Example #1
0
        //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 < application.Strategy.StrategyData.MetaList.Values.Length; idx++)
            {
                application.Strategy.StrategyMeta meta = (application.Strategy.StrategyMeta)application.Strategy.StrategyData.MetaList.Values[idx];
                if (meta.Type != AppTypes.StrategyTypes.Strategy) continue;
                strategyList.Add(((application.Strategy.StrategyMeta)application.Strategy.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++)
                    {
                        application.Strategy.StrategyData.ClearCache();
                        application.Strategy.StrategyData.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;
        }
Example #2
0
        //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);
        }
 public databases.tmpDS.priceDiagnoseDataTable DiagnosePrice_CloseAndNextOpen(DateTime frDate, DateTime toDate, string timeScaleCode,
     string exchangeCode,string code, double variancePerc, double variance,byte precision)
 {
     try
     {
         databases.baseDS.priceDataDataTable priceDataTbl = new databases.baseDS.priceDataDataTable();
         databases.tmpDS.priceDiagnoseDataTable priceDiagnoseTbl = new databases.tmpDS.priceDiagnoseDataTable();
         if (code != null && code.Trim() != "")
         {
             priceDataTbl.Clear();
             databases.DbAccess.LoadData(priceDataTbl, timeScaleCode, frDate, toDate, code.Trim());
             application.AppLibs.DiagnosePrice_CloseAndNextOpen(priceDataTbl, variancePerc, variance,precision, priceDiagnoseTbl);
         }
         else
         {
             databases.tmpDS.stockCodeDataTable codeTbl = new databases.tmpDS.stockCodeDataTable();
             databases.DbAccess.LoadStockCode_ByStockExchange(codeTbl, exchangeCode, AppTypes.CommonStatus.Enable);
             for (int idx = 0; idx < codeTbl.Count; idx++)
             {
                 priceDataTbl.Clear();
                 databases.DbAccess.LoadData(priceDataTbl, timeScaleCode, frDate, toDate, codeTbl[idx].code);
                 application.AppLibs.DiagnosePrice_CloseAndNextOpen(priceDataTbl, variancePerc, variance,precision, priceDiagnoseTbl);
             }
             codeTbl.Dispose();
         }
         priceDataTbl.Dispose();
         return priceDiagnoseTbl;
     }
     catch (Exception ex)
     {
         WriteSysLogLocal("WS088", ex);
     }
     return null;
 }