public async Task Update(StocksContext stocksContext)
{
var content = await _companyInformationStore.GetFromStore();
var lines = content.Split(new[] { "\r\n", "\r", "\n" }, StringSplitOptions.None);
if (lines.Length > 3)
{
for (var i = 3; i < lines.Length; i++)
{
// https://stackoverflow.com/questions/18144431/regex-to-split-a-csv
var matches = Regex.Matches(lines[i], @"(?:^|,)(?=[^""]|("")?)""?((?(1)[^""]*|[^,""]*))""?(?=,|$)");
if (matches.Count != 3)
{
continue;
}
var stock = stocksContext.Stock.FirstOrDefault(s => s.Code == matches[1].Groups[2].Value);
if (stock == null)
{
stock = new Model.Stock();
stocksContext.Add(stock);
}
stock.CompanyName = matches[0].Groups[2].Value;
stock.Code = matches[1].Groups[2].Value;
stock.IndustryGroup = matches[2].Groups[2].Value;
}
}
stocksContext.SaveChanges();
}
public ReportSettingController(StocksContext context, IMapper mapper)
{
this._mapper = mapper;
this.unitOfWork = new UnitOfWork(context);
loggerHistory = new LoggerHistory(context, mapper);
}
public ReportViewerController(IOptions <ApplicationSettings> appSettings
, StocksContext context)
{
_appSettings = appSettings.Value;
this.unitOfWork = new UnitOfWork(context);
Context = context;
}
public sellingorderController(StocksContext context, IMapper mapper, IOptions <ApplicationSettings> appSettings, IStocksHelper stocksHelper)
{
_appSettings = appSettings.Value;
this._mapper = mapper;
this.unitOfWork = new UnitOfWork(context);
loggerHistory = new LoggerHistory(context, mapper);
_stocksHelper = stocksHelper;
}
public async Task Update(StocksContext stocksContext)
{
var endOfDays = await GetEndOfDays(stocksContext);
DeleteExistingEndOfDaysForSameDates(endOfDays, stocksContext);
stocksContext.EndOfDay.AddRange(endOfDays);
stocksContext.SaveChanges();
}
private void DeleteExistingEndOfDaysForSameDates(IList <EndOfDay> endOfDays, StocksContext stocksContext)
{
var endOfDayDates = endOfDays
.Select(e => e.Date)
.Distinct()
.ToList();
var endOfDaysToDelete = stocksContext.EndOfDay
.Where(e => endOfDayDates.Contains(e.Date))
.ToList();
stocksContext.EndOfDay.RemoveRange(endOfDaysToDelete);
stocksContext.SaveChanges();
}
private async Task <IList <EndOfDay> > GetEndOfDays(StocksContext stocksContext)
{
var endOfDays = new List <EndOfDay>();
var allStocks = stocksContext
.Stock
.ToList();
var allStocksWorking = allStocks
.ToHashSet(Stock.EqualityComparer);
var endOfDayLines = await _endOfDayStore.GetFromStore();
foreach (var endOfDayLine in endOfDayLines)
{
var endOfDaySplit = endOfDayLine.Split(",");
var stockCode = endOfDaySplit[0];
var stock = GetOrAddStock(allStocksWorking, stockCode);
endOfDays.Add(
new EndOfDay
{
Stock = stock,
Date = DateTime.ParseExact(endOfDaySplit[1], "yyyyMMdd", CultureInfo.InvariantCulture),
Open = Decimal.Parse(endOfDaySplit[2]),
High = Decimal.Parse(endOfDaySplit[3]),
Low = Decimal.Parse(endOfDaySplit[4]),
Close = Decimal.Parse(endOfDaySplit[5]),
Volume = Int64.Parse(endOfDaySplit[6])
});
}
var newStocks = allStocksWorking
.Except(allStocks, Stock.EqualityComparer)
.ToList();
stocksContext.Stock.AddRange(newStocks);
return(endOfDays);
}
public EmployeeController(StocksContext context, IMapper mapper)
{
this.unitOfWork = new UnitOfWork(context);
this._mapper = mapper;
loggerHistory = new LoggerHistory(context, mapper);
}
public UnitOfWork(StocksContext dbContext)
{
Context = dbContext;
}
public SettingController(StocksContext context, IMapper mapper)
{
this.unitOfWork = new UnitOfWork(context);
this._mapper = mapper;
}
public StocksHelper(StocksContext context, IMapper mapper)
{
this.unitOfWork = new UnitOfWork(context);
this._mapper = mapper;
}
public LoggerHistory(StocksContext context, IMapper mapper)
{
this.unitOfWork = new UnitOfWork(context);
this._mapper = mapper;
}
public GenericRepository(StocksContext Context)
{
this.Context = Context;
this.dbSet = Context.Set <T>();
}
public SearchController(StocksContext context, IMapper mapper, IStocksHelper stocksHelper)
{
this.unitOfWork = new UnitOfWork(context);
this._mapper = mapper;
_stocksHelper = stocksHelper;
}
public async Task <Trades> Get(string symbol, int dayOffset, int skip, int cut)
{
using var stocksContext = new StocksContext();
var today = DateTime.UtcNow;
var day = new DateTimeOffset(new DateTime(today.Year, today.Month, today.Day - dayOffset, 23, 0, 0)).ToUnixTimeMilliseconds();
var recent = await stocksContext.Trades.Where(t => t.Symbol == symbol && t.TimeUtcMilliseconds < day).OrderByDescending(t => t.TimeUtcMilliseconds).FirstOrDefaultAsync();
var start = cut > 0 ? recent.TimeUtcMilliseconds - TimeSpan.FromHours(cut).TotalMilliseconds : recent.TimeUtcMilliseconds;
var stop = recent.TimeUtcMilliseconds - TimeSpan.FromHours(8 - skip).TotalMilliseconds;
var trades = stocksContext.Trades.Where(t => t.Symbol == symbol && t.TimeUtcMilliseconds <start && t.TimeUtcMilliseconds> stop);
var tradesAscending = await trades.OrderBy(t => t.TimeUtcMilliseconds).ToListAsync();
var tradesDescending = await trades.OrderByDescending(t => t.TimeUtcMilliseconds).ToListAsync();
var orders = new List <Order>();
var tradesObj = new Trades();
//var curMin = double.MaxValue;
foreach (var trade in tradesAscending)
{
if (trade.Alma == 0 || trade.SMA == 0 || trade.SMATwo == 0)
{
continue;
}
//curMin = trade.Alma < curMin ? trade.Alma : curMin;
var startcut = tradesDescending.Last().TimeUtcMilliseconds + TimeSpan.FromMinutes(40).TotalMilliseconds;
var tradesSoFar = tradesDescending.Where(t => t.TimeUtcMilliseconds <trade.TimeUtcMilliseconds && t.TimeUtcMilliseconds> startcut);
var stdev = (trade.SMA - trade.SMALower) / 2;
if (tradesSoFar.Any() && tradesSoFar.Count() > 6)
{
var previousAlmaMA = tradesSoFar.Skip(6).First();
var posPerc = (double)tradesSoFar.Where(t => t.Alma > t.SMA).Count() / tradesSoFar.Count();
if (trade.Alma < trade.SMA && trade.SMASlope < 0 && previousAlmaMA.AlmaSlopeMA < 0 && trade.AlmaSlopeMA > (previousAlmaMA.AlmaSlopeMA * .4) && stdev >= (trade.SMA * .0018) && posPerc >= .42 && posPerc <= .72 &&
(!orders.Any() || (orders.Last().Sell.HasValue&& orders.Last().Sell > orders.Last().Buy))
//&& (orders.Any() || trade.Alma < curMin * 1.0016)
&& trade.TimeUtcMilliseconds < (tradesDescending.First().TimeUtcMilliseconds - TimeSpan.FromMinutes(75).TotalMilliseconds)
//&& trade.TimeUtcMilliseconds < (recent.TimeUtcMilliseconds-TimeSpan.FromMinutes(30).TotalMilliseconds)
)
{
var lastPositive = tradesSoFar.FirstOrDefault(t => t.Alma >= t.SMA);
if (lastPositive != null && lastPositive.SMA > lastPositive.SMATwo && lastPositive.SMALower > trade.Alma && trade.SMAUpper > lastPositive.SMA)
{
var rounded = Math.Round(trade.Alma, 2);
var buy = rounded;
if (buy > lastPositive.SMATwoLower)
{
var qty = (int)Math.Floor(_maxOrderAmount / buy);
for (var i = 0; i < qty; i++)
{
orders.Add(new Order
{
Buy = buy,
Goal = buy + (trade.SMA - buy) + stdev,
Stop = buy * .993,
//InitStop = Math.Min(buy - (stdev * 3), buy * .997),
OrderTime = trade.TimeUtcMilliseconds
});
}
}
}
}
foreach (var order in orders)
{
if (order.BuyTime.HasValue && !order.Sell.HasValue)
{
if ((trade.TimeUtcMilliseconds - order.BuyTime) < TimeSpan.FromMinutes(60).TotalMilliseconds)
{
var minSell = order.Buy;
if ((trade.TimeUtcMilliseconds - order.BuyTime) < TimeSpan.FromMinutes(40).TotalMilliseconds)
{
var minutesElapsed = TimeSpan.FromMilliseconds((double)trade.TimeUtcMilliseconds - order.BuyTime.Value).TotalMinutes;
minSell = ((order.Buy - order.Goal) * minutesElapsed / 80) + order.Goal;
}
if (trade.Alma >= minSell && previousAlmaMA.AlmaSlopeMA > 0 && trade.AlmaSlopeMA < (previousAlmaMA.AlmaSlopeMA * .6))
{
var sell = Math.Round(trade.Alma, 2);
order.Sell = sell;
}
}
else if ((trade.TimeUtcMilliseconds - order.BuyTime) > TimeSpan.FromMinutes(60).TotalMilliseconds)
{
if (order.Stop.HasValue && order.Stop >= trade.Price)
{
order.Sell = order.Stop;
}
else
{
order.Sell = order.Buy;
}
}
}
}
}
foreach (var order in orders)
{
/********************/
/********************/
if (order.BuyTime.HasValue && !order.SellTime.HasValue && order.Sell.HasValue && order.Sell <= trade.Price)
{
order.SellTime = trade.TimeUtcMilliseconds;
}
//else if (order.Stop.HasValue && order.BuyTime.HasValue && !order.SellTime.HasValue && decimal.ToDouble(trade.Price) > order.Buy)
//{
// order.Stop = order.InitStop + (decimal.ToDouble(trade.Price) - order.Buy);
//}
if (!order.BuyTime.HasValue && order.Buy >= trade.Price)
{
order.BuyTime = trade.TimeUtcMilliseconds;
}
}
orders = orders.Where(o => o.BuyTime.HasValue || trade.TimeUtcMilliseconds < (o.OrderTime + TimeSpan.FromHours(1).TotalMilliseconds)).ToList();
tradesObj.SMA.Add(new Point(trade.TimeUtcMilliseconds, trade.SMA));
tradesObj.SMATwo.Add(new Point(trade.TimeUtcMilliseconds, trade.SMATwo));
tradesObj.Price.Add(new Point(trade.TimeUtcMilliseconds, trade.Price));
tradesObj.SMAUpper.Add(new Point(trade.TimeUtcMilliseconds, trade.SMAUpper));
tradesObj.SMALower.Add(new Point(trade.TimeUtcMilliseconds, trade.SMALower));
tradesObj.SMATwoUpper.Add(new Point(trade.TimeUtcMilliseconds, trade.SMATwoUpper));
tradesObj.SMATwoLower.Add(new Point(trade.TimeUtcMilliseconds, trade.SMATwoLower));
tradesObj.Alma.Add(new Point(trade.TimeUtcMilliseconds, trade.Alma));
}
//foreach(var order in orders)
//{
// if(order.BuyTime.HasValue && !order.SellTime.HasValue)
// {
// order.SellTime = tradesAscending.Last().TimeUtcMilliseconds;
// order.Sell = tradesAscending.Last().Price;
// }
//}
tradesObj.Orders = orders.Select(o => new Point(o.OrderTime, o.Buy)).ToList();
tradesObj.Buys = orders.Where(o => o.BuyTime.HasValue).Select(o => new Point(o.BuyTime.Value, o.Buy)).ToList();
tradesObj.Sells = orders.Where(o => o.SellTime.HasValue).Select(o => new Point(o.SellTime.Value, o.Sell.Value)).ToList();
tradesObj.Total = orders.Aggregate((double)0, (acc, o) => o.SellTime.HasValue ? acc + (o.Sell.Value - o.Buy) : acc);
tradesObj.TotalSpent = orders.Aggregate((double)0, (acc, o) => o.BuyTime.HasValue ? acc + o.Buy : acc);
tradesObj.Hits = orders.Where(o => o.SellTime.HasValue && o.Sell > o.Buy).Count();
tradesObj.Misses = orders.Where(o => o.BuyTime.HasValue && !o.SellTime.HasValue).Count();
return(tradesObj);
}
public DashboardController(StocksContext context, IMapper mapper)
{
this.unitOfWork = new UnitOfWork(context);
this._mapper = mapper;
}
public CurrenciesController(StocksContext context, IMapper mapper)
{
this.unitOfWork = new UnitOfWork(context);
this._mapper = mapper;
}
public StocksRepository(StocksContext stocksContext)
{
_stocksContext = stocksContext;
}
public DailyVoucherController(StocksContext context, IMapper mapper)
{
this.unitOfWork = new UnitOfWork(context);
this._mapper = mapper;
}
public GenericRepository(StocksContext context)
{
this.context = context;
dbSet = context.Set <TEntity>();
}
