Example #1
0
        public List <Company> GetTradeList()
        {
            Stopwatch sw = new Stopwatch();

            sw.Start();
            Trading.Database db   = new Trading.Database(Dbfile, false);
            List <Company>   list = new List <Company>();

            var col = db.DB.GetCollection <Trading.Company>("data");

            Trading.Debug.Nlog("Sim Start, total in collection, " + col.Count());
            //list = col.FindAll().ToList();
            list = col.Find(Query.Where("EarningsData", earnings => earnings.AsArray.Count > 0)).ToList();
            //list = col.Find(Query.And(Query.LT("Id", 500),Query.Where("EarningsData", earnings => earnings.AsArray.Count > 0))).ToList();
            Trading.Debug.Nlog("Sim Start, total with earnings data, " + list.Count);
            sw.Stop();

            for (int i = 0; i < list.Count; i++)
            {
                Company c = list[i];
            }
            Trading.Debug.Nlog("Database query time, " + sw.Elapsed.TotalMinutes.ToString() + " minutes");
            sw.Reset();


            //list = col.Find(Query.And(Query.GT("MinClose", 2.0f), Query.GT("MinVolume", 1000), Query.LT("maxDayChangePerc", 1.5))).ToList();
            Trading.Debug.Nlog("After filter " + list.Count.ToString() + " stocks");
            Trading.Debug.Nlog("Filter " + ((float)sw.ElapsedMilliseconds / 1000).ToString() + " seconds");

            List = list;
            return(list);
        }
Example #2
0
        static void GetNewDb(string dbfile, bool newdb, int num = -1)
        {
            Trading.Database db = new Trading.Database(dbfile, newdb);

            Stopwatch sw = new Stopwatch();

            sw.Start();
            db.GetAllData2(Trading.IEXData.HistoryType.FiveYear, num);
            Trading.Debug.Nlog("Get all took " + ((float)sw.ElapsedMilliseconds / 1000 / 60).ToString() + " minutes");
            db.DB.Dispose();
        }
Example #3
0
        static void GetYChartsDb(string dbfile)
        {
            Trading.Database db = new Trading.Database(dbfile, false);

            Stopwatch sw = new Stopwatch();

            sw.Start();

            var            col   = db.DB.GetCollection <Trading.Company>("data");
            List <Company> cList = col.FindAll().ToList();

            db.GetYChartsEpsData(cList);
            Trading.Debug.Nlog("Get all Ycharts took " + ((float)sw.ElapsedMilliseconds / 1000 / 60).ToString() + " minutes");
            db.DB.Dispose();
        }
Example #4
0
        static void Main(string[] args)
        {
            string dbfile = @"C:\Users\Jared\AppData\Local\TradeData\Stocks-10-5-18_update.db";

            //string dbfile = @"C:\Users\Jared\AppData\Local\TradeData\Stocks-10-5-18_update.db";
            //GetNewDb(dbfile, true, 200);

            //GetYChartsDb(dbfile);

            //Trading.Database db = new Trading.Database(dbfile, false);
            //List<Company> list = new List<Company>();

            //var col = db.DB.GetCollection<Trading.Company>("data");
            //list = col.FindAll().ToList();
            ////list = col.Find(Query.Where("EarningsData", earnings => earnings.AsArray.Count > 0)).ToList();
            //foreach (Company c in list)
            //{
            //    c.SetHighToDateSeries();
            //    col.Update(c.Id, c);
            //}

            //Correct gap in dates
            Trading.Database db   = new Trading.Database(dbfile, false);
            List <Company>   list = new List <Company>();
            var col = db.DB.GetCollection <Trading.Company>("data");

            list = col.FindAll().ToList();
            foreach (Company c in list)
            {
                LocalDate prev = c.date[0];
                for (int i = 1; i < c.Count; i++)
                {
                    LocalDate thisDay = c.date[i];
                    int       days    = Period.Between(prev, thisDay).Days;
                    if (days > 14)
                    {
                        Console.WriteLine(c.Symbol, days.ToString());
                        col.Delete(c.Id);
                        break;
                    }
                    prev = thisDay;
                }
            }
            db.DB.Dispose();

            //Simulation sim = new Simulation();
            //Console.WriteLine("Initializing...");
            //sim.Dbfile = dbfile;
            //sim.SetDefault();
            //List<Company> list = sim.GetTradeList();

            //sim.Run(list);
            //Console.WriteLine(sim.Portfolio.GetTotalValue().ToString());

            //Optimization ga = new Optimization(dbfile);
            //ga.Optimize();

            //s.SetDefault();
            //s.Dbfile = dbfile;
            //List<Company> list = s.GetTradeList();

            //for (int i = 0; i < 10; i++)
            //{
            //    s.Run(list);
            //    Console.WriteLine(s.Values[s.Values.Count - 1].ToString());
            //}
            Console.ReadKey();
        }