private void SetAmibrokerData(IOperationInvoker amiInvoker, PSEDocument pseDocument,
StockBase stockData, AmiOutputSettings amiOutputSettings)
{
int version = Convert.ToInt32(amiInvoker.Property("Version").Get <string>().Replace(".", string.Empty));
// stocks collection
IOperationInvoker stocks = amiInvoker.Property("Stocks").Get <IOperationInvoker>();
// add stock item to collection
IOperationInvoker stock = stocks.Method("Add").AddParameter(stockData.Symbol).Invoke <IOperationInvoker>();
// quotations collection
IOperationInvoker quotations = stock.Property("Quotations").Get <IOperationInvoker>();
// add a quoatation item to collection
IOperationInvoker quotation = quotations.Method("Add").AddParameter(pseDocument.TradeDate).Invoke <IOperationInvoker>();
if (version >= 5400)
{
// new 5.4 and up properties
stock.Property("FullName").Set(stockData.Description);
}
quotation.Property("Open").Set(stockData.Open);
quotation.Property("High").Set(stockData.High);
quotation.Property("Low").Set(stockData.Low);
quotation.Property("Close").Set(stockData.Close);
if (stockData.Symbol.StartsWith("^"))
{
double volume;
double nfb;
if (amiOutputSettings.UseSectorValueAsVolume)
{
volume = Math.Truncate(stockData.Value) / amiOutputSettings.SectorVolumeDivider;
}
else
{
volume = stockData.Volume / amiOutputSettings.SectorVolumeDivider;
}
if (stockData.Symbol == "^PSEi")
{
nfb = pseDocument.NetForeignBuying / amiOutputSettings.SectorVolumeDivider;
}
else
{
nfb = stockData.NetForeignBuy / amiOutputSettings.SectorVolumeDivider;
}
quotation.Property("Volume").Set(Math.Truncate(volume));
quotation.Property("OpenInt").Set(Math.Truncate(nfb));
}
else
{
quotation.Property("Volume").Set(stockData.Volume);
quotation.Property("OpenInt").Set(stockData.NetForeignBuy);
}
}
protected void DoExecute()
{
if (!Directory.Exists(this.OutputSettings.DatabaseDirectory))
{
throw new DirectoryNotFoundException(this.OutputSettings.DatabaseDirectory + " does not exist");
}
IOperationInvoker amiInvoker = BindingFactory.CreateAutomationBinding("Broker.Application");
if (amiInvoker == null)
{
throw new PSEGetException("Unable to find Amibroker.");
}
// open the amibroker
object x = amiInvoker.Property("Visible").Get <object>();
if (x.ToString() == "0")
{
x = 1;
amiInvoker.Property("Visible").Set(x);
}
var databaseLoaded = amiInvoker.Method("LoadDatabase").AddParameter(this.OutputSettings.DatabaseDirectory).Invoke <bool>();
if (!databaseLoaded)
{
throw new PSEGetException(this.OutputSettings.DatabaseDirectory + " is not a valid Amibroker database.");
}
foreach (SectorItem sector in this.PSEDocument.Sectors)
{
SetAmibrokerData(amiInvoker, this.PSEDocument, sector, this.OutputSettings);
foreach (SubSectorItem subSector in sector.SubSectors)
{
foreach (StockItem stockItem in subSector.Stocks)
{
if (stockItem.Open > 0)
{
SetAmibrokerData(amiInvoker, this.PSEDocument, stockItem, this.OutputSettings);
}
}
}
}
amiInvoker.Method("SaveDatabase").Invoke();
amiInvoker.Method("RefreshAll").Invoke();
}
public void ConvertToAmibroker(PSEDocument pseDocument, AmiOutputSettings amiOutputSettings)
{
if (!System.IO.Directory.Exists(amiOutputSettings.DatabaseDirectory))
{
throw new Exception(amiOutputSettings.DatabaseDirectory + " does not exist");
}
IOperationInvoker amiInvoker = BindingFactory.CreateAutomationBinding("Broker.Application");
amiInvoker.Method("LoadDatabase").AddParameter(amiOutputSettings.DatabaseDirectory).Invoke();
foreach (SectorItem sector in pseDocument.Sectors)
{
SetAmibrokerData(amiInvoker, pseDocument, sector, amiOutputSettings);
foreach (SubSectorItem subSector in sector.SubSectors)
{
foreach (StockItem stockItem in subSector.Stocks)
{
SetAmibrokerData(amiInvoker, pseDocument, stockItem, amiOutputSettings);
}
}
}
amiInvoker.Method("SaveDatabase").Invoke();
amiInvoker.Method("RefreshAll").Invoke();
object x = amiInvoker.Property("Visible").Get <object>();
if (x.ToString() == "0")
{
x = 1;
amiInvoker.Property("Visible").Set(x);
}
if (OnConvertComplete != null)
{
OnConvertComplete(pseDocument, new ConvertEventArgs(amiOutputSettings));
}
}