internal static void Update(TradingDay tradingDay, ISecurityRepository securityRepository)
{
CheckInitialized(securityRepository);
if (Prices.Count == 0)
{
foreach (var symbol in Symbols)
{
Prices.Add(symbol, 0);
}
}
if (LastChanges.Count == 0)
{
foreach (var symbol in Symbols)
{
LastChanges.Add(symbol, 0);
}
}
foreach (var symbol in Symbols)
{
var effect = tradingDay.Effects[symbol];
Prices[symbol] += effect;
if (tradingDay.Day == 0)
{
continue;
}
LastChanges[symbol] = effect;
}
}
/// <summary>
/// Method to close the market.
/// </summary>
/// <param name="tradingDay"></param>
/// <param name="simulationState"></param>
/// <returns></returns>
async Task CloseMarketAsync(TradingDay tradingDay, SimulationState simulationState)
{
_timer.Stop();
SimulationState = simulationState;
AppSettings.UpdateReportsEnabled(true);
await UpdateMarketAsync(tradingDay, true);
}
public List <TradingDay> GetPriceHistory(string symbol, DateTime startdate, DateTime endDate)
{
if (startdate > DateTime.Now ||
endDate > DateTime.Now)
{
throw new InvalidDateException();
}
string url = string.Format("https://api.tdameritrade.com/v1/marketdata/{0}/pricehistory", symbol.ToUpper());
var client = new RestClient(url);
RestRequest getRequest = new RestRequest(Method.GET);
getRequest.AddHeader("cache-control", "no-cache");
getRequest.AddHeader("content-type", "application/x-www-form-urlencoded");
getRequest.AddParameter("apikey", ConfigurationManager.AppSettings.Get("apikey"));
getRequest.AddParameter("periodType", "month");
getRequest.AddParameter("period", "1");
getRequest.AddParameter("frequencyType", "daily");
getRequest.AddParameter("frequency", "1");
getRequest.AddParameter("startDate", getEpochTime(startdate).ToString().PadRight(13, '0'));
getRequest.AddParameter("endDate", getEpochTime(endDate).ToString().PadRight(13, '0'));
var response = client.Get(getRequest);
JObject priceHistorySearch = JObject.Parse(response.Content);
IList <JToken> candles = new List <JToken>();
try
{
candles = priceHistorySearch["candles"].Children().ToList();
}
catch (Exception)
{
return(new List <TradingDay>());
}
List <TradingDay> priceHistory = new List <TradingDay>();
foreach (var candle in candles)
{
TradingDay tradingDay = new TradingDay()
{
Volume = (int)candle["volume"],
OpenPrice = (decimal)candle["open"],
HighPrice = (decimal)candle["high"],
LowPrice = (decimal)candle["low"],
ClosePrice = (decimal)candle["close"],
Date = convertFromEpoch((string)candle["datetime"])
};
priceHistory.Add(tradingDay);
}
return(priceHistory);
}
public TradingDayDto Get(DateTime date)
{
TradingDay tradingDay = _repository.FirstOrDefault(x => x.Day.Year == date.Year && x.Day.Month == date.Month && x.Day.Day == date.Day);
if (tradingDay == null)
{
tradingDay = new TradingDay();
tradingDay.Day = date.Date;
this._repository.Insert(tradingDay);
}
return(tradingDay.MapTo <TradingDayDto>());
}
public void Add(MarketLogEntryDto dto)
{
TradingDay tradingDay = _tradingDayRepository.FirstOrDefault(x => x.Day.Year == dto.TimeStamp.Year && x.Day.Month == dto.TimeStamp.Month && x.Day.Day == dto.TimeStamp.Day);
if (tradingDay == null)
{
tradingDay = new TradingDay();
tradingDay.Day = dto.TimeStamp.Date;
this._tradingDayRepository.Insert(tradingDay);
}
dto.TradingDayId = tradingDay.Id;
this._marketLogEntryRepository.Insert(dto.MapTo <MarketLogEntry>());
}
async Task UpdateMarketAsync(TradingDay tradingDay, bool close = false)
{
TickerViewModel.Update(tradingDay, _securityRepository, close);
MiniTickerPartialViewModel.Update(tradingDay, _securityRepository);
await _pusher.TriggerAsync(
"stockimulate",
"update-market",
new
{
day = _dayNumber,
news = tradingDay.NewsItem,
effects = _securities.Select(security => tradingDay.Effects[security.Symbol]).ToArray(),
close
});
}
internal static void Update(TradingDay tradingDay, ISecurityRepository securityRepository, bool close = false)
{
CheckInitialized(securityRepository);
if (tradingDay.Day == 0)
{
foreach (var symbol in _symbols)
{
Prices[symbol].Add(tradingDay.Effects[symbol]);
}
}
else
{
foreach (var symbol in _symbols)
{
Prices[symbol].Add(Prices[symbol].Last() + tradingDay.Effects[symbol]);
LastChange[symbol] = tradingDay.Effects[symbol];
}
}
var newsItem = tradingDay.NewsItem;
if (newsItem != string.Empty)
{
News = newsItem;
}
if (close)
{
MarketStatus = "CLOSED";
}
else if (tradingDay.Day != 0)
{
++Day;
}
}
public static void ShowTradeResults(TradingDay day, TradingDay previousDay, Assets assets)
{
var results = EnumerableExtensions.Zip(
day.Companies,
previousDay.Companies,
assets.Portfolio,
(company, previous, shares) =>
(
stockSymbol: company.StockSymbol,
price: company.SharePrice,
shares,
value: shares * company.SharePrice,
change: company.SharePrice - previous.SharePrice
)).ToList();
Console.WriteLine();
Console.WriteLine();
Console.WriteLine("********** END OF DAY'S TRADING **********");
Console.WriteLine();
Console.WriteLine();
Console.WriteLine("STOCK\tPRICE/SHARE\tHOLDINGS\tVALUE\tNET PRICE CHANGE");
foreach (var result in results)
{
Console.WriteLine($"{result.stockSymbol}\t{result.price}\t\t{result.shares}\t\t{result.value:0.00}\t\t{result.change:0.00}");
}
Console.WriteLine();
Console.WriteLine();
Console.WriteLine();
var averagePrice = day.AverageSharePrice;
var averagePriceChange = averagePrice - previousDay.AverageSharePrice;
Console.WriteLine($"NEW YORK STOCK EXCHANGE AVERAGE: {averagePrice:0.00} NET CHANGE {averagePriceChange:0.00}");
Console.WriteLine();
}
public override int GetHashCode()
{
int hash = 1;
if (TradingDay.Length != 0)
{
hash ^= TradingDay.GetHashCode();
}
if (LoginTime.Length != 0)
{
hash ^= LoginTime.GetHashCode();
}
if (BrokerId.Length != 0)
{
hash ^= BrokerId.GetHashCode();
}
if (UserId.Length != 0)
{
hash ^= UserId.GetHashCode();
}
if (SystemName.Length != 0)
{
hash ^= SystemName.GetHashCode();
}
if (FrontId != 0)
{
hash ^= FrontId.GetHashCode();
}
if (SessionId != 0)
{
hash ^= SessionId.GetHashCode();
}
if (MaxOrderRef.Length != 0)
{
hash ^= MaxOrderRef.GetHashCode();
}
if (ShfeTime.Length != 0)
{
hash ^= ShfeTime.GetHashCode();
}
if (DceTime.Length != 0)
{
hash ^= DceTime.GetHashCode();
}
if (CzceTime.Length != 0)
{
hash ^= CzceTime.GetHashCode();
}
if (FfexTime.Length != 0)
{
hash ^= FfexTime.GetHashCode();
}
if (IneTime.Length != 0)
{
hash ^= IneTime.GetHashCode();
}
if (_unknownFields != null)
{
hash ^= _unknownFields.GetHashCode();
}
return(hash);
}
public override int GetHashCode()
{
int hash = 1;
if (BrokerId.Length != 0)
{
hash ^= BrokerId.GetHashCode();
}
if (InvestorId.Length != 0)
{
hash ^= InvestorId.GetHashCode();
}
if (InstrumentId.Length != 0)
{
hash ^= InstrumentId.GetHashCode();
}
if (OrderRef.Length != 0)
{
hash ^= OrderRef.GetHashCode();
}
if (UserId.Length != 0)
{
hash ^= UserId.GetHashCode();
}
if (TradeId.Length != 0)
{
hash ^= TradeId.GetHashCode();
}
if (Direction != 0)
{
hash ^= Direction.GetHashCode();
}
if (OffsetFlag != 0)
{
hash ^= OffsetFlag.GetHashCode();
}
if (HedgeFlag != 0)
{
hash ^= HedgeFlag.GetHashCode();
}
if (Price != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(Price);
}
if (Volume != 0)
{
hash ^= Volume.GetHashCode();
}
if (TradeDate.Length != 0)
{
hash ^= TradeDate.GetHashCode();
}
if (TradeTime.Length != 0)
{
hash ^= TradeTime.GetHashCode();
}
if (OrderLocalId.Length != 0)
{
hash ^= OrderLocalId.GetHashCode();
}
if (TradingDay.Length != 0)
{
hash ^= TradingDay.GetHashCode();
}
if (BrokerOrderSeq != 0)
{
hash ^= BrokerOrderSeq.GetHashCode();
}
if (_unknownFields != null)
{
hash ^= _unknownFields.GetHashCode();
}
return(hash);
}
public override int GetHashCode()
{
int hash = 1;
if (TradingDay.Length != 0)
{
hash ^= TradingDay.GetHashCode();
}
if (InstrumentId.Length != 0)
{
hash ^= InstrumentId.GetHashCode();
}
if (ExchangeId.Length != 0)
{
hash ^= ExchangeId.GetHashCode();
}
if (LastPrice != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(LastPrice);
}
if (PreSettlementPrice != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(PreSettlementPrice);
}
if (PreClosePrice != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(PreClosePrice);
}
if (PreOpenInterest != 0)
{
hash ^= PreOpenInterest.GetHashCode();
}
if (OpenPrice != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(OpenPrice);
}
if (HighestPrice != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(HighestPrice);
}
if (LowestPrice != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(LowestPrice);
}
if (Volume != 0)
{
hash ^= Volume.GetHashCode();
}
if (TurnOver != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(TurnOver);
}
if (OpenInterest != 0)
{
hash ^= OpenInterest.GetHashCode();
}
if (ClosePrice != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(ClosePrice);
}
if (SettlementPrice != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(SettlementPrice);
}
if (UpperLimitPrice != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(UpperLimitPrice);
}
if (LowerLimitPrice != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(LowerLimitPrice);
}
if (UpdateTime.Length != 0)
{
hash ^= UpdateTime.GetHashCode();
}
if (UpdateMillisec != 0)
{
hash ^= UpdateMillisec.GetHashCode();
}
if (AveragePrice != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(AveragePrice);
}
if (ActionDay.Length != 0)
{
hash ^= ActionDay.GetHashCode();
}
if (BidPrice != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(BidPrice);
}
if (BidVolume != 0)
{
hash ^= BidVolume.GetHashCode();
}
if (AskPrice != 0D)
{
hash ^= pbc::ProtobufEqualityComparers.BitwiseDoubleEqualityComparer.GetHashCode(AskPrice);
}
if (AskVolume != 0)
{
hash ^= AskVolume.GetHashCode();
}
if (_unknownFields != null)
{
hash ^= _unknownFields.GetHashCode();
}
return(hash);
}
