private Insight GetInsight(Symbol symbol, InsightDirection direction, DateTime generatedTimeUtc, TimeSpan?period = null)
{
period = period ?? TimeSpan.FromDays(1);
var insight = Insight.Price(symbol, period.Value, direction);
insight.GeneratedTimeUtc = generatedTimeUtc;
insight.CloseTimeUtc = generatedTimeUtc.Add(period.Value);
return(insight);
}
public static AzureSupportCenterInsight CreateInsight <TResource>(Insight insight, OperationContext <TResource> context, Definition detector)
where TResource : IResource
{
var description = GetTextObjectFromData("description", insight.Body) ?? new Text(string.Format(DefaultDescription, detector.Name));
var recommendedAction = GetTextObjectFromData("recommended action", insight.Body) ?? DefaultRecommendedAction;
var customerReadyContent = GetTextObjectFromData("customer ready content", insight.Body);
return(CreateInsight <TResource>(insight.Message, insight.Status, description, recommendedAction, customerReadyContent, detector, context));
}
private static void AssertStartupOptions(Insight <InsightsStartupData> act)
{
Assert.AreEqual("appname", act.Data.ApplicationName);
Assert.AreEqual(false, act.Data.ApplicationNameWasGenerated);
Assert.AreEqual("appv1", act.Data.ApplicationVersion);
Assert.AreEqual("DataStax C# Driver for Apache Cassandra", act.Data.DriverName);
Assert.AreEqual("BECFE098-E462-47E7-B6A7-A21CD316D4C0", act.Data.ClientId.ToUpper());
Assert.IsFalse(string.IsNullOrWhiteSpace(act.Data.DriverVersion));
}
private Insight GetInsight(Symbol symbol, InsightDirection direction, DateTime generatedTimeUtc)
{
var period = TimeSpan.FromDays(1);
var insight = Insight.Price(symbol, period, direction);
insight.GeneratedTimeUtc = generatedTimeUtc;
insight.CloseTimeUtc = generatedTimeUtc.Add(period);
return(insight);
}
protected override IEnumerable <Insight> ExpectedInsights()
{
var period = TimeSpan.FromDays(14);
foreach (var direction in new[] { InsightDirection.Up, InsightDirection.Down })
{
yield return(Insight.Price(Symbols.SPY, period, direction));
}
}
public void SetPeriodAndCloseTimeDoesNotThrowWhenGeneratedTimeUtcIsSet()
{
var insight = Insight.Price(Symbols.SPY, Time.OneDay, InsightDirection.Up);
var exchangeHours = SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork);
insight.GeneratedTimeUtc = new DateTime(2018, 08, 07, 00, 33, 00).ConvertToUtc(TimeZones.NewYork);
Assert.That(() => insight.SetPeriodAndCloseTime(exchangeHours),
Throws.Nothing);
}
public void HasReferenceTypeEqualitySemantics()
{
var one = Insight.Price(Symbols.SPY, Time.OneSecond, InsightDirection.Up);
var two = Insight.Price(Symbols.SPY, Time.OneSecond, InsightDirection.Up);
Assert.AreNotEqual(one, two);
Assert.AreEqual(one, one);
Assert.AreEqual(two, two);
}
private Insight GetInsight(Symbol symbol, InsightDirection direction, DateTime generatedTimeUtc, TimeSpan?period = null, double?confidence = DefaultPercent)
{
period = period ?? TimeSpan.FromDays(1);
var insight = Insight.Price(symbol, period.Value, direction, confidence: confidence);
insight.GeneratedTimeUtc = generatedTimeUtc;
insight.CloseTimeUtc = generatedTimeUtc.Add(period.Value);
return(insight);
}
public override IEnumerable <Insight> Update(QCAlgorithm algorithm, Slice data)
{
var symbolsIBS = new Dictionary <Symbol, decimal>();
var returns = new Dictionary <Symbol, decimal>();
foreach (var kvp in algorithm.ActiveSecurities)
{
var security = kvp.Value;
if (security.HasData)
{
var high = security.High;
var low = security.Low;
var hilo = high - low;
// Do not consider symbol with zero open and avoid division by zero
if (security.Open * hilo != 0)
{
// Internal bar strength (IBS)
symbolsIBS.Add(security.Symbol, (security.Close - low) / hilo);
returns.Add(security.Symbol, security.Close / security.Open - 1);
}
}
}
var insights = new List <Insight>();
// Number of stocks cannot be higher than half of symbolsIBS length
var numberOfStocks = Math.Min((int)(symbolsIBS.Count / 2.0), _numberOfStocks);
if (numberOfStocks == 0)
{
return(insights);
}
// Rank securities with the highest IBS value
var ordered = from entry in symbolsIBS
orderby Math.Round(entry.Value, 6) descending, entry.Key
select entry;
var highIBS = ordered.Take(numberOfStocks); // Get highest IBS
var lowIBS = ordered.Reverse().Take(numberOfStocks); // Get lowest IBS
// Emit "down" insight for the securities with the highest IBS value
foreach (var kvp in highIBS)
{
insights.Add(Insight.Price(kvp.Key, _predictionInterval, InsightDirection.Down, Math.Abs((double)returns[kvp.Key])));
}
// Emit "up" insight for the securities with the highest IBS value
foreach (var kvp in lowIBS)
{
insights.Add(Insight.Price(kvp.Key, _predictionInterval, InsightDirection.Up, Math.Abs((double)returns[kvp.Key])));
}
return(insights);
}
public void Bonus_InsightSpecified_ShouldWork()
{
SetupCharacter();
Skills insight = new Insight(true, true);
Assert.AreEqual(-5, insight.Bonus);
Assert.IsTrue(insight.Proficiency);
Assert.IsTrue(insight.Expertise);
}
protected override IEnumerable <Insight> ExpectedInsights()
{
var period = TimeSpan.FromDays(12);
return(new[]
{
Insight.Price(Symbols.SPY, period, InsightDirection.Down),
Insight.Price(Symbols.SPY, period, InsightDirection.Up)
});
}
public async Task <bool> Login(string username, string password)
{
ChadderApp.UIHelper.ShowLoading();
var initTimer = Insight.StartTimer("Login load");
var result = await Source.Login(username, password);
Insight.StopTimer(initTimer);
ChadderApp.UIHelper.HideLoading();
return(ShowErrorIfNotOk(result));
}
public void ShouldReturnName()
{
//assign
ISkill actualSkillBase = new Insight();
//act
ITextObj name = actualSkillBase.Name();
//assert
name.Should().Be(new TextObj("Insight"));
}
private Insight GetInsight(string SourceModel, string ticker, double magnitude)
{
var period = Time.OneDay;
var direction = (InsightDirection)Math.Sign(magnitude);
var insight = Insight.Price(GetSymbol(ticker), period, direction, magnitude, sourceModel: SourceModel);
insight.GeneratedTimeUtc = _algorithm.UtcTime;
insight.CloseTimeUtc = _algorithm.UtcTime.Add(insight.Period);
return(insight);
}
public ActionResult Edit([Bind(Include = "IDGraficosInsight,SurgiuInsightSim,SurgiuInsightNao,Data")] Insight graficosInsight)
{
if (ModelState.IsValid)
{
db.Entry(graficosInsight).State = EntityState.Modified;
db.SaveChanges();
return(RedirectToAction("Index"));
}
return(View(graficosInsight));
}
/// <summary>
/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
/// </summary>
/// <param name="data">TradeBars IDictionary object with your stock data</param>
public void OnData(TradeBars data)
{
// wait for our indicator to be ready
if (!_macd.IsReady)
{
return;
}
var holding = Portfolio[_symbol];
var signalDeltaPercent = (_macd - _macd.Signal) / _macd.Fast;
var tolerance = 0.0025m;
// if our macd is greater than our signal, then let's go long
if (holding.Quantity <= 0 && signalDeltaPercent > tolerance)
{
// 1. Call EmitInsights with insights created in correct direction, here we're going long
// The EmitInsights method can accept multiple insights separated by commas
EmitInsights(
// Creates an insight for our symbol, predicting that it will move up within the fast ema period number of days
Insight.Price(_symbol, TimeSpan.FromDays(FastEmaPeriod), InsightDirection.Up)
);
// longterm says buy as well
SetHoldings(_symbol, 1.0);
}
// if our macd is less than our signal, then let's go short
else if (holding.Quantity >= 0 && signalDeltaPercent < -tolerance)
{
// 1. Call EmitInsights with insights created in correct direction, here we're going short
// The EmitInsights method can accept multiple insights separated by commas
EmitInsights(
// Creates an insight for our symbol, predicting that it will move down within the fast ema period number of days
Insight.Price(_symbol, TimeSpan.FromDays(FastEmaPeriod), InsightDirection.Down)
);
// shortterm says sell as well
SetHoldings(_symbol, -1.0);
}
// if we wanted to liquidate our positions
// 1. Call EmitInsights with insights create in the correct direction -- Flat
// EmitInsights(
// Creates an insight for our symbol, predicting that it will move down or up within the fast ema period number of days, depending on our current position
// Insight.Price(_symbol, TimeSpan.FromDays(FastEmaPeriod), InsightDirection.Flat);
// );
// Liquidate();
// plot both lines
Plot("MACD", _macd, _macd.Signal);
Plot(_symbol, "Open", data[_symbol].Open);
Plot(_symbol, _macd.Fast, _macd.Slow);
}
public ActionResult Edit([Bind(Include = "Id,SurgiuInsightSim,SurgiuInsightNao,Data,UsuarioId")] Insight insight)
{
if (ModelState.IsValid)
{
db.Entry(insight).State = EntityState.Modified;
db.SaveChanges();
return(RedirectToAction("Index"));
}
ViewBag.UsuarioId = new SelectList(db.Usuarios, "Id", "Nome", insight.UsuarioId);
return(View(insight));
}
public void IgnoresInsights(Language language)
{
SetPortfolioConstruction(language);
var insight = Insight.Price(Symbols.AAPL, Resolution.Minute, 1, InsightDirection.Down, 1, 1, "AlphaId", 0.5);
insight.GeneratedTimeUtc = _algorithm.UtcTime;
insight.CloseTimeUtc = _algorithm.UtcTime.Add(insight.Period);
var targets = _algorithm.PortfolioConstruction.CreateTargets(_algorithm, new[] { insight }).ToList();
Assert.AreEqual(0, targets.Count);
}
public void ShouldReturnWisdomAsBaseAttribute()
{
//arrange
ISkill skill = new Insight();
ICharacterAttribute wisdomAttribute = new WisdomAttribute();
//act
ICharacterAttribute actualAttribute = skill.BaseAttribute();
//assert
actualAttribute.Should().Be(wisdomAttribute);
}
/// <summary>
/// Helper class used to set values not required to be set by alpha models
/// </summary>
/// <param name="insight">The <see cref="Insight"/> to set the values for</param>
/// <returns>The same <see cref="Insight"/> instance with the values set</returns>
private Insight InitializeInsightFields(Insight insight)
{
insight.GeneratedTimeUtc = UtcTime;
insight.ReferenceValue = _securityValuesProvider.GetValues(insight.Symbol).Get(insight.Type);
insight.SourceModel = string.IsNullOrEmpty(insight.SourceModel) ? Alpha.GetModelName() : insight.SourceModel;
var exchangeHours = MarketHoursDatabase.GetExchangeHours(insight.Symbol.ID.Market, insight.Symbol, insight.Symbol.SecurityType);
insight.SetPeriodAndCloseTime(exchangeHours);
return(insight);
}
public async Task <IActionResult> Create([Bind("Insightid,Insighprof")] Insight insight)
{
if (ModelState.IsValid)
{
_context.Add(insight);
await _context.SaveChangesAsync();
return(RedirectToAction(nameof(Index)));
}
return(View(insight));
}
public ActionResult Create([Bind(Include = "IDGraficosInsight,SurgiuInsightSim,SurgiuInsightNao,Data")] Insight graficosInsight)
{
if (ModelState.IsValid)
{
db.Insights.Add(graficosInsight);
db.SaveChanges();
return(RedirectToAction("Index"));
}
return(View(graficosInsight));
}
public void Should_InvokeInsightsRpcCall_When_SessionIsCreated()
{
using (var simulacronCluster = SimulacronCluster.CreateNew(new SimulacronOptions {
IsDse = true, Nodes = "3"
}))
{
simulacronCluster.Prime(InsightsIntegrationTests.InsightsRpcPrime());
using (var cluster = BuildCluster(simulacronCluster, 500))
{
Assert.AreEqual(0, simulacronCluster.GetQueries("CALL InsightsRpc.reportInsight(?)").Count);
var session = (IInternalSession)cluster.Connect();
RequestLog query = null;
TestHelper.RetryAssert(
() =>
{
query = simulacronCluster.GetQueries("CALL InsightsRpc.reportInsight(?)").FirstOrDefault();
Assert.IsNotNull(query);
},
5,
1000);
string json = string.Empty;
Insight <InsightsStartupData> message = null;
try
{
json = Encoding.UTF8.GetString(
Convert.FromBase64String(
(string)query.Frame.GetQueryMessage().Options.PositionalValues[0]));
message = JsonConvert.DeserializeObject <Insight <InsightsStartupData> >(json);
}
catch (JsonReaderException ex)
{
Assert.Fail("failed to deserialize json: " + ex.Message + Environment.NewLine + json);
}
Assert.IsNotNull(message);
Assert.AreEqual(InsightType.Event, message.Metadata.InsightType);
Assert.IsFalse(string.IsNullOrWhiteSpace(message.Metadata.InsightMappingId));
Assert.AreEqual("driver.startup", message.Metadata.Name);
Assert.AreEqual(InsightsIntegrationTests.applicationName, message.Data.ApplicationName);
Assert.AreEqual(false, message.Data.ApplicationNameWasGenerated);
Assert.AreEqual(InsightsIntegrationTests.applicationVersion, message.Data.ApplicationVersion);
Assert.AreEqual(InsightsIntegrationTests.clusterId.ToString(), message.Data.ClientId);
Assert.AreEqual(session.InternalSessionId.ToString(), message.Data.SessionId);
Assert.Greater(message.Data.PlatformInfo.CentralProcessingUnits.Length, 0);
Assert.IsFalse(string.IsNullOrWhiteSpace(message.Data.PlatformInfo.CentralProcessingUnits.Model));
Assert.IsFalse(string.IsNullOrWhiteSpace(message.Data.PlatformInfo.OperatingSystem.Version));
Assert.IsFalse(string.IsNullOrWhiteSpace(message.Data.PlatformInfo.OperatingSystem.Arch));
Assert.IsFalse(string.IsNullOrWhiteSpace(message.Data.PlatformInfo.OperatingSystem.Name));
Assert.IsFalse(message.Data.PlatformInfo.Runtime.Dependencies.Any(s => string.IsNullOrWhiteSpace(s.Value.FullName)));
Assert.IsFalse(string.IsNullOrWhiteSpace(message.Data.PlatformInfo.Runtime.RuntimeFramework));
Assert.IsFalse(string.IsNullOrWhiteSpace(message.Data.PlatformInfo.Runtime.TargetFramework));
}
}
}
public void IsActiveUsesClosedIntervalSemantics()
{
var generatedTime = new DateTime(2000, 01, 01);
var insight = Insight.Price(Symbols.SPY, Time.OneMinute, InsightDirection.Up);
insight.GeneratedTimeUtc = generatedTime;
insight.CloseTimeUtc = insight.GeneratedTimeUtc + insight.Period;
Assert.IsTrue(insight.IsActive(insight.CloseTimeUtc));
Assert.IsFalse(insight.IsActive(insight.CloseTimeUtc.AddTicks(1)));
}
public void ComputeCloseHandlesOffsetHourOverMarketClosuresUsingResolutionBarCount()
{
var symbol = Symbols.SPY;
// Friday @ 3:59PM + 1 hours => Monday @ 10:29 (1 min on Friday, 59 min on Monday)
var generatedTimeUtc = new DateTime(2018, 08, 03, 12 + 3, 59, 0).ConvertToUtc(TimeZones.NewYork);
var expectedClosedTimeUtc = new DateTime(2018, 08, 06, 10, 29, 0).ConvertToUtc(TimeZones.NewYork);
var exchangeHours = MarketHoursDatabase.FromDataFolder().GetExchangeHours(symbol.ID.Market, symbol, symbol.SecurityType);
var actualCloseTimeUtc = Insight.ComputeCloseTime(exchangeHours, generatedTimeUtc, Resolution.Hour, 1);
Assert.AreEqual(expectedClosedTimeUtc, actualCloseTimeUtc);
}
public void StartSendPendingMessages()
{
if (SendPendingMessagesTask == null || SendPendingMessagesTask.Status != TaskStatus.Running)
{
SendPendingMessagesTask = SendPendingMessages();
}
else
{
Insight.Track("SendPendingMessagesTask not null");
}
}
public void ComputeCloseTimeHandlesFractionalDays()
{
var symbol = Symbols.SPY;
// Friday @ 3PM + 2.5 days => Wednesday @ 12:45 by counting 2 dates (Mon, Tues@3PM) and then half a trading day (+3.25hrs) => Wed@11:45AM
var generatedTimeUtc = new DateTime(2018, 08, 03, 12 + 3, 0, 0).ConvertToUtc(TimeZones.NewYork);
var expectedClosedTimeUtc = new DateTime(2018, 08, 08, 11, 45, 0).ConvertToUtc(TimeZones.NewYork);
var exchangeHours = MarketHoursDatabase.FromDataFolder().GetExchangeHours(symbol.ID.Market, symbol, symbol.SecurityType);
var actualCloseTimeUtc = Insight.ComputeCloseTime(exchangeHours, generatedTimeUtc, TimeSpan.FromDays(2.5));
Assert.AreEqual(expectedClosedTimeUtc, actualCloseTimeUtc);
}
public void ComputeCloseTimeHandlesFractionalHours()
{
var symbol = Symbols.SPY;
// Friday @ 3PM + 2.5 hours => Monday @ 11:00 (1 hr on Friday, 1.5 hours on Monday)
var generatedTimeUtc = new DateTime(2018, 08, 03, 12 + 3, 0, 0).ConvertToUtc(TimeZones.NewYork);
var expectedClosedTimeUtc = new DateTime(2018, 08, 06, 11, 0, 0).ConvertToUtc(TimeZones.NewYork);
var exchangeHours = MarketHoursDatabase.FromDataFolder().GetExchangeHours(symbol.ID.Market, symbol, symbol.SecurityType);
var actualCloseTimeUtc = Insight.ComputeCloseTime(exchangeHours, generatedTimeUtc, TimeSpan.FromHours(2.5));
Assert.AreEqual(expectedClosedTimeUtc, actualCloseTimeUtc);
}
public async Task <ActionResult> Edit([Bind(Include = "Id,UserId,insight,Url,TimeStamp,RowVersion")] Insight insight)
{
if (ModelState.IsValid)
{
db.Entry(insight).State = EntityState.Modified;
await db.SaveChangesAsync();
return(RedirectToAction("Index"));
}
return(View(insight));
}
/// <summary>
/// Creates a menu item for the specified insight, and returns it.
/// </summary>
/// <param name="insight">The insight details.</param>
/// <param name="context">Information that this page requires to display content.</param>
/// <returns>A menu item for the specified insight.</returns>
private TreeNode CreateMenuItem(Insight insight, PageContext context)
{
TreeNode node = new TreeNode
{
Text = String.Format("<span id='node_{0}' class='ContentTreeItem' name='treeNode'>{2}<span class='Name'>{1}</span></span>", insight.CodeName.Replace('.', '_'), HTMLHelper.HTMLEncode(insight.DisplayName), UIHelper.GetAccessibleIconTag("icon-piechart", size: FontIconSizeEnum.Standard)),
NavigateUrl = String.Format("~/CMSModules/SocialMarketing/Pages/InsightsReport.aspx?reportCodeNames={0}&periodType={1}&externalId={2}", HttpUtility.UrlEncode(GetReportCodeNames(insight, context)), insight.PeriodType, context.ExternalId),
Target = treeElem.TargetFrame
};
return(node);
}
/// <summary>
/// Creates a menu item for the specified insight, and returns it.
/// </summary>
/// <param name="insight">The insight details.</param>
/// <param name="context">Information that this page requires to display content.</param>
/// <returns>A menu item for the specified insight.</returns>
private TreeNode CreateMenuItem(Insight insight, PageContext context)
{
TreeNode node = new TreeNode
{
Text = String.Format("<span id='node_{0}' class='ContentTreeItem' name='treeNode'>{2}<span class='Name'>{1}</span></span>", insight.CodeName.Replace('.', '_'), HTMLHelper.HTMLEncode(insight.DisplayName), UIHelper.GetAccessibleIconTag("icon-piechart", size: FontIconSizeEnum.Standard)),
NavigateUrl = String.Format("~/CMSModules/SocialMarketing/Pages/InsightsReport.aspx?reportCodeNames={0}&periodType={1}&externalId={2}", URLHelper.URLEncode(GetReportCodeNames(insight, context)), insight.PeriodType, context.ExternalId),
Target = treeElem.TargetFrame
};
return node;
}
/// <summary>
/// Retrieves a collection of insights where reports are available, and returns it.
/// </summary>
/// <returns>A collection of insights where reports are available.</returns>
private IEnumerable<Insight> GetInsights(PageContext context)
{
Dictionary<string, Insight> insights = new Dictionary<string, Insight>(StringComparer.InvariantCultureIgnoreCase);
foreach (ReportInfo report in new ObjectQuery<ReportInfo>().Where(ReportInfo.TYPEINFO.CodeNameColumn, QueryOperator.Like, context.ReportNamePrefix + "%"))
{
string[] tokens = report.ReportName.Split('.');
string codeName = tokens[1];
if (!insights.ContainsKey(codeName))
{
string resourceName = String.Format(context.DisplayNameResourceNameFormat, codeName);
Insight insight = new Insight
{
CodeName = codeName,
PeriodType = tokens[2],
DisplayName = GetString(resourceName)
};
insights.Add(codeName, insight);
}
}
return insights.Values.OrderBy(x => x.CodeName).ToArray();
}
/// <summary>
/// Creates a list of report code names for the specified insight that is compatible with the Web analytics module, and returns it.
/// </summary>
/// <param name="insight">The insight details.</param>
/// <param name="context">Information that this page requires to display content.</param>
/// <returns>A list of report code names for the specified insight that is compatible with the Web analytics module.</returns>
private string GetReportCodeNames(Insight insight, PageContext context)
{
StringBuilder builder = new StringBuilder();
foreach (string reportType in mReportTypes)
{
if (builder.Length > 0)
{
builder.Append(';');
}
builder.AppendFormat(context.ReportNameFormat, insight.CodeName, insight.PeriodType, reportType);
}
return builder.ToString();
}
