private void DoMakeTradeHistoryInDB(BackgroundWorkerTask taskParam)
{
var taskPtr = (HistoryMakerTaskParam)taskParam.DataParam;
var totalCount = taskPtr.portfolioDoc.DocumentElement.ChildNodes.Count;
var currentNode = 0;
foreach (XmlElement node in taskPtr.portfolioDoc.DocumentElement.ChildNodes)
{
if (workerQuote.CancellationPending)
{
break;
}
Logger.InfoFormat("Старт формирования истории по счету - {0} из {1}", currentNode + 1, totalCount);
taskPtr.historyMaker.MakeHistory(node);
currentNode++;
workerQuote.ReportProgress(100 * currentNode / totalCount);
}
workerQuote.ReportProgress(100);
if (taskPtr.historyMaker.testOnly)
{
using (var sw = new StreamWriter(ExecutablePath.ExecPath + "\\performance_test.txt", false, Encoding.UTF8))
{
sw.WriteLine(AccountPerformance.MakeTableHeader());
taskPtr.historyMaker.performance.ForEach(sw.WriteLine);
}
}
}
private void MakeOrTestStrategies(bool makeNotTest)
{
if (workerQuote.IsBusy)
{
workerQuote.CancelAsync();
return;
}
if (!File.Exists(tbFarmSetsPath.Text))
{
return;
}
var doc = new XmlDocument();
using (var sr = new StreamReader(tbFarmSetsPath.Text, Encoding.UTF8))
doc.Load(sr);
if (doc.DocumentElement == null)
{
return;
}
if (string.IsNullOrEmpty(richTextBoxAccountIds.Text))
{
return;
}
var accIds = richTextBoxAccountIds.Text.ToIntArrayUniform();
if (accIds.Length == 0)
{
return;
}
var quoteFolder = tbDestinationQuoteFolder.Text;
if (string.IsNullOrEmpty(quoteFolder))
{
return;
}
if (!Directory.Exists(quoteFolder))
{
return;
}
var probWithdrawOnLossProfit = tbWdthProbOnLoss.Text.ToIntArrayUniform();
var histMaker = new TradeHistoryMaker(tbSkipLossProb.Text.ToInt(), tbWithdrawProb.Text.ToInt(),
probWithdrawOnLossProfit[0], probWithdrawOnLossProfit[1],
!makeNotTest, tbStartTestDepo.Text.ToInt(),
dpModelStartegiesStart.Value, dpModelStrategiesEnd.Value);
var histPtr = new HistoryMakerTaskParam
{
historyMaker = histMaker,
portfolioDoc = doc
};
var task = new BackgroundWorkerTask(BackgroundWorkerTask.BackgroundWorkerTaskType.MakeTradeHistoryInDB,
histPtr);
workerQuote.RunWorkerAsync(task);
}
private void DoFixtransactions(BackgroundWorkerTask taskParam)
{
var accountList = (List <int>)taskParam.DataParam;
int accountNumber = 0;
foreach (var id in accountList)
{
if (workerQuote.CancellationPending)
{
break;
}
var accountId = id;
using (var db = new TradeSharpConnection())
{
foreach (var order in db.POSITION_CLOSED.Where(p => p.AccountID == accountId))
{
if (workerQuote.CancellationPending)
{
break;
}
var orderId = order.ID;
if (db.BALANCE_CHANGE.Any(bc => bc.Position == orderId))
{
continue;
}
var changeType = (int)(order.ResultDepo > 0 ? BalanceChangeType.Profit : BalanceChangeType.Loss);
var closeTime = order.TimeExit;
var orderResult = Math.Abs(order.ResultDepo);
var missIdBc = db.BALANCE_CHANGE.FirstOrDefault(b => b.AccountID == accountId &&
b.ValueDate == closeTime &&
b.Amount == orderResult);
if (missIdBc != null)
{
missIdBc.Position = orderId;
missIdBc.ChangeType = changeType;
}
else
{
db.BALANCE_CHANGE.Add(new BALANCE_CHANGE
{
AccountID = order.AccountID,
Position = order.ID,
Amount = order.ResultDepo,
ChangeType = changeType,
ValueDate = order.TimeExit
});
}
}
db.SaveChanges();
}
workerQuote.ReportProgress(100 * (accountNumber++) / accountList.Count);
}
}
private void DoLoadQuotesFromForexite(BackgroundWorkerTask taskParam)
{
var folderYear = (Cortege2 <string, int>)taskParam.DataParam;
var endYear = DateTime.Now.Year;
for (var year = folderYear.b; year < endYear; year++)
{
if (workerQuote.CancellationPending)
{
break;
}
QuoteDownloader.DownloadForYear(year, folderYear.a);
workerQuote.ReportProgress(year);
}
}
private void DoMakeJSON(BackgroundWorkerTask taskParam)
{
var data = (Cortege3 <List <int>, string, int>)taskParam.DataParam;
var accountList = data.a;
var targetFilePath = data.b;
var intervalMinutes = data.c;
int accountNumber = 0;
foreach (var id in accountList)
{
if (workerQuote.CancellationPending)
{
break;
}
JsonTrackMaker.BuildTrack(
id,
targetFilePath + "_" + id + ".txt",
intervalMinutes);
workerQuote.ReportProgress(100 * (accountNumber++) / accountList.Count);
}
}
private void btnMakeJson_Click(object sender, EventArgs e)
{
if (workerQuote.IsBusy)
{
workerQuote.CancelAsync();
return;
}
var actIds = GetAccountIdsFromFarmSetsFile();
if (actIds.Count == 0)
{
return;
}
lblWorkerProgress.Text = "Обработка счетов (JSON)";
var task = new BackgroundWorkerTask(BackgroundWorkerTask.BackgroundWorkerTaskType.MakeJSON,
new Cortege3 <List <int>, string, int>(actIds, tbFarmSetsPath.Text + "_json_",
tbTrackIntervalMinutes.Text.ToInt()));
workerQuote.RunWorkerAsync(task);
}
private void DoLoadQuotesFromTradeSharp(BackgroundWorkerTask taskParam)
{
var folder = (string)taskParam.DataParam;
var totalCount = Directory.GetFiles(folder, "*.quote").Count();
var count = 0;
workerQuote.ReportProgress(0);
foreach (var fileName in Directory.GetFiles(folder, "*.quote"))
{
var lastDate = GetFileLastDate(fileName);
if (!lastDate.HasValue)
{
continue;
}
var existFileName = fileName + ".temp";
File.Move(fileName, existFileName);
var ticker = Path.GetFileNameWithoutExtension(fileName).ToUpper();
FileGapActualizator.FillGapsByTicker(ticker, lastDate.Value,
new List <GapInfo>
{
new GapInfo
{
start = lastDate.Value.AddMinutes(1),
end = DateTime.Now,
status = GapInfo.GapStatus.Gap
}
}, folder, workerQuote,
(s, list) => { });
QuoteDownloader.Merge2Files(existFileName, fileName);
workerQuote.ReportProgress(100 * (count++) / totalCount);
}
}
private void btnFixBalanceChanges_Click(object sender, EventArgs e)
{
if (workerQuote.IsBusy)
{
workerQuote.CancelAsync();
return;
}
if (!File.Exists(tbFarmSetsPath.Text))
{
return;
}
List <int> actIds = GetAccountIdsFromFarmSetsFile();
if (actIds == null || actIds.Count == 0)
{
return;
}
var task = new BackgroundWorkerTask(BackgroundWorkerTask.BackgroundWorkerTaskType.FixTransactions, actIds);
workerQuote.RunWorkerAsync(task);
}
private void btnFixBalanceChanges_Click(object sender, EventArgs e)
{
if (workerQuote.IsBusy)
{
workerQuote.CancelAsync();
return;
}
if (!File.Exists(tbFarmSetsPath.Text)) return;
List<int> actIds = GetAccountIdsFromFarmSetsFile();
if (actIds == null || actIds.Count == 0)
return;
var task = new BackgroundWorkerTask(BackgroundWorkerTask.BackgroundWorkerTaskType.FixTransactions, actIds);
workerQuote.RunWorkerAsync(task);
}
private void DoMakeTradeHistoryInDB(BackgroundWorkerTask taskParam)
{
var taskPtr = (HistoryMakerTaskParam) taskParam.DataParam;
var totalCount = taskPtr.portfolioDoc.DocumentElement.ChildNodes.Count;
var currentNode = 0;
foreach (XmlElement node in taskPtr.portfolioDoc.DocumentElement.ChildNodes)
{
if (workerQuote.CancellationPending)
break;
Logger.InfoFormat("Старт формирования истории по счету - {0} из {1}", currentNode + 1, totalCount);
taskPtr.historyMaker.MakeHistory(node);
currentNode ++;
workerQuote.ReportProgress(100 * currentNode / totalCount);
}
workerQuote.ReportProgress(100);
if (taskPtr.historyMaker.testOnly)
{
using (var sw = new StreamWriter(ExecutablePath.ExecPath + "\\performance_test.txt", false, Encoding.UTF8))
{
sw.WriteLine(AccountPerformance.MakeTableHeader());
taskPtr.historyMaker.performance.ForEach(sw.WriteLine);
}
}
}
private void DoMakeJSON(BackgroundWorkerTask taskParam)
{
var data = (Cortege3<List<int>, string, int>) taskParam.DataParam;
var accountList = data.a;
var targetFilePath = data.b;
var intervalMinutes = data.c;
int accountNumber = 0;
foreach (var id in accountList)
{
if (workerQuote.CancellationPending) break;
JsonTrackMaker.BuildTrack(
id,
targetFilePath + "_" + id + ".txt",
intervalMinutes);
workerQuote.ReportProgress(100*(accountNumber++)/accountList.Count);
}
}
private void DoLoadQuotesFromTradeSharp(BackgroundWorkerTask taskParam)
{
var folder = (string) taskParam.DataParam;
var totalCount = Directory.GetFiles(folder, "*.quote").Count();
var count = 0;
workerQuote.ReportProgress(0);
foreach (var fileName in Directory.GetFiles(folder, "*.quote"))
{
var lastDate = GetFileLastDate(fileName);
if (!lastDate.HasValue) continue;
var existFileName = fileName + ".temp";
File.Move(fileName, existFileName);
var ticker = Path.GetFileNameWithoutExtension(fileName).ToUpper();
FileGapActualizator.FillGapsByTicker(ticker, lastDate.Value,
new List<GapInfo>
{
new GapInfo
{
start = lastDate.Value.AddMinutes(1),
end = DateTime.Now,
status = GapInfo.GapStatus.Gap
}
}, folder, workerQuote,
(s, list) => { });
QuoteDownloader.Merge2Files(existFileName, fileName);
workerQuote.ReportProgress(100*(count++)/totalCount);
}
}
private void DoLoadQuotesFromForexite(BackgroundWorkerTask taskParam)
{
var folderYear = (Cortege2<string, int>) taskParam.DataParam;
var endYear = DateTime.Now.Year;
for (var year = folderYear.b; year < endYear; year++)
{
if (workerQuote.CancellationPending) break;
QuoteDownloader.DownloadForYear(year, folderYear.a);
workerQuote.ReportProgress(year);
}
}
private void DoFixtransactions(BackgroundWorkerTask taskParam)
{
var accountList = (List<int>) taskParam.DataParam;
int accountNumber = 0;
foreach (var id in accountList)
{
if (workerQuote.CancellationPending) break;
var accountId = id;
using (var db = new TradeSharpConnection())
{
foreach (var order in db.POSITION_CLOSED.Where(p => p.AccountID == accountId))
{
if (workerQuote.CancellationPending) break;
var orderId = order.ID;
if (db.BALANCE_CHANGE.Any(bc => bc.Position == orderId)) continue;
var changeType = (int) (order.ResultDepo > 0 ? BalanceChangeType.Profit : BalanceChangeType.Loss);
var closeTime = order.TimeExit;
var orderResult = Math.Abs(order.ResultDepo);
var missIdBc = db.BALANCE_CHANGE.FirstOrDefault(b => b.AccountID == accountId &&
b.ValueDate == closeTime &&
b.Amount == orderResult);
if (missIdBc != null)
{
missIdBc.Position = orderId;
missIdBc.ChangeType = changeType;
}
else
db.BALANCE_CHANGE.Add(new BALANCE_CHANGE
{
AccountID = order.AccountID,
Position = order.ID,
Amount = order.ResultDepo,
ChangeType = changeType,
ValueDate = order.TimeExit
});
}
db.SaveChanges();
}
workerQuote.ReportProgress(100*(accountNumber++)/accountList.Count);
}
}
private void btnMakeJson_Click(object sender, EventArgs e)
{
if (workerQuote.IsBusy)
{
workerQuote.CancelAsync();
return;
}
var actIds = GetAccountIdsFromFarmSetsFile();
if (actIds.Count == 0)
return;
lblWorkerProgress.Text = "Обработка счетов (JSON)";
var task = new BackgroundWorkerTask(BackgroundWorkerTask.BackgroundWorkerTaskType.MakeJSON,
new Cortege3<List<int>, string, int>(actIds, tbFarmSetsPath.Text + "_json_",
tbTrackIntervalMinutes.Text.ToInt()));
workerQuote.RunWorkerAsync(task);
}
private void MakeOrTestStrategies(bool makeNotTest)
{
if (workerQuote.IsBusy)
{
workerQuote.CancelAsync();
return;
}
if (!File.Exists(tbFarmSetsPath.Text)) return;
var doc = new XmlDocument();
using (var sr = new StreamReader(tbFarmSetsPath.Text, Encoding.UTF8))
doc.Load(sr);
if (doc.DocumentElement == null)
return;
if (string.IsNullOrEmpty(richTextBoxAccountIds.Text)) return;
var accIds = richTextBoxAccountIds.Text.ToIntArrayUniform();
if (accIds.Length == 0) return;
var quoteFolder = tbDestinationQuoteFolder.Text;
if (string.IsNullOrEmpty(quoteFolder)) return;
if (!Directory.Exists(quoteFolder)) return;
var probWithdrawOnLossProfit = tbWdthProbOnLoss.Text.ToIntArrayUniform();
var histMaker = new TradeHistoryMaker(tbSkipLossProb.Text.ToInt(), tbWithdrawProb.Text.ToInt(),
probWithdrawOnLossProfit[0], probWithdrawOnLossProfit[1],
!makeNotTest, tbStartTestDepo.Text.ToInt(),
dpModelStartegiesStart.Value, dpModelStrategiesEnd.Value);
var histPtr = new HistoryMakerTaskParam
{
historyMaker = histMaker,
portfolioDoc = doc
};
var task = new BackgroundWorkerTask(BackgroundWorkerTask.BackgroundWorkerTaskType.MakeTradeHistoryInDB,
histPtr);
workerQuote.RunWorkerAsync(task);
}
public BackgroundWorkerArgs(Guid sessionGroupUniqueId, BackgroundWorkerTask task)
{
SessionGroupUniqueId = sessionGroupUniqueId;
Task = task;
}
