private void addToWatchListMenuItem_Click(object sender, EventArgs e)
{
try
{
common.controls.baseDataGridView resultDataGrid = this.CurrentDataGridView;
if (resultDataGrid == null)
{
return;
}
string stockCode = resultTab.SelectedTab.Name;
StringCollection strategyCodes = new StringCollection();
for (int idx = 0; idx < resultDataGrid.SelectedRows.Count; idx++)
{
if (resultDataGrid.SelectedRows[idx] == null)
{
continue;
}
application.Strategy.StrategyMeta meta = application.Strategy.StrategyLibs.FindMetaByName(resultDataGrid.SelectedRows[idx].Cells[0].Value.ToString());
strategyCodes.Add(meta.Code);
}
if (strategyCodes.Count > 0)
{
this.AddStockToWatchList(stockCode, strategyCodes, timeScaleCb.myValue);
}
}
catch (Exception er)
{
this.ShowError(er);
}
}
private void EditScreeningOption(string code)
{
application.Strategy.StrategyMeta meta = application.Strategy.StrategyLibs.FindMetaByCode(code);
if (meta == null)
{
return;
}
application.Strategy.StrategyLibs.ShowStrategyForm(meta);
}
public void PlotStrategyTradepoints(application.Strategy.StrategyMeta meta, bool showEstimation, EstimateTradePointFunc estimateFunc)
{
ShowMessage("");
EstimateOptions estOption = new EstimateOptions();
databases.tmpDS.tradeEstimateDataTable tbl = new databases.tmpDS.tradeEstimateDataTable();
TradePointInfo[] tradePoints = DataAccess.Libs.GetTradePointWithEstimationDetail(myData.myDataParam, myData.DataStockCode, meta.Code,
estOption, out tbl);
/// Estimate trade points and set tradepoint's [isValid] property to mark whether a tradepoint is valid or not.
for (int idx = 0; idx < tradePoints.Length; idx++)
{
tradePoints[idx].isValid = !tbl[idx].ignored;
}
PlotStrategyTradepoints(application.Strategy.StrategyLibs.ToTradePoints(tradePoints), pricePanel);
//Call estimation handler if any.
if (showEstimation && estimateFunc != null)
{
estimateFunc(this, meta.Code, estOption, tbl);
}
}
private void LoadScreeningCodes()
{
tmpDS.screeningCode.Clear();
tmpDS.screeningCriteria.Clear();
string[] screeningKeys = application.Strategy.StrategyData.MetaList.Keys;
object[] screeningValues = application.Strategy.StrategyData.MetaList.Values;
Data.tmpDataSet.screeningCodeRow row;
for (int idx = 0; idx < screeningKeys.Length; idx++)
{
application.Strategy.StrategyMeta meta = (application.Strategy.StrategyMeta)screeningValues[idx];
if (meta.Type != AppTypes.StrategyTypes.Screening)
{
continue;
}
row = tmpDS.screeningCode.NewscreeningCodeRow();
row.code = meta.Code;
row.description = meta.Name;
tmpDS.screeningCode.AddscreeningCodeRow(row);
//As default add all criteria to allow users select what they need more quickly.
AddCriteria(row.code, false);
}
}
private void profitDetailMenu_Click(object sender, EventArgs e)
{
try
{
common.controls.baseDataGridView resultDataGrid = this.CurrentDataGridView;
if (resultDataGrid == null || resultDataGrid.CurrentRow == null || resultDataGrid.CurrentCell == null)
{
return;
}
//TUAN - 29 Sept 2012 fix bug profit detail and all profit details
if (resultDataGrid.CurrentCell.ColumnIndex < 0)
{
return;
}
//TUAN - 29 Sept 2012 fix bug profit detail and all profit details
string stockCode = resultTab.SelectedTab.Name;
databases.tmpDS.stockCodeRow stockCodeRow = DataAccess.Libs.myStockCodeTbl.FindBycode(stockCode);
if (stockCodeRow == null)
{
return;
}
application.Strategy.StrategyMeta meta = application.Strategy.StrategyLibs.FindMetaByName(resultDataGrid.CurrentRow.Cells[0].Value.ToString());
//TUAN - 29 Sept 2012 fix bug profit detail and all profit details
int colId = resultDataGrid.CurrentCell.ColumnIndex == 0 ? 1 : resultDataGrid.CurrentCell.ColumnIndex;
//TUAN - 29 Sept 2012 fix bug profit detail and all profit details
DataParams dataParam = new DataParams(timeScaleCb.myValue.Code, AppTypes.TimeRangeFromCode(resultDataGrid.Columns[colId].DataPropertyName), 0);
ShowTradeTransactions(stockCodeRow, meta.Code, dataParam);
}
catch (Exception er)
{
this.ShowError(er);
}
}
//public static int CreateTradeAlert()
//{
// CreateTradeAlert(null, null, null);
//}
public static int CreateTradeAlert(onProcessStart onStartFunc, onProcessItem onProcessItemFunc, onProcessEnd onEndFunc)
{
DateTime frDate = common.Consts.constNullDate;
DateTime toDate = DateTime.Now;
//Run all strategy analysis for all stocks.
databases.tmpDS.stockCodeDataTable stockCodeTbl = new databases.tmpDS.stockCodeDataTable();
databases.DbAccess.LoadData(stockCodeTbl, AppTypes.CommonStatus.Enable);
application.AnalysisData data = new application.AnalysisData();
data.DataTimeRange = AppTypes.TimeRanges.None;
data.DataMaxCount = Settings.sysGlobal.AlertDataCount;
TradeAlertItem[] tradeAlertList = new TradeAlertItem[0];
StringCollection strategyList = new StringCollection();
for (int idx = 0; idx < StrategyData.MetaList.Values.Length; idx++)
{
application.Strategy.StrategyMeta meta = (application.Strategy.StrategyMeta)StrategyData.MetaList.Values[idx];
if (meta.Type != AppTypes.StrategyTypes.Strategy)
{
continue;
}
strategyList.Add(((application.Strategy.StrategyMeta)StrategyData.MetaList.Values[idx]).Code);
}
if (onStartFunc != null)
{
onStartFunc(stockCodeTbl.Count);
}
DateTime alertDate;
DateTime alertFrDate = toDate.Date;
DateTime alertToDate = toDate;
for (int stockCodeIdx = 0; stockCodeIdx < stockCodeTbl.Count; stockCodeIdx++)
{
if (onProcessItemFunc != null)
{
if (!onProcessItemFunc(stockCodeTbl[stockCodeIdx].code))
{
break;
}
}
//foreach (AppTypes.TimeScale timeScale in AppTypes.myTimeScales) //???
AppTypes.TimeScale timeScale = AppTypes.TimeScaleFromType(AppTypes.TimeScaleTypes.Day);
{
data.DataStockCode = stockCodeTbl[stockCodeIdx].code;
data.DataTimeScale = timeScale;
data.LoadData();
for (int strategyIdx = 0; strategyIdx < strategyList.Count; strategyIdx++)
{
StrategyData.ClearCache();
TradePoints advices = application.Strategy.StrategyLibs.AnalysisStrategy(data, strategyList[strategyIdx].Trim());
if ((advices == null) || (advices.Count == 0))
{
continue;
}
//Only check the last advices for alert
TradePointInfo tradeInfo = (TradePointInfo)advices[advices.Count - 1];
alertDate = DateTime.FromOADate(data.DateTime[tradeInfo.DataIdx]);
//Ignore alerts that out of date range.
if (alertDate < alertFrDate || alertDate > alertToDate)
{
continue;
}
Array.Resize(ref tradeAlertList, tradeAlertList.Length + 1);
tradeAlertList[tradeAlertList.Length - 1] = new TradeAlertItem(stockCodeTbl[stockCodeIdx].code.Trim(), strategyList[strategyIdx].Trim(),
timeScale, alertDate,
data.Close[tradeInfo.DataIdx],
data.Volume[tradeInfo.DataIdx], tradeInfo);
}
}
}
//Create alerts in the day
int noAlertCreated = CreateTradeAlert(tradeAlertList);
//Save last lun date
//SaveLastRunTime(toDate);
if (onEndFunc != null)
{
onEndFunc();
}
stockCodeTbl.Dispose();
return(noAlertCreated);
}
public void PlotStrategyTradepoints(application.Strategy.StrategyMeta meta, bool showEstimation, EstimateTradePointFunc estimateFunc)
{
int idx;
ShowMessage("");
EstimateOptions estOption = new EstimateOptions();
databases.tmpDS.tradeEstimateDataTable tbl = new databases.tmpDS.tradeEstimateDataTable();
application.StrategyStatistics statistics = new StrategyStatistics();
//TradePointInfo[]
tradePoints = DataAccess.Libs.GetTradePointWithEstimationDetail(myData.myDataParam, myData.DataStockCode, meta.Code,
estOption, out tbl, out statistics);
/// Estimate trade points and set tradepoint's [isValid] property to mark whether a tradepoint is valid or not.
for (idx = 0; idx < tradePoints.Length; idx++)
{
tradePoints[idx].isValid = !tbl[idx].ignored;
}
for (idx = tradePoints.Length - 1; idx > 0; idx--)
{
if (tradePoints[idx].isValid)
{
break;
}
}
TradePointInfo tpiTradePointInfo = (TradePointInfo)tradePoints[idx];
BusinessInfo biLastTrade = tpiTradePointInfo.BusinessInfo;
BusinessInfo biLastPoint = tradePoints[tradePoints.Length - 1].BusinessInfo;
double price = myData.Close[myData.Close.Count - 1];
double risk = (biLastPoint.Short_Resistance - price) / (price - biLastPoint.Short_Support);
//string sResult = "Close price=" + price+
// "Target="+biLastTrade.Short_Target+
// "Resistance=" + biLastPoint.Short_Resistance +
// " Support=" + biLastPoint.Short_Support +
// " Risk return=" +risk+
// " Winning Percentage:"+ String.Format("{0:P2}",statistics.dWinningPercentagePerTrade)+
// " Max %Win Per Trade:" + String.Format("{0:P2}",statistics.dMaxWinningPercentage)+
// " Max %Lose Per Trade" + String.Format("{0:P2}", statistics.dMaxLosingPercentage)+
// " Average %Win Per Trade" + String.Format("{0:P2}", statistics.dAverageWinningPercentage)+
// " Average %Lose Per Trade" + String.Format("{0:P2}", statistics.dAverageLosingPercentage); ;
PlotStrategyTradepoints(application.Strategy.StrategyLibs.ToTradePoints(tradePoints), pricePanel);
//MessageBox.Show(sResult);
//Show form
Tools.Forms.TradeStatistics formStatistic = new Tools.Forms.TradeStatistics();
formStatistic.AddStatisticInfo("Close price", price);
formStatistic.AddStatisticInfo("Target", biLastTrade.Short_Target);
formStatistic.AddStatisticInfo("Resistance", biLastPoint.Short_Resistance);
formStatistic.AddStatisticInfo("Support", biLastPoint.Short_Support);
formStatistic.AddStatisticInfo("Risk return", risk);
formStatistic.AddStatisticInfo("Winning Percentage", String.Format("{0:P2}", statistics.dWinningPercentagePerTrade));
formStatistic.AddStatisticInfo("Max %Win Per Trade", String.Format("{0:P2}", statistics.dMaxWinningPercentage));
formStatistic.AddStatisticInfo("Max %Lose Per Trade", String.Format("{0:P2}", statistics.dMaxLosingPercentage));
formStatistic.AddStatisticInfo("Average %Win Per Trade", String.Format("{0:P2}", statistics.dAverageWinningPercentage));
formStatistic.AddStatisticInfo("Average %Lose Per Trade", String.Format("{0:P2}", statistics.dAverageLosingPercentage));
formStatistic.Show(this.DockPanel, DockState.DockRightAutoHide);
//Call estimation handler if any.
if (showEstimation && estimateFunc != null)
{
estimateFunc(this, meta.Code, estOption, tbl);
}
}
private void allProfitDetailMenu_Click(object sender, EventArgs e)
{
try
{
using (new DataAccess.PleaseWait())
{
common.controls.baseDataGridView resultDataGrid = this.CurrentDataGridView;
if (resultDataGrid == null)
{
return;
}
string stockCode = resultTab.SelectedTab.Name;
databases.tmpDS.stockCodeRow stockCodeRow = DataAccess.Libs.myStockCodeTbl.FindBycode(stockCode);
if (stockCodeRow == null)
{
return;
}
DataParams dataParam = new DataParams(timeScaleCb.myValue.Code, AppTypes.TimeRanges.None, 0);
//TUAN - 29 Sept 2012 fix bug profit detail and all profit details
int min = int.MaxValue;
int max = -1;
for (int i = 0; i < resultDataGrid.SelectedCells.Count; i++)
{
if (resultDataGrid.SelectedCells[i].RowIndex > max)
{
max = resultDataGrid.SelectedCells[i].RowIndex;
}
if (resultDataGrid.SelectedCells[i].RowIndex < min)
{
min = resultDataGrid.SelectedCells[i].RowIndex;
}
}
//if (resultDataGrid.SelectedRows.Count > 0)
if (min < max)
{
for (int rowId = min; rowId <= max; rowId++)
{
application.Strategy.StrategyMeta meta = application.Strategy.StrategyLibs.FindMetaByName(resultDataGrid.Rows[rowId].Cells[0].Value.ToString());
for (int idx = 1; idx < resultDataGrid.ColumnCount; idx++)
{
dataParam.TimeRange = AppTypes.TimeRangeFromCode(resultDataGrid.Columns[idx].DataPropertyName);
ShowTradeTransactions(stockCodeRow, meta.Code, dataParam);
}
}
//for (int rowId = 0; rowId < resultDataGrid.SelectedRows.Count; rowId++)
//{
// application.Strategy.StrategyMeta meta = application.Strategy.StrategyLibs.FindMetaByName(resultDataGrid.SelectedRows[rowId].Cells[0].Value.ToString());
// for (int idx = 1; idx < resultDataGrid.ColumnCount; idx++)
// {
// dataParam.TimeRange = AppTypes.TimeRangeFromCode(resultDataGrid.Columns[idx].DataPropertyName);
// ShowTradeTransactions(stockCodeRow, meta.Code, dataParam);
// }
//}
}
//TUAN - 29 Sept 2012 fix bug profit detail and all profit details
else
{
if (resultDataGrid.CurrentRow != null)
{
application.Strategy.StrategyMeta meta = application.Strategy.StrategyLibs.FindMetaByName(resultDataGrid.CurrentRow.Cells[0].Value.ToString());
for (int idx = 1; idx < resultDataGrid.ColumnCount; idx++)
{
dataParam.TimeRange = AppTypes.TimeRangeFromCode(resultDataGrid.Columns[idx].DataPropertyName);
ShowTradeTransactions(stockCodeRow, meta.Code, dataParam);
}
}
}
}
}
catch (Exception er)
{
this.ShowError(er);
}
}