stopTime));
if (rates != null)
{
foreach (var r in rates)
{
var result = string.Format("Rate: Time = {0}, Open = {1}, High = {2}, Low = {3}, Close = {4}, TickVolume = {5}, Spread = {6}, RealVolume = {7}",
r.Time, r.Open, r.High, r.Low, r.Close, r.TickVolume, r.Spread, r.RealVolume);
AddToLog(result);
}
}
else
{
AddToLog("CopyRates: 0 rates");
}
}
private void button27_Click(object sender, EventArgs e)
{
var msg = textBoxPrint.Text;
if (!string.IsNullOrEmpty(msg))
{
_apiClient.Print(msg);
AddToLog(string.Format("Print executed"));
}
}
}
}