public static TradePointInfo[] ToTradePointInfo(Data.TradePoints tradePoints)
{
TradePointInfo[] tradePointInfos = new TradePointInfo[tradePoints.Count];
for (int idx = 0; idx < tradePoints.Count; idx++)
{
tradePointInfos[idx] = (TradePointInfo)tradePoints[idx];
}
return(tradePointInfos);
}
public TradeAlertItem(string stockCode, string strategy, AppTypes.TimeScale timeScale, DateTime onDateTime,
double price, double volume, TradePointInfo tradePoint)
{
this.StockCode = stockCode;
this.TimeScale = timeScale;
this.Strategy = strategy;
this.OnDateTime = onDateTime;
this.Price = price;
this.Volume = volume;
this.TradePoint = tradePoint;
}
//[ServiceKnownType(typeof(TradePointInfo[]))]
public TradePointInfo[] Analysis(string dataKey, string strategyCode)
{
TradePointInfo[] tradePointList = new TradePointInfo[0];
AnalysisData data = GetAnalysisData(dataKey);
if (data == null)
{
return(tradePointList);
}
application.Strategy.Meta meta = application.Strategy.Libs.FindMetaByCode(strategyCode);
if (meta == null)
{
return(tradePointList);
}
return(application.Strategy.Libs.ToTradePointInfo(application.Strategy.Libs.Analysis(data, meta)));
}
/// <summary>
/// Tim tradepointInfo cua Pointidx
/// </summary>
/// <param name="pointIdx">diem tren do thi</param>
/// <returns></returns>
private TradePointInfo findTradePointInfo(int pointIdx)
{
TradePointInfo info = null;
if (tradePoints == null)
{
return(null);
}
//Array.BinarySearch(tradePoints,
for (int i = 0; i < tradePoints.Length; i++)
{
if ((tradePoints[i].DataIdx == pointIdx) && (tradePoints[i].isValid))
{
return(tradePoints[i]);
}
}
return(info);
}
/// <summary>
/// The hien thong tin tren moi diem ve
/// </summary>
/// <param name="curve"></param>
/// <param name="pointIdx"></param>
/// <returns></returns>
private string PointValueEventPrice(CurveItem curve, int pointIdx)
{
if (!Settings.sysChartShowDescription)
{
return(null);
}
if (pointIdx >= myData.Open.Values.Length)
{
return(null);
}
DateTime dt = DateTime.FromOADate(curve[pointIdx].X);
string retVal = "";
switch (this.ChartTimeScale.Type)
{
case AppTypes.TimeScaleTypes.RealTime:
case AppTypes.TimeScaleTypes.Minnute:
case AppTypes.TimeScaleTypes.Hour: retVal = Languages.Libs.GetString("time") + " : " + dt.ToString(); break;
case AppTypes.TimeScaleTypes.Day: retVal = Languages.Libs.GetString("date") + " : " + dt.ToShortDateString(); break;
case AppTypes.TimeScaleTypes.Week: retVal = Languages.Libs.GetString("week") + " : " + common.dateTimeLibs.WeekOfYear(dt).ToString() + "/" + dt.Year.ToString(); break;
case AppTypes.TimeScaleTypes.Month: retVal = Languages.Libs.GetString("month") + " : " + dt.Month.ToString() + "/" + dt.Year.ToString(); break;
case AppTypes.TimeScaleTypes.Year: retVal = Languages.Libs.GetString("year") + " : " + dt.Year.ToString(); break;
}
retVal += common.Consts.constCRLF + Languages.Libs.GetString("openPrice") + " : " + myData.Open.Values[pointIdx].ToString(Settings.sysMaskPrice) +
common.Consts.constCRLF + Languages.Libs.GetString("highPrice") + " : " + myData.High.Values[pointIdx].ToString(Settings.sysMaskPrice) +
common.Consts.constCRLF + Languages.Libs.GetString("lowPrice") + " : " + myData.Low.Values[pointIdx].ToString(Settings.sysMaskPrice) +
common.Consts.constCRLF + Languages.Libs.GetString("closePrice") + " : " + myData.Close.Values[pointIdx].ToString(Settings.sysMaskPrice) +
common.Consts.constCRLF + Languages.Libs.GetString("volume") + " : " + myData.Volume.Values[pointIdx].ToString(Settings.sysMaskQty);
TradePointInfo info = findTradePointInfo(pointIdx);
if (info != null)
{
retVal += common.Consts.constCRLF + Languages.Libs.GetString("targetPrice") + " : " + info.BusinessInfo.Short_Target +
common.Consts.constCRLF + Languages.Libs.GetString("resistance") + " : " + info.BusinessInfo.Short_Resistance +
common.Consts.constCRLF + Languages.Libs.GetString("support") + " : " + info.BusinessInfo.Short_Support;
}
return(retVal);
}
//public static int CreateTradeAlert()
//{
// CreateTradeAlert(null, null, null);
//}
public static int CreateTradeAlert(onProcessStart onStartFunc, onProcessItem onProcessItemFunc, onProcessEnd onEndFunc)
{
DateTime frDate = common.Consts.constNullDate;
DateTime toDate = DateTime.Now;
//Run all strategy analysis for all stocks.
databases.tmpDS.stockCodeDataTable stockCodeTbl = new databases.tmpDS.stockCodeDataTable();
databases.DbAccess.LoadData(stockCodeTbl, AppTypes.CommonStatus.Enable);
application.AnalysisData data = new application.AnalysisData();
data.DataTimeRange = AppTypes.TimeRanges.None;
data.DataMaxCount = Settings.sysGlobal.AlertDataCount;
TradeAlertItem[] tradeAlertList = new TradeAlertItem[0];
StringCollection strategyList = new StringCollection();
for (int idx = 0; idx < StrategyData.MetaList.Values.Length; idx++)
{
application.Strategy.StrategyMeta meta = (application.Strategy.StrategyMeta)StrategyData.MetaList.Values[idx];
if (meta.Type != AppTypes.StrategyTypes.Strategy)
{
continue;
}
strategyList.Add(((application.Strategy.StrategyMeta)StrategyData.MetaList.Values[idx]).Code);
}
if (onStartFunc != null)
{
onStartFunc(stockCodeTbl.Count);
}
DateTime alertDate;
DateTime alertFrDate = toDate.Date;
DateTime alertToDate = toDate;
for (int stockCodeIdx = 0; stockCodeIdx < stockCodeTbl.Count; stockCodeIdx++)
{
if (onProcessItemFunc != null)
{
if (!onProcessItemFunc(stockCodeTbl[stockCodeIdx].code))
{
break;
}
}
//foreach (AppTypes.TimeScale timeScale in AppTypes.myTimeScales) //???
AppTypes.TimeScale timeScale = AppTypes.TimeScaleFromType(AppTypes.TimeScaleTypes.Day);
{
data.DataStockCode = stockCodeTbl[stockCodeIdx].code;
data.DataTimeScale = timeScale;
data.LoadData();
for (int strategyIdx = 0; strategyIdx < strategyList.Count; strategyIdx++)
{
StrategyData.ClearCache();
TradePoints advices = application.Strategy.StrategyLibs.AnalysisStrategy(data, strategyList[strategyIdx].Trim());
if ((advices == null) || (advices.Count == 0))
{
continue;
}
//Only check the last advices for alert
TradePointInfo tradeInfo = (TradePointInfo)advices[advices.Count - 1];
alertDate = DateTime.FromOADate(data.DateTime[tradeInfo.DataIdx]);
//Ignore alerts that out of date range.
if (alertDate < alertFrDate || alertDate > alertToDate)
{
continue;
}
Array.Resize(ref tradeAlertList, tradeAlertList.Length + 1);
tradeAlertList[tradeAlertList.Length - 1] = new TradeAlertItem(stockCodeTbl[stockCodeIdx].code.Trim(), strategyList[strategyIdx].Trim(),
timeScale, alertDate,
data.Close[tradeInfo.DataIdx],
data.Volume[tradeInfo.DataIdx], tradeInfo);
}
}
}
//Create alerts in the day
int noAlertCreated = CreateTradeAlert(tradeAlertList);
//Save last lun date
//SaveLastRunTime(toDate);
if (onEndFunc != null)
{
onEndFunc();
}
stockCodeTbl.Dispose();
return(noAlertCreated);
}
private static void CreateTradeAlert(databases.baseDS.tradeAlertDataTable tradeAlertTbl, string portfolioCode,
string stockCode, string strategy, AppTypes.TimeScale timeScale, TradePointInfo info, DateTime onTime, string msg)
{
databases.baseDS.tradeAlertRow row = tradeAlertTbl.NewtradeAlertRow();
databases.AppLibs.InitData(row);
row.onTime = onTime;
row.portfolio = portfolioCode;
row.stockCode = stockCode;
row.timeScale = timeScale.Code;
row.strategy = strategy;
row.status = (byte)AppTypes.CommonStatus.New;
row.tradeAction = (byte)info.TradeAction;
row.subject = info.TradeAction.ToString();
row.msg = msg;
tradeAlertTbl.AddtradeAlertRow(row);
}
public void PlotStrategyTradepoints(application.Strategy.StrategyMeta meta, bool showEstimation, EstimateTradePointFunc estimateFunc)
{
int idx;
ShowMessage("");
EstimateOptions estOption = new EstimateOptions();
databases.tmpDS.tradeEstimateDataTable tbl = new databases.tmpDS.tradeEstimateDataTable();
application.StrategyStatistics statistics = new StrategyStatistics();
//TradePointInfo[]
tradePoints = DataAccess.Libs.GetTradePointWithEstimationDetail(myData.myDataParam, myData.DataStockCode, meta.Code,
estOption, out tbl, out statistics);
/// Estimate trade points and set tradepoint's [isValid] property to mark whether a tradepoint is valid or not.
for (idx = 0; idx < tradePoints.Length; idx++)
{
tradePoints[idx].isValid = !tbl[idx].ignored;
}
for (idx = tradePoints.Length - 1; idx > 0; idx--)
{
if (tradePoints[idx].isValid)
{
break;
}
}
TradePointInfo tpiTradePointInfo = (TradePointInfo)tradePoints[idx];
BusinessInfo biLastTrade = tpiTradePointInfo.BusinessInfo;
BusinessInfo biLastPoint = tradePoints[tradePoints.Length - 1].BusinessInfo;
double price = myData.Close[myData.Close.Count - 1];
double risk = (biLastPoint.Short_Resistance - price) / (price - biLastPoint.Short_Support);
//string sResult = "Close price=" + price+
// "Target="+biLastTrade.Short_Target+
// "Resistance=" + biLastPoint.Short_Resistance +
// " Support=" + biLastPoint.Short_Support +
// " Risk return=" +risk+
// " Winning Percentage:"+ String.Format("{0:P2}",statistics.dWinningPercentagePerTrade)+
// " Max %Win Per Trade:" + String.Format("{0:P2}",statistics.dMaxWinningPercentage)+
// " Max %Lose Per Trade" + String.Format("{0:P2}", statistics.dMaxLosingPercentage)+
// " Average %Win Per Trade" + String.Format("{0:P2}", statistics.dAverageWinningPercentage)+
// " Average %Lose Per Trade" + String.Format("{0:P2}", statistics.dAverageLosingPercentage); ;
PlotStrategyTradepoints(application.Strategy.StrategyLibs.ToTradePoints(tradePoints), pricePanel);
//MessageBox.Show(sResult);
//Show form
Tools.Forms.TradeStatistics formStatistic = new Tools.Forms.TradeStatistics();
formStatistic.AddStatisticInfo("Close price", price);
formStatistic.AddStatisticInfo("Target", biLastTrade.Short_Target);
formStatistic.AddStatisticInfo("Resistance", biLastPoint.Short_Resistance);
formStatistic.AddStatisticInfo("Support", biLastPoint.Short_Support);
formStatistic.AddStatisticInfo("Risk return", risk);
formStatistic.AddStatisticInfo("Winning Percentage", String.Format("{0:P2}", statistics.dWinningPercentagePerTrade));
formStatistic.AddStatisticInfo("Max %Win Per Trade", String.Format("{0:P2}", statistics.dMaxWinningPercentage));
formStatistic.AddStatisticInfo("Max %Lose Per Trade", String.Format("{0:P2}", statistics.dMaxLosingPercentage));
formStatistic.AddStatisticInfo("Average %Win Per Trade", String.Format("{0:P2}", statistics.dAverageWinningPercentage));
formStatistic.AddStatisticInfo("Average %Lose Per Trade", String.Format("{0:P2}", statistics.dAverageLosingPercentage));
formStatistic.Show(this.DockPanel, DockState.DockRightAutoHide);
//Call estimation handler if any.
if (showEstimation && estimateFunc != null)
{
estimateFunc(this, meta.Code, estOption, tbl);
}
}
public static void CreateTradeAlert(onProcessStart onStartFunc, onProcessItem onProcessItemFunc, onProcessEnd onEndFunc)
{
DateTime frDate = common.Consts.constNullDate;
DateTime toDate = DateTime.Now;
//Run all strategy analysis for all stocks.
data.tmpDS.stockCodeDataTable stockCodeTbl = new data.tmpDS.stockCodeDataTable();
application.DbAccess.LoadData(stockCodeTbl, AppTypes.CommonStatus.Enable);
application.AnalysisData data = new application.AnalysisData();
TradeAlert[] tradeAlertList = new TradeAlert[0];
StringCollection strategyList = new StringCollection();
for (int idx = 0; idx < application.Strategy.Data.MetaList.Values.Length; idx++)
{
application.Strategy.Meta meta = (application.Strategy.Meta)application.Strategy.Data.MetaList.Values[idx];
if (meta.Type != AppTypes.StrategyTypes.Strategy)
{
continue;
}
strategyList.Add(((application.Strategy.Meta)application.Strategy.Data.MetaList.Values[idx]).Code);
}
if (onStartFunc != null)
{
onStartFunc(stockCodeTbl.Count);
}
//Alert on last month data
data.DataTimeRange = Settings.sysAlertTimeRange;;
DateTime alertDate;
DateTime alertFrDate = toDate.Date;
DateTime alertToDate = toDate;
for (int stockCodeIdx = 0; stockCodeIdx < stockCodeTbl.Count; stockCodeIdx++)
{
if (onProcessItemFunc != null)
{
if (!onProcessItemFunc(stockCodeTbl[stockCodeIdx].code))
{
break;
}
}
foreach (AppTypes.TimeScale timeScale in AppTypes.myTimeScales) //??
{
data.DataStockCode = stockCodeTbl[stockCodeIdx].code;
data.DataTimeScale = timeScale;
data.LoadData();
for (int strategyIdx = 0; strategyIdx < strategyList.Count; strategyIdx++)
{
application.Strategy.Data.ClearCache();
application.Strategy.Data.TradePoints advices = application.Strategy.Libs.Analysis(data, strategyList[strategyIdx].Trim());
if (advices == null)
{
continue;
}
for (int idx3 = 0; idx3 < advices.Count; idx3++)
{
TradePointInfo tradeInfo = (TradePointInfo)advices[idx3];
alertDate = DateTime.FromOADate(data.DateTime[tradeInfo.DataIdx]);
//Ignore alerts that out of date range.
if (alertDate < alertFrDate || alertDate > alertToDate)
{
continue;
}
Array.Resize(ref tradeAlertList, tradeAlertList.Length + 1);
tradeAlertList[tradeAlertList.Length - 1] = new TradeAlert(stockCodeTbl[stockCodeIdx].code.Trim(), strategyList[strategyIdx].Trim(),
timeScale, alertDate,
data.Close[tradeInfo.DataIdx],
data.Volume[tradeInfo.DataIdx], tradeInfo);
}
}
}
}
stockCodeTbl.Dispose();
//Create alerts in the day
CreateTradeAlert(tradeAlertList);
//Save last lun date
SaveLastRunTime(toDate);
if (onEndFunc != null)
{
onEndFunc();
}
}
public static void CreateTradeAlert(onProcessStart onStartFunc, onProcessItem onProcessItemFunc, onProcessEnd onEndFunc)
{
CultureInfo cultureInfo = new CultureInfo(Settings.sysCultureCode);
DateTime frDate = common.Consts.constNullDate;
DateTime toDate = DateTime.Now;
//Run all strategy analysis for all stocks.
data.tmpDS.stockCodeDataTable stockCodeTbl = new data.tmpDS.stockCodeDataTable();
global::data.DbAccess.LoadData(stockCodeTbl, AppTypes.CommonStatus.Enable);
application.Data data = new application.Data();
TradeAlert[] tradeAlertList = new TradeAlert[0];
StringCollection strategyList = new StringCollection();
for (int idx = 0; idx < Strategy.Data.MetaList.Values.Length; idx++)
{
Strategy.Meta meta = (Strategy.Meta)Strategy.Data.MetaList.Values[idx];
if (meta.Type != AppTypes.StrategyTypes.Strategy)
{
continue;
}
strategyList.Add(((Strategy.Meta)Strategy.Data.MetaList.Values[idx]).Code);
}
if (onStartFunc != null)
{
onStartFunc(stockCodeTbl.Count);
}
for (int stockCodeIdx = 0; stockCodeIdx < stockCodeTbl.Count; stockCodeIdx++)
{
if (onProcessItemFunc != null)
{
if (!onProcessItemFunc(stockCodeTbl[stockCodeIdx].code))
{
break;
}
}
foreach (AppTypes.TimeScale timeScale in AppTypes.myTimeScales)
{
//Move date ahead to ensure that there are sufficient data need in analysis process
switch (timeScale.Type)
{
case AppTypes.TimeScaleTypes.RealTime:
frDate = toDate.AddHours(-1);
break;
case AppTypes.TimeScaleTypes.Hour:
frDate = toDate.Date;
break;
case AppTypes.TimeScaleTypes.Day:
frDate = toDate.Date;
break;
case AppTypes.TimeScaleTypes.Week:
frDate = common.dateTimeLibs.StartOfWeek(toDate, cultureInfo).AddSeconds(-1);
break;
case AppTypes.TimeScaleTypes.Month:
frDate = common.dateTimeLibs.MakeDate(1, toDate.Month, toDate.Year).AddSeconds(-1);
break;
case AppTypes.TimeScaleTypes.Year:
frDate = common.dateTimeLibs.MakeDate(1, 1, toDate.Year).AddSeconds(-1);
break;
default:
common.system.ThrowException("Invalid parametter in calling to LoadStockPrice()");
break;
}
data.Reload(stockCodeTbl[stockCodeIdx].code, timeScale, frDate, toDate);
for (int strategyIdx = 0; strategyIdx < strategyList.Count; strategyIdx++)
{
Strategy.Data.ClearCache();
Strategy.Data.TradePoints advices = Strategy.Libs.Analysis(data, strategyList[strategyIdx].Trim());
if (advices == null)
{
continue;
}
for (int idx3 = 0; idx3 < advices.Count; idx3++)
{
TradePointInfo tradeInfo = (TradePointInfo)advices[idx3];
Array.Resize(ref tradeAlertList, tradeAlertList.Length + 1);
tradeAlertList[tradeAlertList.Length - 1] =
new TradeAlert(stockCodeTbl[stockCodeIdx].code.Trim(), strategyList[strategyIdx].Trim(),
timeScale, DateTime.FromOADate(data.DateTime[tradeInfo.DataIdx]),
data.Close[tradeInfo.DataIdx],
data.Volume[tradeInfo.DataIdx],
tradeInfo);
}
}
}
}
stockCodeTbl.Dispose();
//Create alerts in the day
CreateTradeAlert(tradeAlertList, toDate.Date, toDate);
//Save last lun date
SaveLastRunTime(toDate);
if (onEndFunc != null)
{
onEndFunc();
}
}
