public override void InitDictionary(string rootFolder, StockDictionary stockDictionary, bool download)
{
if (!stockDictionary.ContainsKey("Harpex"))
{
stockDictionary.Add("Harpex", new StockSerie("Harpex", "Harpex", StockSerie.Groups.INDICATOR, StockDataProvider.Harpex));
}
}
public StockStrategyScannerDlg(StockDictionary stockDictionary, StockSerie.Groups stockGroup, StockSerie.StockBarDuration barDuration, string strategyName)
{
InitializeComponent();
this.stockDictionary = stockDictionary;
this.barDuration = barDuration;
// Initialise group combo box
groupComboBox.Items.AddRange(this.stockDictionary.GetValidGroupNames().ToArray());
groupComboBox.SelectedItem = stockGroup.ToString();
groupComboBox.SelectedValueChanged += new EventHandler(groupComboBox_SelectedValueChanged);
// Initialise Strategy Combo box
this.strategyComboBox.Items.Clear();
List<string> strategyList = StrategyManager.GetStrategyList();
foreach (string name in strategyList)
{
this.strategyComboBox.Items.Add(name);
}
this.strategyComboBox.SelectedItem = strategyName;
this.strategyComboBox.SelectedValueChanged += new EventHandler(strategyComboBox_SelectedValueChanged);
periodComboBox.SelectedIndex = 0;
OnBarDurationChanged(barDuration);
}
public StockHub(ScritchyBus bus, StockDictionary dict)
{
InitializeCommands();
this.bus = bus;
this.dict = dict;
bus.ApplyNewEventsToAllHandlers();
}
public StockHub(ScritchyBus bus,StockDictionary dict)
{
InitializeCommands();
this.bus = bus;
this.dict = dict;
bus.ApplyNewEventsToAllHandlers();
}
public CommentReportDlg(StockDictionary stockDictionary, GraphCloseControl graphCloseControl, StockSerie.Groups group)
{
InitializeComponent();
this.stockDictionary = stockDictionary;
this.graphCloseControl = graphCloseControl;
this.stockGroup = group;
}
public StrategySimulatorDlg(StockDictionary stockDictionary, StockPortofolioList stockPortofolioList, string stockName)
{
InitializeComponent();
// Initialize portofolio combo
this.stockDictionary = stockDictionary;
this.portofolioComboBox.Enabled = true;
this.portofolioComboBox.Items.Clear();
if (stockPortofolioList.Count == 0)
{
StockPortofolio portofolio = new StockPortofolio("SIMULATION");
stockPortofolioList.Add(portofolio);
}
foreach (string name in stockPortofolioList.GetPortofolioNames())
{
this.portofolioComboBox.Items.Add(name);
}
this.portofolioComboBox.SelectedItem = this.portofolioComboBox.Items[0];
// Initialize stock combo
this.stockPortofolioList = stockPortofolioList;
this.stockComboBox.Enabled = true;
this.stockComboBox.Items.Clear();
foreach (StockSerie stockSerie in stockDictionary.Values)
{
this.stockComboBox.Items.Add(stockSerie.StockName);
}
this.stockComboBox.SelectedItem = this.stockComboBox.Items[0];
}
public override void InitDictionary(string rootFolder, StockDictionary stockDictionary, bool download)
{
string line;
string fileName = rootFolder + "\\GeneratedIndicator.txt";
if (!Directory.Exists(rootFolder + FOLDER))
{
Directory.CreateDirectory(rootFolder + FOLDER);
}
if (!Directory.Exists(rootFolder + ARCHIVE_FOLDER))
{
Directory.CreateDirectory(rootFolder + ARCHIVE_FOLDER);
}
if (File.Exists(fileName))
{
// Parse GeneratedIndicator.txt file
using (StreamReader sr = new StreamReader(fileName, true))
{
sr.ReadLine(); // Skip first line
while (!sr.EndOfStream)
{
line = sr.ReadLine();
if (!line.StartsWith("#"))
{
string[] row = line.Split(',');
stockDictionary.Add(row[0], new StockSerie(row[0], row[0], (StockSerie.Groups)Enum.Parse(typeof(StockSerie.Groups), row[1]), StockDataProvider.Generated));
}
}
}
}
}
public StockbrokersOrderCreationDlg(StockPortofolio stockPortofolio, StockDictionary stockDictionary)
{
InitializeComponent();
this.stockPortofolio = stockPortofolio;
this.stockDictionary = stockDictionary;
}
public PortofolioDlg(StockDictionary stockDictionary, StockPortofolio stockPortofolio)
{
InitializeComponent();
this.stockDictionary = stockDictionary;
this.stockPortofolio = stockPortofolio;
// Initialise list view
InitializeListView();
}
public OrderListDlg(StockDictionary stockDictionary, StockOrderList stockOrderList)
{
InitializeComponent();
this.stockDictionary = stockDictionary;
this.stockOrderList = stockOrderList;
// Initialise view
InitializeListView();
}
public EuronextDataProviderConfigDlg(StockDictionary stockDico)
{
InitializeComponent();
this.dataProvider = new ABCDataProvider();
this.stockDictionary = stockDico;
this.step1GroupBox.Enabled = true;
this.step2GroupBox.Enabled = false;
// Init group combo box
this.groupComboBox.Items.Clear();
this.groupComboBox.Items.AddRange(stockDico.GetValidGroupNames().ToArray());
string[] userGroups = { "USER1", "USER2", "USER3" };
foreach (string group in userGroups)
{
if (!this.groupComboBox.Items.Contains(group))
{
this.groupComboBox.Items.Add(group);
}
}
this.groupComboBox.SelectedItem = userGroups[0];
// Init personal list view
string fileName = Settings.Default.RootFolder + this.dataProvider.UserConfigFileName;
if (File.Exists(fileName))
{
using (StreamReader sr = new StreamReader(fileName, true))
{
string line;
while (!sr.EndOfStream)
{
line = sr.ReadLine();
if (!line.StartsWith("#"))
{
string[] row = line.Split(';');
ListViewItem viewItem = new ListViewItem(row[0]);
viewItem.SubItems.Add(row[3]); // Name is before code
viewItem.SubItems.Add(row[1]);
viewItem.SubItems.Add(row[4]);
this.personalListView.Items.Add(viewItem);
}
}
}
}
needRestart = false;
mepMapping.Add("FR", "1");
mepMapping.Add("LU", "2");
mepMapping.Add("FI", "2");
mepMapping.Add("BE", "3");
}
public override void InitDictionary(string rootFolder, StockDictionary stockDictionary, bool download)
{
SortedDictionary<string, string> cotIncludeList = new SortedDictionary<string, string>();
string[] fields;
string fileName = Settings.Default.RootFolder + @"\COT.cfg";
if (File.Exists(fileName))
{
using (StreamReader sr = new StreamReader(fileName))
{
while (!sr.EndOfStream)
{
fields = sr.ReadLine().Split(';');
if (!stockDictionary.CotDictionary.ContainsKey(fields[0]))
{
stockDictionary.CotDictionary.Add(fields[0], new CotSerie(fields[0]));
if (fields.Length > 1)
{
cotIncludeList.Add(fields[0], fields[1]);
if (stockDictionary.ContainsKey(fields[1]))
{
stockDictionary[fields[1]].CotSerie = stockDictionary.CotDictionary[fields[0]];
}
}
}
}
}
// Check if download Needed
CotSerie SP500CotSerie = stockDictionary["SP500"].CotSerie;
if (SP500CotSerie != null)
{
if (SP500CotSerie.Initialise())
{
DateTime lastDate = DateTime.Today.AddMonths(-2);
lastDate = SP500CotSerie.Keys.Last();
if ((DateTime.Today - lastDate) > new TimeSpan(10, 0, 0, 0, 0))
{
// Need to download new COT
StockWebHelper swh = new StockWebHelper();
bool upToDate = false;
NotifyProgress("Downloading commitment of traders data...");
if (swh.DownloadCOT(Settings.Default.RootFolder, ref upToDate))
{
NotifyProgress("Parsing commitment of traders data...");
ParseFullCotSeries(cotIncludeList, stockDictionary);
}
}
}
}
}
}
public BatchStrategySimulatorDlg(StockDictionary stockDictionary, StockPortofolioList stockPortofolioList, StockSerie.Groups group, StockSerie.StockBarDuration barDuration, ToolStripProgressBar progressBar)
{
InitializeComponent();
this.stockPortofolioList = stockPortofolioList;
this.stockDictionary = stockDictionary;
this.progressBar = progressBar;
this.group = group;
this.BarDuration = barDuration;
}
public static IStockPortfolioStrategy CreateStrategy(string name, List<StockSerie> stockSeries, StockPortofolio portfolio, StockDictionary stockDictionary)
{
IStockPortfolioStrategy strategy = null;
if (strategyList == null)
{
GetStrategyList();
}
if (strategyList.Contains(name))
{
PortfolioStrategyManager sm = new PortfolioStrategyManager();
strategy = (IStockPortfolioStrategy)sm.GetType().Assembly.CreateInstance("StockAnalyzer.StockPortfolioStrategy." + name);
strategy.Initialise(stockSeries, portfolio, stockDictionary);
}
return strategy;
}
public override void InitDictionary(string rootFolder, StockDictionary stockDictionary, bool download)
{
AAIIDataProvider.stockDictionary = stockDictionary;
if (!stockDictionary.ContainsKey(bearBullRatioName))
{
stockDictionary.Add(bearBullRatioName, new StockSerie(bearBullRatioName, bearBullRatioName, StockSerie.Groups.INDICATOR, StockDataProvider.AAII));
}
if (!stockDictionary.ContainsKey(bearBullLogRatioName))
{
stockDictionary.Add(bearBullLogRatioName, new StockSerie(bearBullLogRatioName, bearBullLogRatioName, StockSerie.Groups.INDICATOR, StockDataProvider.AAII));
}
if (!stockDictionary.ContainsKey(bullBearLogRatioName))
{
stockDictionary.Add(bullBearLogRatioName, new StockSerie(bullBearLogRatioName, bullBearLogRatioName, StockSerie.Groups.INDICATOR, StockDataProvider.AAII));
}
}
public override void InitDictionary(string rootFolder, StockDictionary stockDictionary, bool download)
{
string line;
string fileName = rootFolder + "\\RatioIndicator.txt";
// Parse yahoo.cfg file// Create data folder if not existing
if (!Directory.Exists(rootFolder + FOLDER))
{
Directory.CreateDirectory(rootFolder + FOLDER);
}
if (!Directory.Exists(rootFolder + ARCHIVE_FOLDER))
{
Directory.CreateDirectory(rootFolder + ARCHIVE_FOLDER);
}
if (File.Exists(fileName))
{
// Parse RatioIndicator.txt file
using (StreamReader sr = new StreamReader(fileName, true))
{
sr.ReadLine(); // Skip first line
while (!sr.EndOfStream)
{
line = sr.ReadLine();
if (!line.StartsWith("#"))
{
string[] row = line.Split(',');
string serieName = row[0] + "/" + row[1];
if (!stockDictionary.ContainsKey(serieName))
{
if (!stockDictionary.ContainsKey(row[0]))
{
throw new Exception("Stock " + row[0] + " Not found, cannot calculate ratio");
}
StockSerie s1 = stockDictionary[row[0]];
if (!stockDictionary.ContainsKey(row[1]))
{
throw new Exception("Stock " + row[1] + " Not found, cannot calculate ratio");
}
StockSerie s2 = stockDictionary[row[1]];
stockDictionary.Add(serieName, new StockSerie(serieName, serieName, StockSerie.Groups.RATIO, StockDataProvider.Ratio));
}
}
}
}
}
}
internal void GetInventory(Entities edc, StockDictionary balanceStock, StockDictionary.StockValueKey key, double quantityOnStock)
{
switch (this.BatchStatus.Value)
{
case Linq.BatchStatus.Progress:
double _portion = quantityOnStock / this.FGQuantity.Value;
foreach (Material _mtx in this.Material(edc, false))
{
_mtx.GetInventory(balanceStock, key, _portion);
}
break;
case Linq.BatchStatus.Intermediate:
case Linq.BatchStatus.Final:
break;
}
}
public PortfolioSimulatorDlg(StockDictionary stockDictionary, StockPortofolioList stockPortofolioList,
string stockName, List<StockWatchList> watchLists)
{
InitializeComponent();
foreach (var val in Enum.GetValues(typeof(UpdatePeriod)))
{
this.frequencyComboBox.Items.Add(val);
}
this.frequencyComboBox.SelectedIndex = 0;
// Initialize portofolio combo
this.stockDictionary = stockDictionary;
this.portofolioComboBox.Enabled = true;
this.stockPortofolioList = stockPortofolioList;
this.portofolioComboBox.Items.Clear();
if (stockPortofolioList.Count == 0)
{
StockPortofolio portofolio = new StockPortofolio("SIMULATION");
stockPortofolioList.Add(portofolio);
}
foreach (string name in stockPortofolioList.GetPortofolioNames())
{
this.portofolioComboBox.Items.Add(name);
}
this.portofolioComboBox.SelectedItem = this.portofolioComboBox.Items[0];
// Initialise input series
this.watchLists = watchLists;
this.portfolioStockSeries = new List<StockSerie>();
foreach (string wlName in this.watchLists.Select(wl => wl.Name))
{
this.watchListComboBox.Items.Add(wlName);
}
this.watchListComboBox.SelectedIndex = 1;
// Initialize Strategy combo
this.strategyComboBox.Enabled = true;
this.strategyComboBox.Items.Clear();
foreach (string name in PortfolioStrategyManager.GetStrategyList())
{
this.strategyComboBox.Items.Add(name);
}
this.strategyComboBox.SelectedIndex = 0;
}
public StockScannerDlg(StockDictionary stockDictionary, StockSerie.Groups stockGroup, StockSerie.StockBarDuration barDuration, Dictionary<string, List<string>> theme)
{
InitializeComponent();
this.stockDictionary = stockDictionary;
this.barDuration = barDuration;
// Initialise group combo box
groupComboBox.Items.AddRange(this.stockDictionary.GetValidGroupNames().ToArray());
groupComboBox.SelectedItem = stockGroup.ToString();
groupComboBox.SelectedValueChanged += new EventHandler(groupComboBox_SelectedValueChanged);
periodComboBox.SelectedIndex = 0;
completeBarCheckBox.Checked = true;
OnThemeChanged(theme);
OnBarDurationChanged(barDuration);
oneRadioButton.Checked = true;
}
public override void InitDictionary(string rootFolder, StockDictionary stockDictionary, bool download)
{
string line;
string fileName = rootFolder + "\\BreadthCfg.txt";
// Parse yahoo.cfg file// Create data folder if not existing
if (!Directory.Exists(rootFolder + FOLDER))
{
Directory.CreateDirectory(rootFolder + FOLDER);
}
if (!Directory.Exists(rootFolder + ARCHIVE_FOLDER))
{
Directory.CreateDirectory(rootFolder + ARCHIVE_FOLDER);
}
BreadthDataProvider.stockDictionary = stockDictionary;
if (File.Exists(fileName))
{
// Parse GeneratedIndicator.txt file
using (StreamReader sr = new StreamReader(fileName, true))
{
sr.ReadLine(); // Skip first line
while (!sr.EndOfStream)
{
line = sr.ReadLine();
if (!line.StartsWith("#"))
{
string[] row = line.Split(',');
string longName = row[0];
if (row[0] == "EQW.SRD") longName = "SRD";
if (row[0] == "EQW.CACALL") longName = "CACALL";
if (!stockDictionary.ContainsKey(longName))
{
stockDictionary.Add(longName, new StockSerie(longName, row[0], (StockSerie.Groups)Enum.Parse(typeof(StockSerie.Groups), row[1]), StockDataProvider.Breadth));
}
}
}
}
}
}
public GoogleIntradayDataProviderConfigDlg(StockDictionary stockDico)
{
InitializeComponent();
this.dataProvider = new GoogleIntradayDataProvider();
this.stockDictionary = stockDico;
this.step1GroupBox.Enabled = true;
this.step2GroupBox.Enabled = false;
// Init group combo box
this.groupComboBox.Items.Clear();
this.groupComboBox.Items.Add("INTRADAY");
this.groupComboBox.SelectedIndex = 0;
// Init personal list view
string fileName = Settings.Default.RootFolder + this.dataProvider.UserConfigFileName;
if (File.Exists(fileName))
{
using (StreamReader sr = new StreamReader(fileName, true))
{
string line;
while (!sr.EndOfStream)
{
line = sr.ReadLine();
if (!line.StartsWith("#"))
{
string[] row = line.Split(',');
ListViewItem viewItem = new ListViewItem(row[0]);
viewItem.SubItems.Add(row[1]);
viewItem.SubItems.Add(row[2]);
this.personalListView.Items.Add(viewItem);
}
}
}
}
needRestart = false;
}
public SarexCustomTuningDlg(StockDictionary stockDictionary, StockSerie.Groups group, StockPortofolioList stockPortofolioList, ToolStripProgressBar progressBar)
{
InitializeComponent();
this.stockPortofolioList = stockPortofolioList;
this.stockDictionary = stockDictionary;
this.group = group;
// Initialize stock combo
this.stockComboBox.Enabled = true;
this.stockComboBox.Items.Clear();
// Count the stock to simulate to initialise the progress bar
foreach (StockSerie stockSerie in this.stockDictionary.Values)
{
if (!stockSerie.StockAnalysis.Excluded && !stockSerie.IsPortofolioSerie && stockSerie.BelongsToGroup(this.group))
{
this.stockComboBox.Items.Add(stockSerie.StockName);
}
}
this.stockComboBox.SelectedItem = this.stockComboBox.Items[0];
this.progressBar = progressBar;
}
public override void InitDictionary(string rootFolder, StockDictionary stockDictionary, bool download)
{
string dirName = Settings.Default.RootFolder + SI_ARCHIVE_SUBFOLDER;
if (!Directory.Exists(dirName))
{
Directory.CreateDirectory(dirName);
}
dirName = Settings.Default.RootFolder + SHORTINTEREST_FOLDER;
if (!Directory.Exists(dirName))
{
Directory.CreateDirectory(dirName);
}
string fileName = Settings.Default.RootFolder + @"\ShortInterest.cfg";
if (File.Exists(fileName))
{
using (StreamReader sr = new StreamReader(fileName))
{
while (!sr.EndOfStream)
{
string[] fields = sr.ReadLine().Split(';');
if (stockDictionary.ContainsKey(fields[0]) && !stockDictionary.ShortInterestDictionary.ContainsKey(fields[0]))
{
NotifyProgress("Short Interest for " + fields[0]);
stockDictionary[fields[0]].HasShortInterest = true;
ShortInterestSerie siSerie = new ShortInterestSerie(fields[0]);
stockDictionary.ShortInterestDictionary.Add(fields[0], siSerie);
if (download)
{
this.DownloadDailyData(Settings.Default.RootFolder, stockDictionary[fields[0]]);
}
}
else
{
StockLog.Write("Short interest for not supported stock: " + fields[0]);
}
}
}
}
}
public override void InitDictionary(string rootFolder, StockDictionary stockDictionary, bool download)
{
}
private void ParseFullCotSeries(SortedDictionary<string, string> cotIncludeList, StockDictionary stockDictionary)
{
string line = string.Empty;
string cotCfgFileName = Settings.Default.RootFolder + @"\COT.cfg";
StreamWriter sw = null;
if (!File.Exists(cotCfgFileName))
{
sw = new StreamWriter(cotCfgFileName, false);
}
try
{
// Shall be downloaded from http://www.cftc.gov/MarketReports/files/dea/history/fut_disagg_txt_2015.zip
// Read new downloaded values
string cotFolder = Settings.Default.RootFolder + COT_SUBFOLDER;
string cotArchiveFolder = Settings.Default.RootFolder + COT_ARCHIVE_SUBFOLDER;
string[] files = System.IO.Directory.GetFiles(cotFolder, "annual_*.txt");
int cotLargeSpeculatorPositionLongIndex = 8;
int cotLargeSpeculatorPositionShortIndex = 9;
int cotLargeSpeculatorPositionSpreadIndex = 10;
int cotCommercialHedgerPositionLongIndex = 11;
int cotCommercialHedgerPositionShortIndex = 12;
int cotSmallSpeculatorPositionLongIndex = 13;
int cotSmallSpeculatorPositionShortIndex = 14;
int cotOpenInterestIndex = 7;
DateTime cotDate;
float cotLargeSpeculatorPositionLong;
float cotLargeSpeculatorPositionShort;
float cotLargeSpeculatorPositionSpread;
float cotCommercialHedgerPositionLong;
float cotCommercialHedgerPositionShort;
float cotSmallSpeculatorPositionLong;
float cotSmallSpeculatorPositionShort;
float cotOpenInterest;
foreach (string fileName in files)
{
StreamReader sr = new StreamReader(fileName);
CotValue readCotValue = null;
CotSerie cotSerie = null;
string cotSerieName = string.Empty;
string[] row;
sr.ReadLine(); // Skip header line
while (!sr.EndOfStream)
{
line = sr.ReadLine();
if (line == string.Empty)
{
continue;
}
string[] fields = ParseCOTLine(line);
cotSerieName = fields[0];
int index = cotSerieName.IndexOf(" - ");
if (index == -1)
{
continue;
}
cotSerieName = cotSerieName.Substring(0, index) + "_COT";
if (!cotIncludeList.Keys.Contains(cotSerieName))
{
continue;
}
row = fields;
cotLargeSpeculatorPositionLong = float.Parse(row[cotLargeSpeculatorPositionLongIndex]);
cotLargeSpeculatorPositionShort = float.Parse(row[cotLargeSpeculatorPositionShortIndex]);
cotLargeSpeculatorPositionSpread = float.Parse(row[cotLargeSpeculatorPositionSpreadIndex]);
cotCommercialHedgerPositionLong = float.Parse(row[cotCommercialHedgerPositionLongIndex]);
cotCommercialHedgerPositionShort = float.Parse(row[cotCommercialHedgerPositionShortIndex]);
cotSmallSpeculatorPositionLong = float.Parse(row[cotSmallSpeculatorPositionLongIndex]);
cotSmallSpeculatorPositionShort = float.Parse(row[cotSmallSpeculatorPositionShortIndex]);
cotOpenInterest = float.Parse(row[cotOpenInterestIndex]);
cotDate = DateTime.Parse(row[2], usCulture);
readCotValue = new CotValue(cotDate, cotLargeSpeculatorPositionLong, cotLargeSpeculatorPositionShort, cotLargeSpeculatorPositionSpread,
cotSmallSpeculatorPositionLong, cotSmallSpeculatorPositionShort,
cotCommercialHedgerPositionLong, cotCommercialHedgerPositionShort, cotOpenInterest);
if (stockDictionary.CotDictionary.ContainsKey(cotSerieName))
{
cotSerie = stockDictionary.CotDictionary[cotSerieName];
if (!cotSerie.ContainsKey(readCotValue.Date))
{
cotSerie.Add(readCotValue.Date, readCotValue);
// flag as not initialised as values have to be calculated
cotSerie.IsInitialised = false;
}
}
else
{
cotSerie = new CotSerie(cotSerieName);
stockDictionary.CotDictionary.Add(cotSerieName, cotSerie);
cotSerie.Add(readCotValue.Date, readCotValue);
// Create first COT cfg file, only if not existing.
if (sw != null) sw.WriteLine(cotSerieName + ";");
if (!string.IsNullOrWhiteSpace(cotIncludeList[cotSerieName]))
{
if (stockDictionary.ContainsKey(cotIncludeList[cotSerieName]))
{
stockDictionary[cotIncludeList[cotSerieName]].CotSerie = cotSerie;
}
}
}
}
sr.Close();
}
foreach (CotSerie cotSerie in stockDictionary.CotDictionary.Values)
{
string archiveFileName = cotArchiveFolder + @"\" + cotSerie.CotSerieName + ".csv";
cotSerie.SaveToFile(archiveFileName);
}
}
catch (System.Exception e)
{
MessageBox.Show(e.Message + "\r\r" + line, "Failed to parse COT file");
}
finally
{
if (sw != null) sw.Dispose();
}
}
public void Initialize(StockDictionary stockDictionary)
{
this.stockDictionary = stockDictionary;
totalIncome = 0.0f;
currentStockValue = 0.0f;
// Calculate current Stock Value
Dictionary<string, int> nbActiveStock = this.OrderList.GetNbActiveStock();
foreach (string stockName in nbActiveStock.Keys)
{
if (stockName != this.Name)
{
if (this.stockDictionary.ContainsKey(stockName))
{
StockSerie stockSerie = this.stockDictionary[stockName];
if (stockSerie.Initialise())
{
currentStockValue += stockSerie.Values.Last().CLOSE * nbActiveStock[stockName];
}
}
}
}
// Calculate historic portofolio value
foreach (StockOrder stockOrder in OrderList)
{
if (stockOrder.State == StockOrder.OrderStatus.Executed)
{
if (stockOrder.IsBuyOrder())
{
totalIncome -= stockOrder.TotalCost;
}
else
{
totalIncome += stockOrder.TotalCost;
}
}
}
}
public StockDictionaryHandler(StockDictionary instance)
{
this.instance = instance;
}
public override void InitDictionary(string rootFolder, StockDictionary stockDictionary, bool download)
{
// Create data folder if not existing
if (!Directory.Exists(rootFolder + ARCHIVE_FOLDER))
{
Directory.CreateDirectory(rootFolder + ARCHIVE_FOLDER);
}
foreach (StockSerie.StockBarDuration duration in cacheDurations)
{
string durationFileName = rootFolder + ARCHIVE_FOLDER + "\\" + duration;
if (!Directory.Exists(durationFileName))
{
Directory.CreateDirectory(durationFileName);
}
}
if (!Directory.Exists(rootFolder + INTRADAY_FOLDER))
{
Directory.CreateDirectory(rootFolder + INTRADAY_FOLDER);
}
else
{
foreach (string file in Directory.GetFiles(rootFolder + INTRADAY_FOLDER))
{
if (File.GetLastWriteTime(file).Date != DateTime.Today)
{
File.Delete(file);
}
}
}
// Parse CommerzBankDownload.cfg file
this.needDownload = download;
InitFromFile(rootFolder, stockDictionary, download, rootFolder + CONFIG_FILE);
InitFromFile(rootFolder, stockDictionary, download, rootFolder + CONFIG_FILE_USER);
}
private void InitFromFile(string rootFolder, StockDictionary stockDictionary, bool download, string fileName)
{
string line;
if (File.Exists(fileName))
{
using (StreamReader sr = new StreamReader(fileName, true))
{
sr.ReadLine(); // Skip first line
while (!sr.EndOfStream)
{
line = sr.ReadLine();
if (!line.StartsWith("#"))
{
string[] row = line.Split(',');
string stockName = row[2];
StockSerie stockSerie = new StockSerie(stockName, stockName, row[0], StockSerie.Groups.TURBO, StockDataProvider.CommerzBankIntraday);
if (!stockDictionary.ContainsKey(stockName))
{
stockDictionary.Add(stockName, stockSerie);
}
else
{
StockLog.Write("CommerzBank Entry: " + stockName + " already in stockDictionary");
}
if (download && this.needDownload)
{
this.needDownload = this.DownloadDailyData(rootFolder, stockSerie);
}
}
}
}
}
}
public DialogResult ShowDialog(StockDictionary stockDico)
{
//CommerzBankIntradayDataProviderConfigDlg configDlg = new CommerzBankIntradayDataProviderConfigDlg(stockDico);
//return configDlg.ShowDialog();
throw new NotImplementedException();
}
public override void InitDictionary(string rootFolder, StockDictionary stockDictionary, bool download)
{
return;
/*
string line;
string fileName = rootFolder + "\\RydexDownload.cfg";
// Parse Rydex.cfg file// Create data folder if not existing
if (!Directory.Exists(rootFolder + FOLDER))
{
Directory.CreateDirectory(rootFolder + FOLDER);
}
if (!Directory.Exists(rootFolder + ARCHIVE_FOLDER))
{
Directory.CreateDirectory(rootFolder + ARCHIVE_FOLDER);
}
// Parse RydexDownload.cfg file
if (File.Exists(fileName))
{
using (StreamReader sr = new StreamReader(fileName, true))
{
sr.ReadLine(); // Skip first line
while (!sr.EndOfStream)
{
line = sr.ReadLine();
if (!line.StartsWith("#"))
{
string[] row = line.Split(',');
StockSerie stockSerie = new StockSerie(row[1], row[0], (StockSerie.Groups)Enum.Parse(typeof(StockSerie.Groups), row[2]), StockDataProvider.Rydex);
if (!stockDictionary.ContainsKey(row[1]))
{
stockDictionary.Add(row[1], stockSerie);
}
else
{
StockLog.Write("Rydex Entry: " + row[1] + " already in stockDictionary");
}
if (download && this.needDownload)
{
this.DownloadDailyData(rootFolder, stockSerie);
}
}
}
}
}
*/
}
public override void InitDictionary(string rootFolder, StockDictionary stockDictionary, bool download)
{
// Create data folder if not existing
if (!Directory.Exists(rootFolder + FOLDER))
{
Directory.CreateDirectory(rootFolder + FOLDER);
}
string[] names = new string[] { "PCR.EQUITY", "PCR.INDEX", "PCR.TOTAL", "PCR.VIX", "EVZ", "GVZ", "OVX" };
StockSerie stockSerie = null;
foreach (string name in names)
{
if (!stockDictionary.ContainsKey(name))
{
stockSerie = new StockSerie(name, name, StockSerie.Groups.INDICATOR, StockDataProvider.CBOE);
stockDictionary.Add(name, stockSerie);
if (download && this.needDownload)
{
this.DownloadDailyData(rootFolder, stockSerie);
}
}
}
}
public BusController(ICommandBus bus, StockDictionary readmodel, CommandHistory cmdhist)
{
this.bus = bus;
this.readmodel = readmodel;
this.cmdhist = cmdhist;
}
public PalmaresDlg(StockDictionary stockDico, List<StockWatchList> watchLists, StockSerie.Groups selectedGroup, ToolStripProgressBar progressBar)
{
InitializeComponent();
// Initialize dico
StockDico = stockDico;
WatchLists = watchLists;
this.progressBar = progressBar;
this.groupComboBox.Items.Clear();
this.groupComboBox.Items.AddRange(stockDico.GetValidGroupNames().ToArray());
this.groupComboBox.SelectedItem = selectedGroup.ToString();
this.indicatorTextBox.Text = Settings.Default.MomentumIndicator;
// Create an instance of a ListView column sorter and assign it to the ListView control.
lvwColumnSorter = new ListViewColumnSorter();
this.palmaresView.ListViewItemSorter = (IComparer)lvwColumnSorter;
// Select default values
this.untilCheckBox.Checked = false;
this.untilDateTimePicker.Enabled = this.untilCheckBox.Checked;
var stockList = stockDico.Values.Where(s => s.BelongsToGroup(selectedGroup));
if (stockList.Count() > 0 && stockList.ElementAt(0).Initialise())
{
this.fromDateTimePicker.MaxDate = stockList.ElementAt(0).Keys.Last();
DateTime fromDate =new DateTime(stockList.ElementAt(0).Keys.ElementAt(stockList.ElementAt(0).Keys.Count - 2).Year,1,1);
this.fromDateTimePicker.Value = fromDate;
this.untilDateTimePicker.Value = stockList.ElementAt(0).Keys.Last();
}
else
{
this.fromDateTimePicker.Value = System.DateTime.Today.AddYears(-1);
this.fromDateTimePicker.MaxDate = System.DateTime.Today.AddDays(-1);
this.untilDateTimePicker.Value = System.DateTime.Today;
}
previousFromDate = fromDateTimePicker.Value;
previousUntilDate = untilDateTimePicker.Value;
//
InitializeListView();
// Activate handlers
this.fromDateTimePicker.CloseUp += new System.EventHandler(this.fromDateTimePicker_ValueChanged);
this.fromDateTimePicker.LostFocus += new System.EventHandler(this.fromDateTimePicker_ValueChanged);
this.untilDateTimePicker.CloseUp += new System.EventHandler(this.untilDateTimePicker_ValueChanged);
this.untilDateTimePicker.LostFocus += new System.EventHandler(this.untilDateTimePicker_ValueChanged);
this.groupComboBox.SelectedIndexChanged += new System.EventHandler(this.groupComboBox_SelectedIndexChanged);
this.TopLevel = true;
}
/// <summary>
/// Updates the balance report.
/// </summary>
/// <param name="edc">The <see cref="Entities" /> representing data model.</param>
/// <param name="getOutboundQuantity">Delegate to get outbound quantity.</param>
/// <param name="batches">The batches.</param>
/// <param name="trace">The trace action.</param>
/// <returns><c>true</c> if the stock is valid (consistent), <c>false</c> otherwise.</returns>
internal bool UpdateBalanceReport(Entities edc, GetOutboundQuantity getOutboundQuantity, List <BalanceBatchWrapper> batches, NamedTraceLogger.TraceAction trace)
{
trace("Entering JSOXLib.UpdateBalanceReport", 43, TraceSeverity.Verbose);
bool _validated = false;
StockDictionary _balanceStock = new StockDictionary();
Dictionary <string, IGrouping <string, IPR> > _accountGroups = Linq.IPR.GetAllOpen4JSOXGroups(edc).ToDictionary(x => x.Key);
Linq.StockLib _stock = Stock(edc);
if (_stock != null)
{
_validated = _stock.Validate(edc, _accountGroups, _stock);
_stock.GetInventory(edc, _balanceStock);
_stock.Stock2JSOXLibraryIndex = this;
}
else
{
ActivityLogCT.WriteEntry(edc, "Balance report", "Cannot find stock report - only preliminary report will be created");
}
List <string> _processed = new List <string>();
IEnumerable <BalanceBatch> _existingBatches = this.BalanceBatch(edc);
foreach (BalanceBatch _bbx in _existingBatches)
{
if (_accountGroups.ContainsKey(_bbx.Batch))
{
List <BalanceIPR> _is = new List <BalanceIPR>();
_bbx.Update(edc, _accountGroups[_bbx.Batch], _balanceStock.GetOrDefault(_bbx.Batch), _is, trace);
batches.Add(new BalanceBatchWrapper()
{
batch = _bbx, iprCollection = _is.ToArray <BalanceIPR>()
});
}
else
{
edc.BalanceBatch.DeleteOnSubmit(_bbx);
}
_processed.Add(_bbx.Batch);
}
foreach (string _btchx in _processed)
{
_accountGroups.Remove(_btchx);
}
foreach (var _grpx in _accountGroups)
{
batches.Add(Linq.BalanceBatch.Create(edc, _grpx.Value, this, _balanceStock.GetOrDefault(_grpx.Key), trace));
}
//Introducing
DateTime _thisIntroducingDateStart = LinqIPRExtensions.DateTimeMaxValue;
DateTime _thisIntroducingDateEnd = LinqIPRExtensions.DateTimeMinValue;
decimal _introducingQuantity = Linq.IPR.GetIntroducingData(edc, this, out _thisIntroducingDateStart, out _thisIntroducingDateEnd);
this.IntroducingDateStart = _thisIntroducingDateStart;
this.IntroducingDateEnd = _thisIntroducingDateEnd;
this.IntroducingQuantity = Convert.ToDouble(_introducingQuantity);
//Outbound
DateTime _thisOutboundDateEnd = LinqIPRExtensions.DateTimeMinValue;
DateTime _thisOutboundDateStart = LinqIPRExtensions.DateTimeMaxValue;
decimal _outQuantity = getOutboundQuantity(edc, this, out _thisOutboundDateStart, out _thisOutboundDateEnd);
this.OutboundQuantity = _outQuantity.Convert2Double2Decimals();
this.OutboundDateEnd = _thisOutboundDateEnd;
this.OutboundDateStart = _thisOutboundDateStart;
//Balance
decimal _thisBalanceQuantity = Convert.ToDecimal(this.PreviousMonthQuantity) + _introducingQuantity - _outQuantity;
this.BalanceQuantity = _thisBalanceQuantity.Convert2Double2Decimals();
//Situation at
decimal _thisSituationQuantity = batches.Select <BalanceBatchWrapper, BalanceBatch>(x => x.batch).Sum <BalanceBatch>(x => x.IPRBookDecimal);
this.SituationQuantity = Convert.ToDouble(_thisSituationQuantity);
//Reassign
this.ReassumeQuantity = (_thisBalanceQuantity - _thisSituationQuantity).Convert2Double2Decimals();
return(_validated);
}
