public void AddRegressionJobBar(int regressionJobUd, int index, Bar bar)
{
datsys.RegressionJobBars.Add(new RegressionJobBar
{
RegressionJobId = regressionJobUd,
BarIndex = index,
BarMin = bar.BarMin,
BarMax = bar.BarMax
});
datsys.SaveChanges();
}
private static void OnRegressionJobFinished(int reference)
{
Console.WriteLine("Processing last day's regression job with id: {0}", currentJob.RegressionJobId);
_dataManager.SetRegressionJobToFinish(currentJob.RegressionJobId);
JobDataManager jobdataMgr = new JobDataManager();
foreach (BarDataStat barDataStat in m_JobStat.Bars)
{
DataEntity.Bar barData = new DataEntity.Bar();
barData.BarMin = (float)Convert.ToDecimal(barDataStat.Bar.Min);
barData.BarMax = (float)Convert.ToDecimal(barDataStat.Bar.Max);
jobdataMgr.AddRegressionJobBar(m_JobStat.JobId, barDataStat.Index, barData);
}
//save the tickdatas//TODO: TICK DATA SHOULD NOT BE DOUBLY STORED BUT READ FROM THE TICK DB
/* jobdataMgr.AddRegressionJobTickDatas(m_JobStat.GetAllTickDatas()
* .Where(x=>x.Item2.Ask>0 || x.Item2.Bid>0)
* .Select(x => new DataEntity.RegressionJobTickData
* {
* RegressionJobId = m_JobStat.JobId,
* BarIndex = x.Item1,
* Ask = (float?)x.Item2.Ask,
* AskQty = (float?)x.Item2.AskQty,
* BidQty = (float?)x.Item2.BidQty,
* Bid = (float?)x.Item2.Bid
* }).ToList());*/
//add entry signals
jobdataMgr.AddEntrySignals(m_JobStat.GetEntrySignals().Select(x => new DataEntity.RegressionJobTradeSignal
{
BarIndex = x.BarIndex,
RegressionJobId = m_JobStat.JobId
}).ToList());
//add trade positions
jobdataMgr.AddTradeSignals(m_JobStat.GetTradeSignals().Select(x => new DataEntity.RegressionJobTradePosition
{
RegressionJobId = m_JobStat.JobId,
BarIndex = x.BarIndex,
Reference = x.Reference,
Direction = x.TradePosition.Direction.ToString(),
Lots = x.TradePosition.Lots,
Price = (float)x.TradePosition.Price,
Stop = (float)x.TradePosition.Stop,
Target = (float)x.TradePosition.Target,
TradePositionType = x.PositionType
}).ToList());
//add equity
jobdataMgr.AddEquity(m_JobStat.GetEquityStats().Select(x => new DataEntity.RegressionJobsEquity
{
RegressionJobId = m_JobStat.JobId,
Reference = x.Reference,
Pnl = (float)x.PnL
}).ToList());
//wait for 30 seconds to ensure last date data is regressed //TODO: Tick data type for all published
Thread.Sleep(30000);
//saves the stat data in the database
// var serializer=new StringSerializer();
// string serialized= serializer.Serialize(m_JobStat);
// DataManager.AddRegressionJobStat(currentJob.RegressionJobId, serialized);
m_RegressionEndFlagEvent.Set();
Console.WriteLine("Finished regression job with id: {0}", currentJob.RegressionJobId);
Console.WriteLine("...............................................................................");
}
