private IEnumerable <ScreeningResult> ConvertToScreeningResult(DataTable dt, ScreeningParams Params)
{
return(dt.AsEnumerable().Where(row =>
(Convert.ToDouble(row["PER"]) >= Params.MinPER && Convert.ToDouble(row["PER"]) <= Params.MaxPER || !Params.UsePER) &&
(Convert.ToDouble(row["PBR"]) >= Params.MinPBR && Convert.ToDouble(row["PBR"]) <= Params.MaxPBR || !Params.UsePBR) &&
(Convert.ToDouble(row["ROE"]) >= Params.MinROE && Convert.ToDouble(row["ROE"]) <= Params.MaxROE || !Params.UseROE) &&
(Convert.ToDouble(row["DebtRatio"]) >= Params.MinDebtRatio && Convert.ToDouble(row["DebtRatio"]) <= Params.MaxDebtRatio || !Params.UseDebtRatio) &&
(Convert.ToDouble(row["AggregateValue"]) >= (Params.MinAggregateValue * 100000000) && Convert.ToDouble(row["AggregateValue"]) <= (Params.MaxAggregateValue * 100000000) || !Params.UseAggregateValue) &&
(!((Convert.ToString(row["SectorName"]) == "금융지원 서비스업" || Convert.ToString(row["SectorName"]) == "기타 금융업" || Convert.ToString(row["SectorName"]) == "투자기관" || Convert.ToString(row["SectorName"]) == "은행 및 저축기관")) || !Params.OnlyNonFinance)
).Select(row =>
{
Screener screener = new Screener(Convert.ToDouble(row["PER"]), Convert.ToDouble(row["PBR"]), Convert.ToDouble(row["DebtRatio"]));
double score = screener.Scoring();
return new ScreeningResult
{
ISIN = Convert.ToString(row[0]),
Name = Convert.ToString(row[1]),
Date = Convert.ToDateTime(row["Date"]).ToShortDateString(),
Score = score.ToString("0.00", CultureInfo.InvariantCulture),
Price = String.Format("{0:#,###}", Convert.ToInt32(row["Price"])),
EPS = String.Format("{0:#,###}", Convert.ToInt32(row["EPS"])),
PER = Convert.ToDouble(row["PER"]).ToString("0.00", CultureInfo.InvariantCulture),
PBR = Convert.ToDouble(row["PBR"]).ToString("0.00", CultureInfo.InvariantCulture),
ROE = Convert.ToDouble(row["ROE"]).ToString("0.00", CultureInfo.InvariantCulture),
DebtRatio = Convert.ToDouble(row["DebtRatio"]).ToString("0.00", CultureInfo.InvariantCulture),
StockNumber = String.Format("{0:#,###}", Convert.ToInt32(row["StockNumber"])),
NetProfit = String.Format("{0:#,###}", Convert.ToDouble(row["NetProfit"])),
AggregateValue = String.Format("{0:#,###}", Convert.ToDouble(row["AggregateValue"]) / 100000000)
};
}));
}
public ScreenshotSource(IntPtr hWnd)
{
_screener = new Screener(hWnd);
_screenshotItem = new UpdatableItem <BImage>(BImageExtentions.CopyThreadSafty);
Task.Factory.StartNew(ScreenshotProc);
}
public async Task <List <ScreenerResponse> > GetMacdCrossingSignalFromBelowBullish()
{
var cacheKey = $"MacdCrossingSignalFromBelowBullish-{DateTime.Now:MMdd}";
var request = new Screener {
TechnicalMacd = 2
};
return(await GetScreenerRequest(request, cacheKey));
}
private void GoNext_OnClick(object sender, RoutedEventArgs e)
{
var model = (ScreenerViewModel)DataContext;
var screener = new Screener {
Event = model.Event, Name = model.Name
};
Frame.Navigate(typeof(QuestionnairePage), JsonConvert.SerializeObject(screener));
}
public async Task <List <ScreenerResponse> > Get52WeekLow()
{
var cacheKey = $"52WeekLow-{DateTime.Now:MMdd}";
var request = new Screener {
TechnicalWeekLow52 = 2
};
return(await GetScreenerRequest(request, cacheKey));
}
public async Task <List <ScreenerResponse> > GreenVolume()
{
var cacheKey = string.Format(CACHE_GREEN_VOLUME, $"{DateTime.Now:MMdd}");
var request = new Screener {
DescriptiveChangePercent = 2, TechnicalRelativeStrengthIndex14 = 28, TechnicalVolumeAverage20 = 2
};
return(await GetScreenerRequest(request, cacheKey));
}
/// <summary>
/// Oversold <= 30
/// MA9 below SMA20
/// </summary>
/// <returns></returns>
public async Task <List <ScreenerResponse> > GetOversoldStocks()
{
var cacheKey = $"OversoldStocks-{DateTime.Now:MMdd}";
var request = new Screener {
TechnicalMovingAverage9 = 53, TechnicalRelativeStrengthIndex14 = 8
};
return(await GetScreenerRequest(request, cacheKey));
}
/// <summary>
/// Oversold
/// RSI < 10
/// </summary>
/// <returns></returns>
public async Task <List <ScreenerResponse> > GetOversoldStocksLessThan20()
{
var cacheKey = $"OversoldStocksLessThan20-{DateTime.Now:MMdd}";
var request = new Screener {
TechnicalRelativeStrengthIndex14 = 9
};
return(await GetScreenerRequest(request, cacheKey));
}
public virtual async Task <List <ScreenerResponse> > GetScreenerResponse(Screener screener)
{
var data = await _stockApiRepository.GetScreenerResponse(screener);
if (data == null)
{
throw new InvestagramApiException(_investaCookieExpiredErrorMessage);
}
return(data);
}
public ScreenerViewModel()
{
Screener = new Screener();
Screener.ScreenerId = -1; // it indicates to Viewer that the screener is new
Screener.PostScreeningActionId = 1;
SelectedGenres = new List <int>();
SelectedAttributes = new List <int>();
Duration = new TimePickerViewModel()
{
TimeHR = -1, Prefix = "Duration", IsNullable = true, HideAmPm = true
};
}
/// <summary>
/// Computes the compression ratio of the Screener for all files in the given directory.
/// </summary>
/// <param name="dir">The folder containing xaml(x) files</param>
/// <returns>The compression ratio after using the Screener</returns>
public static double ScreenerStatistics(DirectoryInfo dir)
{
IList <double> ratios = new List <double>();
double sumRatios = 0.0;
string tempDir = System.IO.Path.GetTempPath();
foreach (FileInfo file in dir.GetFiles())
{
if (file.Extension.Equals(".xaml") || file.Extension.Equals(".xamlx"))
{
// Compute Filesize (1 Byte = 1 Literal)
long sizeBefore = file.Length;
// Do Screener
string outputPath = tempDir + file.Name + ".temp";
Screener screener = new Screener(file.FullName, outputPath); // TODO FilePath In Output
screener.ScreenXaml();
// Compute Filesize
FileInfo outputFile = new FileInfo(outputPath);
long sizeAfter = outputFile.Length;
// Delete Tempfile
outputFile.Delete();
// Add Ratio
double ratio = (double)sizeAfter / sizeBefore;
ratios.Add(ratio);
}
}
foreach (DirectoryInfo subDir in dir.GetDirectories())
{
double subratio = ScreenerStatistics(subDir);
if (subratio > 0)
{
ratios.Add(ScreenerStatistics(subDir));
}
}
// Compute Average Ratio
foreach (double ratio in ratios)
{
sumRatios += ratio;
}
if (ratios.Count > 0)
{
return((double)sumRatios / ratios.Count);
}
else
{
return(0.0);
}
}
public async Task <List <ScreenerResponse> > GetScreenerRequest(Screener request, string cacheKey)
{
//if within trading day and time, always fetch the data
if (IsTradingHours())
{
var data = await base.GetScreenerResponse(request);
SafeRemoveCache <List <ScreenerResponse> >(cacheKey);
return(data);
}
return(await _cache.GetOrAddAsync(cacheKey, () => base.GetScreenerResponse(request), _marketStatusRepository.NextClosingDateTime()));
}
static async Task Main(string[] args)
{
SetupStaticLogger();
Settings settings = await GetSettings();
var telegramBot = new TelegramBot(settings.TelegramBotToken, settings.TelegramChatId);
await telegramBot.Start();
var notificationSender = new NotificationSender(telegramBot);
var screener = new Screener(settings.TcsToken,
settings.TickersToScan.Distinct().ToArray(),
settings.NotificationRules,
notificationSender.SendNotification);
AppDomain.CurrentDomain.ProcessExit += async(s, e) =>
{
await HandleStopCommand(telegramBot);
};
Console.CancelKeyPress += async(s, e) =>
{
await HandleStopCommand(telegramBot);
};
while (!stopCommand)
{
try
{
//check working days and stock working hours
var dt = DateTime.UtcNow;
var day = CultureInfo.InvariantCulture.Calendar.GetDayOfWeek(dt);
if (day == DayOfWeek.Sunday || day == DayOfWeek.Saturday || dt.Hour < 6 || dt.Hour > 22)
{
await Task.Delay(TimeSpan.FromSeconds(10));
continue;
}
await screener.Scan();
}
catch (Exception ex)
{
Log.Error(ex.ToString());
await Task.Delay(TimeSpan.FromSeconds(1));
}
}
}
public ActionResult Screener(int?filmId)
{
ScreenerViewModel model = new ScreenerViewModel();
model.ListOfAttributes = new ScreenerRepository().GetListOfAttributes();
model.ListOfGenres = new ScreenerRepository().GetListOfGenres();
model.ListOfFormats = new ScreenerRepository().GetListOfFormats();
int filmSubId = filmId ?? -1;
Screener scr = new ScreenerRepository().GetScreener(filmSubId);
if (scr == null)
{
scr = new Screener {
ScreenerId = -1, FormatId = -1, FilmSubmissionId = filmSubId, DurationMinutes = 0
}
}
;
model.Screener = scr;
model.Duration.NumberOfMinutes = scr.DurationMinutes ?? 0;
return(View(model));
}
public Screener AddScreener(Screener newScreener, List <int> selectedGenres, List <int> selectedAttributes, int userId)
{
int screenerId;
Screener screenerOld = GetScreener(newScreener.FilmSubmissionId);
try
{
if (screenerOld == null)
{
screenerOld = new Screener();
screenerOld.FilmSubmissionId = newScreener.FilmSubmissionId;
screenerOld.ModifiedBy = userId;
screenerOld.FormatId = newScreener.FormatId;
screenerOld.PostScreeningActionId = newScreener.PostScreeningActionId;
screenerOld.DurationMinutes = (newScreener.DurationMinutes ?? 0);
screenerOld.ModifiedDate = DateTime.Now;
_context.Screeners.Add(screenerOld);
}
else
{
screenerOld.FormatId = newScreener.FormatId;
screenerOld.DurationMinutes = newScreener.DurationMinutes;
screenerOld.PostScreeningActionId = newScreener.PostScreeningActionId;
screenerOld.ModifiedDate = DateTime.Now;
screenerOld.ModifiedBy = userId;
}
_context.SaveChanges();
screenerId = screenerOld.ScreenerId;
// delete previous genres
var prevGenres = _context.ScreenerGenres.Where(x => x.ScreenerId == screenerId);
foreach (var pg in prevGenres)
{
_context.ScreenerGenres.Remove(pg);
}
_context.SaveChanges();
// add new genres
if (selectedGenres != null)
{
foreach (var sg in selectedGenres)
{
var gnr = _context.Genres.Find(sg);
_context.ScreenerGenres.Add(new ScreenerGenre {
ScreenerId = screenerId, GenreId = gnr.GenreId
});
_context.SaveChanges();
}
}
//// delete previous attributes
var prevAttr = _context.ScreenerAttributes.Where(x => x.ScreenerId == screenerId);
foreach (var pa in prevAttr)
{
_context.ScreenerAttributes.Remove(pa);
}
_context.SaveChanges();
// add new attributes
if (selectedAttributes != null)
{
foreach (var sa in selectedAttributes)
{
var attr = _context.Attributes.Find(sa);
_context.ScreenerAttributes.Add(new ScreenerAttribute {
ScreenerId = screenerId, AttributeId = attr.AttributeId
});
_context.SaveChanges();
}
}
}
catch (Exception ex)
{
string msg = ex.Message + ", " + ex.InnerException.InnerException.Message;
}
return(screenerOld);
}
public async Task <List <ScreenerResponse> > GetScreenerResponse(Screener data)
{
var result = await PostToApi <List <ScreenerResponse> >(data, $"{_stockApiPath}/FilterStocksForScreenerPlus", Method.POST);
return(result.Data);
}
static void Main(string[] args)
{
Stopwatch stopwatch = new Stopwatch();
Bitmap a = new Bitmap("./images/A.png");
Bitmap b = new Bitmap("./images/B.png");
Bitmap c = new Bitmap("./images/C.png");
Bitmap d = new Bitmap("./images/D.png");
Bitmap e = new Bitmap("./images/D.png");
// Test cases enabling
bool testBitmapEditor = true;
bool testBitmapDifference = true;
bool testBitmapComparator = true;
bool testBitmapBatchComparator = true;
bool testIntegration = true;
// CLASS BitmapEditor
if (testBitmapEditor)
{
// BitmapEditor.SetPixel()
// Bitmap <-> BitmapEditor implicit conversions
{
Bitmap bitmap = new Bitmap(4, 4, PixelFormat.Format24bppRgb);
BitmapEditor bitmapEditor = bitmap;
bitmapEditor.SetPixel(0, 0, Color.Cyan);
bitmapEditor.SetPixel(1, 1, Color.Cyan);
bitmapEditor.SetPixel(2, 2, Color.Cyan);
bitmap = bitmapEditor;
bitmap.Save("./bitmapEditorConversions1.png");
}
// BitmapEditor.SetPixel()
// Bitmap <-> BitmapEditor explicit conversions
{
BitmapEditor bitmapEditor = new BitmapEditor(new Bitmap(a));
bitmapEditor.SetPixel(0, 0, Color.Cyan);
bitmapEditor.SetPixel(1, 1, Color.Cyan);
bitmapEditor.SetPixel(2, 2, Color.Cyan);
bitmapEditor.SetPixel(3, 3, Color.Cyan);
bitmapEditor.SetPixel(4, 4, Color.Cyan);
bitmapEditor.SetPixel(5, 5, Color.Cyan);
bitmapEditor.SetPixel(6, 6, Color.Cyan);
bitmapEditor.SetPixel(100, 100, Color.Cyan);
bitmapEditor.SetPixel(101, 100, Color.Cyan);
bitmapEditor.SetPixel(102, 100, Color.Cyan);
bitmapEditor.SetPixel(103, 100, Color.Cyan);
((Bitmap)(bitmapEditor)).Save("./bitmapEditorConversions2.png");
}
}
// CLASS BitmapDifference TEST
if (testBitmapDifference)
{
{
// BitmapDifference from Bitmap
// BitmapDifference.SetPixel() - marking pixels as different
// BitmapDifference.GetBitmapDifferenceImage
BitmapDifference bitmapDifferenceA = new BitmapDifference(a);
bitmapDifferenceA.SetPixel(100, 100, true);
bitmapDifferenceA.SetPixel(100, 101, true);
bitmapDifferenceA.SetPixel(100, 102, true);
bitmapDifferenceA.SetPixel(100, 103, true);
bitmapDifferenceA.GetBitmapDifferenceImage().Save("./bitmapDifferenceImage.png");
// BitmapDifference from Bitmap
// BitmapDifference.AddMask()
// BitmapDifference.GetBitmapMaskedImage()
BitmapDifference bitmapDifferenceB = new BitmapDifference(a);
bitmapDifferenceB.AddMask(bitmapDifferenceA.GetBitmapDifferenceImage());
bitmapDifferenceB.GetBitmapMaskedImage().Save("./bitmapDifferenceMaskedImage.png");
}
}
// CLASS BitmapComparator TEST
if (testBitmapComparator)
{
BitmapComparator bitmapComparator = new BitmapComparator(a, b);
bitmapComparator.GetBitmapDifferenceImage().Save("./bitmapComparatorDiffImg.png");
}
// CLASS BitmapBatchComparator TEST
if (testBitmapBatchComparator)
{
BitmapBatch bitmapBatch = new BitmapBatch();
bitmapBatch.Add(a);
bitmapBatch.Add(b);
bitmapBatch.Add(c);
bitmapBatch.Add(d);
bitmapBatch.Add(e);
BitmapBatchComparator bitmapBatchComparator = new BitmapBatchComparator(bitmapBatch);
bitmapBatchComparator.GetBitmapDifferenceImage().Save("./bitmapBatchComparatorDiffImg.png");
}
// CLASS integration TEST
if (testIntegration)
{
stopwatch.Restart();
BitmapBatch bbb = new BitmapBatch();
Console.WriteLine("A: " + stopwatch.ElapsedMilliseconds);
bbb = Screener.GetScreenshotBatch(3000, 250);
Console.WriteLine("B: " + stopwatch.ElapsedMilliseconds);
BitmapBatchComparator bbcb = new BitmapBatchComparator(bbb);
Console.WriteLine("C: " + stopwatch.ElapsedMilliseconds);
bbcb.GetBitmapDifferenceImage().Save("./bitmapBatchDifference.png");
Console.WriteLine("D: " + stopwatch.ElapsedMilliseconds);
BitmapComparator ndnjjcd = new BitmapComparator(a, b);
Console.WriteLine("E: " + stopwatch.ElapsedMilliseconds);
}
Console.WriteLine("Done.");
Console.ReadKey();
}
public void Download(IJobCancellationToken cancellationToken)
{
bool didFindAny = false;
foreach (var screenerType in uow.ScreenerTypes.getToDownload())
{
if (screenerType.TimeInterval.Duration != TimeSpan.FromDays(1))
{
screenerType.LastResult = "Only Daily Screeners are implemented so far";
//_log.LogError("Only Daily Screeners are implemented so far");
break;
}
DateTimeOffset?dateLookingFor =
screenerType?.BrokerInstrumentScreenerTypes.FirstOrDefault()?.BrokerInstrument.BrokerSymbol.Exchange
.LastCloseTime;
if (dateLookingFor == null)
{
screenerType.LastResult = "Keine Member / Exchange Close Time eingetragen";
break;
}
if (screenerType.Screeners.FirstOrDefault(s => s.TimeStamp.Date == dateLookingFor?.Date) != null)
{
screenerType.LastResult = "Aktuellster Screener ist schon in DB";
continue;
}
var urlDate = screenerType.UseToday ? DateTimeOffset.Now : dateLookingFor;
var url = screenerType.URL.Replace("YYYY", urlDate?.Year.ToString("D"))
.Replace("/M/", "/" + urlDate?.Month.ToString("D") + "/")
.Replace("DATE", urlDate?.Date.ToString("ddMM"));
var filename = screenerType.Path + "temp\\" + screenerType.Name + ".gif";
var file = new System.IO.FileInfo(filename);
//_log.LogDebug(url + " => " + filename);
MagickImage image;
try
{
file.Directory.Create();
using (var webclient = new WebClient()) webclient.DownloadFile(url, filename);
image = new MagickImage(file);
}
catch (Exception ex)
{
//_log.LogError(ex, "Error on Downloading Screener");
screenerType.LastResult = ex.ToString();
break;
}
var signature = image.Signature;
if (screenerType.LastHash == signature)
{
screenerType.LastCheck = DateTime.Now;
continue;
}
screenerType.LastHash = signature;
// if (VerifyColorSignature(screenerType, image) == false) break;
string destFileName = screenerType.Path + dateLookingFor?.Year.ToString("0000") + "\\" +
dateLookingFor?.Month.ToString("00") + "\\" +
dateLookingFor?.Day.ToString("00") + "_" + screenerType.Name + ".gif";
try
{
var destFile = new FileInfo(destFileName);
destFile.Directory.Create();
if (File.Exists(destFileName))
{
File.Delete(destFileName);
}
file.MoveTo(destFileName);
}
catch (Exception ex)
{
//_log.LogError(ex, "Error on saving screener in destfile");
screenerType.LastResult = ex.ToString();
break;
}
if (!uow.Screeners.ImageExists(destFileName))
{
var newScreener = new Screener();
newScreener.ImageFile = destFileName;
newScreener.TimeStamp = (DateTimeOffset)dateLookingFor;
newScreener.ImageHash = signature;
newScreener.ScreenerType = screenerType;
uow.Screeners.Add(newScreener);
image.Dispose();
didFindAny = true;
screenerType.LastCheck = DateTime.Now;
}
}
uow.Complete();
if (didFindAny)
{
BackgroundJob.Enqueue <ScreenerParseScheduler>(x => x.Schedule(JobCancellationToken.Null));
}
}
