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CustomTimeFrames

Summary

Represents collection of custom time frames.

Signature 

1
public abstract interface CustomTimeFrames

Namespace

cAlgo.API

Examples

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 using System;
 using cAlgo.API;
 using cAlgo.API.Internals;
 using System.Linq;
 namespace cAlgo.Plugins;
 [Plugin(AccessRights = AccessRights.None)]
 public class CustomTimeFrameTest : Plugin
 {
     private const string InitialDescription = "This is custom time frame initial description";
     private const string ChangedDescription = "This is custom time frame changed description";
     private bool _isLoadMoreEnabled = true;
     private CustomTimeFrame _customTimeFrame;
     private CustomBars _customBars;
     protected override void OnStart()
     {
         var panel = new StackPanel();
         var addCustomTimeFrameButton = new Button { Text = "Add Custom Time Frame" };
         addCustomTimeFrameButton.Click += OnAddCustomTimeFrameButtonClick;
         panel.AddChild(addCustomTimeFrameButton);
         var removeCustomTimeFrameButton = new Button { Text = "Remove Custom Time Frame" };
         removeCustomTimeFrameButton.Click += OnRemoveCustomTimeFrameButtonClick;
         panel.AddChild(removeCustomTimeFrameButton);
         var displayChartInfoButton = new Button { Text = "Display Charts Info" };
         displayChartInfoButton.Click += OnDisplayChartInfoButtonClick;
         panel.AddChild(displayChartInfoButton);
         var changeDescriptionButton = new Button { Text = "Change Description" };
         changeDescriptionButton.Click += OnChangeDescriptionButtonClick;
         panel.AddChild(changeDescriptionButton);
         var pauseOrResumeLoadMoreButton = new Button { Text = "Pause / Resume Load More" };
         pauseOrResumeLoadMoreButton.Click += OnPauseOrResumeLoadMoreButtonClick;
         panel.AddChild(pauseOrResumeLoadMoreButton);
         var showRegularBarsInfoButton = new Button { Text = "Show Regular Bars Info" };
         showRegularBarsInfoButton.Click += OnShowRegularBarsInfoButtonClick;
         panel.AddChild(showRegularBarsInfoButton);
         var addBarsButton = new Button { Text = "Add Bars For Active Chart Symbol" };
         addBarsButton.Click += OnAddBarsButtonClick;
         panel.AddChild(addBarsButton);
         var removeBarsButton = new Button { Text = "Remove Bars For Active Chart Symbol" };
         removeBarsButton.Click += OnRemoveBarsButtonClick;
         panel.AddChild(removeBarsButton);
         var updateLastBarButton = new Button { Text = "Update Last Bar" };
         updateLastBarButton.Click += OnUpdateLastBarButtonClick;
         panel.AddChild(updateLastBarButton);
         var block = Asp.SymbolTab.AddBlock("Custom Time Frame Test");
         block.Child = panel;
         ChartManager.FramesAdded += OnChartManagerFramesAdded;
         TimeFrames.Added += OnTimeFramesAdded;
         TimeFrames.Removed += OnTimeFramesRemoved;
     }
     private void OnTimeFramesRemoved(TimeFramesRemovedEventArgs args)
     {
         Print($"TimeFrames Removed: {string.Join(", ", args.TimeFrames.Select(tf => tf.Name))}");
     }
     private void OnTimeFramesAdded(TimeFramesAddedEventArgs args)
     {
         Print($"TimeFrames Added: {string.Join(", ", args.TimeFrames.Select(tf => tf.Name))}");
     }
     private void OnChartManagerFramesAdded(FramesAddedEventArgs obj)
     {
         if (obj.AddedFrames[0] is not ChartFrame chartFrame)
             return;
         Print($"New chart frame added, {chartFrame.Symbol.Name} {chartFrame.TimeFrame.Name}");
     }
     private void OnUpdateLastBarButtonClick(ButtonClickEventArgs obj)
     {
         var changeAmount = (_customBars.Bars.LastBar.High - _customBars.Bars.LastBar.Low) * (Random.Shared.NextDouble() + 0.5) * 2;
         Print($"Chaning Last Bar: {_customBars.Bars.LastBar} | change: {changeAmount}");
         _customBars.UpdateLastBar(_customBars.Bars.LastBar.Open, _customBars.Bars.LastBar.Open + changeAmount, _customBars.Bars.LastBar.Open - changeAmount, _customBars.Bars.LastBar.Close + changeAmount, (int)_customBars.Bars.LastBar.TickVolume + 1);
     }
     private void OnRemoveCustomTimeFrameButtonClick(ButtonClickEventArgs obj)
     {
         TimeFrameManager.Custom.Remove(_customTimeFrame);
         Print($"Custom Time frame '{_customTimeFrame.Name}' has been removed.");
     }
     private void OnDisplayChartInfoButtonClick(ButtonClickEventArgs obj)
     {
         DisplayChartsInfo();
     }
     private void OnChangeDescriptionButtonClick(ButtonClickEventArgs obj)
     {
         _customTimeFrame.Description = _customTimeFrame.Description == InitialDescription ? ChangedDescription : InitialDescription;
         Print($"Changed description to: {_customTimeFrame.Description}");
     }
     private void OnPauseOrResumeLoadMoreButtonClick(ButtonClickEventArgs obj)
     {
         _isLoadMoreEnabled = !_isLoadMoreEnabled;
     }
     private void OnAddBarsButtonClick(ButtonClickEventArgs obj)
     {
         if (ChartManager.ActiveFrame is not ChartFrame { Chart: var chart })
             return;
         var bars = _customTimeFrame.AddBars(chart.Symbol);
         Print($"Added Bars, Count: {bars.Bars.Count}, Get: {bars == _customTimeFrame.GetBars(chart.Symbol)}");
     }
     private void OnRemoveBarsButtonClick(ButtonClickEventArgs obj)
     {
         if (ChartManager.ActiveFrame is not ChartFrame { Chart: var chart })
             return;
         var result = _customTimeFrame.RemoveBars(chart.Symbol);
         Print($"Removed Bars, Result: {result}, Get is null: {_customTimeFrame.GetBars(chart.Symbol) == null}");
     }
     private void OnShowRegularBarsInfoButtonClick(ButtonClickEventArgs obj)
     {
         Print($"Regular Bars, Count: {_customBars.Bars.Count}, LastBar: {_customBars.Bars.LastBar}, FirstBar: {_customBars.Bars[0]}");
     }
     private void OnAddCustomTimeFrameButtonClick(ButtonClickEventArgs obj)
     {
         _customTimeFrame = TimeFrameManager.Custom.Add("Test");
         _customTimeFrame.Description = InitialDescription;
         _customTimeFrame.BarsNeeded = OnCustomTimeFrameBarsNeeded;
         Print($"Custom Time frame '{_customTimeFrame.Name}' has been added.");
         DisplayChartsInfo();
     }
     private void DisplayChartsInfo()
     {
         foreach (var frame in ChartManager)
         {
             if (frame is not ChartFrame chartFrame)
                 continue;
             Print($"Chart, {chartFrame.Symbol.Name} {chartFrame.TimeFrame.Name}");
         }
     }
     private void OnCustomTimeFrameBarsNeeded(CustomTimeFrameBarsNeededArgs args)
     {
         Print($"Bars Needed for custom time frame, Symbol: {args.CustomBars.Symbol}, Name: {args.CustomTimeFrame.Name}");
         _customBars = args.CustomBars;
         MarketData.GetBarsAsync(TimeFrame.Daily, args.CustomBars.Symbol.Name, bars =>
         {
             Print($"Bars Loaded: {bars.Count}");
             Sleep(TimeSpan.FromSeconds(5));
             args.CustomBars.AppendBars(bars.Select(bar => new CustomBar(bar.OpenTime, bar.Open, bar.High, bar.Low, bar.Close, (int)bar.TickVolume)));
             args.CustomBars.NeedsMore += _ =>
             {
                 if (!_isLoadMoreEnabled)
                 {
                     Print("Needs more requested but load more is disabled");
                     return;
                 }
                 Print($"Bars NeedsMore");
                 bars.LoadMoreHistoryAsync(loadedMoreArgs =>
                 {
                     Print($"Bars Loaded more: {loadedMoreArgs.Count}");
                     if (loadedMoreArgs.Count == 0)
                         return;
                     Sleep(TimeSpan.FromSeconds(5));
                     args.CustomBars.PrependBars(bars.Take(loadedMoreArgs.Count).Select(bar => new CustomBar(bar.OpenTime, bar.Open, bar.High, bar.Low, bar.Close, (int)bar.TickVolume)));
                 });
             };
         });
     }
 }

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 import clr
 clr.AddReference("cAlgo.API")
 from cAlgo.API import *
 from System import Action, TimeSpan, Array, DayOfWeek
 import random
 class Test():
     InitialDescription = "This is custom time frame initial description"
     ChangedDescription = "This is custom time frame changed description"
     def on_start(self):   
         self.isLoadMoreEnabled = True
         self.customTimeFrame = None
         panel = StackPanel()
         addCustomTimeFrameButton = Button()
         addCustomTimeFrameButton.Text = "Add Custom TimeFrame"
         addCustomTimeFrameButton.Click += self.on_add_custom_time_frame_button_click
         panel.AddChild(addCustomTimeFrameButton)
         removeCustomTimeFrameButton = Button()
         removeCustomTimeFrameButton.Text = "Remove Custom TimeFrame"
         removeCustomTimeFrameButton.Click += self.on_remove_custom_time_frame_button_click
         panel.AddChild(removeCustomTimeFrameButton)
         displayChartInfoButton = Button()
         displayChartInfoButton.Text = "Display Charts Info"
         displayChartInfoButton.Click += self.on_display_chart_info_button_click
         panel.AddChild(displayChartInfoButton)
         changeDescriptionButton = Button()
         changeDescriptionButton.Text = "Change Description"
         changeDescriptionButton.Click += self.on_change_description_button_click
         panel.AddChild(changeDescriptionButton)
         pauseOrResumeLoadMoreButton = Button()
         pauseOrResumeLoadMoreButton.Text = "Pause / Resume Load More"
         pauseOrResumeLoadMoreButton.Click += self.on_pause_or_resume_load_more_button_click
         panel.AddChild(pauseOrResumeLoadMoreButton)
         showRegularBarsInfoButton = Button()
         showRegularBarsInfoButton.Text = "Show Regular Bars Info"
         showRegularBarsInfoButton.Click += self.on_show_regular_bars_info_button_click
         panel.AddChild(showRegularBarsInfoButton)
         addBarsButton = Button()
         addBarsButton.Text = "Add Bars For Active Chart Symbol"
         addBarsButton.Click += self.on_add_bars_button_click
         panel.AddChild(addBarsButton)
         removeBarsButton = Button()
         removeBarsButton.Text = "Remove Bars For Active Chart Symbol"
         removeBarsButton.Click += self.on_remove_bars_button_click
         panel.AddChild(removeBarsButton)
         updateLastBarButton = Button()
         updateLastBarButton.Text = "Update Last Bar"
         updateLastBarButton.Click += self.on_update_last_bar_button_click
         panel.AddChild(updateLastBarButton)
         block = api.Asp.SymbolTab.AddBlock("Custom TimeFrame Test")
         block.Child = panel
         block.Height = 550
         api.ChartManager.FramesAdded += self.on_chart_manager_frames_addded
         api.TimeFrames.Added += self.on_time_frames_added
         api.TimeFrames.Removed += self.on_time_frames_removed
     def on_add_custom_time_frame_button_click(self, args):
         self.customTimeFrame = api.TimeFrameManager.Custom.Add("Test")
         self.customTimeFrame.Description = self.InitialDescription
         self.customTimeFrame.BarsNeeded = Action[CustomTimeFrameBarsNeededArgs](self.on_custom_time_frame_bars_needed)
         print(f"custom TimeFrame '{self.customTimeFrame.Name}' has been added.")
     def on_custom_time_frame_bars_needed(self, args):
         print(f"Bars Needed for custom TimeFrame, Symbol: {args.CustomBars.Symbol}, Name: {args.CustomTimeFrame.Name}")
         self.customBars = args.CustomBars
         api.MarketData.GetBarsAsync(TimeFrame.Daily, args.CustomBars.Symbol.Name, Action[Bars](self.on_bars_received))
     def on_bars_received(self, bars):
         print(f"Bars Loaded: {bars.Count}")
         api.Sleep(2000)
         self.customBars.AppendBars(self.to_array([CustomBar(bar.OpenTime, bar.Open, bar.High, bar.Low, bar.Close, int(bar.TickVolume)) for bar in bars], CustomBar))
         self.customBars.NeedsMore += lambda args: self.on_custom_bars_needs_more(bars, args.CustomBars)
         bars.BarOpened += lambda args: self.on_bar_opened(self.customBars, args.Bars)
         bars.Tick += lambda args: self.on_tick(self.customBars, args.Bars)
     def on_custom_bars_needs_more(self, bars, customBars):
         if self.isLoadMoreEnabled is False:
             print("Needs more requested but load more is disabled")
             return
         print("Bars NeedsMore")
         bars.LoadMoreHistoryAsync(Action[BarsHistoryLoadedEventArgs](lambda args: self.on_bars_more_history_loaded(customBars, bars, args.Count)))
     def on_bars_more_history_loaded(self, customBars, bars, loadedCount):
         print(f"Bars Loaded more: {loadedCount}")
         if loadedCount == 0:
             return
         api.Sleep(2000)
         loadedBars = []
         for i, bar in enumerate(bars):
             if i >= loadedCount:
                 break
             loadedBars.append(CustomBar(bar.OpenTime, bar.Open, bar.High, bar.Low, bar.Close, int(bar.TickVolume)))
         customBars.PrependBars(self.to_array(loadedBars, CustomBar))
     def on_bar_opened(self, customBars, bars):
         if self.customTimeFrame is None:
             return
         customBars.AppendBar(CustomBar(bars.LastBar.OpenTime, bars.LastBar.Open, bars.LastBar.High, bars.LastBar.Low, bars.LastBar.Close, bars.LastBar.TickVolume))
     def on_tick(self, customBars, bars):
         if self.customTimeFrame is None:
             return
         customBars.UpdateLastBar(bars.LastBar.Open, bars.LastBar.High, bars.LastBar.Low, bars.LastBar.Close, bars.LastBar.TickVolume)
     def on_remove_custom_time_frame_button_click(self, args):
         if api.TimeFrameManager.Custom.Remove(self.customTimeFrame) == False:
             return
         print(f"custom TimeFrame '{self.customTimeFrame.Name}' has been removed.")
         self.customTimeFrame = None
     def on_display_chart_info_button_click(self, args):
         for frame in api.ChartManager:
             if isinstance(frame.__implementation__, ChartFrame) == False:
                 continue
             chartFrame = ChartFrame(frame)
             print(f"Chart, {chartFrame.Symbol.Name} {chartFrame.TimeFrame.Name}")
     def on_change_description_button_click(self, args):
         self.customTimeFrame.Description = self.ChangedDescription if self.customTimeFrame.Description == self.InitialDescription else self.InitialDescription
         print(f"Changed description to: {self.customTimeFrame.Description}")
     def to_array(self, iterable, itemType):
         length = len(iterable)
         array = Array[itemType](length)
         for i in range(length):
             array[i] = iterable[i]
         return array
     def on_pause_or_resume_load_more_button_click(self, args):
         self.isLoadMoreEnabled = not self.isLoadMoreEnabled
     def on_show_regular_bars_info_button_click(self, args):
         print(f"Regular Bars, Count: {self.customBars.Bars.Count}, LastBar: {self.customBars.Bars.LastBar}, FirstBar: {self.customBars.Bars[0]}")
     def on_add_bars_button_click(self, args):
         if isinstance(api.ChartManager.ActiveFrame.__implementation__, ChartFrame) == False:
             return
         chart = ChartFrame(api.ChartManager.ActiveFrame).Chart
         bars = self.customTimeFrame.AddBars(chart.Symbol)
         print(f"Added Bars, Count: {bars.Bars.Count}, Get: {bars == self.customTimeFrame.GetBars(chart.Symbol)}")
     def on_remove_bars_button_click(self, args):
         if isinstance(api.ChartManager.ActiveFrame.__implementation__, ChartFrame) == False:
             return
         chart = ChartFrame(api.ChartManager.ActiveFrame).Chart
         result = self.customTimeFrame.RemoveBars(chart.Symbol)
         print(f"Removed Bars, Result: {result}, Get is None: {self.customTimeFrame.GetBars(chart.Symbol) is None}")
     def on_update_last_bar_button_click(self, args):
         changeAmount = (self.customBars.Bars.LastBar.High - self.customBars.Bars.LastBar.Low) * (random.random() + 0.5) * 2
         print(f"Changing Last Bar: {self.customBars.Bars.LastBar} | change: {changeAmount}")
         bars = self.customBars.Bars
         self.customBars.UpdateLastBar(bars.LastBar.Open, bars.LastBar.Open + changeAmount, bars.LastBar.Open - changeAmount, bars.LastBar.Close + changeAmount, int(bars.LastBar.TickVolume + 1))
     def on_chart_manager_frames_addded(self, args):
         for frame in args.AddedFrames:
             if isinstance(frame.__implementation__, ChartFrame) == False:
                 continue
             chartFrame = ChartFrame(frame)
             print(f"New chart frame added, {chartFrame.Symbol.Name} {chartFrame.TimeFrame.Name}")
     def on_time_frames_added(self, args):
         print(f"TimeFrames Added: {", ".join([tf.Name for tf in args.TimeFrames])}")
     def on_time_frames_removed(self, args):
         print(f"TimeFrames Removed: {", ".join([tf.Name for tf in args.TimeFrames])}")

See Also

Methods

Add

Summary

Adds a new custom time frame.

Signature 

1
public abstract CustomTimeFrame Add(string name)

Parameters

Name Type Description
name string Custom time frame unique name.

Return Value

CustomTimeFrame

Remove

Summary

Removes a custom time frame.

Signature 

1
public abstract bool Remove(CustomTimeFrame customTimeFrame)

Parameters

Name Type Description
customTimeFrame CustomTimeFrame Custom time frame

Return Value

bool

Get

Summary

Returns a custom time frame by it's name.

Signature 

1
public abstract CustomTimeFrame Get(string name)

Parameters

Name Type Description
name string Name of custom time frame

Return Value

CustomTimeFrame