/// <summary>
/// Constructor with all data
/// </summary>
/// <param name="d"></param>
public GenericStrategy(AnalysisData d)
{
this.data = d;
this.adviceInfo = new TradePoints();
this.last_position = 0;
this.trailing_stop = -1;
}
/// <summary>
/// Updated data from the last read/update point
/// </summary>
/// <param name="dataObj"></param>
/// <returns></returns>
public static int UpdateAnalysisData(AnalysisData dataObj)
{
int lastDataIdx = dataObj.priceDataTbl.Count - 1;
DateTime lastDateTime;
if (lastDataIdx < 0)
{
lastDateTime = Settings.sysStartDataDate;
}
else
{
lastDateTime = dataObj.priceDataTbl[lastDataIdx].onDate;
}
databases.baseDS.priceDataDataTable tbl = new databases.baseDS.priceDataDataTable();
databases.DbAccess.LoadData(tbl, dataObj.DataTimeScale.Code, lastDateTime, dataObj.DataStockCode);
if (tbl.Count > 0)
{
//Delete the last data because the updated data will include this one.
if (lastDataIdx >= 0)
{
dataObj.priceDataTbl[lastDataIdx].ItemArray = tbl[0].ItemArray;
common.system.Concat(tbl, 1, dataObj.priceDataTbl);
}
else
{
common.system.Concat(tbl, 0, dataObj.priceDataTbl);
}
}
return(dataObj.priceDataTbl.Count - 1 - lastDataIdx);
}
/// <summary>
/// Constructor with all data and parameter
/// </summary>
/// <param name="d"></param>
/// <param name="p"></param>
public GenericStrategy(AnalysisData d, Parameters p)
{
this.data = d;
this.parameters = p;
if (adviceInfo == null)
this.adviceInfo = new TradePoints();
this.last_position = 0;
this.trailing_stop = -1;
}
public AnalysisData New(string stockCode)
{
AnalysisData newData = new AnalysisData();
//newData.AccessMode = this.AccessMode;
newData.AccessMode = commonClass.SysLibs.myAccessMode;
newData.DataTimeScale = this.DataTimeScale;
newData.DataTimeRange = this.DataTimeRange;
newData.DataStockCode = stockCode;
newData.LoadData();
return newData;
}
public AnalysisData New(string stockCode)
{
AnalysisData newData = new AnalysisData();
//newData.AccessMode = this.AccessMode;
newData.AccessMode = commonClass.SysLibs.myAccessMode;
newData.DataTimeScale = this.DataTimeScale;
newData.DataTimeRange = this.DataTimeRange;
newData.DataStockCode = stockCode;
newData.LoadData();
return(newData);
}
private void DoRankingDB()
{
this.myValueType = ValueTypes.Amount;
this.Amount2PercentDenominator = Settings.sysStockTotalCapAmt;
resultTab.TabPages.Clear();
StringCollection stockCodeList = codeListLb.myValues;
StringCollection timeRangeList = timeRangeLb.myCheckedValues;
string[] strategyList = common.system.Collection2List(strategyClb.myCheckedValues);
progressBar.Value = 0; progressBar.Minimum = 0; progressBar.Maximum = stockCodeList.Count * timeRangeList.Count;
EstimateOptions estimateOption = new EstimateOptions();
for (int stockCodeId = 0; stockCodeId < stockCodeList.Count; stockCodeId++)
{
string stockCode = stockCodeList[stockCodeId].ToString();
DataTable testRetsultTbl = CreateDataTable(timeRangeList, strategyList);
common.controls.baseDataGridView resultGrid = CreateResultGrid(stockCode, testRetsultTbl);
for (int colId = 0; colId < timeRangeList.Count; colId++)
{
try
{
progressBar.Value++;
Application.DoEvents();
this.ShowReccount(progressBar.Value.ToString() + "/" + progressBar.Maximum.ToString());
AppTypes.TimeRanges timeRange = AppTypes.TimeRangeFromCode(timeRangeList[colId]);
application.AnalysisData analysisData = new application.AnalysisData(timeRange, timeScaleCb.myValue, stockCode,
commonClass.DataAccessMode.WebService);
for (int rowId = 0; rowId < strategyList.Length; rowId++)
{
testRetsultTbl.Rows[rowId][colId + 1] = 0;
//Analysis cached data so we MUST clear cache to ensure the system run correctly
application.Strategy.Data.ClearCache();
application.Strategy.Data.TradePoints advices = application.Strategy.Libs.Analysis(analysisData, strategyList[rowId]);
if (advices != null)
{
testRetsultTbl.Rows[rowId][colId + 1] =
application.Strategy.Libs.EstimateTrading_Profit(analysisData, application.Strategy.Libs.ToTradePointInfo(advices), estimateOption);
}
}
}
catch (Exception er)
{
this.WriteError(stockCodeList[stockCodeId] + " : " + timeRangeList[colId] + " : " + strategyList[colId], er.Message);
//this.ShowError(er);
}
}
}
}
private void genDataBtn_Click(object sender, EventArgs e)
{
fGenData = !fGenData;
timer1.Enabled = fGenData;
timer1.Interval = (int)intervalEd.Value * 1000;
if (myData==null) myData= new AnalysisData();
myData.DataStockCode = codeEd.Text;
genDataBtn.Text = (fGenData ? "Stop" : "Start");
this.ShowMessage(fGenData? "Running" : "Stopped");
if (fGenData) Libs.Reset();
codeEd.Enabled = !fGenData;
intervalEd.Enabled = !fGenData;
}
private void DoBackTestUseDB()
{
this.myValueType = ValueTypes.Amount;
this.Amount2PercentDenominator = Settings.sysStockTotalCapAmt;
StringCollection strategyList = strategyClb.myCheckedValues;
StringCollection stockCodeList = codeSelectLb.myValues;
DataTable testRetsultTbl = CreateEstimateTbl(strategyList);
SetDataGrid(resultDataGrid, testRetsultTbl);
progressBar.Value = 0; progressBar.Minimum = 0; progressBar.Maximum = stockCodeList.Count;
EstimateOptions estOptions = new EstimateOptions();
for (int rowId = 0; rowId < stockCodeList.Count; rowId++)
{
application.AnalysisData analysisData = new application.AnalysisData(periodicityEd.myTimeRange, periodicityEd.myTimeScale,
stockCodeList[rowId], commonClass.DataAccessMode.WebService);
DataRow row = testRetsultTbl.Rows.Add(stockCodeList[rowId]);
for (int colId = 0; colId < strategyList.Count; colId++)
{
try
{
//Analysis cached data so we MUST clear cache to ensure the system run correctly
application.Strategy.Data.ClearCache();
application.Strategy.Data.TradePoints advices = application.Strategy.Libs.Analysis(analysisData, strategyList[colId]);
if (advices != null)
{
row[colId + 1] = application.Strategy.Libs.EstimateTrading_Profit(analysisData, application.Strategy.Libs.ToTradePointInfo(advices), estOptions);
}
else
{
row[colId + 1] = 0;
}
}
catch (Exception er)
{
this.WriteError(stockCodeList[rowId] + " : " + strategyList[colId], er.Message);
this.ShowError(er);
}
}
progressBar.Value++;
this.ShowReccount(progressBar.Value.ToString() + "/" + progressBar.Maximum.ToString());
Application.DoEvents();
}
SetEstimateDataGrid(application.Strategy.Libs.GetStrategyStats(testRetsultTbl));
}
public chartTest()
{
try
{
InitializeComponent();
cbTimeScale.LoadData();
cbChartType.LoadData();
timer1.Interval = 5000;
myData = new application.AnalysisData();
myData.DataTimeScale = AppTypes.MainDataTimeScale;
//LoadData();
}
catch (Exception er)
{
this.ShowError(er);
}
}
public chartTest()
{
try
{
InitializeComponent();
cbTimeScale.LoadData();
cbChartType.LoadData();
timer1.Interval = 5000;
myData = new application.AnalysisData();
myData.DataTimeScale = AppTypes.MainDataTimeScale;
//LoadData();
}
catch (Exception er)
{
this.ShowError(er);
}
}
private void genDataBtn_Click(object sender, EventArgs e)
{
fGenData = !fGenData;
timer1.Enabled = fGenData;
timer1.Interval = (int)intervalEd.Value * 1000;
if (myData == null)
{
myData = new AnalysisData();
}
myData.DataStockCode = codeEd.Text;
genDataBtn.Text = (fGenData ? "Stop" : "Start");
this.ShowMessage(fGenData? "Running" : "Stopped");
if (fGenData)
{
Libs.Reset();
}
codeEd.Enabled = !fGenData;
intervalEd.Enabled = !fGenData;
}
private CurveItem PlotCandleStick(string curveName, Charts.Controls.baseGraphPanel graphPane, AnalysisData data,
Color barUpColor,Color barDnColor,Color bullCandleColor,Color bearCandleColor)
{
graphPane.myGraphObj.SetSeriesX(data.DateTime.Values, Charts.AxisType.DateAsOrdinal);
CurveItem curveItem = graphPane.myGraphObj.AddCandleStick(curveName,
MakeChartValue(data.High),
MakeChartValue(data.Low),
MakeChartValue(data.Open),
MakeChartValue(data.Close),
MakeChartValue(data.Volume),
barUpColor,barDnColor,bullCandleColor,bearCandleColor);
myCurveList.Add(curveItem, curveName, graphPane.myGraphObj.myGraphPane, graphPane.Name);
return curveItem;
}
public tradeAnalysis()
{
try
{
InitializeComponent();
this.myData = new AnalysisData();
//Switch to use webservice
this.myData.AccessMode = commonClass.DataAccessMode.WebService;
this.SetMasterPane(new Point(0, activeIndicatorLV.Location.Y + activeIndicatorLV.Height));
activeIndicatorLV.Visible = true;
this.bgWorker.RunWorkerCompleted += new System.ComponentModel.RunWorkerCompletedEventHandler(this.bgWorker_RunWorkerCompleted);
}
catch (Exception er)
{
this.ShowError(er);
}
}
private void DoScreeningDB()
{
decimal weight = 0;
StringCollection stockCodeList = stockCodeLb.myValues;
StringCollection strategyList = new StringCollection();
for (int idx = 0; idx < tmpDS.screeningCriteria.Count; idx++)
{
if (tmpDS.screeningCriteria[idx].code != "" && tmpDS.screeningCriteria[idx].selected)
{
if (strategyList.Contains(tmpDS.screeningCriteria[idx].code))
{
continue;
}
strategyList.Add(tmpDS.screeningCriteria[idx].code);
}
}
DataTable testRetsultTbl = CreateDataTable(strategyList);
SetDataGrid(resultDataGrid, testRetsultTbl);
progressBar.Value = 0; progressBar.Minimum = 0; progressBar.Maximum = stockCodeList.Count;
data.tmpDS.stockCodeRow stockCodeRow;
bool fMatched = false;
for (int rowId = 0; rowId < stockCodeList.Count; rowId++)
{
fMatched = false;
stockCodeRow = DataAccess.Libs.myStockCodeTbl.FindBycode(stockCodeList[rowId]);
if (stockCodeRow == null)
{
continue;
}
DataRow row = testRetsultTbl.NewRow();
row[0] = stockCodeList[rowId];
application.AnalysisData analysisData = new application.AnalysisData(timeRangeCb.myValue, timeScaleCb.myValue,
stockCodeRow.code, commonClass.DataAccessMode.WebService);
for (int colId = 0; colId < strategyList.Count; colId++)
{
try
{
//Analysis cached data so we MUST clear cache to ensure the system run correctly
application.Strategy.Data.ClearCache();
application.Strategy.Data.TradePoints tradePoints = application.Strategy.Libs.Analysis(analysisData, strategyList[colId]);
// BusinessInfo.Weight value is used as estimation value. The higher value, the better chance to match user need.
if (tradePoints != null && tradePoints.Count > 0)
{
weight = (decimal)(tradePoints[tradePoints.Count - 1] as TradePointInfo).BusinessInfo.Weight;
DataView criteriaView = new DataView(tmpDS.screeningCriteria);
criteriaView.RowFilter = tmpDS.screeningCriteria.codeColumn + "='" + strategyList[colId] + "' AND " +
tmpDS.screeningCriteria.selectedColumn + "=1";
Data.tmpDataSet.screeningCriteriaRow criteriaRow;
// If there is more than one criteria for the same code,
// matching one criteria is viewed as MATCHED , as OR operaror.
for (int idx = 0; idx < criteriaView.Count; idx++)
{
criteriaRow = (Data.tmpDataSet.screeningCriteriaRow)criteriaView[idx].Row;
if (weight < criteriaRow.min || weight > criteriaRow.max)
{
continue;
}
row[colId + 1] = weight;
fMatched = true;
break;
}
}
}
catch (Exception er)
{
this.WriteError(stockCodeList[rowId] + " : " + strategyList[colId], er.Message);
this.ShowError(er);
}
}
if (fMatched)
{
testRetsultTbl.Rows.Add(row);
}
progressBar.Value++;
this.ShowReccount(progressBar.Value.ToString() + "/" + progressBar.Maximum);
Application.DoEvents();
}
this.ShowReccount(resultDataGrid.Rows.Count);
}
/// <summary>
/// Load stock price data withd some point ahead of the specified date range
/// </summary>
/// <param name="stockCode"></param>
/// <param name="frDate">Start date </param>
/// <param name="toDate">End date</param>
/// <param name="timeScale">Time scale</param>
/// <param name="noUnitAhead">the number of units(minute,day,hour,week...) to read beyond the start time[frDate].</param>
/// <param name="toTbl">Table keeps loaded data</param>
/// <param name="startIdx">specify the row where the data in [frDate,toDate] range starts</param>
public static void LoadBaseAnalysisData(AnalysisData dataObj)
{
int startIdx = dataObj.priceDataTbl.Count;
int noUnitAhead = constNumberOfReadAheadUnit;
DateTime toDate = common.Consts.constNullDate;
DateTime frDate = common.Consts.constNullDate;
if (!commonClass.AppTypes.GetDate(dataObj.DataTimeRange, out frDate, out toDate)) return;
dataObj.priceDataTbl.Clear();
if (noUnitAhead != 0 &&
frDate != System.DateTime.MinValue && toDate != System.DateTime.MaxValue)
{
// Find start date that return sufficient rows as required by [noBarAhead]
DateTime checkFrDate = common.Consts.constNullDate;
DateTime checkToDate = frDate.AddSeconds(-1);
int totalGotRowCount = 0, gotRowCount;
decimal rangeScale = 1;
//int loopPass = 0;
while (true)
{
//loopPass++;
switch (dataObj.DataTimeScale.Type)
{
case commonClass.AppTypes.TimeScaleTypes.Minnute:
checkFrDate = checkToDate.AddMinutes(-(int)(noUnitAhead * rangeScale));
break;
case commonClass.AppTypes.TimeScaleTypes.Hour:
checkFrDate = checkToDate.AddHours(-(int)(noUnitAhead * rangeScale));
break;
case commonClass.AppTypes.TimeScaleTypes.Day:
checkFrDate = checkToDate.AddDays(-(int)(noUnitAhead * rangeScale));
break;
case commonClass.AppTypes.TimeScaleTypes.Week:
checkFrDate = checkToDate.AddDays(-(int)(7 * noUnitAhead * rangeScale));
break;
case commonClass.AppTypes.TimeScaleTypes.Month:
checkFrDate = checkToDate.AddMonths(-(int)(noUnitAhead * rangeScale));
break;
case commonClass.AppTypes.TimeScaleTypes.Year:
checkFrDate = checkToDate.AddYears(-(int)(noUnitAhead * rangeScale));
break;
case commonClass.AppTypes.TimeScaleTypes.RealTime:
checkFrDate = checkToDate.AddMinutes(-(int)(commonClass.Settings.sysAutoRefreshInSeconds * noUnitAhead * rangeScale) / 60);
break;
default: common.system.ThrowException("Invalid parametter in calling to LoadStockPrice()");
break;
}
gotRowCount = DbAccess.GetTotalPriceRow(dataObj.DataTimeScale, checkFrDate, checkToDate, dataObj.DataStockCode);
//No more data ??
if (checkFrDate < commonClass.Settings.sysStartDataDate)
break;
//Sufficient data ??
totalGotRowCount += gotRowCount;
if (totalGotRowCount >= noUnitAhead) break;
checkToDate = checkFrDate.AddSeconds(-1);
if (gotRowCount == 0) rangeScale = noUnitAhead;
else
{
if ((decimal)(noUnitAhead - totalGotRowCount) / gotRowCount > 0)
rangeScale = rangeScale * (decimal)(noUnitAhead - totalGotRowCount) / gotRowCount;
if (rangeScale < 1) rangeScale = 1;
}
}
DbAccess.LoadData(dataObj.priceDataTbl, dataObj.DataTimeScale.Code, checkFrDate, frDate.AddSeconds(-1), dataObj.DataStockCode);
startIdx = dataObj.priceDataTbl.Count - startIdx;
}
DbAccess.LoadData(dataObj.priceDataTbl, dataObj.DataTimeScale.Code, frDate, toDate, dataObj.DataStockCode);
dataObj.FirstDataStartAt = startIdx;
}
//virtual public TradePoints Execute(AnalysisData data, double[] paras)
virtual public TradePoints Execute(AnalysisData data, double[] paras)
{
this.data = data;
parameters = new Parameters(paras);
//??Bug fixed by Dung 11 Nov 2011
if (adviceInfo == null)
adviceInfo = new TradePoints();
StrategyExecute();
return adviceInfo;
}
//Updated data from the last read/update point
public static int UpdateAnalysisData(AnalysisData dataObj)
{
int lastDataIdx = dataObj.priceDataTbl.Count - 1;
DateTime lastDateTime;
if (lastDataIdx < 0) lastDateTime = commonClass.Settings.sysStartDataDate;
else lastDateTime = dataObj.priceDataTbl[lastDataIdx].onDate;
data.baseDS.priceDataDataTable tbl = new data.baseDS.priceDataDataTable();
DbAccess.LoadData(tbl, dataObj.DataTimeScale.Code, lastDateTime, dataObj.DataStockCode);
if (tbl.Count > 0)
{
//Delete the last data because the updated data will include this one.
if (lastDataIdx >= 0)
{
dataObj.priceDataTbl[lastDataIdx].ItemArray = tbl[0].ItemArray;
commonClass.AppLibs.DataConcat(tbl, 1, dataObj.priceDataTbl);
}
else commonClass.AppLibs.DataConcat(tbl, 0, dataObj.priceDataTbl);
}
return dataObj.priceDataTbl.Count - 1 - lastDataIdx;
}
private void DoScreeningDB()
{
decimal weight = 0;
StringCollection stockCodeList = stockCodeLb.myValues;
StringCollection strategyList = new StringCollection();
for (int idx = 0; idx < tmpDS.screeningCriteria.Count; idx++)
{
if (tmpDS.screeningCriteria[idx].code != "" && tmpDS.screeningCriteria[idx].selected)
{
if (strategyList.Contains(tmpDS.screeningCriteria[idx].code)) continue;
strategyList.Add(tmpDS.screeningCriteria[idx].code);
}
}
DataTable testRetsultTbl = CreateDataTable(strategyList);
SetDataGrid(resultDataGrid, testRetsultTbl);
progressBar.Value = 0; progressBar.Minimum=0; progressBar.Maximum = stockCodeList.Count;
data.tmpDS.stockCodeRow stockCodeRow;
bool fMatched = false;
for (int rowId = 0; rowId < stockCodeList.Count; rowId++)
{
fMatched = false;
stockCodeRow = DataAccess.Libs.myStockCodeTbl.FindBycode(stockCodeList[rowId]);
if (stockCodeRow == null) continue;
DataRow row = testRetsultTbl.NewRow();
row[0] = stockCodeList[rowId];
application.AnalysisData analysisData = new application.AnalysisData(timeRangeCb.myValue, timeScaleCb.myValue,
stockCodeRow.code, commonClass.DataAccessMode.WebService);
for (int colId = 0; colId < strategyList.Count; colId++)
{
try
{
//Analysis cached data so we MUST clear cache to ensure the system run correctly
application.Strategy.Data.ClearCache();
application.Strategy.Data.TradePoints tradePoints = application.Strategy.Libs.Analysis(analysisData, strategyList[colId]);
// BusinessInfo.Weight value is used as estimation value. The higher value, the better chance to match user need.
if (tradePoints != null && tradePoints.Count > 0)
{
weight = (decimal)(tradePoints[tradePoints.Count - 1] as TradePointInfo).BusinessInfo.Weight;
DataView criteriaView = new DataView(tmpDS.screeningCriteria);
criteriaView.RowFilter = tmpDS.screeningCriteria.codeColumn + "='" + strategyList[colId] + "' AND " +
tmpDS.screeningCriteria.selectedColumn + "=1";
Data.tmpDataSet.screeningCriteriaRow criteriaRow;
// If there is more than one criteria for the same code,
// matching one criteria is viewed as MATCHED , as OR operaror.
for (int idx = 0; idx < criteriaView.Count; idx++)
{
criteriaRow = (Data.tmpDataSet.screeningCriteriaRow)criteriaView[idx].Row;
if (weight < criteriaRow.min || weight > criteriaRow.max) continue;
row[colId + 1] = weight;
fMatched = true;
break;
}
}
}
catch (Exception er)
{
this.WriteError(stockCodeList[rowId] + " : " + strategyList[colId] , er.Message);
this.ShowError(er);
}
}
if (fMatched) testRetsultTbl.Rows.Add(row);
progressBar.Value++;
this.ShowReccount(progressBar.Value.ToString() + "/" + progressBar.Maximum);
Application.DoEvents();
}
this.ShowReccount(resultDataGrid.Rows.Count);
}
/// <summary>
/// Load stock price data withd some point ahead of the specified date range
/// </summary>
/// <param name="stockCode"></param>
/// <param name="frDate">Start date </param>
/// <param name="toDate">End date</param>
/// <param name="timeScale">Time scale</param>
/// <param name="noUnitAhead">the number of units(minute,day,hour,week...) to read beyond the start time[frDate].</param>
/// <param name="toTbl">Table keeps loaded data</param>
/// <param name="startIdx">specify the row where the data in [frDate,toDate] range starts</param>
public static void LoadAnalysisData(AnalysisData dataObj)
{
int startIdx = dataObj.priceDataTbl.Count;
if (dataObj.DataTimeRange == AppTypes.TimeRanges.None)
{
dataObj.priceDataTbl.Clear();
databases.DbAccess.LoadData(dataObj.priceDataTbl, dataObj.DataTimeScale.Code, dataObj.DataStockCode, dataObj.DataMaxCount + constNumberOfReadAheadUnit);
dataObj.FirstDataStartAt = 0;
return;
}
int noUnitAhead = constNumberOfReadAheadUnit;
DateTime toDate = common.Consts.constNullDate;
DateTime frDate = common.Consts.constNullDate;
if (!AppTypes.GetDate(dataObj.DataTimeRange, out frDate, out toDate)) return;
databases.baseDS.priceDataStatDataTable priceStatTbl = databases.DbAccess.GetPriceDataStat(dataObj.DataTimeScale, dataObj.DataStockCode);
if (priceStatTbl.Count == 0) return;
DateTime dataMaxDateTime = priceStatTbl[0].maxDate;
DateTime dataMinDateTime = priceStatTbl[0].minDate;
int dataTotalCount = priceStatTbl[0].totalCount;
if (toDate > dataMaxDateTime) toDate = dataMaxDateTime;
if (frDate < dataMinDateTime) frDate = dataMinDateTime;
dataObj.priceDataTbl.Clear();
if (noUnitAhead != 0)
{
// Find start date that return sufficient rows as required by [noBarAhead]
DateTime checkFrDate = common.Consts.constNullDate;
DateTime checkToDate = frDate.AddSeconds(-1);
int totalGotRowCount = 0, gotRowCount;
decimal rangeScale = 1;
//int loopPass = 0;
while (true)
{
//loopPass++;
switch (dataObj.DataTimeScale.Type)
{
case AppTypes.TimeScaleTypes.Minnute:
checkFrDate = checkToDate.AddMinutes(-(int)(noUnitAhead * rangeScale));
break;
case AppTypes.TimeScaleTypes.Hour:
checkFrDate = checkToDate.AddHours(-(int)(noUnitAhead * rangeScale));
break;
case AppTypes.TimeScaleTypes.Day:
checkFrDate = checkToDate.AddDays(-(int)(noUnitAhead * rangeScale));
break;
case AppTypes.TimeScaleTypes.Week:
checkFrDate = checkToDate.AddDays(-(int)(7 * noUnitAhead * rangeScale));
break;
case AppTypes.TimeScaleTypes.Month:
checkFrDate = checkToDate.AddMonths(-(int)(noUnitAhead * rangeScale));
break;
case AppTypes.TimeScaleTypes.Year:
checkFrDate = checkToDate.AddYears(-(int)(noUnitAhead * rangeScale));
break;
case AppTypes.TimeScaleTypes.RealTime:
//checkFrDate = checkToDate.AddMinutes(-(int)(commonClass.Settings.sysAutoRefreshInSeconds * noUnitAhead * rangeScale) / 60);
checkFrDate = checkToDate.AddMinutes(-(int)(noUnitAhead * rangeScale));
break;
default: common.system.ThrowException("Invalid parametter in calling to LoadStockPrice()");
break;
}
gotRowCount = databases.DbAccess.GetTotalPriceRow(dataObj.DataTimeScale, checkFrDate, checkToDate, dataObj.DataStockCode);
//No more data ??
if (checkFrDate < dataMinDateTime) break;
//Sufficient data ??
totalGotRowCount += gotRowCount;
if (totalGotRowCount >= noUnitAhead) break;
//No data load means the check range not big enough, increse rangeScale by 5 to make it larger scale
if (gotRowCount == 0) rangeScale += 5;
else
{
//Estimate the best range scale
// Increase total left sligtly by 3% with the hope that it can take all need.
// 5 and 3% had been tested indifferent cases and see that they are the best value.
decimal tmpRangeScale = rangeScale * (decimal)(noUnitAhead - totalGotRowCount + noUnitAhead * 0.03) / gotRowCount;
rangeScale = (tmpRangeScale > 0 ? tmpRangeScale : rangeScale + 5);
}
checkToDate = checkFrDate.AddSeconds(-1);
}
databases.DbAccess.LoadData(dataObj.priceDataTbl, dataObj.DataTimeScale.Code, checkFrDate, frDate.AddSeconds(-1), dataObj.DataStockCode);
startIdx = dataObj.priceDataTbl.Count - startIdx;
}
databases.DbAccess.LoadData(dataObj.priceDataTbl, dataObj.DataTimeScale.Code, frDate, toDate, dataObj.DataStockCode);
dataObj.FirstDataStartAt = startIdx;
}
private void DoRankingDB()
{
this.myValueType = ValueTypes.Amount;
this.Amount2PercentDenominator = Settings.sysStockTotalCapAmt;
resultTab.TabPages.Clear();
StringCollection stockCodeList = codeListLb.myValues;
StringCollection timeRangeList = timeRangeLb.myCheckedValues;
string[] strategyList = common.system.Collection2List(strategyClb.myCheckedValues);
progressBar.Value = 0; progressBar.Minimum = 0; progressBar.Maximum = stockCodeList.Count * timeRangeList.Count;
EstimateOptions estimateOption = new EstimateOptions();
for (int stockCodeId = 0; stockCodeId < stockCodeList.Count; stockCodeId++)
{
string stockCode = stockCodeList[stockCodeId].ToString();
DataTable testRetsultTbl = CreateDataTable(timeRangeList, strategyList);
common.controls.baseDataGridView resultGrid = CreateResultGrid(stockCode, testRetsultTbl);
for (int colId = 0; colId < timeRangeList.Count; colId++)
{
try
{
progressBar.Value++;
Application.DoEvents();
this.ShowReccount(progressBar.Value.ToString() + "/" + progressBar.Maximum.ToString());
AppTypes.TimeRanges timeRange = AppTypes.TimeRangeFromCode(timeRangeList[colId]);
application.AnalysisData analysisData = new application.AnalysisData(timeRange, timeScaleCb.myValue, stockCode,
commonClass.DataAccessMode.WebService);
for (int rowId = 0; rowId < strategyList.Length; rowId++)
{
testRetsultTbl.Rows[rowId][colId + 1] = 0;
//Analysis cached data so we MUST clear cache to ensure the system run correctly
application.Strategy.Data.ClearCache();
application.Strategy.Data.TradePoints advices = application.Strategy.Libs.Analysis(analysisData, strategyList[rowId]);
if (advices != null)
{
testRetsultTbl.Rows[rowId][colId + 1] =
application.Strategy.Libs.EstimateTrading_Profit(analysisData,application.Strategy.Libs.ToTradePointInfo(advices),estimateOption);
}
}
}
catch (Exception er)
{
this.WriteError(stockCodeList[stockCodeId] + " : " + timeRangeList[colId] + " : " + strategyList[colId], er.Message);
//this.ShowError(er);
}
}
}
}
private CurveItem PlotCandleStick(string curveName, Charts.Controls.baseGraphPanel graphPane, application.AnalysisData data,
Color barUpColor, Color barDnColor, Color bullCandleColor, Color bearCandleColor)
{
pricePane.myGraphObj.SetSeriesX(data.DateTime.Values, Charts.AxisType.DateAsOrdinal);
CurveItem curveItem = graphPane.myGraphObj.AddCandleStick(curveName, data.High.Values, data.Low.Values, data.Open.Values, data.Close.Values, data.Volume.Values,
barUpColor, barDnColor, bullCandleColor, bearCandleColor);
return(curveItem);
}
/// <summary>
/// Load stock price data withd some point ahead of the specified date range
/// </summary>
/// <param name="stockCode"></param>
/// <param name="frDate">Start date </param>
/// <param name="toDate">End date</param>
/// <param name="timeScale">Time scale</param>
/// <param name="noUnitAhead">the number of units(minute,day,hour,week...) to read beyond the start time[frDate].</param>
/// <param name="toTbl">Table keeps loaded data</param>
/// <param name="startIdx">specify the row where the data in [frDate,toDate] range starts</param>
public static void LoadAnalysisData(AnalysisData dataObj)
{
int startIdx = dataObj.priceDataTbl.Count;
if (dataObj.DataTimeRange == AppTypes.TimeRanges.None)
{
dataObj.priceDataTbl.Clear();
databases.DbAccess.LoadData(dataObj.priceDataTbl, dataObj.DataTimeScale.Code, dataObj.DataStockCode, dataObj.DataMaxCount + constNumberOfReadAheadUnit);
dataObj.FirstDataStartAt = 0;
return;
}
int noUnitAhead = constNumberOfReadAheadUnit;
DateTime toDate = common.Consts.constNullDate;
DateTime frDate = common.Consts.constNullDate;
if (!AppTypes.GetDate(dataObj.DataTimeRange, out frDate, out toDate))
{
return;
}
databases.baseDS.priceDataStatDataTable priceStatTbl = databases.DbAccess.GetPriceDataStat(dataObj.DataTimeScale, dataObj.DataStockCode);
if (priceStatTbl.Count == 0)
{
return;
}
DateTime dataMaxDateTime = priceStatTbl[0].maxDate;
DateTime dataMinDateTime = priceStatTbl[0].minDate;
int dataTotalCount = priceStatTbl[0].totalCount;
if (toDate > dataMaxDateTime)
{
toDate = dataMaxDateTime;
}
if (frDate < dataMinDateTime)
{
frDate = dataMinDateTime;
}
dataObj.priceDataTbl.Clear();
if (noUnitAhead != 0)
{
// Find start date that return sufficient rows as required by [noBarAhead]
DateTime checkFrDate = common.Consts.constNullDate;
DateTime checkToDate = frDate.AddSeconds(-1);
int totalGotRowCount = 0, gotRowCount;
decimal rangeScale = 1;
//int loopPass = 0;
while (true)
{
//loopPass++;
switch (dataObj.DataTimeScale.Type)
{
case AppTypes.TimeScaleTypes.Minnute:
checkFrDate = checkToDate.AddMinutes(-(int)(noUnitAhead * rangeScale));
break;
case AppTypes.TimeScaleTypes.Hour:
checkFrDate = checkToDate.AddHours(-(int)(noUnitAhead * rangeScale));
break;
case AppTypes.TimeScaleTypes.Day:
checkFrDate = checkToDate.AddDays(-(int)(noUnitAhead * rangeScale));
break;
case AppTypes.TimeScaleTypes.Week:
checkFrDate = checkToDate.AddDays(-(int)(7 * noUnitAhead * rangeScale));
break;
case AppTypes.TimeScaleTypes.Month:
checkFrDate = checkToDate.AddMonths(-(int)(noUnitAhead * rangeScale));
break;
case AppTypes.TimeScaleTypes.Year:
checkFrDate = checkToDate.AddYears(-(int)(noUnitAhead * rangeScale));
break;
case AppTypes.TimeScaleTypes.RealTime:
//checkFrDate = checkToDate.AddMinutes(-(int)(commonClass.Settings.sysAutoRefreshInSeconds * noUnitAhead * rangeScale) / 60);
checkFrDate = checkToDate.AddMinutes(-(int)(noUnitAhead * rangeScale));
break;
default: common.system.ThrowException("Invalid parametter in calling to LoadStockPrice()");
break;
}
gotRowCount = databases.DbAccess.GetTotalPriceRow(dataObj.DataTimeScale, checkFrDate, checkToDate, dataObj.DataStockCode);
//No more data ??
if (checkFrDate < dataMinDateTime)
{
break;
}
//Sufficient data ??
totalGotRowCount += gotRowCount;
if (totalGotRowCount >= noUnitAhead)
{
break;
}
//No data load means the check range not big enough, increse rangeScale by 5 to make it larger scale
if (gotRowCount == 0)
{
rangeScale += 5;
}
else
{
//Estimate the best range scale
// Increase total left sligtly by 3% with the hope that it can take all need.
// 5 and 3% had been tested indifferent cases and see that they are the best value.
decimal tmpRangeScale = rangeScale * (decimal)(noUnitAhead - totalGotRowCount + noUnitAhead * 0.03) / gotRowCount;
rangeScale = (tmpRangeScale > 0 ? tmpRangeScale : rangeScale + 5);
}
checkToDate = checkFrDate.AddSeconds(-1);
}
databases.DbAccess.LoadData(dataObj.priceDataTbl, dataObj.DataTimeScale.Code, checkFrDate, frDate.AddSeconds(-1), dataObj.DataStockCode);
startIdx = dataObj.priceDataTbl.Count - startIdx;
}
databases.DbAccess.LoadData(dataObj.priceDataTbl, dataObj.DataTimeScale.Code, frDate, toDate, dataObj.DataStockCode);
dataObj.FirstDataStartAt = startIdx;
}
private void DoBackTestUseDB()
{
this.myValueType = ValueTypes.Amount;
this.Amount2PercentDenominator = Settings.sysStockTotalCapAmt;
StringCollection strategyList = strategyClb.myCheckedValues;
StringCollection stockCodeList = codeSelectLb.myValues;
DataTable testRetsultTbl = CreateEstimateTbl(strategyList);
SetDataGrid(resultDataGrid, testRetsultTbl);
progressBar.Value = 0; progressBar.Minimum = 0; progressBar.Maximum = stockCodeList.Count;
EstimateOptions estOptions = new EstimateOptions();
for (int rowId = 0; rowId < stockCodeList.Count; rowId++)
{
application.AnalysisData analysisData = new application.AnalysisData(periodicityEd.myTimeRange, periodicityEd.myTimeScale,
stockCodeList[rowId], commonClass.DataAccessMode.WebService);
DataRow row = testRetsultTbl.Rows.Add(stockCodeList[rowId]);
for (int colId = 0; colId < strategyList.Count; colId++)
{
try
{
//Analysis cached data so we MUST clear cache to ensure the system run correctly
application.Strategy.Data.ClearCache();
application.Strategy.Data.TradePoints advices = application.Strategy.Libs.Analysis(analysisData, strategyList[colId]);
if (advices != null)
{
row[colId + 1] = application.Strategy.Libs.EstimateTrading_Profit(analysisData, application.Strategy.Libs.ToTradePointInfo(advices), estOptions);
}
else row[colId + 1] = 0;
}
catch (Exception er)
{
this.WriteError(stockCodeList[rowId] + " : " + strategyList[colId], er.Message);
this.ShowError(er);
}
}
progressBar.Value++;
this.ShowReccount(progressBar.Value.ToString() + "/" + progressBar.Maximum.ToString());
Application.DoEvents();
}
SetEstimateDataGrid(application.Strategy.Libs.GetStrategyStats(testRetsultTbl));
}
/// <summary>
/// Get data and store in cache. Depend on forceReadNew, cached data can be used to boost perfomance
/// </summary>
/// <param name="timeRange"></param>
/// <param name="timeScaleCode"></param>
/// <param name="code"></param>
/// <param name="forceReadNew"> if true always read from database, ignore the cached data</param>
/// <returns>Data key used for data accessing</returns>
public string LoadAnalysisData(AppTypes.TimeRanges timeRange, string timeScaleCode, string code, bool forceReadNew)
{
string cacheName = MakeCacheKey(timeRange,timeScaleCode,code);
if (forceReadNew || sysDataCache.Find(cacheName) == null)
{
AnalysisData myData = new AnalysisData(timeRange, AppTypes.TimeScaleFromCode(timeScaleCode), code, DataAccessMode.Local);
sysDataCache.Add(cacheName, myData);
}
return cacheName;
}
