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SDK-StudyTemplate

README.md

Study Plugin Template

This directory contains a comprehensive template for building study plugins for VisualHFT. The template includes all necessary components, best practices, and documentation to help developers create robust study plugins from scratch.

Quick Start

  1. Copy the template - Duplicate this folder and rename it to your study name
  2. Update namespace - Replace VisualHFT.Studies.Template with your study name (e.g., VisualHFT.Studies.MyStudy)
  3. Implement calculation logic - Follow the TODO comments in TemplateStudyPlugin.cs
  4. Customize settings - Update PlugInSettings.cs to match your study's configuration needs
  5. Modify the UI - Adjust PluginSettingsView.xaml for your specific settings
  6. Build and test - Compile and place the DLL in VisualHFT's plugins folder

Documentation

Template Structure

SDK-StudyTemplate/
├── TemplateStudyPlugin.cs           # Main plugin class derived from BasePluginStudy
├── Study.Template.csproj           # Project configuration
├── ViewModels/                     # MVVM ViewModels
│   ├── PluginSettingsViewModel.cs  # Settings UI logic with validation
│   └── TemplateStudyViewModel.cs   # Optional: Custom UI view model
├── Model/                          # Data models
│   └── PlugInSettings.cs           # Configuration settings for the study
├── UserControls/                   # WPF UI
│   ├── PluginSettingsView.xaml     # Settings UI definition
│   ├── PluginSettingsView.xaml.cs  # Code-behind
│   ├── TemplateStudyView.xaml      # Optional: Custom visualization UI
│   └── TemplateStudyView.xaml.cs   # Optional: Custom visualization code-behind
├── StudySDK_Guidelines.md          # Development guide
└── README.md                       # This file

Key Features Included

✅ Complete Study Architecture - Full implementation with proper inheritance from BasePluginStudy
✅ Market Data Processing - Built-in hooks for processing order book data
✅ Calculation Framework - Structure for implementing custom study calculations
✅ Alert System - Built-in alert triggering with configurable thresholds
✅ MVVM Settings UI - WPF user control with validation and data binding
✅ Optional Custom UI - Template for creating custom visualizations (charts, indicators)
✅ Thread-Safe Operations - Proper locking mechanisms for concurrent access
✅ Error Handling - Comprehensive logging and error management
✅ Resource Management - Proper disposal pattern implementation

Understanding Study Plugins

Study plugins in VisualHFT are designed to analyze market data and generate insights, indicators, or alerts. Unlike market connectors that fetch data, study plugins:

  1. Receive market data through the base class infrastructure
  2. Perform calculations on the received data
  3. Emit results through the OnCalculated event
  4. Trigger alerts when conditions are met through OnAlertTriggered
  5. Provide configuration through a settings UI

Core Concepts

BasePluginStudy

The BasePluginStudy class provides:

  • Data Subscription: Automatic subscription to market data based on settings
  • Queue Management: Thread-safe queue for incoming market data
  • Calculation Hooks: Override Calculate() method to implement your logic
  • Event Infrastructure: Built-in events for results and alerts
  • Settings Management: Load/save/initialize settings framework

Study Lifecycle

  1. Initialization: Constructor runs, settings are loaded
  2. Start: StartAsync() called, data subscription begins
  3. Processing: Market data triggers Calculate() method
  4. Results: OnCalculated event emits study results
  5. Alerts: OnAlertTriggered event fires on alert conditions
  6. Stop: StopAsync() called, subscription ends
  7. Dispose: Resources cleaned up

Implementation Steps

1. Define Your Study Logic

protected override void Calculate(List<BookItem> data)
{
    // Your calculation logic here
    // Example: Moving average, volatility, correlation, etc.
    
    var result = YourCalculation(data);
    
    // Emit result
    var studyModel = new BaseStudyModel
    {
        Timestamp = DateTime.UtcNow,
        Value = result,
        Symbol = _settings.Symbol,
        Provider = _settings.Provider.ProviderID
    };
    
    OnCalculated?.Invoke(this, studyModel);
}

2. Configure Settings

Edit PlugInSettings.cs to add your study-specific parameters:

public class PlugInSettings : ISetting
{
    // Standard settings
    public string Symbol { get; set; }
    public Provider Provider { get; set; }
    public AggregationLevel AggregationLevel { get; set; }
    
    // Your custom settings
    public int LookbackPeriod { get; set; } = 20;
    public double Threshold { get; set; } = 0.5;
    public bool EnableSmoothing { get; set; } = true;
}

3. Update the UI

Modify PluginSettingsView.xaml to include controls for your settings:

<!-- Add your custom controls -->
<Label Content="Lookback Period"/>
<TextBox Text="{Binding LookbackPeriod, UpdateSourceTrigger=PropertyChanged}" />

<Label Content="Threshold"/>
<TextBox Text="{Binding Threshold, UpdateSourceTrigger=PropertyChanged}" />

4. (Optional) Create Custom Visualization

If your study needs custom visualization:

// In your plugin class
private TemplateStudyView _customView;

public override void Initialize()
{
    _customView = new TemplateStudyView();
    // Register with VisualHFT framework
}

// Update the view when calculations complete
private void UpdateVisualization(double value)
{
    _customView?.UpdateValue(value, DateTime.UtcNow);
}

5. Implement Alert Logic

private void CheckAlertCondition(double value)
{
    if (value > _settings.Threshold)
    {
        OnAlertTriggered?.Invoke(this, (decimal)value);
    }
}

Best Practices

  1. Thread Safety: Always use locks when accessing shared state
  2. Performance: Minimize allocations in the Calculate() method
  3. Validation: Validate all settings before starting
  4. Logging: Log important events and errors
  5. Disposal: Properly dispose of resources in Dispose()

Common Study Types

  • Technical Indicators: RSI, MACD, Bollinger Bands
  • Statistical Analysis: Volatility, Correlation, Regression
  • Order Book Analysis: Imbalance, Depth, Spread Analysis
  • Volume Analysis: VWAP, Volume Profile, Flow Analysis
  • Custom Algorithms: Proprietary calculations and signals

Testing Your Plugin

  1. Unit Tests: Test calculation logic with sample data
  2. Integration Tests: Test with live market data
  3. UI Tests: Verify settings validation and persistence
  4. Performance Tests: Monitor CPU/memory usage

Deployment

  1. Build the project in Release mode
  2. Copy the DLL to VisualHFT's Plugins folder
  3. Restart VisualHFT
  4. Configure your study in the Settings dialog
  5. Add to a dashboard to see results

Support

  • Check the VisualHFT documentation for more details
  • Review existing study plugins in VisualHFT.Plugins/Studies.* for examples
  • Use the debug log to troubleshoot issues
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