[MFC version] mfcdemo/FinanceDemoDlg.cpp
// CFinanceDemoDlg.cpp : implementation file
//
#include "stdafx.h"
#include "resource.h"
#include "FinanceDemoDlg.h"
#include "chartdir.h"
#include "FinanceChart.h"
#include "ChartViewer.h"
#include <math.h>
#include <sstream>
#include <vector>
#include <algorithm>
#ifdef _DEBUG
#define new DEBUG_NEW
#endif
//
// Constructor
//
CFinanceDemoDlg::CFinanceDemoDlg(CWnd* pParent /*=0*/)
: CDialog(IDD_FINANCEDEMO, pParent)
{
m_avgPeriod1 = m_avgPeriod2 = 0;
}
//
// Destructor
//
CFinanceDemoDlg::~CFinanceDemoDlg()
{
delete m_ChartViewer.getChart();
}
void CFinanceDemoDlg::DoDataExchange(CDataExchange* pDX)
{
CDialog::DoDataExchange(pDX);
DDX_Control(pDX, IDC_PointerPB, m_PointerPB);
DDX_Control(pDX, IDC_TICKERSYMBOL, m_TickerSymbol);
DDX_Control(pDX, IDC_COMPAREWITH, m_CompareWith);
DDX_Control(pDX, IDC_TIMERANGE, m_TimeRange);
DDX_Control(pDX, IDC_VOLUME, m_Volume);
DDX_Control(pDX, IDC_PABABOLICSAR, m_ParabolicSAR);
DDX_Control(pDX, IDC_LOGSCALE, m_LogScale);
DDX_Control(pDX, IDC_PERCENTAGESCALE, m_PercentageScale);
DDX_Control(pDX, IDC_CHARTTYPE, m_ChartType);
DDX_Control(pDX, IDC_BAND, m_Band);
DDX_Control(pDX, IDC_AVGTYPE1, m_AvgType1);
DDX_Control(pDX, IDC_AVGTYPE2, m_AvgType2);
DDX_Control(pDX, IDC_MOVAVG1, m_MovAvg1);
DDX_Control(pDX, IDC_MOVAVG2, m_MovAvg2);
DDX_Control(pDX, IDC_INDICATOR1, m_Indicator1);
DDX_Control(pDX, IDC_INDICATOR2, m_Indicator2);
DDX_Control(pDX, IDC_ChartViewer, m_ChartViewer);
}
BEGIN_MESSAGE_MAP(CFinanceDemoDlg, CDialog)
ON_BN_CLICKED(IDC_PointerPB, OnPointerPB)
ON_BN_CLICKED(IDC_ZoomInPB, OnZoomInPB)
ON_BN_CLICKED(IDC_ZoomOutPB, OnZoomOutPB)
ON_EN_KILLFOCUS(IDC_TICKERSYMBOL, OnTextChange)
ON_EN_KILLFOCUS(IDC_COMPAREWITH, OnTextChange)
ON_CBN_SELCHANGE(IDC_TIMERANGE, OnTimeRangeChange)
ON_BN_CLICKED(IDC_VOLUME, OnSelectChange)
ON_BN_CLICKED(IDC_PABABOLICSAR, OnSelectChange)
ON_BN_CLICKED(IDC_PERCENTAGESCALE, OnSelectChange)
ON_BN_CLICKED(IDC_LOGSCALE, OnSelectChange)
ON_CBN_SELCHANGE(IDC_CHARTTYPE, OnSelectChange)
ON_CBN_SELCHANGE(IDC_BAND, OnSelectChange)
ON_CBN_SELCHANGE(IDC_AVGTYPE1, OnSelectChange)
ON_CBN_SELCHANGE(IDC_AVGTYPE2, OnSelectChange)
ON_EN_KILLFOCUS(IDC_MOVAVG1, OnTextChange)
ON_EN_KILLFOCUS(IDC_MOVAVG2, OnTextChange)
ON_CBN_SELCHANGE(IDC_INDICATOR1, OnSelectChange)
ON_CBN_SELCHANGE(IDC_INDICATOR2, OnSelectChange)
ON_CONTROL(CVN_MouseMovePlotArea, IDC_ChartViewer, OnMouseMovePlotArea)
ON_CONTROL(CVN_ViewPortChanged, IDC_ChartViewer, OnViewPortChanged)
END_MESSAGE_MAP()
//
// Contents of the CFinanceDemoDlg combo boxes
//
static const TCHAR* timeRanges[] =
{
_T("30"), _T("1 month"),
_T("60"), _T("2 months"),
_T("90"), _T("3 months"),
_T("180"), _T("6 months"),
_T("360"), _T("1 year"),
_T("720"), _T("2 years"),
_T("1080"), _T("3 years"),
_T("1440"), _T("4 years"),
_T("1800"), _T("5 years"),
_T("3600"), _T("10 years")
};
static int timeRangeCount = (int)(sizeof(timeRanges) / sizeof(*timeRanges));
static const TCHAR *chartTypes[] =
{
_T("None"), _T("None"),
_T("CandleStick"), _T("CandleStick"),
_T("Close"), _T("Closing Price"),
_T("Median"), _T("Median Price"),
_T("OHLC"), _T("OHLC"),
_T("TP"), _T("Typical Price"),
_T("WC"), _T("Weighted Close")
};
static int chartTypeCount = (int)(sizeof(chartTypes) / sizeof(*chartTypes));
static const TCHAR *bandTypes[] =
{
_T("None"), _T("None"),
_T("BB"), _T("Bollinger Band"),
_T("DC"), _T("Donchain Channel"),
_T("Envelop"), _T("Envelop (SMA 20 +/- 10%)")
};
static int bandTypeCount = (int)(sizeof(bandTypes) / sizeof(*bandTypes));
static const TCHAR *avgTypes[] =
{
_T("None"), _T("None"),
_T("SMA"), _T("Simple"),
_T("EMA"), _T("Exponential"),
_T("TMA"), _T("Triangular"),
_T("WMA"), _T("Weighted")
};
static int avgTypeCount = (int)(sizeof(avgTypes) / sizeof(*avgTypes));
static const TCHAR *indicatorTypes[] =
{
_T("None"), _T("None"),
_T("AccDist"), _T("Accumulation/Distribution"),
_T("AroonOsc"), _T("Aroon Oscillator"),
_T("Aroon"), _T("Aroon Up/Down"),
_T("ADX"), _T("Avg Directional Index"),
_T("ATR"), _T("Avg True Range"),
_T("BBW"), _T("Bollinger Band Width"),
_T("CMF"), _T("Chaikin Money Flow"),
_T("COscillator"), _T("Chaikin Oscillator"),
_T("CVolatility"), _T("Chaikin Volatility"),
_T("CLV"), _T("Close Location Value"),
_T("CCI"), _T("Commodity Channel Index"),
_T("DPO"), _T("Detrended Price Osc"),
_T("DCW"), _T("Donchian Channel Width"),
_T("EMV"), _T("Ease of Movement"),
_T("FStoch"), _T("Fast Stochastic"),
_T("MACD"), _T("MACD"),
_T("MDX"), _T("Mass Index"),
_T("Momentum"), _T("Momentum"),
_T("MFI"), _T("Money Flow Index"),
_T("NVI"), _T("Neg Volume Index"),
_T("OBV"), _T("On Balance Volume"),
_T("Performance"), _T("Performance"),
_T("PPO"), _T("% Price Oscillator"),
_T("PVO"), _T("% Volume Oscillator"),
_T("PVI"), _T("Pos Volume Index"),
_T("PVT"), _T("Price Volume Trend"),
_T("ROC"), _T("Rate of Change"),
_T("RSI"), _T("RSI"),
_T("SStoch"), _T("Slow Stochastic"),
_T("StochRSI"), _T("StochRSI"),
_T("TRIX"), _T("TRIX"),
_T("UO"), _T("Ultimate Oscillator"),
_T("Vol"), _T("Volume"),
_T("WilliamR"), _T("William's %R")
};
static int indicatorTypeCount = (int)(sizeof(indicatorTypes) / sizeof(*indicatorTypes));
//
// Helper utility to initialize a combo box from an array of text
//
static void initComboBox(CComboBox &b, const TCHAR *list[], int count, const TCHAR *initial)
{
b.Clear();
for (int i = 0; i < count; i += 2)
//The odd indexes are the display text, the even indexes are the keys
b.SetItemDataPtr(b.AddString(list[i + 1]), (void *)(list[i]));
b.SelectString(0, initial);
}
/////////////////////////////////////////////////////////////////////////////
// CFinanceDemoDlg event handlers
//
// Initialization
//
BOOL CFinanceDemoDlg::OnInitDialog()
{
CDialog::OnInitDialog();
// Load icons to mouse usage buttons
loadButtonIcon(IDC_PointerPB, IDI_Scroll, 20, 20);
loadButtonIcon(IDC_ZoomInPB, IDI_ZoomIn, 20, 20);
loadButtonIcon(IDC_ZoomOutPB, IDI_ZoomOut, 20, 20);
//
// Intialialize the controls
//
initComboBox(m_TimeRange, timeRanges, timeRangeCount, _T("3 months"));
initComboBox(m_ChartType, chartTypes, chartTypeCount, _T("CandleStick"));
initComboBox(m_Band, bandTypes, bandTypeCount, _T("Bollinger Band"));
initComboBox(m_AvgType1, avgTypes, avgTypeCount, _T("Simple"));
initComboBox(m_AvgType2, avgTypes, avgTypeCount, _T("Simple"));
initComboBox(m_Indicator1, indicatorTypes, indicatorTypeCount, _T("RSI"));
initComboBox(m_Indicator2, indicatorTypes, indicatorTypeCount, _T("MACD"));
m_Volume.SetCheck(1);
m_MovAvg1.SetWindowText(_T("5"));
m_MovAvg2.SetWindowText(_T("20"));
// Enable mouse wheel zooming by setting the zoom ratio to 1.1 per wheel event
m_ChartViewer.setMouseWheelZoomRatio(1.1);
// Initially set the mouse to drag to scroll mode.
m_PointerPB.SetCheck(1);
m_ChartViewer.setMouseUsage(Chart::MouseUsageScroll);
// Set the ticker symbol and emulate an OnTextChange event to draw the chart
m_TickerSymbol.SetWindowText(_T("ASE"));
OnTextChange();
return TRUE;
}
//
// User clicks on the Pointer pushbutton
//
void CFinanceDemoDlg::OnPointerPB()
{
m_ChartViewer.setMouseUsage(Chart::MouseUsageScroll);
}
//
// User clicks on the Zoom In pushbutton
//
void CFinanceDemoDlg::OnZoomInPB()
{
m_ChartViewer.setMouseUsage(Chart::MouseUsageZoomIn);
}
//
// User clicks on the Zoom Out pushbutton
//
void CFinanceDemoDlg::OnZoomOutPB()
{
m_ChartViewer.setMouseUsage(Chart::MouseUsageZoomOut);
}
//
// User selection has changed - update the chart
//
void CFinanceDemoDlg::OnSelectChange()
{
drawChart(&m_ChartViewer);
}
//
// User has entered text for the moving average period or the ticker/compare key
//
void CFinanceDemoDlg::OnTextChange()
{
CString avgText;
m_MovAvg1.GetWindowText(avgText);
int new_avgPeriod1 = (int)_tcstol(avgText, 0, 0);
m_MovAvg2.GetWindowText(avgText);
int new_avgPeriod2 = (int)_tcstol(avgText, 0, 0);
CString tickerKey;
m_TickerSymbol.GetWindowText(tickerKey);
if (tickerKey == _T(""))
{
// Default tickerKey
tickerKey = _T("ASE");
m_TickerSymbol.SetWindowText(tickerKey);
}
CString compareKey;
m_CompareWith.GetWindowText(compareKey);
// If the ticker key or compare key are changed, we need to reload the data
bool needReloadData = (m_tickerKey != tickerKey) || (m_compareKey != compareKey);
if (needReloadData)
loadData(tickerKey, compareKey);
// If anyything is changed, we need to redraw the chart.
if (needReloadData || (new_avgPeriod1 != m_avgPeriod1) || (new_avgPeriod2 != m_avgPeriod2))
OnSelectChange();
}
//
// User has change the Time Period
// - Update the viewport to display the chosen period
//
void CFinanceDemoDlg::OnTimeRangeChange()
{
int durationInDays = (int)_tcstol((const TCHAR*)m_TimeRange.GetItemDataPtr(
m_TimeRange.GetCurSel()), 0, 0);
m_ChartViewer.setViewPortWidth(durationInDays / (double)m_dailyPrice.timeStamps.size());
m_ChartViewer.setViewPortLeft(1 - m_ChartViewer.getViewPortWidth());
m_ChartViewer.updateViewPort(true, true);
}
//
// User hit ENTER key. Some text field may have changed.
//
void CFinanceDemoDlg::OnOK()
{
OnTextChange();
}
/////////////////////////////////////////////////////////////////////////////
// Data source
void CFinanceDemoDlg::loadData(const CString& ticker, const CString& compare)
{
// Reload main data if ticker key has changed
if (m_tickerKey != ticker)
{
m_tickerKey = ticker;
// Simulator to generate realistic random OHLC values
FinanceSimulator db(TCHARtoUTF8(ticker), Chart::chartTime(2010, 1, 1),
Chart::chartTime(2020, 12, 31), 86400);
// Copy daily data to the data arrays
m_dailyPrice.timeStamps = arrayToVector(db.getTimeStamps());
m_dailyPrice.highData = arrayToVector(db.getHighData());
m_dailyPrice.lowData = arrayToVector(db.getLowData());
m_dailyPrice.openData = arrayToVector(db.getOpenData());
m_dailyPrice.closeData = arrayToVector(db.getCloseData());
m_dailyPrice.volData = arrayToVector(db.getVolData());
// Set up the viewport to display the duration selected by the user
m_ChartViewer.setFullRange("x", 0, (int)m_dailyPrice.timeStamps.size() - 1);
int durationInDays = (int)_tcstol((const TCHAR*)m_TimeRange.GetItemDataPtr(
m_TimeRange.GetCurSel()), 0, 0);
m_ChartViewer.setViewPortWidth(durationInDays / (double)m_dailyPrice.timeStamps.size());
m_ChartViewer.setViewPortLeft(1 - m_ChartViewer.getViewPortWidth());
}
// Reload compare data if compare key has changed
if (m_compareKey != compare)
{
m_compareKey = compare;
if (m_compareKey == _T(""))
m_dailyPrice.compareData.clear();
else
{
// Simulator to generate realistic random OHLC values
FinanceSimulator db2(TCHARtoUTF8(compare), Chart::chartTime(2010, 1, 1),
Chart::chartTime(2020, 12, 31), 86400);
m_dailyPrice.compareData = arrayToVector(db2.getCloseData());
}
}
// In this example, we will compute the weekly and monthly prices on demand. We just need to
// clear the old data here so that they will be re-computed if necessary.
m_weeklyPrice.timeStamps.clear();
m_monthlyPrice.timeStamps.clear();
}
//
// Aggregate the data into weekly or monthly data depending on the aggregator
//
void CFinanceDemoDlg::aggregateData(const ArrayMath& aggregator, PriceData& p)
{
int size = aggregator.aggregate(vectorToArray(p.timeStamps), Chart::AggregateFirst).len;
p.timeStamps.resize(size);
size = aggregator.aggregate(vectorToArray(p.highData), Chart::AggregateMax).len;
p.highData.resize(size);
size = aggregator.aggregate(vectorToArray(p.lowData), Chart::AggregateMin).len;
p.lowData.resize(size);
size = aggregator.aggregate(vectorToArray(p.openData), Chart::AggregateFirst).len;
p.openData.resize(size);
size = aggregator.aggregate(vectorToArray(p.closeData), Chart::AggregateLast).len;
p.closeData.resize(size);
size = aggregator.aggregate(vectorToArray(p.volData), Chart::AggregateSum).len;
p.volData.resize(size);
size = aggregator.aggregate(vectorToArray(p.compareData), Chart::AggregateLast).len;
p.compareData.resize(size);
}
/////////////////////////////////////////////////////////////////////////////
// Chart Creation
//
// Add a moving average line to the FinanceChart object.
//
static LineLayer* addMovingAvg(FinanceChart *m, CString avgType, int avgPeriod, int color)
{
if (avgPeriod > 1)
{
if (avgType == _T("SMA"))
return m->addSimpleMovingAvg(avgPeriod, color);
else if (avgType == _T("EMA"))
return m->addExpMovingAvg(avgPeriod, color);
else if (avgType == _T("TMA"))
return m->addTriMovingAvg(avgPeriod, color);
else if (avgType == _T("WMA"))
return m->addWeightedMovingAvg(avgPeriod, color);
}
return 0;
}
//
// Add an indicator chart to the FinanceChart object. In this demo example, the indicator
//
static XYChart* addIndicator(FinanceChart *m, CString indicator, int height)
{
if (indicator == _T("RSI"))
return m->addRSI(height, 14, 0x800080, 20, 0xff6666, 0x6666ff);
else if (indicator == _T("StochRSI"))
return m->addStochRSI(height, 14, 0x800080, 30, 0xff6666, 0x6666ff);
else if (indicator == _T("MACD"))
return m->addMACD(height, 26, 12, 9, 0xff, 0xff00ff, 0x8000);
else if (indicator == _T("FStoch"))
return m->addFastStochastic(height, 14, 3, 0x6060, 0x606000);
else if (indicator == _T("SStoch"))
return m->addSlowStochastic(height, 14, 3, 0x6060, 0x606000);
else if (indicator == _T("ATR"))
return m->addATR(height, 14, 0x808080, 0xff);
else if (indicator == _T("ADX"))
return m->addADX(height, 14, 0x8000, 0x800000, 0x80);
else if (indicator == _T("DCW"))
return m->addDonchianWidth(height, 20, 0xff);
else if (indicator == _T("BBW"))
return m->addBollingerWidth(height, 20, 2, 0xff);
else if (indicator == _T("DPO"))
return m->addDPO(height, 20, 0xff);
else if (indicator == _T("PVT"))
return m->addPVT(height, 0xff);
else if (indicator == _T("Momentum"))
return m->addMomentum(height, 12, 0xff);
else if (indicator == _T("Performance"))
return m->addPerformance(height, 0xff);
else if (indicator == _T("ROC"))
return m->addROC(height, 12, 0xff);
else if (indicator == _T("OBV"))
return m->addOBV(height, 0xff);
else if (indicator == _T("AccDist"))
return m->addAccDist(height, 0xff);
else if (indicator == _T("CLV"))
return m->addCLV(height, 0xff);
else if (indicator == _T("WilliamR"))
return m->addWilliamR(height, 14, 0x800080, 30, 0xff6666, 0x6666ff);
else if (indicator == _T("Aroon"))
return m->addAroon(height, 14, 0x339933, 0x333399);
else if (indicator == _T("AroonOsc"))
return m->addAroonOsc(height, 14, 0xff);
else if (indicator == _T("CCI"))
return m->addCCI(height, 20, 0x800080, 100, 0xff6666, 0x6666ff);
else if (indicator == _T("EMV"))
return m->addEaseOfMovement(height, 9, 0x6060, 0x606000);
else if (indicator == _T("MDX"))
return m->addMassIndex(height, 0x800080, 0xff6666, 0x6666ff);
else if (indicator == _T("CVolatility"))
return m->addChaikinVolatility(height, 10, 10, 0xff);
else if (indicator == _T("COscillator"))
return m->addChaikinOscillator(height, 0xff);
else if (indicator == _T("CMF"))
return m->addChaikinMoneyFlow(height, 21, 0x8000);
else if (indicator == _T("NVI"))
return m->addNVI(height, 255, 0xff, 0x883333);
else if (indicator == _T("PVI"))
return m->addPVI(height, 255, 0xff, 0x883333);
else if (indicator == _T("MFI"))
return m->addMFI(height, 14, 0x800080, 30, 0xff6666, 0x6666ff);
else if (indicator == _T("PVO"))
return m->addPVO(height, 26, 12, 9, 0xff, 0xff00ff, 0x8000);
else if (indicator == _T("PPO"))
return m->addPPO(height, 26, 12, 9, 0xff, 0xff00ff, 0x8000);
else if (indicator == _T("UO"))
return m->addUltimateOscillator(height, 7, 14, 28, 0x800080, 20, 0xff6666, 0x6666ff);
else if (indicator == _T("Vol"))
return m->addVolIndicator(height, 0x99ff99, 0xff9999, 0xc0c0c0);
else if (indicator == _T("TRIX"))
return m->addTRIX(height, 12, 0xff);
else
return 0;
}
//
// Creates a dummy chart to show an error message.
//
static void errMsg(CChartViewer* viewer, const char *msg)
{
MultiChart m(400, 200);
m.addTitle(Chart::Center, msg, "Arial", 10)->setMaxWidth(m.getWidth());
viewer->setChart(&m);
}
//
// Draw the chart according to user selection
//
void CFinanceDemoDlg::drawChart(CChartViewer* viewer)
{
// The first moving average period selected by the user, bound to [0, 300].
CString avgText;
m_MovAvg1.GetWindowText(avgText);
m_avgPeriod1 = (std::max)(0, (std::min)(300, (int)_tcstol(avgText, 0, 0)));
// The second moving average period selected by the user, bound to [0, 300].
m_MovAvg2.GetWindowText(avgText);
m_avgPeriod2 = (std::max)(0, (std::min)(300, (int)_tcstol(avgText, 0, 0)));
// We need extra leading data points to compute moving averages and technical indicators.
// It should be at least 25 to support common indicators.
int extraPoints = (std::max)(25, (std::max)(m_avgPeriod1, m_avgPeriod2));
// Get the start and end index visible on the viewport
int startIndex = (int)floor(viewer->getValueAtViewPort("x", viewer->getViewPortLeft()));
int endIndex = (int)ceil(viewer->getValueAtViewPort("x", viewer->getViewPortRight()));
// Choose either daily, weekly or monthly prices depending on the date range
PriceData* p = &m_dailyPrice;
// If more than 400 trading days, use weekly or monthly prices
if (endIndex - startIndex >= 400)
{
if (endIndex - startIndex < 2000)
{
// Between 400 and 2000 trading days, use weekly prices
p = &m_weeklyPrice;
if (p->timeStamps.empty())
{
// If no weekly prices, compute them from daily prices.
ArrayMath a(vectorToArray(m_dailyPrice.timeStamps));
aggregateData(a.selectStartOfWeek(), *p = m_dailyPrice);
}
}
else
{
// More than 2000 trading days, use monthly prices
p = &m_monthlyPrice;
if (p->timeStamps.empty())
{
// If no monthly prices, compute them from daily prices.
ArrayMath a(vectorToArray(m_dailyPrice.timeStamps));
aggregateData(a.selectStartOfMonth(), *p = m_dailyPrice);
}
}
// Re-compute the index based on the weekly/monthly prices
DoubleArray ts = vectorToArray(p->timeStamps);
startIndex = (int)floor(Chart::bSearch(ts, m_dailyPrice.timeStamps[startIndex]));
endIndex = (int)ceil(Chart::bSearch(ts, m_dailyPrice.timeStamps[endIndex]));
}
//
// At this stage, we have determined the price data to use. We need to obtain the part of the
// arrays that are within the visible x-axis range.
//
// Add extra points before the startIndex, as moving averages and may technical indicators
// requires data before the first visible point.
extraPoints = (std::min)(extraPoints, startIndex);
startIndex -= extraPoints;
int duration = endIndex - startIndex + 1;
// Obtain the visible part of the data plus the extra points
DoubleArray timeStamps = vectorToArray(p->timeStamps, startIndex, duration);
DoubleArray highData = vectorToArray(p->highData, startIndex, duration);
DoubleArray lowData = vectorToArray(p->lowData, startIndex, duration);
DoubleArray openData = vectorToArray(p->openData, startIndex, duration);
DoubleArray closeData = vectorToArray(p->closeData, startIndex, duration);
DoubleArray volData = vectorToArray(p->volData, startIndex, duration);
DoubleArray compareData = vectorToArray(p->compareData, startIndex, duration);
//
// Now, we have obtain the data. We can plot the chart.
//
int width = 780;
int mainHeight = 260;
int indicatorHeight = 80;
// Create the chart object using the selected size
FinanceChart *m = new FinanceChart(width);
// Hide default legend box as we are using dynamic legend
m->setLegendStyle("normal", 8, Chart::Transparent, Chart::Transparent);
// Set the data into the chart object
m->setData(timeStamps, highData, lowData, openData, closeData, volData, extraPoints);
// Put the company name at the bottom left of the FinanceChart title region
CString companyName;
m_TickerSymbol.GetWindowText(companyName);
m->addPlotAreaTitle(Chart::BottomLeft, TCHARtoUTF8(companyName));
// A copyright message at the bottom right of the FinanceChart title region
m->addPlotAreaTitle(Chart::BottomRight,
"<*font=Arial,size=8*>(c) Advanced Software Engineering");
// Add the main chart
m->addMainChart(mainHeight);
// Set log or linear scale according to user preference
m->setLogScale(m_LogScale.GetCheck() != 0);
// Set axis labels to show data values or percentage change to user preference
if (m_PercentageScale.GetCheck())
m->setPercentageAxis();
// Draw the main chart depending on the chart type the user has selected
CString selectedType = (const TCHAR *)m_ChartType.GetItemDataPtr(m_ChartType.GetCurSel());
if (selectedType == _T("Close"))
m->addCloseLine(0x000040);
else if (selectedType == _T("TP"))
m->addTypicalPrice(0x000040);
else if (selectedType == _T("WC"))
m->addWeightedClose(0x000040);
else if (selectedType == _T("Median"))
m->addMedianPrice(0x000040);
// Add comparison line if there is data for comparison
if (compareData.len > 0)
m->addComparison(compareData, 0x0000ff, TCHARtoUTF8(m_compareKey));
// Add moving average lines.
addMovingAvg(m, (const TCHAR *)m_AvgType1.GetItemDataPtr(m_AvgType1.GetCurSel()),
m_avgPeriod1, 0x663300);
addMovingAvg(m, (const TCHAR *)m_AvgType2.GetItemDataPtr(m_AvgType2.GetCurSel()),
m_avgPeriod2, 0x9900ff);
// Draw the main chart if the user has selected CandleStick or OHLC. We draw after the
// moving average lines to make sure it is behind the moving average lines.
if (selectedType == _T("CandleStick"))
m->addCandleStick(0x33ff33, 0xff3333);
else if (selectedType == _T("OHLC"))
m->addHLOC(0x8000, 0x800000);
// Add parabolic SAR if necessary
if (m_ParabolicSAR.GetCheck())
m->addParabolicSAR(0.02, 0.02, 0.2, Chart::DiamondShape, 5, 0x008800, 0x000000);
// Add price band/channel/envelop to the chart according to user selection
CString selectedBand = (const TCHAR *)m_Band.GetItemDataPtr(m_Band.GetCurSel());
if (selectedBand == _T("BB"))
m->addBollingerBand(20, 2, 0x9999ff, 0xc06666ff);
else if (selectedBand == _T("DC"))
m->addDonchianChannel(20, 0x9999ff, 0xc06666ff);
else if (selectedBand == _T("Envelop"))
m->addEnvelop(20, 0.1, 0x9999ff, 0xc06666ff);
// Add volume bars to the main chart if necessary
if (m_Volume.GetCheck())
m->addVolBars(indicatorHeight, 0x99ff99, 0xff9999, 0xc0c0c0);
// Add indicators as according to user selection.
addIndicator(m, (const TCHAR*)m_Indicator1.GetItemDataPtr(m_Indicator1.GetCurSel()),
indicatorHeight);
addIndicator(m, (const TCHAR *)m_Indicator2.GetItemDataPtr(m_Indicator2.GetCurSel()),
indicatorHeight);
// We may need to update the track line. If the mouse is moving on the chart, the track line
// will be updated in MouseMovePlotArea. Otherwise, we need to update the track line here.
if (!viewer->isInMouseMoveEvent())
{
trackFinance(m, (0 == viewer->getChart()) ?
((XYChart*)m->getChart(0))->getPlotArea()->getRightX() : viewer->getPlotAreaMouseX());
}
// Set the chart to the viewer
delete viewer->getChart();
viewer->setChart(m);
}
//
// Draw track cursor when mouse is moving over plotarea
//
void CFinanceDemoDlg::OnMouseMovePlotArea()
{
trackFinance((MultiChart *)m_ChartViewer.getChart(), m_ChartViewer.getPlotAreaMouseX());
m_ChartViewer.updateDisplay();
}
//
// Draw finance chart track line with legend
//
void CFinanceDemoDlg::trackFinance(MultiChart *m, int mouseX)
{
// Clear the current dynamic layer and get the DrawArea object to draw on it.
DrawArea *d = m->initDynamicLayer();
// It is possible for a FinanceChart to be empty, so we need to check for it.
if (m->getChartCount() == 0)
return;
// Get the data x-value that is nearest to the mouse
int xValue = (int)(((XYChart *)m->getChart(0))->getNearestXValue(mouseX));
// Iterate the XY charts (main price chart and indicator charts) in the FinanceChart
XYChart *c = 0;
for (int i = 0; i < m->getChartCount(); ++i) {
c = (XYChart *)m->getChart(i);
// Variables to hold the legend entries
std::ostringstream ohlcLegend;
std::vector<std::string> legendEntries;
// Iterate through all layers to find the highest data point
for (int j = 0; j < c->getLayerCount(); ++j) {
Layer *layer = c->getLayerByZ(j);
int xIndex = layer->getXIndexOf(xValue);
int dataSetCount = layer->getDataSetCount();
// In a FinanceChart, only layers showing OHLC data can have 4 data sets
if (dataSetCount == 4) {
double highValue = layer->getDataSet(0)->getValue(xIndex);
double lowValue = layer->getDataSet(1)->getValue(xIndex);
double openValue = layer->getDataSet(2)->getValue(xIndex);
double closeValue = layer->getDataSet(3)->getValue(xIndex);
if (closeValue != Chart::NoValue) {
// Build the OHLC legend
ohlcLegend << " <*block*>";
ohlcLegend << "Open: " << c->formatValue(openValue, "{value|P4}");
ohlcLegend << ", High: " << c->formatValue(highValue, "{value|P4}");
ohlcLegend << ", Low: " << c->formatValue(lowValue, "{value|P4}");
ohlcLegend << ", Close: " << c->formatValue(closeValue, "{value|P4}");
// We also draw an upward or downward triangle for up and down days and the %
// change
double lastCloseValue = layer->getDataSet(3)->getValue(xIndex - 1);
if (lastCloseValue != Chart::NoValue) {
double change = closeValue - lastCloseValue;
double percent = change * 100 / closeValue;
std::string symbol = (change >= 0) ?
"<*font,color=008800*><*img=@triangle,width=8,color=008800*>" :
"<*font,color=CC0000*><*img=@invertedtriangle,width=8,color=CC0000*>";
ohlcLegend << " " << symbol << " " << c->formatValue(change, "{value|P4}");
ohlcLegend << " (" << c->formatValue(percent, "{value|2}") << "%)<*/font*>";
}
ohlcLegend << "<*/*>";
}
}
else {
// Iterate through all the data sets in the layer
for (int k = 0; k < layer->getDataSetCount(); ++k) {
DataSet *dataSet = layer->getDataSetByZ(k);
std::string name = dataSet->getDataName();
double value = dataSet->getValue(xIndex);
if ((0 != name.size()) && (value != Chart::NoValue)) {
// In a FinanceChart, the data set name consists of the indicator name and
// its latest value. It is like "Vol: 123M" or "RSI (14): 55.34". As we are
// generating the values dynamically, we need to extract the indictor name
// out, and also the volume unit (if any).
// The volume unit
std::string unitChar;
// The indicator name is the part of the name up to the colon character.
int delimiterPosition = (int)name.find(':');
if (name.npos != delimiterPosition) {
// The unit, if any, is the trailing non-digit character(s).
int lastDigitPos = (int)name.find_last_of("0123456789");
if ((name.npos != lastDigitPos) && (lastDigitPos + 1 < (int)name.size()) &&
(lastDigitPos > delimiterPosition))
unitChar = name.substr(lastDigitPos + 1);
name.resize(delimiterPosition);
}
// In a FinanceChart, if there are two data sets, it must be representing a
// range.
if (dataSetCount == 2) {
// We show both values in the range in a single legend entry
value = layer->getDataSet(0)->getValue(xIndex);
double value2 = layer->getDataSet(1)->getValue(xIndex);
name = name + ": " + c->formatValue((std::min)(value, value2), "{value|P3}");
name = name + " - " + c->formatValue((std::max)(value, value2), "{value|P3}");
}
else {
// In a FinanceChart, only the layer for volume bars has 3 data sets for
// up/down/flat days
if (dataSetCount == 3) {
// The actual volume is the sum of the 3 data sets.
value = layer->getDataSet(0)->getValue(xIndex) + layer->getDataSet(1
)->getValue(xIndex) + layer->getDataSet(2)->getValue(xIndex);
}
// Create the legend entry
name = name + ": " + c->formatValue(value, "{value|P3}") + unitChar;
}
// Build the legend entry, consist of a colored square box and the name (with
// the data value in it).
std::ostringstream legendEntry;
legendEntry << "<*block*><*img=@square,width=8,edgeColor=000000,color="
<< std::hex << dataSet->getDataColor() << "*> " << name << "<*/*>";
legendEntries.push_back(legendEntry.str());
}
}
}
}
// Get the plot area position relative to the entire FinanceChart
PlotArea *plotArea = c->getPlotArea();
int plotAreaLeftX = plotArea->getLeftX() + c->getAbsOffsetX();
int plotAreaTopY = plotArea->getTopY() + c->getAbsOffsetY();
// The legend begins with the date label, then the ohlcLegend (if any), and then the
// entries for the indicators.
std::ostringstream legendText;
legendText << "<*block,valign=top,maxWidth=" << (plotArea->getWidth() - 5)
<< "*><*font=Arial Bold*>[" << c->xAxis()->getFormattedLabel(xValue, "mmm dd, yyyy")
<< "]<*/font*>" << ohlcLegend.str();
for (int i = ((int)legendEntries.size()) - 1; i >= 0; --i) {
legendText << " " << legendEntries[i];
}
legendText << "<*/*>";
// Draw a vertical track line at the x-position
d->vline(plotAreaTopY, plotAreaTopY + plotArea->getHeight(), c->getXCoor(xValue) +
c->getAbsOffsetX(), d->dashLineColor(0x000000, 0x0101));
// Display the legend on the top of the plot area
TTFText *t = d->text(legendText.str().c_str(), "Arial", 8);
t->draw(plotAreaLeftX + 5, plotAreaTopY + 3, 0x000000, Chart::TopLeft);
t->destroy();
}
}
//
// The ViewPortChanged event handler. This event occurs if the user scrolls or zooms in or
// out the chart by dragging or clicking on the chart. It can also be triggered by calling
// CChartViewer.updateViewPort.
//
void CFinanceDemoDlg::OnViewPortChanged()
{
// Update the chart if necessary
if (m_ChartViewer.needUpdateChart())
drawChart(&m_ChartViewer);
}
/////////////////////////////////////////////////////////////////////////////
// General utilities
//
// Load an icon resource into a button
//
void CFinanceDemoDlg::loadButtonIcon(int buttonId, int iconId, int width, int height)
{
// Resize the icon to match the screen DPI for high DPI support
HDC screen = ::GetDC(0);
double scaleFactor = GetDeviceCaps(screen, LOGPIXELSX) / 96.0;
::ReleaseDC(0, screen);
width = (int)(width * scaleFactor + 0.5);
height = (int)(height * scaleFactor + 0.5);
GetDlgItem(buttonId)->SendMessage(BM_SETIMAGE, IMAGE_ICON, (LPARAM)::LoadImage(
AfxGetResourceHandle(), MAKEINTRESOURCE(iconId), IMAGE_ICON, width, height,
LR_DEFAULTCOLOR));
}
//
// Convert std::vector to a DoubleArray
//
DoubleArray CFinanceDemoDlg::vectorToArray(const std::vector<double>& v, int startIndex, int length)
{
if ((length < 0) || (length + startIndex > (int)v.size()))
length = ((int)v.size()) - startIndex;
return (length <= 0) ? DoubleArray() : DoubleArray(&(v[startIndex]), length);
}
//
// Convert DoubleArray to std::vector
//
std::vector<double> CFinanceDemoDlg::arrayToVector(DoubleArray a)
{
return std::vector<double>(a.data, a.data + a.len);
}
[Qt Widgets version] qtdemo/financedemo.cpp
#include <QApplication>
#include <QHBoxLayout>
#include <QObjectList>
#include <QDateTime>
#include <QPushButton>
#include "financedemo.h"
#include "FinanceChart.h"
#include <string>
#include <vector>
#include <sstream>
//
// Contents of the CFinanceDemoDlg combo boxes
//
static const char* timeRanges[] =
{
"30", "1 month",
"60", "2 months",
"90", "3 months",
"180", "6 months",
"360", "1 year",
"720", "2 years",
"1080", "3 years",
"1440", "4 years",
"1800", "5 years",
"3600", "10 years"
};
static int timeRangeCount = (int)(sizeof(timeRanges) / sizeof(*timeRanges));
static const char* chartTypes[] =
{
"None", "None",
"CandleStick", "CandleStick",
"Close", "Closing Price",
"Median", "Median Price",
"OHLC", "OHLC",
"TP", "Typical Price",
"WC", "Weighted Close"
};
static int chartTypeCount = (int)(sizeof(chartTypes) / sizeof(*chartTypes));
static const char* bandTypes[] =
{
"None", "None",
"BB", "Bollinger Band",
"DC", "Donchain Channel",
"Envelop", "Envelop (SMA 20 +/- 10%)"
};
static int bandTypeCount = (int)(sizeof(bandTypes) / sizeof(*bandTypes));
static const char* avgTypes[] =
{
"None", "None",
"SMA", "Simple",
"EMA", "Exponential",
"TMA", "Triangular",
"WMA", "Weighted"
};
static int avgTypeCount = (int)(sizeof(avgTypes) / sizeof(*avgTypes));
static const char* indicatorTypes[] =
{
"None", "None",
"AccDist", "Accumulation/Distribution",
"AroonOsc", "Aroon Oscillator",
"Aroon", "Aroon Up/Down",
"ADX", "Avg Directional Index",
"ATR", "Avg True Range",
"BBW", "Bollinger Band Width",
"CMF", "Chaikin Money Flow",
"COscillator", "Chaikin Oscillator",
"CVolatility", "Chaikin Volatility",
"CLV", "Close Location Value",
"CCI", "Commodity Channel Index",
"DPO", "Detrended Price Osc",
"DCW", "Donchian Channel Width",
"EMV", "Ease of Movement",
"FStoch", "Fast Stochastic",
"MACD", "MACD",
"MDX", "Mass Index",
"Momentum", "Momentum",
"MFI", "Money Flow Index",
"NVI", "Neg Volume Index",
"OBV", "On Balance Volume",
"Performance", "Performance",
"PPO", "% Price Oscillator",
"PVO", "% Volume Oscillator",
"PVI", "Pos Volume Index",
"PVT", "Price Volume Trend",
"ROC", "Rate of Change",
"RSI", "RSI",
"SStoch", "Slow Stochastic",
"StochRSI", "StochRSI",
"TRIX", "TRIX",
"UO", "Ultimate Oscillator",
"Vol", "Volume",
"WilliamR", "William's %R"
};
static int indicatorTypeCount = (int)(sizeof(indicatorTypes) / sizeof(*indicatorTypes));
//
// Helper utility to initialize a combo box from an array of text
//
static void initComboBox(QComboBox* b, const char* list[], int count, const char* initial)
{
b->clear();
for (int i = 0; i < count; i += 2)
//The odd index are the display text, the even index are the keys
b->addItem(list[i + 1], list[i]);
b->setCurrentIndex(b->findText(initial));
}
FinanceDemo::FinanceDemo(QWidget *parent) :
QDialog(parent, Qt::Window)
{
//
// Set up the GUI
//
setWindowTitle("ChartDirector Interactive Financial Chart Demonstration");
resize(954, 510);
setStyleSheet("QDialog {background:#FFFFFF;} QLabel {font-weight:bold;}" );
// Use horizontal layout to put the tree view on the left and the charts on the right
QHBoxLayout *horizontalLayout = new QHBoxLayout(this);
horizontalLayout->setContentsMargins(0, 0, 0, 0);
horizontalLayout->setSpacing(0);
// The frame on the left side
QWidget *leftPanel = new QWidget(this);
leftPanel->setObjectName("leftPanel");
leftPanel->setStyleSheet("#leftPanel {background-color:#BADDFF}");
leftPanel->setFixedWidth(155);
horizontalLayout->addWidget(leftPanel);
QFrame *separator = new QFrame(this);
separator->setFrameStyle(QFrame::VLine | QFrame::Plain);
horizontalLayout->addWidget(separator);
QWidget *rightPanel = new QWidget(this);
horizontalLayout->addWidget(rightPanel);
rightPanel->setSizePolicy(QSizePolicy::Expanding, QSizePolicy::Expanding);
int yCursor = 8;
// Pointer push button
QPushButton *pointerPB = new QPushButton(QIcon(":/icons/scroll_icon.png"), "", leftPanel);
pointerPB->setGeometry(8, yCursor, 32, 32);
pointerPB->setCheckable(true);
// Zoom In push button
QPushButton *zoomInPB = new QPushButton(QIcon(":/icons/zoomin_icon.png"), "", leftPanel);
zoomInPB->setGeometry(61, yCursor, 32, 32);
zoomInPB->setCheckable(true);
// Zoom Out push button
QPushButton *zoomOutPB = new QPushButton(QIcon(":/icons/zoomout_icon.png"), "", leftPanel);
zoomOutPB->setGeometry(114, yCursor, 32, 32);
zoomOutPB->setCheckable(true);
// The Pointer/Zoom In/Zoom Out buttons form a button group
mouseUsage = new QButtonGroup(leftPanel);
mouseUsage->addButton(pointerPB, Chart::MouseUsageScroll);
mouseUsage->addButton(zoomInPB, Chart::MouseUsageZoomIn);
mouseUsage->addButton(zoomOutPB, Chart::MouseUsageZoomOut);
connect(mouseUsage, SIGNAL(buttonPressed(QAbstractButton*)),
SLOT(onMouseUsageChanged(QAbstractButton*)));
// Ticker Symbol
(new QLabel("Ticker Symbol", leftPanel))->setGeometry(8, yCursor += 40, 140, 18);
m_TickerSymbol = new QLineEdit("ASE", leftPanel);
m_TickerSymbol->setGeometry(8, yCursor += 16, 140, 20);
// Compare With
(new QLabel("Compare With", leftPanel))->setGeometry(8, yCursor += 28, 140, 18);
m_CompareWith = new QLineEdit(leftPanel);
m_CompareWith->setGeometry(8, yCursor += 16, 140, 20);
// Time Period
(new QLabel("Time Period", leftPanel))->setGeometry(8, yCursor += 28, 140, 18);
m_TimeRange = new QComboBox(leftPanel);
m_TimeRange->setGeometry(8, yCursor += 16, 140, 20);
connect(m_TimeRange, SIGNAL(currentIndexChanged(int)), SLOT(onTimeRangeChanged(int)));
// Value bars/Log Scale/Grid Lines
m_VolumeBars = new QCheckBox("Show Volume Bars", leftPanel);
m_ParabolicSAR = new QCheckBox("Parabolic SAR", leftPanel);
m_LogScale = new QCheckBox("Log Scale", leftPanel);
m_PercentageScale = new QCheckBox("Percentage Grid", leftPanel);
m_VolumeBars->setChecked(true);
m_VolumeBars->setGeometry(8, yCursor += 28, 140, 20);
m_ParabolicSAR->setGeometry(8, yCursor += 20, 140, 20);
m_LogScale->setGeometry(8, yCursor += 20, 140, 20);
m_PercentageScale->setGeometry(8, yCursor += 20, 140, 20);
// Chart Type
(new QLabel("Chart Type", leftPanel))->setGeometry(8, yCursor += 28, 140, 18);
m_ChartType = new QComboBox(leftPanel);
m_ChartType->setGeometry(8, yCursor += 16, 140, 20);
// Price Bands
(new QLabel("Price Bands", leftPanel))->setGeometry(8, yCursor += 28, 140, 18);
m_PriceBand = new QComboBox(leftPanel);
m_PriceBand->setGeometry(8, yCursor += 16, 140, 20);
// Moving Averages
(new QLabel("Moving Averages", leftPanel))->setGeometry(8, yCursor += 28, 140, 18);
m_AvgType1 = new QComboBox(leftPanel);
m_AvgType2 = new QComboBox(leftPanel);
m_MovAvg1 = new QLineEdit("10", leftPanel);
m_MovAvg2 = new QLineEdit("25", leftPanel);
m_AvgType1->setGeometry(8, yCursor += 16, 105, 20);
m_MovAvg1->setGeometry(113, yCursor, 35, 20);
m_AvgType2->setGeometry(8, yCursor += 22, 105, 20);
m_MovAvg2->setGeometry(113, yCursor, 35, 20);
// Technical Indicators
(new QLabel("Technical Indicators", leftPanel))->setGeometry(8, yCursor += 28, 140, 18);
m_Indicator1 = new QComboBox(leftPanel);
m_Indicator2 = new QComboBox(leftPanel);
m_Indicator1->setGeometry(8, yCursor += 16, 140, 20);
m_Indicator2->setGeometry(8, yCursor += 22, 140, 20);
// Chart Viewer
m_ChartViewer = new QChartViewer(rightPanel);
m_ChartViewer->move(8, 12);
connect(m_ChartViewer, SIGNAL(viewPortChanged()), SLOT(onViewPortChanged()));
connect(m_ChartViewer, SIGNAL(mouseMovePlotArea(QMouseEvent*)),
SLOT(onMouseMovePlotArea(QMouseEvent*)));
//
// Fill the contents of the combo boxes
//
//
// Intialialize the controls
//
initComboBox(m_TimeRange, timeRanges, timeRangeCount, "3 months");
initComboBox(m_ChartType, chartTypes, chartTypeCount, "CandleStick");
initComboBox(m_PriceBand, bandTypes, bandTypeCount, "Bollinger Band");
initComboBox(m_AvgType1, avgTypes, avgTypeCount, "Simple");
initComboBox(m_AvgType2, avgTypes, avgTypeCount, "Simple");
initComboBox(m_Indicator1, indicatorTypes, indicatorTypeCount, "RSI");
initComboBox(m_Indicator2, indicatorTypes, indicatorTypeCount, "MACD");
// Use the same action hanlder for all controls
const QObjectList &allControls = leftPanel->children();
for (int i = 0; i < allControls.count(); ++i)
{
if (allControls[i] == m_TimeRange)
continue;
QObject *obj;
if ((obj = qobject_cast<QComboBox *>(allControls[i])) != 0)
connect(obj, SIGNAL(currentIndexChanged(int)), SLOT(onComboBoxChanged(int)));
else if ((obj = qobject_cast<QCheckBox *>(allControls[i])) != 0)
connect(obj, SIGNAL(clicked()), SLOT(onCheckBoxChanged()));
else if ((obj = qobject_cast<QLineEdit *>(allControls[i])) != 0)
connect(obj, SIGNAL(editingFinished()), SLOT(onLineEditChanged()));
}
// Enable mouse wheel zooming by setting the zoom ratio to 1.1 per wheel event
m_ChartViewer->setMouseWheelZoomRatio(1.1);
// Initially set the mouse to drag to scroll mode.
pointerPB->setChecked(true);
m_ChartViewer->setMouseUsage(Chart::MouseUsageScroll);
onLineEditChanged();
// Update the chart
drawChart(m_ChartViewer);
}
//
// Destructor
//
FinanceDemo::~FinanceDemo()
{
delete m_ChartViewer->getChart();
}
//
// The Pointer, Zoom In or Zoom out button is pressed
//
void FinanceDemo::onMouseUsageChanged(QAbstractButton *b)
{
m_ChartViewer->setMouseUsage(mouseUsage->id(b));
}
void FinanceDemo::onTimeRangeChanged(int)
{
int durationInDays = m_TimeRange->itemData(m_TimeRange->currentIndex()).toInt();
m_ChartViewer->setViewPortWidth(durationInDays / (double)m_dailyPrice.timeStamps.size());
m_ChartViewer->setViewPortLeft(1 - m_ChartViewer->getViewPortWidth());
m_ChartViewer->updateViewPort(true, true);
}
void FinanceDemo::onCheckBoxChanged()
{
drawChart(m_ChartViewer);
}
void FinanceDemo::onComboBoxChanged(int)
{
drawChart(m_ChartViewer);
}
void FinanceDemo::onLineEditChanged()
{
int new_avgPeriod1 = m_MovAvg1->text().toInt();
int new_avgPeriod2 = m_MovAvg2->text().toInt();
QString tickerKey = m_TickerSymbol->text();
if (tickerKey.isEmpty())
{
// Default tickerKey
tickerKey = "ASE";
m_TickerSymbol->setText(tickerKey);
}
QString compareKey = m_CompareWith->text();
bool needReloadData = (m_tickerKey != tickerKey) || (m_compareKey != compareKey);
if (needReloadData)
loadData(tickerKey, compareKey);
if (needReloadData || (new_avgPeriod1 != m_avgPeriod1) || (new_avgPeriod2 != m_avgPeriod2))
drawChart(m_ChartViewer);
}
/////////////////////////////////////////////////////////////////////////////
// Data source
void FinanceDemo::loadData(const QString& ticker, const QString& compare)
{
// The financial simulator
if (m_tickerKey != ticker)
{
m_tickerKey = ticker;
// Simulator to generate realistic random OHLC values
FinanceSimulator db(ticker.toUtf8().data(), Chart::chartTime(2010, 1, 1),
Chart::chartTime(2020, 12, 31), 86400);
// Copy daily data to the data arrays
m_dailyPrice.timeStamps = arrayToVector(db.getTimeStamps());
m_dailyPrice.highData = arrayToVector(db.getHighData());
m_dailyPrice.lowData = arrayToVector(db.getLowData());
m_dailyPrice.openData = arrayToVector(db.getOpenData());
m_dailyPrice.closeData = arrayToVector(db.getCloseData());
m_dailyPrice.volData = arrayToVector(db.getVolData());
//
// Set up the viewport to display the duration selected by the user
//
m_ChartViewer->setFullRange("x", 0, (int)m_dailyPrice.timeStamps.size() - 1);
int durationInDays = m_TimeRange->itemData(m_TimeRange->currentIndex()).toInt();
m_ChartViewer->setViewPortWidth(durationInDays / (double)m_dailyPrice.timeStamps.size());
m_ChartViewer->setViewPortLeft(1 - m_ChartViewer->getViewPortWidth());
}
if (m_compareKey != compare)
{
m_compareKey = compare;
if (m_compareKey.isEmpty())
m_dailyPrice.compareData.clear();
else
{
// Simulator to generate realistic random OHLC values
FinanceSimulator db2(compare.toUtf8().data(), Chart::chartTime(2010, 1, 1),
Chart::chartTime(2020, 12, 31), 86400);
m_dailyPrice.compareData = arrayToVector(db2.getCloseData());
}
}
// In this example, we will compute the weekly and monthly prices on demand. We just
// need to clear the old data here.
m_weeklyPrice.timeStamps.clear();
m_monthlyPrice.timeStamps.clear();
}
/// <summary>
/// An internal method used to aggregate daily data.
/// </summary>
void FinanceDemo::aggregateData(const ArrayMath& aggregator, PriceData& p)
{
int size = aggregator.aggregate(vectorToArray(p.timeStamps), Chart::AggregateFirst).len;
p.timeStamps.resize(size);
size = aggregator.aggregate(vectorToArray(p.highData), Chart::AggregateMax).len;
p.highData.resize(size);
size = aggregator.aggregate(vectorToArray(p.lowData), Chart::AggregateMin).len;
p.lowData.resize(size);
size = aggregator.aggregate(vectorToArray(p.openData), Chart::AggregateFirst).len;
p.openData.resize(size);
size = aggregator.aggregate(vectorToArray(p.closeData), Chart::AggregateLast).len;
p.closeData.resize(size);
size = aggregator.aggregate(vectorToArray(p.volData), Chart::AggregateSum).len;
p.volData.resize(size);
size = aggregator.aggregate(vectorToArray(p.compareData), Chart::AggregateLast).len;
p.compareData.resize(size);
}
/////////////////////////////////////////////////////////////////////////////
// Chart Creation
/// <summary>
/// Add a moving average line to the FinanceChart object.
/// </summary>
/// <param name="m">The FinanceChart object to add the line to.</param>
/// <param name="avgType">The moving average type (SMA/EMA/TMA/WMA).</param>
/// <param name="avgPeriod">The moving average period.</param>
/// <param name="color">The color of the line.</param>
static LineLayer* addMovingAvg(FinanceChart *m, QString avgType, int avgPeriod, int color)
{
if (avgPeriod > 1)
{
if (avgType == "SMA")
return m->addSimpleMovingAvg(avgPeriod, color);
else if (avgType == "EMA")
return m->addExpMovingAvg(avgPeriod, color);
else if (avgType == "TMA")
return m->addTriMovingAvg(avgPeriod, color);
else if (avgType == "WMA")
return m->addWeightedMovingAvg(avgPeriod, color);
}
return 0;
}
/// <summary>
/// Add an indicator chart to the FinanceChart object. In this demo example, the indicator
/// parameters (such as the period used to compute RSI, colors of the lines, etc.) are hard
/// coded to commonly used values. You are welcome to design a more complex user interface
/// to allow users to set the parameters.
/// </summary>
/// <param name="m">The FinanceChart object to add the line to.</param>
/// <param name="indicator">The selected indicator.</param>
/// <param name="height">Height of the chart in pixels</param>
static XYChart* addIndicator(FinanceChart *m, QString indicator, int height)
{
if (indicator == "RSI")
return m->addRSI(height, 14, 0x800080, 20, 0xff6666, 0x6666ff);
else if (indicator == "StochRSI")
return m->addStochRSI(height, 14, 0x800080, 30, 0xff6666, 0x6666ff);
else if (indicator == "MACD")
return m->addMACD(height, 26, 12, 9, 0xff, 0xff00ff, 0x8000);
else if (indicator == "FStoch")
return m->addFastStochastic(height, 14, 3, 0x6060, 0x606000);
else if (indicator == "SStoch")
return m->addSlowStochastic(height, 14, 3, 0x6060, 0x606000);
else if (indicator == "ATR")
return m->addATR(height, 14, 0x808080, 0xff);
else if (indicator == "ADX")
return m->addADX(height, 14, 0x8000, 0x800000, 0x80);
else if (indicator == "DCW")
return m->addDonchianWidth(height, 20, 0xff);
else if (indicator == "BBW")
return m->addBollingerWidth(height, 20, 2, 0xff);
else if (indicator == "DPO")
return m->addDPO(height, 20, 0xff);
else if (indicator == "PVT")
return m->addPVT(height, 0xff);
else if (indicator == "Momentum")
return m->addMomentum(height, 12, 0xff);
else if (indicator == "Performance")
return m->addPerformance(height, 0xff);
else if (indicator == "ROC")
return m->addROC(height, 12, 0xff);
else if (indicator == "OBV")
return m->addOBV(height, 0xff);
else if (indicator == "AccDist")
return m->addAccDist(height, 0xff);
else if (indicator == "CLV")
return m->addCLV(height, 0xff);
else if (indicator == "WilliamR")
return m->addWilliamR(height, 14, 0x800080, 30, 0xff6666, 0x6666ff);
else if (indicator == "Aroon")
return m->addAroon(height, 14, 0x339933, 0x333399);
else if (indicator == "AroonOsc")
return m->addAroonOsc(height, 14, 0xff);
else if (indicator == "CCI")
return m->addCCI(height, 20, 0x800080, 100, 0xff6666, 0x6666ff);
else if (indicator == "EMV")
return m->addEaseOfMovement(height, 9, 0x6060, 0x606000);
else if (indicator == "MDX")
return m->addMassIndex(height, 0x800080, 0xff6666, 0x6666ff);
else if (indicator == "CVolatility")
return m->addChaikinVolatility(height, 10, 10, 0xff);
else if (indicator == "COscillator")
return m->addChaikinOscillator(height, 0xff);
else if (indicator == "CMF")
return m->addChaikinMoneyFlow(height, 21, 0x8000);
else if (indicator == "NVI")
return m->addNVI(height, 255, 0xff, 0x883333);
else if (indicator == "PVI")
return m->addPVI(height, 255, 0xff, 0x883333);
else if (indicator == "MFI")
return m->addMFI(height, 14, 0x800080, 30, 0xff6666, 0x6666ff);
else if (indicator == "PVO")
return m->addPVO(height, 26, 12, 9, 0xff, 0xff00ff, 0x8000);
else if (indicator == "PPO")
return m->addPPO(height, 26, 12, 9, 0xff, 0xff00ff, 0x8000);
else if (indicator == "UO")
return m->addUltimateOscillator(height, 7, 14, 28, 0x800080, 20, 0xff6666, 0x6666ff);
else if (indicator == "Vol")
return m->addVolIndicator(height, 0x99ff99, 0xff9999, 0xc0c0c0);
else if (indicator == "TRIX")
return m->addTRIX(height, 12, 0xff);
else
return 0;
}
/// <summary>
/// Creates a dummy chart to show an error message.
/// </summary>
/// <param name="viewer">The WinChartViewer to display the error message.</param>
/// <param name="msg">The error message</param>
static void errMsg(QChartViewer* viewer, const char *msg)
{
MultiChart m(400, 200);
m.addTitle(Chart::Center, msg, "Arial", 10)->setMaxWidth(m.getWidth());
viewer->setChart(&m);
}
/// <summary>
/// Draw the chart according to user selection and display it in the ChartViewer.
/// </summary>
/// <param name="viewer">The ChartViewer object to display the chart.</param>
void FinanceDemo::drawChart(QChartViewer *viewer)
{
// The first moving average period selected by the user.
m_avgPeriod1 = m_MovAvg1->text().toInt();
if (m_avgPeriod1 < 0)
m_avgPeriod1 = 0;
if (m_avgPeriod1 > 300)
m_avgPeriod1 = 300;
// The second moving average period selected by the user.
m_avgPeriod2 = m_MovAvg2->text().toInt();
if (m_avgPeriod2 < 0)
m_avgPeriod2 = 0;
if (m_avgPeriod2 > 300)
m_avgPeriod2 = 300;
// We need extra leading data points in order to compute moving averages.
int extraPoints = (m_avgPeriod1 > m_avgPeriod2) ? m_avgPeriod1 : m_avgPeriod2;
if (extraPoints < 25)
extraPoints = 25;
// Get the start and end index visible on the viewport
int startIndex = (int)floor(viewer->getValueAtViewPort("x", viewer->getViewPortLeft()));
int endIndex = (int)ceil(viewer->getValueAtViewPort("x", viewer->getViewPortRight()));
PriceData* p = &m_dailyPrice;
if (endIndex - startIndex >= 400)
{
if (endIndex - startIndex < 2000)
{
p = &m_weeklyPrice;
if (p->timeStamps.empty())
{
ArrayMath a(vectorToArray(m_dailyPrice.timeStamps));
aggregateData(a.selectStartOfWeek(), *p = m_dailyPrice);
}
}
else
{
p = &m_monthlyPrice;
if (p->timeStamps.empty())
{
ArrayMath a(vectorToArray(m_dailyPrice.timeStamps));
aggregateData(a.selectStartOfMonth(), *p = m_dailyPrice);
}
}
// Re-compute the index based on weekly data
DoubleArray ts = vectorToArray(p->timeStamps);
startIndex = (int)floor(Chart::bSearch(ts, m_dailyPrice.timeStamps[startIndex]));
endIndex = (int)ceil(Chart::bSearch(ts, m_dailyPrice.timeStamps[endIndex]));
}
//
// At this stage, we have determined the price data to use. We need to obtain the part
// of the arrays that are within the visible x-axis range.
//
// Add extra points before the startIndex, as moving averages and may technical indicators
// requires data before the first visible point.
extraPoints = (std::min)(extraPoints, startIndex);
startIndex -= extraPoints;
int duration = endIndex - startIndex + 1;
// Obtain the visible part of the data plus the extra points
DoubleArray timeStamps = vectorToArray(p->timeStamps, startIndex, duration);
DoubleArray highData = vectorToArray(p->highData, startIndex, duration);
DoubleArray lowData = vectorToArray(p->lowData, startIndex, duration);
DoubleArray openData = vectorToArray(p->openData, startIndex, duration);
DoubleArray closeData = vectorToArray(p->closeData, startIndex, duration);
DoubleArray volData = vectorToArray(p->volData, startIndex, duration);
DoubleArray compareData = vectorToArray(p->compareData, startIndex, duration);
//
// Now, we have obtain the data. We can plot the chart.
//
int width = 780;
int mainHeight = 260;
int indicatorHeight = 80;
// Create the chart object using the selected size
FinanceChart *m = new FinanceChart(width);
// Disable default legend box, as we are using dynamic legend
m->setLegendStyle("normal", 8, Chart::Transparent, Chart::Transparent);
// Set the data into the chart object
m->setData(timeStamps, highData, lowData, openData, closeData, volData, extraPoints);
//
// We configure the title of the chart. In this demo chart design, we put the
// company name as the top line of the title with left alignment.
//
m->addPlotAreaTitle(Chart::BottomLeft, m_tickerKey.toUtf8().data());
// A copyright message at the bottom left corner the title area
m->addPlotAreaTitle(Chart::BottomRight,
"<*font=Arial,size=8*>(c) Advanced Software Engineering");
//
// Add the main chart
//
m->addMainChart(mainHeight);
//
// Set log or linear scale according to user preference
//
m->setLogScale(m_LogScale->isChecked());
//
// Set axis labels to show data values or percentage change to user preference
//
if (m_PercentageScale->isChecked())
m->setPercentageAxis();
//
// Draw the main chart depending on the chart type the user has selected
//
QString selectedType = m_ChartType->itemData(m_ChartType->currentIndex()).toString();
if (selectedType == "Close")
m->addCloseLine(0x000040);
else if (selectedType == "TP")
m->addTypicalPrice(0x000040);
else if (selectedType == "WC")
m->addWeightedClose(0x000040);
else if (selectedType == "Median")
m->addMedianPrice(0x000040);
//
// Add comparison line if there is data for comparison
//
if (compareData.len > 0)
m->addComparison(compareData, 0x0000ff, m_compareKey.toUtf8().data());
//
// Add moving average lines.
//
addMovingAvg(m, m_AvgType1->itemData(m_AvgType1->currentIndex()).toString(),
m_avgPeriod1, 0x663300);
addMovingAvg(m, m_AvgType2->itemData(m_AvgType2->currentIndex()).toString(),
m_avgPeriod2, 0x9900ff);
//
// Draw the main chart if the user has selected CandleStick or OHLC. We
// draw it here to make sure it is drawn behind the moving average lines
// (that is, the moving average lines stay on top.)
//
if (selectedType == "CandleStick")
m->addCandleStick(0x33ff33, 0xff3333);
else if (selectedType == "OHLC")
m->addHLOC(0x8000, 0x800000);
//
// Add parabolic SAR if necessary
//
if (m_ParabolicSAR->isChecked())
m->addParabolicSAR(0.02, 0.02, 0.2, Chart::DiamondShape, 5, 0x008800, 0x000000);
//
// Add price band/channel/envelop to the chart according to user selection
//
QString selectedBand = m_PriceBand->itemData(m_PriceBand->currentIndex()).toString();
if (selectedBand == "BB")
m->addBollingerBand(20, 2, 0x9999ff, 0xc06666ff);
else if (selectedBand == "DC")
m->addDonchianChannel(20, 0x9999ff, 0xc06666ff);
else if (selectedBand == "Envelop")
m->addEnvelop(20, 0.1, 0x9999ff, 0xc06666ff);
//
// Add volume bars to the main chart if necessary
//
if (m_VolumeBars->isChecked())
m->addVolBars(indicatorHeight, 0x99ff99, 0xff9999, 0xc0c0c0);
//
// Add additional indicators as according to user selection.
//
addIndicator(m, m_Indicator1->itemData(m_Indicator1->currentIndex()).toString(),
indicatorHeight);
addIndicator(m, m_Indicator2->itemData(m_Indicator2->currentIndex()).toString(),
indicatorHeight);
// We may need to update the track line. If the mouse is moving on the chart, the track line
// will be updated in MouseMovePlotArea. Otherwise, we need to update the track line here.
if (!viewer->isInMouseMoveEvent())
{
trackFinance(m, (0 == viewer->getChart()) ?
((XYChart *)m->getChart(0))->getPlotArea()->getRightX() : viewer->getPlotAreaMouseX());
}
// Set the chart to the viewer
delete viewer->getChart();
viewer->setChart(m);
}
//
// Draw track cursor when mouse is moving over plotarea
//
void FinanceDemo::onMouseMovePlotArea(QMouseEvent*)
{
trackFinance((MultiChart *)m_ChartViewer->getChart(), m_ChartViewer->getPlotAreaMouseX());
m_ChartViewer->updateDisplay();
}
//
// Draw finance chart track line with legend
//
void FinanceDemo::trackFinance(MultiChart* m, int mouseX)
{
// Clear the current dynamic layer and get the DrawArea object to draw on it.
DrawArea *d = m->initDynamicLayer();
// It is possible for a FinanceChart to be empty, so we need to check for it.
if (m->getChartCount() == 0)
return;
// Get the data x-value that is nearest to the mouse
int xValue = (int)(((XYChart *)m->getChart(0))->getNearestXValue(mouseX));
// Iterate the XY charts (main price chart and indicator charts) in the FinanceChart
XYChart *c = 0;
for (int i = 0; i < m->getChartCount(); ++i) {
c = (XYChart *)m->getChart(i);
// Variables to hold the legend entries
std::ostringstream ohlcLegend;
std::vector<std::string> legendEntries;
// Iterate through all layers to find the highest data point
for (int j = 0; j < c->getLayerCount(); ++j) {
Layer *layer = c->getLayerByZ(j);
int xIndex = layer->getXIndexOf(xValue);
int dataSetCount = layer->getDataSetCount();
// In a FinanceChart, only layers showing OHLC data can have 4 data sets
if (dataSetCount == 4) {
double highValue = layer->getDataSet(0)->getValue(xIndex);
double lowValue = layer->getDataSet(1)->getValue(xIndex);
double openValue = layer->getDataSet(2)->getValue(xIndex);
double closeValue = layer->getDataSet(3)->getValue(xIndex);
if (closeValue != Chart::NoValue) {
// Build the OHLC legend
ohlcLegend << " <*block*>";
ohlcLegend << "Open: " << c->formatValue(openValue, "{value|P4}");
ohlcLegend << ", High: " << c->formatValue(highValue, "{value|P4}");
ohlcLegend << ", Low: " << c->formatValue(lowValue, "{value|P4}");
ohlcLegend << ", Close: " << c->formatValue(closeValue, "{value|P4}");
// We also draw an upward or downward triangle for up and down days and the %
// change
double lastCloseValue = layer->getDataSet(3)->getValue(xIndex - 1);
if (lastCloseValue != Chart::NoValue) {
double change = closeValue - lastCloseValue;
double percent = change * 100 / closeValue;
std::string symbol = (change >= 0) ?
"<*font,color=008800*><*img=@triangle,width=8,color=008800*>" :
"<*font,color=CC0000*><*img=@invertedtriangle,width=8,color=CC0000*>";
ohlcLegend << " " << symbol << " " << c->formatValue(change, "{value|P4}");
ohlcLegend << " (" << c->formatValue(percent, "{value|2}") << "%)<*/font*>";
}
ohlcLegend << "<*/*>";
}
}
else {
// Iterate through all the data sets in the layer
for (int k = 0; k < layer->getDataSetCount(); ++k) {
DataSet *dataSet = layer->getDataSetByZ(k);
std::string name = dataSet->getDataName();
double value = dataSet->getValue(xIndex);
if ((0 != name.size()) && (value != Chart::NoValue)) {
// In a FinanceChart, the data set name consists of the indicator name and
// its latest value. It is like "Vol: 123M" or "RSI (14): 55.34". As we are
// generating the values dynamically, we need to extract the indictor name
// out, and also the volume unit (if any).
// The volume unit
std::string unitChar;
// The indicator name is the part of the name up to the colon character.
int delimiterPosition = (int)name.find(':');
if (name.npos != delimiterPosition) {
// The unit, if any, is the trailing non-digit character(s).
int lastDigitPos = (int)name.find_last_of("0123456789");
if ((name.npos != lastDigitPos) && (lastDigitPos + 1 < (int)name.size()) &&
(lastDigitPos > delimiterPosition))
unitChar = name.substr(lastDigitPos + 1);
name.resize(delimiterPosition);
}
// In a FinanceChart, if there are two data sets, it must be representing a
// range.
if (dataSetCount == 2) {
// We show both values in the range in a single legend entry
value = layer->getDataSet(0)->getValue(xIndex);
double value2 = layer->getDataSet(1)->getValue(xIndex);
name = name + ": " + c->formatValue((std::min)(value, value2), "{value|P3}");
name = name + " - " + c->formatValue((std::max)(value, value2), "{value|P3}");
}
else {
// In a FinanceChart, only the layer for volume bars has 3 data sets for
// up/down/flat days
if (dataSetCount == 3) {
// The actual volume is the sum of the 3 data sets.
value = layer->getDataSet(0)->getValue(xIndex) + layer->getDataSet(1
)->getValue(xIndex) + layer->getDataSet(2)->getValue(xIndex);
}
// Create the legend entry
name = name + ": " + c->formatValue(value, "{value|P3}") + unitChar;
}
// Build the legend entry, consist of a colored square box and the name (with
// the data value in it).
std::ostringstream legendEntry;
legendEntry << "<*block*><*img=@square,width=8,edgeColor=000000,color="
<< std::hex << dataSet->getDataColor() << "*> " << name << "<*/*>";
legendEntries.push_back(legendEntry.str());
}
}
}
}
// Get the plot area position relative to the entire FinanceChart
PlotArea *plotArea = c->getPlotArea();
int plotAreaLeftX = plotArea->getLeftX() + c->getAbsOffsetX();
int plotAreaTopY = plotArea->getTopY() + c->getAbsOffsetY();
// The legend begins with the date label, then the ohlcLegend (if any), and then the
// entries for the indicators.
std::ostringstream legendText;
legendText << "<*block,valign=top,maxWidth=" << (plotArea->getWidth() - 5)
<< "*><*font=Arial Bold*>[" << c->xAxis()->getFormattedLabel(xValue, "mmm dd, yyyy")
<< "]<*/font*>" << ohlcLegend.str();
for (int i = ((int)legendEntries.size()) - 1; i >= 0; --i) {
legendText << " " << legendEntries[i];
}
legendText << "<*/*>";
// Draw a vertical track line at the x-position
d->vline(plotAreaTopY, plotAreaTopY + plotArea->getHeight(), c->getXCoor(xValue) +
c->getAbsOffsetX(), d->dashLineColor(0x000000, 0x0101));
// Display the legend on the top of the plot area
TTFText *t = d->text(legendText.str().c_str(), "Arial", 8);
t->draw(plotAreaLeftX + 5, plotAreaTopY + 3, 0x000000, Chart::TopLeft);
t->destroy();
}
}
//
// The ViewPortChanged event handler. This event occurs if the user scrolls or zooms in or
// out the chart by dragging or clicking on the chart. It can also be triggered by calling
// CChartViewer.updateViewPort.
//
void FinanceDemo::onViewPortChanged()
{
// Update the chart if necessary
if (m_ChartViewer->needUpdateChart())
drawChart(m_ChartViewer);
}
//
// Convert std::vector to a DoubleArray
//
DoubleArray FinanceDemo::vectorToArray(const std::vector<double>& v, int startIndex, int length)
{
if ((length < 0) || (length + startIndex > (int)v.size()))
length = ((int)v.size()) - startIndex;
return (length <= 0) ? DoubleArray() : DoubleArray(&(v[startIndex]), length);
}
//
// Convert DoubleArray to std::vector
//
std::vector<double> FinanceDemo::arrayToVector(DoubleArray a)
{
return std::vector<double>(a.data, a.data + a.len);
}
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