Ejemplo n.º 1
0
 public DataManager(DashboardManager DashboardMgr, string _symbol, string _right, bool _IncludeOppositeWing, int _clientId, bool _ReadInContract, string _secType = "STK", String _readInContractAdd = "")
 {
     dbm         = DashboardMgr;
     clientID    = _clientId;
     ibClient    = new IntBrokerSocket(clientID, Control.connectionPort);
     this_symbol = _symbol;
     initiateDataTable();
     ReadInContract      = _ReadInContract;
     readInContractAdd   = _readInContractAdd;
     right               = _right;
     IncludeOppositeWing = _IncludeOppositeWing;
     symbolPrice         = getSymbolPrice(_secType);
 }
Ejemplo n.º 2
0
        private void LaunchManager(DashboardManager dbm)
        {
            //############ Data Manager ###################
            Task DataManagerFleet = Task.Run(() =>
            {
                Parallel.ForEach(symbolList, new ParallelOptions {
                    MaxDegreeOfParallelism = Control.maxNumThreads
                }, (symbol) =>
                {
                    DataManager dm = new DataManager(DashboardMgr: dbm,
                                                     _symbol: symbol,
                                                     _right: right,
                                                     _IncludeOppositeWing: false,
                                                     _clientId: clienIDs[symbol],
                                                     _ReadInContract: false,
                                                     _secType: "STK");
                    dm.CreateTable();
                    dm.FillInData();
                    DataManagerQueue.Enqueue(dm);
                    dm.disconnect();
                });
            });

            Task IntegrationWaiter = Task.Run(() => {
                while (ProcessedCount < symbolList.Length)
                {
                    DataManager iDm;
                    if (DataManagerQueue.TryDequeue(out iDm))
                    {
                        try
                        {
                            Integration(iDm);
                        }
                        catch (Exception)
                        {
                            using (StreamWriter sw = new StreamWriter(RErrorLog, append: true))
                            {
                                sw.WriteLine(iDm.Symbol);
                                Console.WriteLine("Error in {0}", iDm.Symbol);
                            }
                        }
                        Console.WriteLine("{0} Done", iDm.Symbol);
                        dbm.ChangeCellColor(Array.IndexOf(symbolList, iDm.Symbol), Color.Green);
                        ProcessedCount++;
                    }
                }
            });

            Task.WaitAll(DataManagerFleet, IntegrationWaiter);
        }
Ejemplo n.º 3
0
        static void Main(string[] args)
        {
            string[] symbolList = new string[] {
                "AAPL",
                "ACN",
                "ADBE",
                "ADP",
                "ADSK",
                "AMZN",
                "APD",
                "BA",
                "BAX",
                "BLK",
                "CAT",
                "CME",
                "CMI",
                "CRM",
                "CSCO",
                "CTSH",
                "DIS",
                "EBAY",
                "EL",
                "EA",
                "F",
                "GD",
                "GLW",
                "HON",
                "HP",
                "IBM",
                "INTC",
                "INTU",
                "ITW",
                "JNJ",
                "JPM",
                "KO",
                "MA",
                "MCD",
                "MDT",
                "MMM",
                "MRK",
                "MSFT",
                "NKE",
                "NVDA",
                "ORCL",
                "PFE",
                "PG",
                "PM",
                "PSA",
                "QCOM",
                "RHT",
                "RTN",
                "SNPS",
                "T",
                "TDG",
                "TEL",
                "TIF",
                "TXN",
                "TXT",
                "UNP",
                "V",
                "WLTW",
                "XOM",
                "XRX"
            };


            DashboardManager      dbm = new DashboardManager();
            CalculationManager_v2 cm  = new CalculationManager_v2(symbolList, dbm, "PUT");


            //DataManager cm = new DataManager(_symbol:symbol,
            //                                 _right: "PUT",
            //                                 _IncludeOppositeWing:true,
            //                                 _ReadInContract: false,
            //                                 _readInContractAdd: @"C:\Users\Samuel\Documents\Visual Studio 2013\Projects\ConsoleApplication5\"+ symbolList[0] + ".txt");

            ////cm.RefreshData();
            //SimulationManager sm = new SimulationManager(symbol);
            //sm.EvaluateSimulation();
            //sm.GetSimulatedPrices(new DateTime(2017, 12, 31));
            //Console.WriteLine(sm.Probability_OTM(60));
            //Console.WriteLine(sm.Probability_OTM(60,"CALL"));
        }