static void Main(string[] args)
{
//BarDay.LoadYear(2016);
BarDay.LoadDay(2015, 11, 13);
float[][] arrs = new float[4][];
arrs[0] = BarDay.arr;
arrs[1] = BarDay.arr5;
arrs[2] = BarDay.arr15;
arrs[3] = BarDay.arr390;
BarDay.dates = new string[] { "11/13/2015" };
List <IBarDay> bdlist = new List <IBarDay>();
for (int i = 0; i < BarDay.symbols.Count(); i++)
{
for (int j = 0; j < BarDay.dates.Count(); j++)
{
bdlist.Add(new BarDay(j, i));
}
}
Test t = new MyTest.MyTest();
//ILookup<DateTime, IBarDay> bdl = bdlist.ToLookup(k => DateTime.Parse("01/02/1998"));
//t.Container = new TestContainer();
Test.type = typeof(MyTest.MyTest);
System.Diagnostics.Stopwatch sw = System.Diagnostics.Stopwatch.StartNew();
t.run(bdlist.ToArray(), BarDay.symbols, BarDay.dates, arrs, null, null);
sw.Stop();
Console.WriteLine(sw.ElapsedMilliseconds);
List <string> testr = new List <string>();
foreach (TestResult tr in Test.testResults)
{
testr.Add(tr.ToString());
}
File.WriteAllLines(@"c:\src\r.txt", testr);
File.WriteAllLines(@"c:\src\m.txt", Test.results);
//tc.type = typeof(MyTest);
//TestResult tr = tc.TestDay(bdl, DateTime.Parse("01/02/1998"));
PostToGoogle(new string[] { "a b c d e f g h i j" });
}
static void setup(int year, int month)
{
string filter = $@"{year.ToString("0000")}{month.ToString("00")}*.bin";
string[] files = Directory.GetFiles($@"{minuteData}", filter);
files = (from f in files where f.EndsWith(".bin") select f).ToArray();
foreach (string file in files)
{
var ymd = getymd(file);
BarDay.LoadDay(ymd.Item1, ymd.Item2, ymd.Item3);
float[] tarr = BarDay.arr;
BarDay.LoadDay(ymd.Item1, ymd.Item2, ymd.Item3, true);
string date = $"{ymd.Item2.ToString("00")}/{ymd.Item3.ToString("00")}/{ymd.Item1.ToString("0000")}";
List <IBarDay> bdlist = new List <IBarDay>();
for (int i = 0; i < BarDay.symbols.Count(); i++)
{
BarDay.dates = new string[] { date };
for (int j = 0; j < BarDay.dates.Count(); j++)
{
bdlist.Add(new BarDay(j, i));
}
}
string prev = Utility.GetTradingDay(date, -1);
string nxt = Utility.GetTradingDay(date, 1);
Dictionary <string, IDayCandle> prevDay = Utility.LoadDayCandles(prev, BarDay.symbols);
Dictionary <string, IDayCandle> nxtDay = Utility.LoadDayCandles(nxt, BarDay.symbols);
Dictionary <string, IDayCandle> today = Utility.LoadDayCandles(date, BarDay.symbols);
dictionary[date] = new TestDay()
{
arr = tarr, symbols = BarDay.symbols, bdlist = bdlist, ndArr = BarDay.arr, nextDay = nxtDay, prevDay = prevDay, toDay = today
};
}
//arrs[0] = BarDay.arr;
//arrs[1] = BarDay.arr5;
//arrs[2] = BarDay.arr15;
//arrs[3] = BarDay.arr390;
}
static void Main(string[] args)
{
string btd = Environment.GetEnvironmentVariable("BackTestDir");
btd = @"e:\";
int buildArgs = 1;
if (buildArgs == 1)
{
string[] strings = File.ReadAllLines(@"c:\users\scott\Downloads\er_nyse.csv");
string[] strings1 = File.ReadAllLines(@"c:\users\scott\Downloads\er_nsdq.csv");
List <string> allStrings = new List <string>(strings);
allStrings.AddRange(strings1);
strings = allStrings.ToArray();
//strings = (from st in strings where st.Split(',').Count() > 1 select $"{st.Split(',')[0]},{st.Split(',')[1].Split(' ')[0]}").ToArray();
string[][] tokArray = (from st in strings select st.Split(',')).ToArray();
tokArray = (from t in tokArray where t.Length == 8 select t).ToArray();
tokArray = tokArray.Skip(1).ToArray();
tokArray = (from t in tokArray where t[3] == "B" select t).ToArray();
var groups = tokArray.GroupBy(k => k[2].Split(' ')[0]);
//string[] allDays = Directory.GetFiles($@"{btd}daysbydate");
//allDays = (from d in allDays select d.Split('.')[0].Split('\\').Last()).ToArray();
//allDays = (from d in allDays select $"{d.Substring(4, 2)}/{d.Substring(6, 2)}/{d.Substring(0, 4)}").ToArray();
//Array.Sort(allDays);
foreach (var g in groups)
{
string date = g.Key;
date = date.Split(' ')[0];
string[] dateToks = date.Split('/');
date = $@"{ Int32.Parse(dateToks[0]).ToString("00")}/{Int32.Parse(dateToks[1]).ToString("00")}/{Int32.Parse(dateToks[2]).ToString("0000")}";
string[][] toka = g.ToArray();
string[] symbols = (from tok in toka select tok[1]).ToArray();
Array.Sort(symbols);
BarDay.BuildEarningsBin(date, symbols);
//string tdate = $"{date.Split('/')[2]}{date.Split('/')[0]}{date.Split('/')[1]}";
//int index = Array.BinarySearch(allDays, tdate);
string prevDate = Utility.GetTradingDay(date, 1);
if (prevDate != null)
{
//string d = allDays[index + 1];
BarDay.BuildEarningsBin(prevDate, symbols, "nd", date);
}
else
{
Console.WriteLine("next day not found");
}
}
//BarDay.BuildEarningsBin("01/26/2016", new string[] { "AAPL", "SCHW" });
return;
}
//byte[] b = File.ReadAllBytes(@"c:\src\data\1.bin");
//DLChecker(@"f:\dl2");
//return;
//foreach (string symfn in Directory.GetFiles(@"f:\dl2\"))
//{
// string sym = symfn.Split('\\').Last();
// sym = sym.Substring(0, sym.Length - 4);
// BarDay.BreakFileIntoMonths(sym);
//}
//return;
//BarDay.BreakFileIntoMonths("IMNP");
BarDay.BuildMonthBin2(args[0]);
return;
foreach (string dir in Directory.GetDirectories($@"{btd}rawdata\2016"))
{
BarDay.BuildMonthBin(dir);
}
ushort s = dtoi(658.99);
//BarDay.BuildAllBins();
for (int i = 2016; i < 2017; i++)
{
BarDay.BuildConsolidatedBarsyy($@"c:\src\data\{i}.bin", $@"c:\src\data\{i}.sym", $@"c:\src\data\{i}.dates", 5);
BarDay.BuildConsolidatedBarsyy($@"c:\src\data\{i}.bin", $@"c:\src\data\{i}.sym", $@"c:\src\data\{i}.dates", 15);
BarDay.BuildConsolidatedBarsyy($@"c:\src\data\{i}.bin", $@"c:\src\data\{i}.sym", $@"c:\src\data\{i}.dates", 390);
BarDay.validateBinConsolidatedFile($@"c:\src\data\{i}.bin5", $@"c:\src\data\{i}.sym", $@"c:\src\data\{i}.dates", 5);
BarDay.validateBinConsolidatedFile($@"c:\src\data\{i}.bin15", $@"c:\src\data\{i}.sym", $@"c:\src\data\{i}.dates", 15);
BarDay.validateBinConsolidatedFile($@"c:\src\data\{i}.bin390", $@"c:\src\data\{i}.sym", $@"c:\src\data\{i}.dates", 390);
}
return;
//BarDay.validateBinFile(@"c:\src\data\1998.bin", @"c:\src\data\1998.sym",@"c:\src\data\1998.dates");
BarDay.BuildConsolidatedBars(@"c:\src\data\1998.bin", @"c:\src\data\1998.sym", @"c:\src\data\1998.dates", 5);
BarDay.validateBinConsolidatedFile(@"c:\src\data\1998.bin5", @"c:\src\data\1998.sym", @"c:\src\data\1998.dates", 5);
BarDay.BuildConsolidatedBars(@"c:\src\data\1998.bin", @"c:\src\data\1998.sym", @"c:\src\data\1998.dates", 15);
BarDay.validateBinConsolidatedFile(@"c:\src\data\1998.bin15", @"c:\src\data\1998.sym", @"c:\src\data\1998.dates", 15);
BarDay.BuildConsolidatedBars(@"c:\src\data\1998.bin", @"c:\src\data\1998.sym", @"c:\src\data\1998.dates", 390);
BarDay.validateBinConsolidatedFile(@"c:\src\data\1998.bin390", @"c:\src\data\1998.sym", @"c:\src\data\1998.dates", 390);
}
static void Main(string[] args)
{
HttpListener list = new HttpListener();
string url = $"http://*****:*****@"c:\src\MyTest\Mytest\bin\debug\mytest.dll");
Type ty = null;
try
{
a = GetAssembly();
ty = a.GetType("MyTest.MyTest");
} catch (Exception e)
{
continue;
}
StreamWriter sw = new StreamWriter(ctx.Response.OutputStream);
Test.messages.Clear();
Test.testResults.Clear();
Test.results.Clear();
foreach (string date in dictionary.Keys)
{
TestDay td = dictionary[date];
BarDay.symbols = td.symbols;
arrs[0] = td.arr;
string testdate = date;
Test t = (Test)Activator.CreateInstance(ty);// null; //new MyTest();
BarDay.arr = td.arr;
if (t.testNextDay)
{
testdate = Utility.GetTradingDay(date, 1);
BarDay.arr = td.ndArr;
}
BarDay.dates = new string[] { testdate };
//ILookup<DateTime, IBarDay> bdl = bdlist.ToLookup(k => DateTime.Parse("01/02/1998"));
//t.Container = new TestContainer();
//Test.type = typeof(MyTest);
//Test.type = typeof(Test);
Test.type = ty;
//System.Diagnostics.Stopwatch sw = System.Diagnostics.Stopwatch.StartNew();
Console.WriteLine($"running {date} {i}");
sw.WriteLine($"Testing version {t.GetVerion()}");
BarDay.bdinit();
Dictionary <string, Dictionary <string, IDayCandle> > prev = new Dictionary <string, Dictionary <string, IDayCandle> >();
prev[testdate] = td.prevDay;
Dictionary <string, Dictionary <string, IDayCandle> > today = new Dictionary <string, Dictionary <string, IDayCandle> >();
today[testdate] = td.toDay;
t.run(td.bdlist.ToArray(), BarDay.symbols, BarDay.dates, arrs, prev, today);
//Test.results.Clear();
}
string d = "nodate";
foreach (string s in Test.messages)
{
//Console.WriteLine(s);
sw.WriteLine($"Message^{d}^{s}");
}
foreach (string s in Test.results)
{
//Console.WriteLine(s);
sw.WriteLine($"results^{d}^{s}");
}
foreach (TestResult s in Test.testResults)
{
//Console.WriteLine(s.ToString());
sw.WriteLine($"testResults^{d}^{s}");
}
string dir = ctx.Request.Url.AbsolutePath;
//StreamWriter sw = new StreamWriter(ctx.Response.OutputStream);
sw.Write(dir);
sw.Flush();
ctx.Response.Close();
}
}
