public override void Run()
{
//Fetch data From DB
while (true)
{
List <TradeBucket> lastBucket = TradeBucket.GetTwoLastKnownBucket((GroupBy)_process);
List <Trade> remainingTrades = Trade.GetTradesAfterTime(lastBucket.Count == 0 ? 0 : lastBucket[1].Time);
//Bucket the data
List <TradeBucket> buckets = groupDataBy((GroupBy)_process, remainingTrades, lastBucket.Count == 0 ? null : lastBucket[0]);
//Save Buckets
saveAllBuckets(buckets);
Thread.Sleep(60 * 3 * 1000);
}
}
private void runAlgorithm()
{
TradingAlgorithm tradeAlgo = (TradingAlgorithm)_process;
List <Advice> advices = new List <Advice>();
TradeBucket end = TradeBucket.GetTwoLastKnownBucket(tradeAlgo.Group)[0];
double lastKnownTime = Advice.GetLastKnownTime(tradeAlgo.Name, tradeAlgo.Group);
double start = lastKnownTime > 1293840000 ? lastKnownTime : _cache.GetByGroup(tradeAlgo.Group)[70].Time;
bool hasCash = true;
for (double i = start; i <= end.Time; i += (double)tradeAlgo.Group)
{
List <TradeBucket> tb = _cache.GetBucketsBeforeTime(tradeAlgo.Group, i);
Advice advice = tradeAlgo.GetActionForBuckets(tb);
if (hasCash == true && advice.Action == TradeAction.Buy)
{
advices.Add(advice);
hasCash = false;
}
else if (hasCash == false && advice.Action == TradeAction.Sell)
{
advices.Add(advice);
hasCash = true;
}
}
foreach (Advice advice in advices)
{
Advice ad = (Advice)advice.Exists();
if (ad == null && advice.Group == GroupBy.hour && (advice.AlgorithmName == "StochRSI" || advice.AlgorithmName == "ROC"))
{
if (bool.Parse(ConfigurationManager.AppSettings["enableEmailing"]))
{
sendEmailsFor(advice);
}
if (bool.Parse(ConfigurationManager.AppSettings["enableTwitter"]))
{
tweetFor(advice);
}
if (bool.Parse(ConfigurationManager.AppSettings["enableTrading"]))
{
mtgoxTrade(advice);
}
}
advice.SaveNew();
}
this._doneEvent.Set();
}
