GS.Trade.TradeWindows

PositionTotals_Windows4 Standard Deviation Added

var v = (from t in PositionCollection
                    group t by t.Ticker.Code
                    into g
                    select new TotalStat01()
                    {
                        Strategy = "All",
                        Ticker = g.Key,
                        TimeInt = 0,
                        Quantity = g.Sum(t=>t.Quantity),
                        Count = g.Count(),
                        ProfitLoss = g.Sum(t => t.PnL2),
                        ProfitAvg = g.Average(t => t.PnL2),
                        ProfitMax = g.Max(t=>t.PnL2),
                        ProfitMin = g.Min(t => t.PnL2),

                        ProfitStd = GSMath.Math.CalculateStandardDeviation(g.Select(t => t.PnL2)),

                        DailyMaxProfit = g.Max(t => t.Strategy.DailyMaxProfit),
                        DailyMinProfit = g.Min(t => t.Strategy.DailyMinProfit),
                        FirstTradeDT = g.Min(t => t.FirstTradeDT),
                        LastTradeDT = g.Max(t => t.LastTradeDT)
                    }).OrderBy(t => t.Ticker); // .ToList();

                foreach (var i in v) TotalTickersList.Add(i);
                _isNeedRefreshStat = false;

TimeSeries DataBase

TimeSeries01 DataBase.
Bars.Count 39 700 342 bars

Delete BarSeries URANUS, MARS BarSeriesId = 6,7,8,9

Last BackUp with URANUS, MARS TimeSeries01_200608

After Delete
Bars.Count 32 554 851 bars

736Z1 Ma2KAtr

736Z1 
NewPositionEvaneHandler() =>

 if (Ma1KAtr2.IsEquals(0.0f)) return;
            if (Ma1KAtr2.IsGreaterThan(Ma1KAtr))
            {
                var pos = Position.Quantity;
                var k = Ma1KAtr + (Ma1KAtr2 - Ma1KAtr)*pos/Contracts;
                XTrend.SetKAtr(k);
            }
            else if (Ma1KAtr2.IsLessThan(Ma1KAtr))
            {
                //var pos = Position.Quantity;
                //var zn = Math.Ceiling(Contracts/2f);
                //if (!(pos >= zn)) return;
                //var diff = zn - (Contracts - pos);
                //var k = Ma1KAtr - (Ma1KAtr2 - Ma1KAtr)*diff/zn;
                //XTrend.SetKAtr((float) k);
                var pos = Position.Quantity;
                // var posdiff = Contracts - pos;
                var k = Ma1KAtr - (Ma1KAtr - Ma1KAtr2) * pos / Contracts;
                XTrend.SetKAtr(k);

            }

if (Ma1KAtr2.IsEquals(0.0f)) return;
            if (Ma1KAtr2.IsGreaterThan(Ma1KAtr))
            {
                var pos = Position.Quantity;
                var k = Ma1KAtr + (Ma1KAtr2 - Ma1KAtr)*pos/Contracts;
                XTrend.SetKAtr(k);
            }
            else if (Ma1KAtr2.IsLessThan(Ma1KAtr))
            {
                //var pos = Position.Quantity;
                //var zn = Math.Ceiling(Contracts/2f);
                //if (!(pos >= zn)) return;
                //var diff = zn - (Contracts - pos);
                //var k = Ma1KAtr - (Ma1KAtr2 - Ma1KAtr)*diff/zn;
                //XTrend.SetKAtr((float) k);
                var pos = Position.Quantity;
                // var posdiff = Contracts - pos;
                var k = Ma1KAtr - (Ma1KAtr - Ma1KAtr2) * pos / Contracts;
                XTrend.SetKAtr(k);
            }


736T
<Z00736T>
    <Name>Z00736.100</Name>
    <Code>Z00736T.5.5.188.068.224.19</Code>
    <TradeAccountKey>Quik.Simulate</TradeAccountKey>
    <TradeTerminalType>Simulator</TradeTerminalType>
    <TradeTerminalKey>MyTerminal</TradeTerminalKey>
    <TimePlanKey>Forts.Standard</TimePlanKey>
    <TickerKey>SiM0</TickerKey>
    <TimeInt>5</TimeInt>

    <Ma1Length>300</Ma1Length>
    <Ma1AtrLength>100</Ma1AtrLength>
    <Ma1KAtr>1.4</Ma1KAtr>
    <Ma1Mode>1</Ma1Mode>

    <TimeInt2>68</TimeInt2>

    <Ma2KAtr>2.24</Ma2KAtr>

Z007 Init()

 if (TimeInt2 > 0 && TimeInt2 != TimeInt)

                {

                    if (Ma2KAtrMltp.IsGreaterThan(0f))

                        PrimTrend = TradeContext.RegisterTimeSeries(

                            new Xma018("Xma18_2", Ticker, (int) TimeInt2, Ma1Length, MaAtrLength1, MaAtrLength2,  Ma1KAtr*Ma2KAtrMltp,

                                Ma1Mode)) as Xma018;

                    else if (Ma2KAtr.IsGreaterThan(0f))

                        PrimTrend = TradeContext.RegisterTimeSeries(

                            new Xma018("Xma18_2", Ticker, (int) TimeInt2, Ma1Length, MaAtrLength1, MaAtrLength2, Ma2KAtr,

                                Ma1Mode)) as Xma018;

                    //else if (Ma2KAtr > 0f)

                    //    PrimTrend = TradeContext.RegisterTimeSeries(

                    //        new Xma018("Xma18_2", Ticker, (int) TimeInt, Ma1Length, MaAtrLength1, MaAtrLength2, Ma2KAtr,

                    //            Ma1Mode)) as Xma018;

                }

                else

                {

                    if (Ma2KAtrMltp.IsGreaterThan(0f))

                        PrimTrend = TradeContext.RegisterTimeSeries(

                            new Xma018("Xma18_2", Ticker, (int)TimeInt, Ma1Length, MaAtrLength1, MaAtrLength2, Ma1KAtr * Ma2KAtrMltp,

                                Ma1Mode)) as Xma018;

                    else if (Ma2KAtr.IsGreaterThan(0f))

                        PrimTrend = TradeContext.RegisterTimeSeries(

                            new Xma018("Xma18_2", Ticker, (int)TimeInt, Ma1Length, MaAtrLength1, MaAtrLength2, Ma2KAtr,

                                Ma1Mode)) as Xma018;

                }

Dde from osa

https://smart-lab.ru/blog/205588.php

GS.EventHubs

GS.EventHubs.EventHub1.EventHub<TContent> ... where TContent : IHaveContent<TContent>

TypesName: List<string>,  string[]
Test Name: DeSerializeEventHub_LstStr_Test
Test Outcome: Passed
Result StandardOutput:

GS.EventHubs.EventHub1.EventHub<List<string>>
EventHubTypeName: EventHub`1
EventHubTypeFullName: GS.EventHubs.EventHubT1.EventHub`1[[System.Collections.Generic.List`1[[System.String, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089]], mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089]]
ToString(): GS.EventHubs.EventHubT1.EventHub`1[System.Collections.Generic.List`1[System.String]]

GS.EventHubs.EventHub1.EventHub<string[]>
EventHubTypeName: EventHub`1
EventHubTypeFullName: 
GS.EventHubs.EventHubT1.EventHub`1[[System.String[], mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089]]
ToString():
GS.EventHubs.EventHubT1.EventHub`1[System.String[]]

Xml
List<string>
<?xml version="1.0" encoding="utf-8"?>
<EventHubOfListOfString>
  <IsEnabled>false</IsEnabled>
  <IsEvlEnabled>false</IsEvlEnabled>
  <Capasity>0</Capasity>
  <CapasityLimit>0</CapasityLimit>
  <IsReversed>false</IsReversed>
  <IsQueueEnabled>false</IsQueueEnabled>
  <IsProcessTaskInUse>false</IsProcessTaskInUse>
  <EventHubItems>
    <EventHubItemOfListOfString>
      <Code>QuikDdeServer.Quotes</Code>
    </EventHubItemOfListOfString>
    <EventHubItemOfListOfString>
      <Code>QuikDdeServer.TickerInfo</Code>
    </EventHubItemOfListOfString>
    <EventHubItemOfListOfString>
      <Code>QuikDdeServer.OptionDesk</Code>
    </EventHubItemOfListOfString>
  </EventHubItems>/>

</EventHubOfListOfString>

string[] <?xml version="1.0" encoding="utf-8"?>
<EventHubOfArrayOfString>
  <IsEnabled>false</IsEnabled>
  <IsEvlEnabled>false</IsEvlEnabled>
  <Capasity>0</Capasity>
  <CapasityLimit>0</CapasityLimit>
  <IsReversed>false</IsReversed>
  <IsQueueEnabled>false</IsQueueEnabled>
  <IsProcessTaskInUse>false</IsProcessTaskInUse>
  <EventHubItems>
    <EventHubItemOfArrayOfString>
      <Code>QuikDdeServer.Quotes</Code>
    </EventHubItemOfArrayOfString>
    <EventHubItemOfArrayOfString>
      <Code>QuikDdeServer.TickerInfo</Code>
    </EventHubItemOfArrayOfString>
    <EventHubItemOfArrayOfString>
      <Code>QuikDdeServer.OptionDesk</Code>
    </EventHubItemOfArrayOfString>
  </EventHubItems>/>
</EventHubOfArrayOfString>

Test Name: EventHub_LstStr_Build_Test
Test Outcome: Passed
Result StandardOutput:

List<string>
GS.EventHubs.EventHubT1.EventHubItem`1[System.Collections.Generic.List`1[System.String]] Code: QuikDdeServer.Quotes Key: QUIKDDESERVER.QUOTES

GS.EventHubs.EventHubT1.EventHubItem`1[System.Collections.Generic.List`1[System.String]] Code: QuikDdeServer.TickerInfo Key: QUIKDDESERVER.TICKERINFO

GS.EventHubs.EventHubT1.EventHubItem`1[System.Collections.Generic.List`1[System.String]] Code: QuikDdeServer.OptionDesk Key: QUIKDDESERVER.OPTIONDESK

string[]
GS.EventHubs.EventHubT1.EventHubItem`1[System.String[]] Code: QuikDdeServer.Quotes Key: QUIKDDESERVER.QUOTES

GS.EventHubs.EventHubT1.EventHubItem`1[System.String[]] Code: QuikDdeServer.TickerInfo Key: QUIKDDESERVER.TICKERINFO

GS.EventHubs.EventHubT1.EventHubItem`1[System.String[]] Code: QuikDdeServer.OptionDesk Key: QUIKDDESERVER.OPTIONDESK

TcpDdeServer, TcpServer04, DdeServer

TcpServer04

Subscribe for Topics Support:
EventHub = GS.EventHubs.EventHub

TcpDdeServer:
DdeServer
TcpServer04

ProcessTask for DdeServer and TcpServer04 interaction

DdeServer -> ProcessTask -> TcpServer04 with Subscribing  for Topic Available for the TcpClients

Dde Message to TcpServer04 via ProcessTask 
but in case of the same message format ProcessTask Is Not Used.

TcpDdeServer:
DdeServer.TableChangedAction -> IList<string> -> MsgFormatter -> TcpServer04.SendMessage -> Create EventArgs(IList) -> EventHub.Enqueue 
-> TcpClients(Subscribers).SendMessage(TMessage)

f

TCP/IP Server Client

Json/String/StringArray
Cmd/Data
Cmprs/AsIs

json/DATA/CMPRS/position/operation/Type/data
XML/DATA/CMPRS/STRATEGY/operation/TYPE/StrategyData

STR/CMD/PING/DateTime
STR/CMD/PONG/DateTime
STR/CMD/CLOSE

STR/DATA/ASIS/Quotes/QuotesData

Data/RouteKey/Entity/Operation/EntityData/Fmt/Doc/Cmprs/Typeof/
Cmd/Ping/DateTeme

Fmt: json,xml,str
Doc/Class/Txt

Data/Tickers/Quotes/New/BidAsk/Str
Data/Tickers/Quotes/New/BidAsk/xml/class/Asis/Tickers.Quote
Data/Tickers/Quotes/New/BidAsk/json/class/Asis/Tickers.Quote