public override databases.baseDS.priceDataDataTable GetImportFromCSV(string fileName,string market,OnUpdatePriceData onUpdateDataFunc)
{
CultureInfo exchangeCulture = application.AppLibs.GetExchangeCulture(market);
databases.baseDS.priceDataDataTable priceDataTbl = new databases.baseDS.priceDataDataTable();
if (!Imports.Libs.CSV_ImportParse(fileName, ',', common.dateTimeLibs.DateTimeFormats.YYMMDD,
market, exchangeCulture, priceDataTbl, Libs.DoImportRow, onUpdateDataFunc, null)) return null;
return priceDataTbl;
}
public static void ReAggregatePriceData(string code,CultureInfo stockCulture)
{
//Load main pricedata
databases.baseDS.priceDataDataTable priceTbl = new databases.baseDS.priceDataDataTable();
databases.DbAccess.LoadData(priceTbl, AppTypes.MainDataTimeScale.Code, DateTime.MinValue, DateTime.MaxValue, code);
if (priceTbl == null) return;
//Delete all summ pricedata
databases.DbAccess.DeletePriceSumData(code);
databases.AppLibs.AggregatePriceData(priceTbl, stockCulture, null);
}
public override databases.baseDS.priceDataDataTable GetImportFromCSV(string fileName, string market, OnUpdatePriceData onUpdateDataFunc)
{
CultureInfo exchangeCulture = application.AppLibs.GetExchangeCulture(market);
databases.baseDS.priceDataDataTable priceDataTbl = new databases.baseDS.priceDataDataTable();
if (!Imports.Libs.CSV_ImportParse(fileName, ',', common.dateTimeLibs.DateTimeFormats.YYMMDD,
market, exchangeCulture, priceDataTbl, Libs.DoImportRow, onUpdateDataFunc, null))
{
return(null);
}
return(priceDataTbl);
}
public static DataBars GetData(databases.baseDS.priceDataDataTable dataTbl, int startIdx)
{
DataBars bars = new DataBars();
for (int idx = startIdx; idx < dataTbl.Count; idx++)
{
bars.Add((double)dataTbl[idx].openPrice, (double)dataTbl[idx].highPrice,
(double)dataTbl[idx].lowPrice, (double)dataTbl[idx].closePrice,
(double)dataTbl[idx].volume, dataTbl[idx].onDate.ToOADate());
}
return(bars);
}
/// <summary>
/// Override method - /// Import stock data of HOSE and HASTC from http://banggia.ssi.com.vn/AjaxWebService.asmx
/// </summary>
/// <param name="updateTime"></param>
/// <param name="exchangeDetailRow"></param>
/// <returns></returns>
public override databases.baseDS.priceDataDataTable GetImportFromWeb(DateTime updateTime, databases.baseDS.exchangeDetailRow exchangeDetailRow)
{
databases.importDS.importPriceDataTable importPriceTbl = GetPriceFromWeb(updateTime, exchangeDetailRow);
if (importPriceTbl == null) return null;
Imports.Libs.AddNewCode(exchangeDetailRow.marketCode, importPriceTbl, null);
databases.DbAccess.UpdateData(importPriceTbl);
databases.baseDS.priceDataDataTable priceTbl = new databases.baseDS.priceDataDataTable();
Imports.Libs.AddImportPrice(importPriceTbl, priceTbl);
databases.DbAccess.UpdateData(priceTbl);
return priceTbl;
}
public static void ReAggregatePriceData(string code, CultureInfo stockCulture)
{
//Load main pricedata
databases.baseDS.priceDataDataTable priceTbl = new databases.baseDS.priceDataDataTable();
databases.DbAccess.LoadData(priceTbl, AppTypes.MainDataTimeScale.Code, DateTime.MinValue, DateTime.MaxValue, code);
if (priceTbl == null)
{
return;
}
//Delete all summ pricedata
databases.DbAccess.DeletePriceSumData(code);
databases.AppLibs.AggregatePriceData(priceTbl, stockCulture, null);
}
public virtual bool ImportFromWeb(DateTime updateTime, databases.baseDS.exchangeDetailRow exchangeDetailRow)
{
databases.baseDS.priceDataDataTable priceTbl = GetImportFromWeb(updateTime, exchangeDetailRow);
if (priceTbl == null)
{
return(false);
}
// Different culture has different start of week, ie in VN culture : start of week is Monday (not Sunday)
CultureInfo exchangeCulture = application.AppLibs.GetExchangeCulture(exchangeDetailRow.marketCode);
databases.AppLibs.AggregatePriceData(priceTbl, exchangeCulture, null);
return(true);
}
public override databases.baseDS.priceDataDataTable GetImportFromWeb(DateTime updateTime, databases.baseDS.exchangeDetailRow exchangeDetailRow)
{
if (!Get_IDX_HASTC(exchangeDetailRow.address, ref hastcIdx)) return null;
databases.importDS.importPriceDataTable importPriceTbl = new databases.importDS.importPriceDataTable();
AddImportRow(updateTime, hastcIdx, true, importPriceTbl);
Imports.Libs.AddNewCode(exchangeDetailRow.marketCode, importPriceTbl, null);
databases.DbAccess.UpdateData(importPriceTbl);
databases.baseDS.priceDataDataTable priceTbl = new databases.baseDS.priceDataDataTable();
Imports.Libs.AddImportPrice(importPriceTbl, priceTbl);
databases.DbAccess.UpdateData(priceTbl);
return priceTbl;
}
/// <summary>
/// Override method - /// Import stock data of HOSE and HASTC from http://banggia.ssi.com.vn/AjaxWebService.asmx
/// </summary>
/// <param name="updateTime"></param>
/// <param name="exchangeDetailRow"></param>
/// <returns></returns>
public override databases.baseDS.priceDataDataTable GetImportFromWeb(DateTime updateTime, databases.baseDS.exchangeDetailRow exchangeDetailRow)
{
databases.importDS.importPriceDataTable importPriceTbl = GetPriceFromWeb(updateTime, exchangeDetailRow);
if (importPriceTbl == null)
{
return(null);
}
Imports.Libs.AddNewCode(exchangeDetailRow.marketCode, importPriceTbl, null);
databases.DbAccess.UpdateData(importPriceTbl);
databases.baseDS.priceDataDataTable priceTbl = new databases.baseDS.priceDataDataTable();
Imports.Libs.AddImportPrice(importPriceTbl, priceTbl);
databases.DbAccess.UpdateData(priceTbl);
return(priceTbl);
}
public static void ReAggregatePriceData(string code, CultureInfo stockCulture, OnAggregateData onAggregateDataFunc)
{
//Load main pricedata
baseDS.priceDataDataTable priceTbl = new databases.baseDS.priceDataDataTable();
DbAccess.LoadData(priceTbl, AppTypes.MainDataTimeScale.Code, DateTime.MinValue, DateTime.MaxValue, code);
if (priceTbl == null)
{
return;
}
//Delete all summ pricedata
DbAccess.DeletePriceSumData(code);
ClearLastClosePrices();
AggregatePriceData(priceTbl, stockCulture, onAggregateDataFunc);
priceTbl.Dispose();
}
private int LoadDataLEFT()
{
DateTime toDate = myData.priceDataTbl[0].onDate.AddSeconds(-1);
DateTime frDate = toDate.AddDays(-10);
databases.baseDS.priceDataDataTable dataTbl = new databases.baseDS.priceDataDataTable();
databases.DbAccess.LoadData(dataTbl, cbTimeScale.myValue.Code, frDate, toDate, codeEd.Text.Trim());
if (dataTbl.Count > 0)
{
myData.Add2Top(dataTbl);
this.pricePane.myGraphObj.SetSeriesX(myData.DateTime.Values, Charts.AxisType.DateAsOrdinal);
this.volumePanel.myGraphObj.SetSeriesX(myData.DateTime.Values, Charts.AxisType.DateAsOrdinal);
lineCurve = this.pricePane.myGraphObj.ReDrawCurveLine(lineCurve, myData.Close.Values);
}
return(dataTbl.Count);
}
private void bgWorker_webservice_RunWorkerCompleted(object sender, RunWorkerCompletedEventArgs e)
{
try
{
wsTestCountLbl.Text = (++testCount).ToString();
databases.baseDS.lastPriceDataDataTable tbl1 = DataAccess.Libs.myLastDailyClosePrice;
int idx = common.system.Random(0, stockList.Count - 1);
databases.baseDS.priceDataDataTable tbl2 = DataAccess.Libs.GetData_ByTimeScale_Code_FrDate("D1", stockList[idx], DateTime.Today.AddDays(-1));
//Application.DoEvents();
}
catch (Exception er)
{
this.ShowError(er);
commonClass.SysLibs.WriteSysLog(common.SysSeverityLevel.Error, "test", er);
}
}
/// <summary>
/// Agrregate a data table to hourly,daily data...
/// </summary>
/// <param name="priceTbl">source data to be aggregated </param>
/// <param name="cultureCode"></param>
/// <param name="isDailyPrice">
/// Volume can be accumulated real-time or at the end of the day.
/// - If data is collected in realtime,
/// updateVolume table is used to culmulated the volume for each day and that will need some more resources.
/// - If data is collected at the end of the day, the voulume alredy is the total volume and updateVolume table
/// should not be used to save resources.
/// </param>
/// <param name="onAggregateDataFunc">function that was triggered after each agrregation</param>
public static void AggregatePriceData(databases.baseDS.priceDataDataTable priceTbl, CultureInfo cultureInfo,
OnAggregateData onAggregateDataFunc)
{
databases.baseDS.priceDataSumDataTable priceSumDataTbl = new databases.baseDS.priceDataSumDataTable();
AgrregateInfo myAgrregateStat = new AgrregateInfo();
myAgrregateStat.maxCount = priceTbl.Count;
decimal changeVolume;
int lastYear = int.MinValue;
for (int idx = 0; idx < priceTbl.Count; idx++)
{
myAgrregateStat.count = idx;
if (onAggregateDataFunc != null)
{
onAggregateDataFunc(myAgrregateStat);
}
if (myAgrregateStat.cancel)
{
priceSumDataTbl.Clear();
break;
}
Application.DoEvents();
changeVolume = priceTbl[idx].volume;
foreach (AppTypes.TimeScale timeScale in AppTypes.myTimeScales)
{
if (timeScale.Type == AppTypes.TimeScaleTypes.RealTime)
{
continue;
}
AggregatePriceData(priceTbl[idx], changeVolume, timeScale, cultureInfo, priceSumDataTbl);
}
//Update and clear cache to speed up the performance
if (lastYear != priceTbl[idx].onDate.Year)
{
databases.DbAccess.UpdateData(priceSumDataTbl);
priceSumDataTbl.Clear();
lastYear = priceTbl[idx].onDate.Year;
}
//databases.DbAccess.UpdateData(priceDataRow);
}
databases.DbAccess.UpdateData(priceSumDataTbl);
priceSumDataTbl.Dispose();
}
public static void AddNewCode(databases.baseDS.priceDataDataTable tbl, string stockEchangeCode, OnCodeAdded onAddstockCodeFunc)
{
databases.baseDS.stockCodeDataTable stockCodeTbl = new databases.baseDS.stockCodeDataTable();
for (int count = 0; count < tbl.Count; count++)
{
if (tbl[count].RowState == DataRowState.Deleted)
{
continue;
}
if (AddNewCode(tbl[count].stockCode, stockEchangeCode, stockCodeTbl) != null &&
onAddstockCodeFunc != null)
{
onAddstockCodeFunc(tbl[count].stockCode);
}
}
databases.DbAccess.UpdateData(stockCodeTbl);
}
public override databases.baseDS.priceDataDataTable GetImportFromWeb(DateTime updateTime, databases.baseDS.exchangeDetailRow exchangeDetailRow)
{
if (!Get_IDX_HASTC(exchangeDetailRow.address, ref hastcIdx))
{
return(null);
}
databases.importDS.importPriceDataTable importPriceTbl = new databases.importDS.importPriceDataTable();
AddImportRow(updateTime, hastcIdx, true, importPriceTbl);
Imports.Libs.AddNewCode(exchangeDetailRow.marketCode, importPriceTbl, null);
databases.DbAccess.UpdateData(importPriceTbl);
databases.baseDS.priceDataDataTable priceTbl = new databases.baseDS.priceDataDataTable();
Imports.Libs.AddImportPrice(importPriceTbl, priceTbl);
databases.DbAccess.UpdateData(priceTbl);
return(priceTbl);
}
public override databases.baseDS.priceDataDataTable GetImportFromWeb(DateTime updateTime, databases.baseDS.exchangeDetailRow exchangeDetailRow)
{
if (!GetData(exchangeDetailRow, ref hnIdx, ref hnIdx30))
{
return(null);
}
databases.importDS.importPriceDataTable importPriceTbl = new databases.importDS.importPriceDataTable();
AddImportRow(updateTime, hnIdx, true, importPriceTbl);
//AddImportRow(updateTime, vn30Idx, false, importPriceTbl);
Imports.Libs.AddNewCode(exchangeDetailRow.marketCode, importPriceTbl, null);
databases.DbAccess.UpdateData(importPriceTbl);
databases.baseDS.priceDataDataTable priceTbl = new databases.baseDS.priceDataDataTable();
Imports.Libs.AddImportPrice(importPriceTbl, priceTbl);
databases.DbAccess.UpdateData(priceTbl);
return(priceTbl);
}
//Testing
public void Add2Top(databases.baseDS.priceDataDataTable tbl)
{
for (int idx = tbl.Count - 1; idx >= 0; idx--)
{
databases.baseDS.priceDataRow newRow = priceDataTbl.NewpriceDataRow();
newRow.ItemArray = tbl[idx].ItemArray;
priceDataTbl.Rows.InsertAt(newRow, 0);
}
//Update OHLCV data series
double[] tmpData;
if (this.DateTime.Values != null)
{
tmpData = DataLibs.GetDataList(tbl, 0, AppTypes.PriceDataType.DateTime);
this.DateTime.Add2Top(tmpData);
}
if (this.High.Values != null)
{
tmpData = DataLibs.GetDataList(tbl, 0, AppTypes.PriceDataType.High);
this.High.Add2Top(tmpData);
}
if (this.Low.Values != null)
{
tmpData = DataLibs.GetDataList(tbl, 0, AppTypes.PriceDataType.Low);
this.Low.Add2Top(tmpData);
}
if (this.Open.Values != null)
{
tmpData = DataLibs.GetDataList(tbl, 0, AppTypes.PriceDataType.Open);
this.Open.Add2Top(tmpData);
}
if (this.Close.Values != null)
{
tmpData = DataLibs.GetDataList(tbl, 0, AppTypes.PriceDataType.Close);
this.Close.Add2Top(tmpData);
}
if (this.Volume.Values != null)
{
tmpData = DataLibs.GetDataList(tbl, 0, AppTypes.PriceDataType.Volume);
this.Volume.Add2Top(tmpData);
}
//Remove cached "Bars:
dataCache.Remove("Bars");
}
public override databases.baseDS.priceDataDataTable GetImportFromWeb(DateTime updateTime, databases.baseDS.exchangeDetailRow exchangeDetailRow)
{
try
{
databases.importDS.importPriceDataTable importPriceTbl;
metaStock meta = GetMeta();
if (meta == null)
{
return(null);
}
//try
//{
importPriceTbl = GetPriceFromWeb(updateTime, meta, exchangeDetailRow);
Imports.Libs.AddNewCode(exchangeDetailRow.marketCode, importPriceTbl, null);
databases.DbAccess.UpdateData(importPriceTbl);
////}
//catch (Exception er)
//{
// commonClass.SysLibs.WriteSysLog(common.SysSeverityLevel.Error, "SRV004 - Import price error", er);
// throw er;
//}
//try
//{
databases.baseDS.priceDataDataTable priceTbl = new databases.baseDS.priceDataDataTable();
Imports.Libs.AddImportPrice(importPriceTbl, priceTbl);
databases.DbAccess.UpdateData(priceTbl);
return(priceTbl);
//}
//catch (Exception er)
//{
// commonClass.SysLibs.WriteSysLog(common.SysSeverityLevel.Error, "SRV004 - Price Data table", er);
// throw er;
//}
}
catch (Exception er)
{
commonClass.SysLibs.WriteSysLog(common.SysSeverityLevel.Error, "SRV004 - GetImport From Web error", er);
return(null);
}
}
/// <summary>
/// Diagnose price data for abnomal variance in price
/// </summary>
/// <param name="priceDataTbl"></param>
/// <param name="checkVariancePerc"></param>
/// <param name="checkVariance"></param>
/// <param name="precision"></param>
/// <param name="priceDiagnoseTbl"></param>
public static void DiagnosePrice_CloseAndNextOpen(databases.baseDS.priceDataDataTable priceDataTbl,
double checkVariancePerc, double checkVariance, byte precision, databases.tmpDS.priceDiagnoseDataTable priceDiagnoseTbl)
{
string dataFld1 = priceDataTbl.closePriceColumn.ColumnName;
string dataFld2 = priceDataTbl.openPriceColumn.ColumnName;
databases.baseDS.priceDataRow priceRow1, priceRow2;
databases.tmpDS.priceDiagnoseRow priceDiagnoseRow;
DataView myView = new DataView(priceDataTbl);
myView.Sort = priceDataTbl.onDateColumn.ColumnName;
double d1, d2, variancePerc;
for (int idx = 1; idx < myView.Count; idx++)
{
d1 = double.Parse(myView[idx - 1][dataFld1].ToString());
d2 = double.Parse(myView[idx][dataFld2].ToString());
if (d1 == 0)
{
continue;
}
variancePerc = (d2 / d1) - 1;
//if (Math.Abs(d2 - d1) <= checkVariance ||
if (Math.Abs(Math.Round(variancePerc, precision)) <= checkVariancePerc)
{
continue;
}
priceRow1 = (databases.baseDS.priceDataRow)myView[idx - 1].Row;
priceRow2 = (databases.baseDS.priceDataRow)myView[idx].Row;
priceDiagnoseRow = priceDiagnoseTbl.NewpriceDiagnoseRow();
priceDiagnoseRow.code = priceRow2.stockCode;
priceDiagnoseRow.date1 = priceRow1.onDate;
priceDiagnoseRow.date2 = priceRow2.onDate;
priceDiagnoseRow.price1 = d1;
priceDiagnoseRow.price2 = d2;
priceDiagnoseRow.variance = variancePerc;
priceDiagnoseTbl.AddpriceDiagnoseRow(priceDiagnoseRow);
}
}
public override databases.baseDS.priceDataDataTable GetImportFromWeb(DateTime updateTime, databases.baseDS.exchangeDetailRow exchangeDetailRow)
{
try
{
databases.importDS.importPriceDataTable importPriceTbl;
metaStock meta = GetMeta();
if (meta == null) return null;
//try
//{
importPriceTbl = GetPriceFromWeb(updateTime, meta, exchangeDetailRow);
Imports.Libs.AddNewCode(exchangeDetailRow.marketCode, importPriceTbl, null);
databases.DbAccess.UpdateData(importPriceTbl);
////}
//catch (Exception er)
//{
// commonClass.SysLibs.WriteSysLog(common.SysSeverityLevel.Error, "SRV004 - Import price error", er);
// throw er;
//}
//try
//{
databases.baseDS.priceDataDataTable priceTbl = new databases.baseDS.priceDataDataTable();
Imports.Libs.AddImportPrice(importPriceTbl, priceTbl);
databases.DbAccess.UpdateData(priceTbl);
return priceTbl;
//}
//catch (Exception er)
//{
// commonClass.SysLibs.WriteSysLog(common.SysSeverityLevel.Error, "SRV004 - Price Data table", er);
// throw er;
//}
}
catch (Exception er)
{
commonClass.SysLibs.WriteSysLog(common.SysSeverityLevel.Error, "SRV004 - GetImport From Web error", er);
return null;
}
}
public override databases.baseDS.priceDataDataTable GetImportFromWeb(DateTime updateTime, databases.baseDS.exchangeDetailRow exchangeDetailRow)
{
// Different culture has differebr strt of week, ie in VN culture : start of week is Monday (not Sunday)
if (myCulture == null)
myCulture = application.AppLibs.GetCulture(exchangeDetailRow.culture);
databases.importDS.importPriceDataTable importPriceTbl = new databases.importDS.importPriceDataTable();
ForexData goldData = ImportKitco(exchangeDetailRow.address);
if (null == goldData) { return null; }
AddImportRow(updateTime, goldData, false, importPriceTbl);
Imports.Libs.AddNewCode(exchangeDetailRow.marketCode, importPriceTbl, null);
databases.DbAccess.UpdateData(importPriceTbl);
databases.baseDS.priceDataDataTable priceTbl = new databases.baseDS.priceDataDataTable();
Imports.Libs.AddImportPrice(importPriceTbl, priceTbl);
databases.DbAccess.UpdateData(priceTbl);
return priceTbl;
}
private void loadPriceBtn_Click(object sender, EventArgs e)
{
try
{
this.ShowMessage("");
if (!DataValid_Edit())
{
return;
}
loadPriceBtn.Enabled = false;
DateTime frDate = editFrDateEd.myDateTime;
DateTime toDate = editToDateEd.myDateTime;
System.Diagnostics.Stopwatch watch = new System.Diagnostics.Stopwatch();
watch.Start();
string timeScaleCode = AppTypes.TimeScaleTypeToCode(AppTypes.TimeScaleTypes.RealTime);
databases.baseDS.priceDataDataTable priceTbl = DataAccess.Libs.GetPriceData(dataCodeEd.Text.Trim(), timeScaleCode,
editFrDateEd.myDateTime, editToDateEd.myDateTime);
if (priceTbl == null)
{
return;
}
priceDataSource.DataSource = priceTbl;
priceDataSource.Sort = priceTbl.onDateColumn.ColumnName + " DESC";
watch.Stop();
this.ShowMessage(Languages.Libs.GetString("finished") + " : " + common.dateTimeLibs.TimeSpan2String(watch.Elapsed));
this.ShowReccount(priceDataSource.Count);
fullMode = true;
}
catch (Exception er)
{
this.ShowError(er);
}
finally
{
loadPriceBtn.Enabled = true;
}
}
public virtual bool ImportFromWeb(DateTime updateTime, databases.baseDS.exchangeDetailRow exchangeDetailRow)
{
try
{
databases.baseDS.priceDataDataTable priceTbl = GetImportFromWeb(updateTime, exchangeDetailRow);
if (priceTbl == null)
{
return(false);
}
// Different culture has different start of week, ie in VN culture : start of week is Monday (not Sunday)
CultureInfo exchangeCulture = application.AppLibs.GetExchangeCulture(exchangeDetailRow.marketCode);
databases.AppLibs.AggregatePriceData(priceTbl, exchangeCulture, null);
return(true);
}
catch (Exception er)
{
//retVal = false;
commonClass.SysLibs.WriteSysLog(common.SysSeverityLevel.Error, "SRV004", er);
return(false);
}
}
private void loadPriceBtn_Click(object sender, EventArgs e)
{
try
{
this.ShowMessage("");
if (!DataFixValid())
{
return;
}
loadPriceBtn.Enabled = false;
DateTime toDate = dataToDateEd.myDateTime;
decimal weight = (decimal)adjustWeightEd.Value;
System.Diagnostics.Stopwatch watch = new System.Diagnostics.Stopwatch();
watch.Start();
databases.baseDS.priceDataDataTable priceTbl = DataAccess.Libs.GetPriceData(dataCodeEd.Text.Trim(), dataTimeScaleCb.myValue.Code,
Settings.sysStartDataDate, toDate.AddDays(1));
if (priceTbl == null)
{
return;
}
priceDataSource.DataSource = priceTbl;
priceDataSource.Sort = priceTbl.onDateColumn.ColumnName + " DESC";
watch.Stop();
this.ShowMessage(Languages.Libs.GetString("finished") + " : " + common.dateTimeLibs.TimeSpan2String(watch.Elapsed));
this.ShowReccount(priceDataSource.Count);
fullMode = true;
}
catch (Exception er)
{
this.ShowError(er);
}
finally
{
loadPriceBtn.Enabled = true;
}
}
private static void AjustPriceDataDN(databases.baseDS.priceDataDataTable priceTbl, DateTime toDate, decimal weight)
{
if (weight == 0 || priceTbl == null)
{
return;
}
byte precisionPrice = common.system.GetPrecisionFromMask(Settings.sysMaskPrice);
for (int idx = 0; idx < priceTbl.Count; idx++)
{
if (priceTbl[idx].RowState == DataRowState.Deleted)
{
continue;
}
if (priceTbl[idx].onDate > toDate)
{
continue;
}
priceTbl[idx].lowPrice = Math.Round(priceTbl[idx].lowPrice / weight, precisionPrice);
priceTbl[idx].highPrice = Math.Round(priceTbl[idx].highPrice / weight, precisionPrice);
priceTbl[idx].closePrice = Math.Round(priceTbl[idx].closePrice / weight, precisionPrice);
priceTbl[idx].openPrice = Math.Round(priceTbl[idx].openPrice / weight, precisionPrice);
}
}
public bool UpdatePriceData(ref databases.baseDS.priceDataDataTable priceDataTbl)
{
return(base.Channel.UpdatePriceData(ref priceDataTbl));
}
public static bool ImportFromCVS_BVSC(string csvFileName, string marketCode, CultureInfo dataCulture,
databases.baseDS.priceDataDataTable priceDataTbl, OnUpdatePriceData onUpdateDataFunc)
{
return(Imports.Libs.CSV_ImportParse(csvFileName, ',', common.dateTimeLibs.DateTimeFormats.YYMMDD,
marketCode, dataCulture, priceDataTbl, DoImportRow, onUpdateDataFunc, null));
}
public static void ReAggregatePriceData(string code, CultureInfo stockCulture, OnAggregateData onAggregateDataFunc)
{
//Load main pricedata
baseDS.priceDataDataTable priceTbl = new databases.baseDS.priceDataDataTable();
DbAccess.LoadData(priceTbl, AppTypes.MainDataTimeScale.Code, DateTime.MinValue, DateTime.MaxValue, code);
if (priceTbl == null) return;
//Delete all summ pricedata
DbAccess.DeletePriceSumData(code);
ClearLastClosePrices();
AggregatePriceData(priceTbl, stockCulture, onAggregateDataFunc);
priceTbl.Dispose();
}
public databases.baseDS.priceDataDataTable GetData_ByTimeScale_Code_FrDate(string timeScaleCode,string stockCode,DateTime fromDate)
{
try
{
databases.baseDS.priceDataDataTable tbl = new databases.baseDS.priceDataDataTable();
databases.DbAccess.LoadData(tbl, timeScaleCode, fromDate, stockCode);
return tbl;
}
catch (Exception ex)
{
WriteSysLogLocal("WS056", ex);
}
return null;
}
private int LoadDataLEFT()
{
DateTime toDate = myData.priceDataTbl[0].onDate.AddSeconds(-1);
DateTime frDate = toDate.AddDays(-10);
databases.baseDS.priceDataDataTable dataTbl = new databases.baseDS.priceDataDataTable();
databases.DbAccess.LoadData(dataTbl, cbTimeScale.myValue.Code, frDate, toDate, codeEd.Text.Trim());
if (dataTbl.Count > 0)
{
myData.Add2Top(dataTbl);
this.pricePane.myGraphObj.SetSeriesX(myData.DateTime.Values, Charts.AxisType.DateAsOrdinal);
this.volumePanel.myGraphObj.SetSeriesX(myData.DateTime.Values, Charts.AxisType.DateAsOrdinal);
lineCurve = this.pricePane.myGraphObj.ReDrawCurveLine(lineCurve, myData.Close.Values);
}
return dataTbl.Count;
}
public static double[] GetDataList(databases.baseDS.priceDataDataTable dataTbl, int startIdx, AppTypes.PriceDataType type)
{
return(GetDataList(dataTbl, startIdx, dataTbl.Count - 1, type));
}
public static double[] GetDataList(databases.baseDS.priceDataDataTable dataTbl, int startIdx, int endIdx, AppTypes.PriceDataType type)
{
double[] data = new double[endIdx - startIdx + 1];
switch (type)
{
case AppTypes.PriceDataType.High:
for (int i = startIdx, j = 0; i <= endIdx; i++, j++)
{
if (dataTbl[i].RowState == System.Data.DataRowState.Deleted)
{
continue;
}
data[j] = (double)dataTbl[i].highPrice;
}
break;
case AppTypes.PriceDataType.Low:
for (int i = startIdx, j = 0; i <= endIdx; i++, j++)
{
if (dataTbl[i].RowState == System.Data.DataRowState.Deleted)
{
continue;
}
data[j] = (double)dataTbl[i].lowPrice;
}
break;
case AppTypes.PriceDataType.Open:
for (int i = startIdx, j = 0; i <= endIdx; i++, j++)
{
if (dataTbl[i].RowState == System.Data.DataRowState.Deleted)
{
continue;
}
data[j] = (double)dataTbl[i].openPrice;
}
break;
case AppTypes.PriceDataType.Close:
for (int i = startIdx, j = 0; i <= endIdx; i++, j++)
{
if (dataTbl[i].RowState == System.Data.DataRowState.Deleted)
{
continue;
}
data[j] = (double)dataTbl[i].closePrice;
}
break;
case AppTypes.PriceDataType.Volume:
for (int i = startIdx, j = 0; i <= endIdx; i++, j++)
{
if (dataTbl[i].RowState == System.Data.DataRowState.Deleted)
{
continue;
}
data[j] = (double)dataTbl[i].volume;
}
break;
case AppTypes.PriceDataType.DateTime:
for (int i = startIdx, j = 0; i <= endIdx; i++, j++)
{
if (dataTbl[i].RowState == System.Data.DataRowState.Deleted)
{
continue;
}
data[j] = dataTbl[i].onDate.ToOADate();
}
break;
default:
common.system.ThrowException("Invalid dataField in MakeDataList()"); break;
}
return(data);
}
//Use the idea from http://www.codeproject.com/KB/database/CsvReader.aspx by Sebastien Lorion
public static bool CSV_ImportParse(string csvFileName, char delimiter,
common.dateTimeLibs.DateTimeFormats dateDataFormat,
string marketCode, CultureInfo dataCulture,
databases.baseDS.priceDataDataTable priceDataTbl,
ImportRowHandler ImportRowFunc,
OnUpdatePriceData onUpdateDataFunc,
OnEndImportPriceData onEndImportFunc)
{
importStat myImportStat = new importStat();
myImportStat.Reset();
myImportStat.dateDataFormat = dateDataFormat;
myImportStat.srcCulture = dataCulture;
databases.baseDS.stockCodeDataTable stockCodeTbl = new databases.baseDS.stockCodeDataTable();
databases.baseDS.priceDataRow priceDataRow;
DataRowView[] foundRows;
databases.DbAccess.LoadData(stockCodeTbl, AppTypes.CommonStatus.Enable);
DataView stockCodeView = new DataView(stockCodeTbl);
stockCodeView.Sort = stockCodeTbl.codeColumn.ColumnName;
bool fCanceled = false;
DateTime lastPriceDate = common.Consts.constNullDate;
importOHLCV data;
// open the file "data.csv" which is a CSV file with headers
using (CsvReader csv = new CsvReader(new StreamReader(csvFileName), true, delimiter))
{
// missing fields will not throw an exception,
// but will instead be treated as if there was a null value
csv.MissingFieldAction = MissingFieldAction.ReplaceByNull;
int fieldCount = csv.FieldCount;
if (fieldCount < 7)
{
return(false);
}
while (csv.ReadNextRecord())
{
Application.DoEvents();
myImportStat.dataCount++;
data = ImportRowFunc(csv, myImportStat);
if (myImportStat.cancel)
{
fCanceled = true; break;
}
if (data == null)
{
myImportStat.errorCount++;
continue;
}
//Assume that all price must be valid
if (data.Open <= 0 || data.High <= 0 || data.Low <= 0 || data.Close <= 0)
{
continue;
}
foundRows = stockCodeView.FindRows(data.code);
if (foundRows.Length == 0)
{
//Try to add new stock code
Libs.AddNewCode(data.code, marketCode, stockCodeTbl);
databases.DbAccess.UpdateData(stockCodeTbl);
}
// Ignore all data that was in database
//if (!foundLastPriceDate)
//{
// lastPriceDate = FindLastPriceDate(data.code);
// foundLastPriceDate = true;
//}
if (lastPriceDate != common.Consts.constNullDate && data.dateTime <= lastPriceDate)
{
continue;
}
if (priceDataTbl.FindBystockCodeonDate(data.code, data.dateTime) != null)
{
myImportStat.errorCount++;
continue;
}
myImportStat.updateCount++;
priceDataRow = priceDataTbl.NewpriceDataRow();
databases.AppLibs.InitData(priceDataRow);
priceDataRow.stockCode = data.code;
priceDataRow.onDate = data.dateTime;
//Try to fix some error in data
priceDataRow.openPrice = (decimal)data.Open;
priceDataRow.highPrice = (decimal)data.High;
priceDataRow.lowPrice = (decimal)data.Low;
priceDataRow.closePrice = (decimal)data.Close;
priceDataRow.volume = (decimal)data.Volume;
priceDataTbl.AddpriceDataRow(priceDataRow);
if (onUpdateDataFunc != null)
{
onUpdateDataFunc(priceDataRow, myImportStat);
}
}
}
if (fCanceled)
{
priceDataTbl.Clear();
return(false);
}
if (onEndImportFunc != null)
{
onEndImportFunc(priceDataTbl);
}
return(true);
}
public databases.baseDS.priceDataDataTable GetPriceData(string stockCode, string timeScaleCode,DateTime frDate,DateTime toDate)
{
try
{
databases.baseDS.priceDataDataTable priceDataTbl = new databases.baseDS.priceDataDataTable();
databases.DbAccess.LoadData(priceDataTbl, timeScaleCode, frDate, toDate, stockCode);
return priceDataTbl;
}
catch (Exception ex)
{
WriteSysLogLocal("WS053", ex);
}
return null;
}
public static void AddImportPrice(databases.importDS.importPriceDataTable importPriceTbl,
databases.baseDS.priceDataDataTable priceDataTbl)
{
AddImportPrice(importPriceTbl, myDailyData, priceDataTbl);
}
private void DoAggregate(databases.baseDS.priceDataDataTable tbl, CultureInfo CultureInfo)
{
databases.AppLibs.AggregatePriceData(tbl, CultureInfo, onAggregateData);
}
/// <summary>
/// Updated data from the last read/update point
/// </summary>
/// <param name="dataObj"></param>
/// <returns></returns>
public static int UpdateAnalysisData(AnalysisData dataObj)
{
int lastDataIdx = dataObj.priceDataTbl.Count - 1;
DateTime lastDateTime;
if (lastDataIdx < 0) lastDateTime = Settings.sysStartDataDate;
else lastDateTime = dataObj.priceDataTbl[lastDataIdx].onDate;
databases.baseDS.priceDataDataTable tbl = new databases.baseDS.priceDataDataTable();
databases.DbAccess.LoadData(tbl, dataObj.DataTimeScale.Code, lastDateTime, dataObj.DataStockCode);
if (tbl.Count > 0)
{
//Delete the last data because the updated data will include this one.
if (lastDataIdx >= 0)
{
dataObj.priceDataTbl[lastDataIdx].ItemArray = tbl[0].ItemArray;
common.system.Concat(tbl, 1, dataObj.priceDataTbl);
}
else common.system.Concat(tbl, 0, dataObj.priceDataTbl);
}
return dataObj.priceDataTbl.Count - 1 - lastDataIdx;
}
public override databases.baseDS.priceDataDataTable GetImportFromWeb(DateTime updateTime, databases.baseDS.exchangeDetailRow exchangeDetailRow)
{
if (!GetData(exchangeDetailRow, ref hnIdx, ref hnIdx30)) return null;
databases.importDS.importPriceDataTable importPriceTbl = new databases.importDS.importPriceDataTable();
AddImportRow(updateTime, hnIdx, true, importPriceTbl);
//AddImportRow(updateTime, vn30Idx, false, importPriceTbl);
Imports.Libs.AddNewCode(exchangeDetailRow.marketCode, importPriceTbl, null);
databases.DbAccess.UpdateData(importPriceTbl);
databases.baseDS.priceDataDataTable priceTbl = new databases.baseDS.priceDataDataTable();
Imports.Libs.AddImportPrice(importPriceTbl, priceTbl);
databases.DbAccess.UpdateData(priceTbl);
return priceTbl;
}
private void saveDataBtn_Click(object sender, EventArgs e)
{
const short constNumberOfRowInBatchToSave = 500;
try
{
this.ShowMessage("");
//if (!DataFixValid()) return;
saveDataBtn.Enabled = false;
common.system.ShowCurrorWait();
System.Diagnostics.Stopwatch watch = new System.Diagnostics.Stopwatch();
watch.Start();
//Only update changed data
databases.baseDS.priceDataDataTable tbl = new databases.baseDS.priceDataDataTable();
databases.baseDS.priceDataDataTable sourceTbl = (databases.baseDS.priceDataDataTable)priceDataSource.DataSource;
progressBar.Visible = true;
progressBar.Value =0;
progressBar.Maximum = sourceTbl.Count;
int batchCount = Settings.sysNumberOfItemsInBatchProcess;
for (int idx = 0; idx < sourceTbl.Count; idx++)
{
progressBar.Value++;
Application.DoEvents();
if (sourceTbl[idx].RowState == DataRowState.Unchanged) continue;
tbl.ImportRow(sourceTbl[idx]);
batchCount--;
if (batchCount == 0)
{
DataAccess.Libs.UpdateData(tbl);
tbl.Clear();
batchCount = constNumberOfRowInBatchToSave;
}
}
DataAccess.Libs.UpdateData(tbl);
sourceTbl.AcceptChanges();
watch.Stop();
this.ShowMessage(Languages.Libs.GetString("finished") + " : " + tbl.Count.ToString() +" - " + common.dateTimeLibs.TimeSpan2String(watch.Elapsed) );
}
catch (Exception er)
{
this.ShowError(er);
}
finally
{
common.system.ShowCurrorDefault();
saveDataBtn.Enabled = true;
progressBar.Visible = false;
}
}
private void testAdjustDataBtn_Click(object sender, EventArgs e)
{
try
{
this.ShowMessage("");
testAdjustDataBtn.Enabled = false;
common.system.ShowCurrorWait();
DateTime toDate = dataToDateEd.myDateTime;
decimal weight = (decimal)adjustWeightEd.Value;
databases.baseDS.priceDataDataTable priceTbl = (priceDataSource.DataSource as databases.baseDS.priceDataDataTable);
if (priceTbl == null)
{
return;
}
//Only adjust before the specified date
if (weight > 0)
{
//weight = (1+weight)/100;
for (int idx = 0; idx < priceTbl.Count; idx++)
{
if (priceTbl[idx].RowState == DataRowState.Deleted)
{
continue;
}
if (priceTbl[idx].onDate >= toDate)
{
continue;
}
priceTbl[idx].lowPrice *= weight;
priceTbl[idx].highPrice *= weight;
priceTbl[idx].closePrice *= weight;
priceTbl[idx].openPrice *= weight;
}
}
else
{
weight = -weight;
for (int idx = 0; idx < priceTbl.Count; idx++)
{
if (priceTbl[idx].RowState == DataRowState.Deleted)
{
continue;
}
if (priceTbl[idx].onDate >= toDate)
{
continue;
}
priceTbl[idx].lowPrice /= weight;
priceTbl[idx].highPrice /= weight;
priceTbl[idx].closePrice /= weight;
priceTbl[idx].openPrice /= weight;
}
}
}
catch (Exception er)
{
this.ShowError(er);
}
finally
{
testAdjustDataBtn.Enabled = true;
common.system.ShowCurrorDefault();
}
}
public databases.tmpDS.priceDiagnoseDataTable DiagnosePrice_CloseAndNextOpen(DateTime frDate, DateTime toDate, string timeScaleCode,
string exchangeCode,string code, double variancePerc, double variance,byte precision)
{
try
{
databases.baseDS.priceDataDataTable priceDataTbl = new databases.baseDS.priceDataDataTable();
databases.tmpDS.priceDiagnoseDataTable priceDiagnoseTbl = new databases.tmpDS.priceDiagnoseDataTable();
if (code != null && code.Trim() != "")
{
priceDataTbl.Clear();
databases.DbAccess.LoadData(priceDataTbl, timeScaleCode, frDate, toDate, code.Trim());
application.AppLibs.DiagnosePrice_CloseAndNextOpen(priceDataTbl, variancePerc, variance,precision, priceDiagnoseTbl);
}
else
{
databases.tmpDS.stockCodeDataTable codeTbl = new databases.tmpDS.stockCodeDataTable();
databases.DbAccess.LoadStockCode_ByStockExchange(codeTbl, exchangeCode, AppTypes.CommonStatus.Enable);
for (int idx = 0; idx < codeTbl.Count; idx++)
{
priceDataTbl.Clear();
databases.DbAccess.LoadData(priceDataTbl, timeScaleCode, frDate, toDate, codeTbl[idx].code);
application.AppLibs.DiagnosePrice_CloseAndNextOpen(priceDataTbl, variancePerc, variance,precision, priceDiagnoseTbl);
}
codeTbl.Dispose();
}
priceDataTbl.Dispose();
return priceDiagnoseTbl;
}
catch (Exception ex)
{
WriteSysLogLocal("WS088", ex);
}
return null;
}
