public static void Echo(this IMslScript script, TableSchema schema)
{
long ownerId = Interpreter.Context.Scope.Stock.GetId(schema.OwnerIdColumn);
Interpreter.Context.TomScripting.GetManager(schema)
.Query(ownerId).Rows.Dump();
}
public static void Echo(this IMslScript script, StockCatalog catalog)
{
Console.WriteLine("Catalog: " + catalog.Name);
foreach (var tsh in catalog.TradedStocks)
{
Console.WriteLine(string.Format(" Isin = {0,15}, Symbol = {1,15}, WPKN = {2,15}",
tsh.Stock.Isin, tsh.Symbol, tsh.Wpkn));
}
}
public static void RunReport(this IMslScript script, object args)
{
script.RunReport(
GetArg <string>(args, "Template"),
GetArg <string>(args, "Output"),
GetArg <Layout>(args, "Layout"),
GetArg <bool>(args, "LoopCatalog")
);
}
public static void Import(this IMslScript script, StockHandle stock, string datum, bool force)
{
using (var trans = new ObjectTransaction())
{
trans.Override(() => Interpreter.Context.Scope.TryStock, stock);
Import(script, datum, force);
}
}
public static TableSchema Avg(this IMslScript script, DataColumn from, DataColumn into)
{
if (into == null)
{
TempTable.RewriteOwnerId(from).Create();
into = TempTable["value"];
}
return(script.Aggregate(from, into, values => values.Average()));
}
public static TableSchema Percentage(this IMslScript script, DataColumn dividend, DataColumn divisor, DataColumn into)
{
if (into == null)
{
TempTable.Create();
into = TempTable["value"];
}
return(script.CrossSeries(dividend, divisor, into, (_dividend, _divisor) => _dividend / _divisor * 100));
}
public static TableSchema PriceEarningRatio(this IMslScript script, DataColumn price, DataColumn eps, DataColumn into)
{
if (into == null)
{
TempTable.Create();
into = TempTable["value"];
}
return(script.CrossSeries(price, eps, into, (_price, _eps) => _price / _eps));
}
public static TableSchema Growth(this IMslScript script, DataColumn fromCol, DataColumn into)
{
if (into == null)
{
TempTable.RewriteOwnerId(fromCol).Create();
into = TempTable["value"];
}
var inputTable = Interpreter.Context.TomScripting.GetManager(fromCol.Table.TableName);
var outTable = Interpreter.Context.TomScripting.GetManager(into.Table.TableName);
var stock = Interpreter.Context.Scope.Stock;
var from = Interpreter.Context.Scope.From;
var to = Interpreter.Context.Scope.To;
long ownerId = stock.GetId(inputTable.Schema.OwnerIdColumn);
using (TransactionScope trans = new TransactionScope())
{
ScopedTable inputData = inputTable.Query(ownerId, new DateClause(from, to), OriginClause.Default);
var q = from row in inputData.Rows
orderby row.GetDateString(inputData.Schema) ascending
select new
{
Date = row.GetDate(inputData.Schema),
Value = row.Field <double>(fromCol.ColumnName),
};
var result = outTable.Query(ownerId);
double prev = double.MaxValue;
foreach (var row in q)
{
if (prev == double.MaxValue)
{
prev = row.Value;
}
double growth = row.Value - prev;
prev = row.Value;
DataRow outRow = result.NewRow();
outRow[result.Schema.OwnerIdColumn] = ownerId;
outRow.SetDate(result.Schema, row.Date);
outRow[into.ColumnName] = growth;
result.AddOrUpdate(outRow, into.ColumnName);
}
trans.Complete();
}
return(Interpreter.Context.TomScripting.GetManager(into.Table.TableName).Schema);
}
public static void RunBacktest(this IMslScript script, AbstractSystem systemName)
{
var settings = new BackTestSettings();
settings.System = systemName;
Interpreter.Context.Scope.Catalog.ForEach(() =>
{
settings.TradedStock = Interpreter.Context.Scope.Stock.TradedStock;
Interpreter.Context.ServiceProvider.TradingSC().DoBackTest(settings);
});
}
public static TableSchema CrossSeries(this IMslScript script, DataColumn leftCol, DataColumn rightCol, DataColumn toCol, Func <double, double, double> Calculator)
{
if (toCol == null)
{
TempTable.Create();
toCol = TempTable["value"];
}
var leftTable = Interpreter.Context.TomScripting.GetManager(leftCol.Table.TableName);
var rightTable = Interpreter.Context.TomScripting.GetManager(rightCol.Table.TableName);
var outTable = Interpreter.Context.TomScripting.GetManager(toCol.Table.TableName);
var stock = Interpreter.Context.Scope.Stock;
var from = Interpreter.Context.Scope.From;
var to = Interpreter.Context.Scope.To;
using (TransactionScope trans = new TransactionScope())
{
var leftData = leftTable.Query(stock.GetId(leftTable.Schema.OwnerIdColumn), new DateClause(from, to), OriginClause.Default);
var rightData = rightTable.Query(stock.GetId(rightTable.Schema.OwnerIdColumn), new DateClause(from, to), OriginClause.Default);
// for easy processing lets join the left and right for ids and date
// TODO: we should optimize this for the case that left and right
// are in the same table
var q = from left in leftData.Rows
from right in rightData.Rows
where left.GetDate(leftTable.Schema) == right.GetDate(rightTable.Schema)
select new
{
Date = left.GetDate(leftTable.Schema),
Left = left.Field <double>(leftCol.ColumnName),
Right = right.Field <double>(rightCol.ColumnName)
};
var ownerId = stock.GetId(outTable.Schema.OwnerIdColumn);
var result = outTable.Query(ownerId);
foreach (var row in q)
{
double r = Calculator(row.Left, row.Right);
DataRow outRow = result.NewRow();
outRow[result.Schema.OwnerIdColumn] = ownerId;
outRow.SetDate(result.Schema, row.Date);
outRow[toCol.ColumnName] = r;
result.AddOrUpdate(outRow, toCol.ColumnName);
}
trans.Complete();
}
return(Interpreter.Context.TomScripting.GetManager(toCol.Table.TableName).Schema);
}
public static ScopedTable Select(this IMslScript script, DataColumn valueColumn)
{
var mgr = Interpreter.Context.TomScripting.GetManager(valueColumn.Table.TableName);
var stock = Interpreter.Context.Scope.Stock;
var from = Interpreter.Context.Scope.From;
var to = Interpreter.Context.Scope.To;
long ownerId = stock.GetId(mgr.Schema.OwnerIdColumn);
return(mgr.Query(ownerId, new DateClause(from, to), OriginClause.Default));
}
public static IEnumerable <double> ToSet(this IMslScript script, DataColumn fromCol)
{
var inputTable = Interpreter.Context.TomScripting.GetManager(fromCol.Table.TableName);
var stock = Interpreter.Context.Scope.Stock;
var from = Interpreter.Context.Scope.From;
var to = Interpreter.Context.Scope.To;
long ownerId = stock.GetId(inputTable.Schema.OwnerIdColumn);
ScopedTable inputData = inputTable.Query(ownerId, new DateClause(from, to), OriginClause.Default);
return(inputData.Rows.Select(row => row.Field <double>(fromCol.ColumnName)));
}
public static DataTable Fetch(this IMslScript script, StockHandle stock, string datum)
{
var provider = Interpreter.Context.DatumProviderFactory.Create(datum);
if (provider == null)
{
throw new Exception("No data provider found for datum '" + datum + "'");
}
using (var guard = new NestedScopeGuard())
{
guard.Scope.Stock = stock;
return(provider.Fetch().ResultTable);
}
}
public static void RunReport(this IMslScript script, string embeddedTemplate, string output, Layout layout, bool loopCatalog)
{
var assembly = script != null?script.GetType().Assembly : null;
Action Runner = () => RunReport(embeddedTemplate, assembly, output, layout, loopCatalog);
if (loopCatalog)
{
// so the report has to be executed for each catalog
Interpreter.Context.Scope.Catalog.ForEach(Runner);
}
else
{
Runner();
}
}
public static void Import(this IMslScript script, string datum, bool force)
{
var provider = Interpreter.Context.DatumProviderFactory.Create(datum);
if (provider == null)
{
throw new Exception("No data provider found for datum '" + datum + "'");
}
if (Interpreter.Context.Scope.TryStock != null)
{
// so this is called from within a model
// e.g. a calc task or a function
Fetch(provider, force);
}
else
{
Interpreter.Context.Scope.Catalog.ForEach(() => Fetch(provider, force));
}
}
public static SingleResultValue <T> FetchSingle <T>(this IMslScript script, string isin, string datum)
{
var provider = Interpreter.Context.DatumProviderFactory.Create(datum);
if (provider == null)
{
throw new Exception("No data provider found for datum '" + datum + "'");
}
// as we have no real stock yet (we might in process of fetching standing data
// to get such stock) so we have to overwrite default lookup behaviour
using (var trans = new ObjectTransaction())
{
trans.Register(new ScopeTransactionAdapter(Interpreter.Context.Scope));
Interpreter.Context.Scope["stock.isin"] = isin;
return(provider.FetchSingle <T>());
}
}
public static TableSchema CopySeries(this IMslScript script, DataColumn fromCol, DataColumn toCol)
{
if (toCol == null)
{
TempTable.Create();
toCol = TempTable["value"];
}
var inputTable = Interpreter.Context.TomScripting.GetManager(fromCol.Table.TableName);
var outTable = Interpreter.Context.TomScripting.GetManager(toCol.Table.TableName);
var stock = Interpreter.Context.Scope.Stock;
var from = Interpreter.Context.Scope.From;
var to = Interpreter.Context.Scope.To;
long ownerId = stock.GetId(inputTable.Schema.OwnerIdColumn);
using (TransactionScope trans = new TransactionScope())
{
ScopedTable fromData = inputTable.Query(ownerId, new DateClause(from, to), OriginClause.Default);
var result = outTable.Query(ownerId);
foreach (DataRow row in fromData.Rows)
{
DataRow outRow = result.NewRow();
outRow[result.Schema.OwnerIdColumn] = ownerId;
outRow.SetDate(outTable.Schema, row.GetDate(fromData.Schema));
outRow[toCol.ColumnName] = row[fromCol.ColumnName];
result.AddOrUpdate(outRow, toCol.ColumnName);
}
trans.Complete();
}
return(Interpreter.Context.TomScripting.GetManager(toCol.Table.TableName).Schema);
}
public static TableSchema Aggregate(this IMslScript script, DataColumn fromCol, DataColumn toCol, Func <IEnumerable <double>, double> Calculator)
{
if (toCol == null)
{
TempTable.RewriteOwnerId(fromCol).Create();
toCol = TempTable["value"];
}
var inputTable = Interpreter.Context.TomScripting.GetManager(fromCol.Table.TableName);
var outTable = Interpreter.Context.TomScripting.GetManager(toCol.Table.TableName);
var stock = Interpreter.Context.Scope.Stock;
var from = Interpreter.Context.Scope.From;
var to = Interpreter.Context.Scope.To;
long ownerId = stock.GetId(inputTable.Schema.OwnerIdColumn);
using (TransactionScope trans = new TransactionScope())
{
ScopedTable inputData = inputTable.Query(ownerId, new DateClause(from, to), OriginClause.Default);
// calculate
var aggr = Calculator(inputData.Rows.Select(row => row.Field <double>(fromCol.ColumnName)));
var outData = outTable.Query(ownerId);
DataRow outRow = outData.NewRow();
outRow[outData.Schema.OwnerIdColumn] = ownerId;
outRow[toCol.ColumnName] = aggr;
outData.AddOrUpdate(outRow, toCol.ColumnName);
trans.Complete();
}
return(Interpreter.Context.TomScripting.GetManager(toCol.Table.TableName).Schema);
}
public static IEnumerable <double> ToSet(this IMslScript script, TableSchema from)
{
return(ToSet(script, from["value"]));
}
public static TableSchema Growth(this IMslScript script, TableSchema from, DataColumn into)
{
return(Growth(script, from["value"], into));
}
public static TableSchema Percentage(this IMslScript script, TableSchema dividend, TableSchema divisor)
{
return(script.Percentage(dividend["value"], divisor["value"]));
}
public static TableSchema CrossSeries(this IMslScript script, TableSchema left, TableSchema right, DataColumn to, Func <double, double, double> Calculator)
{
return(CrossSeries(script, left["value"], right["value"], to, Calculator));
}
public static DataTable Fetch(this IMslScript script, StockHandle stock, Datum datum)
{
return(Fetch(script, stock, datum.Name));
}
public static TableSchema Percentage(this IMslScript script, TableSchema dividend, TableSchema divisor, DataColumn into)
{
return(script.Percentage(dividend["value"], divisor["value"], into));
}
public static TableSchema Percentage(this IMslScript script, DataColumn dividend, DataColumn divisor)
{
return(script.Percentage(dividend, divisor, null));
}
public static TimeSeries CreateSeries(this IMslScript script, DataColumn valueColumn)
{
var table = Select(null, valueColumn);
return(SeriesFactory.Create(table.Schema, table.Rows, valueColumn.ColumnName));
}
public static TableSchema CrossSeries(this IMslScript script, DataColumn left, DataColumn right, Func <double, double, double> Calculator)
{
return(CrossSeries(script, left, right, null, Calculator));
}
public static TableSchema Growth(this IMslScript script, TableSchema from)
{
return(Growth(script, from["value"]));
}
public static SingleResultValue <T> FetchSingle <T>(this IMslScript script, string isin, Datum datum)
{
return(FetchSingle <T>(script, isin, datum.Name));
}
public static TableSchema Growth(this IMslScript script, DataColumn from)
{
return(Growth(script, from, null));
}
