private static void ParseHistorical(ObservableCollection <HistoricalQuote> quotes, XDocument doc)
{
if (doc.Root != null)
{
XElement results = doc.Root.Element("results");
foreach (XElement node in results.Elements("quote"))
{
var hq = new HistoricalQuote
{
Symbol = node.Attribute("Symbol").Value,
Date = GetDateTime(node.Element("Date").Value),
Open = GetDecimal(node.Element("Open").Value),
High = GetDecimal(node.Element("High").Value),
Low = GetDecimal(node.Element("Low").Value),
Close = GetDecimal(node.Element("Close").Value),
Volume = GetDecimal(node.Element("Volume").Value),
AdjClose = GetDecimal(node.Element("Adj_Close").Value),
};
quotes.Add(hq);
new Logger().Log(hq);
}
}
}
private void buttonGetQuote_Click(object sender, EventArgs e)
{
try
{
string ticker = textBox1.Text;
DateTime date = dateTimePicker1.Value;
string quoteType = comboBox1.SelectedItem.ToString();
labelOpen.Text = String.Empty;
labelClose.Text = String.Empty;
labelHigh.Text = String.Empty;
labelLow.Text = String.Empty;
labelWap.Text = String.Empty;
labelVolume.Text = String.Empty;
labelMsg.Text = String.Empty;
HistoricalQuote quote = proxy.GetQuote(ticker, quoteType, date);
labelOpen.Text = String.Format("{0}", quote.Open);
labelClose.Text = String.Format("{0}", quote.Close);
labelHigh.Text = String.Format("{0}", quote.High);
labelLow.Text = String.Format("{0}", quote.Low);
labelWap.Text = String.Format("{0}", quote.Wap);
labelVolume.Text = String.Format("{0}", quote.Volume);
labelMsg.Text = String.Format("{0}", quote.ErrorMessage);
}
catch (Exception ex)
{
labelMsg.Text = ex.Message;
}
}
// TODO: swagger and decimal (https://github.com/Azure/autorest/issues/83)
public StochasticData(HistoricalQuote hq)
{
Date = hq.Date.Value;
Open = (decimal)hq.Open.Value;
High = (decimal)hq.High.Value;
Low = (decimal)hq.Low.Value;
Close = (decimal)hq.Close.Value;
}
private void BuildHistoricalCacheForInstrument(Instrument InstrumentToCache)
{
HistoricalQuote oH = new HistoricalQuote(null, null, null);
DateTime oDataFromNeeded = DateTime.Now;
bool bReadMore = false;
bool bAllHistoricalDataNeeded = true;
string FullPath = GetFullPathOfHistoricalDataForInstrument(InstrumentToCache);
if (File.Exists(FullPath))
{
oH = (HistoricalQuote)DeserializeJSON.DeserializeObjectFromFile(FullPath);
if (oH == null)
{
return;
}
//get the latest date to see if we need to add
if (oH.HistoricalQuoteDetails != null && oH.HistoricalQuoteDetails.Count > 0 && (DateTime.Now.Date - oH.HistoricalQuoteDetails.Max(h => h.Date).Date.AddDays(1).Date).Days >= 1)
{
bReadMore = true;
bAllHistoricalDataNeeded = false;
oDataFromNeeded = oH.HistoricalQuoteDetails.Max(h => h.Date).Date.AddDays(1).Date;
}
else
{
//all is up to date!
bAllHistoricalDataNeeded = false;
}
}
if (!bReadMore && bAllHistoricalDataNeeded)
{
try
{
oH = GetHistoricalQuoteOnline(InstrumentToCache, m_oCurrentExchange);
SerializeJSONdata.SerializeObject(oH, FullPath);
}
catch (Exception ex)
{
ImperaturGlobal.GetLog().Error(string.Format("Couldn't retreive and save data for {0}", InstrumentToCache.Symbol), ex);
}
}
else if (bReadMore)
{
try
{
HistoricalQuote oHnew = GetHistoricalQuoteOnline(InstrumentToCache, m_oCurrentExchange, oDataFromNeeded);
oH.HistoricalQuoteDetails.AddRange(oHnew.HistoricalQuoteDetails.Where(h => h.Date.Date > oDataFromNeeded.Date).ToList());
SerializeJSONdata.SerializeObject(oH, FullPath);
}
catch (Exception ex)
{
ImperaturGlobal.GetLog().Error(string.Format("Couldn't retreive and save data for {0}", InstrumentToCache.Symbol), ex);
}
}
}
public static HistoricalQuote GetQuote(string ticker, string quoteType, DateTime date)
{
HistoricalQuote quote = null;
using (Service1 proxy = new Service1())
{
quote = proxy.GetQuote(ticker, quoteType, date);
}
return(quote);
}
public async Task TestStart()
{
var countLoadHistoricalData = 0;
var countSaveHistoricalData = 0;
var countOnTickerListReceived = 0;
var countOnTickerReceived = 0;
_moqHist.Setup(d => d.LoadHistoricalData(It.IsAny <string>(), It.IsAny <int>(), It.IsAny <long>(), It.IsAny <int>())).Returns <string, int, long, int>((s, i, t, m) =>
{
++countLoadHistoricalData;
return(null);
});
_moqHist.Setup(d => d.SaveHistoricalData(It.IsAny <IQuoteBasic>())).Returns <IQuoteBasic>((q) =>
{
++countSaveHistoricalData;
return(true);
});
var moqDownload = new Mock <IDownloadQuoteBasic>();
moqDownload.Setup(d => d.Exchange).Returns("Bittrex");
//moqDownload.Setup(d => d.DownloadHistoricalData(It.IsAny<string>(), It.IsAny<int>(), It.IsAny<int>())).Returns<string, int, int>((s, i, t) =>
//{
// return null;
//});
var hist = new HistoricalQuote(_folder, moqDownload.Object, 10000);
var socketTicker = new MockSocketTicker(1);
_capturer = new QuoteCapturer(_moqHist.Object, socketTicker, 100, 10);
_capturer.OnTickerListReceived += (object sender, string exchange, List <CryptoCommon.DataTypes.Ticker> ticker) =>
{
++countOnTickerListReceived;
};
_capturer.OnTickerReceived += (object sender, string exchange, CryptoCommon.DataTypes.Ticker ticker) =>
{
++countOnTickerReceived;
};
_capturer.Start();
await Task.Delay(2000); //since timer interval = 50, there should around 80 OnTickerList events and around 80 elements in quote capture
//_capturer.Stop();
var qc = _capturer.GetInMemoryQuoteCapture("A");
var qb = _capturer.GetInMemoryQuoteBasic("A", 60);
Assert.IsTrue(countOnTickerListReceived == 1000);
Assert.IsTrue(qc.Count > 0);//== countOnTickerListReceived);
Assert.IsTrue(qb.Count > 0);
Assert.IsTrue(countSaveHistoricalData > 0);
}
public HistoricalQuote ProvideQuote(string ticker, string quoteType, DateTime date)
{
HistoricalQuote quote = new HistoricalQuote()
{
Ticker = ticker,
Date = date
};
TWSQuoteObject quoteObject = null;
try
{
if (!Connect())
{
quote.ErrorMessage = "Unable to connect to TWS";
}
else
{
lock (m_quoteMapLock)
{
QuoteType quoteTypeEnum = (QuoteType)Enum.Parse(typeof(QuoteType), quoteType);
int requestId = m_twsUtilities.GetHistoricalData(ticker, quoteTypeEnum, null, date);
if (requestId < 0)
{
quote.ErrorMessage = "Unable to get historical quote";
}
else
{
quoteObject = new TWSQuoteObject(requestId);
m_quoteMap.Add(requestId, quoteObject);
}
}
}
if (quoteObject != null)
{
if (!m_host.WaitAny(null, quoteObject.WaitHandle))
{
quote.ErrorMessage = "Request timed out";
}
else
{
quoteObject.FillQuote(quote);
}
}
}
catch (Exception ex)
{
quote.ErrorMessage = ex.Message;
}
return(quote);
}
public void FillQuote(HistoricalQuote quote)
{
if (Quote == null)
{
quote.ErrorMessage = "Internal error: HistoricalDataEventArgs is missing from TWSQuoteObject";
}
else
{
quote.Open = Quote.Open;
quote.Close = Quote.Close;
quote.High = Quote.High;
quote.Low = Quote.Low;
quote.Wap = Quote.WAP;
quote.Volume = Quote.Volume;
quote.ErrorMessage = Quote.ErrorMessage;
}
}
public void PopulateLatestStockQuotesToHistoricalQuotesPerDay()
{
lock (Locker)
{
Task a = new Task(() =>
{
Logger.Debug("Getting LatestStockQuoteInfo");
var tradeDate = DateTime.UtcNow;
var lastWriteTime = MarketDataProvider.GetLastWriteTime();
if (lastWriteTime.ToShortDateString() != tradeDate.ToShortDateString())
{
Logger.Debug("The show2003 Dbf doesn't change intraday.");
return;
}
var stockQuotesInfo = _uow.StockQuotesInfo.GetAll().ToList();
foreach (var stockQuote in stockQuotesInfo)
{
var histQuotes = _uow.HistoricalQuotes.GetAll().Where(m => m.StockCode == stockQuote.SecurityCode).ToList();
if (histQuotes.Count > 0)
{
var latestQuote = histQuotes.OrderByDescending(m => m.TradeDate).First();
if (latestQuote.TradeDate < tradeDate)
{
HistoricalQuote historicalQuote = Mapper.Map <StockQuoteInfo, HistoricalQuote>(stockQuote);
historicalQuote.Id = new MongoDB.Bson.ObjectId();
historicalQuote.TradeDate = tradeDate;
_uow.HistoricalQuotes.Add(historicalQuote);
}
}
else
{
HistoricalQuote historicalQuote = Mapper.Map <StockQuoteInfo, HistoricalQuote>(stockQuote);
historicalQuote.Id = new MongoDB.Bson.ObjectId();
historicalQuote.TradeDate = tradeDate;
_uow.HistoricalQuotes.Add(historicalQuote);
}
}
Logger.Debug("PopulateLatestStockQuotesToHistoricalQuotesPerDay Completed");
});
a.Start();
Task.WaitAll(a);
}
}
public static void CreateInsertObject(HistoricalQuote historicalQuote)
{
var ds = new DataSet();
string commandString = "insert into quote(";
commandString += HistoricalQuoteTable.Symbol + ',';
commandString += HistoricalQuoteTable.Date + ',';
commandString += HistoricalQuoteTable.Open + ',';
commandString += HistoricalQuoteTable.High + ',';
commandString += HistoricalQuoteTable.Low + ',';
commandString += HistoricalQuoteTable.Close + ',';
commandString += HistoricalQuoteTable.Volume + ',';
commandString += HistoricalQuoteTable.AdjClose;
commandString += ") values (";
commandString += ':' + HistoricalQuoteTable.Symbol + ',';
commandString += ':' + HistoricalQuoteTable.Date + ',';
commandString += ':' + HistoricalQuoteTable.Open + ',';
commandString += ':' + HistoricalQuoteTable.High + ',';
commandString += ':' + HistoricalQuoteTable.Low + ',';
commandString += ':' + HistoricalQuoteTable.Close + ',';
commandString += ':' + HistoricalQuoteTable.Volume + ',';
commandString += ':' + HistoricalQuoteTable.AdjClose;
commandString += ")";
var da = new NpgsqlDataAdapter("select * from historicalquote", Connection)
{
InsertCommand = new NpgsqlCommand(commandString, Connection)
};
da.InsertCommand.Parameters.Add(new NpgsqlParameter(HistoricalQuoteTable.Symbol, DbType.String));
da.InsertCommand.Parameters.Add(new NpgsqlParameter(HistoricalQuoteTable.Date, DbType.DateTime));
da.InsertCommand.Parameters.Add(new NpgsqlParameter(HistoricalQuoteTable.Open, DbType.Single));
da.InsertCommand.Parameters.Add(new NpgsqlParameter(HistoricalQuoteTable.High, DbType.Single));
da.InsertCommand.Parameters.Add(new NpgsqlParameter(HistoricalQuoteTable.Low, DbType.Single));
da.InsertCommand.Parameters.Add(new NpgsqlParameter(HistoricalQuoteTable.Close, DbType.Single));
da.InsertCommand.Parameters.Add(new NpgsqlParameter(HistoricalQuoteTable.Volume, DbType.Single));
da.InsertCommand.Parameters.Add(new NpgsqlParameter(HistoricalQuoteTable.AdjClose, DbType.Single));
foreach (NpgsqlParameter p in da.InsertCommand.Parameters)
{
p.Direction = ParameterDirection.Input;
}
da.InsertCommand.Parameters[0].SourceColumn = HistoricalQuoteTable.Symbol;
da.InsertCommand.Parameters[1].SourceColumn = HistoricalQuoteTable.Date;
da.InsertCommand.Parameters[2].SourceColumn = HistoricalQuoteTable.Open;
da.InsertCommand.Parameters[3].SourceColumn = HistoricalQuoteTable.High;
da.InsertCommand.Parameters[4].SourceColumn = HistoricalQuoteTable.Low;
da.InsertCommand.Parameters[5].SourceColumn = HistoricalQuoteTable.Close;
da.InsertCommand.Parameters[6].SourceColumn = HistoricalQuoteTable.Volume;
da.InsertCommand.Parameters[7].SourceColumn = HistoricalQuoteTable.AdjClose;
da.Fill(ds);
DataTable dt = ds.Tables[0];
DataRow dr = dt.NewRow();
MapFields(dr, HistoricalQuoteTable.Symbol, historicalQuote.Symbol);
MapFields(dr, HistoricalQuoteTable.Date, historicalQuote.Date);
MapFields(dr, HistoricalQuoteTable.Open, historicalQuote.Open);
MapFields(dr, HistoricalQuoteTable.High, historicalQuote.High);
MapFields(dr, HistoricalQuoteTable.Low, historicalQuote.Low);
MapFields(dr, HistoricalQuoteTable.Close, historicalQuote.Close);
MapFields(dr, HistoricalQuoteTable.Volume, historicalQuote.Volume);
MapFields(dr, HistoricalQuoteTable.AdjClose, historicalQuote.AdjClose);
dt.Rows.Add(dr);
DataSet ds2 = ds.GetChanges();
if (ds2 != null)
{
da.Update(ds2);
ds.Merge(ds2);
}
ds.AcceptChanges();
}
public SecurityAnalysis(Instrument Instrument)
{
m_oH = ImperaturGlobal.HistoricalQuote(Instrument);
m_oED = new ElliottWaveDefinition();
m_oCache = new List <Tuple <DateTime, List <HistoricalQuoteDetails>, int> >();
}
