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import clr

# Add .NET references

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

clr.AddReference("StockSharp.Messages")

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 storage_extensions import *

from candle_extensions import *

from chart_extensions import *

from indicator_extensions import *

# The analytic script, calculating distribution of the biggest volume by hours.

class time_volume_script(IAnalyticsScript):

def Run(

self,

logs,

panel,

securities,

from_date,

to_date,

storage,

drive,

format,

time_frame,

cancellation_token

# Check if there are no instruments

if not securities:

logs.LogWarning("No instruments.")

return Task.CompletedTask

# Script can process only 1 instrument

security = securities[0]

logs.LogInfo("Processing {0}...", security)

# Get candle storage

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

# Get available dates for the specified period

dates = get_dates(candle_storage, from_date, to_date, cancellation_token)

if len(dates) == 0:

logs.LogWarning("no data")

return Task.CompletedTask

# Grouping candles by opening time (hourly truncation) and summing their volumes

rows = {}

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"))

# Truncate TimeOfDay to the nearest hour

time_of_day = candle.OpenTime.TimeOfDay

truncated = TimeSpan.FromHours(int(time_of_day.TotalHours))

# Sum volumes for each truncated hour

rows[truncated] = rows.get(truncated, 0) + candle.TotalVolume

# Put our calculations into grid

grid = panel.CreateGrid("Time", "Volume")

for key, value in rows.items():

grid.SetRow(key, value)

# Sorting by Volume column in descending order

grid.SetSort("Volume", False)

return Task.CompletedTask

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