public static List <News> Load(string path, IStrategyLogger stategyLogger)
{
List <News> retList = new List <News>();
if (!File.Exists(path))
{
throw new ApplicationException("Can`t find news file. Path " + path);
}
using (StreamReader strReader = new StreamReader(path))
{
DateTime lastDateTime = DateTime.MinValue;
while (strReader.Peek() >= 0)
{
string currNews = strReader.ReadLine().Trim();
if (currNews.Length == 0)
{
continue;
}
News lastNews = News.ParseFromFile(currNews, ref lastDateTime, stategyLogger);
retList.Add(lastNews);
}
}
return(retList);
}
public bool TesterInit(StrategyParameter param, IStrategyLogger logger)
{
TestingMode = true;
this.param = param;
this.logger = logger;
return(true);
}
internal override void OnRemmoteAdvisorInit(RemoteAdvisor rmAdviser)
{
try
{
Meta = rmAdviser;
ForexAPI fAPI = new ForexAPI(Meta, rmAdviser.MagicNumber);
OrderOperation = fAPI;
Account = fAPI;
History = fAPI;
this.Symbol = rmAdviser.Symbol();
if (this.param != null)
{
throw new ApplicationException("Param was initalized");
}
this.param = new StrategyParameter();
foreach (string paramKey in rmAdviser.Parameters.Keys)
{
if (paramKey == "NewsFilePath")
{
this.param.NewsFilePath = rmAdviser.Parameters[paramKey];
continue;
}
if (paramKey.EndsWith("String"))
{
this.param.Add(paramKey, rmAdviser.Parameters[paramKey]);
continue;
}
if (paramKey == "InvertedMetaStrategy")
{
rmAdviser.IsInverted = rmAdviser.Parameters[paramKey] == "1" || rmAdviser.Parameters[paramKey] == "true";
continue;
}
this.param[paramKey] = Int32.Parse(rmAdviser.Parameters[paramKey]);
}
this.logger = new MetaStrategyLogger(Meta);
onStart(0);
this.Meta.Print("onStart finidshed successfully");
}
catch (Exception exc)
{
string excString = "Start up exception: " + exc.ToString();
Meta.Comment(excString);
Meta.Print(excString);
}
}
protected static News ParseFromFile(string str, ref DateTime lastDateTime, IStrategyLogger stategyLogger)
{
try
{
string regex = "[\"][^\"]*[\"] | [^,]*";
RegexOptions options = ((System.Text.RegularExpressions.RegexOptions.IgnorePatternWhitespace | System.Text.RegularExpressions.RegexOptions.Multiline)
| System.Text.RegularExpressions.RegexOptions.IgnoreCase);
Regex reg = new Regex(regex, options);
string[] strTokens = (from c in reg.Matches(str).OfType <Match>()
select c.Value).ToArray();
strTokens[0] = strTokens[0].Replace("\"", "").Trim();
News n = new News();
n.currency = strTokens[2].Trim();
if (strTokens.Count() > 4)
{
n.Desription = strTokens[4].Trim();
}
bool result = DateTime.TryParseExact(strTokens[0], "yyyy.MM.dd HH:mm GMT", CultureInfo.InvariantCulture, DateTimeStyles.AdjustToUniversal, out n.DateTime);
if (result)
{
lastDateTime = n.DateTime;
}
else
{
throw new ApplicationException(string.Format("Can`t parse date: {0}", str));
}
n.Importance = ConvertStringToNewsImportance(strTokens[6].Trim());
n.Actual = strTokens[8].Trim();
n.Forecast = strTokens[10].Trim();
n.Previous = strTokens[12].Trim();
return(n);
}
catch (Exception exc)
{
throw new ApplicationException("Can`t parse news: " + str, exc);
}
}
public SuperAdaptStrategy(StrategyParameter param, IStrategyLogger logger)
{
this.logger = logger;
this.param = param;
this.logger.AddMessage("Start strategy with parameter {0}", param.ToString());
}
public GreatStrategy(Parameters param, IStrategyLogger logger)
{
this.param = param;
this.logger = logger;
}
public CasinoStrategy(CasinoParameters param, IStrategyLogger logger)
{
this.param = param;
this.logger = logger;
}
public SuperStrategy(SuperParametersCollection param, IStrategyLogger logger)
{
this.logger = logger;
this.param = param;
this.logger.AddMessage("Start strategy with parameter {0}", param.ToString());
}
public SuperStrategy(StrategyParameter param, IStrategyLogger logger)
{
TestingMode = true;
this.logger = logger;
this.param = param;
}
private void LoadNews(IStrategyLogger stategyLogger)
{
List <string> currencyList = GetCurrenciesFromSymbol(Symbol);
List <News> allNewsCollection = News.Load(NewsPath, stategyLogger);
if (stategyLogger != null)
{
stategyLogger.AddMessage("{0} news were loaded.", allNewsCollection.Count);
}
List <TimeRange> timeRangeNewsCollection = new List <TimeRange>();
List <TimeRange> timeRangeHolidayCollection = new List <TimeRange>();
int gmt = IsCacheNews ? 0 : this.GMT;
foreach (News currNews in allNewsCollection)
{
//if (stategyLogger != null)
// stategyLogger.AddMessage("{0}, {1}", currNews.currency.ToLower(), currNews.Importance.ToString());
if (currencyList.Contains(currNews.currency.ToLower()) && currNews.Importance == NewsImportance.High)
{
timeRangeNewsCollection.Add(new TimeRange(currNews.DateTime.AddMinutes(-MinutesBefore), currNews.DateTime.AddMinutes(MinutesAfter), currNews.Desription));
}
}
DateTime firstDate = timeRangeNewsCollection.Count > 0 ? timeRangeNewsCollection[0].StartDateTime.Date : DateTime.Now.Date.AddYears(-1);
DateTime lastDate = timeRangeNewsCollection.Count > 0 ? timeRangeNewsCollection[timeRangeNewsCollection.Count - 1].EndDateTime.Date : DateTime.Now.Date.AddYears(-1).AddDays(1);
while (firstDate.DayOfWeek != DayOfWeek.Saturday)
{
firstDate = firstDate.AddDays(-1);
}
while (lastDate.DayOfWeek != DayOfWeek.Saturday)
{
lastDate = lastDate.AddDays(1);
}
DateTime iteratorDateTime = firstDate;
while (iteratorDateTime <= lastDate)
{
if (iteratorDateTime.DayOfWeek == DayOfWeek.Saturday)
{
timeRangeHolidayCollection.Add(new TimeRange(iteratorDateTime.AddHours(-gmt).AddMinutes(-MinutesBefore), iteratorDateTime.AddHours(-gmt).AddMinutes(MinutesAfter), "DayOfWeek.Saturday"));
}
if (iteratorDateTime.DayOfWeek == DayOfWeek.Sunday)
{
timeRangeHolidayCollection.Add(new TimeRange(iteratorDateTime.AddDays(1).AddHours(-gmt).AddMinutes(-MinutesBefore), iteratorDateTime.AddDays(1).AddHours(-gmt).AddMinutes(MinutesAfter), "DayOfWeek.Sunday"));
}
iteratorDateTime = iteratorDateTime.AddDays(1);
}
int iterNews = 0;
int iterHolidays = 0;
for (int i = 0; i < timeRangeHolidayCollection.Count + timeRangeNewsCollection.Count; i++)
{
if (iterNews >= timeRangeNewsCollection.Count)
{
timeRangeCollection.Add(timeRangeHolidayCollection[iterHolidays++]);
continue;
}
if (iterHolidays >= timeRangeHolidayCollection.Count)
{
timeRangeCollection.Add(timeRangeNewsCollection[iterNews++]);
continue;
}
if (timeRangeHolidayCollection[iterHolidays].StartDateTime < timeRangeNewsCollection[iterNews].StartDateTime)
{
timeRangeCollection.Add(timeRangeHolidayCollection[iterHolidays++]);
}
else
{
timeRangeCollection.Add(timeRangeNewsCollection[iterNews++]);
}
}
if (stategyLogger != null)
{
foreach (TimeRange currTimeRange in timeRangeCollection)
{
stategyLogger.AddMessage("{0} - {1}, {2}", currTimeRange.StartDateTime, currTimeRange.EndDateTime, currTimeRange.Description);
}
}
}
public NewsPeriods(string newsPath, int minutesBefore, int minutesAfter, string symbol, bool isCacheNews, int gmt, IStrategyLogger stategyLogger)
{
this.NewsPath = newsPath;
this.MinutesBefore = minutesBefore;
this.MinutesAfter = minutesAfter;
this.Symbol = symbol;
this.IsCacheNews = isCacheNews;
this.GMT = gmt;
stategyLogger.AddMessage("Start load news with the following parameters:");
stategyLogger.AddMessage("NewsPath={0}", this.NewsPath);
stategyLogger.AddMessage("MinutesBefore={0}", this.MinutesBefore);
stategyLogger.AddMessage("MinutesAfter={0}", this.MinutesAfter);
stategyLogger.AddMessage("Symbol={0}", this.Symbol);
stategyLogger.AddMessage("GMT={0}", this.GMT);
try
{
LoadNews(null);
}
catch (Exception exc)
{
stategyLogger.AddMessage(exc.ToString());
throw;
}
}
