public List<dateData> GetHistory_Web(Quote q)
{
long lastDate = q.LastDate;
if (lastDate == 0) {
return pWSD.GetHistory(q);
//return pWSD.GetHistory(q);
}
DateTime DTTo = DateTime.Now.ToLocalTime();
DTTo = DTTo.AddDays(-1);//as today will not be the histroy
long stampTo = Util.GetUnixTimeStamp(DTTo);
date dtFrom = Util.GetDate(lastDate);
DateTime DTFrom = new DateTime(dtFrom.year, dtFrom.month, dtFrom.day);
DTFrom = DTFrom.AddDays(1); //the bland data only begins from the next day (of the latest data we have)
long stampFrom = Util.GetUnixTimeStamp(DTFrom);
if (stampTo > stampFrom) {
date dFrom = Util.GetDate(stampFrom);
date dTo = Util.GetDate(stampTo);
return pWSD.GetHistory(q, dFrom, dTo);
//return pWSD_G.GetHistory(q, dFrom, dTo);
} else {
Output.Log(q.Describe + " already updated to latest : " + dtFrom);
}
return new List<dateData>();
}
public List<dateData> LoadHistory_DB(Quote q)
{
List<dateData> dataList = new List<dateData>();
string tblNm = GetTableNameHistory_DB(q);
if (!TableExist(tblNm))
return dataList;
SqliteConnection conn = null;
string sql = "";
try {
conn = new SqliteConnection(souce);
conn.Open();
SqliteCommand cmd = conn.CreateCommand();
sql = "select date, volume, open, high, low, close from " + tblNm + " order by date desc;";
cmd.CommandText = sql;
SqliteDataReader rdr = cmd.ExecuteReader();
while (rdr.Read()) {
dateData dd = new dateData();
dd._date = rdr.GetInt64(0);
dd._indic._volume = rdr.GetInt64(1);
dd._price._open = rdr.GetDouble(2);
dd._price._high = rdr.GetDouble(3);
dd._price._low = rdr.GetDouble(4);
dd._price._close = rdr.GetDouble(5);
dataList.Add(dd);
}
} catch (Exception e) {
Output.LogException(" sql (" + sql + ") error : " + e.Message);
}
if (conn != null)
conn.Close();
return dataList;
}
/// <summary>
/// Loads all empty quotes.
/// </summary>
/// <returns>
/// The all quotes only have basic information like code.
/// </returns>
public List<Quote> LoadQuotesInfo_DB()
{
List<Quote> allQ = new List<Quote>();
SqliteConnection conn = null;
string sql = "";
try {
conn = new SqliteConnection(souce);
conn.Open();
SqliteCommand cmd = conn.CreateCommand();
sql = "select si_market, si_code, si_name from " + TableNameInfo + ";";
cmd.CommandText = sql;
SqliteDataReader rdr = cmd.ExecuteReader();
information info = information.EMPTY;
int count = 0;
while (rdr.Read()) {
info._market._value = (market.type)rdr.GetInt32(0);
info.CodeInt = rdr.GetInt32(1);
info._name = rdr.GetString(2);
Quote q = new Quote(info);
allQ.Add(q);
Output.Log("" + ++count + " quotes loaded - " + q.Describe);
}
} catch (Exception e) {
Output.LogException("sql(" + sql + ") error : " + e.Message);
}
if (conn != null)
conn.Close();
return allQ;
}
public override string GetCode(Quote q)
{
switch(q.market._value)
{
case market.type.ShangHai: return q.CodeStr + ".ss";
case market.type.ShenZhen: return q.CodeStr + ".sz";
}
return "";
}
public void Calc_MA(Quote q)
{
Output.Log("calculate MA trend of " + q.Name);
if (q.History.Count == 0){
Output.Log(q.Describe + " has no history");
return;
}
DoCalc_MA(q);
}
public List<dateData> GetHistory(Quote q)
{
date dt;
dt.year = 0;
dt.month = 0;
dt.day = 0;
string code = _src.GetCode(q);
Output.Log("update quote " + q.Describe + " (desn't have all datas data)");
List<dateData> dataList = DoGetHistory(code, dt, dt);
return dataList;
}
private void DoCalc_MA(Quote q )
{
List<dateData> history = q.History;
ac_ma = Market.Static.ConnectAccount();
ac_ma.found = 100000; //starting found : 10W
int[] MADayUnit = new int[]{5, 10, 20, 60}; //a week
Dictionary<int, double> MAValue = new Dictionary<int, double>();
foreach (int ma in MADayUnit){
MAValue [ma] = 0;
}
for (int index = 0; index < history.Count; index++){
int count = index + 1;
dateData ddM = history [index];
double priceM = ddM._price._close;
Console.Write(priceM);
foreach (int ma in MADayUnit){
double maVal = MAValue [ma];
Output.LogNR(",");
if (count < ma){
maVal += priceM; //add only.
}
else{
if (count == ma){//calc 1st average
maVal += priceM;
maVal /= ma;
}
else{ //moving average
dateData ddM_n = history [index - ma];
double priceM_n = ddM_n._price._close;
maVal = maVal - (priceM_n / ma) + (priceM / ma);
}
maVal = Math.Round(maVal, 2);
Console.Write(maVal);
}
MAValue [ma] = maVal;
}//for
Output.Log("");
MA_FindSellBuyPoint(q, MAValue, priceM);
}
Output.Log("MA calc Finished. Found : " + ac_ma.found);
}
/// <summary>
/// Will replace the old entry.
/// </summary>
/// <param name='c'>
/// quote to save into DB.
/// </param>
public void SaveQuoteInfo_DB(Quote c)
{
CreateDBInformation();
SqliteConnection conn = null;
string sql = "";
try {
conn = new SqliteConnection(souce);
conn.Open();
SqliteCommand cmd = conn.CreateCommand();
sql = "insert or replace into " + TableNameInfo + " values(" + c.market + ", " + c.CodeInt + ", \"" + c.Name + "\");";
cmd.CommandText = sql;
cmd.ExecuteNonQuery();
} catch (Exception e) {
Output.LogException(" Save Quote Information error (Quest:" + c.Describe + "): " + e.Message);
}
if(conn != null ) conn.Close();
Output.Log(sql + "\n");
}
public virtual string GetCode(Quote q)
{
return q.CodeStr;
}
public List<dateData> GetHistory(Quote q, date date_from, date date_to)
{
string code = _src.GetCode(q);
Output.Log("update quote " + q.Describe + " (desn't have data " + date_from + " to " + date_to + ")");
return DoGetHistory(code, date_from, date_to);
}
private void MA_FindSellBuyPoint(Quote q, Dictionary<int, double> MAValue, double price)
{
double ma5 = MAValue[5];
double ma10 = MAValue[10];
double ma20 = MAValue[20];
double ma60 = MAValue[60];
if(ma5 < ma10 && ma10 < ma20 && ma20 < ma60){
if(pt == pipeType.PT_NONE){
pt = pipeType.PT_DOWN;
}
else if(pt != pipeType.PT_UP){
//sell
long sell_vol = ac_ma.CanSell(q);
ac_ma.Sell(q, price, sell_vol);
//ac_ma.Sell();
}
}
else if(ma5 > ma10 && ma10 > ma20 && ma20 > ma60){
if(pt == pipeType.PT_NONE){
pt = pipeType.PT_UP;
}
else if(pt != pipeType.PT_UP){
//buy
long buy
}
}
}
protected void SaveInfomation(information info)
{
Quote q = new Quote(info);
q.SaveInformation();
_callback(q);
}
public void SaveHistory_DB(Quote q)
{
CreateDBHistory(q);
SqliteConnection conn = new SqliteConnection(souce);
conn.Open();
SqliteCommand cmd = conn.CreateCommand();
int entries = 0;
foreach (dateData dt in q.History) {
string sql = "insert or replace into " + GetTableNameHistory_DB(q) +
" values(" + dt._date +
", " + dt._indic._volume +
", " + dt._price._open +
", " + dt._price._high +
", " + dt._price._low +
", " + dt._price._close +
");";
cmd.CommandText = sql;
cmd.ExecuteNonQuery();
entries++;
}
conn.Close();
Output.Log(q.Describe + " history save -> DB " + entries + " entries");
}
//private WebStockDetail pWSD_G = new WebStockDetail_GOOG();
private string GetTableNameHistory_DB(Quote q)
{
return "history_" + q.CodeStr + "_" + q.market;
}
private void DoCreateDBHistory(Quote q)
{
string tblName = GetTableNameHistory_DB(q);
SqliteConnection conn = null;
const int tryTimes = 1;
for (int i = 0; i <= tryTimes; i ++) {
try {
if(conn != null){
conn.Close();
}
conn = new SqliteConnection(souce);
_DoCreateDBHistroy(conn, tblName);
break;
} catch (Exception e) {
string msg = "create table[" + tblName + "] failed.";
if(i < tryTimes){
msg += "Will try again " + ( i + 1) + "/" + tryTimes + ".";
}
msg += "msg : " + e.Message;
Output.Log( msg );
}
}
conn.Close();
}
/// <summary>
/// Creates the information DB.
/// </summary>
private void CreateDBHistory(Quote q)
{
if (!File.Exists(dbfile) || !TableExist(GetTableNameHistory_DB(q))) {
DoCreateDBHistory(q);
}
}
