static public void InsertTradeLog(Trade TradeObject)
{
try
{
AlsiDBDataContext dc = new AlsiDBDataContext();
dc.Connection.ConnectionString = AlsiUtils.Data_Objects.GlobalObjects.CustomConnectionString;
TradeLog l = new TradeLog
{
Time = TradeObject.TimeStamp,
BuySell = TradeObject.BuyorSell.ToString(),
Reason = TradeObject.Reason.ToString(),
Notes = TradeObject.IndicatorNotes.ToString(),
Price = (int)TradeObject.TradedPrice,
Volume = TradeObject.TradeVolume,
ForeColor = TradeObject.ForeColor.ToKnownColor().ToString(),
BackColor = TradeObject.BackColor.ToKnownColor().ToString()
};
dc.TradeLogs.InsertOnSubmit(l);
dc.SubmitChanges();
}
catch (Exception ex)
{
Debug.WriteLine("Cannot write Log");
Debug.WriteLine(ex.Message);
}
}
private void TickDataToXMinData()
{
AlsiUtils.AlsiDBDataContext dc = new AlsiDBDataContext();
switch (_Interval)
{
case GlobalObjects.TimeInterval.Minute_2:
break;
case GlobalObjects.TimeInterval.Minute_5:
dc.OHLC_5_Temp();
break;
case GlobalObjects.TimeInterval.Minute_10:
break;
}
GlobalObjects.Points.Clear();
foreach (var p in dc.OHLC_Temps)
{
var P = new Price()
{
TimeStamp = p.Stamp,
Open = p.O,
High = p.H,
Low = p.L,
Close = p.C,
InstrumentName = _ContractName,
};
GlobalObjects.Points.Add(P);
}
}
protected void Page_Load(object sender, EventArgs e)
{
if (!IsCallback)
{
//http://www.codeproject.com/articles/432860/asp-net-plotter-toolkit-html5-charting-for-all
AlsiDBDataContext dc = new AlsiDBDataContext();
var data = dc.OHLC_5_Minutes.Take(25000).ToList();
Label1.Text = data.Count.ToString();
Curve curve = new Curve();
var points = new Point[data.Count];
for (int x = 0; x < data.Count; x++)
{
var p = new Point(data[x].Stamp, data[x].C);
points[x] = p;
}
BindingList<Curve> Curves = new BindingList<Curve> { curve };
curve.Points = points;
curve.Label = "Dfdfdfdff";
Dygraph1.Curves = Curves;
Dygraph1.YLowRange = data.Min(z => z.C);//if error check db
Dygraph1.YHighRange = data.Max(z => z.C);
}
}
public static void DoYourThing_absoluut(string Instrument)
{
var webMinData = HiSat.HistData.GetHistoricalMINUTE_FromWEB(DateTime.Now.AddDays(-10), DateTime.Now, 1, Instrument);
var webMinDataOriginal = new List <Price>();
foreach (var t in webMinData)
{
Price p = (Price)t.Clone();
webMinDataOriginal.Add(p);
}
//get last price from web
var L = webMinData.Last();
Debug.WriteLine("Remove LAST Price from WebData" + L.TimeStamp + " " + L.Close);
//remove last price if there was a trade since update started
Price pt = (Price)L.Clone();
pt.Close = 33333;
pt.TimeStamp = pt.TimeStamp.AddMinutes(1);
webMinData.Add(pt);
//check price
if (GetTimestampForPrice(webMinData.Last()))
{
webMinData.Remove(L);
}
var l = webMinData.Last();
Debug.WriteLine("New LAST Price from WebData " + l.TimeStamp + " " + l.Close);
var Loriginal = webMinDataOriginal.Last();
Debug.WriteLine("New LAST Price from Original " + Loriginal.TimeStamp + " " + Loriginal.Close);
var dc = new AlsiUtils.AlsiDBDataContext();
var TickData = dc.RawTicks.ToList().Where(z => z.Stamp >= webMinData.Last().TimeStamp).ToList();
foreach (var v in convertTickToMinute(TickData))
{
if (v.TimeStamp > l.TimeStamp)
{
// webMinData.Add(v);
// Debug.WriteLine("Adding New Price " + v.TimeStamp + " " + l.Close);
}
}
UpdateDB._1MinDataToImportMinute(webMinData);
}
private void BulkInsert()
{
#region Create Data Table in Memory
DataTable RawTicks = new DataTable("TickData");
//RawTicks.Columns.Add("N", typeof(int));
RawTicks.Columns.Add("Stamp", typeof(DateTime));
RawTicks.Columns.Add("O", typeof(int));
RawTicks.Columns.Add("H", typeof(int));
RawTicks.Columns.Add("L", typeof(int));
RawTicks.Columns.Add("C", typeof(int));
RawTicks.Columns.Add("V", typeof(int));
RawTicks.Columns.Add("Instrument", typeof(string));
insertBW.ReportProgress(60);
#endregion
#region Populate data Table
foreach (Price p in AllHisto) RawTicks.Rows.Add(p.TimeStamp, p.Open, p.High, p.Low, p.Close, p.Volume, p.InstrumentName);
insertBW.ReportProgress(70);
#endregion
#region Clear SQl Table
// currentTaskStatusLabel.Text = "Writing to Data Base";
//PC
string ccc = @"Data Source=ALSI-PC\;Initial Catalog=AlsiTrade;Integrated Security=True";
AlsiUtils.Data_Objects.GlobalObjects.CustomConnectionString = ccc;
AlsiDBDataContext dc = new AlsiDBDataContext();
dc.Connection.ConnectionString = ccc;
// dc.CleanTick();
#endregion
#region Bulk copy to SQL
DataSet tickDataSet = new DataSet("AllTicks");
tickDataSet.Tables.Add(RawTicks);
SqlConnection myConnection = new SqlConnection();
myConnection.ConnectionString =ccc;
myConnection.Open();
SqlBulkCopy bulkcopy = new SqlBulkCopy(myConnection);
bulkcopy.BulkCopyTimeout = 10000000;
bulkcopy.DestinationTableName = "ImportMinute";
bulkcopy.WriteToServer(RawTicks);
//Debug.WriteLine("Ticks Written To DATASET " + DateTime.Now.ToString("yyyy-MM-dd HH:mm:ss.fff"));
insertBW.ReportProgress(100);
#endregion
#region Cleanup
RawTicks.Dispose();
myConnection.Close();
//dc.CleanUp();
#endregion
}
public static void DoYourThing_absoluut(string Instrument)
{
var webMinData = HiSat.HistData.GetHistoricalMINUTE_FromWEB(DateTime.Now.AddDays(-10), DateTime.Now, 1, Instrument);
var webMinDataOriginal = new List<Price>();
foreach (var t in webMinData)
{
Price p = (Price)t.Clone();
webMinDataOriginal.Add(p);
}
//get last price from web
var L = webMinData.Last();
Debug.WriteLine("Remove LAST Price from WebData" + L.TimeStamp + " " + L.Close);
//remove last price if there was a trade since update started
Price pt = (Price)L.Clone();
pt.Close = 33333;
pt.TimeStamp = pt.TimeStamp.AddMinutes(1);
webMinData.Add(pt);
//check price
if (GetTimestampForPrice(webMinData.Last()))
webMinData.Remove(L);
var l = webMinData.Last();
Debug.WriteLine("New LAST Price from WebData " + l.TimeStamp + " " + l.Close);
var Loriginal = webMinDataOriginal.Last();
Debug.WriteLine("New LAST Price from Original " + Loriginal.TimeStamp + " " + Loriginal.Close);
var dc = new AlsiUtils.AlsiDBDataContext();
var TickData = dc.RawTicks.ToList().Where(z => z.Stamp >= webMinData.Last().TimeStamp).ToList();
foreach (var v in convertTickToMinute(TickData))
if (v.TimeStamp > l.TimeStamp)
{
// webMinData.Add(v);
// Debug.WriteLine("Adding New Price " + v.TimeStamp + " " + l.Close);
}
UpdateDB._1MinDataToImportMinute(webMinData);
}
/// <summary>
/// Full DataBase Update from Webdata
/// </summary>
/// <param name="ContractName">Contract name : example "DEC12ALSI"</param>
/// <param name="CustomConnectionString">Custom Connection String, this will set Current Connection String</param>
public static void FullHistoricUpdate_MasterMinute(string ContractName)
{
AlsiDBDataContext dc = new AlsiDBDataContext();
var dateL = dc.MasterMinutes.AsEnumerable().Where(z => z.Instrument == ContractName);
if (dateL.Count() == 0) throw new Exception("Contract name has no match in database.\n" + ContractName + " cannot be found");
DateTime Last = dateL.Last().Stamp;
DateTime Now = DateTime.UtcNow.AddHours(2);
GlobalObjects.Points.Clear();
GlobalObjects.Points = HiSat.HistData.GetHistoricalMINUTE_FromWEB(Last, Now, 1, ContractName);
UpdatePricesToImportMinute();
}
public static void MergeTempWithHisto(GlobalObjects.TimeInterval T)
{
var dc = new AlsiDBDataContext();
switch (T)
{
case (GlobalObjects.TimeInterval.Minute_5):
//Must be 2000 prices in db for accurate calcs
if (dc.OHLC_5_Minutes.Count() < 20100) throw new IndexOutOfRangeException();
var last1000Prices = dc.OHLC_5_Minutes.Skip(Math.Max(0, dc.OHLC_5_Minutes.Count() - 20000)).Take(20000);
dc.Clean_OHLC_Temp_2();
DataTable MinData = new DataTable("MinData");
MinData.Columns.Add("Stamp", typeof(DateTime));
MinData.Columns.Add("O", typeof(int));
MinData.Columns.Add("L", typeof(int));
MinData.Columns.Add("H", typeof(int));
MinData.Columns.Add("C", typeof(int));
foreach (var p in last1000Prices) MinData.Rows.Add(p.Stamp, p.O, p.H, p.L, p.C);
#region BulkCopy
DataSet minuteDataSet = new DataSet("minuteDataset");
minuteDataSet.Tables.Add(MinData);
SqlConnection myConnection = new SqlConnection(AlsiUtils.Data_Objects.GlobalObjects.CustomConnectionString);
myConnection.Open();
SqlBulkCopy bulkcopy = new SqlBulkCopy(myConnection);
bulkcopy.DestinationTableName = "OHLC_Temp_2";
bulkcopy.WriteToServer(MinData);
Debug.WriteLine("Tick Bulk Copy Complete");
MinData.Dispose();
myConnection.Close();
#endregion
dc.MergeTemp();
Debug.WriteLine("Merged Data");
break;
}
}
public static bool TestSqlConnection(string CCS, out string Error)
{
bool alive = true;
try
{
AlsiUtils.Data_Objects.GlobalObjects.CustomConnectionString = CCS;
AlsiDBDataContext dc = new AlsiDBDataContext();
dc.Connection.ConnectionString = CCS;
dc.Connection.Open();
Error = "";
}
catch(Exception ex)
{
alive = false;
Error = ex.Message;
}
return alive;
}
public static void UpdatePricesToImportMinute()
{
AlsiDBDataContext dc = new AlsiDBDataContext();
dc.ClearImportTable();
dc.Clean_OHLC_Temp();
DataTable MinData = new DataTable("MinData");
MinData.Columns.Add("Stamp", typeof(DateTime));
MinData.Columns.Add("O", typeof(int));
MinData.Columns.Add("L", typeof(int));
MinData.Columns.Add("H", typeof(int));
MinData.Columns.Add("C", typeof(int));
MinData.Columns.Add("V", typeof(int));
MinData.Columns.Add("Instrument", typeof(string));
foreach (var p in GlobalObjects.Points) MinData.Rows.Add(p.TimeStamp, p.Open, p.High, p.Low, p.Close, p.Volume, p.InstrumentName);
#region BulkCopy
DataSet minuteDataSet = new DataSet("minuteDataset");
minuteDataSet.Tables.Add(MinData);
SqlConnection myConnection = new SqlConnection(AlsiUtils.Data_Objects.GlobalObjects.CustomConnectionString);
myConnection.Open();
SqlBulkCopy bulkcopy = new SqlBulkCopy(myConnection);
bulkcopy.DestinationTableName = "ImportMinute";
bulkcopy.WriteToServer(MinData);
Debug.WriteLine("Tick Bulk Copy Complete");
MinData.Dispose();
myConnection.Close();
#endregion
dc.UpadteImport();
dc.CleanUp();
}
public static void _1MinDataToImportMinute(List <Price> MinutePrices)
{
var dc = new AlsiUtils.AlsiDBDataContext();
dc.ClearImportTable();
dc.Clean_OHLC_Temp();
DataTable MinData = new DataTable("MinData");
MinData.Columns.Add("Stamp", typeof(DateTime));
MinData.Columns.Add("O", typeof(int));
MinData.Columns.Add("L", typeof(int));
MinData.Columns.Add("H", typeof(int));
MinData.Columns.Add("C", typeof(int));
MinData.Columns.Add("V", typeof(int));
foreach (var p in MinutePrices)
{
MinData.Rows.Add(p.TimeStamp, p.Open, p.High, p.Low, p.Close, p.Volume);
}
#region BulkCopy
DataSet minuteDataSet = new DataSet("minuteDataset");
minuteDataSet.Tables.Add(MinData);
SqlConnection myConnection = new SqlConnection(AlsiUtils.Data_Objects.GlobalObjects.CustomConnectionString);
myConnection.Open();
SqlBulkCopy bulkcopy = new SqlBulkCopy(myConnection);
bulkcopy.DestinationTableName = "ImportMinute";
bulkcopy.WriteToServer(MinData);
Debug.WriteLine("Tick Bulk Copy Complete");
MinData.Dispose();
myConnection.Close();
#endregion
}
private void LoadTradeLog(bool todayOnly, bool onlyTrades, int periods)
{
AlsiDBDataContext dc = new AlsiDBDataContext();
liveTradeListView.Items.Clear();
IQueryable<AlsiUtils.TradeLog> tl = null;
int count = dc.TradeLogs.Count();
if (periods > count) return;
if (todayOnly)
{
if (onlyTrades)
{
tl = from x in dc.TradeLogs
where x.Time == DateTime.Now.Date
where x.BuySell != "None"
select x;
}
else
{
tl = from x in dc.TradeLogs
where x.Time == DateTime.Now.Date
select x;
}
}
else
{
if (onlyTrades)
{
tl = (from x in dc.TradeLogs
select x).Skip(count - periods);
tl = tl.Where(z => z.BuySell != "None");
}
else
{
tl = (from x in dc.TradeLogs
select x).Skip(count - periods);
}
}
liveTradeListView.BeginUpdate();
Cursor = Cursors.WaitCursor;
foreach (var v in tl)
{
Trade t = new Trade()
{
TimeStamp = v.Time,
TradeVolume = (int)v.Volume,
BuyorSell = Trade.BuySellFromString(v.BuySell),
IndicatorNotes = v.Notes,
CurrentPrice = (double)v.Price,
ForeColor = Color.FromName(v.ForeColor),
BackColor = Color.FromName(v.BackColor),
Reason = GetTradeReasonFromString(v.Reason),
};
UpdateTradeLog(t, false);
}
liveTradeListView.EndUpdate();
Cursor = Cursors.Default;
}
public static void ClearTradeLog()
{
var dc = new AlsiDBDataContext();
var delAll = dc.TradeLogs;
dc.TradeLogs.DeleteAllOnSubmit(delAll);
dc.SubmitChanges();
}
public static void TickBulkCopy(string InstrumentName, DateTime Start)
{
DateTime _start = DateTime.Now.AddDays(-10);
DateTime UseThisDate = Start > _start ? _start : Start;
AlsiDBDataContext dc = new AlsiDBDataContext();
var tickData = HistData.GetHistoricalTICK_FromWEB(_start, DateTime.UtcNow.AddHours(2), InstrumentName);
DataTable RawTicks = new DataTable("TickData");
RawTicks.Columns.Add("N", typeof(long));
RawTicks.Columns.Add("Stamp", typeof(DateTime));
RawTicks.Columns.Add("Price", typeof(int));
foreach (var p in tickData) RawTicks.Rows.Add(1, p.TimeStamp, p.Close);
dc.CleanTick();
#region BulkCopy
DataSet tickDataSet = new DataSet("AllTicks");
tickDataSet.Tables.Add(RawTicks);
SqlConnection myConnection = new SqlConnection(AlsiUtils.Data_Objects.GlobalObjects.CustomConnectionString);
myConnection.Open();
SqlBulkCopy bulkcopy = new SqlBulkCopy(myConnection);
bulkcopy.DestinationTableName = "RawTick";
bulkcopy.WriteToServer(RawTicks);
Debug.WriteLine("Tick Bulk Copy Complete");
RawTicks.Dispose();
myConnection.Close();
dc.CleanUp();
#endregion
}
static public List<Price> readDataFromDataBase_1_MIN_MasterMinute(int numberOfPeriods, bool reverseList)
{
try
{
List<Price> prices = new List<Price>();
AlsiDBDataContext dc = new AlsiDBDataContext();
dc.Connection.ConnectionString = AlsiUtils.Data_Objects.GlobalObjects.CustomConnectionString;
var count = (from p in dc.MasterMinutes
select (p.Stamp)).Count();
//Console.WriteLine("10 Minute Data Count : " + count);
var result = from q in dc.MasterMinutes
.Skip(count - numberOfPeriods)
.Take(numberOfPeriods)
select new { q.Stamp, q.O, q.H, q.L, q.C, q.Instrument };
foreach (var v in result)
{
Price p = new Price();
p.Close = v.C;
p.Open = v.O;
p.High = v.H;
p.Low = v.L;
p.TimeStamp = v.Stamp;
p.InstrumentName = v.Instrument;
prices.Add(p);
}
if (reverseList) prices.Reverse();
return prices;
}
catch (Exception ex)
{
Debug.WriteLine("readDataFromDataBase_10_MIN Database Busy : " + ex.Message);
return null;
}
}
private void AllHistoRadioButton_CheckedChanged(object sender, EventArgs e)
{
Cursor = Cursors.WaitCursor;
if (allhistoStart.Year == 1)
{
AlsiDBDataContext dc = new AlsiDBDataContext();
allhistoStart = dc.AllHistoricMinutes.AsEnumerable().First().Stamp;
allhistoEnd = dc.AllHistoricMinutes.AsEnumerable().Last().Stamp;
startDateTimePicker.MinDate = allhistoStart;
endDateTimePicker.MaxDate = allhistoEnd;
startDateTimePicker.Refresh();
endDateTimePicker.Refresh();
}
if (AllHistoRadioButton.Checked)
{
startDateTimePicker.MinDate = allhistoStart;
endDateTimePicker.MaxDate = allhistoEnd;
startDateTimePicker.Refresh();
endDateTimePicker.Refresh();
}
Cursor = Cursors.Default;
}
private void recentRadioButton_CheckedChanged(object sender, EventArgs e)
{
Cursor = Cursors.WaitCursor;
if (masterStart.Year == 1)
{
AlsiDBDataContext dc = new AlsiDBDataContext();
masterStart = dc.MasterMinutes.AsEnumerable().First().Stamp;
masterEnd = dc.MasterMinutes.AsEnumerable().Last().Stamp;
startDateTimePicker.MinDate = masterStart;
endDateTimePicker.MaxDate = masterEnd;
startDateTimePicker.Refresh();
endDateTimePicker.Refresh();
}
if (recentRadioButton.Checked)
{
startDateTimePicker.MinDate = masterStart;
endDateTimePicker.MaxDate = masterEnd;
if (startDateTimePicker.Value < masterStart) startDateTimePicker.Value = masterStart;
startDateTimePicker.Refresh();
endDateTimePicker.Refresh();
}
Cursor = Cursors.Default;
}
private void UpdateAllHistoPrices_Click(object sender, EventArgs e)
{
masterStart = new DateTime();
allhistoStart = new DateTime();
Cursor = Cursors.WaitCursor;
AlsiDBDataContext dc = new AlsiDBDataContext();
dc.UpadteAllHistory();
Cursor = Cursors.Default;
}
static public List<Price> readDataFromDataBase(GlobalObjects.TimeInterval T, dataTable TD, DateTime Start, DateTime End, bool reverseList)
{
List<Price> prices = new List<Price>();
AlsiDBDataContext dc = new AlsiDBDataContext();
if (TD == dataTable.Temp)
{
var result = from q in dc.OHLC_Temps
where q.Stamp > Start && q.Stamp < End
select new { q.Stamp, q.O, q.H, q.L, q.C, };
foreach (var v in result)
{
Price p = new Price();
p.Close = v.C;
p.Open = v.O;
p.High = v.H;
p.Low = v.L;
p.TimeStamp = v.Stamp;
prices.Add(p);
}
dc.Clean_OHLC_Temp();
if (reverseList) prices.Reverse();
return prices;
}
if (TD == dataTable.AllHistory)
{
if (T == GlobalObjects.TimeInterval.Minute_2)
{
var firstinDB = dc.OHLC_2_Minutes.AsEnumerable().First().Stamp;
var lastinDB = dc.OHLC_2_Minutes.AsEnumerable().Last().Stamp;
if (firstinDB > Start) dc.OHLC_2_AllHistory();
if (lastinDB > End) dc.OHLC_2_AllHistory();
}
if (T == GlobalObjects.TimeInterval.Minute_5)
{
try
{
var firstinDB = dc.OHLC_5_Minutes.AsEnumerable().First().Stamp;
var lastinDB = dc.OHLC_5_Minutes.AsEnumerable().Last().Stamp;
if (firstinDB > Start) dc.OHLC_5_AllHistory();
if (lastinDB < End) dc.OHLC_5_AllHistory();
}
catch { dc.OHLC_5_AllHistory(); }
}
if (T == GlobalObjects.TimeInterval.Minute_10)
{
var firstinDB = dc.OHLC_10_Minutes.AsEnumerable().First().Stamp;
var lastinDB = dc.OHLC_10_Minutes.AsEnumerable().Last().Stamp;
if (firstinDB > Start) dc.OHLC_10_AllHistory();
if (lastinDB < End) dc.OHLC_10_AllHistory();
}
}
if (TD == dataTable.MasterMinute)
{
if (T == GlobalObjects.TimeInterval.Minute_2)
{
var min2 = dc.OHLC_2_Minutes;
if (min2.Count() == 0)
{
dc.OHLC_2();
}
else
{
var firstinDB = dc.OHLC_2_Minutes.AsEnumerable().First().Stamp;
var lastinDB = dc.OHLC_2_Minutes.AsEnumerable().Last().Stamp;
if (firstinDB > Start) dc.OHLC_2();
if (lastinDB < End) dc.OHLC_2();
}
}
if (T == GlobalObjects.TimeInterval.Minute_5)
{
var min5 = dc.OHLC_5_Minutes;
if (min5.Count() == 0)
{
dc.OHLC_5();
}
else
{
var firstinDB = min5.AsEnumerable().First().Stamp;
var lastinDB = min5.AsEnumerable().Last().Stamp;
if (firstinDB > Start) dc.OHLC_5();
if (lastinDB < End) dc.OHLC_5();
}
}
if (T == GlobalObjects.TimeInterval.Minute_10)
{
var min10 = dc.OHLC_10_Minutes;
if (min10.Count() == 0)
{
dc.OHLC_10();
}
else
{
var firstinDB = dc.OHLC_10_Minutes.AsEnumerable().First().Stamp;
var lastinDB = dc.OHLC_10_Minutes.AsEnumerable().Last().Stamp;
if (firstinDB > Start) dc.OHLC_10();
if (lastinDB < End) dc.OHLC_10();
}
}
if (T == GlobalObjects.TimeInterval.Hour_1)
{
dc.OHLC_Hour_1();
}
}
if (T == GlobalObjects.TimeInterval.Minute_2)
{
var result = from q in dc.OHLC_2_Minutes
where q.Stamp > Start && q.Stamp < End
select new { q.Stamp, q.O, q.H, q.L, q.C, q.Instrument };
foreach (var v in result)
{
Price p = new Price();
p.Close = v.C;
p.Open = v.O;
p.High = v.H;
p.Low = v.L;
p.TimeStamp = v.Stamp;
p.InstrumentName = v.Instrument;
prices.Add(p);
}
}
if (T == GlobalObjects.TimeInterval.Minute_5)
{
var result = from q in dc.OHLC_5_Minutes
where q.Stamp > Start && q.Stamp < End
select new { q.Stamp, q.O, q.H, q.L, q.C, q.Instrument };
foreach (var v in result)
{
Price p = new Price();
p.Close = v.C;
p.Open = v.O;
p.High = v.H;
p.Low = v.L;
p.TimeStamp = v.Stamp;
p.InstrumentName = v.Instrument;
prices.Add(p);
}
}
if (T == GlobalObjects.TimeInterval.Minute_10)
{
var result = from q in dc.OHLC_10_Minutes
where q.Stamp > Start && q.Stamp < End
select new { q.Stamp, q.O, q.H, q.L, q.C, q.Instrument };
foreach (var v in result)
{
Price p = new Price();
p.Close = v.C;
p.Open = v.O;
p.High = v.H;
p.Low = v.L;
p.TimeStamp = v.Stamp;
p.InstrumentName = v.Instrument;
prices.Add(p);
}
}
if (T == GlobalObjects.TimeInterval.Hour_1)
{
var result = from q in dc.OHLC_1_Hours
where q.Stamp > Start && q.Stamp < End
select new { q.Stamp, q.O, q.H, q.L, q.C, q.Instrument };
foreach (var v in result)
{
Price p = new Price();
p.Close = v.C;
p.Open = v.O;
p.High = v.H;
p.Low = v.L;
p.TimeStamp = v.Stamp;
p.InstrumentName = v.Instrument;
prices.Add(p);
}
}
if (reverseList) prices.Reverse();
return prices;
}
static public void get_10min_high_low_from_ticks(out double High, out double Low)
{
try
{
//get 10 min high
AlsiDBDataContext dc = new AlsiDBDataContext();
dc.Connection.ConnectionString = AlsiUtils.Data_Objects.GlobalObjects.CustomConnectionString;
var last = (from q in dc.OHLC_10_Minutes
orderby q.Stamp descending
select new { q.Stamp, q.L }).Take(2);
List<DateTime> dt = new List<DateTime>();
foreach (var v in last)
{
dt.Add(v.Stamp);
//Debug.WriteLine("LAST : " + v);
}
var high = (from q in dc.RawTicks
where q.Stamp > dt[0]
select q.Price).Max();
var low = (from q in dc.RawTicks
where q.Stamp > dt[0]
select q.Price).Min();
//Debug.WriteLine("High From Tick " + high);
//Debug.WriteLine("Low From Tick " + low);
High = Convert.ToDouble(high);
Low = Convert.ToDouble(low);
}
catch (Exception ex)
{
Debug.WriteLine("get_10min_high_low_from_ticks DATA BASE BUSY : " + ex.Message);
High = 0;
Low = 0;
}
}
static public void get_10min_high_low_from_ticks_Prev_TimeFrame(out double High, out double Low)
{
try
{
//get 10 min high
AlsiDBDataContext dc = new AlsiDBDataContext();
dc.Connection.ConnectionString = AlsiUtils.Data_Objects.GlobalObjects.CustomConnectionString;
var last = (from q in dc.OHLC_10_Minutes
orderby q.Stamp descending
select new { q.Stamp, q.L, q.H, q.C }).Take(2);
List<DateTime> dt = new List<DateTime>();
High = 0;
Low = 0;
foreach (var v in last)
{
dt.Add(v.Stamp);
//Debug.WriteLine(v.Stamp + " Last " + v.C + " High : " + v.H + " Low : " + v.L);
High = Convert.ToDouble(v.H);
Low = Convert.ToDouble(v.L);
}
}
catch (Exception ex)
{
Debug.WriteLine("get_10min_high_low_from_ticks DATA BASE BUSY : " + ex.Message);
High = 0;
Low = 0;
}
}
static public void insertTicks(DateTime Stamp, int Price)
{
AlsiDBDataContext dc = new AlsiDBDataContext();
int p = Price;
RawTick c = new RawTick
{
Stamp = Stamp,
Price = p
};
dc.RawTicks.InsertOnSubmit(c);
dc.SubmitChanges();
}
static public List<Trade> GetTradeLogFromDatabase(int numberofLogs)
{
List<Trade> logdata = new List<Trade>();
try
{
AlsiDBDataContext dc = new AlsiDBDataContext();
dc.Connection.ConnectionString = AlsiUtils.Data_Objects.GlobalObjects.CustomConnectionString;
var count = (from p in dc.TradeLogs
select (p.Time)).Count();
var result = (from q in dc.TradeLogs
orderby q.Time ascending
select new { q.Time, q.BuySell, q.Reason, q.Price, q.Volume, q.ForeColor, q.BackColor })
.Skip(count - numberofLogs)
.Take(numberofLogs);
foreach (var v in result)
{
Trade l = new Trade();
l.TimeStamp = (DateTime)v.Time;
// l.BuyorSell = v.BuySell;
// l.TradeReason = v.Reason;
l.TradedPrice = (double)v.Price;
l.TradeVolume = (int)v.Volume;
l.ForeColor = Color.FromName(v.ForeColor);
l.BackColor = Color.FromName(v.BackColor);
logdata.Add(l);
}
return logdata;
}
catch (Exception ex)
{
return logdata;
}
}
private void SetOHLC_IntraTrade_SingleTradePL()
{
var tpl = new List<ProfitAlgoLayer.TakeProfitTrade>();
StreamWriter sr = new StreamWriter(@"d:\ohlcPL2.csv");
int C = _CompletedTrades.Count;
double totProfit = 0;
double start = 0;
var dc = new AlsiDBDataContext();
var M = dc.OHLC_5_Minutes.ToList();
for (int i = 1; i < C; i++)
{
var pl5 = from x in _FullTradeList
where x.TimeStamp >= _CompletedTrades[i].OpenTrade.TimeStamp && x.TimeStamp <= _CompletedTrades[i].CloseTrade.TimeStamp
select x;
tpl = pl5.ToList();
if (tpl.Count > 1)
{
foreach (var v in tpl)
{
var f = M.Where(z => z.Stamp == v.TimeStamp).First();
var market = new Price(f.Stamp, f.O, f.H, f.L, f.C, f.Instrument);
start = tpl.First().TradedPrice;
double o = 0;
if (tpl[0].Reason == Trade.Trigger.OpenShort) o = (start - market.Open) ;
if (tpl[0].Reason == Trade.Trigger.OpenLong) o = (market.Open - start) ;
double h = 0;
if (tpl[0].Reason == Trade.Trigger.OpenShort) h = (start - market.High) ;
if (tpl[0].Reason == Trade.Trigger.OpenLong) h = (market.High - start) ;
double l = 0;
if (tpl[0].Reason == Trade.Trigger.OpenShort) l = (start - market.Low) ;
if (tpl[0].Reason == Trade.Trigger.OpenLong) l = (market.Low - start) ;
double c = 0;
if (tpl[0].Reason == Trade.Trigger.OpenShort) c = (start - market.Close) ;
if (tpl[0].Reason == Trade.Trigger.OpenLong) c = (market.Close - start) ;
var P = new Price();
P.TimeStamp = market.TimeStamp;
P.Open = o;
P.High = h;
P.Low = l;
P.Close = c;
if (v.TimeStamp == tpl.Last().TimeStamp)
{
totProfit += tpl.Last().RunningProfit;
}
OHLC_LIST.Add(P);
sr.WriteLine(P.TimeStamp.Date
+","+P.TimeStamp
+","+v.Reason
+ "," + P.Open
+ "," + P.High
+ "," + P.Low
+ "," + P.Close
+ "," + 0
+ "," + market.Open
+ "," + market.High
+ "," + market.Low
+ "," + market.Close
+ "," + totProfit
);
}
//Debug.WriteLine(P.Close);
// Debug.WriteLine(i + "," + (o + tpl[0].RunningTotalProfit_New) + "," + (h + tpl[0].RunningTotalProfit_New) + "," + (l + tpl[0].RunningTotalProfit_New) + "," + (c + tpl[0].RunningTotalProfit_New));
// Debug.WriteLine(i + "," + P.Open + "," + "," + P.High + "," + P.Low + "," + P.Close);
}
}
sr.Close();
}
private void ViewDBPrices(int N, DataBase.dataTable Table)
{
AlsiDBDataContext dc = new AlsiDBDataContext();
if (Table == DataBase.dataTable.MasterMinute)
{
int count = dc.MasterMinutes.Count();
DBPricesGridView.DataSource = dc.MasterMinutes.Skip(count - N).OrderByDescending(z => z.Stamp);
}
if (Table == DataBase.dataTable.AllHistory)
{
int count = dc.AllHistoricMinutes.Count();
DBPricesGridView.DataSource = dc.AllHistoricMinutes.Skip(count - N).OrderByDescending(z => z.Stamp);
}
}
private void TableMastrMinRadioButton_CheckedChanged(object sender, EventArgs e)
{
AlsiDBDataContext dc = new AlsiDBDataContext();
int x = dc.MasterMinutes.Count();
VieDBNumericUpDown.Maximum = x;
dbPriceCountLabel.Text = "Datapoints : " + x.ToString();
}
public static void UpdatetoMinuteImport()
{
AlsiDBDataContext dc = new AlsiDBDataContext();
dc.Connection.ConnectionString = GlobalObjects.CustomConnectionString;
dc.ClearImportTable();
decimal progress = 0;
decimal totProgress = GlobalObjects.Points.Count;
foreach (Price price in GlobalObjects.Points)
{
int open = (int)price.Open;
int high = (int)price.High;
int low = (int)price.Low;
int close = (int)price.Close;
int volume = (int)price.Volume;
ImportMinute c = new ImportMinute
{
Stamp = price.TimeStamp,
O = open,
H = high,
L = low,
C = close,
V = volume,
Instrument = price.InstrumentName
};
dc.ImportMinutes.InsertOnSubmit(c);
dc.SubmitChanges();
progress++;
int p = Convert.ToInt16(100 * (progress / totProgress));
}
GlobalObjects.Points.Clear();
dc.UpadteImport();
dc.CleanUp();
}