public override InvestmentAction GetActionForDay(DateTime currentDay, StockMarketHistoricalData data)
{
DateTime startDateOfCrystalBall = DateTime.MaxValue;
foreach (var item in SellBuyDates)
{
if (item.SellDate.IsBefore(startDateOfCrystalBall))
{
startDateOfCrystalBall = item.SellDate;
}
}
if (currentDay.IsBefore(startDateOfCrystalBall))
{
return(InvestmentAction.Buy);
}
foreach (var item in SellBuyDates)
{
if (item.SellDate.IsSameDay(currentDay))
{
return(InvestmentAction.Sell);
}
if (item.BuyDate.IsSameDay(currentDay))
{
return(InvestmentAction.Buy);
}
}
return(InvestmentAction.NoAction);
}
public override InvestmentAction GetActionForDay(DateTime currentDay, StockMarketHistoricalData data)
{
if (currentDay.DayOfWeek == _DayOfWeek)
{
return(InvestmentAction.Buy);
}
else
{
return(InvestmentAction.NoAction);
}
}
public MethodEvaluation(BaseInvestmentStategy method, StockMarketHistoricalData data)
{
Method = method;
HistoricalData = data;
DailyMoneyLogs = new List <MoneyDaily>();
// computer extra data fields on Historical Data
HistoricalData.SetCalculatedFieldsForDateRange(method.StrategyStartDate, method.StrategyEndDate, 200);
StartDate = Method.StrategyStartDate ?? HistoricalData.DataStartDate;
EndDate = Method.StrategyEndDate ?? HistoricalData.DataEndDate;
}
public static StockMarketHistoricalData GetDowJonesHistoricalData()
{
if (CachedData != null)
{
return(CachedData);
}
// Read in data
var rows = ReadInCSVFile.ReadInDowJonesFile();
Console.WriteLine("Found " + rows.Count + " days of data");
var data = new StockMarketHistoricalData(rows);
CachedData = data;
return(data);
}
public static void TestStrategy(BaseInvestmentStategy stategy, StockMarketHistoricalData data)
{
var startDate = stategy.StrategyStartDate;
var endDate = stategy.StrategyEndDate;
data.SetCalculatedFieldsForDateRange(startDate, endDate);
var methodEval = new MethodEvaluation(stategy, data);
var result = methodEval.StartEvaluation(null, 0, 0);
result.ToCSVFile();
result.ToMutedCSVFile();
var lastDay = result.Data.Last();
Console.WriteLine();
Console.WriteLine(stategy.StrategyDescription);
Console.WriteLine("Cash: " + lastDay.CashOnHand + " Stock: " + lastDay.ValueOfStockOnHand);
}
public override InvestmentAction GetActionForDay(DateTime currentDay, StockMarketHistoricalData data)
{
decimal recentLow = decimal.MaxValue;
decimal recentHigh = decimal.MinValue;
DateTime windowDate = currentDay.AddDays(-365);
while (windowDate.IsBefore(currentDay))
{
StockMarketDaily stockMarketForDay = data.GetDataForDate(windowDate);
if (stockMarketForDay.ClosingValue < recentLow)
{
recentLow = stockMarketForDay.ClosingValue;
}
if (stockMarketForDay.ClosingValue > recentHigh)
{
recentHigh = stockMarketForDay.ClosingValue;
}
windowDate = windowDate.AddDays(1);
}
decimal buyPercentage = 10.0M / 100.0M;
var dayData = data.GetDataForDate(currentDay);
decimal minBuyRange = recentHigh - (dayData.ClosingValue * buyPercentage);
decimal minBuyRangeWithDerivative = recentHigh - (dayData.ClosingValue * buyPercentage * 2);
decimal sellPercentage = 10.0M / 100.0M;
decimal maxSellRange = recentLow + (dayData.ClosingValue * sellPercentage);
if (dayData.ClosingValue > minBuyRange)
{
return(InvestmentAction.Buy);
}
else if (dayData.ClosingValue < maxSellRange)
{
return(InvestmentAction.Sell);
}
else
{
return(InvestmentAction.NoAction);
}
}
public override InvestmentAction GetActionForDay(DateTime currentDay, StockMarketHistoricalData data)
{
decimal currentDayValue = data.GetDataForDate(currentDay).ClosingValue;
decimal pastValue = data.GetDataForDate(currentDay.AddDays(-50)).ClosingValue;
if (currentDayValue - pastValue > 0)
{
return(InvestmentAction.Buy);
}
else if (currentDayValue - pastValue < 0)
{
return(InvestmentAction.Sell);
}
else
{
return(InvestmentAction.NoAction);
}
}
private void _GetDataBackgroundWorker_RunWorkerCompleted(object sender, RunWorkerCompletedEventArgs e)
{
StockMarketHistoricalData data = e.Result as StockMarketHistoricalData;
if (data != null)
{
HistoricalData = data;
}
//now that we have the data - do the analysis
MethodEvaluation cashEvaluation = new MethodEvaluation(new NoActionStrategy(SelectedSchedule, this.StartDateTimePicker.Value, this.EndDateTimePicker.Value), HistoricalData);
MethodEvaluation standardEvaluation = new MethodEvaluation(new AlwaysBuyStrategy(SelectedSchedule, this.StartDateTimePicker.Value, this.EndDateTimePicker.Value), HistoricalData);
MethodEvaluation experiment = new MethodEvaluation(SelectedStrategy, HistoricalData);
var evaluators = new MethodEvaluators(cashEvaluation, standardEvaluation, experiment);
_DoAnalysisBackgroundWorker.RunWorkerAsync(evaluators);
}
private void _GetDataBackgroundWorker_DoWork(object sender, DoWorkEventArgs e)
{
try
{
StockMarketHistoricalData result = null;
string stockMarketSymbol = e.Argument.ToString().ToLower();
if (stockMarketSymbol.Contains("dow"))
{
result = DowJonesHistoricalDataCreator.GetDowJonesHistoricalData();
}
else
{
result = StockDataRetriever.GetStockData(stockMarketSymbol);
}
e.Result = result;
}
catch (Exception ex)
{
e.Result = null;
}
}
static void Main(string[] args)
{
// Read in data
var rows = ReadInCSVFile.ReadInDowJonesFile();
Console.WriteLine("Found " + rows.Count + " days of data");
var data = new StockMarketHistoricalData(rows);
//TestStrategy(new NoActionStrategy(), data);
TestStrategy(new AlwaysBuyStrategy(new StandardInvestmentSchedule()), data);
//TestStrategy(new AlwaysBuyStrategy(new InitialInvestmentOnly(1)), data);
//foreach (DayOfWeek day in (DayOfWeek[])Enum.GetValues(typeof(DayOfWeek)))
//{
// TestStrategy(new AlwaysBuyBasedOnWeekDay(new StandardInvestmentSchedule(), day), data);
//}
Console.ReadKey();
}
private void StartAnalysisButton_Click(object sender, EventArgs e)
{
ExecuteOnOwningThread(analysisProgressLabel, () =>
{
analysisProgressLabel.Visible = true;
analysisProgressBar.Visible = true;
analysisProgressLabel.Visible = true;
analysisProgressBar.Value = 0;
analysisProgressLabel.Text = "0 % - Getting Data";
});
string selectedValue = this.stockSymbolTextBox.Text.ToString().ToLower();
if (string.IsNullOrWhiteSpace(selectedValue))
{
HistoricalData = null;
}
else
{
_GetDataBackgroundWorker = new BackgroundWorker();
_GetDataBackgroundWorker.WorkerSupportsCancellation = true;
_GetDataBackgroundWorker.RunWorkerCompleted += _GetDataBackgroundWorker_RunWorkerCompleted;
_GetDataBackgroundWorker.DoWork += _GetDataBackgroundWorker_DoWork;
_GetDataBackgroundWorker.RunWorkerAsync(this.stockSymbolTextBox.Text);
if (_DoAnalysisBackgroundWorker != null && _DoAnalysisBackgroundWorker.IsBusy)
{
_DoAnalysisBackgroundWorker.CancelAsync();
}
_DoAnalysisBackgroundWorker = new BackgroundWorker();
_DoAnalysisBackgroundWorker.WorkerSupportsCancellation = true;
_DoAnalysisBackgroundWorker.ProgressChanged += _DoAnalysisBackgroundWorker_ProgressChanged;
_DoAnalysisBackgroundWorker.RunWorkerCompleted += _DoAnalysisBackgroundWorker_RunWorkerCompleted;
_DoAnalysisBackgroundWorker.DoWork += _DoAnalysisBackgroundWorker_DoWork;
}
}
public override InvestmentAction GetActionForDay(DateTime currentDay, StockMarketHistoricalData data)
{
if (currentDay.Month == 6 && currentDay.Day == 30)
{
return(InvestmentAction.Sell);
}
else if (currentDay.Month == 7)
{
return(InvestmentAction.NoAction);
}
else if (currentDay.Month == 8 && currentDay.Day <= 15)
{
return(InvestmentAction.NoAction);
}
else if (currentDay.Month == 8 && currentDay.Day > 15)
{
return(InvestmentAction.Buy);
}
else
{
return(InvestmentAction.Buy);
}
}
public override InvestmentAction GetActionForDay(DateTime currentDay, StockMarketHistoricalData data)
{
return(InvestmentAction.NoAction);
}
public abstract InvestmentAction GetActionForDay(DateTime currentDay, StockMarketHistoricalData data);