public async Task SaveSessions(ForexSessionsDTO session)
{
foreach (var sessionIn in session.sessions)
{
//var sessionIn = _mapper.Map<ForexSessionDTO>(session);
var sessionModel = _mapper.Map <ForexSession>(sessionIn);
var sessionMongo = _mapper.Map <ForexSessionMongo>(sessionModel);
sessionMongo.idinfo = sessionIn.Id;
sessionMongo.ExperimentId = "NoExperiment";
var findSession = await _context.ForexSessions.CountDocumentsAsync(x => x.Id == sessionMongo.Id);
if (findSession == 0)
{
Console.WriteLine($"Adding Session {sessionIn.Id}");
await _context.ForexSessions.InsertOneAsync(_mapper.Map <ForexSessionMongo>(sessionMongo));
}
else
{
Console.WriteLine($"Updating Session {sessionIn.Id}");
var replace = await _context.ForexSessions.ReplaceOneAsync(sess => sess.Id == sessionMongo.Id, sessionMongo);
}
}
}
static async Task runTestData(string server)
{
string sessionName = "liveSession2";
string urlget = $"http://localhost:5002/api/forexsession/{sessionName}";
string urlpost = $"http://localhost:5002/api/forexsession";
string urlpatchprice = $"http://localhost:5002/api/forexsession/updatesession/{sessionName}";
var startDate = "20190324";
var endDate = "20200522";
var sessionList = await GetAsync <ForexSessionsDTO>(urlget);
if (sessionList.sessions.Length > 0)
{
await client.DeleteAsync(urlget);
}
var sessionIn = new ForexSessionDTO()
{
Id = sessionName,
SessionType = "live",
SessionUser = new SessionUserDTO()
{
Accounts = new AccountsDTO()
{
Primary = new AccountDTO()
{
Id = "primary",
Cash = 191.41,
}
}
},
Strategy = new StrategyDTO()
{
ruleName = "RSI",
window = 15,
position = "short",
stopLoss = 1.007,
takeProfit = 0.998,
units = 100
}
};
//var sessionsList = new ForexSessionDTO[]{sessionIn};
var sessions = new ForexSessionsDTO()
{
sessions = new ForexSessionDTO[] { sessionIn }
};
var responsePostBody = await PostAsync <ForexSessionsDTO>(sessions, urlpost);
var sessionsDTO = await GetAsync <ForexSessionsDTO>(urlget);
var session = sessionsDTO.sessions[0];
var urlGetDailyPricesRange = $"http://localhost:5002/api/forexdailyprices/AUDUSD/{startDate}/{endDate}";
var dailypricesRange = await GetAsync <List <ForexDailyPriceDTO> >(urlGetDailyPricesRange);
foreach (var dailyPrice in dailypricesRange)
{
foreach (var pair in pairs)
{
var currDay = dailyPrice.Datetime.ToString("yyyy-MM-dd");
var currDayRealTime = dailyPrice.Datetime.ToString("yyyyMMdd");
var urlgetdailyrealprices = $"http://localhost:5002/api/forexdailyrealprices/{pair}/{currDayRealTime}";
var dailyrealprices = await GetAsync <ForexPricesDTO>(urlgetdailyrealprices);
Console.WriteLine($"{pair} {currDay}");
bool shouldTrade = await ShouldExecuteTrade(server, pair, session.Strategy.ruleName, currDay, session.Strategy.window);
if (shouldTrade)
{
await executeTrade(server, session, dailyrealprices.prices[0], currDayRealTime);
sessionList = await GetAsync <ForexSessionsDTO>(urlget);
session = sessionList.sessions[0];
}
var tradepairs = session.SessionUser.Accounts.Primary.Trades.Select(x => x.Pair);
if (tradepairs.Contains(pair))
{
foreach (var realPrice in dailyrealprices.prices.Take(100))
{
//Console.WriteLine($" {realPrice.Time} {realPrice.Bid}");
var responsePriceBody = await PatchAsync <ForexPriceDTO>(realPrice, urlpatchprice);
}
sessionList = await GetAsync <ForexSessionsDTO>(urlget);
session = sessionList.sessions[0];
}
}
}
}
static async Task runDailyTrader(string server)
{
string sessionName = "liveSessionRSICSharp";
string urlget = $"http://{server}/api/forexsession/{sessionName}";
string urlpost = $"http://{server}/api/forexsession";
string urlpatchprice = $"http://{server}/api/forexsession/updatesession/{sessionName}";
string urlgetdailyrealprices = $"http://{server}/api/forexprices";
var sessionList = await GetAsync <ForexSessionsDTO>(urlget);
if (sessionList.sessions.Length == 0)
{
var sessionIn = new ForexSessionDTO()
{
Id = sessionName,
StartDate = DateTime.Now.ToString("yyyy-MM-dd"),
SessionType = "live",
SessionUser = new SessionUserDTO()
{
Accounts = new AccountsDTO()
{
Primary = new AccountDTO()
{
Id = "primary",
Cash = 191.41,
}
}
},
Strategy = new StrategyDTO()
{
ruleName = "RSI",
window = 15,
position = "short",
stopLoss = 1.007,
takeProfit = 0.998,
units = 100
}
};
var sessions = new ForexSessionsDTO()
{
sessions = new ForexSessionDTO[] { sessionIn }
};
var responsePostBody = await PostAsync <ForexSessionsDTO>(sessions, urlpost);
}
while (true)
{
try
{
var sessionsDTO = await GetAsync <ForexSessionsDTO>(urlget);
var session = sessionsDTO.sessions[0];
var currDay = DateTime.Now.ToString("yyyy-MM-dd");
var currDayTrade = DateTime.Now.ToString("yyyy-MM-dd");
var prices = await GetAsync <ForexPricesDTO>(urlgetdailyrealprices);
foreach (var pair in pairs)
{
var days = session.SessionUser
.Accounts
.Primary
.Trades
.Where(x => x.Pair == pair)
.Select(x => x.OpenDate).ToList();
days.InsertRange
(0, session
.SessionUser
.Accounts
.Primary
.ClosedTrades
.Where(x => x.Pair == pair)
.Select(x => x.OpenDate).ToList()
);
var price = prices.prices.FirstOrDefault(x => x.Instrument == pair);
if (!days.Contains(currDayTrade))
{
bool shouldTrade = await ShouldExecuteTrade(server, pair, "RSI", currDay, 14);
Console.WriteLine($"{pair} {price.Bid} {shouldTrade}");
if (shouldTrade)
{
await executeTrade(server, session, price, currDayTrade);
sessionList = await GetAsync <ForexSessionsDTO>(urlget);
session = sessionList.sessions[0];
}
}
var responsePriceBody = await PatchAsync <ForexPriceDTO>(price, urlpatchprice);
}
Console.WriteLine("Updating");
await Task.Delay(1000 *30 *1);
}
catch (Exception e)
{
Console.WriteLine(e.Message);
}
}
}
public async Task <ActionResult> Post([FromBody] ForexSessionsDTO sessions)
{
await _forexSessionMap.SaveSessions(sessions);
return(Ok());
}
