public static analysis Results(string xmlfile)
{
analysis answer = new analysis();
using (XmlReader reader = XmlReader.Create(xmlfile))
{
while (!reader.EOF)
{
if (reader.ReadToFollowing("header"))
{
var subtree = reader.ReadSubtree();
while (subtree.Read())
{
subtree.MoveToElement();
if (subtree.IsStartElement())
{
switch (subtree.Name.ToLower())
{
case "logfile":
answer.logfile = subtree.ReadString();
break;
case "sizekb":
answer.sizekb = subtree.ReadString();
break;
case "sizelines":
answer.sizelines = subtree.ReadString();
break;
case "duration":
answer.duration = subtree.ReadString();
break;
case "vehicletype":
answer.vehicletype = subtree.ReadString();
break;
case "firmwareversion":
answer.firmwareversion = subtree.ReadString();
break;
case "firmwarehash":
answer.firmwarehash = subtree.ReadString();
break;
case "hardwaretype":
answer.hardwaretype = subtree.ReadString();
break;
case "freemem":
answer.freemem = subtree.ReadString();
break;
case "skippedlines":
answer.skippedlines = subtree.ReadString();
break;
}
}
}
}
// params - later
if (reader.ReadToFollowing("results"))
{
var subtree = reader.ReadSubtree();
result res = null;
while (subtree.Read())
{
subtree.MoveToElement();
if (subtree.IsStartElement())
{
switch (subtree.Name.ToLower())
{
case "result":
if (res != null && res.name != "")
answer.results.Add(res);
res = new result();
break;
case "name":
res.name = subtree.ReadString();
break;
case "status":
res.status = subtree.ReadString();
break;
case "message":
res.message = subtree.ReadString();
break;
case "data":
res.data = subtree.ReadString();
break;
}
}
}
}
}
}
return answer;
}
public static analysis Results(string xmlfile)
{
analysis answer = new analysis();
using (XmlReader reader = XmlReader.Create(xmlfile))
{
while (!reader.EOF)
{
if (reader.ReadToFollowing("header"))
{
var subtree = reader.ReadSubtree();
while (subtree.Read())
{
subtree.MoveToElement();
if (subtree.IsStartElement())
{
try
{
switch (subtree.Name.ToLower())
{
case "logfile":
answer.logfile = subtree.ReadString();
break;
case "sizekb":
answer.sizekb = subtree.ReadString();
break;
case "sizelines":
answer.sizelines = subtree.ReadString();
break;
case "duration":
answer.duration = subtree.ReadString();
break;
case "vehicletype":
answer.vehicletype = subtree.ReadString();
break;
case "firmwareversion":
answer.firmwareversion = subtree.ReadString();
break;
case "firmwarehash":
answer.firmwarehash = subtree.ReadString();
break;
case "hardwaretype":
answer.hardwaretype = subtree.ReadString();
break;
case "freemem":
answer.freemem = subtree.ReadString();
break;
case "skippedlines":
answer.skippedlines = subtree.ReadString();
break;
}
}
catch (Exception ex)
{
log.Error(ex);
}
}
}
}
// params - later
if (reader.ReadToFollowing("results"))
{
var subtree = reader.ReadSubtree();
result res = null;
while (subtree.Read())
{
subtree.MoveToElement();
if (subtree.IsStartElement())
{
switch (subtree.Name.ToLower())
{
case "result":
if (res != null && res.name != "")
{
answer.results.Add(res);
}
res = new result();
break;
case "name":
res.name = subtree.ReadString();
break;
case "status":
res.status = subtree.ReadString();
break;
case "message":
res.message = subtree.ReadString();
break;
case "data":
res.data = subtree.ReadString();
break;
}
}
}
}
}
}
return(answer);
}
public BasicDMI(analysis.workData d, string code, bool fExport, string curStrategy, Parameters p): base(d, code, fExport, curStrategy,p) { }
public static analysis.analysisResult Strategy(analysis.workData data, string strategyCode)
{
GenericStrategy strategy;
curStrategyCode = strategyCode;
switch (strategyCode)
{
//Screening
case "SCRPRICE":
{
Parameters p = null;
strategy = new PriceScreening(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute();
}
case "SCRMACD01":
{
Parameters p = new Parameters(12, 26, 9);
strategy = new BasicMACD(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Screening();
}
case "SCRMACD02":
{
Parameters p = new Parameters(12, 26, 9);
strategy = new MACD_HistogramChanged(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Screening();
}
case "SCRDMI":
{
Parameters p = new Parameters(14, 14);
strategy = new BasicDMI(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Screening();
}
case "SCRSupport":
{
Parameters p = new Parameters(30, 0.01);
strategy = new SupportScreening(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Screening();
}
case "SCRResist":
{
Parameters p = new Parameters(30, 0.01);
strategy = new ResistanceScreening(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Screening();
}
case "BUYANDHOLD":
{
strategy = new BuyAndHoldStrategy(data, strategyCode, fExportData, curStrategyCode);
return strategy.Execute();
}
#region SMA Strategy
case "SMAONLY":
{
Parameters p = new Parameters(5, 10);
strategy = new TwoSMA(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute();
}
case "EMAONLY":
{
Parameters p = new Parameters(5, 10);
strategy = new TwoEMA(data, strategyCode, fExportData, curStrategyCode,p);
return strategy.Execute();
}
case "WMAONLY":
{
strategy = new BasicWMA_5_10(data, strategyCode, fExportData, curStrategyCode);
return strategy.Execute();
}
case "SMAPRICE":
{
//strategy = new Price_SMA_5_10(data, strategyCode, fExportData, curStrategyCode);
//return strategy.Execute();
Parameters p = new Parameters(50, 100);
strategy = new PriceTwoSMA(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute();
}
case "SMAVFIL":
{
Parameters p = new Parameters(5, 10, 50000);
strategy = new TwoSMA_VolumeFilter(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute();
}
case "3SMAPRICE":
{
Parameters p = new Parameters(5, 10, 20);
strategy = new BasicPrice_3SMA(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute();
}
case "3SMANEW":
{
Parameters p = new Parameters(10, 20, 30);
strategy = new BasicPrice_3SMA(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute();
}
case "SMARIRW":
{
Parameters p = new Parameters(5, 10, 20);
strategy = new Price_3SMA_Risk_Reward(data, strategyCode, fExportData, curStrategyCode,p);
return strategy.Execute();
}
case "SMAMID":
{
Parameters p = new Parameters(20, 50);
strategy = new PriceTwoSMA(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute();
//strategy = new Price_SMA_20_50(data, strategyCode, fExportData, curStrategyCode);
//return strategy.Execute();
}
case "SMAM50_100":
{
Parameters p = new Parameters(50, 100);
strategy = new PriceTwoSMA(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute();
}
#endregion
//Statistic
case "AVERAGE":
{
Parameters p = new Parameters(30, -15, 10);
strategy = new AverageStrategy(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute();
}
//Statistic
case "AVERAGE1":
{
Parameters p = new Parameters(30, -15, 15);
strategy = new AverageStrategy(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute();
}
case "RAND":
{
Parameters p = null;
strategy = new RandomStrategy(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute();
}
//Statistic
case "MARKOV":
{
Parameters p = null;
strategy = new SimpleMarkov(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute();
}
#region MACD strategy
//MACD strategy
case "MACDBAS":
{
Parameters p = new Parameters(12, 26, 9);
strategy = new BasicMACD(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute();
}
case "MACD1":
{
strategy = new MACD_Line_Cut(data, strategyCode, fExportData, curStrategyCode);
return strategy.Execute();
}
case "MACD2":
{
Parameters p = new Parameters(12, 26, 9);
strategy = new MACD_HistogramChanged(data, strategyCode, fExportData, curStrategyCode,p);
return strategy.Execute();
}
case "MACD_CL":
{
strategy = new MACD_HistogramChanged_CutLoss(data, strategyCode, fExportData, curStrategyCode);
return strategy.Execute();
}
#endregion
//Strategy with DMI indicator
case "DMI":
{
Parameters p = new Parameters(14, 14);
strategy = new BasicDMI(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute();
}
case "DMI_CL":
{
Parameters p = new Parameters(14, 14, -5);
strategy = new BasicDMI(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute_CutLoss();
}
//Strategy with Stochastic
case "STOCHFAST":
{
Parameters p = new Parameters(14, 3);
strategy = new StochasticFast(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute();
}
//Strategy with Stochastic
case "STOCHSLOW":
{
Parameters p = new Parameters(15, 5, 3);
strategy = new StochasticSlow(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute();
}
//Strategy with pattern
case "PATERN32":
{
const int CONSECUTIVE_UP = 4;
const int CONSECUTIVE_DOWN = 3;
Parameters p = new Parameters(CONSECUTIVE_DOWN, CONSECUTIVE_UP);
strategy = new Pattern_Consecutive_UpAndDown(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute();
}
#region Hybrid strategy
////Hybrid strategy
case "RSI":
{
int RSI_LOWER_LEVEL = 30;
int RSI_UPPER_LEVEL = 70;
double[] d = { 14, 26, 12, 9, RSI_LOWER_LEVEL, RSI_UPPER_LEVEL };
Parameters p = new Parameters(d);
strategy = new RSI_MACD_Histogram(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute();
}
case "SMASTOCH":
{
double[] d = { 5, 10, 15, 5, 3 };
Parameters p = new Parameters(d); ;
strategy = new SMA_Stochastic(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute();
}
case "MACDSTOC":
{
double[] d = { 20, 12, 26, 9, 15, 5, 3 };
Parameters p = new Parameters(d);
strategy = new MACD_Stochastic(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute();
}
case "MS_BOTTOM":
{
Parameters p = null;
strategy = new MACD_Stochastic_Bottom(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute();
}
case "MS_BOTv1":
{
Parameters p = null;
strategy = new MACD_Stochastic_Bottom_v1(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute();
}
case "TEST":
{
Parameters p = new Parameters(5, 10, 1.5);
strategy = new TestStrategy(data, strategyCode, fExportData, curStrategyCode, p);
return strategy.Execute();
}
#endregion
default:
return null;
}
}
public void Analyze(file_detail file_det)
{
dal.Clean();
LogManager.WriteLine("Starting analysis: file_details.id = " + file_det.id, LogManager.EVerboseLevel.Normal);
try
{
analysis ana = new analysis();
ana.start_date = DateTime.Now;
DirectoryInfo di = new DirectoryInfo(config.TempFolder);
string name = file_det.files.ToList().FirstOrDefault().name;
string path = di.FullName + "\\" + name;
if (File.Exists(path))
{
File.Delete(path);
}
File.WriteAllBytes(path, file_det.data);
string type = getType(path);
string ext = "exe";
var fi = new FileInfo(path);
if (type.ToLower().Contains("dll"))
{
ext = "dll";
}
if (fi.Extension != ext)
{
if (File.Exists(fi.FullName + "." + ext))
{
File.Delete(fi.FullName + "." + ext);
}
fi.MoveTo(fi.FullName + "." + ext);
}
LogManager.WriteLine("Temp File " + fi.FullName + " created", LogManager.EVerboseLevel.Debug);
LogManager.WriteLine("Static analysis started", LogManager.EVerboseLevel.Debug);
StaticAnalysis(fi.FullName, config.StaticAnalysis);
revertVM();
LogManager.WriteLine("VM Reverted", LogManager.EVerboseLevel.Debug);
string vmMode = config.DynamicAnalysis.Virtualization.VMMode;
vmMode = String.IsNullOrEmpty(vmMode) ? "headless" : vmMode;
vmControlMutex.WaitOne();
vmcontrol.StartVM(vmMode);
vmControlMutex.ReleaseMutex();
LogManager.WriteLine("VM Started", LogManager.EVerboseLevel.Debug);
LogManager.WriteLine("Dynamic analysis started", LogManager.EVerboseLevel.Debug);
DynamicAnalysis(fi.FullName, config.DynamicAnalysis);
LogManager.WriteLine("Waiting Steps", LogManager.EVerboseLevel.Debug);
foreach (var thread in threads)
{
if (thread.ThreadState == System.Threading.ThreadState.Running)
{
thread.Join();
}
}
threads.Clear();
vmControlMutex.WaitOne();
vmcontrol.SuspendVM();
vmControlMutex.ReleaseMutex();
LogManager.WriteLine("VM Suspended", LogManager.EVerboseLevel.Debug);
ana.file_name = fi.Name;
ana.final_date = DateTime.Now;
fi.Delete();
LogManager.WriteLine("Temp File deleted", LogManager.EVerboseLevel.Debug);
objExtracted(ana);
}
catch (Exception ex)
{
LogManager.WriteLine("Error on analysis: file_details.id = " + file_det.id + " - " + ex.ToString(), LogManager.EVerboseLevel.Error);
}
dal.Save(file_det);
LogManager.WriteLine("End of analysis: file_details.id = " + file_det.id, LogManager.EVerboseLevel.Normal);
}
