//private static void SaveLastRunTime(DateTime onTime)
//{
// StringCollection aFields = new StringCollection();
// StringCollection aValues = new StringCollection();
// aFields.Add(Configuration.configKeys.sysTradeAlertLastRun.ToString());
// aValues.Add(onTime.ToString());
// application.Configuration.SaveConfig(aFields, aValues);
//}
//withAplicableCheckInAlert = true : Sell alerts only create when user owned stock that is applible to sell
/// <summary>
/// Create alerts for all stock in portfolio and return number of alerts created
/// </summary>
/// <param name="alertList"> all alert resulted from analysis </param>
private static int CreateTradeAlert(TradeAlertItem[] alertList)
{
int noAlertCreated = 0;
string msg;
StringCollection timeScaleList;
databases.baseDS.tradeAlertRow tradeAlertRow;
databases.baseDS.tradeAlertDataTable tradeAlertTbl = new databases.baseDS.tradeAlertDataTable();
//Watch list : sort by Stock code + Strategy code
databases.baseDS.portfolioDetailDataTable watchlistTbl = databases.DbAccess.GetPortfolioDetail_ByType(new AppTypes.PortfolioTypes[] { AppTypes.PortfolioTypes.WatchList});
DataView watchlistView = new DataView(watchlistTbl);
watchlistView.Sort = watchlistTbl.codeColumn.ColumnName + "," + watchlistTbl.subCodeColumn.ColumnName;
//Portfolio : Sort by Stock code
databases.tmpDS.investorStockDataTable investorStockTbl = new databases.tmpDS.investorStockDataTable();
databases.DbAccess.LoadStockOwnedByAll(investorStockTbl);
DataView investorStockView = new DataView(investorStockTbl);
investorStockView.Sort = investorStockTbl.stockCodeColumn.ColumnName;
DataRowView[] foundRows;
// Only create alerts for codes in user's watchlist.
for (int alertId = 0; alertId < alertList.Length; alertId++)
{
databases.baseDS.portfolioDetailRow portfolioDetailRow;
//===============================================
// Check if alert's strategy in user's wish list
//===============================================
foundRows = watchlistView.FindRows(new object[] { alertList[alertId].StockCode, alertList[alertId].Strategy.Trim() });
for (int dataIdx = 0; dataIdx < foundRows.Length; dataIdx++)
{
// Check if alert's time scale in user's wish list ??
portfolioDetailRow = ((databases.baseDS.portfolioDetailRow)foundRows[dataIdx].Row);
timeScaleList = common.MultiValueString.String2List(portfolioDetailRow.data.Trim());
if (!timeScaleList.Contains(alertList[alertId].TimeScale.Code)) continue;
//Ignore duplicate alerts.
tradeAlertRow = databases.DbAccess.GetOneAlert(alertList[alertId].OnDateTime,
portfolioDetailRow.portfolio,
alertList[alertId].StockCode,
alertList[alertId].Strategy,
alertList[alertId].TimeScale.Code,
AppTypes.CommonStatus.All);
if (tradeAlertRow != null) continue;
string infoText = alertList[alertId].TradePoint.BusinessInfo.ToText().Trim();
infoText = (infoText != "" ? infoText : common.Consts.constNotAvailable);
//Create alert template message, AlertMessageText() will convert it to specified-language text.
msg = Consts.constTextMergeMarkerLEFT + "price" + Consts.constTextMergeMarkerRIGHT + " : " + alertList[alertId].Price.ToString() + common.Consts.constCRLF +
Consts.constTextMergeMarkerLEFT + "volume" + Consts.constTextMergeMarkerRIGHT + " : " + alertList[alertId].Volume.ToString() + common.Consts.constCRLF +
Consts.constTextMergeMarkerLEFT + "marketInfo" + Consts.constTextMergeMarkerRIGHT + " : " + infoText + common.Consts.constCRLF;
CreateTradeAlert(tradeAlertTbl, portfolioDetailRow.portfolio, alertList[alertId].StockCode, alertList[alertId].Strategy,
alertList[alertId].TimeScale, alertList[alertId].TradePoint, alertList[alertId].OnDateTime, msg);
noAlertCreated++;
}
//===============================================
// Create alerts for all codes in user's porfolio
//===============================================
foundRows = investorStockView.FindRows(new object[] { alertList[alertId].StockCode });
for (int dataIdx = 0; dataIdx < foundRows.Length; dataIdx++)
{
// Check if alert's time scale in user's wish list ??
databases.tmpDS.investorStockRow investorStockRow = ((databases.tmpDS.investorStockRow)foundRows[dataIdx].Row);
if (investorStockRow.qty == 0) continue;
//Ignore duplicate alerts.
tradeAlertRow = databases.DbAccess.GetOneAlert(alertList[alertId].OnDateTime,
investorStockRow.portfolio,
alertList[alertId].StockCode,
alertList[alertId].Strategy,
alertList[alertId].TimeScale.Code,
AppTypes.CommonStatus.All);
if (tradeAlertRow != null) continue;
string infoText = alertList[alertId].TradePoint.BusinessInfo.ToText().Trim();
infoText = (infoText != "" ? infoText : common.Consts.constNotAvailable);
//Create alert template message, AlertMessageText() will convert it to specified-language text.
msg = Consts.constTextMergeMarkerLEFT + "price" + Consts.constTextMergeMarkerRIGHT + " : " + alertList[alertId].Price.ToString() + common.Consts.constCRLF +
Consts.constTextMergeMarkerLEFT + "volume" + Consts.constTextMergeMarkerRIGHT + " : " + alertList[alertId].Volume.ToString() + common.Consts.constCRLF +
Consts.constTextMergeMarkerLEFT + "marketInfo" + Consts.constTextMergeMarkerRIGHT + " : " + infoText + common.Consts.constCRLF;
msg += Consts.constTextMergeMarkerLEFT + "ownedQty" + Consts.constTextMergeMarkerRIGHT + " : " + investorStockRow.qty.ToString() + common.Consts.constCRLF;
CreateTradeAlert(tradeAlertTbl, investorStockRow.portfolio, alertList[alertId].StockCode, alertList[alertId].Strategy,
alertList[alertId].TimeScale, alertList[alertId].TradePoint, alertList[alertId].OnDateTime, msg);
noAlertCreated++;
}
}
databases.DbAccess.UpdateData(tradeAlertTbl);
return noAlertCreated;
}
//public static int CreateTradeAlert()
//{
// CreateTradeAlert(null, null, null);
//}
public static int CreateTradeAlert(onProcessStart onStartFunc, onProcessItem onProcessItemFunc, onProcessEnd onEndFunc)
{
DateTime frDate = common.Consts.constNullDate;
DateTime toDate = DateTime.Now;
//Run all strategy analysis for all stocks.
databases.tmpDS.stockCodeDataTable stockCodeTbl = new databases.tmpDS.stockCodeDataTable();
databases.DbAccess.LoadData(stockCodeTbl, AppTypes.CommonStatus.Enable);
application.AnalysisData data = new application.AnalysisData();
data.DataTimeRange = AppTypes.TimeRanges.None;
data.DataMaxCount = Settings.sysGlobal.AlertDataCount;
TradeAlertItem[] tradeAlertList = new TradeAlertItem[0];
StringCollection strategyList = new StringCollection();
for (int idx = 0; idx < StrategyData.MetaList.Values.Length; idx++)
{
application.Strategy.StrategyMeta meta = (application.Strategy.StrategyMeta)StrategyData.MetaList.Values[idx];
if (meta.Type != AppTypes.StrategyTypes.Strategy)
{
continue;
}
strategyList.Add(((application.Strategy.StrategyMeta)StrategyData.MetaList.Values[idx]).Code);
}
if (onStartFunc != null)
{
onStartFunc(stockCodeTbl.Count);
}
DateTime alertDate;
DateTime alertFrDate = toDate.Date;
DateTime alertToDate = toDate;
for (int stockCodeIdx = 0; stockCodeIdx < stockCodeTbl.Count; stockCodeIdx++)
{
if (onProcessItemFunc != null)
{
if (!onProcessItemFunc(stockCodeTbl[stockCodeIdx].code))
{
break;
}
}
//foreach (AppTypes.TimeScale timeScale in AppTypes.myTimeScales) //???
AppTypes.TimeScale timeScale = AppTypes.TimeScaleFromType(AppTypes.TimeScaleTypes.Day);
{
data.DataStockCode = stockCodeTbl[stockCodeIdx].code;
data.DataTimeScale = timeScale;
data.LoadData();
for (int strategyIdx = 0; strategyIdx < strategyList.Count; strategyIdx++)
{
StrategyData.ClearCache();
TradePoints advices = application.Strategy.StrategyLibs.AnalysisStrategy(data, strategyList[strategyIdx].Trim());
if ((advices == null) || (advices.Count == 0))
{
continue;
}
//Only check the last advices for alert
TradePointInfo tradeInfo = (TradePointInfo)advices[advices.Count - 1];
alertDate = DateTime.FromOADate(data.DateTime[tradeInfo.DataIdx]);
//Ignore alerts that out of date range.
if (alertDate < alertFrDate || alertDate > alertToDate)
{
continue;
}
Array.Resize(ref tradeAlertList, tradeAlertList.Length + 1);
tradeAlertList[tradeAlertList.Length - 1] = new TradeAlertItem(stockCodeTbl[stockCodeIdx].code.Trim(), strategyList[strategyIdx].Trim(),
timeScale, alertDate,
data.Close[tradeInfo.DataIdx],
data.Volume[tradeInfo.DataIdx], tradeInfo);
}
}
}
//Create alerts in the day
int noAlertCreated = CreateTradeAlert(tradeAlertList);
//Save last lun date
//SaveLastRunTime(toDate);
if (onEndFunc != null)
{
onEndFunc();
}
stockCodeTbl.Dispose();
return(noAlertCreated);
}
//public static int CreateTradeAlert()
//{
// CreateTradeAlert(null, null, null);
//}
public static int CreateTradeAlert(onProcessStart onStartFunc, onProcessItem onProcessItemFunc, onProcessEnd onEndFunc)
{
DateTime frDate = common.Consts.constNullDate;
DateTime toDate = DateTime.Now;
//Run all strategy analysis for all stocks.
databases.tmpDS.stockCodeDataTable stockCodeTbl = new databases.tmpDS.stockCodeDataTable();
databases.DbAccess.LoadData(stockCodeTbl, AppTypes.CommonStatus.Enable);
application.AnalysisData data = new application.AnalysisData();
data.DataTimeRange = AppTypes.TimeRanges.None;
data.DataMaxCount = Settings.sysGlobal.AlertDataCount;
TradeAlertItem[] tradeAlertList = new TradeAlertItem[0];
StringCollection strategyList = new StringCollection();
for (int idx = 0; idx < application.Strategy.StrategyData.MetaList.Values.Length; idx++)
{
application.Strategy.StrategyMeta meta = (application.Strategy.StrategyMeta)application.Strategy.StrategyData.MetaList.Values[idx];
if (meta.Type != AppTypes.StrategyTypes.Strategy) continue;
strategyList.Add(((application.Strategy.StrategyMeta)application.Strategy.StrategyData.MetaList.Values[idx]).Code);
}
if (onStartFunc != null) onStartFunc(stockCodeTbl.Count);
DateTime alertDate;
DateTime alertFrDate = toDate.Date;
DateTime alertToDate = toDate;
for (int stockCodeIdx = 0; stockCodeIdx < stockCodeTbl.Count; stockCodeIdx++)
{
if (onProcessItemFunc != null)
if (!onProcessItemFunc(stockCodeTbl[stockCodeIdx].code)) break;
//foreach (AppTypes.TimeScale timeScale in AppTypes.myTimeScales) //???
AppTypes.TimeScale timeScale = AppTypes.TimeScaleFromType(AppTypes.TimeScaleTypes.Day);
{
data.DataStockCode = stockCodeTbl[stockCodeIdx].code;
data.DataTimeScale = timeScale;
data.LoadData();
for (int strategyIdx = 0; strategyIdx < strategyList.Count; strategyIdx++)
{
application.Strategy.StrategyData.ClearCache();
application.Strategy.StrategyData.TradePoints advices = application.Strategy.StrategyLibs.AnalysisStrategy(data, strategyList[strategyIdx].Trim());
if ( (advices == null) || (advices.Count==0)) continue;
//Only check the last advices for alert
TradePointInfo tradeInfo = (TradePointInfo)advices[advices.Count-1];
alertDate = DateTime.FromOADate(data.DateTime[tradeInfo.DataIdx]);
//Ignore alerts that out of date range.
if (alertDate < alertFrDate || alertDate > alertToDate) continue;
Array.Resize(ref tradeAlertList, tradeAlertList.Length + 1);
tradeAlertList[tradeAlertList.Length - 1] = new TradeAlertItem(stockCodeTbl[stockCodeIdx].code.Trim(), strategyList[strategyIdx].Trim(),
timeScale, alertDate,
data.Close[tradeInfo.DataIdx],
data.Volume[tradeInfo.DataIdx],tradeInfo);
}
}
}
//Create alerts in the day
int noAlertCreated = CreateTradeAlert(tradeAlertList);
//Save last lun date
//SaveLastRunTime(toDate);
if (onEndFunc != null) onEndFunc();
stockCodeTbl.Dispose();
return noAlertCreated;
}
