using System;
using System.Windows;
using System.Windows.Media;
using Ecng.Collections;
using Ecng.Common;
using StockSharp.Algo;
using StockSharp.Algo.Candles;
using StockSharp.Algo.Commissions;
using StockSharp.Algo.Indicators;
using StockSharp.Algo.Storages;
using StockSharp.Algo.Strategies;
using StockSharp.Algo.Testing;
using StockSharp.BusinessEntities;
using StockSharp.Logging;
using StockSharp.Messages;
using StockSharp.Configuration;
using StockSharp.Xaml;
using StockSharp.Xaml.Charting;
using StockSharp.Xaml.Charting.IndicatorPainters;
namespace _02_bolinger_band_strategy
{
///
/// Interaction logic for MainWindow.xaml
///
public partial class MainWindow
{
private HistoryEmulationConnector _connector;
private ChartCandleElement _candleElement;
private ChartTradeElement _tradesElem;
private ChartIndicatorElement _bollingerElem;
private BollingerBands _bollingerBands;
private CandleSeries _candleSeries;
private Security _security;
private Portfolio _portfolio;
private readonly LogManager _logManager;
private Strategy _strategy;
private readonly string _pathHistory = @"..........\History".ToFullPath();
private ChartBandElement _pnl;
private ChartBandElement _unrealizedPnL;
private ChartBandElement _commissionCurve;
public MainWindow()
{
InitializeComponent();
_logManager = new LogManager();
_logManager.Listeners.Add(new FileLogListener("log.txt"));
_logManager.Listeners.Add(new GuiLogListener(Monitor));
DatePickerBegin.SelectedDate = new DateTime(2021, 02, 09);
DatePickerEnd.SelectedDate = new DateTime(2021, 02, 11);
CandleSettingsEditor.Settings = new CandleSeries
{
CandleType = typeof(TimeFrameCandle),
Arg = TimeSpan.FromMinutes(1),
};
}
private void Start_Click(object sender, RoutedEventArgs e)
{
_security = new Security
{
Id = "ETHUSD_1@FINAM",
Code = "ETHUSD_1",
PriceStep = 0.0001m,
Board = ExchangeBoard.Cryptopia
};
_portfolio = new Portfolio { Name = "test account", BeginValue = 1 };
var storageRegistry = new StorageRegistry
{
DefaultDrive = new LocalMarketDataDrive(_pathHistory),
};
_connector = new HistoryEmulationConnector(new[] { _security }, new[] { _portfolio })
{
HistoryMessageAdapter =
{
StorageRegistry = storageRegistry,
StorageFormat = StorageFormats.Binary,
StartDate = DatePickerBegin.SelectedDate.Value.ChangeKind(DateTimeKind.Utc),
StopDate = DatePickerEnd.SelectedDate.Value.ChangeKind(DateTimeKind.Utc),
},
LogLevel = LogLevels.Info,
};
_logManager.Sources.Add(_connector);
_candleSeries = new CandleSeries(CandleSettingsEditor.Settings.CandleType, _security,
CandleSettingsEditor.Settings.Arg)
{
//BuildCandlesMode = MarketDataBuildModes.Build,
BuildCandlesFrom2 = DataType.CandleTimeFrame,
};
InitChart();
_connector.CandleSeriesProcessing += Connector_CandleSeriesProcessing;
//-------------------------------------------------
_connector.NewSecurity += Connector_NewSecurity;
_connector.NewOrder += OrderGrid.Orders.Add;
_connector.OrderRegisterFailed += OrderGrid.AddRegistrationFail;
_bollingerBands = new BollingerBands();
_strategy = new BoligerStrategy_001(_candleSeries)
{
Security = _security,
Connector = _connector,
Portfolio = _portfolio,
BollingerBands = new BollingerBands()
};
_logManager.Sources.Add(_strategy);
_strategy.NewMyTrade += MyTradeGrid.Trades.Add;
_strategy.NewMyTrade += FirstStrategy_NewMyTrade;
_strategy.PnLChanged += Strategy_PnLChanged;
CollectionHelper.AddRange(StatisticParameterGrid.Parameters, _strategy.StatisticManager.Parameters);
_connector.Connect();
_connector.SendInMessage(new CommissionRuleMessage
{
Rule = new CommissionPerTradeRule { Value = 0.01m }
});
}
private void InitChart()
{
//-----------------Chart--------------------------------
Chart.ClearAreas();
var area = new ChartArea();
Chart.AddArea(area);
_candleElement = new ChartCandleElement();
Chart.AddElement(area, _candleElement);
_bollingerElem = new ChartIndicatorElement()
{
IndicatorPainter = new BollingerBandsPainter()
};
Chart.AddElement(area, _bollingerElem);
_tradesElem = new ChartTradeElement { FullTitle = "Trade" };
Chart.AddElement(area, _tradesElem);
_pnl = EquityCurveChart.CreateCurve("PNL", Colors.Green, ChartIndicatorDrawStyles.Area);
_unrealizedPnL = EquityCurveChart.CreateCurve("unrealizedPnL", Colors.Black, ChartIndicatorDrawStyles.Line);
_commissionCurve = EquityCurveChart.CreateCurve("commissionCurve", Colors.Red, ChartIndicatorDrawStyles.Line);
}
private void Connector_NewSecurity(Security security)
{
//_connector.RegisterTrades(security); // - out of date
_connector.SubscribeTrades(security);
_strategy.Start();
_connector.Start();
}
private void Strategy_PnLChanged()
{
var data = new ChartDrawData();
data.Group(_strategy.CurrentTime)
.Add(_pnl, _strategy.PnL)
.Add(_unrealizedPnL, _strategy.PnLManager.UnrealizedPnL ?? 0)
.Add(_commissionCurve, _strategy.Commission ?? 0);
EquityCurveChart.Draw(data);
}
private void FirstStrategy_NewMyTrade(MyTrade myTrade)
{
var data = new ChartDrawData();
data.Group(myTrade.Trade.Time)
.Add(_tradesElem, myTrade);
Chart.Draw(data);
}
private void Connector_CandleSeriesProcessing(CandleSeries candleSeries, Candle candle)
{
if (candle.State != CandleStates.Finished) return;
var s = _bollingerBands.Process(candle);
var data = new ChartDrawData();
data.Group(candle.OpenTime)
.Add(_candleElement, candle)
.Add(_bollingerElem, s);
Chart.Draw(data);
}
}
}