public static string IsCall(StockValue a, EMAValues b) // DateTime date, decimal open, decimal high, decimal low, decimal close, decimal volume, decimal body, decimal size, decimal ema)
{
if ((a.Date.Hour + a.Date.Minute) != 24 && Math.Abs(a.Body) > (a.Low * BodySize))
{
if ((a.Open < a.Close) && (b.EMA > a.Open) && (b.EMA < a.Close)) // && (c.EMA > a.Open) && (c.EMA < a.Close))
{
return("BUY");
}
if ((a.Open >= a.Close) && (b.EMA > a.Close) && (b.EMA < a.Open)) // && (c.EMA > a.Close) && (c.EMA < a.Open))
{
return("SELL");
}
}
return(string.Empty);
}
public static StockValue FromCsv(string csvLine)
{
string[] values = csvLine.Split(',');
StockValue dailyValues = new StockValue();
dailyValues.Date = Convert.ToDateTime(values[0]).AddMinutes(570);
dailyValues.Open = Convert.ToDecimal(values[1]);
dailyValues.High = Convert.ToDecimal(values[2]);
dailyValues.Low = Convert.ToDecimal(values[3]);
dailyValues.Close = Convert.ToDecimal(values[4]);
dailyValues.Volume = Convert.ToDecimal(values[5]);
dailyValues.Body = dailyValues.Close - dailyValues.Open;
dailyValues.Size = dailyValues.High - dailyValues.Low;
return(dailyValues);
}
public List <StockCall> GetStockPrice(Script script)
{
string CSV_Price = Master.GetData(URL_StockPrice.Replace(APIKEY, script.key).Replace(SYMBOL, script.Code).Replace(INTERVAL, "15min"), script);
string CSV_EMA_21 = Master.GetData(URL_EMA.Replace(APIKEY, script.key).Replace(SYMBOL, script.Code).Replace(INTERVAL, "15min").Replace(TIME_PERIOD, "21"), script);
List <StockValue> Price = CSV_Price
.Replace('\n', '\r')
.Split(new char[] { '\r' }, StringSplitOptions.RemoveEmptyEntries)
.Skip(1)
.Select(v => StockValue.FromCsv(v))
.ToList();
List <EMAValues> EMA_21 = CSV_EMA_21
.Replace('\n', '\r')
.Split(new char[] { '\r' }, StringSplitOptions.RemoveEmptyEntries)
.Skip(1)
.Select(v => EMAValues.FromCsv(v))
.ToList();
string easternZoneId = "Eastern Standard Time";
TimeZoneInfo easternZone = TimeZoneInfo.FindSystemTimeZoneById(easternZoneId);
var t = from a in Price
join b in EMA_21 on a.Date equals b.Date
//join c in EMA_9 on a.Date equals c.Date
//join d in VWAP on a.Date equals d.Date
select new StockCall
{
Stock = script.Code,
Date = a.Date,
Open = a.Open,
High = a.High,
Low = a.Low,
Close = a.Close,
Volume = a.Volume,
Body = a.Body,
Size = a.Size,
//EMA9 = c.EMA,
EMA21 = b.EMA,
//VWAP= d.VWAP,
LotSize = script.LotSize,
Call = Master.IsCall(a, b)
};
StringBuilder s = new StringBuilder();
s.Append("Date,Open,High,Low,Close,Volume,Body,Size,EMA9,EMA21,VWAP,Call,LotSize");
foreach (var item in t)
{
s.Append(Environment.NewLine + item.Date.ToString() + "," + item.Open.ToString("0.00") + "," + item.High.ToString("0.00") + "," + item.Low.ToString("0.00") + "," + item.Close.ToString("0.00") + "," + item.Volume.ToString("0.00") + "," + item.Body.ToString("0.00") + "," + item.Size.ToString("0.00") + "," + item.EMA9.ToString("0.00") + "," + item.EMA21.ToString("0.00") + "," + item.VWAP.ToString("0.00") + "," + item.Call + "," + item.LotSize.ToString("0"));
}
System.IO.File.WriteAllText(Path.Combine(_path, script.Code + "_" + script.ProxyDurty.ToString() + "_" + DateTime.Now.ToString("yyyyMMddHHmmss") + ".csv"), s.ToString());
var call = t.First();
if (call != null)
{
if (!string.IsNullOrEmpty(call.Call) && call.Date.Day == DateTime.Today.Day && call.Date.Month == DateTime.Today.Month)
{
call.AvgVolume = t.Average(a => a.Volume);
Master.Sendmail(call);
if (!File.Exists(Path.Combine(_path, "Tread_" + DateTime.Now.ToString("yyyyMMdd") + ".txt")))
{
System.IO.File.AppendAllText(Path.Combine(_path, "Tread_" + DateTime.Now.ToString("yyyyMMdd") + ".txt"), "Stock,Call,Date,Open,High,Low,Close,EMA21,Volume,Size,LotSize");
}
System.IO.File.AppendAllText(Path.Combine(_path, "Tread_" + DateTime.Now.ToString("yyyyMMdd") + ".txt"), Environment.NewLine + call.Print());
}
}
return(t.ToList());
}