public void RequestBarIB(int routeId, int conId, DateTime endDate)
{
Contract histContract = new Contract
{
Symbol = DataRequests.GetSymbol(conId),
ConId = conId,
Exchange = "SMART",
PrimaryExch = "ISLAND",
SecType = "STK",
Currency = "USD"
};
Security tempSecurity = new Security
{
Symbol = DataRequests.GetSymbol(conId),
ConId = conId,
SecType = Security.SecurityType.STK,
};
if (!BlackList.Contains(tempSecurity))
{
int reqId = myRequests.NextReqId;
myRequests.Add(reqId, routeId, conId, histContract.Symbol);
string date = endDate.Date.AddDays(1).ToString("yyyyMMdd HH:mm:ss");
Program.myIB.ibClient.ClientSocket.reqHistoricalData(reqId, histContract, date, "1 D", "1 day", "TRADES", 1, 1, false, null);
}
}
public static void CheckAllTradingDays()
{
Log.Info(3, string.Format("Start CheckAllTradingDays"));
foreach (Security tempSecurity in IB.masterSecurityList.Contracts.ToList())
{
DataRequests.GetAllBars(tempSecurity.Symbol).CheckTradingDays();
}
Log.Info(3, string.Format("End CheckAllTradingDays"));
}
public static void RedoByYear()
{
int counter = 1;
int routeId = 0;
int numUpdated = 0;
DateTime cutoffDate = new DateTime(2015, 1, 1);
DateTime startDate = new DateTime(2017, 01, 01);
DateTime endDate = new DateTime(2017, 12, 31);
DateTime startTime = DateTime.Now;
DateTime currentTime;
TimeSpan elapsedTime;
string duration = TradingTime.GetNumTradingDays(startDate, endDate).ToString() + " D";
int numberSecurities = IB.masterSecurityList.Contracts.Count();
Log.Info(3, string.Format("Start RedoByYear"));
foreach (Security tempSecurity in IB.masterSecurityList.Contracts.ToList())
{
#region Calculate Time Remaining
currentTime = DateTime.Now;
elapsedTime = currentTime - startTime;
string elapsed = string.Format("E={0:D2}:{1:D2}:{2:D2}", elapsedTime.Hours, elapsedTime.Minutes, elapsedTime.Seconds);
TimeSpan timeLeft = (numberSecurities - counter) * (elapsedTime / counter);
string Remaining = string.Format("Remaining={0:D2}:{1:D2}:{2:D2}", timeLeft.Hours, timeLeft.Minutes, timeLeft.Seconds);
double percentCompleted = counter / numberSecurities;
Log.Data(1, string.Format("{0,-10} {1,-10} ActiveReq={2,2} OpenReq={2,2} " + elapsed + " " + Remaining, tempSecurity.Symbol, tempSecurity.ConId, Program.myIB.myRequests.NumActiveRequests, Program.myIB.myRequests.NumOpenRequests));
counter++;
#endregion Calculate Time Remaining
BarDataList myBDL = new BarDataList();
myBDL = DataRequests.GetAllBars(tempSecurity.Symbol);
int numBadEditDates = myBDL.getNumBadEditDates(startDate, endDate, cutoffDate);
if (numBadEditDates > 14)
{
numUpdated++;
Program.myIB.RequestBarIB(routeId, tempSecurity.ConId, tempSecurity.Symbol, endDate.ToString("yyyyMMdd hh:MM:ss"), duration);
Log.Info(3, string.Format("RedoByYear Requesting Symbol= {0,-10} Bad Edits={1,-5}", tempSecurity.Symbol, numBadEditDates));
Thread.Sleep(Program.myIB.myRequests.DelayTime);
}
else
{
Log.Info(3, string.Format("RedoByYear Skipping Symbol={0,-10} Bad Edits={1,-5}", tempSecurity.Symbol, numBadEditDates));
}
}
Log.Info(3, string.Format("End RedoByYear - Updated={0} Total={1}", numUpdated, numberSecurities));
}
public static void RedoByEditdate()
{
int counter = 1;
int numUpdated = 0;
int routeId = 0;
DateTime startTime = DateTime.Now;
DateTime currentTime;
DateTime cutoffDate;
TimeSpan elapsedTime;
//foreach (Security tempSecurity in IB.masterSecurityList.Contracts.AsEnumerable().Reverse().ToList())
Log.Info(3, string.Format("Start RedoByEditdate"));
int numberSecurities = IB.masterSecurityList.Contracts.Count();
foreach (Security tempSecurity in IB.masterSecurityList.Contracts.ToList())
{
#region Calculate Time Remaining
currentTime = DateTime.Now;
elapsedTime = currentTime - startTime;
string Elapsed = string.Format("Elapsed={0:D2}:{1:D2}:{2:D2}", elapsedTime.Hours, elapsedTime.Minutes, elapsedTime.Seconds);
TimeSpan timeLeft = (numberSecurities - counter) * (elapsedTime / counter);
string Remaining = string.Format("Remaining={0:D2}:{1:D2}:{2:D2}:{3:D2}", timeLeft.Days, timeLeft.Hours, timeLeft.Minutes, timeLeft.Seconds);
double percentCompleted = counter / numberSecurities;
Log.Data(1, string.Format("Symbol={0,-10} ConId={1,-10} requests={2,2} " + Elapsed + " " + Remaining, tempSecurity.Symbol, tempSecurity.ConId, Program.myIB.myRequests.NumOpenRequests));
counter++;
#endregion Calculate Time Remaining
BarDataList myBDL = new BarDataList();
myBDL = DataRequests.GetAllBars(tempSecurity.Symbol);
foreach (BarDataItem tempBar in myBDL.Items)
{
cutoffDate = tempBar.Time.AddDays(7);
if (tempBar.EditTime < cutoffDate && DateTime.Now > cutoffDate)
{
Program.myIB.RequestBarIB(routeId, myBDL.ConId, tempBar.Time);
numUpdated++;
Thread.Sleep(Program.myIB.myRequests.DelayTime);
}
}
}
Log.Info(3, string.Format("End RedoByEditdate - {0} Updated", numUpdated));
}
/// <summary>
/// Deletes from DB is average daily volume fals below minVolume and saves data to file
/// </summary>
/// <param name="minVolume">The minimun volume to delete</param>
public static void DeleteVolume(int minVolume)
{
int count = 0;
foreach (Security tempSecurity in IB.masterSecurityList.Contracts.ToList())
{
int avgVol = DataRequests.GetAverageVolume(tempSecurity.Symbol, 100);
if ((avgVol < minVolume) && (avgVol != -1))
{
Log.Info(2, string.Format("DeleteVolume Conid={0,-10} Symbol={1,-8} Avg. Vol={2,-8} Count={3,-4}", tempSecurity.ConId, tempSecurity.Symbol, avgVol, count++));
SaveData(tempSecurity.Symbol);
Delete(tempSecurity);
}
}
}
public static void Main(string[] args)
{
// Third Branch
myIB = new IB();
//myIB.myScanner.ScanOn();
string previousDay = TradingTime.PreviousTradingDay(DateTime.Now).ToString("yyyy-MM-dd");
string currentDay = DateTime.Now.ToString("yyyy-MM-dd");
while (TradingTime.IsPreOpening)
{
TradingTime.Display();
MSQL.DailyUpdate();
DataRequests.GetMostActive(previousDay, 150).Reverse().DisplayScreen();
Console.WriteLine("MaxActiveRequests= {0} MaxOpenRequests= {1} OldestRequest= {2}", myIB.myRequests.MaxActiveRequests, myIB.myRequests.MaxOpenRequests, myIB.myRequests.OldestRequest);
}
while (TradingTime.IsMarketOpen)
{
TradingTime.Display();
MSQL.DailyUpdate();
DataRequests.GetMostActive(currentDay, 150).Reverse().DisplayScreen();
Console.WriteLine("MaxActiveRequests= {0} MaxOpenRequests= {1} OldestRequest= {2}", myIB.myRequests.MaxActiveRequests, myIB.myRequests.MaxOpenRequests, myIB.myRequests.OldestRequest);
}
while (TradingTime.IsAfterClose)
{
TradingTime.Display();
MSQL.RedoByEditdate();
MSQL.CheckAllTradingDays();
MSQL.DeleteVolume(1200);
MSQL.DailyUpdate();
DataRequests.GetMostActive(currentDay, 150).Reverse().DisplayScreen();
Console.WriteLine("MaxActiveRequests= {0} MaxOpenRequests= {1} OldestRequest= {2}", myIB.myRequests.MaxActiveRequests, myIB.myRequests.MaxOpenRequests, myIB.myRequests.OldestRequest);
}
myIB.ShutDown();
}
/// <summary>
/// Attempts to add a SecurityList to the database
/// </summary>
/// <param name="newSecurityList"></param>
/// <returns></returns>
public static int AddSecurityList(SecurityList newSecurityList)
{
int numberAdded = 0;
Stopwatch stopwatch = new Stopwatch();
stopwatch.Start();
Log.Info(0, string.Format("Start AddList"));
foreach (Security addSecurity in newSecurityList.Contracts)
{
if (DataRequests.GetSymbol(addSecurity.ConId) == null)
{
if (AddSecurity(addSecurity))
{
numberAdded++;
}
}
}
stopwatch.Stop();
Log.Info(0, string.Format("End AddList - Added {0} Time={1}", numberAdded, stopwatch.Elapsed.TotalMilliseconds));
return(numberAdded);
}
private static void SaveData(string symbol)
{
string dataFileName = symbol + ".txt";
// Set a variable to the Documents path.
string myDocumentsPath = Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments);
// Set a variable to the Stocks path.
myDocumentsPath = "D:\\OneDrive\\Stocks\\Deleted\\";
// Use full path to create a handle to the error file
System.IO.StreamWriter dataFile = new StreamWriter(Path.Combine(myDocumentsPath, dataFileName), false);
BarDataList mBarDataList = new BarDataList();
mBarDataList = DataRequests.GetAllBars(symbol);
foreach (BarDataItem mItem in mBarDataList.Items)
{
dataFile.WriteLine(string.Format("{0:MM/dd/yyyy} {1:0.000} {2:0.000} {3:0.000} {4:0.000} {5,-8} {6:yyyyMMdd HH:mm:ss}",
mItem.Time, mItem.Open, mItem.High, mItem.Low, mItem.Close, mItem.Volume, mItem.EditTime));
}
dataFile.Close();
}
/// <summary>
/// Load all of the values from the MSQL database
/// </summary>
public void LoadAll()
{
this.Contracts = DataRequests.GetAllSecurities().Contracts;
}