Can not update streaming chart in custom streaming provider

puciwei

#1

10/20/2015 8:11 PM

Hello every body
I want to display realtime 1 minute bars on streaming chart，and use that 1 minute bars to drive trade strategy.
I have wrote one streaming provider and one static provider, streaming provider can update quotes window successfully,static provider can show some 1 minute bars on chart window.but when i click "Stream" button right bottom , it has some problems:
1. It seems that "RequestData" method of my static provider is called with Daily scale even current chart window is on minute scale.
2. Chart windows is not updated, while "UpdateQuote" method is called constantly , chart windows has no change, even "ghost bar" is not displayed.

Below is my code ,do i miss something?

CODE:
Please log in to see this code.

-------------------------------------------

CODE:
Please log in to see this code.

EDIT: Excessive code edited out by Eugene

Size:

Color:

Hello  every body
I want to display realtime 1 minute bars on streaming chart，and use that 1 minute bars to drive trade strategy.
I have wrote one streaming provider and one static provider, streaming provider can update quotes window successfully,static provider can show some 1 minute bars on chart window.but when i click "Stream" button  right bottom , it has some problems:
1. It seems that "RequestData" method of my static provider is called with Daily scale even current chart window is on minute scale.
2. Chart windows is not updated, while "UpdateQuote" method is called constantly , chart windows has no change, even "ghost bar" is not displayed.

Below is my code ,do i miss something?

[code]
using System;
using System.Drawing;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading;
using System.Threading.Tasks;
using WealthLab;
using ctp_net_common;
using NLog;

namespace ctp_provider
{
    class CTPUpdateCallback
    {
        private static Logger logger = LogManager.GetCurrentClassLogger();
...
    }
    public class CTPStreamingDataProvider : StreamingDataProvider
    {
        private static Logger logger = LogManager.GetCurrentClassLogger();
        
        protected override void Subscribe(string symbol)
        {
            logger.Debug("--- Subscribe ,symbol: "+symbol+" ---");
...
			}

protected override void UnSubscribe(string symbol)
        {
            logger.Debug("--- UnSubscribe ,symbol: " + symbol + " ---");
...
        }
        public override void Initialize(IDataHost dataHost)
        {
            logger.Debug("--- Initialize ---");
            base.Initialize(dataHost);
...
            
        }

public override StaticDataProvider GetStaticProvider()
        {
            logger.Debug("--- StaticDataProvider ---");
...
        }
        public override void ConnectStreaming(IConnectionStatus connStatus)
        {
            logger.Debug("--- ConnectStreaming ---");
...            
        }

public override void DisconnectStreaming()
        {
            logger.Debug("--- DisconnectStreaming ---");
...
        }

protected void updateSymbolCount()
        {
...
        }

}
}

[/code]

-------------------------------------------

[code]
using System;
using System.Collections.Generic;
using System.Drawing;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows.Forms;
using WealthLab;
using NLog;

namespace ctp_provider
{
    public class CtpStaticProvider : StaticDataProvider
    {
        String pid = "Default CtpStaticProvider";
...
        private static Logger logger = LogManager.GetCurrentClassLogger();
...
        public CtpStaticProvider()
        {
            logger.Debug("--- CtpStaticProvider constructor ---");
...
        }

public override string Description
        {
            get
            {
                return NAME;
            }
        }

public override string FriendlyName
        {
            get
            {
                return NAME;
            }
        }

public override Bitmap Glyph
        {
            get
            {
                Image img = Image.FromFile("D:/work/prod_workspaces/trade_relate/ctp_wld/wldtrade2015/wld_straming_provider/icon.png");
                Bitmap ret = new Bitmap(img);
                return ret;
            }
        }

public override void Initialize(IDataHost dataHost)
        {
            logger.Debug("--- Initialize ,pid: " + Pid + " ---");
            base.Initialize(dataHost);
        }
        public override double GetSessionOpen(string symbol, DataSource ds)
        {
            logger.Debug("--- GetSessionOpen ,pid: " + Pid + " ,symbol: "+symbol+" ---");
...
        }

public override DataSource CreateDataSource()
        {
            logger.Debug("--- CreateDataSource ,pid: "+Pid+" ---");
...
        }

public override void PopulateSymbols(DataSource ds, List<string> symbols)
        {
            logger.Debug("--- PopulateSymbols , pid: "+Pid+" scale: "+ds.Scale+" ---");
...
            
        }

public override Bars RequestData(DataSource ds, string symbol, DateTime startDate, DateTime endDate, int maxBars, bool includePartialBar)
        {
            logger.Debug("--- RequestData,pid: "+Pid+" , BarDataScale: "+ds.BarDataScale+" ,symbol: "+symbol+" ---");

return createMinuteBars(ds, symbol, startDate, endDate, maxBars, includePartialBar);

}

private Bars createDayBars(DataSource ds, string symbol, DateTime startDate, DateTime endDate, int maxBars, bool includePartialBar)
        {
            logger.Debug("--- createDayBars,pid: " + Pid + " , BarDataScale: " + ds.BarDataScale + " ,symbol: " + symbol + " ---");
...
        }

private Bars createMinuteBars(DataSource ds, string symbol, DateTime startDate, DateTime endDate, int maxBars, bool includePartialBar)
        {
            logger.Debug("--- createMinuteBars,pid: " + Pid + " , BarDataScale: " + ds.BarDataScale + " ,symbol: " + symbol + " ---");
...
        }

public override bool SupportsDynamicUpdate(BarScale scale)
        {
            bool ret = false;
            logger.Debug("--- SupportsDynamicUpdate  , pid: "+Pid+" ,  "+ret+" ---");
            return ret;
        }

public override UserControl WizardFirstPage()
        {
            logger.Debug("--- WizardFirstPage , pid: "+Pid+" ---");
...
        }

public override UserControl WizardNextPage(UserControl currentPage)
        {
            logger.Debug("--- WizardNextPage , pid: "+Pid+" ---");
            return null;
        }

public override UserControl WizardPreviousPage(UserControl currentPage)
        {
            logger.Debug("--- WizardPreviousPage , pid: "+Pid+" ---");
            return null;
        }
    }
}

[/code]

EDIT: Excessive code edited out by Eugene

Eugene

#2

10/21/2015 3:16 AM

Hi,

QUOTE:
1. It seems that "RequestData" method of my static provider is called with Daily scale even current chart window is on minute scale.

Please rewrite your SupportsDynamicUpdate method as follows:

CODE:
Please log in to see this code.

QUOTE:
2. Chart windows is not updated, while "UpdateQuote" method is called constantly , chart windows has no change, even "ghost bar" is not displayed.

Streaming quotes are not updated because the ctpUpdate() method is not used. It's called only once during initialization whereas the idea is to call it periodically or eventually (on subscription basis). For example, you might want to check the Google streaming provider's source code, namely its Updater() routine.

puciwei

#3

10/21/2015 10:54 AM

My provider working now, Thank you Eugene !
I'm now run into another problem: when quote data is between 13:00 --14:00,chart window is updated as expected, when quote data is between 21:00 --22:00 ,chart windows displays "ghost bar" , no new 1 minute bar generated.
I guess it is because 21:00--22:00 is not "market hours" of wealth lab.
To market i will trade in ,market hours is "9:00-11:30","13:30-15:00","21:00-1:00", how should i set this in wealth lab?

Eugene

#4

10/21/2015 11:37 AM

Your understanding is correct. Streaming quotes work during the U.S. market hours (9:30am-4pm) because stock symbols are treated as U.S. equities by default. Multiple market/timezone support is realized by implementing the GetMarketInfo property in your provider(s) as documented here or here.

And while you're at it, I also recommend to implement support for the Market Manager in your static and/or streaming data provider and enjoy the benefits it provides i.e. ability to define custom market hours, to hide pre/after-market data, etc.:

Supporting Market Manager in Custom Data Providers

puciwei

#5

10/22/2015 11:00 AM

It seems that if i set time range as 21:00:00--1:00:00, data between 21:00:00 and 22:00:00 is filtered.and there is only one time range can be set for one market.
1 How can i set time range 21:00:00--1:00:00 in market manager ?
2 How can i set more than one time range for one market?

Should i just set both open time and close time as 00:00:00 ?

Eugene

#6

10/22/2015 11:16 AM

1 - You can not set a time range like 21:00:00--1:00:00.
2 - Only one time range can be set for a market group.

You can leave both times as 00:00:00 if you want round-the-clock trading (i.e. the market never closes).