Beispiel #1
0
        private async Task <bool> CacheHistoryData(DateTime indianTime, bool isDevelopment)
        {
            //Delete Previous data
            //Directory.Delete(GlobalConfigurations.CachedDataPath , recursive: true);

            var job = await _jobService.GetJob(_jobId);

            var strategy = await _strategyService.Get(job.StrategyId);

            var symbols = await _watchlistService.GetSymbols(strategy.WatchlistId);

            var userSession = await _userSessionService.GetCurrentSession();

            if (userSession != null)
            {
                _zeropdhaService = new ZerodhaBroker(AutoMapper.Mapper.Map <UserSessionModel>(userSession));
                await symbols.ParallelForEachAsync(async symbol =>
                {
                    var candles = await _zeropdhaService.GetCachedDataAsync(symbol, _HistoricalDataTimeframe,
                                                                            indianTime.AddDays(_HistoricalDataInDays),
                                                                            indianTime,
                                                                            isDevelopment: isDevelopment);
                    if (candles != null && candles.Count() > 0)
                    {
                        ApplicationLogger.LogJob(_jobId, "Trading Data Cached :" + symbol.TradingSymbol);
                    }
                    else
                    {
                        ApplicationLogger.LogJob(_jobId, "Trading Data Not Cached :" + symbol.TradingSymbol);
                    }
                });
            }
            return(true);
        }
Beispiel #2
0
        public async Task Start(int jobId, bool isDevelopment = false)
        {
            _jobId = jobId;
            StringBuilder sb = new StringBuilder();
            Stopwatch     sw = new Stopwatch();

            sw.Start();

            var indianTime = GlobalConfigurations.IndianTime;

            ApplicationLogger.LogJob(jobId, " job Started " + indianTime.ToString());

            //check indian standard time

            if (((indianTime.TimeOfDay > preMarketStart) && (indianTime.TimeOfDay < preMarketEnd)) || isDevelopment)
            {
                //Load History Data
                await CacheHistoryData(indianTime, isDevelopment);
            }

            if (((indianTime.TimeOfDay > marketStart) && (indianTime.TimeOfDay < marketEnd)) || isDevelopment)
            {
                var job = await _jobService.GetJob(jobId);

                var strategy = await _strategyService.Get(job.StrategyId);

                var symbols = await _watchlistService.GetSymbols(strategy.WatchlistId);

                var userSession = await _userSessionService.GetCurrentSession();

                if (userSession != null)
                {
                    _zeropdhaService = new ZerodhaBroker(AutoMapper.Mapper.Map <UserSessionModel>(userSession));
                    var positions = _zeropdhaService._kite.GetPositions();
                    var orders    = _zeropdhaService._kite.GetOrders();

                    if (positions.Day != null && positions.Day.Where(x => x.Quantity != 0).Count() < _MaxActivePositions)
                    {
                        await symbols.ParallelForEachAsync(async symbol =>
                        {
                            var candles = await _zeropdhaService.GetCachedDataAsync(symbol, _HistoricalDataTimeframe, indianTime.AddDays(_HistoricalDataInDays),
                                                                                    indianTime,
                                                                                    isDevelopment: isDevelopment);
                            if (candles != null && candles.Count() > 0)
                            {
                                var position = positions.Day.Where(x => x.TradingSymbol == symbol.TradingSymbol).FirstOrDefault();
                                var order    = orders.Where(x => x.Tradingsymbol == symbol.TradingSymbol && x.Status == "OPEN");
                                //check whether orde is expired
                                IsOrderExpired(position, order);
                                if (position.Quantity == 0 && order.Count() == 0)
                                {
                                    Scan(symbol, candles);
                                }
                            }
                        });
                    }

                    //Update Status after every round of scanning
                    job.Status       = JobStatus.Running.ToString();
                    job.ModifiedDate = DateTime.Now;
                    await _jobService.Update(job);
                }
                else
                {
                    ApplicationLogger.LogJob(jobId, " Not Authenticated !");
                }
            }
            sw.Stop();
            ApplicationLogger.LogJob(jobId, " job Completed in - " + sw.Elapsed.TotalSeconds + " (Seconds)");
        }