static void Main(string[] args)
{
//args = new[] { "autosignals" };
//var g = new SignalGenerator { Symbol = "ACARIX" };
//g.GenerateSignals();
//Console.ReadLine();
//return;
var autoSignals = false;
if (args.Length > 0 && args[0].ToLowerInvariant() == "autosignals")
{
autoSignals = true;
}
var infoPath = @"Dropbox\info.json";
var jsonPath = Path.Combine(Environment.GetEnvironmentVariable("LocalAppData"), infoPath);
if (!File.Exists(jsonPath))
{
jsonPath = Path.Combine(Environment.GetEnvironmentVariable("AppData"), infoPath);
}
if (!File.Exists(jsonPath))
{
throw new Exception("Dropbox could not be found!");
}
var dropboxPath = File.ReadAllText(jsonPath).Split('\"')[5].Replace(@"\\", @"\");
var dataFilePath = Path.Combine(dropboxPath, "Data");
if (!Directory.Exists(dataFilePath))
{
Directory.CreateDirectory(dataFilePath);
}
var signalsPath = Path.Combine(dataFilePath, $"Invesim");
if (!Directory.Exists(signalsPath))
{
Directory.CreateDirectory(signalsPath);
}
var templatePath = Path.Combine(signalsPath, "SignalChart.xlsx");
var symbolsPath = Path.Combine(signalsPath, "Symbols.txt");
var currentlyOpenPath = Path.Combine(signalsPath, "CurrentlyOpen.json");
signalsPath = Path.Combine(signalsPath, $"Signals");
if (!Directory.Exists(signalsPath))
{
Directory.CreateDirectory(signalsPath);
}
signalsPath = Path.Combine(signalsPath, $"{DateTime.Today:yyyy-MM-dd}.txt");
dataFilePath = Path.Combine(dataFilePath, "InveSim.v2.json");
var sim = new Simulator.Simulator();
sim.OnNeedData += Sim_OnNeedData;
sim.OnLog += Sim_OnLog;
//var data = System.IO.File.Exists("data.xml") ? System.IO.File.ReadAllText("data.xml") : null;
//sim.LoadData(data);
var data = System.IO.File.Exists(dataFilePath) ? System.IO.File.ReadAllText(dataFilePath) : null;
System.IO.File.WriteAllText("data.backup.json", data);
sim.LoadJsonData(data);
while (true)
{
Console.WriteLine("InveSim");
Console.WriteLine();
var choice = -1;
if (autoSignals)
{
choice = 5;
}
while (choice < 0)
{
Console.WriteLine("1 - Simulate v");
Console.WriteLine("2 - Simulate s");
Console.WriteLine("3 - Simulate s, ohv");
Console.WriteLine("4 - Update values");
Console.WriteLine("5 - Generate signals");
Console.WriteLine("6 - Get signal data");
Console.WriteLine("0 - Exit");
var s = Console.ReadLine();
choice = int.TryParse(s, out var x) ? x : -1;
}
if (choice == 0)
{
return;
}
sim.Setup(choice == 4);
sim.Holdings.Clear();
sim.Data.Signals.Signals.Clear();
var vecko = choice == 1 || choice == 4;
var signal = choice == 2 || choice == 3 || choice == 4;
var sig = sim.Data.Signals;
if (choice == 6)
{
Console.Write("Symbol: ");
var symbol = Console.ReadLine();
var oldFile = System.IO.File.ReadAllText(currentlyOpenPath);
var currentlyOpen = JsonDeserialize <List <(DateTime, string)> >(oldFile);
var gen = new SignalGenerator {
Symbol = symbol
};
var sym = currentlyOpen.Where(i => i.Item2 == symbol).Select(i => (DateTime?)i.Item1).FirstOrDefault();
if (sym.HasValue)
{
var dte = sim.Data.DateHandler.GetPreviousDate(sym.Value);
gen.ForceBuy = dte;
}
var x = gen.GenerateSignals();
Console.WriteLine("Date;Open;High;Low;Close;BuyLine;SellLine;StopLoss;In");
var pb = gen.Days[0].In;
foreach (var day in gen.Days)
{
var sl = day.StopLoss <= 0 ? "" : day.StopLoss.ToString("###0.00");
var inn = day.In == pb ? "" : (day.In ? "1" : "0");
pb = day.In;
Console.WriteLine($"{day.Date:yyyy-MM-dd};{day.Open:###0.00};{day.High:###0.00};{day.Low:###0.00};{day.Close:###0.00};{day.BuyLine:###0.00};{day.SellLine:###0.00};{sl};{inn}");
}
while (true)
{
Console.WriteLine();
Console.Write("Create chart (Y/N): ");
if (Console.ReadLine().ToLowerInvariant() == "y")
{
DateTime?startDate = null;
var def = DateTime.Today.AddMonths(-3).ToString("yyyyMMdd");
while (!startDate.HasValue)
{
Console.Write($"Enter start date (yyyyMMdd) [{def}]: ");
var inp = Console.ReadLine();
if (inp == "")
{
inp = def;
}
if (DateTime.TryParseExact(inp, "yyyyMMdd", System.Globalization.CultureInfo.InvariantCulture, System.Globalization.DateTimeStyles.None, out var v))
{
startDate = v;
}
}
DateTime?endDate = null;
def = DateTime.Today.ToString("yyyyMMdd");
if (DateTime.Now.Hour < 17)
{
def = DateTime.Today.AddDays(-1).ToString("yyyyMMdd");
}
while (!endDate.HasValue)
{
Console.Write($"Enter end date (yyyyMMdd) [{def}]: ");
var inp = Console.ReadLine();
if (inp == "")
{
inp = def;
}
if (DateTime.TryParseExact(inp, "yyyyMMdd", System.Globalization.CultureInfo.InvariantCulture, System.Globalization.DateTimeStyles.None, out var v))
{
endDate = v;
}
}
var activeRange = gen.Days.Where(d => d.Date >= startDate && d.Date <= endDate).ToList();
CreateChart(activeRange, symbol, templatePath);
}
else
{
break;
}
}
continue;
}
if (choice == 5)
{
try
{
sig.Signals.Clear();
var symbolList = System.IO.File.ReadAllText(symbolsPath).Replace("\n", "").Split('\r').Where(s => !string.IsNullOrEmpty(s)).ToList();
var oldFile = System.IO.File.ReadAllText(currentlyOpenPath);
var currentlyOpen = JsonDeserialize <List <(DateTime, string)> >(oldFile);
var TargetSl = new List <(string, double, double)>();
foreach (var s in symbolList)
{
Console.WriteLine(s);
var gen = new SignalGenerator {
Symbol = s
};
var sym = currentlyOpen.Where(i => i.Item2 == s).Select(i => (DateTime?)i.Item1).FirstOrDefault();
if (sym.HasValue)
{
var dte = sim.Data.DateHandler.GetPreviousDate(sym.Value);
gen.ForceBuy = dte;
}
var x = gen.GenerateSignals();
foreach (var d in x.Item1)
{
sig.AddSignal(d, s, true, false);
}
foreach (var d in x.Item2)
{
sig.AddSignal(d, s, false, true);
}
TargetSl.Add((s, gen.Target, gen.StopLoss));
}
foreach (var s in sig.Signals)
{
s.Date = sim.Data.DateHandler.GetNextDate(s.Date);
}
var active = new List <(DateTime, string)>();
foreach (var symbol in sig.Signals.Select(s => s.Symbol).Distinct())
{
var sym = sig.Signals.Where(s => s.Symbol == symbol).OrderByDescending(s => s.Date).First();
if (sym.Buy)
{
active.Add((sym.Date, sym.Symbol));
}
}
var dt = sig.Signals.Max(s => s.Date);
var dates = new List <DateTime>();
while (dates.Count < 5)
{
dates.Add(dt);
dt = sig.Signals.Where(s => s.Date < dt).Max(s => s.Date);
}
//if(!autoSignals) Console.ReadLine();
var sb = new System.Text.StringBuilder();
foreach (var d in dates.OrderBy(d => d))
{
sb.AppendLine($"Signals for {d:yyyy-MM-dd}");
Console.WriteLine($"Signals for {d:yyyy-MM-dd}");
foreach (var s in sig.Signals.Where(x => x.Date.Equals(d)))
{
sb.AppendLine($"{s.Symbol}, {(s.Buy ? "buy" : "sell")}");
Console.WriteLine($"{s.Symbol}, {(s.Buy ? "buy" : "sell")}");
}
sb.AppendLine();
}
sb.AppendLine($"Open");
Console.WriteLine($"Open");
var fileContent = JsonSerialize(active);
if (autoSignals)
{
System.IO.File.WriteAllText(currentlyOpenPath, fileContent);
}
foreach (var(date, sym) in active.OrderBy(s => s.Item1))
{
var TS = TargetSl.Where(t => t.Item1 == sym).First();
sb.AppendLine($"{date:yyyy-MM-dd} {sym} Target: {TS.Item2:####0.00} StopLoss: {TS.Item3:####0.00}");
Console.WriteLine($"{date:yyyy-MM-dd} {sym} Target: {TS.Item2:####0.00} StopLoss: {TS.Item3:####0.00}");
}
if (autoSignals)
{
System.IO.File.WriteAllText(signalsPath, sb.ToString());
}
if (autoSignals)
{
return;
}
Console.ReadLine();
continue;
}catch (Exception ex)
{
if (!autoSignals)
{
throw;
}
System.IO.File.WriteAllText(signalsPath + ".error.txt", ex.ToString());
return;
}
}
if (vecko)
{
AddSignals(sig);
}
if (signal)
{
var onlyHighVolume = choice == 3;
if (!onlyHighVolume)
{
sig.Add("HIFA B ", "20200515", "20200522");
sig.Add("CTT ", "20200519", "20200520");
sig.Add("SJR B ", "20200525", "20200612");
sig.Add("CAT B ", "20200526", "20200610");
sig.Add("CTT ", "20200527", "20200528");
sig.Add("ACTI ", "20200528", "20200602");
sig.Add("CTT ", "20200529", "20200612");
sig.Add("HIFA B ", "20200608", "20200612");
sig.Add("ACTI ", "20200611", "20200622");
sig.Add("CAT B ", "20200611", "20200612");
sig.Add("SJR B ", "20200617", "20200711");
sig.Add("CTT ", "20200618", "20200701");
sig.Add("HIFA B ", "20200626", "20200707");
sig.Add("CAT B ", "20200702", "20200720");
sig.Add("CTT ", "20200703", null);
sig.Add("ACTI ", "20200708", "20200714");
sig.Add("SJR B ", "20200720", null);
sig.Add("ACTI ", "20200721", null);
sig.Add("CAT B ", "20200721", null);
}
sig.Add("NETI B ", "20200518", "20200610");
sig.Add("ATRLJ B ", "20200519", "20200612");
sig.Add("FING B ", "20200519", "20200610");
sig.Add("EOLU B ", "20200520", "20200612");
sig.Add("WIHL ", "20200520", "20200612");
sig.Add("AAK ", "20200522", "20200609");
sig.Add("NEWA B ", "20200527", "20200612");
sig.Add("GCOR ", "20200601", "20200612");
sig.Add("AAK ", "20200611", "20200612");
sig.Add("NETI B ", "20200611", "20200702");
sig.Add("WIHL ", "20200617", "20200624");
sig.Add("ATRLJ B ", "20200618", "20200623");
sig.Add("AZA ", "20200629", "20200701");
sig.Add("FING B ", "20200629", "20200630");
sig.Add("EOLU B ", "20200701", "20200715");
sig.Add("AZA ", "20200702", null);
sig.Add("GCOR ", "20200703", "20200714");
sig.Add("WIHL ", "20200703", "20200708");
sig.Add("ATRLJ B ", "20200707", "20200708");
sig.Add("ATRLJ B ", "20200709", "20200713");
sig.Add("ATRLJ B ", "20200714", "20200720");
sig.Add("FING B ", "20200714", null);
sig.Add("AAK ", "20200716", "20200720");
sig.Add("EOLU B ", "20200721", null);
}
sim.Data.DateHandler.Holidays.Clear();
sim.Data.DateHandler.Holidays.Add(new DateTime(2019, 4, 19));
sim.Data.DateHandler.Holidays.Add(new DateTime(2019, 5, 30));
sim.Data.DateHandler.Holidays.Add(new DateTime(2019, 6, 6));
sim.Data.DateHandler.Holidays.Add(new DateTime(2019, 6, 10));
sim.Data.DateHandler.Holidays.Add(new DateTime(2019, 12, 24));
sim.Data.DateHandler.Holidays.Add(new DateTime(2019, 12, 25));
sim.Data.DateHandler.Holidays.Add(new DateTime(2019, 12, 26));
sim.Data.DateHandler.Holidays.Add(new DateTime(2019, 12, 31));
sim.Data.DateHandler.Holidays.Add(new DateTime(2020, 1, 1));
sim.Data.DateHandler.Holidays.Add(new DateTime(2020, 1, 6));
sim.Data.DateHandler.Holidays.Add(new DateTime(2020, 4, 10));
sim.Data.DateHandler.Holidays.Add(new DateTime(2020, 4, 13));
sim.Data.DateHandler.Holidays.Add(new DateTime(2020, 5, 1));
sim.Data.DateHandler.Holidays.Add(new DateTime(2020, 5, 21));
sim.Data.DateHandler.Holidays.Add(new DateTime(2020, 6, 19));
sim.Data.DateHandler.Holidays.Add(new DateTime(2020, 12, 24));
sim.Data.DateHandler.Holidays.Add(new DateTime(2020, 12, 25));
sim.Data.DateHandler.Holidays.Add(new DateTime(2020, 12, 31));
sim.Data.DateHandler.Holidays.Add(new DateTime(2021, 1, 1));
sim.Data.DateHandler.Holidays.Add(new DateTime(2021, 1, 6));
sim.Data.DateHandler.Holidays.Add(new DateTime(2021, 4, 6));
sim.Data.DateHandler.Holidays.Add(new DateTime(2021, 5, 13));
sim.Data.DateHandler.Holidays.Add(new DateTime(2021, 6, 25));
sim.Data.DateHandler.Holidays.Add(new DateTime(2021, 12, 24));
sim.Data.DateHandler.Holidays.Add(new DateTime(2021, 12, 31));
Console.WriteLine(sim.Details());
var until = DateTime.Today;
var timeCheck = choice == 4 ? 1730 : 1745;
if (int.Parse(DateTime.Now.ToString("HHmm")) < timeCheck)
{
until = sim.Data.DateHandler.GetPreviousDate(until);
}
until = sim.Data.DateHandler.GetPreviousDate(until.AddDays(1));
var log = new List <(DateTime date, decimal cash, decimal total)>();
//sim.Data.Symbols.Clear();
var lastData = "";
while (sim.CurrentDate < until)
{
sim.NextDay();
log.Add((sim.CurrentDate, sim.Cash, sim.TotalValue));
//data = sim.GetData();
//System.IO.File.WriteAllText("data.xml", data);
data = sim.GetJsonData();
if (data != lastData)
{
for (var i = 0; i < 10; i++)
{
try
{
System.IO.File.WriteAllText(dataFilePath, data);
break;
}
catch (System.IO.IOException) when(i < 9)
{
Console.WriteLine("IO Error, retrying...");
System.Threading.Thread.Sleep(1000);
}
}
}
lastData = data;
Console.WriteLine();
Console.WriteLine(sim.Details());
//Console.WriteLine("Press enter...");
//Console.ReadLine();
}
Console.WriteLine();
Console.ReadLine();
foreach ((var date, decimal cash, decimal total) in log)
{
Console.WriteLine($"{date:yyyy-MM-dd};{cash};{total - cash}");
}
Console.ReadLine();
if (autoSignals)
{
break;
}
}
}