static void Main(string[] args)
{
BasicConfigurator.Configure();
SetConsoleCtrlHandler(new HandlerRoutine(ConsoleCtrlCheck), true);
log.Info("Application Started");
_priceEngine = new PriceEngine(new SecurityPriceRetrieverStrategy(new YahooMarketDataPriceSource()));
string apiKey = ConfigurationManager.AppSettings["EdgarApiKey"];
_statementEngine = new StatementEngine(new StatementRetrieverStrategy(new EdgarMarketDataFinancialStatementSource(apiKey)));
_ncavEngine = new NcavEngine();
log.Info("Starting to retrieve prices");
while (_priceEngine.ShouldWork)
{
_priceEngine.DoCycle();
}
log.Info("Prices retrieved.");
log.Info("Starting to retrieve financial statements");
while (_statementEngine.ShouldWork)
{
_statementEngine.DoCycle();
}
log.Info("Financial statements retrieved.");
log.Info("Starting to Update Ncav and discounts on Ncav");
while (_ncavEngine.ShouldWork)
{
_ncavEngine.DoCycle();
}
log.Info("Calculus on Net current asset value done.");
//log.Info("Exiting Application.");
using (var unitOfWork = new UnitOfWork(new MidasContext()))
{
var securitiesToInvest =
SecurityDalFactory.GetInstance()
.GetSecurityDal()
.GetAllSecurities()
.Where(x => x.DiscountOnNcav > (Decimal)0.25)
.Where(x => !BlackList.IsBlackListed(x.Ticker))
.OrderBy(x => x.DiscountOnNcav).Reverse()
.ToList();
foreach (var security in securitiesToInvest)
{
log.Info(string.Format("Found security {0} with discount on Ncav : {1}", security.Ticker, security.DiscountOnNcav));
}
log.Info(string.Format("Total : {0}", securitiesToInvest.Count));
//var ssl = unitOfWork.Securities.Find(s => s.Ticker == "NTWK").First();
//var statements = unitOfWork.FinancialStatements.Find(s => s.PrimarySymbol == "NTWK");
//var latestStatement = statements.OrderBy(s => s.PeriodEnd).Last();
//var ncav = latestStatement.BalanceSheet.TotalCurrentAssets -
// latestStatement.BalanceSheet.TotalCurrentLiabilities;
//var last = ssl.Last;
//var ticker = "DAL";
//var fcau = unitOfWork.Securities.Find(x => x.Ticker == ticker);
//var statements = unitOfWork.FinancialStatements.GetAll().Where(s => s.PrimarySymbol == ticker).Where(x => x.FormType == "10-K");
int test = 0;
Console.ReadLine();
}
}
public async Task <bool> ImportSecurities()
{
var factory = new SecurityImporterFactory();
var importer = factory.GetSecurityImporter(SelectedMarket);
var securities = await importer.ImportSecuritiesAsync(PathFile);
var success = SecurityDalFactory.GetInstance().GetSecurityDal().ImportSecurities(securities);
RefreshSecurities();
return(success);
}
public void RefreshNetNets()
{
NetNetSecurities.Clear();
SecurityDalFactory.GetInstance()
.GetSecurityDal()
.GetAllSecurities()
.Where(x => x.DiscountOnNcav > DiscountOnNcavThresholdPercent / 100)
.Where(x => !BlackList.IsBlackListed(x.Ticker))
.OrderBy(x => x.DiscountOnNcav).Reverse()
.ToList()
.ForEach(NetNetSecurities.Add);
}
public void DoCycle()
{
Log.Info("Starting Ncav Engine Cycle");
var securitiesToHandle = SecurityDalFactory.GetInstance().GetSecurityDal().GetAllSecurities().Where(x => x.IsNotADuplicate()).Where(x => x.HasStatements()).Where(x => x.HasNotNullMarketCap()).Where(x => x.IsCalculusOnNcavOutDated()).Take(BufferSecuritySize);
var toHandle = securitiesToHandle as IList <Security> ?? securitiesToHandle.ToList();
if (!toHandle.Any())
{
Log.Info("Securities up to date. Stopping the Engine.");
ShouldWork = false;
}
securitiesToHandle = CalculateNcavOnSecurities(toHandle);
RefreshSecurities(securitiesToHandle);
Log.Info("Price Ncav Cycle Ended.");
}
public void DoCycle()
{
Log.Info("Starting Price Engine Cycle");
var securitiesToHandle = SecurityDalFactory.GetInstance().GetSecurityDal().GetAllSecurities().Where(x => x.IsNotADuplicate()).Where(x => x.LastPriceIsTooOld()).Where(x => x.HasNotTooManyFailedAttempts()).Take(BufferSecuritySize);
var toHandle = securitiesToHandle as IList <Security> ?? securitiesToHandle.ToList();
if (!toHandle.Any())
{
Log.Info("Securities up to date. Stopping the Engine.");
ShouldWork = false;
}
securitiesToHandle = _priceStrategy.RetrievePriceForSecurities(toHandle);
Log.Info("Prices retrieved. Saving.");
RefreshSecurities(securitiesToHandle);
Log.Info("Price Engine Cycle Ended.");
}
public void RefreshSecurities()
{
AcquirersMultipleSecurityViewModels.Clear();
var allSecurities =
SecurityDalFactory.GetInstance()
.GetSecurityDal()
.GetAllSecurities()
.Where(x => x.AcquirersMultiple > 0)
.Where(x => x.IsMarketCapBigEnough(MarketCapitalizationMin))
.Where(x => !x.IsMarketCapTooBig(MarketCapitalizationMax))
.Where(x => !BlackList.IsBlackListed(x.Ticker))
.Where(x => x.OperatingEarnings > 0)
.OrderBy(x => x.AcquirersMultiple)
.ToList();
var currentRank = 0;
foreach (var security in allSecurities)
{
currentRank++;
AcquirersMultipleSecurityViewModels.Add(new AcquirersMultipleSecurityViewModel(security, currentRank));
}
}
public void DoCycle()
{
Log.Info("Starting Statement Engine Cycle");
var securitiesToHandle =
SecurityDalFactory.GetInstance()
.GetSecurityDal()
.GetAllSecurities()
//.Where(x => x.HasNotANullPrice())
//.Where(x => x.HasNotNullMarketCap())
.Where(x => x.IsNotADuplicate())
.Where(x => !x.StatementsAreUpToDate())
.Where(x => x.NbOfFailedAttemptsToGetStatements < 3)
.Take(BufferSecuritySize).ToList();
var toHandle = (IList <Security>)securitiesToHandle;
if (!toHandle.Any())
{
Log.Info("Securities up to date. Stopping the Engine.");
ShouldWork = false;
Log.Info("Statement Engine Cycle Ended.");
return;
}
try
{
var securitiesAndStatements = _statementStrategy.RetrieveStatementsForSecurities(securitiesToHandle).ToList();
RefreshSecurities(securitiesAndStatements);
}
catch (Exception exception)
{
Log.Error(exception.Message);
}
Log.Info("Statement Engine Cycle Ended.");
}
public void RefreshSecurities()
{
Securities.Clear();
SecurityDalFactory.GetInstance().GetSecurityDal().GetAllSecurities().ToList().ForEach(Securities.Add);
}