public static void Fix() { string SIMcontext = @"Data Source=85.214.244.19;Initial Catalog=ALSI_SIM;User ID=SimLogin;Password=boeboe;MultipleActiveResultSets=True"; var dc = new AlsiSimDataContext(SIMcontext); foreach (var v in dc.tblResult_5Min_SSPOPs) { var c = v.Sequence.IndexOf(','); var x = v.Sequence.Substring(c + 1); var q = new tblResult_5Min_SSPOP() { Notes = "New", Sequence = x, Profit = v.Profit, }; try { dc.tblResult_5Min_SSPOPs.InsertOnSubmit(q); dc.SubmitChanges(); } catch (Exception ex) { Debug.WriteLine("Skipping " + q.Sequence); } } }
public static void Fix() { string SIMcontext = @"Data Source=85.214.244.19;Initial Catalog=ALSI_SIM;User ID=SimLogin;Password=boeboe;MultipleActiveResultSets=True"; var dc = new AlsiSimDataContext(SIMcontext); foreach (var v in dc.tblResult_5Min_SSPOPs) { var c = v.Sequence.IndexOf(','); var x = v.Sequence.Substring(c + 1); var q = new tblResult_5Min_SSPOP() { Notes = "New", Sequence = x, Profit = v.Profit, }; try { dc.tblResult_5Min_SSPOPs.InsertOnSubmit(q); dc.SubmitChanges(); } catch (Exception ex) { Debug.WriteLine("Skipping " + q.Sequence); } } }
private void WriteResultsToDatabase(AlsiSimDataContext dc, tblSequence seq, double profit) { var r = new tblResult_5Min_D() { Profit = profit, Sequence = seq.Sequence + " l:" + _Seq.Lookback + " H:" + _Seq.Upper + " L:" + _Seq.Lower, Trades = 0, Notes = " l:" + _Seq.Lookback + " H:" + _Seq.Upper + " L:" + _Seq.Lower, }; dc.tblResult_5Min_Ds.InsertOnSubmit(r); dc.SubmitChanges(); }
public static string GetRandomSequence() { string SIMcontext = @"Data Source=85.214.244.19;Initial Catalog=ALSI_SIM;User ID=SimLogin;Password=boeboe;MultipleActiveResultSets=True"; var dc = new AlsiSimDataContext(SIMcontext); var rt = dc.GetRandomTable(); string q = "None"; try { q = rt.Select(x => x.Sequence).First(); } catch (Exception ex) { } return(q); }
public static void SendDatatoDatabase(long lines) { var max = lines; var current = 1; var interval = 10000; var s = 0; var e = s + interval; string SIMcontext = @"Data Source=85.214.244.19;Initial Catalog=ALSI_SIM;User ID=SimLogin;Password=boeboe;MultipleActiveResultSets=True"; var dc = new AlsiSimDataContext(SIMcontext); Top: if (current < max) { DataTable MinData = new DataTable("tblSequence"); MinData.Columns.Add("Sequence", typeof(string)); MinData.Columns.Add("Completed", typeof(bool)); var lineCount = 0; Console.WriteLine("Start reading File"); using (var reader = File.OpenText(@"D:\seq.txt")) { while (reader.ReadLine() != null) { lineCount++; if (lineCount <= e && lineCount > s) { MinData.Rows.Add(reader.ReadLine(), false); } else if (lineCount > e + 1) { break; } } } current = e; s = e; e = e + interval; Console.WriteLine("Sending data to databse lines " + e); Debug.WriteLine("Sending data to databse lines " + e); DataSet DataSet = new DataSet("Dataset"); DataSet.Tables.Add(MinData); SqlConnection myConnection = new SqlConnection(SIMcontext); myConnection.Open(); SqlBulkCopy bulkcopy = new SqlBulkCopy(myConnection); bulkcopy.BulkCopyTimeout = 500000; bulkcopy.DestinationTableName = "tblSequence"; bulkcopy.WriteToServer(MinData); MinData.Dispose(); myConnection.Close(); goto Top; } }
public static void SendDatatoDatabase(long lines) { var max = lines; var current = 1; var interval = 10000; var s = 0; var e = s + interval; string SIMcontext = @"Data Source=85.214.244.19;Initial Catalog=ALSI_SIM;User ID=SimLogin;Password=boeboe;MultipleActiveResultSets=True"; var dc = new AlsiSimDataContext(SIMcontext); Top: if (current < max) { DataTable MinData = new DataTable("tblSequence"); MinData.Columns.Add("Sequence", typeof(string)); MinData.Columns.Add("Completed", typeof(bool)); var lineCount = 0; Console.WriteLine("Start reading File"); using (var reader = File.OpenText(@"D:\seq.txt")) { while (reader.ReadLine() != null) { lineCount++; if (lineCount <= e && lineCount > s) MinData.Rows.Add(reader.ReadLine(), false); else if (lineCount > e + 1) break; } } current = e; s = e; e = e + interval; Console.WriteLine("Sending data to databse lines " + e); Debug.WriteLine("Sending data to databse lines " + e); DataSet DataSet = new DataSet("Dataset"); DataSet.Tables.Add(MinData); SqlConnection myConnection = new SqlConnection(SIMcontext); myConnection.Open(); SqlBulkCopy bulkcopy = new SqlBulkCopy(myConnection); bulkcopy.BulkCopyTimeout = 500000; bulkcopy.DestinationTableName = "tblSequence"; bulkcopy.WriteToServer(MinData); MinData.Dispose(); myConnection.Close(); goto Top; } }
public static string GetRandomSequence() { string SIMcontext = @"Data Source=85.214.244.19;Initial Catalog=ALSI_SIM;User ID=SimLogin;Password=boeboe;MultipleActiveResultSets=True"; var dc = new AlsiSimDataContext(SIMcontext); var rt = dc.GetRandomTable(); string q = "None"; try { q = rt.Select(x => x.Sequence).First(); } catch (Exception ex) { } return q; }
public void Start(string simcontext) { SIMCONTEXT = simcontext; var Prices = GlobalObjects.Points; //for (int rsi = 4; rsi < 30; rsi++) // for (int fastK = 3; fastK < 30; fastK++) // for (int slowK = 3; slowK < 30; slowK++) // for (int slowD = 3; slowD < 30; slowD++) // { var dc = new AlsiSimDataContext(simcontext); var m = dc.tblSequences.Where(x => !x.Started).Count(); var _skip = Utils.RandomNumber(0, m - 1); var _sequence = dc.tblSequences.Where(x => !x.Started).Skip(_skip).First(); var par = _sequence.Sequence.Split(','); //Might cuase duplicates, but chances are slim // _sequence.Started = true; // dc.SubmitChanges(); _Seq = new Seq(_sequence.Sequence); var rsi = _Seq.RSI; var fastK = _Seq.Fast_K; var slowK = _Seq.Slow_K; var slowD = _Seq.Slow_D; //START LOOOP ClearDictionaries(); var RSI = AlsiUtils.Factory_Indicator.createRSI(rsi, Prices); var SS = AlsiUtils.Factory_Indicator.createSlowStochastic(fastK, slowK, slowD, Prices); //CREATE DICTIONARY RSI_DIC = RSI.ToDictionary(x => x.TimeStamp, x => Math.Round(x.RSI, 3)); SS_DIC = SS.ToDictionary(x => x.TimeStamp, x => Math.Round(x.D, 3)); //POPULATE foreach (var p in Prices) { RSI_SS_Price rsp = new RSI_SS_Price() { ClosePrice = p.Close, Volume = p.Volume, Stamp = p.TimeStamp, RSI = 0, SS = 0, }; double r, s; RSI_DIC.TryGetValue(p.TimeStamp, out r); SS_DIC.TryGetValue(p.TimeStamp, out s); if (r != 0 && s != 0) { rsp.RSI = r; rsp.SS = s; RSICC.Add(rsp); } } //RUN CALCS int lookback = Utils.RandomNumber(5, 15); _Seq.Lookback = lookback; SetTriggers_A(lookback); var profit = AddTradeslayer(); Console.WriteLine("{0} {1} {2} {3} {4} LB:{5} H:{6} L:{7}", profit, rsi, fastK, slowK, slowD, _Seq.Lookback, _Seq.Upper, _Seq.Lower); WriteResults(); // WriteResultsToDatabase(dc,_sequence, profit); // Done(this, new EventArgs()); //END LOOP //} }
public void Start(string simcontext) { SIMCONTEXT = simcontext; var Prices = GlobalObjects.Points; //for (int rsi = 4; rsi < 30; rsi++) // for (int fastK = 3; fastK < 30; fastK++) // for (int slowK = 3; slowK < 30; slowK++) // for (int slowD = 3; slowD < 30; slowD++) // { var dc = new AlsiSimDataContext(simcontext); var m = dc.tblSequences.Where(x => !x.Started).Count(); var _skip = Utils.RandomNumber(0, m - 1); var _sequence = dc.tblSequences.Where(x => !x.Started).Skip(_skip).First(); var par = _sequence.Sequence.Split(','); //Might cuase duplicates, but chances are slim // _sequence.Started = true; // dc.SubmitChanges(); _Seq = new Seq(_sequence.Sequence); var rsi = _Seq.RSI; var fastK = _Seq.Fast_K; var slowK = _Seq.Slow_K; var slowD = _Seq.Slow_D; //START LOOOP ClearDictionaries(); var RSI = AlsiUtils.Factory_Indicator.createRSI(rsi, Prices); var SS = AlsiUtils.Factory_Indicator.createSlowStochastic(fastK, slowK, slowD, Prices); //CREATE DICTIONARY RSI_DIC = RSI.ToDictionary(x => x.TimeStamp, x => Math.Round(x.RSI, 3)); SS_DIC = SS.ToDictionary(x => x.TimeStamp, x => Math.Round(x.D , 3)); //POPULATE foreach (var p in Prices) { RSI_SS_Price rsp = new RSI_SS_Price() { ClosePrice = p.Close, Volume = p.Volume, Stamp = p.TimeStamp, RSI = 0, SS = 0, }; double r, s; RSI_DIC.TryGetValue(p.TimeStamp, out r); SS_DIC.TryGetValue(p.TimeStamp, out s); if (r != 0 && s != 0) { rsp.RSI = r; rsp.SS = s; RSICC.Add(rsp); } } //RUN CALCS int lookback = Utils.RandomNumber(5, 15); _Seq.Lookback = lookback; SetTriggers_A(lookback); var profit = AddTradeslayer(); Console.WriteLine("{0} {1} {2} {3} {4} LB:{5} H:{6} L:{7}", profit, rsi, fastK, slowK, slowD,_Seq.Lookback,_Seq.Upper,_Seq.Lower ); WriteResults(); // WriteResultsToDatabase(dc,_sequence, profit); // Done(this, new EventArgs()); //END LOOP //} }
private void WriteResultsToDatabase(AlsiSimDataContext dc,tblSequence seq, double profit) { var r = new tblResult_5Min_D() { Profit=profit, Sequence=seq.Sequence+" l:"+_Seq.Lookback+" H:"+_Seq.Upper+" L:"+_Seq.Lower, Trades=0, Notes = " l:" + _Seq.Lookback + " H:" + _Seq.Upper + " L:" + _Seq.Lower, }; dc.tblResult_5Min_Ds.InsertOnSubmit(r); dc.SubmitChanges(); }