public void Scan(IStrategy strategy)
{
// get symbols for exchange
// we could get them from the database as well
// but database could be empty and/or new symbols can be added/removed at any time
// so we get the current list of symbols from the exchange
var api = ExchangeFactory.Create(_exchangeType);
var symbols = api.GetSymbols().OrderBy(e => e).ToList();
// next for each symbol
Console.WriteLine($"Scanning {symbols.Count} symbols on {_exchangeType}");
foreach (var symbol in symbols)
{
// get the candles
var factory = new CandleFactory();
var candles = factory.Get(_exchangeType, symbol);
// scan for SPHs
var results = strategy.Scan(symbol, candles);
// show SPHs found
foreach (var result in results)
{
result.Dump();
}
}
Console.WriteLine("");
}
/// <summary>
/// Returns the candles for a specific exchange & symbol.
/// When present candles are returned from the database
/// and if needed database is updated with new candles from the exchange
/// </summary>
/// <returns>Candles for the exchange / symbol</returns>
/// <param name="exchangeType">Exchange.</param>
/// <param name="symbolName">Symbol.</param>
public List <Candle> Get(ExchangeTypes exchangeType, string symbolName)
{
// open database
using (var db = new PriceDbContext())
{
// get exchange from database
var exchange = db.Exchanges.FirstOrDefault(e => e.Name == exchangeType);
if (exchange == null)
{
Debug.WriteLine($"Add {exchangeType}");
// new exchange.. add record in database
exchange = new Exchange()
{
Name = exchangeType
};
db.Exchanges.Add(exchange);
db.SaveChanges();
}
// get symbol from database
var symbol = db.Symbols.FirstOrDefault(e => e.Name == symbolName && e.ExchangeId == exchange.ExchangeId);
if (symbol == null)
{
Debug.WriteLine($"Add {symbolName} on {exchangeType}");
// new symbol.. add record in database
symbol = new Symbol()
{
Name = symbolName,
ExchangeId = exchange.ExchangeId,
LastUpdate = new DateTime(2018, 1, 1),
LastCandle = new DateTime(2018, 1, 1)
};
db.Symbols.Add(symbol);
db.SaveChanges();
}
// Check if we need to get new candles from the exchange
var now = DateTime.Now;
if (now.Day != symbol.LastUpdate.Day || now.Month != symbol.LastUpdate.Month || now.Year != symbol.LastUpdate.Year)
{
// yes... then get all (new) candles from the exchange
Debug.WriteLine($"update {symbol.Name} Last Update:{symbol.LastUpdate} ");
var api = ExchangeFactory.Create(exchangeType);
for (int i = 0; i < 2; ++i)
{
var newCandles = api.GetCandles(symbol.Name, TIMEFRAME_H1, symbol.LastCandle).ToList();
// add new candles to the database for next time
foreach (var candle in newCandles)
{
// only add new candles
if (candle.Timestamp > symbol.LastCandle)
{
symbol.LastCandle = candle.Timestamp;
db.Candles.Add(new Candle()
{
SymbolId = symbol.SymbolId,
Date = candle.Timestamp,
Open = candle.OpenPrice,
Close = candle.ClosePrice,
Low = candle.LowPrice,
High = candle.HighPrice
});
}
}
var ts = DateTime.Now - symbol.LastCandle;
if (ts.TotalDays <= 1)
{
break;
}
}
// set lastupdate for this symbol
symbol.LastUpdate = now;
Debug.WriteLine($" set lastupdate {symbol.Name} to :{symbol.LastUpdate} ");
db.SaveChanges();
}
// return candles for this symbol;
var startDate = DateTime.Now.AddMonths(-2);
var candles = db.Candles
.Where(e => e.SymbolId == symbol.SymbolId && e.Date >= startDate)
.OrderBy(e => e.Date)
.ToList();
return(candles);
}
}
