private async Task <bool> ShouldBuy(decimal week52high, decimal avgVol, IEnumerable <StockDataPoint> dataPoints, string symbol)
{
var list_dataPoints = dataPoints.ToList();
if (list_dataPoints == null && list_dataPoints.Count < 2)
{
return(false);
}
var currentOldest = list_dataPoints.Where(x => x.Time.Day == DateTime.Today.Day).Last();
decimal currentOldestPrice = currentOldest.OpeningPrice;
bool firstCheck = MarketServiceHelper.DailyOldestPrices.TryAdd(symbol, currentOldestPrice); //add oldest price if it doesnt exist already
var oldestTime = currentOldest.Time.TimeOfDay;
bool isTodaysOpenValues = oldestTime.Hours == 9 && oldestTime.Minutes < 36; //found the damn near open price
int indexOfoldest = list_dataPoints.IndexOf(currentOldest);
list_dataPoints.RemoveRange(indexOfoldest, (list_dataPoints.Count - 1 - indexOfoldest)); //TODO: check this removes all the yesterday values
bool trendingUpish = TrendingUp(list_dataPoints.Select(l => l.ClosingPrice).ToArray());
//Check for 52 week high momentum
///is it early and high volume and price above 52 week high and trending up?
if (isTodaysOpenValues && trendingUpish && list_dataPoints.First().ClosingPrice > week52high && list_dataPoints.First().Volume > avgVol)
{
return(true);
}
else if (trendingUpish)
{
//GET RSI
var rsiTask = MarketAPIHelper.GetRSI(symbol);
var cciTask = MarketAPIHelper.GetCCI(symbol);
var aroonTask = MarketAPIHelper.GetAroonOsc(symbol);
var results = await Task.WhenAll(rsiTask, cciTask, aroonTask);
decimal smartValue = SmartAlgorithm(results[0], results[1], results[2]);
return(smartValue >= 60); //TODO: obvi
}
return(false);
}
private async Task <Queue <StockInfo> > GetStocksToBuy()
{
using (var dbContext = GetDbContext())
{
var watchStocks = dbContext.WatchList.Where(x => x.TradeDay.Date == DateTime.Today.Date).ToArray();
var watchSymbols = watchStocks.Select(x => x.Symbol);
int minutesSinceOpen = (DateTime.Now - DateTime.Today.Date.AddHours(8)).Minutes;
var stockQuotes = await MarketAPIHelper.GetQuotes(watchSymbols.ToArray());
var ret = new Queue <StockInfo>(watchStocks.Length);
foreach (var quote in stockQuotes)
{
var dataPoints = await MarketAPIHelper.GetIntraDayInfo(quote.Symbol, minutesSinceOpen + 1);
var watchStock = watchStocks.Where(x => x.Symbol == quote.Symbol).FirstOrDefault();
if (await ShouldBuy(watchStock.Week52High, watchStock.AverageVolume, dataPoints, quote.Symbol))
{
var tempSI = new StockInfo(quote)
{
Week52High = watchStock.Week52High,
AverageTotalVolume = (double)watchStock.AverageVolume
};
ret.Enqueue(tempSI);
}
else
{
_logger.LogDebug("Deciding not to buy {0} .... yet", quote.Symbol);
}
}
return(ret);
}
}