/// Prediction Algo via Technical Indicators
public List <Results> MathPredictsTheFuture(DownloadEngine download, MACD macd, Stochastic stochastic,
Transactions transactions, TechnicalIndicators indicators, string stock)
{
DateTime date = transactions.DatabaseDateQuery(database, stock)[0];
// 50 Day Average - queries database and calculates the 50 day average
double FiftyDayAverage = indicators.FiftyDayAvg(stock, transactions);
// MACD - determines if a stock is bearish or bullish. Uses 12 and 26 period exponental moving average
List <MACD> todaysMACD = macd.TodaysMACD(stock, transactions);
// Stochastic
List <Stochastic> todayStoch = stochastic.StochasticToday(Database, stock);
List <Results> results = new List <Results>()
{
new Results
{
Date = date,
CIK = download.DatabaseCIKQuery(Database, stock),
Symbol = stock,
LastClose = transactions.CloseQuery(Database, stock),
FiftyDayAvg = FiftyDayAverage,
mACD = todaysMACD[0].MACDValue,
MACDSignal = todaysMACD[0].MACDSignal,
EMA12 = todaysMACD[0].EMA12,
EMA26 = todaysMACD[0].EMA26,
StochasticFast = todayStoch[0].Fast,
StochasticSlow = todayStoch[0].Slow,
StochasticSignal = todayStoch[0].Signal
}
};
return(results);
}
private void DownloadTimer(DownloadEngine download, Formatting formatting, PeregrineOperation peregrine, MACD macd, Stochastic stochastic,
TechnicalIndicators indicators, Transactions transactions, WebClient web, WebURIs uRIs, string Database, string downloadTime)
{
var DailyTime = downloadTime; //Time when method needs to be called
var timeParts = DailyTime.Split(new char[1] {
':'
});
var dateNow = DateTime.Now;
var date = new DateTime(dateNow.Year, dateNow.Month, dateNow.Day,
int.Parse(timeParts[0]), int.Parse(timeParts[1]), int.Parse(timeParts[2]));
TimeSpan ts;
if (date > dateNow)
{
ts = date - dateNow;
}
else
{
date = date.AddDays(1);
ts = date - dateNow;
}
while (date != dateNow)
{
Console.WriteLine($"Waiting for {downloadTime}");
//waits certan time and run the code
Task.Delay(ts).ContinueWith((x) => Download(date, download, formatting, peregrine, macd, stochastic, indicators, transactions, web, uRIs, Database));
Console.Read();
}
}
public void Run(string downloadTime)
{
DateTime date = DateTime.Now;
DownloadEngine download = new DownloadEngine();
Formatting formatting = new Formatting();
PeregrineOperation peregrine = new PeregrineOperation();
MACD macd = new MACD();
Stochastic stochastic = new Stochastic();
TechnicalIndicators indicators = new TechnicalIndicators();
Transactions transactions = new Transactions();
WebClient web = new WebClient(); // provides the ability to download from the internet
WebURIs uRIs = new WebURIs(); // refers to an instance of the Wall Street Journal URL
DownloadTimer(download, formatting, peregrine, macd, stochastic, indicators, transactions, web, uRIs, Database, downloadTime);
}
private double?Calculate20PointEMA(Quote quote)
{
double?sma = TechnicalIndicators.SMA(quoteList[quote.Symbol].Select(q => q.LTP).ToList(), quote.LTP, 20);
double previousEMA;
if (twentyEMAs[quote.Symbol].Count > 0)
{
previousEMA = twentyEMAs[quote.Symbol].Last();
}
else
{
previousEMA = sma.Value;
}
double?ema = TechnicalIndicators.EMA(quoteList[quote.Symbol].Select(q => q.LTP).ToList(), quote.LTP, 20, previousEMA);
return(ema);
}
/// Download and save to Database
private void Download(DateTime date, DownloadEngine download, Formatting formatting, PeregrineOperation peregrine, MACD macd, Stochastic stochastic, TechnicalIndicators indicators, Transactions transactions, WebClient web, WebURIs uRIs, string Database)
{
List <string> Symbols = transactions.DatabaseSymbolListQuery(Database, stocks);
transactions.TruncateStockTable(Database, "Clean Data"); // clears data from the clean data table.
int count = 1;
foreach (var stock in Symbols)
{
Console.Clear();
Console.WriteLine($"Downloading {stock} || {count} of {Symbols.Count}");
download.ToDatabase(date, formatting, peregrine, transactions, web, uRIs, stock, Database);
count++;
}
Console.WriteLine("I'm Done");
//count = 1;
//calls the list of stocks that have been data verified
//List<string> CleanData = transactions.DatabaseSymbolListQuery(Database, stocks);
//foreach (var stock in CleanData)
//{
// Console.Clear();
// Console.WriteLine($"Doing Math {stock} || {count} of {CleanData.Count}");
// List<Results> results = MathPredictsTheFuture(download, macd, stochastic, transactions, indicators, stock);
// transactions.SaveToTableResult(Database, results); // saves the calculations to the Results table in the database
// count++;
//}
//// calls the stocks from the results list
//List<PeregrineResults> todaysResults = transactions.DailyResultsQuery(peregrine.Database);
//transactions.TruncateStockTable(database, peregrineresults); // clears the web results table. This table feeds the model for the ASP.Net interface.
//transactions.SaveToTableWebResult(peregrine.Database, todaysResults);
//Console.WriteLine("Peregrine Results Updated");
}
//**************************************************************************************
/// <summary>
/// Returns calculated parameters.
/// </summary>
/// <param name="iCurrentPrice">Last known price.</param>
/// <param name="iCandlestickIndex">Provides index (current time) for each candlestick list. If this value is set to null, the most recent entry will be used.</param>
/// <param name="iCandlesticks">Maximum amount of daily candlesticks: 270; 12H: 25; 6H: 50; 3H: 100; 2H: 150; 1H: 300; 30m: 600; 15m: 0; 5m: 0; 1m:0</param>
public static float[] CalculateParameters(List <ClassifierParameter> iParameters, CandlestickCollection iCandlesticks, Candlestick.Period iPeriod, float iCurrentPrice, CandlestickIndexCollection iCandlestickIndex)
{
var candlesticks = iCandlesticks[iPeriod];
int candlestickIndex = iCandlestickIndex == null ? candlesticks.Count - 1 : iCandlestickIndex[iPeriod];
if (candlestickIndex >= iCandlesticks[iPeriod].Count)
{
throw new Exception("Candlestick index is higher than total number of candlesticks");
}
// Make sure we have enough periods
for (int i = 0; i < iParameters.Count; i++)
{
if (candlesticks.Count < iParameters[i].Periods + 10)
{
return(null);
}
}
float[] results = new float[iParameters.Count];
var macd = new SortedDictionary <int, MACD>();
var macdCurrentPrice = new SortedDictionary <int, MACD>();
for (int i = 0; i < iParameters.Count; i++)
{
//int candlestickIndex = Candlestick.GetIndex(iParameters[i].Candlesticks, iCandlesticks, iCandlestickIndex);
int periods = iParameters[i].Periods;
switch (iParameters[i].Type)
{
case ParameterType.RSI:
results[i] = TechnicalIndicators.CalculateRSI(candlesticks, periods, candlestickIndex);
break;
case ParameterType.RSIWithCurrentPrice:
results[i] = TechnicalIndicators.CalculateRSI(candlesticks, periods, candlestickIndex, iCurrentPrice);
break;
case ParameterType.RSIInt:
results[i] = TechnicalIndicators.RSIToInt(TechnicalIndicators.CalculateRSI(candlesticks, periods, candlestickIndex));
break;
case ParameterType.RSIIntWithCurrentPrice:
results[i] = TechnicalIndicators.RSIToInt(TechnicalIndicators.CalculateRSI(candlesticks, periods, candlestickIndex, iCurrentPrice));
break;
case ParameterType.LastCriticalRSI:
int startIndex = Math.Max(candlestickIndex - 270 + iParameters[i].Periods, iParameters[i].Periods);
int lastCriticalRSI = 0;
for (int k = startIndex; k >= candlestickIndex; k++)
{
lastCriticalRSI = TechnicalIndicators.CalculateLastCriticalRSI(TechnicalIndicators.RSIToInt(TechnicalIndicators.CalculateRSI(candlesticks, periods, k)), lastCriticalRSI);
}
results[i] = lastCriticalRSI;
break;
case ParameterType.LastCriticalRSIWithCurrentPrice:
startIndex = Math.Max(candlestickIndex - 270 + iParameters[i].Periods, iParameters[i].Periods);
lastCriticalRSI = 0;
for (int k = startIndex; k >= candlestickIndex; k++)
{
lastCriticalRSI = TechnicalIndicators.CalculateLastCriticalRSI(TechnicalIndicators.RSIToInt(TechnicalIndicators.CalculateRSI(candlesticks, periods, k, iCurrentPrice)), lastCriticalRSI);
}
results[i] = lastCriticalRSI;
break;
case ParameterType.MeanToStd:
results[i] = TechnicalIndicators.CalculateMeanToStdDev(candlesticks, periods, candlestickIndex, iCurrentPrice);
break;
case ParameterType.MeanToStdInt:
results[i] = (float)Math.Floor(TechnicalIndicators.CalculateMeanToStdDev(candlesticks, periods, candlestickIndex, iCurrentPrice));
break;
case ParameterType.LinearRegressionSlope:
results[i] = (float)TechnicalIndicators.CalculateLinearRegressionSlope(candlesticks, periods, candlestickIndex);
break;
case ParameterType.LinearRegressionSlopePN:
results[i] = TechnicalIndicators.CalculateLinearRegressionSlope(candlesticks, periods, candlestickIndex) >= 0 ? 1 : -1;
break;
case ParameterType.MarginSlope:
results[i] = TechnicalIndicators.CalculateMarginSlope(candlesticks, periods, candlestickIndex, iCurrentPrice, iParameters[i].Attributes[0]);
break;
case ParameterType.MarginSlopePN:
results[i] = TechnicalIndicators.CalculateMarginSlopePN(candlesticks, periods, candlestickIndex, iCurrentPrice, iParameters[i].Attributes[0]);
break;
case ParameterType.MACDSign:
if (!macd.ContainsKey(periods))
{
macd.Add(periods, TechnicalIndicators.CalculateMACD(candlesticks, periods, candlestickIndex));
}
results[i] = macd[periods].Signal;
break;
case ParameterType.MACDSignWithCurrentPrice:
if (!macdCurrentPrice.ContainsKey(periods))
{
macdCurrentPrice.Add(periods, TechnicalIndicators.CalculateMACD(candlesticks, periods, candlestickIndex, iCurrentPrice));
}
results[i] = macdCurrentPrice[periods].Signal;
break;
case ParameterType.MACDHist:
if (!macd.ContainsKey(periods))
{
macd.Add(periods, TechnicalIndicators.CalculateMACD(candlesticks, periods, candlestickIndex));
}
results[i] = macd[periods].Hist;
break;
case ParameterType.MACDHistWithCurrentPrice:
if (!macdCurrentPrice.ContainsKey(periods))
{
macdCurrentPrice.Add(periods, TechnicalIndicators.CalculateMACD(candlesticks, periods, candlestickIndex, iCurrentPrice));
}
results[i] = macdCurrentPrice[periods].Hist;
break;
case ParameterType.MACDHistChange:
if (!macd.ContainsKey(periods))
{
macd.Add(periods, TechnicalIndicators.CalculateMACD(candlesticks, periods, candlestickIndex));
}
MACD macd90 = macd[periods];
MACD previousMACD90 = TechnicalIndicators.CalculateMACD(candlesticks, periods, candlestickIndex - 1);
results[i] = previousMACD90.Hist == 0 ? 0 : (macd90.Hist / previousMACD90.Hist - 1);
break;
case ParameterType.MACDHistChangeWithCurrentPrice:
if (!macdCurrentPrice.ContainsKey(periods))
{
macdCurrentPrice.Add(periods, TechnicalIndicators.CalculateMACD(candlesticks, periods, candlestickIndex, iCurrentPrice));
}
macd90 = macdCurrentPrice[periods];
previousMACD90 = TechnicalIndicators.CalculateMACD(candlesticks, periods, candlestickIndex - 1);
results[i] = previousMACD90.Hist == 0 ? 0 : (macd90.Hist / previousMACD90.Hist - 1);
break;
case ParameterType.MACDHistSlope:
float[] hist = new float[(int)iParameters[i].Attributes[0]];
for (int k = hist.Length - 1; k >= 0; k--)
{
hist[hist.Length - 1 - k] = TechnicalIndicators.CalculateMACD(candlesticks, periods, candlestickIndex - k).Hist;
}
results[i] = new LinearRegression(hist).Slope;
break;
case ParameterType.MACDHistPN:
if (!macd.ContainsKey(periods))
{
macd.Add(periods, TechnicalIndicators.CalculateMACD(candlesticks, periods, candlestickIndex));
}
results[i] = macd[periods].Hist >= 0 ? 1 : -1;
break;
case ParameterType.MACDHistCrossed:
if (!macd.ContainsKey(periods))
{
macd.Add(periods, TechnicalIndicators.CalculateMACD(candlesticks, periods, candlestickIndex));
}
macd90 = macd[periods];
previousMACD90 = TechnicalIndicators.CalculateMACD(candlesticks, periods, candlestickIndex - 1);
if (macd90.Hist >= 0)
{
results[i] = previousMACD90.Hist >= 0 ? 0 : 1;
}
else
{
results[i] = previousMACD90.Hist < 0 ? 0 : -1;
}
break;
case ParameterType.MACDHistDifference:
if (!macd.ContainsKey(periods))
{
macd.Add(periods, TechnicalIndicators.CalculateMACD(candlesticks, periods, candlestickIndex));
}
macd90 = macd[periods];
previousMACD90 = TechnicalIndicators.CalculateMACD(candlesticks, periods, candlestickIndex - 1);
results[i] = macd90.Hist - previousMACD90.Hist;
break;
case ParameterType.MACD:
if (!macd.ContainsKey(periods))
{
macd.Add(periods, TechnicalIndicators.CalculateMACD(candlesticks, periods, candlestickIndex));
}
results[i] = macd[periods].Macd;
break;
case ParameterType.SlopesEMA:
List <float> slopes = new List <float>();
for (int k = 0; k < iParameters[i].Attributes.Count; k++)
{
int periodLength = (int)iParameters[i].Attributes[k];
slopes.Add(new LinearRegression(TechnicalIndicators.CreatePriceArray(candlesticks, periodLength, candlestickIndex)).Slope);
}
results[i] = Utils.Last(Statistics.EMA(slopes.ToArray(), slopes.Count));
break;
case ParameterType.ABAverage:
results[i] = (TechnicalIndicators.CalculatePriceABaverage(candlesticks, periods, candlestickIndex, iCurrentPrice) ? 1.0f : 0.0f);
break;
case ParameterType.PercentMargin:
results[i] = (TechnicalIndicators.CalculateOnePercentMargin(candlesticks, periods, candlestickIndex, iCurrentPrice, iParameters[i].Attributes[0]) ? 1.0f : 0.0f);
break;
case ParameterType.Classifier:
results[i] = WekaClassifier.Find((int)iParameters[i].Attributes[0]).PredictDFP(iCandlesticks, iCurrentPrice, iCandlestickIndex);
break;
case ParameterType.ClassifierTargetChangeOldest:
var classifier = WekaClassifier.Find((int)iParameters[i].Attributes[0]);
var targetTime = iCandlesticks[WekaClassifier.kTrainingPeriod][iCandlestickIndex[WekaClassifier.kTrainingPeriod] - classifier.ProfitTime].StartTime;
var pastIndex = new CandlestickIndexCollection();
for (int k = (int)WekaClassifier.kTrainingPeriod; k >= 0; k--)
{
pastIndex[k] = Math.Max(0, Math.Min(iCandlesticks[k].Count - 1, Candlestick.FindIndex(iCandlesticks[k], targetTime)));
}
var priceBefore = iCandlesticks[WekaClassifier.kTrainingPeriod][pastIndex[WekaClassifier.kTrainingPeriod]].MedianPrice;
var wfp = classifier.PredictDFP(iCandlesticks, priceBefore, pastIndex);
var targetPriceChange = (float)Math.Exp(wfp);
results[i] = priceBefore * targetPriceChange / iCurrentPrice - 1.0f;
break;
}
}
return(results);
}
private void RadButton2_Click_1(object sender, EventArgs e)
{
// ConcurrentBag<List<Model.PNL>> consolidated = new ConcurrentBag<List<Model.PNL>>();
try
{
Parallel.ForEach((radDropDownList1.Items), (x) =>
{
ProgressDelegate myProgres = ShowMyProgress;
List <Model.Idea> myideas = Common.GetIdeas();
Model.Idea selectedIdea = myideas.Where(a => a.Name == x.Text).First();
StockOHLC stockOHLC = new StockOHLC();
int year = 2019;
//for (int year = 2015; year <= 2019; year++)
//{
//Load Data
Task <Dictionary <string, List <Model.Candle> > > loadmydata = Task.Run <Dictionary <string, List <Model.Candle> > >(() => stockOHLC.GetOHLC(new DateTime(year, Convert.ToInt32(ddlStartMonth.SelectedItem.Text), Convert.ToInt32(ddlStartDate.SelectedItem.Text)), new DateTime(year + 1, Convert.ToInt32(ddlEndMonth.SelectedItem.Text), Convert.ToInt32(ddlEndDate.SelectedItem.Text)), selectedIdea.Interval, myProgres));
//Apply indicators
loadmydata.ContinueWith((t0) =>
{
SetText("Applying indicators");
Task <Dictionary <string, List <Model.Candle> > > withIndicators = Task.Run <Dictionary <string, List <Model.Candle> > >(() => TechnicalIndicators.AddIndicators(t0.Result, selectedIdea.TI, new DateTime(year, Convert.ToInt32(ddlStartMonth.SelectedItem.Text), Convert.ToInt32(ddlStartDate.SelectedItem.Text)), new DateTime(Convert.ToInt32(ddlEndYear.SelectedItem.Text), Convert.ToInt32(ddlEndMonth.SelectedItem.Text), Convert.ToInt32(ddlEndDate.SelectedItem.Text))));
Task getTradingStocks = withIndicators.ContinueWith((t1) =>
{
Task <Dictionary <Guid, Model.StrategyModel> > getTradedStocks = Task.Run <Dictionary <Guid, Model.StrategyModel> >(() => stockOHLC.GetTopMostSolidGapOpenerDayWise(t1.Result, selectedIdea, myProgres));
Task tradeMyStocks = getTradedStocks.ContinueWith((t2) =>
{
Task <List <Model.PNL> > calculation = Task <List <Model.PNL> > .Run(() => stockOHLC.TradeStocks(t2.Result, t1.Result, selectedIdea, myProgres));
calculation.ContinueWith((t3) =>
{
consolidated.Add(t3.Result);
//SetDataSource(t3.Result);
//SetText("Idea ran successfully");
});
});
});
});
//}
});
//while(consolidated.Count()< radDropDownList1.Items.Count)
//{
// Thread.Sleep(10000);
//}
}
catch (Exception ex)
{
File.AppendAllText(@"C:\Jai Sri Thakur Ji\Nifty Analysis\errors.txt", Environment.NewLine);
File.AppendAllText(@"C:\Jai Sri Thakur Ji\Nifty Analysis\errors.txt", System.Reflection.MethodBase.GetCurrentMethod() + " :- " + ex.Message);
File.AppendAllText(@"C:\Jai Sri Thakur Ji\Nifty Analysis\errors.txt", System.Reflection.MethodBase.GetCurrentMethod() + " :- " + ex.StackTrace);
File.AppendAllText(@"C:\Jai Sri Thakur Ji\Nifty Analysis\errors.txt", System.Reflection.MethodBase.GetCurrentMethod() + " :- " + ex.InnerException);
}
}
private void btnLoad_Click(object sender, EventArgs e)
{
l.Clear();
//rgvStocks.DataSource = null;
try
{
ProgressDelegate myProgres = ShowMyProgress;
List <Model.Idea> myideas = null;
if (checkBox1.Checked)
{
myideas = Common.GetIdeas().OrderBy(a => a.runOrder).ToList();
}
else
{
myideas = Common.GetIdeas().Where(a => a.Name == radDropDownList1.SelectedItem.Text).ToList();
}
List <Task> allTask = new List <Task>();
//Model.Idea selectedIdea = myideas.Where(a => a.Name == radDropDownList1.SelectedItem.Text).First();
foreach (var selectedIdea in myideas.OrderBy(a => a.runOrder))
{
if (selectedIdea.Name == "Dual_Time_Frame_Momentum")
{
StockOHLC stockOHLC = new StockOHLC();
//Load Data
Task <Dictionary <string, List <Model.Candle> > > loadmydata = Task.Run <Dictionary <string, List <Model.Candle> > >(() => stockOHLC.GetOHLC(new DateTime(Convert.ToInt32(ddlStartYear.SelectedItem.Text), Convert.ToInt32(ddlStartMonth.SelectedItem.Text), Convert.ToInt32(ddlStartDate.SelectedItem.Text)), new DateTime(Convert.ToInt32(ddlEndYear.SelectedItem.Text), Convert.ToInt32(ddlEndMonth.SelectedItem.Text), Convert.ToInt32(ddlEndDate.SelectedItem.Text)), selectedIdea.Interval, myProgres));
allTask.Add(loadmydata);
loadmydata.ContinueWith((t0) =>
{
SetText("Applying stochastic indicators to small timeframe");
Task <Dictionary <string, List <Model.Candle> > > withIndicators = Task.Run <Dictionary <string, List <Model.Candle> > >(() => TechnicalIndicators.AddIndicators(t0.Result, selectedIdea.TI, new DateTime(Convert.ToInt32(ddlStartYear.SelectedItem.Text), Convert.ToInt32(ddlStartMonth.SelectedItem.Text), Convert.ToInt32(ddlStartDate.SelectedItem.Text)), new DateTime(Convert.ToInt32(ddlEndYear.SelectedItem.Text), Convert.ToInt32(ddlEndMonth.SelectedItem.Text), Convert.ToInt32(ddlEndDate.SelectedItem.Text))));
withIndicators.ContinueWith((t1) =>
{
Task <Dictionary <string, List <Model.Candle> > > loadmydata2 = Task.Run <Dictionary <string, List <Model.Candle> > >(() => stockOHLC.GetOHLC(new DateTime(Convert.ToInt32(ddlStartYear.SelectedItem.Text), Convert.ToInt32(ddlStartMonth.SelectedItem.Text), Convert.ToInt32(ddlStartDate.SelectedItem.Text)), new DateTime(Convert.ToInt32(ddlEndYear.SelectedItem.Text), Convert.ToInt32(ddlEndMonth.SelectedItem.Text), Convert.ToInt32(ddlEndDate.SelectedItem.Text)), selectedIdea.Interval2, myProgres));
allTask.Add(loadmydata2);
loadmydata2.ContinueWith((t2) =>
{
SetText("Applying stochastic indicators to large time frame");
Task <Dictionary <string, List <Model.Candle> > > withIndicators2 = Task.Run <Dictionary <string, List <Model.Candle> > >(() => TechnicalIndicators.AddIndicators(t2.Result, selectedIdea.TI, new DateTime(Convert.ToInt32(ddlStartYear.SelectedItem.Text), Convert.ToInt32(ddlStartMonth.SelectedItem.Text), Convert.ToInt32(ddlStartDate.SelectedItem.Text)), new DateTime(Convert.ToInt32(ddlEndYear.SelectedItem.Text), Convert.ToInt32(ddlEndMonth.SelectedItem.Text), Convert.ToInt32(ddlEndDate.SelectedItem.Text))));
allTask.Add(withIndicators2);
withIndicators2.ContinueWith((t3) =>
{
Task <Dictionary <Guid, Model.StrategyModel> > getTradedStocks = Task.Run <Dictionary <Guid, Model.StrategyModel> >(() => stockOHLC.ApplyDualMomentumStrategyModel(DateTime.Now, t1.Result, t3.Result, selectedIdea, myProgres));
allTask.Add(getTradedStocks);
Task tradeMyStocks = getTradedStocks.ContinueWith((t4) =>
{
var stocksList = t4.Result;
List <PNL> p = new List <PNL>();
foreach (var s in stocksList)
{
p.Add(new PNL {
Stock = s.Value.Stock, Date = s.Value.Date, Direction = Enum.GetName(typeof(Model.Trade), s.Value.Trade)
});
}
l.Add(new CustomizedPNL {
order = selectedIdea.runOrder, selectedIdea = selectedIdea, Strategyoutput = p
});
});
});
});
});
});
}
else
{
StockOHLC stockOHLC = new StockOHLC();
//Load Data
Task <Dictionary <string, List <Model.Candle> > > loadmydata = Task.Run <Dictionary <string, List <Model.Candle> > >(() => stockOHLC.GetOHLC(new DateTime(Convert.ToInt32(ddlStartYear.SelectedItem.Text), Convert.ToInt32(ddlStartMonth.SelectedItem.Text), Convert.ToInt32(ddlStartDate.SelectedItem.Text)), new DateTime(Convert.ToInt32(ddlEndYear.SelectedItem.Text), Convert.ToInt32(ddlEndMonth.SelectedItem.Text), Convert.ToInt32(ddlEndDate.SelectedItem.Text)), selectedIdea.Interval, myProgres));
allTask.Add(loadmydata);
//loadmydata.Wait();
//Apply indicators
loadmydata.ContinueWith((t0) =>
{
SetText("Applying indicators");
Task <Dictionary <string, List <Model.Candle> > > withIndicators = Task.Run <Dictionary <string, List <Model.Candle> > >(() => TechnicalIndicators.AddIndicators(t0.Result, selectedIdea.TI, new DateTime(Convert.ToInt32(ddlStartYear.SelectedItem.Text), Convert.ToInt32(ddlStartMonth.SelectedItem.Text), Convert.ToInt32(ddlStartDate.SelectedItem.Text)), new DateTime(Convert.ToInt32(ddlEndYear.SelectedItem.Text), Convert.ToInt32(ddlEndMonth.SelectedItem.Text), Convert.ToInt32(ddlEndDate.SelectedItem.Text))));
allTask.Add(withIndicators);
Task getTradingStocks = withIndicators.ContinueWith((t1) =>
{
Task <Dictionary <Guid, Model.StrategyModel> > getTradedStocks = Task.Run <Dictionary <Guid, Model.StrategyModel> >(() => stockOHLC.GetTopMostSolidGapOpenerDayWise(t1.Result, selectedIdea, myProgres));
allTask.Add(getTradedStocks);
Task tradeMyStocks = getTradedStocks.ContinueWith((t2) =>
{
Task <List <Model.PNL> > calculation = Task <List <Model.PNL> > .Run(() => stockOHLC.TradeStocks(t2.Result, t1.Result, selectedIdea, myProgres));
allTask.Add(getTradedStocks);
calculation.ContinueWith((t3) =>
{
l.Add(new CustomizedPNL {
order = selectedIdea.runOrder, selectedIdea = selectedIdea, Strategyoutput = t3.Result
});
});
//calculation.Wait();
});
});
});
//loadmydata.Wait();
//Task.WaitAll();
}
Task.Factory.ContinueWhenAll(allTask.ToArray(), FinalWork);
}
}
catch (Exception ex)
{
File.AppendAllText(@"C:\Jai Sri Thakur Ji\Nifty Analysis\errors.txt", Environment.NewLine);
File.AppendAllText(@"C:\Jai Sri Thakur Ji\Nifty Analysis\errors.txt", System.Reflection.MethodBase.GetCurrentMethod() + " :- " + ex.Message);
File.AppendAllText(@"C:\Jai Sri Thakur Ji\Nifty Analysis\errors.txt", System.Reflection.MethodBase.GetCurrentMethod() + " :- " + ex.StackTrace);
File.AppendAllText(@"C:\Jai Sri Thakur Ji\Nifty Analysis\errors.txt", System.Reflection.MethodBase.GetCurrentMethod() + " :- " + ex.InnerException);
}
}
