public async Task ScriptIsProfitableOrNot()
{
//Get All Candles according to
MAStrategy mAStrategy = new MAStrategy();
var symbolService = new SymbolService();
var userSessionService = new UserSessionService();
var symbol = await symbolService.GetAsync(21108);
var userSession = await userSessionService.GetCurrentSession();
PositionTestModel positionTestModel = null;
if (userSession != null)
{
var zeropdhaService = new ZerodhaBroker(new UserSessionModel()
{
AccessToken = userSession.AccessToken,
ApiKey = userSession.ApiKey,
AppSecret = userSession.AppSecret,
PublicToken = userSession.PublicToken,
UserId = userSession.UserId
});
var candles = zeropdhaService.GetData(
symbol, mAStrategy._HistoricalDataTimeframe,
DateTime.Now.AddDays(-7),
DateTime.Now.AddDays(-2), false);
positionTestModel = GetProfitOfDay(symbol, candles);
}
Assert.IsTrue(positionTestModel.Profit > 1, "Symbol is Not Profitable");
}
private PositionTestModel GetProfitOfDay(Symbol symbol, IEnumerable <Candle> candles, MAStrategy mAStrategy = null)
{
PositionTestModel positionTestModel = null;
if (mAStrategy == null)
{
mAStrategy = new MAStrategy();
}
BrokerOrderModel brokerOrder = null;
if (candles != null && symbol != null)
{
var lastDay = candles.LastOrDefault().DateTime.Day;
for (int candleIndex = 0; candleIndex < candles.Count(); candleIndex++)
{
var currentCandle = candles.ElementAt(candleIndex);
if (currentCandle.DateTime.Day == lastDay && currentCandle.DateTime.TimeOfDay > mAStrategy.marketStart && currentCandle.DateTime.TimeOfDay < mAStrategy.marketEnd)
{
if (brokerOrder == null)
{
var scanResult = mAStrategy.Scan(symbol, candles.Take(candleIndex), false);
if (scanResult != null)
{
brokerOrder = scanResult;
if (positionTestModel == null)
{
positionTestModel = new PositionTestModel()
{
NoOfPositions = 1, TradingSymbol = symbol.TradingSymbol
}
}
;
else
{
positionTestModel.NoOfPositions += 1;
}
}
}
else if (brokerOrder.TransactionType == Constants.TRANSACTION_TYPE_BUY)
{
//Stop Loss Hit
if (currentCandle.Low <= brokerOrder.TriggerPrice.Value)
{
positionTestModel.Profit -= (brokerOrder.StoplossValue.Value * brokerOrder.Quantity);
positionTestModel.NoOfStopHit += 1;
brokerOrder = null;
}
else if (currentCandle.High >= (brokerOrder.Price.Value + brokerOrder.SquareOffValue.Value))
{
positionTestModel.Profit += (brokerOrder.SquareOffValue.Value * brokerOrder.Quantity);
positionTestModel.NoOfProfitable += 1;
brokerOrder = null;
}
}
else if (brokerOrder.TransactionType == Constants.TRANSACTION_TYPE_SELL)
{
//Stop Loss Hit
if (currentCandle.High >= brokerOrder.TriggerPrice.Value)
{
positionTestModel.Profit -= (brokerOrder.StoplossValue.Value * brokerOrder.Quantity);
positionTestModel.NoOfStopHit += 1;
brokerOrder = null;
}
else if (currentCandle.Low <= (brokerOrder.Price.Value - brokerOrder.SquareOffValue.Value))
{
positionTestModel.Profit += (brokerOrder.SquareOffValue.Value * brokerOrder.Quantity);
positionTestModel.NoOfProfitable += 1;
brokerOrder = null;
}
}
}
}
}
return(positionTestModel);
}