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[MDAPI-67] [.NET] Integrate IndexedEventTxModel
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Konstantin Ivaschenko
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Jul 24, 2024
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -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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|---|---|---|
| @@ -0,0 +1,23 @@ | ||
| 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); | ||
| } | ||
|
|
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| 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> | ||
|
|
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| <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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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,44 @@ | ||
| // <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> | ||
|
|
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| using System; | ||
| using DxFeed.Graal.Net.Events.Candles; | ||
| using ScottPlot; | ||
|
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| namespace CandleChartSample; | ||
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| public static class CandleExtension | ||
| { | ||
| 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) | ||
| }; | ||
| } | ||
|
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| 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 +1,111 @@ | ||
| // <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; | ||
|
|
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| namespace CandleChartSample; | ||
|
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| public class CandleList : List<OHLC> | ||
| { | ||
| public void Update(IEnumerable<Candle> candles, bool isSnapshot) | ||
| { | ||
| var sortedCandles = candles.OrderBy(c => c.Index); | ||
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| if (isSnapshot) | ||
| { | ||
| UpdateSnapshot(sortedCandles); | ||
| } | ||
| else | ||
| { | ||
| UpdateIncremental(sortedCandles); | ||
| } | ||
| } | ||
|
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| private void UpdateSnapshot(IEnumerable<Candle> candles) | ||
| { | ||
| Clear(); | ||
| foreach (var candle in candles) | ||
| { | ||
| if (!ShouldRemove(candle)) | ||
| { | ||
| Add(candle.ToOHLC()); | ||
| } | ||
| } | ||
| } | ||
|
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| private void UpdateIncremental(IEnumerable<Candle> candles) | ||
| { | ||
| foreach (var candle in candles) | ||
| { | ||
| if (ShouldRemove(candle)) | ||
| { | ||
| RemoveCandle(candle); | ||
| continue; | ||
| } | ||
|
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| var ohlc = candle.ToOHLC(); | ||
| var lastOhlc = LastOrDefault(); | ||
| switch (DateTime.Compare(ohlc.DateTime, lastOhlc.DateTime)) | ||
| { | ||
| case < 0: | ||
| InsertOrUpdate(ohlc); | ||
| break; | ||
| case 0: | ||
| AddOrUpdateLast(ohlc); | ||
| break; | ||
| case > 0: | ||
| Add(ohlc); | ||
| break; | ||
| } | ||
| } | ||
| } | ||
|
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| private void AddOrUpdateLast(OHLC ohlc) | ||
| { | ||
| if (IsEmpty()) | ||
| { | ||
| Add(ohlc); | ||
| } | ||
| else | ||
| { | ||
| this[Count - 1] = ohlc; | ||
| } | ||
| } | ||
|
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| private void InsertOrUpdate(OHLC ohlc) | ||
| { | ||
| var index = FindIndex(o => DateTime.Compare(ohlc.DateTime, o.DateTime) <= 0); | ||
| if (index >= 0 && this[index].DateTime.Equals(ohlc.DateTime)) | ||
| { | ||
| this[index] = ohlc; | ||
| } | ||
| else | ||
| { | ||
| Insert(index >= 0 ? index : 0, ohlc); | ||
| } | ||
| } | ||
|
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| private void RemoveCandle(Candle candle) => | ||
| RemoveAll(ohlc => candle.ToOHLC().DateTime.Equals(ohlc.DateTime)); | ||
|
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| private bool IsEmpty() => | ||
| Count == 0; | ||
|
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| private OHLC LastOrDefault() => | ||
| IsEmpty() ? new OHLC() : this[Count - 1]; | ||
|
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| 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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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,52 @@ | ||
| <Window xmlns="https://github.com/avaloniaui" | ||
| xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml" | ||
| xmlns:d="http://schemas.microsoft.com/expression/blend/2008" | ||
| xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006" | ||
| xmlns:scottPlot="clr-namespace:ScottPlot.Avalonia;assembly=ScottPlot.Avalonia" | ||
| mc:Ignorable="d" d:DesignWidth="800" d:DesignHeight="450" | ||
| x:Class="CandleChartSample.MainWindow" | ||
| WindowStartupLocation="CenterScreen" | ||
| Title="CandleChartSample"> | ||
|
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| <Grid> | ||
| <Grid.RowDefinitions> | ||
| <RowDefinition Height="Auto" /> | ||
| <RowDefinition Height="*" /> | ||
| </Grid.RowDefinitions> | ||
|
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| <Grid Grid.Row="0" HorizontalAlignment="Left" Margin="10" Grid.ColumnSpan="2"> | ||
|
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| <Grid.ColumnDefinitions> | ||
| <ColumnDefinition Width="Auto" /> | ||
| <ColumnDefinition Width="Auto" /> | ||
| <ColumnDefinition Width="Auto" /> | ||
| <ColumnDefinition Width="Auto" /> | ||
| </Grid.ColumnDefinitions> | ||
|
|
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| <TextBlock Grid.Column="0" Text="Symbol" Margin="5" FontSize="12" VerticalAlignment="Center" /> | ||
| <TextBox x:Name="SymbolTextBox" | ||
| Grid.Column="1" | ||
| Text="AAPL{=d}" | ||
| FontSize="12" | ||
| Width="180" | ||
| Margin="5" | ||
| KeyDown="OnKeyDown" | ||
| LostFocus="OnLostFocus" /> | ||
|
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| <TextBlock Grid.Column="2" Text="From Time" Margin="5" FontSize="12" VerticalAlignment="Center" /> | ||
| <TextBox x:Name="FromTimeTextBox" | ||
| Grid.Column="3" | ||
| FontSize="12" | ||
| Width="180" | ||
| Margin="5" | ||
| KeyDown="OnKeyDown" | ||
| LostFocus="OnLostFocus" /> | ||
| </Grid> | ||
|
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| <Grid Grid.Row="1" Grid.Column="0"> | ||
| <scottPlot:AvaPlot Name="AvaPlot" /> | ||
| </Grid> | ||
|
|
||
| </Grid> | ||
|
|
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| </Window> |
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