public void FillUnfilledGaps()
{
using (MarketsDBEntities mde = new MarketsDBEntities())
{
foreach (var gap in mde.Gaps.Where(x => x.FillDate == null))
{
var candles = mde.DailyCandles.Where(x => x.MarketId == gap.MarketId && x.Date > gap.OpenDate);
foreach (var candle in candles)
{
if (gap.Direction == "Up")
{
if (candle.Low <= gap.GapBottom)
{
Console.WriteLine("Gap fill on " + candle.Date.ToShortDateString());
gap.FillDate = candle.Date;
break;
}
}
else
{
if (candle.High >= gap.GapTop)
{
Console.WriteLine("Gap fill on " + candle.Date.ToShortDateString());
gap.FillDate = candle.Date;
break;
}
}
}
}
mde.SaveChanges();
}
}
public void UpdateMarketHistorical(DateTime sd, DateTime ed, int MarketId)
{
using (MarketsDBEntities mde = new MarketsDBEntities())
{
YahooFinance yf = new YahooFinance();
Market m = mde.Markets.Where(x => x.MarketId == MarketId).FirstOrDefault();
List<DailyCandle> dcs = yf.GetHistoricalData(sd, ed, m);
foreach (DailyCandle td in dcs)
{
//see if this day is in the db for this issue
int x = (from oa in mde.DailyCandles
where oa.MarketId == MarketId && oa.Date == td.Date
select oa).Count<DailyCandle>();
if (x == 0)
{
mde.DailyCandles.Add(td);
}
//if yes, no nothing for now (consider overwriting at a certain point?)
//if no, insert this row into the table
}
mde.SaveChanges();
}
}
public void CatchUpDailyCandles(int MarketId)
{
using (MarketsDBEntities mdb = new MarketsDBEntities())
{
//load the current daily candles
var CompiledCandles = mdb.Candles.Where(x => x.MarketId == MarketId && x.PeriodId == 5);
//load from the data
var RawData = mdb.DailyCandles.Where(x => x.MarketId == MarketId);
//compare lengths, if same then return
Console.WriteLine(CompiledCandles.Count());
Console.WriteLine(RawData.Count());
if (CompiledCandles.Count() < RawData.Count())
{
//if not same, need to add some candles
HashSet<DateTime> processedDates = new HashSet<DateTime>(CompiledCandles.Select(s => s.StartDate));
var results = RawData.Where(m => !processedDates.Contains(m.Date));
foreach (var dc in results)
{
Candle c = new Candle();
c.Close = dc.Close;
c.EndDate = dc.Date;
c.High = dc.High;
c.Low = dc.Low;
c.MarketId = dc.MarketId;
c.Open = dc.Open;
c.PeriodId = 5;
c.StartDate = dc.Date;
c.Volume = dc.Volume;
using (MarketsDBEntities mdbSaver = new MarketsDBEntities())
{
mdbSaver.Candles.Add(c);
mdbSaver.SaveChanges();
}
}
}
}
}
//
// GET: /Tests/
public ActionResult Index()
{
MarketMachineClassLibrary.MarketUpdates mu = new MarketMachineClassLibrary.MarketUpdates();
MarketsDBEntities mdb = new MarketsDBEntities();
foreach (Market m in mdb.Markets.Where(x=>x.CategoryId>1))
{
mu.UpdateMarketHistorical(DateTime.Now.AddDays(-180), DateTime.Now, m.MarketId);
}
return View();
}
public void DailyCandleCheck(int marketId)
{
using (MarketsDBEntities mde = new MarketsDBEntities())
{
//sum each month
var candles = mde.DailyCandles.Where(x => x.MarketId == marketId).OrderBy(x=>x.Date).Select(y => y.Date.Year.ToString() + "/" + y.Date.Month.ToString());
var candleCounts = candles.GroupBy(x => x).Select(x => new ItemCount { Item = x.Key, Count = x.Count()});
foreach (var candle in candleCounts)
{
Console.WriteLine(candle.Item + " " + candle.Count.ToString());
}
}
}
public void UpdateMarkets()
{
MarketUpdates mu = new MarketUpdates();
using (MarketsDBEntities mde = new MarketsDBEntities())
{
foreach (var m in mde.Markets) {
Console.WriteLine("Updating data for " + m.Name);
mu.UpdateMarketHistorical(DateTime.Now.AddYears(-5), DateTime.Now, m.MarketId);
}
}
}
public void GetCurrentPrices()
{
using (MarketsDBEntities mde = new MarketsDBEntities())
{
foreach (var market in mde.Markets)
{
using (MarketsDBEntities mdeSaver = new MarketsDBEntities())
{
var lastCandle = mdeSaver.DailyCandles.Where(x => x.MarketId == market.MarketId).OrderByDescending(x => x.Date).FirstOrDefault();
market.CurrentPrice = lastCandle.Close;
Console.WriteLine("Updated price for " + market.Symbol);
}
}
mde.SaveChanges();
}
}
public void GenerateMonthlyCandles(int marketId)
{
using (MarketsDBEntities mde = new MarketsDBEntities())
{
var candles = mde.DailyCandles.Where(x => x.MarketId == marketId)
.OrderBy(x => x.Date)
.GroupBy(x => x.Date.Month.ToString() + "-" + x.Date.Year.ToString())
.Select(x => new CandleListItem { MarketId = marketId,
StartDate = x.Min(y => y.Date),
High = x.Max(y => y.High),
Low = x.Min(y => y.High),
Open = 0,
Close = 0,
Volume = x.Sum(y => y.Volume),
});
foreach (CandleListItem candle in candles)
{
//get open and close
var dailyCandles = mde.DailyCandles.Where(x => x.MarketId == marketId && x.Date.Month == candle.StartDate.Month && x.Date.Year == candle.StartDate.Year).OrderBy(x => x.Date);
candle.Open = dailyCandles.First().Open;
candle.Close = dailyCandles.OrderByDescending(x => x.Date).First().Close;
Candle c = new Candle();
c.Close = candle.Close;
c.EndDate = dailyCandles.OrderByDescending(x => x.Date).First().Date;
c.High = candle.High;
c.Low = candle.Low;
c.MarketId = marketId;
c.Open = candle.Open;
c.PeriodId = 2;
c.StartDate = candle.StartDate;
c.Volume = candle.Volume;
if (mde.Candles.Where(x=>x.MarketId == marketId && x.StartDate == c.StartDate && x.PeriodId == c.PeriodId).Count() == 0)
{
using (MarketsDBEntities mdeSaver = new MarketsDBEntities())
{
mdeSaver.Candles.Add(c);
mdeSaver.SaveChanges();
}
}
Console.WriteLine(candle.StartDate.ToShortDateString() + " H:" + candle.High);
}
}
}
public void GapStats()
{
using (MarketsDBEntities mde = new MarketsDBEntities())
{
foreach (var m in mde.Markets)
{
int marketId = m.MarketId;
//get all unfilled gaps
var market = mde.Markets.Find(marketId);
var gaps = market.Gaps.Where(x => x.MarketId == marketId && x.FillDate == null);
//ordered by date, which direction is the last unfilled gap?
var lastGap = gaps.OrderByDescending(x => x.OpenDate).FirstOrDefault();
if (lastGap.OpenDate > DateTime.Now.AddYears(-100))
{
market.GapsCurrentDirection = lastGap.Direction;
if (lastGap.Direction == "Up")
market.GapsFirstPrice = lastGap.GapTop;
else
market.GapsFirstPrice = lastGap.GapBottom;
}
}
mde.SaveChanges();
}
}
public void GapFinders()
{
MarketUpdates mu = new MarketUpdates();
using (MarketsDBEntities mde = new MarketsDBEntities())
{
foreach (var m in mde.Markets)
{
GapFinder(m.MarketId);
}
}
}
public void GapFinder(int marketId)
{
using (MarketsDBEntities mde = new MarketsDBEntities())
{
//find all candles that don't have a corresponding gap
var candles = mde.DailyCandles.Where (x => x.MarketId == marketId && x.Gaps.Count == 0);
foreach (var candle in candles.OrderBy(x=>x.Date))
{
Console.WriteLine("Finding gap for " + candle.Date.ToShortDateString());
//1. Find the candle one candle back date-wise
int trys = 0;
DailyCandle lastCandle = new DailyCandle();
DateTime lastDate = candle.Date.AddDays(-1);
while (trys < 6 && lastCandle.Date< DateTime.Now.AddYears(-100))
{
//Console.WriteLine(lastDate.Date.ToShortDateString());
if (mde.DailyCandles.Where(x => x.MarketId == marketId && x.Date == lastDate).Count() > 0)
{
Console.WriteLine("Last candle found.");
lastCandle = mde.DailyCandles.Where(x => x.MarketId == marketId && x.Date == lastDate).First();
}
trys++;
lastDate = lastDate.AddDays(-1);
}
if (lastCandle.Date< DateTime.Now.AddYears(-100))
Console.WriteLine("No last candle found!");
Console.WriteLine("Last candle: " + lastCandle.Date.ToShortDateString());
Gap g = new Gap();
g.MarketId = marketId;
g.DailyCandleId = candle.DailyCandleId;
g.OpenDate = candle.Date;
g.GapSize = candle.Open - lastCandle.Close;
if (candle.Open >= lastCandle.Close)
{
g.Direction = "Up";
g.GapTop = candle.Open;
g.GapBottom = lastCandle.Close;
if (candle.Low <= lastCandle.Close)
{
g.FillDate = candle.Date;
}
}
else
{
g.Direction = "Down";
g.GapTop = lastCandle.Close;
g.GapBottom = candle.Open;
if (candle.High >= lastCandle.Close)
{
g.FillDate = candle.Date;
}
}
g.GapExtension = candle.Open + g.GapSize;
using (MarketsDBEntities mdeAdder = new MarketsDBEntities())
{
mdeAdder.Gaps.Add(g);
mdeAdder.SaveChanges();
}
}
}
}
public void FirstAndLastDates()
{
using (MarketsDBEntities mde = new MarketsDBEntities())
{
foreach (var m in mde.Markets)
{
m.DateFirstCandle = m.DailyCandles.OrderBy(x => x.Date).First().Date;
m.DateLastCandle = m.DailyCandles.OrderByDescending(x => x.Date).First().Date;
}
mde.SaveChanges();
}
}
public void CreateChart(int MarketId = 1)
{
Telerik.Web.UI.RadChart objChart = new Telerik.Web.UI.RadChart();
// the data we want to chart
// setting some chart parameters
objChart.Height = 480;
objChart.Width = 500;
/*objChart.Margins.Right = new Unit(30, UnitType.Percentage);
objChart.Margins.Bottom = new Unit(1, UnitType.Percentage);
objChart.Margins.Left = new Unit(1, UnitType.Percentage);
objChart.Margins.Top = new Unit(1, UnitType.Percentage);
objChart.Background.MainColor = Color.White;
objChart.Background.BorderColor = Color.White;*/
// creating a series and adding it to the chart
MarketsDBEntities dba = new MarketsDBEntities();
Market m = dba.Markets.Find(MarketId);
DateTime sd = DateTime.Now.AddMonths(-6);
DateTime ed = DateTime.Now;
Telerik.Charting.ChartSeriesItemsCollection sc = new Telerik.Charting.ChartSeriesItemsCollection();
//m.PopulateDailyCandleList(DateTime.Now.AddYears(-4), ed);
//MarketMachineClassLibrary.MarketDailyCandleList mdcl = m.mdcl;
//MarketMachineClassLibrary.CandleList cl = mdcl.cl;
int x = 0;
double minny = 100000;
double maxxy = 0;
foreach (var t in m.DailyCandles.Where(i => i.Date >= sd))
{
Telerik.Charting.ChartSeriesItem i = new Telerik.Charting.ChartSeriesItem();
i.XValue = t.Date.ToOADate();
i.YValue = Double.Parse(t.Open.ToString());
i.YValue2 = Double.Parse(t.Close.ToString());
i.YValue3 = Double.Parse(t.Low.ToString());
i.YValue4 = Double.Parse(t.High.ToString());
sc.Add(i);
if (Double.Parse(t.High.ToString()) > maxxy)
{
maxxy = Double.Parse(t.High.ToString());
}
if (Double.Parse(t.Low.ToString()) < minny)
{
minny = Double.Parse(t.Low.ToString());
}
x++;
}
Double offset = (maxxy - minny) * .2;
objChart.PlotArea.YAxis.MaxValue = maxxy + offset;
objChart.PlotArea.YAxis.MinValue = Math.Round(minny - offset, MidpointRounding.AwayFromZero);
objChart.PlotArea.YAxis.LabelStep = 10;
objChart.PlotArea.XAxis.AddRange(sd.ToOADate(), ed.ToOADate(), 1);
objChart.Skin = "LightGreen";
objChart.Legend.Appearance.Visible = false;
objChart.Series.Add(new Telerik.Charting.ChartSeries());
objChart.Series[0].Items.AddRange(sc);
objChart.Series[0].Name = m.Name;
objChart.Series[0].Type = Telerik.Charting.ChartSeriesType.CandleStick;
objChart.Series[0].Appearance.BarWidthPercent = 80;
objChart.Series[0].Appearance.Border.Color = Color.Black;
objChart.Series[0].Appearance.Border.Width = 1;
objChart.Series[0].Appearance.LabelAppearance.Visible = false;
objChart.Series[0].PlotArea.XAxis.LayoutMode = Telerik.Charting.Styles.ChartAxisLayoutMode.Between;
objChart.Series[0].PlotArea.XAxis.AutoScale = false;
objChart.Series[0].PlotArea.XAxis.Appearance.MajorGridLines.Width = 2;
objChart.Series[0].PlotArea.XAxis.Appearance.MinorGridLines.Visible = false;
objChart.Series[0].PlotArea.XAxis.LabelStep = 10;
objChart.Series[0].PlotArea.XAxis.Appearance.ValueFormat = Telerik.Charting.Styles.ChartValueFormat.ShortDate;
objChart.Series[0].PlotArea.XAxis.Appearance.LabelAppearance.RotationAngle = 45;
objChart.Series[0].PlotArea.XAxis.Appearance.LabelAppearance.Position.AlignedPosition = Telerik.Charting.Styles.AlignedPositions.Top;
objChart.Series[0].PlotArea.YAxis.AxisMode = Telerik.Charting.ChartYAxisMode.Extended;
objChart.Series[0].PlotArea.YAxis.AutoScale = false;
objChart.Series[0].PlotArea.YAxis.Appearance.MajorGridLines.Width = 2;
objChart.Series[0].PlotArea.YAxis.Appearance.MinorGridLines.Visible = false;
objChart.ChartTitle.Visible = false;
objChart.Appearance.Dimensions.Margins.Top = 10;
objChart.Appearance.Dimensions.Margins.Bottom = 10;
objChart.Appearance.Dimensions.Margins.Left = 10;
objChart.Appearance.Dimensions.Margins.Right = 10;
objChart.Series[0].PlotArea.Appearance.Dimensions.AutoSize = false;
objChart.Series[0].PlotArea.Appearance.Dimensions.Width = 430;
objChart.Series[0].PlotArea.Appearance.Dimensions.Height = 430;
objChart.Series[0].PlotArea.Appearance.Dimensions.Paddings.Top = 10;
objChart.Series[0].PlotArea.Appearance.Dimensions.Margins.Top = 10;
//objChart.Text = "Minny: " + minny.ToString() + ", Maxxy: " + maxxy.ToString();
// send the chart to the view engine
/****************** TRADING RANGES
foreach (MarketMachineClassLibrary.TradingRangeViewModel t in mdcl.cl.TheTradingRanges.Where(i => i.BeginDate >= sd).OrderBy(i => i.ActiveDate))
{
Telerik.Charting.ChartMarkedZone cz = new Telerik.Charting.ChartMarkedZone();
cz.ValueStartX = t.BeginDate.ToOADate();
cz.ValueEndX = t.ActiveDate.ToOADate();
cz.ValueStartY = double.Parse(t.UpperPrice.ToString());
cz.ValueEndY = double.Parse(t.LowerPrice.ToString());
if (t.BullOrBear == "Bull")
{
cz.Appearance.FillStyle.MainColor = System.Drawing.Color.LightGreen;
}
else if (t.BullOrBear == "Bear")
{
cz.Appearance.FillStyle.MainColor = System.Drawing.Color.LightPink;
}
else
{
cz.Appearance.FillStyle.MainColor = System.Drawing.Color.LightBlue;
}
objChart.Chart.PlotArea.MarkedZones.Add(cz);
}
*/
//return new ChartResult() { Chart = objChart };
Image image = objChart.GetBitmap();
ChartImage = image;
//image.Save("c:\\temp\\test.jpg", ImageFormat.Jpeg);
byte[] Ret;
System.IO.MemoryStream ms = new System.IO.MemoryStream();
image.Save(ms, System.Drawing.Imaging.ImageFormat.Jpeg);
Ret = ms.ToArray();
ChartData = Ret;
}
