public PrepareForTrade(GlobalObjects.TimeInterval Interval, string ContractName, Parameter_EMA_Scalp Parameter, DateTime StartPeriod)
{
_Interval = Interval;
_ContractName = ContractName;
_Start = StartPeriod;
_Param = Parameter;
}
public static List<Trade> RunEMAScalpLiveTrade(Parameter_EMA_Scalp Parameter, DateTime StartDate, GlobalObjects.TimeInterval Interval)
{
// DateTime START = new DateTime(2012,06,02);//NB must be set periodically
DateTime e = DateTime.UtcNow.AddHours(5);
UpdateDB.MergeTempWithHisto(Interval);
GlobalObjects.Points = AlsiUtils.DataBase.readDataFromDataBase(Interval, AlsiUtils.DataBase.dataTable.Temp, StartDate, e, false);
var sp = GlobalObjects.Points.First();
var l = GlobalObjects.Points.Last();
return AlsiUtils.Strategies.EMA_Scalp.EmaScalp(Parameter, GlobalObjects.Points, false);
}
public UpdateTimer(GlobalObjects.TimeInterval interval)
{
_Businessday = CheckBusinessDay();
_interval = interval;
_timer.Interval = 500;
_timer.Elapsed += new ElapsedEventHandler(_timer_Elapsed);
_UpdateStatus.Elapsed += new ElapsedEventHandler(_UpdateStatus_Elapsed);
_UpdateStatus.Interval = 5000;
_UpdateStatus.Start();
if (_Businessday) _timer.Start();
service = new WebUpdate();
}
public static void MergeTempWithHisto(GlobalObjects.TimeInterval T)
{
var dc = new AlsiDBDataContext();
switch (T)
{
case (GlobalObjects.TimeInterval.Minute_5):
//Must be 2000 prices in db for accurate calcs
if (dc.OHLC_5_Minutes.Count() < 20100) throw new IndexOutOfRangeException();
var last1000Prices = dc.OHLC_5_Minutes.Skip(Math.Max(0, dc.OHLC_5_Minutes.Count() - 20000)).Take(20000);
dc.Clean_OHLC_Temp_2();
DataTable MinData = new DataTable("MinData");
MinData.Columns.Add("Stamp", typeof(DateTime));
MinData.Columns.Add("O", typeof(int));
MinData.Columns.Add("L", typeof(int));
MinData.Columns.Add("H", typeof(int));
MinData.Columns.Add("C", typeof(int));
foreach (var p in last1000Prices) MinData.Rows.Add(p.Stamp, p.O, p.H, p.L, p.C);
#region BulkCopy
DataSet minuteDataSet = new DataSet("minuteDataset");
minuteDataSet.Tables.Add(MinData);
SqlConnection myConnection = new SqlConnection(AlsiUtils.Data_Objects.GlobalObjects.CustomConnectionString);
myConnection.Open();
SqlBulkCopy bulkcopy = new SqlBulkCopy(myConnection);
bulkcopy.DestinationTableName = "OHLC_Temp_2";
bulkcopy.WriteToServer(MinData);
Debug.WriteLine("Tick Bulk Copy Complete");
MinData.Dispose();
myConnection.Close();
#endregion
dc.MergeTemp();
Debug.WriteLine("Merged Data");
break;
}
}
public static Trade GetLastTrade(Parameter_EMA_Scalp Parameter, GlobalObjects.TimeInterval t)
{
var _Stats = new AlsiUtils.Statistics();
var dt = DataBase.dataTable.MasterMinute;
var _tempTradeList = AlsiTrade_Backend.RunCalcs.RunEMAScalp(Parameter, t, true, DateTime.Now.AddMonths(-1), DateTime.Now.AddHours(12), dt);
var _trades = _Stats.CalcBasicTradeStats_old(_tempTradeList);
_trades.Reverse();
return _trades[0];
}
public static List<Trade> RunMAMAScalp(Parameter_MAMA Parameter, GlobalObjects.TimeInterval Interval, bool TradesOnly, DateTime Start, DateTime End, DataBase.dataTable Table)
{
GlobalObjects.Points = AlsiUtils.DataBase.readDataFromDataBase(Interval, Table, Start, End, false);
return AlsiUtils.Strategies.MAMA_Scalp.MAMAScalp(Parameter, GlobalObjects.Points, TradesOnly);
}
private DateTime ConvertTime(GlobalObjects.TimeInterval Interval)
{
DateTime _Now = DateTime.UtcNow.AddHours(2);
DateTime t = new DateTime();
// int tenmin = (_Now.Minute / 10) * 10;
//int onemin = _Now.Minute - tenmin;
switch (Interval)
{
case GlobalObjects.TimeInterval.Minute_1:
break;
case GlobalObjects.TimeInterval.Minute_2:
t = _Now.AddMinutes(-2);
break;
case GlobalObjects.TimeInterval.Minute_5:
t = _Now.AddMinutes(-5);
break;
case GlobalObjects.TimeInterval.Minute_10:
break;
}
return t;
}
static public List<Price> readDataFromDataBase(GlobalObjects.TimeInterval T, dataTable TD, DateTime Start, DateTime End, bool reverseList)
{
List<Price> prices = new List<Price>();
AlsiDBDataContext dc = new AlsiDBDataContext();
if (TD == dataTable.Temp)
{
var result = from q in dc.OHLC_Temps
where q.Stamp > Start && q.Stamp < End
select new { q.Stamp, q.O, q.H, q.L, q.C, };
foreach (var v in result)
{
Price p = new Price();
p.Close = v.C;
p.Open = v.O;
p.High = v.H;
p.Low = v.L;
p.TimeStamp = v.Stamp;
prices.Add(p);
}
dc.Clean_OHLC_Temp();
if (reverseList) prices.Reverse();
return prices;
}
if (TD == dataTable.AllHistory)
{
if (T == GlobalObjects.TimeInterval.Minute_2)
{
var firstinDB = dc.OHLC_2_Minutes.AsEnumerable().First().Stamp;
var lastinDB = dc.OHLC_2_Minutes.AsEnumerable().Last().Stamp;
if (firstinDB > Start) dc.OHLC_2_AllHistory();
if (lastinDB > End) dc.OHLC_2_AllHistory();
}
if (T == GlobalObjects.TimeInterval.Minute_5)
{
try
{
var firstinDB = dc.OHLC_5_Minutes.AsEnumerable().First().Stamp;
var lastinDB = dc.OHLC_5_Minutes.AsEnumerable().Last().Stamp;
if (firstinDB > Start) dc.OHLC_5_AllHistory();
if (lastinDB < End) dc.OHLC_5_AllHistory();
}
catch { dc.OHLC_5_AllHistory(); }
}
if (T == GlobalObjects.TimeInterval.Minute_10)
{
var firstinDB = dc.OHLC_10_Minutes.AsEnumerable().First().Stamp;
var lastinDB = dc.OHLC_10_Minutes.AsEnumerable().Last().Stamp;
if (firstinDB > Start) dc.OHLC_10_AllHistory();
if (lastinDB < End) dc.OHLC_10_AllHistory();
}
}
if (TD == dataTable.MasterMinute)
{
if (T == GlobalObjects.TimeInterval.Minute_2)
{
var min2 = dc.OHLC_2_Minutes;
if (min2.Count() == 0)
{
dc.OHLC_2();
}
else
{
var firstinDB = dc.OHLC_2_Minutes.AsEnumerable().First().Stamp;
var lastinDB = dc.OHLC_2_Minutes.AsEnumerable().Last().Stamp;
if (firstinDB > Start) dc.OHLC_2();
if (lastinDB < End) dc.OHLC_2();
}
}
if (T == GlobalObjects.TimeInterval.Minute_5)
{
var min5 = dc.OHLC_5_Minutes;
if (min5.Count() == 0)
{
dc.OHLC_5();
}
else
{
var firstinDB = min5.AsEnumerable().First().Stamp;
var lastinDB = min5.AsEnumerable().Last().Stamp;
if (firstinDB > Start) dc.OHLC_5();
if (lastinDB < End) dc.OHLC_5();
}
}
if (T == GlobalObjects.TimeInterval.Minute_10)
{
var min10 = dc.OHLC_10_Minutes;
if (min10.Count() == 0)
{
dc.OHLC_10();
}
else
{
var firstinDB = dc.OHLC_10_Minutes.AsEnumerable().First().Stamp;
var lastinDB = dc.OHLC_10_Minutes.AsEnumerable().Last().Stamp;
if (firstinDB > Start) dc.OHLC_10();
if (lastinDB < End) dc.OHLC_10();
}
}
if (T == GlobalObjects.TimeInterval.Hour_1)
{
dc.OHLC_Hour_1();
}
}
if (T == GlobalObjects.TimeInterval.Minute_2)
{
var result = from q in dc.OHLC_2_Minutes
where q.Stamp > Start && q.Stamp < End
select new { q.Stamp, q.O, q.H, q.L, q.C, q.Instrument };
foreach (var v in result)
{
Price p = new Price();
p.Close = v.C;
p.Open = v.O;
p.High = v.H;
p.Low = v.L;
p.TimeStamp = v.Stamp;
p.InstrumentName = v.Instrument;
prices.Add(p);
}
}
if (T == GlobalObjects.TimeInterval.Minute_5)
{
var result = from q in dc.OHLC_5_Minutes
where q.Stamp > Start && q.Stamp < End
select new { q.Stamp, q.O, q.H, q.L, q.C, q.Instrument };
foreach (var v in result)
{
Price p = new Price();
p.Close = v.C;
p.Open = v.O;
p.High = v.H;
p.Low = v.L;
p.TimeStamp = v.Stamp;
p.InstrumentName = v.Instrument;
prices.Add(p);
}
}
if (T == GlobalObjects.TimeInterval.Minute_10)
{
var result = from q in dc.OHLC_10_Minutes
where q.Stamp > Start && q.Stamp < End
select new { q.Stamp, q.O, q.H, q.L, q.C, q.Instrument };
foreach (var v in result)
{
Price p = new Price();
p.Close = v.C;
p.Open = v.O;
p.High = v.H;
p.Low = v.L;
p.TimeStamp = v.Stamp;
p.InstrumentName = v.Instrument;
prices.Add(p);
}
}
if (T == GlobalObjects.TimeInterval.Hour_1)
{
var result = from q in dc.OHLC_1_Hours
where q.Stamp > Start && q.Stamp < End
select new { q.Stamp, q.O, q.H, q.L, q.C, q.Instrument };
foreach (var v in result)
{
Price p = new Price();
p.Close = v.C;
p.Open = v.O;
p.High = v.H;
p.Low = v.L;
p.TimeStamp = v.Stamp;
p.InstrumentName = v.Instrument;
prices.Add(p);
}
}
if (reverseList) prices.Reverse();
return prices;
}