/// <summary>
/// Called by the UI to add an item to the list.
/// </summary>
/// <param name="symbol"></param>
/// <param name="listName"></param>
/// <returns></returns>
bool IWatchList.AddToList(ISymbol symbol, string listName)
{
string sname = symbol.name;
string lname = listName;
if (sname.Length > 0 && lname.Length > 0)
{
TraderContext db = new TraderContext();
// checks if watchlist item exists
var WLI_QUERY = db.WatchListItems.Where(x => (x.SymbolName.Equals(sname) && x.ListName.Equals(lname))).ToList();
if (WLI_QUERY.Count >= 1)
{
return(false);
}
else // if not, checks if symbol exists
{
var SYMBOL_QUERY = db.Symbols.Where(x => x.name.Equals(sname)).ToList();
if (SYMBOL_QUERY.Count == 0)
{
Symbol s = new Symbol(sname);
db.Symbols.Add(s);
db.SaveChanges();
}
db.WatchListItems.Add(new WatchListItem(symbol, listName));
db.SaveChanges();
return(true);
}
}
else
{
return(false);
}
}
/// <summary>
/// Button event that adds cash to the user's available cash.
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
protected void btnAddCash_Click(object sender, EventArgs e)
{
double value = double.Parse(InputAddCash.Value);
TraderContext db = new TraderContext();
db.Portfolios.FirstOrDefault().Cash += value;
AvailableCash.Text = String.Format("{0:C}", (double.Parse(AvailableCash.Text.TrimStart('$')) + value));
db.SaveChanges();
update();
}
/// <summary>
/// Gets the username to be displayed in the greeting.
/// </summary>
protected void getUsername()
{
TraderContext db = new TraderContext();
var query = db.SystemSettings.Where(x => x.Name.Equals("USERNAME")).Select(x => x);
if (query.Count() > 0)
{
username = query.First().Value;
} else {
username = "******";
}
}
public void OnTick(object source, ElapsedEventArgs e)
{
TraderContext db = new TraderContext();
List<Quote> quotes = db.Quotes.Include("Symbol").Where(x => x.timestamp > _lastPeek).OrderBy(y => y.timestamp).ToList<Quote>();
_lastPeek = quotes.Max(x => x.timestamp);
List<QuoteMessage> msg = new List<QuoteMessage>();
foreach (Quote q in quotes)
{
msg.Add(new QuoteMessage(q));
}
_owner.NewQuotes(msg);
db.Dispose();
}
bool IWatchListManager.DeleteWatchList(string listName)
{
TraderContext db = new TraderContext();
string l = listName;
var query = db.WatchLists.Where(x => x.ListName.Equals(l)).ToList();
if (query.Count > 0)
{
foreach (WatchList w in query)
{
db.WatchLists.Remove(w);
}
db.SaveChanges();
return true;
}
return false;
}
bool IWatchListManager.AddWatchList(string listName)
{
TraderContext db = new TraderContext();
string l = listName;
if (listName.Length == 0)
{
l = "Default";
}
var query = db.WatchLists.Where(x => x.ListName.Equals(l));
if (query.Count() == 0)
{
WatchList w = new WatchList(l);
db.WatchLists.Add(w);
db.SaveChanges();
return true;
}
return false;
}
/// <summary>
/// Called by the UI to remove an item from the watchlist.
/// </summary>
/// <param name="symbol"></param>
/// <param name="listName"></param>
/// <returns></returns>
bool IWatchList.RemoveFromList(ISymbol symbol, string listName)
{
TraderContext db = new TraderContext();
var query = db.WatchListItems.Where(x => (x.SymbolName.Equals(symbol.name) && x.ListName.Equals(listName)));
if (query.Count() > 0)
{
foreach (WatchListItem item in query)
{
db.WatchListItems.Remove(item);
}
db.SaveChanges();
return(true);
}
else
{
return(false);
}
}
/// <summary>
/// Saves the changes made to the settings.
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
protected void btnSave_Click(object sender, EventArgs e)
{
try
{
string module = "ThreeDuckStrategy";
// Remove the old settings
TraderContext db = new TraderContext();
var query = db.SystemSettings.Where(x => x.Module.Equals(module)).Select(x => x);
foreach (SystemSetting setting in query)
{
db.SystemSettings.Remove(setting);
}
var q_username = db.SystemSettings.Where(x => x.Name.Equals("USERNAME")).Select(x=>x);
if (q_username.Count() > 0)
{
SystemSetting s = q_username.FirstOrDefault();
db.SystemSettings.Remove(s);
}
// Add the new settings
SystemSetting _duck1 = new SystemSetting(module, "FIRST_DUCK_SECONDS", InputFirstDuck.Value);
SystemSetting _duck2 = new SystemSetting(module, "SECOND_DUCK_SECONDS", InputSecondDuck.Value);
SystemSetting _duck3 = new SystemSetting(module, "THIRD_DUCK_SECONDS", InputThirdDuck.Value);
SystemSetting _movingavg = new SystemSetting(module, "MOVING_AVERAGE_WINDOW", InputAvgWindow.Value);
SystemSetting _username = new SystemSetting("User", "USERNAME", InputName.Value);
db.SystemSettings.Add(_duck1);
db.SystemSettings.Add(_duck2);
db.SystemSettings.Add(_duck3);
db.SystemSettings.Add(_movingavg);
db.SystemSettings.Add(_username);
db.SaveChanges();
setStatus("Settings saved successfully.", true);
}
catch
{
setStatus("Settings could not be saved. Please try again.", false);
}
}
protected void btnResetDefault_Click(object sender, EventArgs e)
{
try
{
string module = "ThreeDuckStrategy";
// Remove the old settings
TraderContext db = new TraderContext();
var query = db.SystemSettings.Where(x => x.Module.Equals(module)).Select(x => x);
foreach (SystemSetting setting in query)
{
db.SystemSettings.Remove(setting);
}
var q_username = db.SystemSettings.Where(x => x.Name.Equals("USERNAME")).Select(x => x);
if (q_username.Count() > 0)
{
SystemSetting s = q_username.FirstOrDefault();
db.SystemSettings.Remove(s);
}
// Restore the default settings
SystemSetting _duck1 = new SystemSetting(module, "FIRST_DUCK_SECONDS", "300");
SystemSetting _duck2 = new SystemSetting(module, "SECOND_DUCK_SECONDS", "3600");
SystemSetting _duck3 = new SystemSetting(module, "THIRD_DUCK_SECONDS", "14400");
SystemSetting _movingavg = new SystemSetting(module, "MOVING_AVERAGE_WINDOW", "60");
db.SystemSettings.Add(_duck1);
db.SystemSettings.Add(_duck2);
db.SystemSettings.Add(_duck3);
db.SystemSettings.Add(_movingavg);
db.SaveChanges();
// Display success message
setStatus("Settings saved successfully.", true);
}
catch
{
// Display fail message
setStatus("Settings could not be saved. Please try again.", false);
}
}
private Dictionary<string, string> GetConfiguration()
{
Dictionary<string, string> config = new Dictionary<string, string>();
try
{
TraderContext db = new TraderContext();
var settings = from s in db.SystemSettings where s.Module == "ThreeDuckStrategy" select s;
foreach (var i in settings)
{
config.Add(i.Name, i.Value);
log.DebugFormat("Loaded configuration value: {0}={1}", i.Name, i.Value);
}
}
catch (Exception ex)
{
log.WarnFormat("Failed to load configuration: {0}", ex.Message);
log.Warn(ex.StackTrace);
}
return config;
}
List<WatchList> IWatchListManager.GetAllWatchLists()
{
TraderContext db = new TraderContext();
var query = db.WatchLists.OrderBy(x => x.ListName);
List<WatchList> result = new List<WatchList>();
foreach (WatchList w in query)
{
result.Add(w);
}
return result;
}
public WatchListManager(TraderContext db)
{
_dbContext = db;
}
public WatchListManager()
{
_dbContext = null;
}
IWatchList IWatchListManager.GetWatchList(string listName)
{
TraderContext db = new TraderContext();
var query = db.WatchListItems.Where(x => x.ListName.Equals(listName));
IWatchList result = new WatchList();
foreach (WatchListItem q in query)
{
result.items.Add(q);
}
return result;
}
public PortfolioManager(TraderContext db)
: this()
{
_dbContext = db;
}
/// <summary>
/// Gets the open positions and transactions.
/// </summary>
private void generatePositions()
{
openpositions.Clear();
allpositions.Clear();
transactions.Clear();
openpositions = portfolio.GetOpenPositions().ToList();
AvailableCash.Text = String.Format("{0:C}", portfolio.getAvailableCash());
TraderContext db = new TraderContext();
var query = db.Positions.Select(x => x.SymbolName);
foreach (string s in query)
{
PositionMessage msg = portfolio.GetPosition(s);
allpositions.Add(msg);
}
// get the transactions
var transquery = db.Trades.Select(x => x);
foreach (Trade t in transquery)
{
transactions.Add(t);
}
}
/// <summary>
/// Creates the position table.
/// </summary>
/// <param name="pm">PositionMessage</param>
/// <returns>Table</returns>
private Table createPositionTable(PositionMessage pm)
{
string fullName = string.Empty;
double gain = 0;
double gainPercent = 0;
string classname = string.Empty;
IWatchListManager wlm = new WatchListManager();
fullName = wlm.GetLongName(pm.SymbolName);
TraderContext db = new TraderContext();
double latestQuote = db.Quotes.Where(x => x.SymbolName.Equals(pm.SymbolName)).OrderByDescending(x => x.timestamp).Select(x => x.price).FirstOrDefault();
gain = (latestQuote * pm.Quantity) - pm.Price;
gainPercent = gain / (pm.Price);
if (gain > 0)
{
classname = "green";
}
if (gain < 0)
{
classname = "red";
}
Table tbl = new Table();
TableRow row = new TableRow();
for (int i = 0; i < columns; i++)
{
TableCell cell = new TableCell();
cell.Width = new Unit(widths[i]);
row.Cells.Add(cell);
}
row.Cells[1].Text += new HtmlString(String.Format("{0} <span class='subtext'>({1})</span>", pm.SymbolName, fullName));
row.Cells[2].Text = String.Format("{0:N0}", pm.Quantity);
row.Cells[3].Text = new HtmlString(String.Format("{0:C} / <span class='{3}'>{1:C}</span> / <span class='{3}'>{2:P2}</span>", pm.Price, gain, gainPercent, classname)).ToString();
row.Cells[4].Text = String.Format("{0:C}", pm.Trades.Sum(x => x.PaidCommission));
row.Cells[5].Text = pm.Status.ToString();
row.Cells[5].CssClass = getCssClass(pm.Status.ToString());
// BUTTONS
HtmlGenericControl btnToggle = new HtmlGenericControl("div");
btnToggle.Attributes.Add("class", "toggle icon-plus-sign");
row.Cells[0].Controls.Add(btnToggle);
Button btnAction = new Button();
btnAction.CssClass = "symbol-button";
btnAction.ToolTip = "Buy/sell";
btnAction.Text = HttpUtility.HtmlDecode("");
btnAction.Attributes["SymbolName"] = pm.SymbolName;
btnAction.Click += new EventHandler(btnClick);
row.Cells[columns - 1].Controls.Add(btnAction);
// css stuff
tbl.CssClass = "main";
row.CssClass = "main";
row.Cells[(radioSortType.SelectedIndex / 2) + 1].CssClass = "bold";
tbl.Rows.Add(row);
return tbl;
}
/// <summary>
/// Gets the system settings configuration and displays it on the page.
/// </summary>
protected void getConfig()
{
TraderContext db = new TraderContext();
duck1 = int.Parse(db.SystemSettings.Where(x => x.Name.Equals("FIRST_DUCK_SECONDS")).Select(x => x.Value).FirstOrDefault());
duck2 = int.Parse(db.SystemSettings.Where(x => x.Name.Equals("SECOND_DUCK_SECONDS")).Select(x => x.Value).FirstOrDefault());
duck3 = int.Parse(db.SystemSettings.Where(x => x.Name.Equals("THIRD_DUCK_SECONDS")).Select(x => x.Value).FirstOrDefault());
movingavg = int.Parse(db.SystemSettings.Where(x => x.Name.Equals("MOVING_AVERAGE_WINDOW")).Select(x => x.Value).FirstOrDefault());
useremail = db.SystemSettings.Where(x => x.Name.Equals("ALERTS_EMAIL_ADDRESS_TO")).Select(x => x.Value).FirstOrDefault();
name = db.SystemSettings.Where(x => x.Name.Equals("USERNAME")).Select(x => x.Value).FirstOrDefault();
InputFirstDuck.Value = duck1.ToString();
InputSecondDuck.Value = duck2.ToString();
InputThirdDuck.Value = duck3.ToString();
InputAvgWindow.Value = movingavg.ToString();
InputName.Value = name;
InputEmail.Value = useremail;
}
/// <summary>
/// Called by the UI to remove an item from the watchlist.
/// </summary>
/// <param name="symbol"></param>
/// <param name="listName"></param>
/// <returns></returns>
bool IWatchList.RemoveFromList(ISymbol symbol, string listName)
{
TraderContext db = new TraderContext();
var query = db.WatchListItems.Where(x => (x.SymbolName.Equals(symbol.name) && x.ListName.Equals(listName)));
if (query.Count() > 0)
{
foreach (WatchListItem item in query)
{
db.WatchListItems.Remove(item);
}
db.SaveChanges();
return true;
}
else
{
return false;
}
}
public PortfolioManager()
{
_dbContext = null;
Rules = new List<PortfolioRule>();
LoadSettings();
}
/// <summary>
/// Called by the UI to add an item to the list.
/// </summary>
/// <param name="symbol"></param>
/// <param name="listName"></param>
/// <returns></returns>
bool IWatchList.AddToList(ISymbol symbol, string listName)
{
string sname = symbol.name;
string lname = listName;
if (sname.Length > 0 && lname.Length > 0)
{
TraderContext db = new TraderContext();
// checks if watchlist item exists
var WLI_QUERY = db.WatchListItems.Where(x => (x.SymbolName.Equals(sname) && x.ListName.Equals(lname))).ToList();
if (WLI_QUERY.Count >= 1)
{
return false;
}
else // if not, checks if symbol exists
{
var SYMBOL_QUERY = db.Symbols.Where(x => x.name.Equals(sname)).ToList();
if (SYMBOL_QUERY.Count == 0)
{
Symbol s = new Symbol(sname);
db.Symbols.Add(s);
db.SaveChanges();
}
db.WatchListItems.Add(new WatchListItem(symbol, listName));
db.SaveChanges();
return true;
}
}
else
{
return false;
}
}
static void Main(string[] args)
{
Console.WriteLine("Testing the entity framework...");
TraderContext db = new TraderContext();
Console.WriteLine("Clearing the database...");
var d_quotes = from q in db.Quotes select q;
foreach (var i in d_quotes) db.Quotes.Remove(i);
var d_symbol = from s in db.Symbols select s;
foreach (var i in d_symbol) db.Symbols.Remove(i);
var d_position = from p in db.Positions select p;
foreach (var i in d_position) db.Positions.Remove(i);
var d_trade = from t in db.Trades select t;
foreach (var i in d_trade) db.Trades.Remove(i);
Console.WriteLine("Adding records to database...");
db.Symbols.Add(new Symbol("GOOG"));
db.Symbols.Add(new Symbol("LNC"));
db.SaveChanges();
Quote q1 = new Quote();
q1.timestamp = DateTime.Now;
q1.price = 50.47;
q1.Symbol = db.Symbols.First();
db.Quotes.Add(q1);
Position p1 = new Position();
p1.SymbolName = "GOOG";
p1.price = 5000;
p1.quantity = 150;
p1.status = positionStatus.Open;
db.Positions.Add(p1);
db.SaveChanges();
Trade t1 = new Trade();
t1.timestamp = DateTime.Now;
t1.quantity = 40;
t1.price = 10.10;
t1.type = tradeTypes.Buy;
t1.SymbolName = "GOOG";
db.Trades.Add(t1);
var q_addtopos = from p in db.Positions.Include("Trades") where p.SymbolName == "GOOG" select p;
Position goog_pos = q_addtopos.FirstOrDefault();
goog_pos.Trades.Add(t1);
db.SaveChanges();
WatchList w = new WatchList();
w.ListName = "Default";
db.WatchLists.Add(w);
db.SaveChanges();
WatchListItem wi1 = new WatchListItem();
wi1.ListName = "Default";
wi1.SymbolName = "GOOG";
db.WatchListItems.Add(wi1);
WatchListItem wi2 = new WatchListItem();
wi2.ListName = "Default";
wi2.SymbolName = "LNC";
db.WatchListItems.Add(wi2);
db.SaveChanges();
Console.WriteLine("Retrieving records from database...");
Console.WriteLine("\nSymbols");
var query = from s in db.Symbols orderby s.name select s;
foreach (var i in query)
{
Console.WriteLine("Symbol: " + i.name);
}
Console.WriteLine("\nQuotes");
var q_search = from q in db.Quotes select q;
foreach (var i in q_search)
{
Console.WriteLine("Record: " + i.QuoteId.ToString());
Console.WriteLine("Symbol: " + i.Symbol.name);
Console.WriteLine("Timestamp: " + i.timestamp.ToString());
Console.WriteLine("Price: " + i.price.ToString());
}
Console.WriteLine("\nPositions");
var p_search = from p in db.Positions select p;
foreach (var i in p_search)
{
Console.WriteLine("Record: " + i.PositionId.ToString());
Console.WriteLine("Symbol: " + i.Symbol.name);
Console.WriteLine("Trade count: " + i.Trades.Count.ToString());
foreach (var t in i.Trades)
{
Console.WriteLine("\tTrade Id: " + t.TradeId.ToString());
Console.WriteLine("\tType: " + t.type.ToString());
Console.WriteLine("\tPrice: " + t.price.ToString());
Console.WriteLine("\tQuantity: " + t.quantity.ToString());
Console.WriteLine("\tTimestamp: " + t.timestamp.ToString());
}
}
Console.WriteLine("\nWatchlist");
var wlist = from l in db.WatchLists.Include("Items") select l;
WatchList deflist = wlist.FirstOrDefault();
foreach (var i in deflist.Items)
{
Console.WriteLine("\t" + i.Symbol.name);
}
Console.WriteLine("\nTesting complete.");
Console.ReadLine();
db.Dispose();
}
/// <summary>
/// Creates a table for all of the Trades associated with a specific Position.
/// </summary>
/// <param name="pm">PositionMessage</param>
/// <returns>Table</returns>
private Table createTradeTable(PositionMessage pm)
{
string[] theaders = { "", "Date", "Shares", "Price / Gain / Gain %", "Fees", "Type", "" };
Table tbl = new Table();
TableHeaderRow header = new TableHeaderRow();
for (int i = 0; i < tcolumns; i++)
{
TableHeaderCell cell = new TableHeaderCell();
cell.Text = theaders[i];
cell.Width = new Unit(widths[i]);
header.Cells.Add(cell);
}
tbl.Rows.Add(header);
TraderContext db = new TraderContext();
double latestQuote = db.Quotes.Where(x => x.SymbolName.Equals(pm.SymbolName)).OrderByDescending(x => x.timestamp).Select(x => x.price).FirstOrDefault();
foreach (TradeMessage t in pm.Trades.OrderByDescending(x => x.Timestamp).Where((x) => x.Quantity > 0 && x.Type==Portfolio.Client.tradeTypes.Buy))
{
double gain = 0;
double gainPercent = 0;
string classname = string.Empty;
TableRow trow = new TableRow();
for (int i = 0; i < tcolumns; i++)
{
TableCell cell = new TableCell();
trow.Cells.Add(cell);
}
gain = latestQuote - t.Price;
gainPercent = gain / t.Price;
if (gain > 0)
{
classname = "green";
}
if (gain < 0)
{
classname = "red";
}
trow.Cells[1].Text = String.Format("{0:d} at {0:T}", t.Timestamp); // symbol name
trow.Cells[1].Text += new HtmlString(String.Format(" <span class='subtext'>({0})</span>", getTimeSpan(t.Timestamp))); // date
trow.Cells[2].Text = String.Format("{0:N0}", t.Quantity); // quantity
trow.Cells[3].Text = new HtmlString(String.Format("{0:C} / <span class='{3}'>{1:C}</span> / <span class='{3}'>{2:P2}</span>", t.Price, gain, gainPercent, classname)).ToString();
trow.Cells[4].Text = String.Format("{0:C}", t.PaidCommission); // broker fee
trow.Cells[5].Text = t.Type.ToString();
trow.Cells[5].CssClass = getCssClass(t.Type.ToString());
tbl.Rows.Add(trow);
}
// css stuff
tbl.CssClass = "sub";
return tbl;
}
string IWatchListManager.GetLongName(string symbolName)
{
TraderContext db = new TraderContext();
string longname = db.Symbols.Where(x => x.name.Equals(symbolName)).Select(x => x.CompanyName).FirstOrDefault();
return longname;
}
List<Quote> IWatchListManager.GetQuotes(string symbolName)
{
TraderContext db = new TraderContext();
var query = db.Quotes.Where(x => x.SymbolName.Equals(symbolName));
List<Quote> result = new List<Quote>();
foreach (Quote q in query)
{
result.Add(q);
}
return result;
}
/// <summary>
/// Button event that removes an item from a Watchlist.
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
protected void btnRemove_Click(object sender, EventArgs e)
{
bool success = false;
string symbol = ((Button)sender).Attributes["Symbol"];
string listName = ((Button)sender).Attributes["ListName"];
if (symbol.Length > 0 && listName.Length > 0)
{
IWatchList wl = new WatchList();
success = wl.RemoveFromList(new Symbol(symbol), listName);
if (success)
{
setStatus(String.Format("{0} removed from list \"{1}.\"", symbol, listName), true);
}
//check if all instances of that symbol are removed before strategy stops watching it
TraderContext db = new TraderContext();
if (db.WatchListItems.Where(x => x.SymbolName.Equals(symbol)).Count() == 0 && db.Positions.Where(x => x.SymbolName.Equals(symbol) && x.status == AlgoTrader.Interfaces.positionStatus.Open).Count() == 0)
{
strategy.stopWatching(symbol);
}
}
updateList(true);
}
