Тиковые данные в OpenECry
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13.02.2018


Здравствуйте, вот уже неделю мучаюсь с проблемой, никаким образом не удается получить тиковые данные в openecry.

Скажите пожалуйста тики в openECry вообще работают ?


Подскажите пожалуйста кто-нибудь в чем дело может быть.... очень прошу =(

Код

using ConsoleDump;
using Ecng.Common;
using Ecng.Xaml;
using StockSharp.Algo;
using StockSharp.Algo.Candles;
using StockSharp.BusinessEntities;
using StockSharp.Localization;
using StockSharp.Messages;
using StockSharp.OpenECry;
using StockSharp.Xaml;
using StockSharp.Xaml.Charting;
using System;
using System.Linq;
using System.Net;
using System.Windows;
using System.Windows.Controls;
using WpfApp1.Service;

namespace WpfApp1
{
/// <summary>
/// Логика взаимодействия для MainWindow.xaml
/// </summary>
public partial class MainWindow
{
/// <summary>
/// Название коннетора
/// </summary>
private string selectedConnector;

/// <summary>
/// Выбранный инструмент
/// </summary>
private Security selectedSecurity;

/// <summary>
/// Сервис коннеторов
/// </summary>
private ConnectorServiceInterface ConnectorService;

/// <summary>
///
/// </summary>
private readonly ChartCandleElement candlesElem;

private CandleManager candleManager;

private CandleSeries candleSeries;
private ChartTradeElement tradesElem;
private ScalperStrategy strategy;

private Connector Trader;
private Portfolio portfolio;

public MainWindow()
{
InitializeComponent();

CandleSettingsEditor.Settings = new CandleSeries
{
CandleType = typeof(TimeFrameCandle),
Arg = TimeSpan.FromMinutes(5),
};
CandleSettingsEditor.SettingsChanged += CandleSettingsChanged;

ConnectorService = new ConnectorService();

var area = new ChartArea();
Chart.Areas.Add(area);

candlesElem = new ChartCandleElement();
area.Elements.Add(candlesElem);

tradesElem = new ChartTradeElement { FullTitle = LocalizedStrings.Str985 };
area.Elements.Add(tradesElem);
}



private void SecurityPicker_OnSecuritySelected(Security security)
{
if (security == null)
return;

if (candleSeries != null)
{
candleManager.Stop(candleSeries); // give back series memory
strategy.Start();
}


Chart.Reset(new[] { candlesElem });

selectedSecurity = security;
StartBotButton.IsEnabled = true;


Trader.RegisterSecurity(security);
Trader.RegisterTrades(security);
Trader.RegisterMarketDepth(security);


candleSeries = new CandleSeries(CandleSettingsEditor.Settings.CandleType, security, CandleSettingsEditor.Settings.Arg);

// create strategy based on 80 5-min и 10 5-min
strategy = new ScalperStrategy(
Chart, candlesElem, tradesElem,
candleManager, candleSeries)
{
Volume = 1,
Portfolio = portfolio,
Security = security,
Connector = Trader,
};

strategy.Start();
candleManager.Start(candleSeries);
}

private void CandleSettingsChanged()
{
SecurityPicker_OnSecuritySelected(SecurityPicker.SelectedSecurity);
}

private void FindClick(object sender, RoutedEventArgs e)
{
var wnd = new SecurityLookupWindow { Criteria = new Security { Code = "ES" } };

if (!wnd.ShowModal())
{
return;
}

Trader.Lookup(wnd.Criteria);
Trader.LookupSecurities(wnd.Criteria);
this.GuiAsync(() => {

});
}

private void StartBot(object sender, RoutedEventArgs e)
{

}

private void OnSelectConnector(object sender, System.Windows.Controls.SelectionChangedEventArgs e)
{
ComboBoxItem item = (ComboBoxItem)ConnectorName.SelectedItem;

selectedConnector = item.Name.ToString();

Login.IsEnabled = true;
Password.IsEnabled = true;
ConnectButton.IsEnabled = true;
}

/// <summary>
/// Информация о стакане
/// </summary>
/// <param name="depth"></param>
private void OnDepth(MarketDepth depth)
{
if (depth.Security != selectedSecurity)
{
return;
}

DepthControl.UpdateDepth(depth);
}

private void ConnectButton_Click(object sender, System.Windows.RoutedEventArgs e)
{
Console.WriteLine("send connect");
Trader = ConnectorService.Connect(Login.Text, Password.Password, selectedConnector);

// подписываемся на событие успешного соединения
Trader.Connected += () =>
{
Console.WriteLine("Bot connected...");

candleManager = new CandleManager(Trader);
//Security Criteria = new Security { Code = "ES" };
//Trader.LookupSecurities(Criteria);

// update gui labels
this.GuiAsync(() => {
FindButton.IsEnabled = true;
});

// subscribe on news
Trader.RegisterNews();
};

// событие успешного отключения
Trader.Disconnected += () =>
{
Console.WriteLine("Bot disconnected...");
this.GuiAsync(() => {
FindButton.IsEnabled = false;
});
};

// подписываемся на событие разрыва соединения
Trader.ConnectionError += error => this.GuiAsync(() =>
{
MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2959);
});

// событие ошибки обработки данных
Trader.Error += error => this.GuiAsync(() => MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2955));

Trader.NewSecurity += security =>
{
SecurityPicker.Securities.Add(security);
};


Trader.NewMyTrade += trades =>
{
trades.Dump();
};

Trader.NewTrade += trade =>
{
trade.Dump();
};
Trader.NewTrades += trade =>
{
trade.Dump();
};

Trader.NewOrder += order =>
{
// order.Dump();
};

Trader.NewPosition += position =>
{
position.Dump();
};

Trader.NewSecurities += securities =>
{
// Console.WriteLine("Получены инструменты...");
//securities.Dump();

//Connector.Securities.Dump();
};
Trader.NewPortfolio += _portfolio =>
{
portfolio = _portfolio;
// подписываемся на обновление портфеля
Trader.RegisterPortfolio(_portfolio);
};

Trader.SecurityChanged += sec =>
{
sec.Dump();
};


Trader.NewMarketDepth += OnDepth;
Trader.MarketDepthChanged += OnDepth;


SecurityPicker.MarketDataProvider = Trader;

Trader.Connect();
}
}
}


Теги:


Спасибо:




0 Ответов


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