/// <summary>
/// Constructor with all data
/// </summary>
/// <param name="d"></param>
public GenericStrategy(AnalysisData d)
{
this.data = d;
this.adviceInfo = new TradePoints();
this.last_position = 0;
this.trailing_stop = -1;
}
override public TradePoints Execute(application.Data data, int[] parameters)
{
//application.Data vnidxData1 = data.New("^VNINDEX");
adviceInfo = new TradePoints();
DataSeries minusDmi_14 = new Indicators.MinusDI(data.Bars, parameters[0], "");
DataSeries plusDmi_14 = new Indicators.PlusDI(data.Bars, parameters[1], "");
AppTypes.MarketTrend lastTrend = AppTypes.MarketTrend.Unspecified;
AppTypes.MarketTrend currentTrend = AppTypes.MarketTrend.Unspecified;
for (int idx = 0; idx < minusDmi_14.Count; idx++)
{
currentTrend = ((plusDmi_14[idx] > minusDmi_14[idx]) ? AppTypes.MarketTrend.Upward : AppTypes.MarketTrend.Downward);
if (lastTrend == AppTypes.MarketTrend.Downward && currentTrend == AppTypes.MarketTrend.Upward)
BuyAtClose(idx);
if (lastTrend == AppTypes.MarketTrend.Upward && currentTrend == AppTypes.MarketTrend.Downward)
SellAtClose(idx);
lastTrend = currentTrend;
}
return adviceInfo;
}
//public static int CreateTradeAlert()
//{
// CreateTradeAlert(null, null, null);
//}
public static int CreateTradeAlert(onProcessStart onStartFunc, onProcessItem onProcessItemFunc, onProcessEnd onEndFunc)
{
DateTime frDate = common.Consts.constNullDate;
DateTime toDate = DateTime.Now;
//Run all strategy analysis for all stocks.
databases.tmpDS.stockCodeDataTable stockCodeTbl = new databases.tmpDS.stockCodeDataTable();
databases.DbAccess.LoadData(stockCodeTbl, AppTypes.CommonStatus.Enable);
application.AnalysisData data = new application.AnalysisData();
data.DataTimeRange = AppTypes.TimeRanges.None;
data.DataMaxCount = Settings.sysGlobal.AlertDataCount;
TradeAlertItem[] tradeAlertList = new TradeAlertItem[0];
StringCollection strategyList = new StringCollection();
for (int idx = 0; idx < StrategyData.MetaList.Values.Length; idx++)
{
application.Strategy.StrategyMeta meta = (application.Strategy.StrategyMeta)StrategyData.MetaList.Values[idx];
if (meta.Type != AppTypes.StrategyTypes.Strategy)
{
continue;
}
strategyList.Add(((application.Strategy.StrategyMeta)StrategyData.MetaList.Values[idx]).Code);
}
if (onStartFunc != null)
{
onStartFunc(stockCodeTbl.Count);
}
DateTime alertDate;
DateTime alertFrDate = toDate.Date;
DateTime alertToDate = toDate;
for (int stockCodeIdx = 0; stockCodeIdx < stockCodeTbl.Count; stockCodeIdx++)
{
if (onProcessItemFunc != null)
{
if (!onProcessItemFunc(stockCodeTbl[stockCodeIdx].code))
{
break;
}
}
//foreach (AppTypes.TimeScale timeScale in AppTypes.myTimeScales) //???
AppTypes.TimeScale timeScale = AppTypes.TimeScaleFromType(AppTypes.TimeScaleTypes.Day);
{
data.DataStockCode = stockCodeTbl[stockCodeIdx].code;
data.DataTimeScale = timeScale;
data.LoadData();
for (int strategyIdx = 0; strategyIdx < strategyList.Count; strategyIdx++)
{
StrategyData.ClearCache();
TradePoints advices = application.Strategy.StrategyLibs.AnalysisStrategy(data, strategyList[strategyIdx].Trim());
if ((advices == null) || (advices.Count == 0))
{
continue;
}
//Only check the last advices for alert
TradePointInfo tradeInfo = (TradePointInfo)advices[advices.Count - 1];
alertDate = DateTime.FromOADate(data.DateTime[tradeInfo.DataIdx]);
//Ignore alerts that out of date range.
if (alertDate < alertFrDate || alertDate > alertToDate)
{
continue;
}
Array.Resize(ref tradeAlertList, tradeAlertList.Length + 1);
tradeAlertList[tradeAlertList.Length - 1] = new TradeAlertItem(stockCodeTbl[stockCodeIdx].code.Trim(), strategyList[strategyIdx].Trim(),
timeScale, alertDate,
data.Close[tradeInfo.DataIdx],
data.Volume[tradeInfo.DataIdx], tradeInfo);
}
}
}
//Create alerts in the day
int noAlertCreated = CreateTradeAlert(tradeAlertList);
//Save last lun date
//SaveLastRunTime(toDate);
if (onEndFunc != null)
{
onEndFunc();
}
stockCodeTbl.Dispose();
return(noAlertCreated);
}
/// <summary>
/// Draw tradepoints/recommendations for buy/sell decision
/// </summary>
protected void PlotStrategyTradepoints(application.TradePoints tradePoints, baseClass.controls.graphPanel toPanel)
{
ClearStrategyTradepoints(toPanel);
Charts.DrawCurve[] curveList = myCurveList.CurveInPane(toPanel.Name);
if (curveList.Length == 0)
{
return;
}
CurveItem curveItem = curveList[0].Curve;
TradePointInfo tradePointInfo;
for (int idx = 0; idx < tradePoints.Count; idx++)
{
tradePointInfo = (TradePointInfo)tradePoints[idx];
if (!tradePointInfo.isValid)
{
continue;
}
TextObj obj = new TextObj();
obj.FontSpec.Size = Settings.sysTradePointMarkerFontSize;
obj.FontSpec.IsBold = true;
obj.FontSpec.Border.IsVisible = true;
obj.FontSpec.Fill.IsVisible = true;
obj.FontSpec.Fill.Color = Settings.sysTradePointMarkerColorBG;
switch (toPanel.myGraphObj.myViewportState.myAxisType)
{
case Charts.AxisType.DateAsOrdinal:
obj.Location.X = tradePointInfo.DataIdx + 1;
break;
default:
obj.Location.X = curveItem.Points[tradePointInfo.DataIdx].X;
break;
}
obj.Location.Y = curveItem.Points[tradePointInfo.DataIdx].Y;
obj.Location.CoordinateFrame = CoordType.AxisXYScale;
obj.Location.AlignH = AlignH.Center;
switch (tradePointInfo.TradeAction)
{
case AppTypes.TradeActions.Buy:
case AppTypes.TradeActions.Accumulate:
obj.Text = Settings.sysTradePointMarkeBUY;
obj.FontSpec.FontColor = Settings.sysTradePointMarkerColorBUY;
break;
case AppTypes.TradeActions.Sell:
case AppTypes.TradeActions.ClearAll:
obj.Text = Settings.sysTradePointMarkerSELL;
obj.FontSpec.FontColor = Settings.sysTradePointMarkerColorSELL;
break;
default:
obj.Text = Settings.sysTradePointMarkerOTHER;
obj.FontSpec.FontColor = Settings.sysTradePointMarkerColorOTHER;
break;
}
toPanel.myGraphObj.myGraphPane.GraphObjList.Add(obj);
}
toPanel.myGraphObj.UpdateChart();
}
/// <summary>
/// Constructor with all data and parameter
/// </summary>
/// <param name="d"></param>
/// <param name="p"></param>
public GenericStrategy(AnalysisData d, Parameters p)
{
this.data = d;
this.parameters = p;
if (adviceInfo == null)
this.adviceInfo = new TradePoints();
this.last_position = 0;
this.trailing_stop = -1;
}
/// <summary>
/// constructor
/// </summary>
public GenericStrategy()
{
if (adviceInfo==null)
adviceInfo = new TradePoints();
}
//virtual public TradePoints Execute(AnalysisData data, double[] paras)
virtual public TradePoints Execute(AnalysisData data, double[] paras)
{
this.data = data;
parameters = new Parameters(paras);
//??Bug fixed by Dung 11 Nov 2011
if (adviceInfo == null)
adviceInfo = new TradePoints();
StrategyExecute();
return adviceInfo;
}
