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();
}
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();
}
}
