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import clr

# Add .NET references

clr.AddReference("StockSharp.Messages")

clr.AddReference("StockSharp.Algo")

clr.AddReference("StockSharp.Algo.Analytics")

clr.AddReference("StockSharp.Algo.Indicators")

clr.AddReference("Ecng.Drawing")

from Ecng.Drawing import DrawStyles

from System import TimeSpan

from System.Threading.Tasks import Task

from StockSharp.Algo.Analytics import IAnalyticsScript

from StockSharp.Algo.Indicators import ROC

from storage_extensions import *

from candle_extensions import *

from chart_extensions import *

from indicator_extensions import *

# The analytic script, using indicator ROC.

class indicator_script(IAnalyticsScript):

def Run(self, logs, panel, securities, from_date, to_date, storage, drive, format, time_frame, cancellation_token):

if not securities:

logs.LogWarning("No instruments.")

return Task.CompletedTask

# creating 2 panes for candles and indicator series

candle_chart = create_chart(panel, datetime, float)

indicator_chart = create_chart(panel, datetime, float)

for idx, security in enumerate(securities):

# stop calculation if user cancel script execution

if cancellation_token.IsCancellationRequested:

break

logs.LogInfo("Processing {0} of {1}: {2}...", idx + 1, len(securities), security)

candles_series = {}

indicator_series = {}

# creating ROC

roc = ROC()

# get candle storage

candle_storage = get_candle_storage(storage, security, time_frame, drive, format)

prev_date = None

for candle in iter_candles(candle_storage, from_date, to_date, cancellation_token):

# Log date change

curr_date = candle.OpenTime.Date

if curr_date != prev_date:

prev_date = curr_date

logs.LogInfo(" {0}...", curr_date.ToString("yyyy-MM-dd"))

# fill series

candles_series[candle.OpenTime] = candle.ClosePrice

indicator_series[candle.OpenTime] = to_decimal(process_candle(roc, candle))

# draw series on chart

candle_chart.Append(

f"{security} (close)",

list(candles_series.keys()),

list(candles_series.values())

)

indicator_chart.Append(

f"{security} (ROC)",

list(indicator_series.keys()),

list(indicator_series.values())

)

return Task.CompletedTask

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indicator_script.py

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indicator_script.py

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