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[MDAPI-67] [.NET] Integrate IndexedEventTxModel
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Konstantin Ivaschenko
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Jul 25, 2024
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| Original file line number | Diff line number | Diff line change |
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| @@ -0,0 +1,10 @@ | ||
| <Application xmlns="https://github.com/avaloniaui" | ||
| xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml" | ||
| x:Class="CandleChartSample.App" | ||
| RequestedThemeVariant="Default"> | ||
| <!-- "Default" ThemeVariant follows system theme variant. "Dark" or "Light" are other available options. --> | ||
|
|
||
| <Application.Styles> | ||
| <FluentTheme /> | ||
| </Application.Styles> | ||
| </Application> |
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| using Avalonia; | ||
| using Avalonia.Controls.ApplicationLifetimes; | ||
| using Avalonia.Markup.Xaml; | ||
|
|
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| namespace CandleChartSample; | ||
|
|
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| public partial class App : Application | ||
| { | ||
| public override void Initialize() | ||
| { | ||
| AvaloniaXamlLoader.Load(this); | ||
| } | ||
|
|
||
| public override void OnFrameworkInitializationCompleted() | ||
| { | ||
| if (ApplicationLifetime is IClassicDesktopStyleApplicationLifetime desktop) | ||
| { | ||
| desktop.MainWindow = new MainWindow(); | ||
| } | ||
|
|
||
| base.OnFrameworkInitializationCompleted(); | ||
| } | ||
| } |
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| @@ -0,0 +1,26 @@ | ||
| <Project Sdk="Microsoft.NET.Sdk"> | ||
|
|
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| <PropertyGroup> | ||
| <OutputType>WinExe</OutputType> | ||
| <TargetFrameworks>net6.0</TargetFrameworks> | ||
| <Nullable>enable</Nullable> | ||
| <BuiltInComInteropSupport>true</BuiltInComInteropSupport> | ||
| <ApplicationManifest>app.manifest</ApplicationManifest> | ||
| <AvaloniaUseCompiledBindingsByDefault>true</AvaloniaUseCompiledBindingsByDefault> | ||
| </PropertyGroup> | ||
|
|
||
| <ItemGroup> | ||
| <PackageReference Include="Avalonia" Version="11.0.10"/> | ||
| <PackageReference Include="Avalonia.Desktop" Version="11.0.10"/> | ||
| <PackageReference Include="Avalonia.Themes.Fluent" Version="11.0.10"/> | ||
| <PackageReference Include="Avalonia.Fonts.Inter" Version="11.0.10"/> | ||
| <!--Condition below is needed to remove Avalonia.Diagnostics package from build output in Release configuration.--> | ||
| <PackageReference Condition="'$(Configuration)' == 'Debug'" Include="Avalonia.Diagnostics" Version="11.0.10"/> | ||
| <PackageReference Include="ScottPlot.Avalonia" Version="5.0.36"/> | ||
| </ItemGroup> | ||
|
|
||
| <ItemGroup> | ||
| <ProjectReference Include="..\..\src\DxFeed.Graal.Net\DxFeed.Graal.Net.csproj"/> | ||
| </ItemGroup> | ||
|
|
||
| </Project> |
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|---|---|---|
| @@ -0,0 +1,57 @@ | ||
| // <copyright file="CandleExtension.cs" company="Devexperts LLC"> | ||
| // Copyright © 2024 Devexperts LLC. All rights reserved. | ||
| // This Source Code Form is subject to the terms of the Mozilla Public License, v. 2.0. | ||
| // If a copy of the MPL was not distributed with this file, You can obtain one at http://mozilla.org/MPL/2.0/. | ||
| // </copyright> | ||
|
|
||
| using System; | ||
| using DxFeed.Graal.Net.Events.Candles; | ||
| using ScottPlot; | ||
|
|
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| namespace CandleChartSample; | ||
|
|
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| /// <summary> | ||
| /// Provides extension methods for converting <see cref="Candle"/> objects to <see cref="OHLC"/> objects. | ||
| /// </summary> | ||
| public static class CandleExtension | ||
| { | ||
| /// <summary> | ||
| /// Converts a <see cref="Candle"/> object to an <see cref="OHLC"/> object. | ||
| /// </summary> | ||
| /// <param name="candle">The candle to convert.</param> | ||
| /// <returns>An <see cref="OHLC"/> object representing the candle.</returns> | ||
| public static OHLC ToOHLC(this Candle candle) | ||
| { | ||
| var open = GetValueWithPriority(candle.Open, candle.High, candle.Low, candle.Close); | ||
| var high = GetValueWithPriority(candle.High, candle.Open, candle.Low, candle.Close); | ||
| var low = GetValueWithPriority(candle.Low, candle.Close, candle.Open, candle.High); | ||
| var close = GetValueWithPriority(candle.Close, candle.Low, candle.Open, candle.High); | ||
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| return new OHLC | ||
| { | ||
| Open = open, | ||
| High = high, | ||
| Low = low, | ||
| Close = close, | ||
| DateTime = DateTimeOffset.FromUnixTimeMilliseconds(candle.Time).DateTime.ToLocalTime(), | ||
| TimeSpan = TimeSpan.FromMilliseconds(candle.CandleSymbol!.Period!.PeriodIntervalMillis) | ||
| }; | ||
| } | ||
|
|
||
| /// <summary> | ||
| /// Returns the first non-NaN value from the provided list of values. | ||
| /// </summary> | ||
| /// <param name="values">An array of double values to check.</param> | ||
| /// <returns>The first non-NaN value, or NaN if all values are NaN.</returns> | ||
| private static double GetValueWithPriority(params double[] values) | ||
| { | ||
| foreach (var value in values) | ||
| { | ||
| if (!double.IsNaN(value)) | ||
| { | ||
| return value; | ||
| } | ||
| } | ||
| return double.NaN; | ||
| } | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,177 @@ | ||
| // <copyright file="CandleList.cs" company="Devexperts LLC"> | ||
| // Copyright © 2024 Devexperts LLC. All rights reserved. | ||
| // This Source Code Form is subject to the terms of the Mozilla Public License, v. 2.0. | ||
| // If a copy of the MPL was not distributed with this file, You can obtain one at http://mozilla.org/MPL/2.0/. | ||
| // </copyright> | ||
|
|
||
| using System; | ||
| using System.Collections.Generic; | ||
| using System.Linq; | ||
| using DxFeed.Graal.Net.Events; | ||
| using DxFeed.Graal.Net.Events.Candles; | ||
| using ScottPlot; | ||
|
|
||
| namespace CandleChartSample; | ||
|
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| /// <summary> | ||
| /// The CandleList class manages a list of OHLC (Open, High, Low, Close) objects for candle chart visualization. | ||
| /// This class provides methods for updating the list based on incoming candle events, | ||
| /// supporting both snapshot and incremental updates. | ||
| /// </summary> | ||
| public class CandleList : List<OHLC> | ||
| { | ||
| /// <summary> | ||
| /// Updates the candle list with a new set of candles. | ||
| /// Depending on whether the update is a snapshot or incremental, it will replace or update the existing list. | ||
| /// </summary> | ||
| /// <param name="candles">The collection of candles to update the list with.</param> | ||
| /// <param name="isSnapshot">Indicates whether the update is a snapshot (true) or incremental (false).</param> | ||
| public void Update(IEnumerable<Candle> candles, bool isSnapshot) | ||
| { | ||
| // Sort candles by their index. This is stable sort. | ||
| var sortedCandles = candles.OrderBy(c => c.Index); | ||
|
|
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| if (isSnapshot) | ||
| { | ||
| // Handle snapshot update | ||
| UpdateSnapshot(sortedCandles); | ||
| } | ||
| else | ||
| { | ||
| // Handle incremental update | ||
| UpdateIncremental(sortedCandles); | ||
| } | ||
| } | ||
|
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||
| /// <summary> | ||
| /// Updates the list with a snapshot of candles. | ||
| /// Clears the existing list and adds the new set of candles, ensuring to remove any that should be removed. | ||
| /// </summary> | ||
| /// <param name="candles">The snapshot of candles to update the list with.</param> | ||
| private void UpdateSnapshot(IEnumerable<Candle> candles) | ||
| { | ||
| // Clear the current list of OHLC objects | ||
| Clear(); | ||
| foreach (var candle in candles) | ||
| { | ||
| // Check if the candle should be removed | ||
| if (!ShouldRemove(candle)) | ||
| { | ||
| // Convert the candle to OHLC and add to the list | ||
| Add(candle.ToOHLC()); | ||
| } | ||
| } | ||
| } | ||
|
|
||
| /// <summary> | ||
| /// Updates the list incrementally with a set of candles. | ||
| /// Adds, updates, or removes candles as necessary based on the provided list. | ||
| /// </summary> | ||
| /// <param name="candles">The incremental set of candles to update the list with.</param> | ||
| private void UpdateIncremental(IEnumerable<Candle> candles) | ||
| { | ||
| foreach (var candle in candles) | ||
| { | ||
| // Check if the candle should be removed. | ||
| if (ShouldRemove(candle)) | ||
| { | ||
| // Remove the corresponding OHLC object. | ||
| RemoveCandle(candle); | ||
| continue; | ||
| } | ||
|
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| // Convert the candle to OHLC. | ||
| var ohlc = candle.ToOHLC(); | ||
| // Gets last OHLC. | ||
| var lastOhlc = LastOrDefault(); | ||
|
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| // Compare the date and time of the OHLC object with the last one in the list | ||
| switch (DateTime.Compare(ohlc.DateTime, lastOhlc.DateTime)) | ||
| { | ||
| case < 0: | ||
| // If the new OHLC is older, insert or update it in the correct position. | ||
| InsertOrUpdate(ohlc); | ||
| break; | ||
| case 0: | ||
| // If the new OHLC has the same date and time, update the last one. | ||
| AddOrUpdateLast(ohlc); | ||
| break; | ||
| case > 0: | ||
| // If the new OHLC is newer, add it to the list. | ||
| Add(ohlc); | ||
| break; | ||
| } | ||
| } | ||
| } | ||
|
|
||
| /// <summary> | ||
| /// Adds a new OHLC object or updates the last one if it exists. | ||
| /// </summary> | ||
| /// <param name="ohlc">The OHLC object to add or update.</param> | ||
| private void AddOrUpdateLast(OHLC ohlc) | ||
| { | ||
| if (IsEmpty()) | ||
| { | ||
| // Add the OHLC if the list is empty. | ||
| Add(ohlc); | ||
| } | ||
| else | ||
| { | ||
| // Update the last OHLC object. | ||
| this[Count - 1] = ohlc; | ||
| } | ||
| } | ||
|
|
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| /// <summary> | ||
| /// Inserts a new OHLC object into the list or updates an existing one based on its date and time. | ||
| /// </summary> | ||
| /// <param name="ohlc">The OHLC object to insert or update.</param> | ||
| private void InsertOrUpdate(OHLC ohlc) | ||
| { | ||
| // Find the index of the OHLC object to insert or update. | ||
| var index = FindIndex(o => DateTime.Compare(ohlc.DateTime, o.DateTime) <= 0); | ||
| if (index >= 0 && this[index].DateTime.Equals(ohlc.DateTime)) | ||
| { | ||
| // Update the existing OHLC object if the date and time match. | ||
| this[index] = ohlc; | ||
| } | ||
| else | ||
| { | ||
| // Insert the new OHLC object at the correct position. | ||
| Insert(index >= 0 ? index : 0, ohlc); | ||
| } | ||
| } | ||
|
|
||
| /// <summary> | ||
| /// Removes a candle from the list based on its date and time. | ||
| /// </summary> | ||
| /// <param name="candle">The candle to remove.</param> | ||
| private void RemoveCandle(Candle candle) => | ||
| RemoveAll(ohlc => candle.ToOHLC().DateTime.Equals(ohlc.DateTime)); | ||
|
|
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| /// <summary> | ||
| /// Checks if the list is empty. | ||
| /// </summary> | ||
| /// <returns><c>true</c> if the list is empty; otherwise, <c>false</c>.</returns> | ||
| private bool IsEmpty() => | ||
| Count == 0; | ||
|
|
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| /// <summary> | ||
| /// Returns the last OHLC object in the list or a new OHLC object if the list is empty. | ||
| /// </summary> | ||
| /// <returns>The last OHLC object or a new OHLC object if the list is empty.</returns> | ||
| private OHLC LastOrDefault() => | ||
| IsEmpty() ? new OHLC() : this[Count - 1]; | ||
|
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| /// <summary> | ||
| /// Determines whether a candle should be removed. | ||
| /// </summary> | ||
| /// <param name="candle">The candle to check.</param> | ||
| /// <returns><c>true</c> if the candle should be removed; otherwise, <c>false</c>.</returns> | ||
| private static bool ShouldRemove(Candle candle) => | ||
| EventFlags.IsRemove(candle) || | ||
| (double.IsNaN(candle.Open) && | ||
| double.IsNaN(candle.High) && | ||
| double.IsNaN(candle.Low) && | ||
| double.IsNaN(candle.Close)); | ||
| } |
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