public static List <TradeBucket> GetLastBuckets(GroupBy group, double time, int buckets)
{
DateTime last = DateTime.MinValue;
DateTime endTime = TimeUtil.FromUnixTime((long)time);
string query = string.Format(@"SELECT Time, High, Low, Volume, open, close, number_of_trades, bucket_group, ID FROM trade_buckets WHERE bucket_group = '{0}' AND TIME <= '{1}' Order By Time desc limit {2}", group.ToString(), endTime.ToString("yyyy-MM-dd HH:mm:ss"), buckets);
DataTable dt = RunSELECT(query);
List <TradeBucket> results = new List <TradeBucket>();
//need to reverse order
for (int i = dt.Rows.Count - 1; i >= 0; i--)
{
TradeBucket tradeBucket = new TradeBucket();
tradeBucket.Time = (int)TimeUtil.ToUnixTime((DateTime)dt.Rows[i][0]);
tradeBucket.High = (decimal)dt.Rows[i][1];
tradeBucket.Low = (decimal)dt.Rows[i][2];
tradeBucket.Volume = (decimal)dt.Rows[i][3];
tradeBucket.Open = (decimal)dt.Rows[i][4];
tradeBucket.Close = (decimal)dt.Rows[i][5];
tradeBucket.NumTrades = (int)dt.Rows[i][6];
tradeBucket.Group = GroupUtil.GetGroupBy((string)dt.Rows[i][7]);
tradeBucket.Id = (int)dt.Rows[i][8];
results.Add(tradeBucket);
}
return(results);
}
public static List <Advice> GetAllRecentAdvices()
{
List <Advice> advices = new List <Advice>();
string query = string.Format(@"SELECT Time, Confidence, Price, Action, aa.algorithm_name, aa.bucket_group, Created_at FROM advices aa INNER Join (SELECT algorithm_name, bucket_group, MAX(Time) as t FROM advices group by algorithm_name, bucket_group) bg on bg.bucket_group = aa.bucket_group AND bg.t = aa.Time AND aa.algorithm_name = bg.algorithm_name Order by Time Desc");
DataTable dt = RunSELECT(query);
foreach (DataRow dr in dt.Rows)
{
Advice advice = new Advice();
advice.Time = (int)TimeUtil.ToUnixTime((DateTime)dr[0]);
advice.Confidence = (decimal)dr[1];
advice.Price = (decimal)dr[2];
advice.Action = ActionUtil.GetTradeActionBy((string)dr[3]);
advice.AlgorithmName = ((string)dr[4]).Trim();
advice.Group = GroupUtil.GetGroupBy((string)dr[5]);
advice.CreatedAt = (DateTime)dr[6];
advices.Add(advice);
}
return(advices);
}
public static List <Advice> GetAllAdvicesInRange(string algorithmName, GroupBy group, double start, double end)
{
List <Advice> advices = new List <Advice>();
string query = string.Format(@"SELECT Time, Confidence, Price, Action, algorithm_name, bucket_group, Created_at, id FROM advices WHERE Time >= '{0}' AND Time <= '{3}' AND algorithm_name = '{1}' AND bucket_group = '{2}' Order By Time Asc", TimeUtil.FromUnixTime((long)start).ToString("yyyy-MM-dd HH:mm:ss"), algorithmName, group.ToString(), TimeUtil.FromUnixTime((long)end).ToString("yyyy-MM-dd HH:mm:ss"));
DataTable dt = RunSELECT(query);
foreach (DataRow dr in dt.Rows)
{
Advice advice = new Advice();
advice.Time = (int)TimeUtil.ToUnixTime((DateTime)dr[0]);
advice.Confidence = (decimal)dr[1];
advice.Price = (decimal)dr[2];
advice.Action = ActionUtil.GetTradeActionBy((string)dr[3]);
advice.AlgorithmName = ((string)dr[4]).Trim();
advice.Group = GroupUtil.GetGroupBy((string)dr[5]);
advice.Id = (int)dr[6];
advices.Add(advice);
}
return(advices);
}
public static List <TradeBucket> GetTwoLastKnownBucket(GroupBy group)
{
string query = string.Format(@"SELECT Time, High, Low, Volume, open, close, number_of_trades, bucket_group, ID FROM trade_buckets where bucket_group = '{0}' Order By Time desc limit 2", group.ToString());
DataTable dt = RunSELECT(query);
List <TradeBucket> tradeBuckets = new List <TradeBucket>();
for (int i = dt.Rows.Count - 1; i >= 0; i--)
{
TradeBucket tradeBucket = new TradeBucket();
tradeBucket.Time = (int)TimeUtil.ToUnixTime((DateTime)dt.Rows[i][0]);
tradeBucket.High = (decimal)dt.Rows[i][1];
tradeBucket.Low = (decimal)dt.Rows[i][2];
tradeBucket.Volume = (decimal)dt.Rows[i][3];
tradeBucket.Open = (decimal)dt.Rows[i][4];
tradeBucket.Close = (decimal)dt.Rows[i][5];
tradeBucket.NumTrades = (int)dt.Rows[i][6];
tradeBucket.Group = GroupUtil.GetGroupBy((string)dt.Rows[i][7]);
tradeBucket.Id = (int)dt.Rows[i][8];
tradeBuckets.Add(tradeBucket);
}
return(tradeBuckets);
}
public override DataObject Exists()
{
string query = string.Format(@"SELECT Time, Confidence, Price, Action, algorithm_name, bucket_group, Created_at, id, email_sent FROM advices WHERE Time = '{0}' AND algorithm_name = '{1}' AND bucket_group = '{2}'", TimeUtil.FromUnixTime((long)Time).ToString("yyyy-MM-dd HH:mm:ss"), AlgorithmName, Group.ToString());
DataTable dt = RunSELECT(query);
if (dt.Rows.Count > 0)
{
Advice advice = new Advice();
advice.Time = (int)TimeUtil.ToUnixTime((DateTime)dt.Rows[0][0]);
advice.Confidence = (decimal)dt.Rows[0][1];
advice.Price = (decimal)dt.Rows[0][2];
advice.Action = ActionUtil.GetTradeActionBy((string)dt.Rows[0][3]);
advice.AlgorithmName = ((string)dt.Rows[0][4]).Trim();
advice.Group = GroupUtil.GetGroupBy((string)dt.Rows[0][5]);
advice.Id = (int)dt.Rows[0][7];
advice.EmailSent = (bool)dt.Rows[0][8];
return(advice);
}
else
{
return(null);
}
}
public override DataObject Exists()
{
string query = string.Format(@"SELECT Time, High, Low, Volume, open, close, number_of_trades, bucket_group, ID FROM trade_buckets WHERE Time = '{0}' AND bucket_group = '{1}'", TimeUtil.FromUnixTime((long)Time).ToString("yyyy-MM-dd HH:mm:ss"), Group);
DataTable dt = RunSELECT(query);
if (dt.Rows.Count > 0)
{
TradeBucket tradeBucket = new TradeBucket();
tradeBucket.Time = (int)TimeUtil.ToUnixTime((DateTime)dt.Rows[0][0]);
tradeBucket.High = (decimal)dt.Rows[0][1];
tradeBucket.Low = (decimal)dt.Rows[0][2];
tradeBucket.Volume = (decimal)dt.Rows[0][3];
tradeBucket.Open = (decimal)dt.Rows[0][4];
tradeBucket.Close = (decimal)dt.Rows[0][5];
tradeBucket.NumTrades = (int)dt.Rows[0][6];
tradeBucket.Group = GroupUtil.GetGroupBy((string)dt.Rows[0][7]);
tradeBucket.Id = (int)dt.Rows[0][8];
return(tradeBucket);
}
else
{
return(null);
}
}
