public MarketData(commonClass.BaseAnalysisData data)
{
DateTime startDate = DateTime.Today, endDate = DateTime.Today;
AppTypes.GetDate(data.DataTimeRange, out startDate, out endDate);
this.Init(startDate, endDate, data.DataTimeScale, null);
}
/// <summary>
/// Constructors to create a market indicator's data for specific stock list
/// </summary>
/// <param name="timeRange"></param>
/// <param name="timeScale"></param>
/// <param name="stockCodes"></param>
public MarketData(AppTypes.TimeRanges timeRange, AppTypes.TimeScale timeScale, StringCollection stockCodes)
{
DateTime startDate = DateTime.Today, endDate = DateTime.Today;
AppTypes.GetDate(timeRange, out startDate, out endDate);
this.Init(startDate, endDate, timeScale, stockCodes);
}
public MarketData(commonClass.BaseAnalysisData data, StringCollection stockCodes)
{
DateTime startDate = DateTime.Today, endDate = DateTime.Today;
AppTypes.GetDate(data.DataTimeRange, out startDate, out endDate);
this.Init(startDate, endDate, data.DataTimeScale, stockCodes);
}
/// <summary>
/// Constructors to create a market indicator's data for all enable stock
/// </summary>
/// <param name="timeRange"></param>
/// <param name="timeScale"></param>
public MarketData(AppTypes.TimeRanges timeRange, AppTypes.TimeScale timeScale)
{
DateTime startDate = DateTime.Today, endDate = DateTime.Today;
AppTypes.GetDate(timeRange, out startDate, out endDate);
this.Init(startDate, endDate, timeScale, null);
}
/// <summary>
/// Load stock price data withd some point ahead of the specified date range
/// </summary>
/// <param name="stockCode"></param>
/// <param name="frDate">Start date </param>
/// <param name="toDate">End date</param>
/// <param name="timeScale">Time scale</param>
/// <param name="noUnitAhead">the number of units(minute,day,hour,week...) to read beyond the start time[frDate].</param>
/// <param name="toTbl">Table keeps loaded data</param>
/// <param name="startIdx">specify the row where the data in [frDate,toDate] range starts</param>
public static void LoadAnalysisData(AnalysisData dataObj)
{
int startIdx = dataObj.priceDataTbl.Count;
if (dataObj.DataTimeRange == AppTypes.TimeRanges.None)
{
dataObj.priceDataTbl.Clear();
databases.DbAccess.LoadData(dataObj.priceDataTbl, dataObj.DataTimeScale.Code, dataObj.DataStockCode, dataObj.DataMaxCount + constNumberOfReadAheadUnit);
dataObj.FirstDataStartAt = 0;
return;
}
int noUnitAhead = constNumberOfReadAheadUnit;
DateTime toDate = common.Consts.constNullDate;
DateTime frDate = common.Consts.constNullDate;
if (!AppTypes.GetDate(dataObj.DataTimeRange, out frDate, out toDate))
{
return;
}
databases.baseDS.priceDataStatDataTable priceStatTbl = databases.DbAccess.GetPriceDataStat(dataObj.DataTimeScale, dataObj.DataStockCode);
if (priceStatTbl.Count == 0)
{
return;
}
DateTime dataMaxDateTime = priceStatTbl[0].maxDate;
DateTime dataMinDateTime = priceStatTbl[0].minDate;
int dataTotalCount = priceStatTbl[0].totalCount;
if (toDate > dataMaxDateTime)
{
toDate = dataMaxDateTime;
}
if (frDate < dataMinDateTime)
{
frDate = dataMinDateTime;
}
dataObj.priceDataTbl.Clear();
if (noUnitAhead != 0)
{
// Find start date that return sufficient rows as required by [noBarAhead]
DateTime checkFrDate = common.Consts.constNullDate;
DateTime checkToDate = frDate.AddSeconds(-1);
int totalGotRowCount = 0, gotRowCount;
decimal rangeScale = 1;
//int loopPass = 0;
while (true)
{
//loopPass++;
switch (dataObj.DataTimeScale.Type)
{
case AppTypes.TimeScaleTypes.Minnute:
checkFrDate = checkToDate.AddMinutes(-(int)(noUnitAhead * rangeScale));
break;
case AppTypes.TimeScaleTypes.Hour:
checkFrDate = checkToDate.AddHours(-(int)(noUnitAhead * rangeScale));
break;
case AppTypes.TimeScaleTypes.Day:
checkFrDate = checkToDate.AddDays(-(int)(noUnitAhead * rangeScale));
break;
case AppTypes.TimeScaleTypes.Week:
checkFrDate = checkToDate.AddDays(-(int)(7 * noUnitAhead * rangeScale));
break;
case AppTypes.TimeScaleTypes.Month:
checkFrDate = checkToDate.AddMonths(-(int)(noUnitAhead * rangeScale));
break;
case AppTypes.TimeScaleTypes.Year:
checkFrDate = checkToDate.AddYears(-(int)(noUnitAhead * rangeScale));
break;
case AppTypes.TimeScaleTypes.RealTime:
//checkFrDate = checkToDate.AddMinutes(-(int)(commonClass.Settings.sysAutoRefreshInSeconds * noUnitAhead * rangeScale) / 60);
checkFrDate = checkToDate.AddMinutes(-(int)(noUnitAhead * rangeScale));
break;
default: common.system.ThrowException("Invalid parametter in calling to LoadStockPrice()");
break;
}
gotRowCount = databases.DbAccess.GetTotalPriceRow(dataObj.DataTimeScale, checkFrDate, checkToDate, dataObj.DataStockCode);
//No more data ??
if (checkFrDate < dataMinDateTime)
{
break;
}
//Sufficient data ??
totalGotRowCount += gotRowCount;
if (totalGotRowCount >= noUnitAhead)
{
break;
}
//No data load means the check range not big enough, increse rangeScale by 5 to make it larger scale
if (gotRowCount == 0)
{
rangeScale += 5;
}
else
{
//Estimate the best range scale
// Increase total left sligtly by 3% with the hope that it can take all need.
// 5 and 3% had been tested indifferent cases and see that they are the best value.
decimal tmpRangeScale = rangeScale * (decimal)(noUnitAhead - totalGotRowCount + noUnitAhead * 0.03) / gotRowCount;
rangeScale = (tmpRangeScale > 0 ? tmpRangeScale : rangeScale + 5);
}
checkToDate = checkFrDate.AddSeconds(-1);
}
databases.DbAccess.LoadData(dataObj.priceDataTbl, dataObj.DataTimeScale.Code, checkFrDate, frDate.AddSeconds(-1), dataObj.DataStockCode);
startIdx = dataObj.priceDataTbl.Count - startIdx;
}
databases.DbAccess.LoadData(dataObj.priceDataTbl, dataObj.DataTimeScale.Code, frDate, toDate, dataObj.DataStockCode);
dataObj.FirstDataStartAt = startIdx;
}
