public override void WriteXml(ref XmlElement parent)
{
//Create a new Tag node.
XmlElement tagElement = parent.OwnerDocument.CreateElement("Tag");
tagElement.SetAttribute("Name", Name);
tagElement.SetAttribute("Description", Description);
tagElement.SetAttribute("DataType", DataType.ToString());
tagElement.SetAttribute("Address", Address);
tagElement.SetAttribute("Driver", Driver.Id);
tagElement.SetAttribute("Historical", Historical.ToString());
tagElement.SetAttribute("SignalCondition", SignalCondition != null ? SignalCondition.Id : String.Empty);
tagElement.SetAttribute("Min", Min);
tagElement.SetAttribute("Max", Max);
tagElement.SetAttribute("LowChk", LowChk.ToString());
tagElement.SetAttribute("LowVl", LowVl);
tagElement.SetAttribute("LowMsg", LowMsg);
tagElement.SetAttribute("LowLowChk", LowLowChk.ToString());
tagElement.SetAttribute("LowLowVl", LowLowVl);
tagElement.SetAttribute("LowLowMsg", LowLowMsg);
tagElement.SetAttribute("HiChk", HiChk.ToString());
tagElement.SetAttribute("HiVl", HiVl);
tagElement.SetAttribute("HiMsg", HiMsg);
tagElement.SetAttribute("HiHiChk", HiHiChk.ToString());
tagElement.SetAttribute("HiHiVl", HiHiVl);
tagElement.SetAttribute("HiHiMsg", HiHiMsg);
parent.AppendChild(tagElement);
}
/// <summary>
/// Gets the historical price.
/// </summary>
/// <param name="symbol">The symbol seen like 2330.TW, but don't need .TW to add.</param>
/// <param name="start">The start Datetime.</param>
/// <param name="end">The end Datetime.</param>
/// <returns></returns>
public async Task <List <StockHistoricalPrice> > YahooGetHistoricalPrice(
string symbolType,
string symbol,
DateTime start,
DateTime end)
{
//first get a valid token from Yahoo Finance
while (string.IsNullOrEmpty(Token.Cookie) || string.IsNullOrEmpty(Token.Crumb))
{
await Token.RefreshAsync().ConfigureAwait(false);
}
List <HistoryPrice> hps =
await Historical.GetPriceAsync(symbol + symbolType, start, end).ConfigureAwait(false);
//Historyprice轉換為HistoryPriceExtStkCode類型, 新增StkCode後傳回
List <StockHistoricalPrice> shpList = new List <StockHistoricalPrice>();
foreach (HistoryPrice hp in hps)
{
shpList.Add(
new StockHistoricalPrice(
symbol,
hp.Date,
(decimal)hp.Open,
(decimal)hp.High,
(decimal)hp.Low,
(decimal)hp.Close,
(decimal)hp.Volume));
}
return(shpList);
}
public HistoricalData GetHistoricalData(Stock stock, DateTime startDate, DateTime endDate)
{
var rawHistoricalData = new List <HistoryPrice>();
var numberOfTries = 0;
while (rawHistoricalData.Count == 0 && numberOfTries < 4)
{
rawHistoricalData = Historical.GetPriceAsync(this.GetSymbol(stock), startDate, endDate).Result;
numberOfTries++;
}
var historicalData = rawHistoricalData.GroupBy(x => x.Date).Select(grp => grp.First());
var quotes = new SortedList <DateTime, Quote>(
historicalData.ToDictionary(
x => x.Date,
x => new Quote
{
Date = x.Date,
Open = x.Open,
Close = x.Close,
AdjClose = x.AdjClose,
Low = x.Low,
High = x.High,
Volume = x.Volume
}));
return(new HistoricalData(quotes)
{
Id = stock.GetUniqueId()
});
}
public HttpStatusCode saveHistoricalData(string id) // convert to json
{
var response = new HttpResponseMessage();
HttpStatusCode res;
try
{
Historical historical = Historical.Deserialize(id);
bool idExists = _stockScreenerService.HistoricalIdExists(historical.Id);
if (idExists)
{
return(HttpStatusCode.Ambiguous);
}
_stockScreenerService.Create(historical);
res = response.StatusCode;
}
catch (Exception ex)
{
if (ex is System.ArgumentNullException)
{
Console.WriteLine("Exception " + ex);
}
Console.WriteLine("Exception " + ex);
res = response.StatusCode;
}
return(res);
}
public async Task GetPriceAsyncTest()
{
var prices = await Historical.GetPriceAsync(Symbol, DateTime.Now.AddYears(-1), DateTime.Now).ConfigureAwait(false);
Assert.NotNull(prices);
Assert.IsTrue(prices.Any());
Assert.IsTrue(prices[0].Close > 0);
}
public async Task GetDividendAsyncTest()
{
var dividends = await Historical.GetDividendAsync(Symbol, DateTime.Now.AddYears(-2), DateTime.Now).ConfigureAwait(false);
Assert.NotNull(dividends);
Assert.IsTrue(dividends.Any());
Assert.IsTrue(dividends[0].Div > 0);
}
public void DatasetAlreadyExistGoodParameters2(int dataset)
{
Historical historyObj = historyMock.Object;
historyObj.UpisanDataset[dataset] = true;
Assert.True(historyMock.Object.DatasetAlreadyExists(dataset));
}
public void FillHistoryComponentNullParameters()
{
historyMock = new Mock <Historical>();
Historical historyObj = historyMock.Object;
Assert.Throws <ArgumentNullException>(() =>
{
historyObj.FillHistoryComponent(null);
});
}
public void ReadDirectlyFromClientNullParameters(string code, int dataset)
{
historyMock = new Mock <Historical>();
Historical historyObj = historyMock.Object;
Assert.Throws <ArgumentNullException>(() =>
{
historyObj.ReadDirectlyFromClient(code, null, dataset);
});
}
public void ReadFromHistoricalConverterNullParameters()
{
historyMock = new Mock <Historical>();
Historical historyObj = historyMock.Object;
Assert.Throws <ArgumentNullException>(() =>
{
historyObj.ReadFromHistoricalConverter(null);
});
}
public void DatasetAlreadyExistBadParameters(int dataset)
{
historyMock = new Mock <Historical>();
Historical historyObject = historyMock.Object;
Assert.Throws <ArgumentException>(() =>
{
historyObject.DatasetAlreadyExists(dataset);
});
}
private List <HistoryPrice> getHistoricalPrice(string symbol, DateTime from, DateTime until)
{
//first get a valid token from Yahoo Finance
while (string.IsNullOrEmpty(Token.Cookie) || string.IsNullOrEmpty(Token.Crumb))
{
Token.Refresh();
}
return(Historical.Get(symbol, from, until));
}
public void RemoveDatasetNullParameters(
)
{
historyMock = new Mock <Historical>();
Historical historyObj = historyMock.Object;
Assert.Throws <ArgumentNullException>(() =>
{
historyObj.RemoveDataset(null);
});
}
public override dynamic Create(GroupBox g)
{
Historical h = new Historical(base.Create(g));
GroupBox histGroupBox = ((Grid)g.Content).Children.OfType <GroupBox>().First(x => x.Name == "HistoricalGroup");
IEnumerable <TextBox> tbList = ((Grid)histGroupBox.Content).Children.OfType <TextBox>();
h.Period = tbList.First(x => x.Name == "InpHistPeriod").Text;
h.Genre = "Historical";
return(h);
}
public void CheckDeadbandDifferenceNullParameters()
{
historyMock = new Mock <Historical>();
Historical historyObj = historyMock.Object;
Assert.Throws <ArgumentNullException>(() =>
{
historyObj.CheckDeadBand(null);
});
}
public void DatasetAlreadyExistBadParameters(int dataset)
{
hcMock = new Mock <HistoricalConverter>();
HistoricalConverter hObj = hcMock.Object;
Historical history = new Historical();
history.UpisanDataset[dataset] = false;
hObj.History = history;
Assert.False(hObj.DatasetAlreadyExist(dataset));
}
private async Task GetRawHistoricalPrice(string symbol)
{
//first get a valid token from Yahoo Finance
while (string.IsNullOrEmpty(Token.Cookie) || string.IsNullOrEmpty(Token.Crumb))
{
await Token.RefreshAsync().ConfigureAwait(false);
}
csvdata = await Historical.GetRawAsync(symbol, DateTime.Now.AddMonths(-1), DateTime.Now).ConfigureAwait(false);
//process further
}
public async Task <List <StockData> > GetHistoricalDataAsync(
string stockSymbol,
DateTime startDate)
{
var historicalData = await Historical.GetPriceAsync(stockSymbol, startDate, DateTime.Now).ConfigureAwait(false);
return(historicalData?.Select(
x => new StockData {
Date = x.Date, Open = x.Open, Close = x.Close, High = x.High, Low = x.Low
})
.ToList());
}
private static void Sim_OnNeedData(object sender, Simulator.Simulator.NeedDataEventArgs e)
{
decimal?val = null;
while (string.IsNullOrEmpty(Token.Cookie) || string.IsNullOrEmpty(Token.Crumb))
{
Token.RefreshAsync().ConfigureAwait(false).GetAwaiter().GetResult();
}
var sym = e.Symbol.Replace(" ", "-") + ".ST";
var data = Historical.GetPriceAsync(sym, e.Date.Date.AddDays(-5), e.Date.Date.AddDays(5)).ConfigureAwait(false).GetAwaiter().GetResult();
if (!data.Any())
{
Token.RefreshAsync().ConfigureAwait(false).GetAwaiter().GetResult();
data = Historical.GetPriceAsync(sym, e.Date.Date.AddDays(-5), e.Date.Date.AddDays(5)).ConfigureAwait(false).GetAwaiter().GetResult();
}
var p = data.FirstOrDefault(d => d.Date.Equals(e.Date.Date));
if (p != null)
{
switch (e.Point.ToLower())
{
case "c": val = (decimal)p.Close; break;
case "o": val = (decimal)p.Open; break;
}
}
var adt = data.Average(d => d.Volume);
if (val.HasValue)
{
var tickSize = GetTickSize(val.Value, (int)Math.Round(adt));
val = Math.Round(val.Value / tickSize) * tickSize;
}
while (!val.HasValue)
{
Console.Write($"{e.Message}: ");
var str = Console.ReadLine();
if (decimal.TryParse(str, out var x))
{
val = x;
}
}
e.Data = val.Value;
}
public async void FetchEurostralHisto(DateTime debut, int freq, DateTime fin)
{
done = false;
string symbolEurostral = "FR0012034023.PA";
while (string.IsNullOrEmpty(Token.Cookie) || string.IsNullOrEmpty(Token.Crumb))
{
await Token.RefreshAsync().ConfigureAwait(false);
}
cour = await Historical.GetRawAsync(symbolEurostral, dateDebut, dateFin).ConfigureAwait(false);
cour = cour.Replace(",", ";");
done = true;
}
public int Direction(double[] state)
{
var sta = new State
{
Values = state,
Occurrence = 1,
Output = -1
};
lastKey = Tembo.GetId();
Historical.Add(lastKey, sta);
lastAction = dqnAgent.Act(state);
return(lastAction);
}
public void CheckDeadbandDifferenceGoodParameters2(string code)
{
Mock <HistoricalProperty> hp = new Mock <HistoricalProperty>();
historyMock = new Mock <Historical>();
Historical historyObj = historyMock.Object;
HistoricalProperty hpObj = hp.Object;
hpObj.Code = code;
hpObj.HistoricalValue = new Value("1212", 1);
hpObj.HistoricalValue.Timestamp = DateTime.Now;
Assert.False(historyObj.CheckDeadBand(hpObj));
}
public List <HistoryPrice> HistPrices()
{
// first get valid token from yahoo finance
while (string.IsNullOrEmpty(Token.Cookie) | string.IsNullOrEmpty(Token.Crumb))
{
Token.Refresh();
}
List <HistoryPrice> histprices = Historical.Get(Ticker, Start, End);
//histprices.Reverse();
return(histprices);
}
public void ReadDirectlyFromClientBadParameters(string code, int dataset)
{
historyMock = new Mock <Historical>();
Historical historyObj = historyMock.Object;
Mock <Value> mockVal = new Mock <Value>("4141", 100);
Value objVal = mockVal.Object;
objVal.Timestamp = DateTime.Now;
Assert.Throws <ArgumentException>(() =>
{
historyObj.ReadDirectlyFromClient(code, objVal, dataset);
});
}
public void ReadDirectlyFromClientGoodParameters(string code, int dataset)
{
historyMock = new Mock <Historical>();
Historical historyObj = historyMock.Object;
Mock <Value> mockVal = new Mock <Value>("4141", 100);
Value objVal = mockVal.Object;
objVal.Timestamp = DateTime.Now;
historyObj.ReadDirectlyFromClient(code, objVal, dataset);
Assert.AreEqual(historyObj.DescriptionDic[dataset].HistoricalList[0].HistoricalValue.IDGeoPolozaja, objVal.IDGeoPolozaja);
Assert.AreEqual(historyObj.DescriptionDic[dataset].HistoricalList[0].HistoricalValue.Potrosnja, objVal.Potrosnja);
Assert.AreEqual(historyObj.DescriptionDic[dataset].HistoricalList[0].HistoricalValue.Timestamp, objVal.Timestamp);
}
public void Reward(double value, int outPut)
{
total += 1;
if (value > 0)
{
wins += 1;
}
var last = Historical.LastOrDefault();
Historical[last.Key].Output = outPut;
WinRate = wins / total;
RewardCollected += value;
dqnAgent.Learn(value);
}
private async Task <List <HistoryPrice> > GetHistoricalPrice(string symbol)
{
//first get a valid token from Yahoo Finance
while (string.IsNullOrEmpty(Token.Cookie) || string.IsNullOrEmpty(Token.Crumb))
{
await Token.RefreshAsync().ConfigureAwait(false);
}
List <HistoryPrice> hps = await Historical.GetPriceAsync(symbol, DateTime.Now.AddMonths(-1), DateTime.Now).ConfigureAwait(false);
return(hps);
//do something
}
private void BLearning()
{
while (true)
{
if (Historical.Count < 20000)
{
//
Thread.Sleep(TimeSpan.FromMinutes(30));
}
var correct = 0.0;
var total = 0.0;
var options = new AgentOptions
{
Gamma = Tembo.Random(0.01, 0.99),
Epsilon = Tembo.Random(0.01, 0.75),
Alpha = Tembo.Random(0.01, 0.99),
ExperinceAddEvery = Tembo.RandomInt(1, 10000),
ExperienceSize = 0,
LearningSteps = Tembo.RandomInt(1, 10),
HiddenUnits = Tembo.RandomInt(100000, 100000000),
ErrorClamp = Tembo.Random(0.01, 1.0),
AdaptiveLearningSteps = true
};
var agent = new DQN(dqnAgent.NumberOfStates, dqnAgent.NumberOfActions, options);
for (var i = 0; i < Historical.Count; i++)
{
var spi = Historical.ElementAt(i);
var action = agent.Act(spi.Value.Values);
if (action == spi.Value.Output)
{
correct += 1;
agent.Learn(1);
}
else
{
agent.Learn(-1);
}
total += 1;
}
var winrate = (correct / total) * 100;
if (winrate > WinRate)
{
CN.Log($"NEW AGENT DISCOVERED --> WINRATE {winrate.ToString("p")}, CLASS: {AgentName}", 2);
Save();
dqnAgent = agent;
WinRate = winrate;
}
}
}
private async Task GetYahooCSV()
{
for (int i = 0; i < Symbols.Count; i++)
{
while (string.IsNullOrEmpty(Token.Cookie) || string.IsNullOrEmpty(Token.Crumb))
{
await Token.RefreshAsync().ConfigureAwait(false);
}
string csvdata = await Historical.GetRawAsync(Symbols[i], dateDebut, dateFin).ConfigureAwait(false);
csvdata = csvdata.Replace(",", ";");
RawData.Add(csvdata);
//System.IO.File.WriteAllText(Files[i], csvdata);
}
}
public void HistoricalCandleData()
{
var timeStamp = new DateTimeOffset(2021, 06, 11, 9, 15, 0, new TimeSpan(5, 30, 0));
List <object> param = new List <object>()
{
timeStamp, "1575", "1610.5", "1572", "1608.75", "2179"
};
var expectedCandleData = new Historical(param);
Assert.AreEqual(new DateTime(2021, 06, 11, 3, 45, 0), expectedCandleData.TimeStamp);
Assert.AreEqual(1575, expectedCandleData.Open);
Assert.AreEqual(1610.5, expectedCandleData.High);
Assert.AreEqual(1572, expectedCandleData.Low);
Assert.AreEqual(1608.75, expectedCandleData.Close);
Assert.AreEqual(2179, expectedCandleData.Volume);
}
