public IHttpActionResult Get(int id, int start = 0, int end = 0, string indicator = "")
{
int MINI_TICKER = 30;
TickerViewModel tickerVM = new TickerViewModel();
List <Ticker> tickerList = null;
IndicatorBLL iBLL = new IndicatorBLL(_unit);
try
{
if (end == 0)
{
end = DateHelper.DateToInt(DateTime.Now);
}
tickerList = new TickerBLL(_unit).GetTickerListByShareDB(id, start, end);
// Load indicators
tickerVM.TickerList = tickerList;
if (!string.IsNullOrEmpty(indicator) && tickerList.Count >= MINI_TICKER)
{
tickerVM.Indicators = iBLL.GetIndicators(tickerList, indicator);
}
}
catch (Exception ex)
{
LogHelper.Error(_log, ex.ToString());
return(InternalServerError(ex));
}
return(Ok(tickerVM));
}
public async void TestGetEMA()
{
IndicatorBLL indBll = new IndicatorBLL(this.s3_bucket_name, this.tempTickerFolder);
var smaResult = await indBll.GetEMA("CCL", 20, 2, 20100101);
Console.WriteLine(ObjectHelper.ToJson(smaResult));
}
public void Test_SearchShareByWatch()
{
IndicatorBLL iBLL = new IndicatorBLL(_unit);
var tickerList = iBLL.SearchShareByWatch(15, 20160427, false);
tickerList = iBLL.SearchShareByWatch(15, 20160427, true);
}
public void Test_GetIndicatorListByShareDate()
{
IndicatorBLL iBLL = new IndicatorBLL(_unit);
var iList = iBLL.GetIndicatorListByShareDate(1585, 0, 0);
Assert.IsTrue(iList.Count > 0);
}
public void Test_GetIndicators()
{
IndicatorBLL iBLL = new IndicatorBLL(_unit);
TickerBLL tBll = new TickerBLL(_unit);
var tickerList = tBll.GetTickerListByShareDB(1585, 20100101, 20160520);
iBLL.GetIndicators(tickerList, "sma,10|ema,20");
}
public void Test_UpdateIndicatorsBatchDB()
{
IndicatorBLL iBLL = new IndicatorBLL(_unit);
List <Indicator> iList = (from c in _unit.DataContext.Indicator
where c.ShareId == 1585
select c).ToList();
iBLL.UpdateIndicatorsBatchDB(iList);
}
public void Test_SearchShareDayTicker()
{
var tickerLast = new TickerBLL(_unit).GetLastTicker(1585, null);
IndicatorBLL iBLL = new IndicatorBLL(_unit);
if (tickerLast != null)
{
iBLL.SearchShareDayTicker(tickerLast.TradingDate, tickerLast.TradingDate);
}
}
private List <Entity.Indicator> GetIndicatorsForTrade(TradePosition position, int dateToProcess)
{
List <Entity.Indicator> iList = new List <Entity.Indicator>();
int startDate = this.GetPositionStartDate(position);
IndicatorBLL iBll = new IndicatorBLL(_unit);
iList = iBll.GetIndicatorListByShareDate(position.ShareId, startDate, dateToProcess).OrderByDescending(p => p.TradingDate).ToList();
List <Ticker> tList = new TickerBLL(_unit).GetTickerListByShareDB(position.ShareId, startDate, dateToProcess).OrderByDescending(p => p.TradingDate).ToList();
iBll.PopulateIndicatorsWithTickers(iList, tList);
return(iList.OrderBy(p => p.TradingDate).ToList());
}
public IHttpActionResult SearchStockDailyLatest()
{
List <OutStockSearchResult> sList = new List <OutStockSearchResult>();
try
{
sList = new IndicatorBLL(_unit).GetShareDayTickerLatest();
}
catch (Exception ex)
{
LogHelper.Error(_log, ex.ToString());
return(InternalServerError(ex));
}
return(Ok(sList));
}
public IHttpActionResult SearchStockDailyByWatch(int watchId, int tradingDate, bool reverse)
{
List <OutStockSearchResult> sList = new List <OutStockSearchResult>();
try
{
sList = new IndicatorBLL(_unit).SearchShareByWatch(watchId, tradingDate, reverse);
}
catch (Exception ex)
{
LogHelper.Error(_log, ex.ToString());
return(InternalServerError(ex));
}
return(Ok(sList));
}
public IHttpActionResult GetSMA(int id, int period, int start = 0, int end = 0, bool byCalculate = true)
{
List <SMAViewModel> smaList = null;
try
{
IndicatorBLL iBLL = new IndicatorBLL(_unit);
smaList = iBLL.GetSMAByShareID(id, period, start, end);
}
catch (Exception ex)
{
LogHelper.Error(_log, ex.ToString());
return(InternalServerError(ex));
}
return(Ok(smaList));
}
public void PopulateReview(TradeReview review)
{
TransactionBLL tBLL = new TransactionBLL(_unit);
TradePositionBLL tpBll = new TradePositionBLL(_unit);
IndicatorBLL iBll = new IndicatorBLL(_unit);
TickerBLL tkBll = new TickerBLL(_unit);
OutPosition pos = tpBll.GetOutPositionById(review.TradePositionId);
Transaction entryTr = tBLL.GetByID(pos.EntryTransactionId);
Entity.Indicator entryInd = iBll.GetIndicatorByShareDate(pos.ShareId, entryTr.TradingDate);
Ticker entryT = tkBll.GetTickerByDate(pos.ShareId, entryTr.TradingDate);
iBll.PopulateIndicatorWithTicker(entryInd, entryT);
review.IsEntryLong = pos.Size > 0 ? true : false;
if (entryInd.BB_Low.HasValue && entryInd.BB_High.HasValue)
{
review.BBEntryPercent = 100 * (entryTr.Price - entryInd.BB_Low.Value) / (entryInd.BB_High.Value - entryInd.BB_Low.Value);
}
review.EntryPercent = 100 * (entryTr.Price - entryInd.Low.Value) / (entryInd.High.Value - entryInd.Low.Value);
if (pos.ExitTransactionId.HasValue)
{
Transaction exitTr = new TransactionBLL(_unit).GetByID(pos.ExitTransactionId.Value);
Entity.Indicator exitInd = new IndicatorBLL(_unit).GetIndicatorByShareDate(pos.ShareId, exitTr.TradingDate);
Ticker exitT = tkBll.GetTickerByDate(pos.ShareId, exitTr.TradingDate);
iBll.PopulateIndicatorWithTicker(exitInd, exitT);
if (exitInd.BB_Low.HasValue && exitInd.BB_High.HasValue)
{
review.BBExitPercent = 100 * (exitTr.Price - exitInd.BB_Low.Value) / (exitInd.BB_High.Value - exitInd.BB_Low.Value);
}
review.ExitPercent = 100 * (exitTr.Price - exitInd.Low.Value) / (exitInd.High.Value - exitInd.Low.Value);
review.DaysSpan = pos.Days;
review.Diff = pos.Diff;
review.Diff_Per = pos.Diff_Per;
}
}
public async Task <ActionResult> Get_ATR(string code, int period = 14, int start = 0, int end = 0, string type = "day")
{
IndicatorBLL bll = new IndicatorBLL(this.s3_bucket_name, this.local_temp_folder);
IndSingleValueEntity[] resultList;
if (type.ToLower() == "day")
{
resultList = await bll.GetATR(code, period, start, end, "day");
}
else if (type.ToLower() == "week")
{
resultList = await bll.GetATR(code, period, start, end, "week");
}
else
{
return(BadRequest($"Wrong type input: {type}"));
}
return(Ok(resultList));
}
public async Task <ActionResult> Get_MACD(string code, int slow = 26, int fast = 12, int signal = 9, int start = 0, int end = 0, string type = "day")
{
IndicatorBLL bll = new IndicatorBLL(this.s3_bucket_name, this.local_temp_folder);
IndMACDEntity[] resultList;
if (type.ToLower() == "day")
{
resultList = await bll.GetMACD(code, slow, fast, signal, start, end, "day");
}
else if (type.ToLower() == "week")
{
resultList = await bll.GetMACD(code, slow, fast, signal, start, end, "week");
}
else
{
return(BadRequest($"Wrong type input: {type}"));
}
return(Ok(resultList));
}
public IHttpActionResult SearchStockDaily(int tradingDate)
{
List <OutStockSearchResult> sList = new List <OutStockSearchResult>();
if (tradingDate <= 0)
{
return(BadRequest("trading date must be provided..."));
}
try
{
sList = new IndicatorBLL(_unit).SearchShareDayTicker(tradingDate, tradingDate);
}
catch (Exception ex)
{
LogHelper.Error(_log, ex.ToString());
return(InternalServerError(ex));
}
return(Ok(sList));
}
public IHttpActionResult GetIndicatorByShareDate(int shareId, int tradingDate)
{
Screen2.Entity.Indicator indicator;
Ticker t;
t = new TickerBLL(_unit).GetTickerByDate(shareId, tradingDate);
indicator = new IndicatorBLL(_unit).GetIndicatorByShareDate(shareId, tradingDate);
if ((t != null) && (indicator != null))
{
indicator.Open = t.Open;
indicator.High = t.High;
indicator.Low = t.Low;
indicator.Volumn = t.Volumn;
indicator.AdjustedClose = t.AdjustedClose;
}
return(Ok(indicator));
}
public Entity.Indicator[] LoadIndicators(int shareID, int startDate, int?endDate)
{
Screen2.Entity.Indicator[] indicatorResult = null;
// -1 for no criteria
int end = -1;
if (endDate.HasValue)
{
end = endDate.Value;
}
indicatorResult = new IndicatorBLL(_unit).GetIndicatorListByShareDate(shareID, startDate, end).ToArray();
var tickers = this.GetTickers(shareID, startDate, end).ToArray();
this.PopulateIndicatorList(indicatorResult, tickers);
this.Indicators = indicatorResult;
return(indicatorResult);
}
public List <OutStockSearchResult> SearchAlert(string userId, int tradingDate, bool force, int?zoneId)
{
List <OutStockSearchResult> searchResult = new List <OutStockSearchResult>();
List <AlertResult> arList = this.GetAlertResultDB(tradingDate, zoneId);
if (arList.Count == 0)
{
force = true;
}
if (force)
{
arList = new List <AlertResult>();
var alertList = _unit.DataContext.Alert.Where(a => a.IsActive &&
a.Owner == userId &&
a.ZoneId == zoneId).ToList();
foreach (Alert a in alertList)
{
AlertResult aResult = CheckAlert(a, tradingDate);
arList.Add(aResult);
}
var arBll = new AlertResultBLL(_unit);
// remove and add result
arBll.DeleteAlertResultByAlert(tradingDate, zoneId);
arBll.AddAlertResultBatch(arList);
}
arList = arList.Where(c => c.IsMatch).ToList();
string shareListString = GetShareListString(arList);
searchResult = new IndicatorBLL(_unit).SearchShareByShareString(shareListString, tradingDate);
return(searchResult);
}
public void Test_GetSMAByShareID()
{
IndicatorBLL iBLL = new IndicatorBLL(_unit);
iBLL.GetSMAByShareID(1585, 10, 20000000, 0);
}
public List <OutStockSearchResult> SearchScan(int tradingDate, int scanId, bool force)
{
DailyScanResultBLL dsrBll = new DailyScanResultBLL(_unit);
DailyScanBLL dsBll = new DailyScanBLL(_unit);
List <OutStockSearchResult> searchResult = new List <OutStockSearchResult>();
List <DailyScanResult> dsrList = null;
if (!force)
{
dsrList = dsrBll.GetDailyScanResult(tradingDate, scanId);
if (dsrList.Count == 0)
{
force = true;
}
}
if (force)
{
dsrList = new List <DailyScanResult>();
DailyScan ds = dsBll.GetByID(scanId);
DailyScanResult dsr;
List <int> shareIDs = GetShareListByDailyScan(ds);
string className = string.Empty;
string formula = string.Empty;
if (ds.UseRule)
{
var rule = new RuleBLL(_unit).GetByID(ds.RuleId.Value);
if (rule.Type.Equals("Assembly", StringComparison.InvariantCultureIgnoreCase))
{
className = rule.Assembly;
}
else
{
formula = rule.Formula;
}
}
else
{
formula = ds.Formula;
}
if (string.IsNullOrEmpty(className))
{
foreach (int shareId in shareIDs)
{
try
{
dsr = EvaluateScanShare(shareId, tradingDate, formula, ds);
if (dsr.IsMatch)
{
dsrList.Add(dsr);
}
}
catch (Exception ex)
{
LogHelper.Error(_log, string.Format("Error Process daily on share ({0}) at {1}. ", shareId, tradingDate), ex);
}
}
}
else
{
dsrList = this.RunDailyScanByAssembly(ds, className, tradingDate);
}
dsrBll.DeleteDailyScanResultByDailyScan(scanId, tradingDate);
dsrBll.AddDailyScanResultBatch(dsrList);
}
dsrList = dsrList.Where(c => c.IsMatch).ToList();
string shareListString = GetShareListString(dsrList);
searchResult = new IndicatorBLL(_unit).SearchShareByShareString(shareListString, tradingDate);
return(searchResult);
}
public void Test_GetLatestIndicator()
{
IndicatorBLL iBLL = new IndicatorBLL(_unit);
Indicator ind = iBLL.GetLatestIndicator(2);
}
public void Test_UpdateDeltIndicatorsFull()
{
IndicatorBLL iBLL = new IndicatorBLL(_unit);
iBLL.UpdateDeltIndicatorsFull();
}
public void Test_GetLatestTradingDate()
{
IndicatorBLL iBLL = new IndicatorBLL(_unit);
var tDate = iBLL.GetLatestTradingDate();
}
public IHttpActionResult GetLatestTradingDate()
{
var latestTradingDate = new IndicatorBLL(_unit).GetLatestTradingDate();
return(Ok(latestTradingDate));
}
public IHttpActionResult GetLatestTradingDateByShare(int shareId)
{
var latestTradingDate = new IndicatorBLL(_unit).GetLatestTradingDateByShare(shareId);
return(Ok(latestTradingDate));
}
public void Test_GetShareDayTickerLatest()
{
IndicatorBLL iBLL = new IndicatorBLL(_unit);
var stockList = iBLL.GetShareDayTickerLatest();
}
public void Test_GetShareDayTickerByWatch()
{
IndicatorBLL iBLL = new IndicatorBLL(_unit);
var tickerList = iBLL.GetShareDayTickerByWatch(1, false);
}
public void Test_ProcessIndicator()
{
IndicatorBLL iBLL = new IndicatorBLL(_unit);
iBLL.ProcessIndicator(1585);
}
public void Test_ProcessIndicatorFull()
{
IndicatorBLL iBLL = new IndicatorBLL(_unit);
iBLL.ProcessIndicatorFull();
}
public void Test_SaveIndicatorsBatch()
{
IndicatorBLL iBLL = new IndicatorBLL(_unit);
List <Indicator> lIndicator = new List <Indicator>();
Indicator ind = new Indicator {
TradingDate = 1,
ShareId = 1,
Close = 0.1,
//PreviousClose = 0.1,
SMA5 = 5,
SMA10 = 10,
SMA30 = 20,
SMA50 = 50,
SMA200 = 200
};
lIndicator.Add(ind);
for (int i = 0; i < 1000; i++)
{
ind = new Indicator
{
TradingDate = 1,
ShareId = 2,
Close = 0.1,
SMA5 = i,
SMA10 = null,
SMA30 = 20,
SMA50 = 50,
SMA200 = 200,
EMA10 = 10,
EMA20 = 20,
EMA50 = 50,
ADX = 1,
ADX_Minus = 1,
ADX_Plus = 2,
BB_High = 1,
BB_Low = 2,
BB_Middle = 1.5,
Heikin_Close = 1,
Heikin_High = 2,
Heikin_Low = 1,
Heikin_Open = 1,
MACD = 1,
MACD_Hist = 2,
MACD_Signal = 3,
RSI = 2,
Stochastic_D = 1,
Stochastic_K = 3,
WR = 100
};
if (i % 3 == 0)
{
//ind.PreviousClose = i;
}
lIndicator.Add(ind);
}
iBLL.SaveIndicatorsBatchDB(lIndicator);
}