public SecurityGraphGenerator(StockQuoteHistory history, Security security)
{
this.history = history;
this.security = security;
nfi.NumberDecimalDigits = 2;
nfi.CurrencyNegativePattern = 0;
}
// Aggressive buy:
// 1) If three or more DECs in a row, buy 20 % extra
// 2) If two or more DECs in a row, buy 10 % extra
// Defensive sell:
// 3) If four of last changes were INCs, sell 10 % of owned
// 4) If three of last changes were INCs, sell 5 % of owned
public void Trade(IStockTrader trader, int index, List <double> quotes)
{
double quote = quotes[index];
StockQuoteHistory sqHist = StockQuoteAnalyser.Analyse(quotes, index, HistoryLength);
if (StratsLib.TryBuyOnDecStreak(trader, sqHist, quote, 3, 5))
{
return;
}
if (StratsLib.TryBuyOnDecStreak(trader, sqHist, quote, 2, 10))
{
return;
}
if (StratsLib.TrySellOnMultiInc(trader, sqHist, quote, 4, 10))
{
return;
}
StratsLib.TrySellOnMultiInc(trader, sqHist, quote, 3, 20);
}
public bool TrySellOnMultiInc(IStockTrader trader, StockQuoteHistory sqHist, double quote, int noOfIncs, int fraction)
{
return(TradeConditional(trader, () => sqHist.Incs >= noOfIncs, trader.TryToSellStock, quote, fraction));
}
public bool TryBuyOnMultiDec(IStockTrader trader, StockQuoteHistory sqHist, double quote, int noOfDecs, int fraction)
{
return(TradeConditional(trader, () => sqHist.Decs >= noOfDecs, trader.TryToBuyStock, quote, fraction));
}
public bool TrySellOnIncStreak(IStockTrader trader, StockQuoteHistory sqHist, double quote, int streakLength, int fraction)
{
return(TradeConditional(trader, () => sqHist.IncStreak >= streakLength, trader.TryToSellStock, quote, fraction));
}
public void Create()
{
string temp = Path.Combine(Path.GetTempPath(), "MyMoney");
Directory.CreateDirectory(temp);
string path = Path.Combine(temp, "SampleData.xml");
ProcessHelper.ExtractEmbeddedResourceAsFile("Walkabout.Database.SampleData.xml", path);
SampleDatabaseOptions options = new SampleDatabaseOptions();
options.Owner = Application.Current.MainWindow;
options.SampleData = path;
if (options.ShowDialog() == false)
{
return;
}
string zipPath = Path.Combine(temp, "SampleStockQuotes.zip");
ProcessHelper.ExtractEmbeddedResourceAsFile("Walkabout.Database.SampleStockQuotes.zip", zipPath);
string quoteFolder = Path.Combine(temp, "StockQuotes");
if (Directory.Exists(quoteFolder))
{
Directory.Delete(quoteFolder, true);
}
System.IO.Compression.ZipFile.ExtractToDirectory(zipPath, temp);
foreach (var file in Directory.GetFiles(quoteFolder))
{
var target = Path.Combine(this.stockQuotePath, Path.GetFileName(file));
if (!File.Exists(target))
{
File.Copy(file, target, true);
}
}
path = options.SampleData;
double inflation = options.Inflation;
SampleData data = null;
XmlSerializer s = new XmlSerializer(typeof(SampleData));
using (XmlReader reader = XmlReader.Create(path))
{
data = (SampleData)s.Deserialize(reader);
}
foreach (SampleSecurity ss in data.Securities)
{
var history = StockQuoteHistory.Load(quoteFolder, ss.Symbol);
if (history != null)
{
this.quotes[ss.Symbol] = history;
this.manager.DownloadLog.AddHistory(history);
}
}
int totalFrequency = data.GetTotalFrequency();
List <SampleTransaction> list = new List <SampleTransaction>();
List <Account> brokerageAccounts = new List <Account>();
foreach (SampleAccount sa in data.Accounts)
{
// Create all the accounts.
Accounts accounts = money.Accounts;
Account a = accounts.FindAccount(sa.Name);
if (a == null)
{
a = accounts.AddAccount(sa.Name);
}
a.Type = sa.Type;
if (a.Type == AccountType.Checking)
{
this.checking = a;
}
a.TaxStatus = sa.TaxStatus;
// Create this many transactions
int count = sa.Frequency;
// by scaling the payee frequencies to match the above desired count.
double ratio = (double)count / (double)totalFrequency;
if (a.Type == AccountType.Brokerage || a.Type == AccountType.Retirement)
{
brokerageAccounts.Add(a);
}
else
{
// create flat list of all payees to choose from so it fits the histogram
List <SamplePayee> payees = new List <SamplePayee>();
foreach (SamplePayee payee in data.Payees)
{
switch (payee.Type)
{
case PaymentType.Debit:
case PaymentType.Check:
if (sa.Type != AccountType.Checking)
{
continue;
}
break;
case PaymentType.Credit:
if (sa.Type != AccountType.Credit)
{
continue;
}
break;
}
foreach (SampleCategory sc in payee.Categories)
{
int newFrequency = (int)(sc.Frequency * ratio);
for (int i = 0; i < newFrequency; i++)
{
list.Add(new SampleTransaction()
{
Account = sa,
Payee = payee,
Category = sc
});
}
}
}
}
}
money.BeginUpdate(this);
// create the securities and stock splits
foreach (var sec in data.Securities)
{
Security stock = money.Securities.FindSecurity(sec.Name, true);
if (sec.Splits != null)
{
foreach (var split in sec.Splits)
{
var exists = money.StockSplits.FindStockSplitByDate(stock, split.Date);
if (exists == null)
{
StockSplit stockSplit = money.StockSplits.NewStockSplit();
stockSplit.Security = stock;
stockSplit.Date = split.Date;
stockSplit.Numerator = split.Numerator;
stockSplit.Denominator = split.Denominator;
}
}
}
}
money.EndUpdate();
CreateRandomTransactions(list, inflation);
AddPaychecks(options.Employer, options.PayCheck, inflation);
// now with any spare cash we can buy stocks.
CreateInvestmentSamples(data, brokerageAccounts);
// only have to do this because we hid all update events earlier by doing BeginUpdate/EndUpdate on money object.
// trigger payee update
money.Payees.BeginUpdate(false);
money.Payees.EndUpdate();
// trigger category update
money.Categories.BeginUpdate(false);
money.Categories.EndUpdate();
money.OnLoaded();
}
/// <summary>
/// This is the specific implementation of the four (currently) existing
/// trade strategies, found by combining aggressive/defensive strategies
/// for buying/selling. NB: The "quality" of the strategies as such is not
/// of importance here :-).
/// </summary>
protected override void Trade(int index, List <double> quotes)
{
int histLength = 5; // All strategies look five quotes back.
double quote = quotes[index];
StockQuoteHistory sqHist = StockQuoteAnalyser.Analyse(quotes, index, histLength);
// Aggressive buy:
// 1) If three or more DECs in a row, buy 20 % extra
// 2) If two or more DECs in a row, buy 10 % extra
// Aggressive sell:
// 3) If three or more INCs in a row, sell 20 % of owned
// 4) If two or more INCs in a row, sell 10 % of owned
if (AggrBuy && AggrSell)
{
if (sqHist.DecStreak >= 3)
{
TryToBuyStock(NoOfStocks / 5, quote);
}
else if (sqHist.DecStreak >= 2)
{
TryToBuyStock(NoOfStocks / 10, quote);
}
else if (sqHist.IncStreak >= 3)
{
TryToSellStock(NoOfStocks / 5, quote);
}
else if (sqHist.IncStreak >= 2)
{
TryToSellStock(NoOfStocks / 10, quote);
}
}
// Defensive buy:
// 1) If four of last changes were DECs, buy 10 % extra
// 2) If three of last changes were DECs, buy 5 % extra
// Aggressive sell:
// 3) If three or more INCs in a row, sell 20 % of owned
// 4) If two or more INCs in a row, sell 10 % of owned
if (!AggrBuy && AggrSell)
{
if (sqHist.Decs >= 4)
{
TryToBuyStock(NoOfStocks / 10, quote);
}
else if (sqHist.Decs >= 3)
{
TryToBuyStock(NoOfStocks / 20, quote);
}
else if (sqHist.IncStreak >= 3)
{
TryToSellStock(NoOfStocks / 5, quote);
}
else if (sqHist.IncStreak >= 2)
{
TryToSellStock(NoOfStocks / 10, quote);
}
}
// Aggressive buy:
// 1) If three or more DECs in a row, buy 20 % extra
// 2) If two or more DECs in a row, buy 10 % extra
// Defensive sell:
// 3) If four of last changes were INCs, sell 10 % of owned
// 4) If three of last changes were INCs, sell 5 % of owned
if (AggrBuy && !AggrSell)
{
if (sqHist.DecStreak >= 3)
{
TryToBuyStock(NoOfStocks / 5, quote);
}
else if (sqHist.DecStreak >= 2)
{
TryToBuyStock(NoOfStocks / 10, quote);
}
else if (sqHist.Incs >= 4)
{
TryToSellStock(NoOfStocks / 10, quote);
}
else if (sqHist.Incs >= 3)
{
TryToSellStock(NoOfStocks / 20, quote);
}
}
// Defensive buy:
// 1) If four of last changes were DECs, buy 10 % extra
// 2) If three of last changes were DECs, buy 5 % extra
// Defensive sell:
// 3) If four of last changes were INCs, sell 10 % of owned
// 4) If three of last changes were INCs, sell 5 % of owned
if (!AggrBuy && !AggrSell)
{
if (sqHist.Decs >= 4)
{
TryToBuyStock(NoOfStocks / 10, quote);
}
else if (sqHist.Decs >= 3)
{
TryToBuyStock(NoOfStocks / 20, quote);
}
else if (sqHist.Incs >= 4)
{
TryToSellStock(NoOfStocks / 10, quote);
}
else if (sqHist.Incs >= 3)
{
TryToSellStock(NoOfStocks / 20, quote);
}
}
}
