/// <summary>
/// Create or Update DailyPlay for trade idea
/// </summary>
public void AddOrUpdate(TradeIdea tradeIdea)
{
DateTime date = tradeIdea.DateOfScan.Date;
DailyPlay dailyPlay = GetByDate(date);
if (dailyPlay != null)
{
dailyPlay.Price = tradeIdea.Price;
dailyPlay.MasterSecurity = tradeIdea.MasterSecurity;
Update(dailyPlay);
}
else
{
dailyPlay = new DailyPlay
{
Price = tradeIdea.Price,
SecurityCode = tradeIdea.MasterSecurity.SecurityCode,
MasterSecurity = tradeIdea.MasterSecurity,
Date = date
};
Add(dailyPlay);
}
}
private Tuple <TradeIdea, TradeIdeaLog> GenerateTradeIdeaForLatestDate(List <Signal> signals, HistoricalData historicalData)
{
Tuple <TradeIdea, TradeIdeaLog> result;
DateTime date = historicalData.LatestDate;
//TODO: should we remove this at all? now delayed
//SupportAndResistance sr = _algoService.GetSupportAndResistance(historicalData, expandedQuote.Last);
TradeIdeasGeneratorArgument args = TradeIdeasGeneratorArgument.Create(signals, historicalData /*, sr*/);
double marketCap = 0;
//if (quote != null)
//{
// marketCap = quote.MarketCapitalization ?? 0;
//}
TradeIdeaLog tradeIdeaLog = new TradeIdeaLog(historicalData.SecurityCode, args, date);
List <TradeIdeaRuleWrapper> generatedTradeIdeas = GenerateTradeIdeas(args, tradeIdeaLog);
Signal syrahSentiment = signals
.ForIndicator(TradeIdeasGeneratorArgument.LongTermSentimentForDependencies)
.FirstOrDefault(s => s.Date == date);
int?syrahSentimentLongTerm = syrahSentiment == null
? null
: (int?)syrahSentiment.Value;
syrahSentiment = signals
.ForIndicator(TradeIdeasGeneratorArgument.ShortTermSentimentForDependencies)
.FirstOrDefault(s => s.Date == date);
int?syrahSentimentShortTerm = syrahSentiment == null
? null
: (int?)syrahSentiment.Value;
double lastPrice = historicalData.Close.Last();
string companyName = historicalData.SecurityCode;
if (generatedTradeIdeas != null && generatedTradeIdeas.Any())
{
TradeIdea tradeIdea = new TradeIdea
{
DailyPlay = false,
DateOfScan = date,
MarketCap = marketCap,
Price = lastPrice,
StockCode = historicalData.SecurityCode,
CompanyName = companyName,
SyrahSentimentValue = syrahSentimentLongTerm,
SyrahSentimentShortTerm = syrahSentimentShortTerm,
RuleMatch = generatedTradeIdeas.Select(item => item.Rule).ToList(),
RulesWithLogs = generatedTradeIdeas
};
result = Tuple.Create(tradeIdea, tradeIdeaLog);
}
else
{
result = Tuple.Create((TradeIdea)null, tradeIdeaLog);
}
return(result);
}
public static void SetDateOfScan(this TradeIdea tradeIdea, DateTime date)
{
tradeIdea.DateOfScan = new DateTime(date.Year, date.Month, date.Day, 0, 0, 0, DateTimeKind.Utc);
tradeIdea.DateOfScanTicks = Convert.ToInt32(tradeIdea.DateOfScan.Ticks / Precision);
}
public void SaveTradeIdea(TradeIdea tradeIdea)
{
throw new NotImplementedException();
}
