Writing scripts on the API

Introduction

In order to write a script on the TSLab API, you must create a class inherited from the IExternalScript interface.

This interface has the following implementation:

public interface IExternalScript : IExternalScriptBase, IStreamHandler, IHandler, IOneSourceHandler
{
    void Execute(IContext ctx, ISecurity sec);
}

As you can see, the interface has only one Execute method, which takes two parameters.

IContext - contains the general script context; it is needed for drawing graphs and caching.

ISecurity - allows you to work with the tool, contains candles, ticks, you can work with positions.

The Execute method is called each time TSLab starts a script recount.

You can also use other interfaces, they differ only in the number of tools in the parameters:

IExternalScript2 - two tools at the input (ISecurity)

IExternalScript3 - three tools at the input (ISecurity)

IExternalScript4 - four tools at the input (ISecurity)

IExternalScriptMultiSec - input array of tools (ISecurity)

Scripts template

To write scripts, you can use the following template:

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using TSLab.Script;
using TSLab.Script.Handlers;
using TSLab.DataSource;

namespace MyLib
{
    public class MyScript : IExternalScript
    {
        public void Execute(IContext ctx, ISecurity sec)
        {
            // Find the last formed bar for calculations
            var barsCount = sec.Bars.Count;
            if (!ctx.IsLastBarUsed)
            {
                barsCount--;
            }

            // Trading cycle
            for (int i = ctx.TradeFromBar; i < barsCount; i++)
            {
                // Here work with positions (sec.Positions)
            }

            // If the optimization process is ongoing, then you do not need to draw graphics, this slows down the work
            if (ctx.IsOptimization)
            {
                return;
            }

            // Charting
            // ctx.First - main panel
        }
    }
}

Main properties and methods

Interface IContext
IsLastBarClosed IsLastBarUsed IsFixedBarsCount	To determine the number of bars in the calculation.
IsOptimization	Indicates that the optimization process is ongoing.
TradeFromBar	Indicates which bar to start trading with.
ScriptResult	Displays the result in an optimization table.
GetData(...)	Work with a cache. Used to calculate indicators.
LoadObject(...) StoreObject(...)	Work with the script cache, which is not erased between calculations.
LoadGlobalObject(...) StoreGlobalObject(...)	Working with a global cache that is shared between various agents and scripts. Data in the cache may be erased if the program does not have enough memory.
Log(...)	Log output.
Recalc(...)	Run the script again.

Interface ISecurity
FinInfo	Current data on the security (bid, ask, price of the last transaction, open interest, etc.).
Bars	List of candles.
OpenPrices HighPrices LowPrices ClosePrices Volumes	List of opening prices. List of highs. List of lows. Closing price list. List of volumes.
Interval IntervalBase IntervalInstance	The interval of the security.
LotSize LotTick Margin Tick Decimals	Lot size for a security. Size of the lot change for a security. Margin ratio for a security. Minimum possible price change. The number of decimal places for the security price.
Positions	List of items.
Commission	The delegate to calculate the commission.
InitDeposit	Initial deposit.
IsRealtime	Indicates whether the agent is in real trading mode.
Symbol	Security symbol.
CompressTo(...) CompressToPriceRange(...) CompressToVolume(...) Decompress(...)	Squeeze and unclench candles.
GetBuyQueue(...) GetSellQueue(...) UpdateQueueData(...)	Get the order queue.
GetTrades(...)	Get a list of offers.
RoundPrice(...) RoundShares(...)	Rounding the entry price to the minimum tick. Rounding the incoming quantity to the minimum step of the lot.