public static object GetHistoricData(HistoricRate rate, string deviceId, string connString)
{
var temperatures = new List <PlotDataPoint>();
var thermocoupleStatuses = new List <PlotDataPoint>();
MySqlConnection conn = null;
int minsFrom = 5;
switch (rate)
{
case HistoricRate.Back5Minutes:
minsFrom = 5;
break;
case HistoricRate.Back30Minutes:
minsFrom = 30;
break;
case HistoricRate.Back2Hours:
minsFrom = 120;
break;
case HistoricRate.Back1Day:
minsFrom = 1440;
break;
case HistoricRate.Back1Week:
minsFrom = 10080;
break;
}
conn = OpenConnection(connString);
var query = $"CALL GetDataSamples({minsFrom}, '{deviceId}');";
MySqlCommand cmd = new MySqlCommand(query, conn);
var reader = cmd.ExecuteReader();
while (reader.Read())
{
var item = new ThermostatRequest
{
DeviceStatus = (string)reader[2],
Measurement = Convert.ToSingle(reader[3]),
Timestamp = (DateTime)reader[5]
};
temperatures.Add(new PlotDataPoint(item.Measurement, item.Timestamp.ToUniversalTime()));
thermocoupleStatuses.Add(new PlotDataPoint(item.DeviceStatus == "ON" ? 1 : 0, item.Timestamp.ToUniversalTime()));
}
reader.Close();
if (conn != null && conn.State == ConnectionState.Open)
{
conn.Close();
}
return(new
{
Temperatures = temperatures,
Statuses = thermocoupleStatuses
});
}
public static List <HistoricRate> ToHistoricRateList(this ArrayList[] arrayLists)
{
List <HistoricRate> historicRates = new List <HistoricRate>();
if (arrayLists == null)
{
return(historicRates);
}
foreach (ArrayList array in arrayLists)
{
DateTime unix = new DateTime(1970, 1, 1, 0, 0, 0, 0, DateTimeKind.Utc);
HistoricRate historicRate = new HistoricRate
{
DateAndTime = unix.AddSeconds(((JsonElement)array[0]).GetInt64()),
Low = ((JsonElement)array[1]).GetDecimal(),
High = ((JsonElement)array[2]).GetDecimal(),
Open = ((JsonElement)array[3]).GetDecimal(),
Close = ((JsonElement)array[4]).GetDecimal(),
Volume = ((JsonElement)array[5]).GetDecimal()
};
historicRates.Add(historicRate);
}
return(historicRates);
}
public object GetHistory(HistoricRate rate, string deviceId)
{
try
{
var data = DbService.GetHistoricData(rate, deviceId, _connString);
return(data);
}
catch (Exception e)
{
_logger.LogError("GetHistoricData() THROWS AN ERROR", e);
throw;
}
}
public static List <HistoricRate> ToHistoricCandleList(this ArrayList[] arrayLists)
{
List <HistoricRate> historicRates = new List <HistoricRate>();
if (arrayLists == null)
{
return(historicRates);
}
DateTime start = new DateTime(1970, 1, 1, 0, 0, 0, DateTimeKind.Utc);
foreach (ArrayList array in arrayLists)
{
HistoricRate historicRate = new HistoricRate();
switch (array.Count)
{
case 12:
historicRate = new HistoricRate
{
//1499040000000, // Open time
//"0.01634790", // Open
//"0.80000000", // High
//"0.01575800", // Low
//"0.01577100", // Close
//"148976.11427815", // Volume
//1499644799999, // Close time
//"2434.19055334", // Quote asset volume
//308, // Number of trades
//"1756.87402397", // Taker buy base asset volume
//"17928899.62484339" // Ignore.
DateAndTime = start.AddMilliseconds(((JsonElement)array[0]).GetInt64()).ToLocalTime(),
Open = decimal.Parse(((JsonElement)array[1]).GetString()),
High = decimal.Parse(((JsonElement)array[2]).GetString()),
Low = decimal.Parse(((JsonElement)array[3]).GetString()),
Close = decimal.Parse(((JsonElement)array[4]).GetString()),
Volume = decimal.Parse(((JsonElement)array[5]).GetString())
};
break;
}
historicRates.Add(historicRate);
}
return(historicRates);
}
private async void ProcessHistoryQuarterlyChartDownload()
{
await _processHistorySemaphoreSlim.WaitAsync();
try
{
string fileName = FileName + $"_{RelativeStrengthIndexSettings.Product.ID.ToLower()}_15M.csv";
string data = "DateTime,High,Open,Close,Low,Volume,MA7,RSI14\n";
//Validate file
if (!File.Exists(fileName))
{
if (!Directory.Exists(Path.GetDirectoryName(fileName)))
{
Directory.CreateDirectory(Path.GetDirectoryName(fileName));
}
File.Create(fileName).Close();
SaveAnalyticData(fileName, data);
}
//Initialise fields
const int period = 14;
const int maPeriod = 7;
const int granularity = 900;
DateTime startingDateTime;
HistoricRate previousHistoricRate = null;
decimal increases = 0;
decimal decreases = 0;
Queue <HistoricRate> maQueue = new Queue <HistoricRate>();
//Check if we have an empty file or not
if (string.IsNullOrWhiteSpace(RelativeStrengthIndexSettings
.HistoricChartPreviousHistoricDateTimeQuarterly))
{
startingDateTime = new DateTime(2015, 4, 23).Date;
RelativeStrengthIndexSettings.HistoricChartAverageGainQuarterly = 0;
RelativeStrengthIndexSettings.HistoricChartAverageLossQuarterly = 0;
RelativeStrengthIndexSettings.HistoricChartCurrentPeriodCountQuarterly = 0;
RelativeStrengthIndexSettings.RelativeIndexQuarterly = -1;
}
else
{
startingDateTime = RelativeStrengthIndexSettings.HistoricChartPreviousHistoricDateTimeQuarterly
.ToDateTime().AddMinutes(15);
previousHistoricRate = new HistoricRate
{
Close = RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateCloseQuarterly,
Open = RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateOpenQuarterly,
Low = RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateLowQuarterly,
High = RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateHighQuarterly,
Volume = RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateVolumeQuarterly,
DateAndTime = RelativeStrengthIndexSettings.HistoricChartPreviousHistoricDateTimeQuarterly
.ToDateTime()
};
}
//Begin data parsing
DateTime now = new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day, DateTime.Now.Hour,
DateTime.Now.Minute, 0);
while (startingDateTime < now)
{
DateTime endingDateTime = startingDateTime.AddDays(2);
//Get the latest historic data
HistoricCandlesSearch historicCandlesSearch = new HistoricCandlesSearch
{
Symbol = RelativeStrengthIndexSettings.Product.ID,
StartingDateTime = startingDateTime,
EndingDateTime = endingDateTime,
Granularity = (Granularity)granularity
};
//Prevent overloaded calls by delaying for 1 second before call
await Task.Delay(1000);
//Get the latest historic data
List <HistoricRate> result = await UpdateProductHistoricCandles(historicCandlesSearch);
if (!result.Any())
{
//in the case that no data is available but current search date is not current date
startingDateTime = new DateTime(startingDateTime.Year, startingDateTime.Month, 1, 0, 0, 0)
.AddMonths(1);
continue;
}
//Iterate though the historic data
foreach (HistoricRate rate in result)
{
if (rate.DateAndTime >= now)
{
break;
}
if (previousHistoricRate != null &&
previousHistoricRate.DateAndTime.ToString("dd/MM/yyyy HH:mm") ==
rate.DateAndTime.ToString("dd/MM/yyyy HH:mm"))
{
continue;
}
//Moving Average 7 days
if (maQueue.Count == maPeriod)
{
maQueue.Dequeue();
}
maQueue.Enqueue(rate);
//Calculate RSI 14 days
if (RelativeStrengthIndexSettings.HistoricChartCurrentPeriodCountQuarterly > 0)
{
decimal change = rate.Close - previousHistoricRate.Close;
if (change > 0)
{
increases += change;
if (RelativeStrengthIndexSettings.HistoricChartCurrentPeriodCountQuarterly > period)
{
RelativeStrengthIndexSettings.HistoricChartAverageGainQuarterly =
(RelativeStrengthIndexSettings.HistoricChartAverageGainQuarterly *
(period - 1) + change) / period;
RelativeStrengthIndexSettings.HistoricChartAverageLossQuarterly =
RelativeStrengthIndexSettings.HistoricChartAverageLossQuarterly * (period - 1) /
period;
}
}
else if (change < 0)
{
decreases += change * -1;
if (RelativeStrengthIndexSettings.HistoricChartCurrentPeriodCountQuarterly > period)
{
RelativeStrengthIndexSettings.HistoricChartAverageGainQuarterly =
RelativeStrengthIndexSettings.HistoricChartAverageGainQuarterly * (period - 1) /
period;
RelativeStrengthIndexSettings.HistoricChartAverageLossQuarterly =
(RelativeStrengthIndexSettings.HistoricChartAverageLossQuarterly *
(period - 1) + change * -1) / period;
}
}
if (RelativeStrengthIndexSettings.HistoricChartCurrentPeriodCountQuarterly >= period)
{
if (RelativeStrengthIndexSettings.HistoricChartCurrentPeriodCountQuarterly == period)
{
RelativeStrengthIndexSettings.HistoricChartAverageGainQuarterly =
increases / period;
RelativeStrengthIndexSettings.HistoricChartAverageLossQuarterly =
decreases / period;
}
if (RelativeStrengthIndexSettings.HistoricChartCurrentPeriodCountQuarterly >= period)
{
RelativeStrengthIndexSettings.RelativeIndexQuarterly =
RelativeStrengthIndexSettings.HistoricChartAverageLossQuarterly == 0
? 100
: Math.Round(
100 - 100 /
(1 + RelativeStrengthIndexSettings.HistoricChartAverageGainQuarterly /
RelativeStrengthIndexSettings.HistoricChartAverageLossQuarterly),
2);
}
//Generate data
data =
$"{rate.DateAndTime}," +
$"{rate.High}," +
$"{rate.Open}," +
$"{rate.Close}," +
$"{rate.Low}," +
$"{rate.Volume}," +
$"{maQueue.Average(x => x.Close)}," +
$"{RelativeStrengthIndexSettings.RelativeIndexQuarterly}" +
"\n";
SaveAnalyticData(fileName, data);
}
}
previousHistoricRate = rate;
RelativeStrengthIndexSettings.HistoricChartCurrentPeriodCountQuarterly++;
}
startingDateTime = previousHistoricRate.DateAndTime.AddMinutes(15);
if (previousHistoricRate != null)
{
RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateCloseQuarterly =
previousHistoricRate.Close;
RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateOpenQuarterly =
previousHistoricRate.Open;
RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateLowQuarterly =
previousHistoricRate.Low;
RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateHighQuarterly =
previousHistoricRate.High;
RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateVolumeQuarterly =
previousHistoricRate.Volume;
RelativeStrengthIndexSettings.HistoricChartPreviousHistoricDateTimeQuarterly =
previousHistoricRate.DateAndTime.ToString();
Dictionary <string, string> indicatorInformation = new Dictionary <string, string>
{
["RSI-15MIN"] =
RelativeStrengthIndexSettings.RelativeIndexQuarterly.ToString(CultureInfo
.InvariantCulture),
["RSI-1HOUR"] =
RelativeStrengthIndexSettings.RelativeIndexHourly
.ToString(CultureInfo.InvariantCulture),
["RSI-1DAY"] =
RelativeStrengthIndexSettings.RelativeIndexDaily.ToString(CultureInfo.InvariantCulture),
["OPEN-15MIN"] =
RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateOpenQuarterly.ToString(
CultureInfo.InvariantCulture),
["OPEN-1HOUR"] =
RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateOpenHourly.ToString(
CultureInfo.InvariantCulture),
["OPEN-1DAY"] =
RelativeStrengthIndexSettings.HistoricChartPreviousHistoricRateOpen.ToString(CultureInfo
.InvariantCulture)
};
TechnicalIndicatorInformationBroadcast?.Invoke(indicatorInformation);
Save();
}
}
}
catch (Exception ex)
{
ProcessLogBroadcast?.Invoke(MessageType.Error,
$"Method: ProcessHistoryHourlyChartDownload\r\nException Stack Trace: {ex.StackTrace}");
}
finally
{
_processHistorySemaphoreSlim.Release();
}
}
private async void ProcessHistoryQuarterlyChartDownload()
{
string fileName = DatabaseDirectory + "\\coinbase_btc_eur_historic_data_quarterly.csv";
string data = "DateTime,High,Open,Close,Low,Volume,MA7,RSI14\n";
//Validate file
if (!File.Exists(fileName))
{
File.Create(fileName).Close();
SaveAnalyticData(fileName, data);
}
//Initialise fields
const int period = 14;
const int maPeriod = 7;
const int granularity = 900;
DateTime startingDateTime;
HistoricRate previousHistoricRate = new HistoricRate()
{
Close = 0,
Open = 0,
Low = 0,
High = 0,
Volume = 0
};
decimal increases = 0;
decimal decreases = 0;
Queue <HistoricRate> maQueue = new Queue <HistoricRate>();
//Check if we have an empty file or not
if (string.IsNullOrWhiteSpace(HistoricChartLastDateTime))
{
startingDateTime = new DateTime(2015, 4, 23).Date.ToUniversalTime();
HistoricChartAverageGainQuarterly = 0;
HistoricChartAverageLossQuarterly = 0;
HistoricChartCurrentPeriodCountQuarterly = 0;
}
else
{
startingDateTime = DateTime.Parse(HistoricChartLastDateTimeQuarterly);
previousHistoricRate = new HistoricRate()
{
Close = HistoricChartPreviousHistoricRateCloseQuarterly,
Open = HistoricChartPreviousHistoricRateOpenQuarterly,
Low = HistoricChartPreviousHistoricRateLowQuarterly,
High = HistoricChartPreviousHistoricRateHighQuarterly,
Volume = HistoricChartPreviousHistoricRateVolumeQuarterly
};
}
//Begin data parsing
DateTime now = new DateTime(DateTime.Now.Year, DateTime.Now.Month, DateTime.Now.Day, DateTime.Now.Hour, DateTime.Now.Minute, 0).ToUniversalTime();
while (startingDateTime < now)
{
DateTime endingDateTime = startingDateTime.AddDays(3).ToUniversalTime();
//Get the latest historic data
List <HistoricRate> result = await _exchangeService.UpdateProductHistoricCandlesAsync(Product, startingDateTime, endingDateTime, granularity);
if (!result.Any() && startingDateTime == new DateTime(2015, 4, 23).Date.ToUniversalTime())
{
HistoricChartLastDateTimeQuarterly = DateTime.Now.AddHours(-2).Date.ToUniversalTime().ToString(CultureInfo.InvariantCulture);
Save();
}
if (!result.Any())
{
break;
}
result.Reverse();
//Iterate though the historic data
foreach (HistoricRate rate in result)
{
if (rate.DateAndTime >= now)
{
break;
}
//Moving Average 7 days
if (maQueue.Count == maPeriod)
{
maQueue.Dequeue();
}
maQueue.Enqueue(rate);
//Calculate RSI 14 days
if (HistoricChartCurrentPeriodCountQuarterly > 0)
{
decimal change = rate.Close - previousHistoricRate.Close;
if (change > 0)
{
increases += change;
if (HistoricChartCurrentPeriodCountQuarterly > period)
{
HistoricChartAverageGainQuarterly = ((HistoricChartAverageGainQuarterly * (period - 1)) + change) / period;
HistoricChartAverageLossQuarterly = (HistoricChartAverageLossQuarterly * (period - 1)) / period;
}
}
else if (change < 0)
{
decreases += (change * -1);
if (HistoricChartCurrentPeriodCountQuarterly > period)
{
HistoricChartAverageGainQuarterly = (HistoricChartAverageGainQuarterly * (period - 1)) / period;
HistoricChartAverageLossQuarterly = ((HistoricChartAverageLossQuarterly * (period - 1)) + (change * -1)) / period;
}
}
if (HistoricChartCurrentPeriodCountQuarterly >= period)
{
if (HistoricChartCurrentPeriodCountQuarterly == period)
{
HistoricChartAverageGainQuarterly = increases / period;
HistoricChartAverageLossQuarterly = decreases / period;
}
if (HistoricChartCurrentPeriodCountQuarterly >= period)
{
RelativeIndexQuarterly = HistoricChartAverageLossQuarterly == 0 ? 100 : Math.Round(100 - (100 / (1 + (HistoricChartAverageGainQuarterly / HistoricChartAverageLossQuarterly))), 2);
}
//Generate data
data =
$"{rate.DateAndTime}," +
$"{rate.High}," +
$"{rate.Open}," +
$"{rate.Close}," +
$"{rate.Low}," +
$"{rate.Volume}," +
$"{maQueue.Average(x => x.Close)}," +
$"{RelativeIndexQuarterly}" +
$"\n";
SaveAnalyticData(fileName, data);
}
}
previousHistoricRate = rate;
HistoricChartCurrentPeriodCountQuarterly++;
}
startingDateTime = endingDateTime > now ? now : endingDateTime.AddHours(1);
}
HistoricChartPreviousHistoricRateCloseQuarterly = previousHistoricRate.Close;
HistoricChartPreviousHistoricRateOpenQuarterly = previousHistoricRate.Open;
HistoricChartPreviousHistoricRateLowQuarterly = previousHistoricRate.Low;
HistoricChartPreviousHistoricRateHighQuarterly = previousHistoricRate.High;
HistoricChartPreviousHistoricRateVolumeQuarterly = previousHistoricRate.Volume;
Save();
}
