public static int GetBuyIntValue(this BuySellStrategyType strategy)
{
if (strategy == BuySellStrategyType.N20 || strategy == BuySellStrategyType.MA20)
{
return(20);
}
if (strategy == BuySellStrategyType.N40 || strategy == BuySellStrategyType.MA40)
{
return(40);
}
if (strategy == BuySellStrategyType.N60 || strategy == BuySellStrategyType.MA60)
{
return(60);
}
if (strategy == BuySellStrategyType.MA120)
{
return(120);
}
if (strategy == BuySellStrategyType.MA240)
{
return(240);
}
return(0);
}
public StopLossEmailTemplate(string receipent, string stockID, string stockName, BuySellStrategyType strategy, decimal stopPriceInStrategy, decimal currentLowPrice)
{
ReceipentEmail = receipent;
_stockID = stockID;
_stockName = stockName;
_stopPriceInStrategy = stopPriceInStrategy;
_currentLowPrice = currentLowPrice;
_strategy = strategy;
}
public BreakDownEmailTemplate(string receipent, string stockID, string stockName, BuySellStrategyType strategy, decimal stopPriceInStrategy, decimal currentLowPrice)
{
ReceipentEmail = receipent;
_stockID = stockID;
_stockName = stockName;
_stopPriceInStrategy = stopPriceInStrategy;
_todayLowestPrice = currentLowPrice;
_strategy = strategy;
}
public BreakThroughEmailTemplate(string receipent, string stockID, string stockName, BuySellStrategyType strategy, decimal todayHighPrice, decimal highPriceInStrategy)
{
ReceipentEmail = receipent;
_stockID = stockID;
_stockName = stockName;
_todayHighPrice = todayHighPrice;
_highPriceInStrategy = highPriceInStrategy;
_strategy = strategy;
}
public MemberBuyStock(string memberEmail, CountryKind country, string stockID, decimal buyPrice, decimal N, decimal stopPrice, StockBuyState state, BuySellStrategyType strategy, DateTime buyDate)
{
MemberEmail = memberEmail;
Country = country;
StockId = stockID;
BuyPrice = buyPrice;
StopPrice = stopPrice;
State = state;
BuyDate = buyDate;
NValue = N;
Strategy = strategy;
}
public static BuySellStrategyKind GetKind(this BuySellStrategyType strategy)
{
if (strategy == BuySellStrategyType.N20 ||
strategy == BuySellStrategyType.N40 ||
strategy == BuySellStrategyType.N60)
{
return(BuySellStrategyKind.Turtle);
}
else if (strategy == BuySellStrategyType.MA20 ||
strategy == BuySellStrategyType.MA40 ||
strategy == BuySellStrategyType.MA60 ||
strategy == BuySellStrategyType.MA120 ||
strategy == BuySellStrategyType.MA240)
{
return(BuySellStrategyKind.MovingAverage);
}
return(BuySellStrategyKind.Unknown);
}
public static int GetSellIntValue(this BuySellStrategyType strategy)
{
if (strategy == BuySellStrategyType.N20)
{
return(10);
}
if (strategy == BuySellStrategyType.N40)
{
return(15);
}
if (strategy == BuySellStrategyType.N60)
{
return(20);
}
return(0);
}
public IEmailTemplate GetBreakThroughEmailTemplate(string receipent, string stockId, string stockName, BuySellStrategyType strategy, decimal todayHighPrice, decimal high20Price)
{
return(new BreakThroughEmailTemplate(receipent, stockId, stockName, strategy, todayHighPrice, high20Price));
}
public IEmailTemplate GetBreakDownEmailTemplate(string receipent, string stockId, string stockName, BuySellStrategyType strategy, decimal lowPriceInStrategy, decimal currentLowPrice)
{
return(new BreakDownEmailTemplate(receipent, stockId, stockName, strategy, lowPriceInStrategy, currentLowPrice));
}
private string ComposeKey(string memberEmail, string stockFullID, DateTime date, StockNotificationType type, BuySellStrategyType strategy, StockBuyState targetState)
{
return($"{strategy.GetString()}.{memberEmail}.{stockFullID}.{date.ToString(_dateFormat)}.{type.ToString()}.{targetState.GetStockBuyStateValue()}");
}
public void InsertRecord(string memberEmail, string stockFullID, StockNotificationType type, DateTime date, BuySellStrategyType strategy, StockBuyState targetState)
{
_checkers.Add(ComposeKey(memberEmail, stockFullID, date, type, strategy, targetState));
}
public bool CanNotify(string memberEmail, string stockFullID, StockNotificationType type, DateTime today, BuySellStrategyType strategy, StockBuyState targetState)
{
return(!_checkers.Contains(ComposeKey(memberEmail, stockFullID, today, type, strategy, targetState)));
}
public IEmailTemplate GetBreakThroughEmailTemplate(string receipent, string stockId, string stockName, BuySellStrategyType strategy, decimal highPriceInStrategy, decimal currentHighPrice)
{
return(new BackTestNotificationContent(stockId,
"Buy",
"FirstBuy",
currentHighPrice,
_currentDate,
""));
}
public static string GetString(this BuySellStrategyType strategy)
{
return(Enum.GetName(typeof(BuySellStrategyType), strategy));
}
public Task SetMemberStockAsync(string memberEmail, CountryKind country, string stockId, BuySellStrategyType strategy, bool isNotify)
{
IMemberStock stock = MemberStockTable.Find(a => string.Equals(a.MemberEmail, memberEmail, StringComparison.OrdinalIgnoreCase) &&
a.Country == country &&
string.Equals(a.StockId, stockId, StringComparison.OrdinalIgnoreCase));
if (!(stock is MemberStock target))
{
return(Task.CompletedTask);
}
target.Strategy = strategy;
target.IsNotify = isNotify;
return(Task.CompletedTask);
}
public Task AddMemberStockAsync(string memberEmail, CountryKind country, string stockID, BuySellStrategyType strategy, bool isNotify)
{
MemberStock stock = new MemberStock(memberEmail, country, stockID, isNotify, strategy);
MemberStockTable.Add(stock);
return(Task.CompletedTask);
}
public Task AddMemberBuyStockAsync(string memberEmail, CountryKind country, string stockID, decimal buyPrice, decimal N, BuySellStrategyType strategy, DateTime buyDate)
{
IMemberBuyStock memberBuyStock = new MemberBuyStock(memberEmail, country, stockID, buyPrice, N, buyPrice - (2 * N), StockBuyState.Buy, strategy, buyDate);
MemberBuyStockTable.Add(memberBuyStock);
return(Task.CompletedTask);
}
public IEmailTemplate GetStopLossEmailTemplate(string receipent, string stockId, string stockName, BuySellStrategyType strategy, decimal stopPriceInStrategy, decimal currentLowPrice)
{
return(new StopLossEmailTemplate(receipent, stockId, stockName, strategy, stopPriceInStrategy, currentLowPrice));
}
private (decimal?NInSystem, decimal?highestPriceInSystem, decimal?lowestPriceInSystem) DailyPriceCalculationSystem(BuySellStrategyType type, IReadOnlyList <IStockPriceHistory> recentStockPriceHistory, decimal todayATR, IStockQuoteFromDataSource todayPriceDataFromDataSource)
{
decimal[] lowPrices = null;
decimal[] highPrices = null;
decimal?[] ATRs = null;
decimal? lowestPrice = null;
decimal? highestPrice = null;
decimal? todayN = null;
if (recentStockPriceHistory.Count >= type.GetSellIntValue())
{
lowPrices = recentStockPriceHistory.Take(type.GetSellIntValue()).Select(a => a.LowPrice).ToArray();
ATRs = recentStockPriceHistory.Take(type.GetSellIntValue() - 1).Select(a => a.ATR).ToArray();
}
if (recentStockPriceHistory.Count() >= type.GetBuyIntValue())
{
highPrices = recentStockPriceHistory.Take(type.GetBuyIntValue()).Select(a => a.HighPrice).ToArray();
ATRs = recentStockPriceHistory.Take(type.GetBuyIntValue() - 1).Select(a => a.ATR).ToArray();
}
if (lowPrices != null)
{
lowestPrice = _baseData.CalculateLowestPrice(lowPrices, todayPriceDataFromDataSource.LowPrice);
}
if (highPrices != null)
{
highestPrice = _baseData.CalculateHighestPrice(highPrices, todayPriceDataFromDataSource.HighPrice);
}
if (ATRs != null)
{
List <decimal> validATRList = new List <decimal>();
foreach (decimal?item in ATRs)
{
if (item.HasValue)
{
validATRList.Add(item.Value);
}
}
if (validATRList.Count() == type.GetBuyIntValue() - 1)
{
todayN = _baseData.CalculateTodayN(validATRList.ToArray(), todayATR);
}
}
return(todayN, highestPrice, lowestPrice);
}
public IEmailTemplate GetStopLossEmailTemplate(string receipent, string stockId, string stockName, BuySellStrategyType strategy, decimal stopPriceInStrategy, decimal currentLowPrice)
{
return(new BackTestNotificationContent(stockId,
"Sell",
"StopLoss",
currentLowPrice,
_currentDate,
$"Stop Price in SystemN :{stopPriceInStrategy}"));
}