Ejemplo n.º 1
0
        public static IReadOnlyList <Day> Read(Sec sec)
        {
            if (!Directory.Exists(CACHE_DIR))
            {
                Directory.CreateDirectory(CACHE_DIR);
            }

            var cacheFile = Path.Combine(CACHE_DIR, sec.ID + ".json");

            if (!File.Exists(cacheFile) || (DateTime.Now - new FileInfo(cacheFile).LastWriteTime) > TimeSpan.FromHours(1))
            {
                var from = new DateTime(2015, 1, 1);
                var till = DateTime.Today;
                File.WriteAllText(cacheFile, JsonConvert.SerializeObject(MoexApi.DownloadHistory(sec, from, till)));
            }

            return(JsonConvert.DeserializeObject <Day[]>(File.ReadAllText(cacheFile)));
        }
Ejemplo n.º 2
0
        static void Main(string[] args)
        {
            CultureInfo.CurrentCulture = CultureInfo.InvariantCulture;

            var(sec, thresholds) = ParseArgs(args);

            var date = DateTime.Now;

            Console.WriteLine($"Now: {date:s}");

            date = date.Date.AddDays(date < date.Date.AddHours(20) ? -1 : 0);
            //date = new DateTime(2018, 10, 1);
            Console.WriteLine($"Trade date: {date:s}");

            var history = MoexApi.DownloadHistory(sec, date.AddDays(-60), date).ToArray();

            if (history.Last().Date != date)
            {
                if (MoexApi.HasCandles(sec, date))
                {
                    throw new Exception($"No history entry for {date:yyyy-MM-dd}");
                }

                Console.WriteLine($"No trades on {date:yyyy-MM-dd}");
                return;
            }

            var indicator = RocEma.Calculate(history);
            var candidate = new TurnCandidate(indicator, indicator.Count - 2);

            Console.WriteLine(candidate);

            if (candidate.IsDip(thresholds.Low))
            {
                Notify($"📈 '{sec.ID}' DIP on {date:yyyy-MM-dd}");
            }

            if (candidate.IsPeak(thresholds.High))
            {
                Notify($"📉 '{sec.ID}' PEAK on {date:yyyy-MM-dd}");
            }

            Console.WriteLine();
        }