public static data.baseDS.transactionsDataTable MakeTransaction(AppTypes.TradeActions type, string stockCode,
string portfolioCode, int qty, decimal feePerc)
{
string errorText = "";
data.baseDS.transactionsDataTable retVal = myClient.MakeTransaction(out errorText, type, stockCode, portfolioCode, qty, feePerc);
if (retVal == null)
{
common.system.ShowErrorMessage(errorText);
}
return(retVal);
}
/// <summary>
/// Create records to keep stock transaction (buy,sell...)
/// - transactions
/// - investorStock
/// </summary>
/// <param name="onDate"></param>
/// <param name="type"></param>
/// <param name="stockCode"></param>
/// <param name="portfolio"></param>
/// <param name="qty"></param>
/// <param name="amt"></param>
public static databases.baseDS.transactionsDataTable MakeTransaction(AppTypes.TradeActions type, string stockCode, string portfolioCode, int qty, decimal feePerc, out string errorText)
{
errorText = "";
databases.baseDS.stockExchangeRow marketRow = databases.DbAccess.GetStockExchange(stockCode);
if (marketRow == null)
{
return(null);
}
errorText = "";
DateTime onTime = DateTime.Now;
//Price
databases.baseDS.priceDataRow priceRow = databases.DbAccess.GetLastPriceData(stockCode);
if (priceRow == null)
{
errorText = Languages.Libs.GetString("cannotDoTransaction");
return(null);
}
decimal amt = qty * priceRow.closePrice * marketRow.priceRatio;
decimal feeAmt = (decimal)Math.Round(feePerc * amt / 100, common.system.GetPrecisionFromMask(Settings.sysMaskLocalAmt));
databases.baseDS.portfolioRow portfolioRow = databases.DbAccess.GetPortfolio(portfolioCode);
if (portfolioRow == null)
{
errorText = String.Format(Languages.Libs.GetString("dataNotFound"), "[portfolio]");
return(null);
}
switch (type)
{
case AppTypes.TradeActions.Buy:
case AppTypes.TradeActions.Accumulate:
portfolioRow.usedCapAmt += amt;
portfolioRow.usedCapAmt += feeAmt;
break;
default: //Sell
portfolioRow.usedCapAmt -= amt;
portfolioRow.usedCapAmt += feeAmt;
break;
}
if (portfolioRow.startCapAmt - portfolioRow.usedCapAmt < 0)
{
portfolioRow.CancelEdit();
errorText = String.Format(Languages.Libs.GetString("outOfMoney"), portfolioRow.startCapAmt - portfolioRow.usedCapAmt - amt - feeAmt);
return(null);
}
//Create records to store data
databases.baseDS.transactionsDataTable transTbl = new databases.baseDS.transactionsDataTable();
databases.baseDS.investorStockDataTable investorStockTbl = new databases.baseDS.investorStockDataTable();
databases.baseDS.transactionsRow transRow;
databases.baseDS.investorStockRow stockRow;
transRow = transTbl.NewtransactionsRow();
databases.AppLibs.InitData(transRow);
transRow.onTime = onTime;
transRow.tranType = (byte)type;
transRow.stockCode = stockCode;
transRow.portfolio = portfolioCode;
transRow.qty = qty;
transRow.amt = amt;
transRow.feeAmt = feeAmt;
transRow.status = (byte)AppTypes.CommonStatus.Close;
transTbl.AddtransactionsRow(transRow);
//Update stock
DateTime onDate = onTime.Date;
switch (type)
{
case AppTypes.TradeActions.Buy:
case AppTypes.TradeActions.Accumulate:
investorStockTbl.Clear();
databases.DbAccess.LoadData(investorStockTbl, stockCode, portfolioCode, onDate);
if (investorStockTbl.Count == 0)
{
stockRow = investorStockTbl.NewinvestorStockRow();
databases.AppLibs.InitData(stockRow);
stockRow.buyDate = onDate;
stockRow.stockCode = stockCode;
stockRow.portfolio = portfolioCode;
investorStockTbl.AddinvestorStockRow(stockRow);
}
stockRow = investorStockTbl[0];
stockRow.qty += qty; stockRow.buyAmt += amt;
break;
default: //Sell
DateTime applicableDate = onDate.AddDays(-marketRow.minBuySellDay);
investorStockTbl.Clear();
databases.DbAccess.LoadData(investorStockTbl, stockCode, portfolioCode);
decimal remainQty = qty;
for (int idx = 0; idx < investorStockTbl.Count; idx++)
{
if (investorStockTbl[idx].buyDate > applicableDate)
{
continue;
}
if (investorStockTbl[idx].qty >= remainQty)
{
investorStockTbl[idx].buyAmt = (investorStockTbl[idx].qty - remainQty) * (investorStockTbl[idx].qty == 0 ? 0 : investorStockTbl[idx].buyAmt / investorStockTbl[idx].qty);
investorStockTbl[idx].qty = (investorStockTbl[idx].qty - remainQty);
remainQty = 0;
}
else
{
remainQty -= investorStockTbl[idx].qty;
investorStockTbl[idx].buyAmt = 0;
investorStockTbl[idx].qty = 0;
}
if (remainQty == 0)
{
break;
}
}
if (remainQty > 0)
{
errorText = String.Format(Languages.Libs.GetString("outOfQty"), qty - remainQty);
return(null);
}
break;
}
//Delete empty stock
for (int idx = 0; idx < investorStockTbl.Count; idx++)
{
if (investorStockTbl[idx].qty != 0)
{
continue;
}
investorStockTbl[idx].Delete();
}
//Update data with transaction support
TransactionScopeOption tranOption;
tranOption = (commonClass.SysLibs.sysUseTransactionInUpdate ? TransactionScopeOption.Required : TransactionScopeOption.Suppress);
using (TransactionScope scope = new TransactionScope(tranOption))
{
databases.DbAccess.UpdateData(portfolioRow);
databases.DbAccess.UpdateData(investorStockTbl);
databases.DbAccess.UpdateData(transTbl);
scope.Complete();
}
return(transTbl);
}
/// <summary>
/// Create records to keep stock transaction (buy,sell...)
/// - transactions
/// - investorStock
/// </summary>
/// <param name="onDate"></param>
/// <param name="type"></param>
/// <param name="stockCode"></param>
/// <param name="portfolio"></param>
/// <param name="qty"></param>
/// <param name="amt"></param>
///
public data.baseDS.transactionsDataTable MakeTransaction(AppTypes.TradeActions type, string stockCode, string portfolioCode, int qty, decimal feePerc, out string errorText)
{
return(application.AppLibs.MakeTransaction(type, stockCode, portfolioCode, qty, feePerc, out errorText));
}
public TradePointInfo(AppTypes.TradeActions action, int dataIdx)
{
this.TradeAction = action;
this.DataIdx = dataIdx;
}
public TradePointInfo(AppTypes.TradeActions action, int dataIdx, BusinessInfo info)
{
this.TradeAction = action;
this.DataIdx = dataIdx;
this.BusinessInfo.Set(info);
}
//Swicth language. Note that the order of items must be preserved
public static void SetLanguage(ComboBox.ObjectCollection items, Type type)
{
StringCollection saveKeys = new StringCollection();
for (int idx = 0; idx < items.Count; idx++)
{
common.myComboBoxItem item = (common.myComboBoxItem)items[idx];
saveKeys.Add(item.Value);
}
if (type == typeof(AppTypes.TimeScale))
{
items.Clear();
for (int idx = 0; idx < saveKeys.Count; idx++)
{
object obj = FindTimeScaleByCode(saveKeys[idx]);
if (obj == null)
{
continue;
}
AppTypes.TimeScale item = (AppTypes.TimeScale)obj;
items.Add(new common.myComboBoxItem(item.Description, item.Code));
}
return;
}
if (type == typeof(AppTypes.TradeActions))
{
items.Clear();
for (int idx = 0; idx < saveKeys.Count; idx++)
{
object obj = FindCodeInEnum(saveKeys[idx], typeof(AppTypes.TradeActions));
if (obj == null)
{
continue;
}
AppTypes.TradeActions item = (AppTypes.TradeActions)obj;
items.Add(new common.myComboBoxItem(AppTypes.Type2Text(item), item.ToString()));
}
return;
}
if (type == typeof(AppTypes.TimeRanges))
{
items.Clear();
for (int idx = 0; idx < saveKeys.Count; idx++)
{
object obj = FindCodeInEnum(saveKeys[idx], typeof(AppTypes.TimeRanges));
if (obj == null)
{
continue;
}
AppTypes.TimeRanges item = (AppTypes.TimeRanges)obj;
items.Add(new common.myComboBoxItem(AppTypes.Type2Text(item), item.ToString()));
}
return;
}
if (type == typeof(AppTypes.StrategyTypes))
{
items.Clear();
for (int idx = 0; idx < saveKeys.Count; idx++)
{
object obj = FindCodeInEnum(saveKeys[idx], typeof(AppTypes.StrategyTypes));
if (obj == null)
{
continue;
}
AppTypes.StrategyTypes item = (AppTypes.StrategyTypes)obj;
items.Add(new common.myComboBoxItem(AppTypes.Type2Text(item), item.ToString()));
}
return;
}
if (type == typeof(AppTypes.Sex))
{
items.Clear();
for (int idx = 0; idx < saveKeys.Count; idx++)
{
object obj = FindCodeInEnum(saveKeys[idx], typeof(AppTypes.Sex));
if (obj == null)
{
continue;
}
AppTypes.Sex item = (AppTypes.Sex)obj;
items.Add(new common.myComboBoxItem(AppTypes.Type2Text(item), item.ToString()));
}
return;
}
if (type == typeof(AppTypes.CommonStatus))
{
items.Clear();
for (int idx = 0; idx < saveKeys.Count; idx++)
{
object obj = FindCodeInEnum(saveKeys[idx], typeof(AppTypes.CommonStatus));
if (obj == null)
{
continue;
}
AppTypes.CommonStatus item = (AppTypes.CommonStatus)obj;
items.Add(new common.myComboBoxItem(AppTypes.Type2Text(item), item.ToString()));
}
return;
}
if (type == typeof(AppTypes.ChartTypes))
{
items.Clear();
for (int idx = 0; idx < saveKeys.Count; idx++)
{
object obj = FindCodeInEnum(saveKeys[idx], typeof(AppTypes.ChartTypes));
if (obj == null)
{
continue;
}
AppTypes.ChartTypes item = (AppTypes.ChartTypes)obj;
items.Add(new common.myComboBoxItem(AppTypes.Type2Text(item), item.ToString()));
}
return;
}
if (type == typeof(AppTypes.BizSectorTypes))
{
items.Clear();
for (int idx = 0; idx < saveKeys.Count; idx++)
{
object obj = FindCodeInEnum(saveKeys[idx], typeof(AppTypes.BizSectorTypes));
if (obj == null)
{
continue;
}
AppTypes.BizSectorTypes item = (AppTypes.BizSectorTypes)obj;
items.Add(new common.myComboBoxItem(AppTypes.Type2Text(item), item.ToString()));
}
return;
}
}
public void Add(AppTypes.TradeActions action, int idx)
{
this.Add(new TradePointInfo(action, idx));
}
public void Add(AppTypes.TradeActions action, int idx, BusinessInfo info)
{
this.Add(new TradePointInfo(action, idx, info));
}
/// <summary>
/// Estimate the profit from advices produced by analysis process.
/// The function will produce a list of "transactions" assuming to be done from analysis advices.
/// </summary>
/// <param name="data"> Data used for analysis </param>
/// <param name="tradePoints">Trade point list generated by analysis process</param>
/// <param name="options">User- specific options : captital, max Buy...</param>
/// <param name="returnObj">Returned object </param>
/// <param name="afterEachEstimationFunc">Call-back function at the end of each tradepoind estimation</param>
/// <param name="afterEstimationFunc">Call-back function at the end of estimation process</param>
///
public static void EstimateTrading(AnalysisData data, TradePointInfo[] tradePoints, EstimateOptions options,
object returnObj, AfterEachEstimationFunc afterEachEstimationFunc, AfterEstimationFunc afterEstimationFunc)
{
EstimationData myEstimationData = new EstimationData();
global::data.baseDS.stockExchangeRow marketRow = application.AppLibs.GetStockExchange(data.DataStockCode);
decimal initCapAmt = options.TotalCapAmt * options.MaxBuyAmtPerc / 100;
decimal priceWeight = marketRow.priceRatio;
decimal feePerc = marketRow.tranFeePerc / 100;
short buy2SellInterval = marketRow.minBuySellDay;
data.baseDS.stockCodeRow stockCodeRow = application.SysLibs.FindAndCache_StockCode(data.DataStockCode);
if (stockCodeRow == null)
{
return;
}
int adviceDataIdx, lastBuyId = -1;
decimal stockQty = 0, qty;
decimal maxBuyQty = (decimal)(stockCodeRow.noOutstandingStock * options.MaxBuyQtyPerc / 100);
decimal stockAmt = 0, stockPrice = 0, amt, feeAmt, totalFeeAmt = 0;
decimal cashAmt = initCapAmt;
DateTime transDate = common.Consts.constNullDate;;
for (int idx = 0; idx < tradePoints.Length; idx++)
{
adviceDataIdx = tradePoints[idx].DataIdx;
qty = 0; amt = 0;
myEstimationData.ignored = false;
AppTypes.TradeActions action = tradePoints[idx].TradeAction;
stockPrice = (decimal)data.Close[adviceDataIdx];
transDate = DateTime.FromOADate(data.DateTime[adviceDataIdx]);
switch (action)
{
case AppTypes.TradeActions.Buy:
//Assume that we can only buy if we have money
qty = (stockPrice == 0 ? 0 : Math.Floor(cashAmt / ((stockPrice * priceWeight) * (1 + feePerc))));
if (qty > maxBuyQty)
{
qty = maxBuyQty;
}
if (qty != 0)
{
amt = qty * stockPrice * priceWeight;
stockAmt += amt;
stockQty += qty;
feeAmt = Math.Round(amt * feePerc, 0);
cashAmt -= amt + feeAmt;
totalFeeAmt += feeAmt;
lastBuyId = adviceDataIdx;
}
else
{
myEstimationData.ignored = true;
}
break;
case AppTypes.TradeActions.Sell:
//Can sell if own some stock
if (stockQty <= 0)
{
myEstimationData.ignored = true;
break;
}
// Not applicable to sell
if (lastBuyId < 0)
{
myEstimationData.ignored = true;
break;
}
// T+4 contrainst ?
if (common.dateTimeLibs.DateDiffInDays(DateTime.FromOADate(data.DateTime[lastBuyId]).Date,
DateTime.FromOADate(data.DateTime[adviceDataIdx]).Date) < buy2SellInterval)
{
// Keep inapplicable Sells ??
if (commonClass.Settings.sysKeepInApplicableSell)
{
int transDataIdx = -1;
DateTime minAllowSellDate = DateTime.FromOADate(data.DateTime[lastBuyId]).Date.AddDays(buy2SellInterval);
//If it is the last trade point, find the next applicable date
if (idx >= tradePoints.Length - 1)
{
transDataIdx = FindDateIdx(data, tradePoints[idx].DataIdx + 1, data.DateTime.Count - 1, minAllowSellDate);
}
else
{
//If the next trade point is before or at [minAllowSellDate], ignore this
if (DateTime.FromOADate(data.DateTime.Values[tradePoints[idx + 1].DataIdx]).Date <= minAllowSellDate)
{
myEstimationData.ignored = true;
}
else
{
//Find the next applicable date after this point and before next point
transDataIdx = FindDateIdx(data, tradePoints[idx].DataIdx + 1, tradePoints[idx + 1].DataIdx - 1, minAllowSellDate);
}
}
if (transDataIdx < 0)
{
myEstimationData.ignored = true;
}
else
{
stockPrice = (decimal)data.Close[transDataIdx];
transDate = DateTime.FromOADate(data.DateTime[transDataIdx]).Date;
}
}
else
{
myEstimationData.ignored = true;
}
}
//Ok, sell it
if (!myEstimationData.ignored)
{
qty = stockQty;
amt = qty * stockPrice * priceWeight;
stockQty = 0; stockAmt = 0;
feeAmt = Math.Round(amt * feePerc, 0);
cashAmt += amt - feeAmt;
totalFeeAmt += feeAmt;
}
break;
}
myEstimationData.tradeAction = action.ToString();
myEstimationData.onDate = transDate;
myEstimationData.price = stockPrice;
myEstimationData.qty = qty;
myEstimationData.amt = amt;
myEstimationData.feeAmt = totalFeeAmt;
myEstimationData.ownedQty = stockQty;
myEstimationData.ownedAmt = stockAmt;
myEstimationData.cashAmt = cashAmt;
myEstimationData.profitAmt = cashAmt + stockAmt - initCapAmt;
if (afterEachEstimationFunc != null)
{
afterEachEstimationFunc(myEstimationData, returnObj);
}
}
if (afterEstimationFunc != null)
{
afterEstimationFunc(myEstimationData, returnObj);
}
}
public static databases.baseDS.tradeAlertDataTable MakeAlertSummary(databases.baseDS.tradeAlertDataTable tbl)
{
SummaryItem buyCount, sellCount;
databases.baseDS.tradeAlertRow sumRow;
databases.baseDS.tradeAlertDataTable sumTbl = new databases.baseDS.tradeAlertDataTable();
sumTbl.DefaultView.Sort = sumTbl.onTimeColumn.ColumnName + "," + sumTbl.stockCodeColumn.ColumnName;
DataRowView[] foundRows;
common.DictionaryList buyCountList = new common.DictionaryList();
common.DictionaryList sellCountList = new common.DictionaryList();
object obj;
//Sum
for (int idx = 0; idx < tbl.Count; idx++)
{
foundRows = sumTbl.DefaultView.FindRows(new object[] { tbl[idx].onTime.Date, tbl[idx].stockCode });
if (foundRows.Length != 0)
{
sumRow = (databases.baseDS.tradeAlertRow)foundRows[0].Row;
}
else
{
sumRow = sumTbl.NewtradeAlertRow();
databases.AppLibs.InitData(sumRow);
sumRow.onTime = tbl[idx].onTime.Date;
sumRow.stockCode = tbl[idx].stockCode;
sumTbl.AddtradeAlertRow(sumRow);
}
AppTypes.TradeActions action = (AppTypes.TradeActions)tbl[idx].tradeAction;
switch (action)
{
case AppTypes.TradeActions.Buy:
case AppTypes.TradeActions.Accumulate:
obj = buyCountList.Find(sumRow.onTime.ToString() + sumRow.stockCode);
if (obj == null)
{
buyCount = new SummaryItem(sumRow.stockCode, sumRow.onTime);
}
else
{
buyCount = (SummaryItem)obj;
}
buyCount.Qty++;
buyCountList.Add(sumRow.onTime.ToString() + sumRow.stockCode, buyCount);
break;
case AppTypes.TradeActions.Sell:
case AppTypes.TradeActions.ClearAll:
obj = sellCountList.Find(sumRow.onTime.ToString() + sumRow.stockCode);
if (obj == null)
{
sellCount = new SummaryItem(sumRow.stockCode, sumRow.onTime);
}
else
{
sellCount = (SummaryItem)obj;
}
sellCount.Qty++;
sellCountList.Add(sumRow.onTime.Date.ToString() + sumRow.stockCode, sellCount);
break;
}
}
//Make summary message
for (int idx = 0; idx < sumTbl.Count; idx++)
{
sumTbl[idx].msg = "";
obj = buyCountList.Find(sumTbl[idx].onTime.ToString() + sumTbl[idx].stockCode);
if (obj != null)
{
sumTbl[idx].msg += (sumTbl[idx].msg.Trim() != "" ? " , " : "") + (obj as SummaryItem).Qty.ToString() + " " + Languages.Libs.GetString("buyAlert");
}
obj = sellCountList.Find(sumTbl[idx].onTime.ToString() + sumTbl[idx].stockCode);
if (obj != null)
{
sumTbl[idx].msg += (sumTbl[idx].msg.Trim() != "" ? " , " : "") + (obj as SummaryItem).Qty.ToString() + " " + Languages.Libs.GetString("sellAlert");
}
}
return(sumTbl);
}
