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ntpa/NPlot/CandlePlot.cs
T
2016-03-05 14:06:38 +01:00

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C#
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/*
* NPlot - A charting library for .NET
*
* CandlePlot.cs
* Copyright (C) 2003-2006 Matt Howlett and others.
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without modification,
* are permitted provided that the following conditions are met:
*
* 1. Redistributions of source code must retain the above copyright notice, this
* list of conditions and the following disclaimer.
* 2. Redistributions in binary form must reproduce the above copyright notice,
* this list of conditions and the following disclaimer in the documentation
* and/or other materials provided with the distribution.
* 3. Neither the name of NPlot nor the names of its contributors may
* be used to endorse or promote products derived from this software without
* specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
* ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
* WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED.
* IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT,
* INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING,
* BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
* DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
* LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE
* OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED
* OF THE POSSIBILITY OF SUCH DAMAGE.
*/
using System;
using System.Drawing;
using System.Data;
namespace NPlot
{
/// <summary>
/// Encapsulates open, low, high and close values useful for specifying financial data
/// over a time period, together with a [single] x-value indicating the time [period] the
/// data corresponds to.
/// </summary>
public class PointOLHC
{
/// <summary>
/// Constructor
/// </summary>
/// <param name="x">value representing the time period that the financial values refer to</param>
/// <param name="open">The value at open of time period.</param>
/// <param name="low">The low value over the time period</param>
/// <param name="high">The high value over the time period.</param>
/// <param name="close">The value at close of time period.</param>
public PointOLHC( double x, double open, double low, double high, double close )
{
this.x_ = x;
this.open_ = open;
this.close_ = close;
this.low_ = low;
this.high_ = high;
}
/// <summary>
/// value representing the time period that the financial values apply to.
/// </summary>
public double X
{
get
{
return x_;
}
set
{
this.x_ = value;
}
}
private double x_;
/// <summary>
/// The value at open of time period.
/// </summary>
public double Open
{
get
{
return open_;
}
set
{
open_ = value;
}
}
private double open_;
/// <summary>
/// The value at close of time period.
/// </summary>
public double Close
{
get
{
return close_;
}
set
{
close_ = value;
}
}
private double close_;
/// <summary>
/// Low value of the time period.
/// </summary>
public double Low
{
get
{
return low_;
}
set
{
low_ = value;
}
}
private double low_;
/// <summary>
/// High value of the time period.
/// </summary>
public double High
{
get
{
return high_;
}
set
{
high_ = value;
}
}
private double high_;
}
/// <summary>
/// Encapsulates functionality for drawing finacial candle charts.
/// </summary>
public class CandlePlot : BasePlot, IPlot
{
/// <summary>
///
/// </summary>
public abstract class CandleStyle
{
/// <summary>
///
/// </summary>
/// <param name="d"></param>
/// <returns></returns>
public abstract CandleStyle Create(CandleDataAdapter d);
}
/// <summary>
///
/// </summary>
public class Stick : CandleStyle
{
private Stick() { }
/// <summary>
///
/// </summary>
/// <param name="d"></param>
/// <returns></returns>
public override CandleStyle Create(CandleDataAdapter d)
{
return new Stick();
}
}
/// <summary>
/// This class is responsible for interpreting the various ways you can
/// specify data to CandlePlot objects
/// </summary>
public class CandleDataAdapter
{
private object openData_;
private object lowData_;
private object highData_;
private object closeData_;
private object abscissaData_;
private object dataSource_;
private string dataMember_;
DataRowCollection rows_ = null;
// speed optimizations if data is double.
private double[] openDataArray_;
private double[] lowDataArray_;
private double[] highDataArray_;
private double[] closeDataArray_;
private double[] abscissaDataArray_;
private bool useDoublesArrays_;
/// <summary>
/// Constructor
/// </summary>
/// <param name="dataSource"></param>
/// <param name="dataMember"></param>
/// <param name="abscissaData"></param>
/// <param name="openData"></param>
/// <param name="lowData"></param>
/// <param name="highData"></param>
/// <param name="closeData"></param>
public CandleDataAdapter(
object dataSource, string dataMember, object abscissaData,
object openData, object lowData, object highData, object closeData )
{
this.openData_ = openData;
this.lowData_ = lowData;
this.highData_ = highData;
this.closeData_ = closeData;
this.abscissaData_ = abscissaData;
this.dataSource_ = dataSource;
this.dataMember_ = dataMember;
if (dataSource_ != null)
{
if ( dataSource_ is DataSet )
{
if (dataMember_ != null)
{
rows_ = ((DataTable)((DataSet)dataSource_).Tables[dataMember_]).Rows;
}
else
{
rows_ = ((DataTable)((DataSet)dataSource_).Tables[0]).Rows;
}
}
else if (dataSource_ is DataTable )
{
rows_ = ((DataTable)dataSource_).Rows;
}
else
{
throw new NPlotException ( "not implemented yet" );
}
}
openDataArray_ = openData_ as System.Double[];
lowDataArray_ = lowData_ as System.Double[];
highDataArray_ = highData_ as System.Double[];
closeDataArray_ = closeData_ as System.Double[];
abscissaDataArray_ = abscissaData_ as System.Double[];
useDoublesArrays_ = (
openDataArray_ != null &&
lowDataArray_ != null &&
highDataArray_ != null &&
lowDataArray_ != null &&
abscissaDataArray_ != null
);
}
/// <summary>
/// Gets the ith point in the candle adapter
/// </summary>
/// <param name="i">index of datapoint to get</param>
/// <returns>the datapoint.</returns>
public PointOLHC this[int i]
{
get
{
// try a fast track first
if (useDoublesArrays_)
{
return new PointOLHC(
abscissaDataArray_[i],
openDataArray_[i],
lowDataArray_[i],
highDataArray_[i],
closeDataArray_[i]);
}
// is the data coming from a data source?
else if (rows_ != null)
{
double x = Utils.ToDouble(((DataRow)(rows_[i]))[(string)abscissaData_]);
double open = Utils.ToDouble(((DataRow)(rows_[i]))[(string)openData_]);
double low = Utils.ToDouble(((DataRow)(rows_[i]))[(string)lowData_]);
double high = Utils.ToDouble(((DataRow)(rows_[i]))[(string)highData_]);
double close = Utils.ToDouble(((DataRow)(rows_[i]))[(string)closeData_]);
return new PointOLHC(x, open, low, high, close);
}
// the data is coming from individual arrays.
else if (abscissaData_ is Array && openData_ is Array && lowData_ is Array && highData_ is Array && closeData_ is Array)
{
double x = Utils.ToDouble(((Array)abscissaData_).GetValue(i));
double open = Utils.ToDouble(((Array)openData_).GetValue(i));
double low = Utils.ToDouble(((Array)lowData_).GetValue(i));
double high = Utils.ToDouble(((Array)highData_).GetValue(i));
double close = Utils.ToDouble(((Array)closeData_).GetValue(i));
return new PointOLHC(x, open, low, high, close);
}
else
{
throw new NPlotException("not implemented yet");
}
}
}
/// <summary>
/// The number of datapoints available via the candle adapter.
/// </summary>
/// <value>the number of datapoints available.</value>
public int Count
{
get
{
// this is inefficient [could set up delegates in constructor].
if (useDoublesArrays_)
{
return openDataArray_.Length;
}
if (openData_ == null)
{
return 0;
}
if (rows_ != null)
{
return rows_.Count;
}
if (openData_ is Array)
{
int size = ((Array)openData_).Length;
if (size != ((Array)closeData_).Length)
throw new NPlotException("open and close arrays are not of same length");
if (size != ((Array)lowData_).Length)
throw new NPlotException("open and close arrays are not of same length");
if (size != ((Array)highData_).Length)
throw new NPlotException("open and close arrays are not of same length");
return size;
}
throw new NPlotException( "data not in correct format" );
}
}
/// <summary>
/// Returns an x-axis that is suitable for drawing the data.
/// </summary>
/// <returns>A suitable x-axis.</returns>
public Axis SuggestXAxis()
{
double min;
double max;
double minStep = 0.0;
if (this.rows_ == null)
{
Utils.ArrayMinMax((System.Collections.IList)this.abscissaData_, out min, out max);
if (((System.Collections.IList)abscissaData_).Count > 1)
{
double first = Utils.ToDouble(((Array)abscissaData_).GetValue(0));
double second = Utils.ToDouble(((Array)abscissaData_).GetValue(1));
minStep = Math.Abs(second - first);
}
if (((System.Collections.IList)abscissaData_).Count > 2)
{
double first = Utils.ToDouble(((Array)abscissaData_).GetValue(1));
double second = Utils.ToDouble(((Array)abscissaData_).GetValue(2));
if (Math.Abs(second - first) < minStep)
minStep = Math.Abs(second - first);
}
if (((System.Collections.IList)abscissaData_)[0] is DateTime)
{
return new DateTimeAxis(min - minStep / 2.0, max + minStep / 2.0);
}
else
{
return new LinearAxis(min - minStep / 2.0, max + minStep / 2.0);
}
}
else
{
Utils.RowArrayMinMax(this.rows_, out min, out max, (string)this.abscissaData_);
if (rows_.Count > 1)
{
double first = Utils.ToDouble(rows_[0][(string)abscissaData_]);
double second = Utils.ToDouble(rows_[1][(string)abscissaData_]);
minStep = Math.Abs(second - first);
}
if (rows_.Count > 2)
{
double first = Utils.ToDouble(rows_[1][(string)abscissaData_]);
double second = Utils.ToDouble(rows_[2][(string)abscissaData_]);
if (Math.Abs(second - first) < minStep)
minStep = Math.Abs(second - first);
}
if ((rows_[0])[(string)abscissaData_] is DateTime)
{
return new DateTimeAxis(min - minStep / 2.0, max + minStep / 2.0);
}
else
{
return new LinearAxis(min - minStep / 2.0, max + minStep / 2.0);
}
}
}
/// <summary>
/// Returns a y-axis that is suitable for drawing the data.
/// </summary>
/// <returns>A suitable y-axis.</returns>
public Axis SuggestYAxis()
{
double min_l;
double max_l;
double min_h;
double max_h;
if (this.rows_ == null)
{
Utils.ArrayMinMax((System.Collections.IList)lowData_, out min_l, out max_l);
Utils.ArrayMinMax((System.Collections.IList)highData_, out min_h, out max_h);
}
else
{
Utils.RowArrayMinMax(this.rows_, out min_l, out max_l, (string)this.lowData_);
Utils.RowArrayMinMax(this.rows_, out min_h, out max_h, (string)this.highData_);
}
Axis a = new LinearAxis( min_l, max_h );
a.IncreaseRange( 0.08 );
return a;
}
}
/// <summary>
/// Default constructor.
/// </summary>
public CandlePlot()
{
}
/// <summary>
/// Calculates the physical (not world) separation between abscissa values.
/// </summary>
/// <param name="cd">Candle adapter containing data</param>
/// <param name="xAxis">Physical x axis the data is plotted against.</param>
/// <returns>physical separation between abscissa values.</returns>
private static float CalculatePhysicalSeparation( CandleDataAdapter cd, PhysicalAxis xAxis )
{
if (cd.Count > 1)
{
int xPos1 = (int)(xAxis.WorldToPhysical( ((PointOLHC)cd[0]).X, false )).X;
int xPos2 = (int)(xAxis.WorldToPhysical( ((PointOLHC)cd[1]).X, false )).X;
int minDist = xPos2 - xPos1;
if (cd.Count > 2)
{ // to be pretty sure we get the smallest gap.
int xPos3 = (int)(xAxis.WorldToPhysical(((PointOLHC)cd[2]).X, false)).X;
if (xPos3 - xPos2 < minDist) minDist = xPos3 - xPos2;
if (cd.Count > 3)
{
int xPos4 = (int)(xAxis.WorldToPhysical(((PointOLHC)cd[3]).X, false)).X;
if (xPos4 - xPos3 < minDist) minDist = xPos4 - xPos3;
}
}
return minDist;
}
return 0.0f;
}
/// <summary>
/// Draws the candle plot on a GDI+ surface agains the provided x and y axes.
/// </summary>
/// <param name="g">The GDI+ surface on which to draw.</param>
/// <param name="xAxis">The X-Axis to draw against.</param>
/// <param name="yAxis">The Y-Axis to draw against.</param>
public void Draw( Graphics g, PhysicalAxis xAxis, PhysicalAxis yAxis )
{
CandleDataAdapter cd = new CandleDataAdapter( this.DataSource, this.DataMember,
this.AbscissaData, this.OpenData, this.LowData, this.HighData, this.CloseData );
Brush bearishBrush = new SolidBrush( BearishColor );
Brush bullishBrush = new SolidBrush( BullishColor );
uint offset = 0;
if (this.centered_)
{
offset = (uint)(CalculatePhysicalSeparation(cd,xAxis) / 2.0f);
}
uint addAmount = (uint)StickWidth/2;
uint stickWidth = (uint)StickWidth;
if (StickWidth == AutoScaleStickWidth)
{
// default
addAmount = 2;
stickWidth = 4;
float minDist = CalculatePhysicalSeparation( cd, xAxis );
addAmount = (uint)(minDist / 3);
stickWidth = addAmount * 2;
}
Pen p = new Pen(this.color_);
/*
// brant hyatt proposed.
if (this.Style == Styles.Stick)
{
p.Width = stickWidth;
addAmount = stickWidth + 2;
}
*/
for (int i=0; i<cd.Count; ++i)
{
PointOLHC point = (PointOLHC)cd[i];
if ( (!double.IsNaN (point.Open)) && (!double.IsNaN(point.High)) && (!double.IsNaN (point.Low)) && (!double.IsNaN(point.Close)) )
{
int xPos = (int)(xAxis.WorldToPhysical( point.X, false )).X;
if (xPos + offset + addAmount < xAxis.PhysicalMin.X || xAxis.PhysicalMax.X < xPos + offset - addAmount)
continue;
int yPos1 = (int)(yAxis.WorldToPhysical( point.Low, false )).Y;
int yPos2 = (int)(yAxis.WorldToPhysical( point.High, false )).Y;
int yPos3 = (int)(yAxis.WorldToPhysical( point.Open, false )).Y;
int yPos4 = (int)(yAxis.WorldToPhysical( point.Close, false )).Y;
if (this.Style == Styles.Stick)
{
/*
// brant hyatt proposed.
if (i > 0)
{
if ( ((PointOLHC)cd[i]).Close > ((PointOLHC)cd[i-1]).Close)
{
p.Color = BullishColor;
}
else
{
p.Color = BearishColor;
}
}
*/
g.DrawLine( p, xPos+offset, yPos1, xPos+offset, yPos2 );
g.DrawLine( p, xPos-addAmount+offset, yPos3, xPos+offset, yPos3 );
g.DrawLine( p, xPos+offset, yPos4, xPos+addAmount+offset, yPos4 );
}
else if (this.Style == Styles.Filled)
{
g.DrawLine( p, xPos+offset, yPos1, xPos+offset, yPos2 );
if (yPos3 > yPos4)
{
g.FillRectangle( bullishBrush, xPos-addAmount+offset, yPos4, stickWidth, yPos3 - yPos4 );
g.DrawRectangle( p, xPos-addAmount+offset, yPos4, stickWidth, yPos3 - yPos4 );
}
else if (yPos3 < yPos4)
{
g.FillRectangle( bearishBrush, xPos-addAmount+offset, yPos3, stickWidth, yPos4 - yPos3 );
g.DrawRectangle( p, xPos-addAmount+offset, yPos3, stickWidth, yPos4 - yPos3 );
}
else
{
g.DrawLine( p, xPos-addAmount+offset, yPos3, xPos-addAmount+stickWidth+offset, yPos3 );
}
}
}
}
}
/// <summary>
/// Returns an x-axis that is suitable for drawing this plot.
/// </summary>
/// <returns>A suitable x-axis.</returns>
public Axis SuggestXAxis()
{
CandleDataAdapter candleData = new CandleDataAdapter( this.DataSource, this.DataMember,
this.AbscissaData, this.OpenData, this.LowData, this.HighData, this.CloseData );
return candleData.SuggestXAxis();
}
/// <summary>
/// Returns a y-axis that is suitable for drawing this plot.
/// </summary>
/// <returns>A suitable y-axis.</returns>
public Axis SuggestYAxis()
{
CandleDataAdapter candleData = new CandleDataAdapter( this.DataSource, this.DataMember,
this.AbscissaData, this.OpenData, this.LowData, this.HighData, this.CloseData );
return candleData.SuggestYAxis();
}
/// <summary>
/// Gets or sets the data, or column name for the open values.
/// </summary>
public object OpenData
{
get
{
return openData_;
}
set
{
openData_ = value;
}
}
private object openData_ = null;
/// <summary>
/// Gets or sets the data, or column name for the interval low values.
/// </summary>
public object LowData
{
get
{
return lowData_;
}
set
{
lowData_ = value;
}
}
private object lowData_ = null;
/// <summary>
/// Gets or sets the data, or column name for the interval high values.
/// </summary>
public object HighData
{
get
{
return highData_;
}
set
{
highData_ = value;
}
}
private object highData_ = null;
/// <summary>
/// Gets or sets the data, or column name for the close values.
/// </summary>
public object CloseData
{
get
{
return closeData_;
}
set
{
closeData_ = value;
}
}
private object closeData_ = null;
/// <summary>
/// Gets or sets the data, or column name for the abscissa [x] axis.
/// </summary>
public object AbscissaData
{
get
{
return abscissaData_;
}
set
{
abscissaData_ = value;
}
}
private object abscissaData_ = null;
/// <summary>
/// Draws a representation of this plot in the legend.
/// </summary>
/// <param name="g">The graphics surface on which to draw.</param>
/// <param name="startEnd">A rectangle specifying the bounds of the area in the legend set aside for drawing.</param>
public virtual void DrawInLegend( Graphics g, Rectangle startEnd )
{
Pen p = new Pen(this.color_);
g.DrawLine( p, startEnd.Left, (startEnd.Top + startEnd.Bottom)/2,
startEnd.Right, (startEnd.Top + startEnd.Bottom)/2 );
}
/// <summary>
/// Color of this plot [excluding interior of filled boxes if Style is fill]. To
/// change the Bullish and Bearish colours in Filled mode, use the BullishColor
/// and BearishColor properties.
/// </summary>
public System.Drawing.Color Color
{
get
{
return color_;
}
set
{
color_ = value;
}
}
Color color_ = Color.Black;
/// <summary>
/// Possible CandleStick styles.
/// </summary>
public enum Styles
{
/// <summary>
/// Draw vertical line between low and high, tick on left for open and tick on right for close.
/// </summary>
Stick,
/// <summary>
/// Draw vertical line between low and high and place on top of this a box with bottom
/// and top determined by open and high values. The box is filled using the colors specified
/// in BullishColor and BearishColor properties.
/// </summary>
Filled
}
/// <summary>
/// Specifies the CandleStick style to use.
/// </summary>
public Styles Style = Styles.Filled;
/// <summary>
/// If CandlePlot.Style is Filled, then bullish open-close moves are displayed in this color.
/// </summary>
public Color BullishColor = Color.White;
/// <summary>
/// If CandlePlot.Style is Filled, then bearish moves are displayed in this color.
/// </summary>
public Color BearishColor = Color.Black;
/// <summary>
/// Width of each stick in pixels. It is best if this is an odd number.
/// </summary>
public int StickWidth
{
get
{
return stickWidth_;
}
set
{
if (value < 1)
{
throw new NPlotException( "Stick width must be greater than 0." );
}
stickWidth_ = value;
}
}
private int stickWidth_ = AutoScaleStickWidth;
/// <summary>
/// If stick width is set equal to this value, the width will be
/// automatically scaled dependant on the space between sticks.
/// </summary>
public const int AutoScaleStickWidth = 0;
/// <summary>
/// If true (default), bars will be centered on the abscissa times.
/// If false, bars will be drawn between the corresponding abscissa time
/// and the next abscissa time.
/// </summary>
/// <value></value>
public bool Centered
{
get
{
return centered_;
}
set
{
centered_ = value;
}
}
private bool centered_ = true;
/// <summary>
/// Write data associated with the plot as text.
/// </summary>
/// <param name="sb">the string builder to write to.</param>
/// <param name="region">Only write out data in this region if onlyInRegion is true.</param>
/// <param name="onlyInRegion">If true, only data in region is written, else all data is written.</param>
/// <remarks>TODO: not implemented.</remarks>
public void WriteData( System.Text.StringBuilder sb, RectangleD region, bool onlyInRegion )
{
}
}
}