/// <summary>
/// Callback method for Ticker edit box.
/// Inputs the value of the ticker for which data is imported.
/// </summary>
/// <param name="control">Exposes method to ribbon</param>
/// <param name="text">Value in the edit box</param>
public void GetTickerValue(CustomUI.IRibbonControl control, string text)
{
if (!string.IsNullOrEmpty(text))
{
this._ticker = text;
}
}
/// <summary>
/// Callback method for Launch MA Test button.
/// Launches the MA strategy backtest.
/// </summary>
/// <param name="control">Exposes method to ribbon</param>
public void TestMovingAverage(CustomUI.IRibbonControl control)
{
#region TestMovingAverage sanity checks
// --> On imported data
var importer = DataImporter.DataImporter.Instance;
List <DataTypes.Quote> data = importer.GetData();
if (data == null)
{
MessageBox.Show("Please import data before lauching test");
return;
}
// --> On strategy parameters
if (this._maAmount == null)
{
MessageBox.Show("Please input amount to invest in strategy");
return;
}
if (this._maLongLevel == null)
{
MessageBox.Show("Please input Moving Average Long Level in strategy");
return;
}
if (this._maShortLevel == null)
{
MessageBox.Show("Please input Moving Average Short Level parameter");
return;
}
if (this._maTakeProfitInBps == null)
{
MessageBox.Show("Please input Moving Average Take Profit parameter");
return;
}
#endregion
// Compute the backtest and get the results
var strategy = new TradeStrategyLib.Models.MAStrategy((int)this._maShortLevel, (int)this._maLongLevel,
(double)this._maAmount, (double)this._maTakeProfitInBps);
var backtest = new StrategyBacktester(strategy, data);
backtest.Compute();
List <double> pnlHistory = backtest.GetPnLHistory();
if (!pnlHistory.Any())
{
MessageBox.Show("Moving average strategy did not generate any trades on this" +
" time interval");
return;
}
List <DateTime> dates = backtest.GetDates();
double totalPnl = backtest.GetTotalPnl();
double? maxDD = backtest.GetMaximumDrawdown();
double vol = backtest.GetStrategyVol();
// Write the results
DataWriter.WriteBacktestResults("Moving Average", totalPnl, maxDD, vol, pnlHistory, dates);
// Ensure all COM objects are released
GC.Collect();
GC.WaitForPendingFinalizers();
}
/// <summary>
/// 点击按钮调用
/// </summary>
/// <param name="control"></param>
public void OnWnl_Click(ExcelDna.Integration.CustomUI.IRibbonControl control)
{
string exePath = "sxwnl.exe";
if (File.Exists(exePath))
{
File.Delete(exePath);
}
//将资源内的exe文件临时存放在文件夹下
FileStream str = new FileStream(exePath, FileMode.OpenOrCreate);
str.Write(Resource1.sxwnl, 0, Resource1.sxwnl.Length);
str.Close();
// System.Windows.Forms.MessageBox.Show("点击了1");
System.Diagnostics.Process myProcess = new System.Diagnostics.Process();
try
{
myProcess.StartInfo.UseShellExecute = false;
myProcess.StartInfo.FileName = exePath;
myProcess.StartInfo.CreateNoWindow = true;
myProcess.Start();
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
/// <summary>
/// Callback method for Launch All button.
/// Creates Task objects for each strategy backtest and runs them
/// asynchronously on a ThreadPool by calling the Run method.
/// Method is safe as long as <see cref="XLSingleton"/>
/// and <see cref="DataWriter"/> implemenations remain thread-safe.
/// </summary>
/// <param name="control">Exposes the method to the ribbon</param>
public void OnLaunchAllPress(CustomUI.IRibbonControl control)
{
// Launch all tasks
Task movingAverageWorker = Task.Run(() => TestMovingAverage(control));
Task parabolicSARWorker = Task.Run(() => TestParabolicSAR(control));
Task bollingerWorker = Task.Run(() => TestBollinger(control));
// Make sure tasks have been completed. If not, .GetResult() propagates
// the original exception instead of the AggregatedExceptionResult usually
// propragated by tasks
var movingAverageAwaiter = movingAverageWorker.GetAwaiter();
movingAverageAwaiter.OnCompleted(() =>
{
try
{
movingAverageAwaiter.GetResult();
}
catch (Exception e)
{
MessageBox.Show("Moving Average calculation failed. Error message : " + e.Message);
}
});
var parabolicSARAwaiter = parabolicSARWorker.GetAwaiter();
parabolicSARAwaiter.OnCompleted(() =>
{
try
{
parabolicSARAwaiter.GetResult();
}
catch (Exception e)
{
MessageBox.Show("Parabolic SAR calculation failed. Error message : " + e.Message);
}
});
var bollingerAwaiter = bollingerWorker.GetAwaiter();
bollingerAwaiter.OnCompleted(() =>
{
try
{
bollingerAwaiter.GetResult();
}
catch (Exception e)
{
MessageBox.Show("Bollinger calculation failed. Error message : " + e.Message);
;
}
});
// Ensure all COM objects are released
GC.Collect();
GC.WaitForPendingFinalizers();
}
public void OnImportDataPress(CustomUI.IRibbonControl control)
{
// Get instance of importer
var importer = DataImporter.Instance;
importer.ImportData(_ticker, _startDate, _endDate);
//Model.TimeSeriesEntry[] data = importer.GetData();
var data = importer.GetData();
DataWriter.WriteStockData(_ticker, data);
}
/// <summary>
/// 动态控制选项卡显隐状态
/// </summary>
/// <param name="control">ExcelDNA中的选项卡</param>
/// <param name="pressed">boot型</param>
public void OAcheckBoxShowTab(ExcelDna.Integration.CustomUI.IRibbonControl control, bool pressed)
{
switch (control.Id)
{
case "checkBoxShowTabHomeb":
TabHomebool = pressed;
break;
case "checkBoxShowTabInsert":
TabInsertbool = pressed;
break;
case "checkBoxShowTabPageLayoutExcel":
TabPageLayoutExcelbool = pressed;
break;
case "checkBoxShowTabFormulas":
TabFormulasbool = pressed;
break;
case "checkBoxShowTabData":
TabDatabool = pressed;
break;
case "checkBoxShowTabReview":
TabReviewbool = pressed;
break;
case "checkBoxShowTabView":
TabViewbool = pressed;
break;
case "checkBoxShowTabDeveloper":
TabDeveloperbool = pressed;
break;
case "checkBoxShowTabAddIns":
TabAddInsbool = pressed;
break;
case "checkBoxShowTabIcons":
TabIconsbool = pressed;
break;
case "checkBoxShowTabAgur":
TabAgurbool = pressed;
break;
default:
break;
}
this.ribbon.Invalidate();
}
/// <summary>
/// Callback method for Start Date edit box.
/// Inputs the value in the box and casts it to DateTime object.
/// </summary>
/// <param name="control">Exposes method to ribbon</param>
/// <param name="text">Value in the edit box</param>
public void GetStartDateValue(CustomUI.IRibbonControl control, string text)
{
try
{
if (!string.IsNullOrEmpty(text))
{
this._startDate = DateTime.Parse(text, this._culture);
}
}
catch (FormatException e)
{
MessageBox.Show(e.Message);
}
}
/// <summary>
/// Callback method for Parabolic SAR Take Profit Level edit box.
/// Inputs the value in the edit box and casts it to double.
/// </summary>
/// <param name="control">Exposes method to the ribbon</param>
/// <param name="text">Value in the edit box</param>
/// <exception cref="MessageBox">Shows message box on FormatException</exception>
public void GetSARTakeProfitValue(CustomUI.IRibbonControl control, string text)
{
try
{
if (!string.IsNullOrEmpty(text))
{
this._SARTakeProfitInBps = double.Parse(text);
}
}
catch (FormatException e)
{
MessageBox.Show(e.Message);
}
}
/// <summary>
/// Callback method for Maximum Accelerator Factor edit box.
/// Inputs the value in the edit box and casts it to double.
/// </summary>
/// <param name="control">Exposes method to the ribbon</param>
/// <param name="text">Value in the edit box</param>
/// <exception cref="MessageBox">Shows message box on FormatException</exception>
public void GetSARMaxAccFactorValue(CustomUI.IRibbonControl control, string text)
{
try
{
if (!string.IsNullOrEmpty(text))
{
this._SARMaxAccFactorLevel = double.Parse(text);
}
}
catch (FormatException e)
{
MessageBox.Show(e.Message);
}
}
/// <summary>
/// Callback method for Bollinger Amount edit box.
/// Inputs the value in the edit box and casts it to double.
/// </summary>
/// <param name="control">Exposes method to the ribbon</param>
/// <param name="text">Value in the edit box</param>
/// <exception cref="MessageBox">Shows message box on FormatException</exception>
public void GetBolAmountValue(CustomUI.IRibbonControl control, string text)
{
try
{
if (!string.IsNullOrEmpty(text))
{
this._bolAmount = double.Parse(text);
}
}
catch (FormatException e)
{
MessageBox.Show(e.Message);
}
}
/// <summary>
/// Callback method for MA Long Level edit box.
/// Inputs the value in the edit box and casts it to double.
/// </summary>
/// <param name="control">Exposes method to the ribbon</param>
/// <param name="text">Value in the edit box</param>
/// <exception cref="MessageBox">Shows message box on FormatException</exception>
public void GetMALongLevelValue(CustomUI.IRibbonControl control, string text)
{
try
{
if (!string.IsNullOrEmpty(text))
{
this._maLongLevel = int.Parse(text);
}
}
catch (FormatException e)
{
MessageBox.Show(e.Message);
}
}
/// <summary>
/// Callback method for Import Data button.
/// Gets the requested data for backtesting and writes it to a new worksheet.
/// </summary>
/// <param name="control">Exposes method to ribbon</param>
public void OnImportDataPress(CustomUI.IRibbonControl control)
{
// Get instance of importer
var importer = DataImporter.DataImporter.Instance;
importer.ImportData(_ticker, _startDate, _endDate);
// Get the data and write it
var data = importer.GetData();
DataWriter.WriteStockData(_ticker, data);
// Ensure all COM objects are released
GC.Collect();
GC.WaitForPendingFinalizers();
}
/// <summary>
/// 选项卡控制勾选标识
/// </summary>
/// <param name="control"></param>
/// <returns></returns>
public bool checkBoxShowTabgetPressed(ExcelDna.Integration.CustomUI.IRibbonControl control)
{
switch (control.Id)
{
case "checkBoxShowTabHomeb":
return(TabHomebool);
case "checkBoxShowTabInsert":
return(TabInsertbool);
case "checkBoxShowTabPageLayoutExcel":
return(TabPageLayoutExcelbool);
case "checkBoxShowTabFormulas":
return(TabFormulasbool);
case "checkBoxShowTabData":
return(TabDatabool);
case "checkBoxShowTabReview":
return(TabReviewbool);
case "checkBoxShowTabView":
return(TabViewbool);
case "checkBoxShowTabDeveloper":
return(TabDeveloperbool);
case "checkBoxShowTabAddIns":
return(TabAddInsbool);
case "checkBoxShowTabIcons":
return(TabIconsbool);
case "checkBoxShowTabAgur":
return(TabAgurbool);
default:
return(false);
}
}
/// <summary>
/// 显示内置图标回调
/// </summary>
/// <param name="control"></param>
/// <param name="selectedId"></param>
/// <param name="selectedIndex"></param>
public void OAShowImageMso(ExcelDna.Integration.CustomUI.IRibbonControl control, string selectedId, int selectedIndex)//命名要与xml中一致
{
Microsoft.Office.Interop.Excel.Range ActiveCell = (Microsoft.Office.Interop.Excel.Range)xlApp.ActiveCell;
ActiveCell.Value = selectedId;
}
public void OnShowUserInfo(ExcelDna.Integration.CustomUI.IRibbonControl control)
{
MessageBox.Show("Angemeldeter User: " + Environment.UserName);
}
public void OnShowDataBrowser(ExcelDna.Integration.CustomUI.IRibbonControl control)
{
CTPManager.ShowCTP();
}
/// <summary>
/// Callback method for Launch MA Test button.
/// Launches the MA strategy backtest.
/// </summary>
/// <param name="control">Exposes method to ribbon</param>
public void TestParabolicSAR(CustomUI.IRibbonControl control)
{
#region TestParabolicSAR sanity checks
// --> On imported data
var importer = DataImporter.DataImporter.Instance;
List <DataTypes.Quote> data = importer.GetData();
if (data == null)
{
MessageBox.Show("Please import data before lauching test");
return;
}
// --> On strategy parameters
if (this._SARAmount == null)
{
MessageBox.Show("Please input amount to invest in strategy");
return;
}
if (this._SARAccFactorLevel == null)
{
MessageBox.Show("Please input Accelerator Factor parameter");
return;
}
if (this._SARMaxAccFactorLevel == null)
{
MessageBox.Show("Please input Maximum Accelerator Factor parameter");
return;
}
if (this._SARTakeProfitInBps == null)
{
MessageBox.Show("Please input SAR Take Profit parameter");
return;
}
#endregion
// Compute the backtest and get the results
var Strategy = new TradeStrategyLib.Models.ParabolicSARStrategy((double)this._SARAccFactorLevel,
(double)this._SARMaxAccFactorLevel,
(double)this._SARAccFactorStep,
(double)this._SARAmount,
(double)this._SARTakeProfitInBps);
var Backtest = new StrategyBacktester(Strategy, data);
Backtest.Compute();
List <double> pnlHistory = Backtest.GetPnLHistory();
if (!pnlHistory.Any())
{
MessageBox.Show("Parabolic SAR strategy did not generate any trades " +
"in this time interval.");
return;
}
List <DateTime> dates = Backtest.GetDates();
double totalPnl = Backtest.GetTotalPnl();
double? maxDD = Backtest.GetMaximumDrawdown();
double vol = Backtest.GetStrategyVol();
// Write the results
DataWriter.WriteBacktestResults("Parabolic SAR", totalPnl, maxDD, vol, pnlHistory, dates);
// Ensure COM objects are released
GC.Collect();
GC.WaitForPendingFinalizers();
}
