public static void GenerateIndicators(string symbol, string period)
{
var taLibTest = new TaLibTest();
var ind = taLibTest.GnerateIndicators(symbol, period);
var rate = DbData.Instance.ReadRates(string.Format("{0}_{1}", symbol, period));
DbHelper.Instance.ExecuteNonQuery(string.Format("TRUNCATE TABLE {0}_{1}", symbol, period));
ImportToDb(symbol, period, 0, rate, ind);
}
static void Main(string[] args)
{
System.Console.Write("File Date: ");
System.Console.WriteLine(System.IO.File.GetLastWriteTime(System.Reflection.Assembly.GetExecutingAssembly().Location));
try
{
Microsoft.Practices.ServiceLocation.ServiceLocator.SetLocatorProvider(new Microsoft.Practices.ServiceLocation.ServiceLocatorProvider(
delegate()
{
return(new EmptyServiceProvider());
}));
//Feng.Utils.SecurityHelper.SelectAutomaticServer();
java.lang.System.setOut(new PrintStream(new ByteArrayOutputStream()));
java.util.TimeZone.setDefault(java.util.TimeZone.getTimeZone("GMT"));
string cmdSymbol = "EURUSD";
if (args.Length == 2)
{
if (args[0] == "-s")
{
cmdSymbol = args[1];
}
}
//if (args.Length > 0)
//{
// int n = ea.ReadConfig(args);
// if (n == 1)
// return;
//}
//DbUtils.CompensateMissingDateAll();
//DbUtils.CheckDataIntegrityAll();
//DbUtils.CheckDateIntegrityOfCount();
//DbUtils.CheckDbZeroValues();
//DbUtils.ConvertHpdataFromSaturday2Monday();
//TestTool.CheckMtData("EURUSD_M1");
//TestTool.CheckMtHpData("EURUSD");
//DbUtils.ImportToDbAll("EURUSD", "M30");
//DbUtils.CalculateUSDX();
//DbUtils.GeneratePeriodData("USDX", "D1", 0);
//DbUtils.GenerateIndicators("USDX", "D1");
//return;
//DbUtils.GenerateRandomData("EURUSD");
//TestParameters2.InitParameters("EURUSD", "M15", 1);
//string updateHpWhere = string.Format("TIME >= {0} AND TIME < {1} AND Time % 1800 = 0",
// WekaUtils.GetTimeFromDate(new DateTime(2000, 1, 1)), WekaUtils.GetTimeFromDate(new DateTime(2013, 1, 1)));
//DbUtils.UpdateAllHp3("EURUSD", updateHpWhere);
//WekaEA.WekaEA2 wekaEA2 = new WekaEA.WekaEA2();
//wekaEA2.Init("EURUSD");
//wekaEA2.RunTool("ImportDB");
//WekaEA.WekaEA2.SimulateMt("EURUSD");
//return;
//SimulateIncrementTest();
//TestTool.GenerateConsoleCCs();
//TestTool.CheckHpData();
//TestTool.GetResultCost("f:\\Forex\\console.2000-2012.USDCHF.w8.txt", "d:\\result8.txt");
//TestTool.ParseMtReport4Consecutive();
//TestTool.TestMultiClassifierResult();
//DbUtils.CheckDbCountToSame("D1");
//TestTool.ReorderEaOrderTxt(string.Format("f:\\forex\\TestDebug\\ea_order_{0}.txt", TestParameters2.CandidateParameter.MainSymbol),
// "f:\\forex\\TestDebug\\ea_order.txt", 1);
//TestTool.GenerateHpAccordCloseTime("USDCHF");
//TestTool.ConvertHpAccordCloseTime();
//DbUtils.GeneratePeriodData("IF9999", "D1", TestParameters2.HourAhead);
//DbUtils.GenerateIndicators("AUDUSD", "D1");
//TestTool.ParseDetailDealLog(string.Format("{0}_ccScores_w{1}", TestParameters2.CandidateParameter.MainSymbol, TestParameters2.lastWeek));
//string symbol = cmdSymbol;
TestTool.ParseTotalResult("e:\\total_result.txt", "e:\\ff", true);
//foreach (var s in Parameters.AllSymbolsFull)
//{
// string fileName = string.Format("\\\\192.168.0.10\\f$\\Forex\\Test_{0}\\total_result.txt", s);
// if (System.IO.File.Exists(fileName))
// TestTool.ParseTotalResult(fileName, s);
//}
TaLibTest taLibTest = new TaLibTest();
TestManager tm = new TestManager();
TxtTest txtTest = new TxtTest();
foreach (string s in new string[] { "EURUSD" }) //"GBPUSD", "EURUSD", "USDCHF","AUDUSD", "USDJPY", "USDCAD"
{
foreach (string p in new string[] { "M15" }) //"M5", "M15", "M30", "H1", "H4", "D1" })
{
TestParameters2.InitParameters(s, p, 1);
TestParameters.TestName = "Test_" + s;
System.IO.File.Delete(TestParameters.GetBaseFilePath("console.txt"));
foreach (string s1 in Directory.GetFiles(TestParameters.BaseDir, "ea_order*.txt"))
{
System.IO.File.Delete(s1);
}
//TxtTest.SimulateEaOrders();
HpData.Instance.GenerateHpDataToTxt(TestParameters2.CandidateParameter.MainSymbol, TestParameters2.CandidateParameter.MainPeriod);
bool[,] selectedTpSl = new bool[20, 20];
for (int i = 0; i < 20; i += 1)
{
for (int j = 0; j < 20; j += 1)
{
selectedTpSl[i, j] = false;
}
}
bool onlyOneTime = false;
for (int t = 0; t < 1; ++t)
{
//TestParameters2.TrainStartTime = (new DateTime(2010, 1, 1)).AddMonths(12 * t);
//TestParameters2.TrainEndTime = (new DateTime(2010, 1, 1)).AddMonths(12 * (t + 1));
//if (TestParameters2.TrainStartTime > new DateTime(2012, 8, 1))
// break;
string resultFileName = TestParameters.GetBaseFilePath("total_result.txt");
var alreadyResults = TestTool.ParseTotalResult(resultFileName, null);
for (int i = 9; i >= 2; i -= 1)
{
for (int j = 19; j >= 2; j -= 1)
{
if (alreadyResults[i, j] != -1)
{
continue;
}
if (!onlyOneTime)
{
TestParameters2.slStart = i;
TestParameters2.slCount = i + 1;
TestParameters2.tpStart = j;
TestParameters2.tpCount = j + 1;
}
using (StreamWriter sw = new StreamWriter(resultFileName, true))
{
sw.WriteLine(string.Format("{0},{1},{2},{3}",
TestParameters2.slStart, TestParameters2.slCount,
TestParameters2.tpStart, TestParameters2.tpCount));
if (!(args.Length >= 1 && args[0] == "-t"))
{
foreach (string s1 in Directory.GetFiles(TestParameters.BaseDir, "IncrementTest_*.txt"))
{
System.IO.File.Delete(s1);
}
foreach (string s1 in Directory.GetFiles(TestParameters.BaseDir, "*.arff"))
{
System.IO.File.Delete(s1);
}
}
try
{
TestParameters2.OutputParameters();
var s0 = tm.BuildHpProbDeals();
sw.WriteLine(s0);
var s1 = tm.BuildPricePatternDeals();
sw.WriteLine(s1);
var s2 = taLibTest.BuildCandlePatternDeals();
sw.WriteLine(s2);
//foreach (string w in new string[] { "1" })
//{
// TestParameters2.lastWeek = w;
// try
// {
// CCScoreData.Instance.GenerateData(s, Convert.ToInt32(w));
// }
// catch (Exception ex)
// {
// WekaUtils.Instance.WriteLog(ex.Message);
// }
// CCScoreData.Instance.GenerateDataToTxt(TestParameters2.CandidateParameter.MainSymbol, TestParameters2.lastWeek);
// txtTest.BuildCCScoreDeals();
//}
WekaUtils.Instance.DeInit();
string result;
if (selectedTpSl[i, j] || onlyOneTime)
{
if (selectedTpSl[i, j])
{
sw.WriteLine(string.Format("{0} select {1},{2}",
TestParameters2.TrainStartTime.ToString(Parameters.DateTimeFormat), i, j));
}
result = txtTest.SimulateAccordDealLog(true);
}
else
{
result = txtTest.SimulateAccordDealLog(false);
}
sw.WriteLine(result);
sw.Flush();
string profitString = WekaUtils.GetSubstring(result, "ProfitFactor = ");
double profitFactor = 0;
if (!string.IsNullOrEmpty(profitString))
{
profitFactor = Convert.ToDouble(profitString);
}
if (profitFactor > 1.1)
{
selectedTpSl[i, j] = true;
}
else
{
selectedTpSl[i, j] = false;
}
if (!onlyOneTime)
{
foreach (string is1 in Directory.GetFiles(TestParameters.BaseDir, "IncrementTest_*.txt"))
{
string is2 = string.Format("{0}_{1}_{2}.txt", is1.Replace(".txt", "").Replace("IncrementTest_", "IncrementTest2_"), i, j);
System.IO.File.Delete(is2);
System.IO.File.Move(is1, is2);
}
WekaUtils.Instance.DeInit();
foreach (string is1 in Directory.GetFiles(TestParameters.BaseDir, "console.txt"))
{
string is2 = string.Format("{0}_{1}_{2}.txt", is1.Replace(".txt", ""), i, j);
System.IO.File.Delete(is2);
System.IO.File.Move(is1, is2);
}
}
}
catch (Exception ex)
{
WekaUtils.Instance.WriteLog(ex.Message);
WekaUtils.Instance.WriteLog(ex.StackTrace);
}
TestManager.Clear();
if (onlyOneTime)
{
break;
}
}
if (onlyOneTime)
{
break;
}
}
HpData.Instance.Clear();
DbData.Instance.Clear();
taLibTest.Clear();
WekaData.ClearTemplates();
CCScoreData.Instance.Clear();
}
}
TxtTest.SortEaOrders();
}
}
//foreach (string s in new string[] { "GBPUSD", "AUDUSD", "USDJPY", "USDCAD", "USDCHF", "EURUSD" })
//{
// TestParameters.TestName = "Test_" + s;
// TestParameters2.InitParameters(s, "M5", 1);
// foreach (string w in new string[] { "1" })
// {
// TestParameters2.lastWeek = w;
// try
// {
// CCScoreData.Instance.GenerateData(s, Convert.ToInt32(w));
// }
// catch (Exception ex)
// {
// WekaUtils.Instance.WriteLog(ex.Message);
// }
// }
// foreach (string p in new string[] { "M5", "M15", "M30", "H1", "H4", "D1" })
// {
// TestParameters.TestName = "Test_" + s;
// if (p == "M5")
// TestParameters2.MaxTrainSize = TestParameters2.MinTrainSize = 5;
// else
// TestParameters2.MaxTrainSize = TestParameters2.MinTrainSize = 2;
// TestParameters2.InitParameters(s, p, 1);
// //TestParameters2.tpCount = TestParameters2.slCount = 20;
// //TestParameters2.InitParameters(symbol, "D1", 4);
// //TestParameters2.tpCount = TestParameters2.slCount = 10;
// //TestParameters2.tpStart = TestParameters2.slStart = 9;
// TestParameters2.OutputParameters();
// foreach (string w in new string[] { "1" })
// {
// TestParameters2.lastWeek = w;
// CCScoreData.Instance.GenerateDataToTxt(TestParameters2.CandidateParameter.MainSymbol, TestParameters2.lastWeek);
// txtTest.BuildCCScoreDeals();
// }
// }
//}
///////////////////////////////////////////////////////////////////////////////////
WaitForThreads();
//Feng.Utils.SecurityHelper.DeselectAutomaticServer();
}
catch (Exception ex)
{
System.Console.WriteLine(ex.Message);
System.Console.WriteLine(ex.StackTrace);
System.Console.ReadLine();
}
System.Console.WriteLine("End");
System.Console.Beep();
ReadLine(60000);
}
static void Main(string[] args)
{
System.Console.Write("File Date: ");
System.Console.WriteLine(System.IO.File.GetLastWriteTime(System.Reflection.Assembly.GetExecutingAssembly().Location));
try
{
Microsoft.Practices.ServiceLocation.ServiceLocator.SetLocatorProvider(new Microsoft.Practices.ServiceLocation.ServiceLocatorProvider(
delegate()
{
return new EmptyServiceProvider();
}));
//Feng.Utils.SecurityHelper.SelectAutomaticServer();
java.lang.System.setOut(new PrintStream(new ByteArrayOutputStream()));
java.util.TimeZone.setDefault(java.util.TimeZone.getTimeZone("GMT"));
string cmdSymbol = "EURUSD";
if (args.Length == 2)
{
if (args[0] == "-s")
{
cmdSymbol = args[1];
}
}
//if (args.Length > 0)
//{
// int n = ea.ReadConfig(args);
// if (n == 1)
// return;
//}
//DbUtils.CompensateMissingDateAll();
//DbUtils.CheckDataIntegrityAll();
//DbUtils.CheckDateIntegrityOfCount();
//DbUtils.CheckDbZeroValues();
//DbUtils.ConvertHpdataFromSaturday2Monday();
//TestTool.CheckMtData("EURUSD_M1");
//TestTool.CheckMtHpData("EURUSD");
//DbUtils.ImportToDbAll("EURUSD", "M30");
//DbUtils.CalculateUSDX();
//DbUtils.GeneratePeriodData("USDX", "D1", 0);
//DbUtils.GenerateIndicators("USDX", "D1");
//return;
//DbUtils.GenerateRandomData("EURUSD");
//TestParameters2.InitParameters("EURUSD", "M15", 1);
//string updateHpWhere = string.Format("TIME >= {0} AND TIME < {1} AND Time % 1800 = 0",
// WekaUtils.GetTimeFromDate(new DateTime(2000, 1, 1)), WekaUtils.GetTimeFromDate(new DateTime(2013, 1, 1)));
//DbUtils.UpdateAllHp3("EURUSD", updateHpWhere);
//WekaEA.WekaEA2 wekaEA2 = new WekaEA.WekaEA2();
//wekaEA2.Init("EURUSD");
//wekaEA2.RunTool("ImportDB");
//WekaEA.WekaEA2.SimulateMt("EURUSD");
//return;
//SimulateIncrementTest();
//TestTool.GenerateConsoleCCs();
//TestTool.CheckHpData();
//TestTool.GetResultCost("f:\\Forex\\console.2000-2012.USDCHF.w8.txt", "d:\\result8.txt");
//TestTool.ParseMtReport4Consecutive();
//TestTool.TestMultiClassifierResult();
//DbUtils.CheckDbCountToSame("D1");
//TestTool.ReorderEaOrderTxt(string.Format("f:\\forex\\TestDebug\\ea_order_{0}.txt", TestParameters2.CandidateParameter.MainSymbol),
// "f:\\forex\\TestDebug\\ea_order.txt", 1);
//TestTool.GenerateHpAccordCloseTime("USDCHF");
//TestTool.ConvertHpAccordCloseTime();
//DbUtils.GeneratePeriodData("IF9999", "D1", TestParameters2.HourAhead);
//DbUtils.GenerateIndicators("AUDUSD", "D1");
//TestTool.ParseDetailDealLog(string.Format("{0}_ccScores_w{1}", TestParameters2.CandidateParameter.MainSymbol, TestParameters2.lastWeek));
//string symbol = cmdSymbol;
TestTool.ParseTotalResult("e:\\total_result.txt", "e:\\ff", true);
//foreach (var s in Parameters.AllSymbolsFull)
//{
// string fileName = string.Format("\\\\192.168.0.10\\f$\\Forex\\Test_{0}\\total_result.txt", s);
// if (System.IO.File.Exists(fileName))
// TestTool.ParseTotalResult(fileName, s);
//}
TaLibTest taLibTest = new TaLibTest();
TestManager tm = new TestManager();
TxtTest txtTest = new TxtTest();
foreach (string s in new string[] { "EURUSD" })//"GBPUSD", "EURUSD", "USDCHF","AUDUSD", "USDJPY", "USDCAD"
{
foreach (string p in new string[] { "M15" })//"M5", "M15", "M30", "H1", "H4", "D1" })
{
TestParameters2.InitParameters(s, p, 1);
TestParameters.TestName = "Test_" + s;
System.IO.File.Delete(TestParameters.GetBaseFilePath("console.txt"));
foreach (string s1 in Directory.GetFiles(TestParameters.BaseDir, "ea_order*.txt"))
System.IO.File.Delete(s1);
//TxtTest.SimulateEaOrders();
HpData.Instance.GenerateHpDataToTxt(TestParameters2.CandidateParameter.MainSymbol, TestParameters2.CandidateParameter.MainPeriod);
bool[,] selectedTpSl = new bool[20, 20];
for (int i = 0; i < 20; i += 1)
for (int j = 0; j < 20; j += 1)
selectedTpSl[i, j] = false;
bool onlyOneTime = false;
for (int t = 0; t < 1; ++t)
{
//TestParameters2.TrainStartTime = (new DateTime(2010, 1, 1)).AddMonths(12 * t);
//TestParameters2.TrainEndTime = (new DateTime(2010, 1, 1)).AddMonths(12 * (t + 1));
//if (TestParameters2.TrainStartTime > new DateTime(2012, 8, 1))
// break;
string resultFileName = TestParameters.GetBaseFilePath("total_result.txt");
var alreadyResults = TestTool.ParseTotalResult(resultFileName, null);
for (int i = 9; i >= 2; i -= 1)
{
for (int j = 19; j >= 2; j -= 1)
{
if (alreadyResults[i, j] != -1)
continue;
if (!onlyOneTime)
{
TestParameters2.slStart = i;
TestParameters2.slCount = i + 1;
TestParameters2.tpStart = j;
TestParameters2.tpCount = j + 1;
}
using (StreamWriter sw = new StreamWriter(resultFileName, true))
{
sw.WriteLine(string.Format("{0},{1},{2},{3}",
TestParameters2.slStart, TestParameters2.slCount,
TestParameters2.tpStart, TestParameters2.tpCount));
if (!(args.Length >= 1 && args[0] == "-t"))
{
foreach (string s1 in Directory.GetFiles(TestParameters.BaseDir, "IncrementTest_*.txt"))
System.IO.File.Delete(s1);
foreach (string s1 in Directory.GetFiles(TestParameters.BaseDir, "*.arff"))
System.IO.File.Delete(s1);
}
try
{
TestParameters2.OutputParameters();
var s0 = tm.BuildHpProbDeals();
sw.WriteLine(s0);
var s1 = tm.BuildPricePatternDeals();
sw.WriteLine(s1);
var s2 = taLibTest.BuildCandlePatternDeals();
sw.WriteLine(s2);
//foreach (string w in new string[] { "1" })
//{
// TestParameters2.lastWeek = w;
// try
// {
// CCScoreData.Instance.GenerateData(s, Convert.ToInt32(w));
// }
// catch (Exception ex)
// {
// WekaUtils.Instance.WriteLog(ex.Message);
// }
// CCScoreData.Instance.GenerateDataToTxt(TestParameters2.CandidateParameter.MainSymbol, TestParameters2.lastWeek);
// txtTest.BuildCCScoreDeals();
//}
WekaUtils.Instance.DeInit();
string result;
if (selectedTpSl[i, j] || onlyOneTime)
{
if (selectedTpSl[i, j])
{
sw.WriteLine(string.Format("{0} select {1},{2}",
TestParameters2.TrainStartTime.ToString(Parameters.DateTimeFormat), i, j));
}
result = txtTest.SimulateAccordDealLog(true);
}
else
{
result = txtTest.SimulateAccordDealLog(false);
}
sw.WriteLine(result);
sw.Flush();
string profitString = WekaUtils.GetSubstring(result, "ProfitFactor = ");
double profitFactor = 0;
if (!string.IsNullOrEmpty(profitString))
profitFactor = Convert.ToDouble(profitString);
if (profitFactor > 1.1)
selectedTpSl[i, j] = true;
else
selectedTpSl[i, j] = false;
if (!onlyOneTime)
{
foreach (string is1 in Directory.GetFiles(TestParameters.BaseDir, "IncrementTest_*.txt"))
{
string is2 = string.Format("{0}_{1}_{2}.txt", is1.Replace(".txt", "").Replace("IncrementTest_", "IncrementTest2_"), i, j);
System.IO.File.Delete(is2);
System.IO.File.Move(is1, is2);
}
WekaUtils.Instance.DeInit();
foreach (string is1 in Directory.GetFiles(TestParameters.BaseDir, "console.txt"))
{
string is2 = string.Format("{0}_{1}_{2}.txt", is1.Replace(".txt", ""), i, j);
System.IO.File.Delete(is2);
System.IO.File.Move(is1, is2);
}
}
}
catch (Exception ex)
{
WekaUtils.Instance.WriteLog(ex.Message);
WekaUtils.Instance.WriteLog(ex.StackTrace);
}
TestManager.Clear();
if (onlyOneTime)
break;
}
if (onlyOneTime)
break;
}
HpData.Instance.Clear();
DbData.Instance.Clear();
taLibTest.Clear();
WekaData.ClearTemplates();
CCScoreData.Instance.Clear();
}
}
TxtTest.SortEaOrders();
}
}
//foreach (string s in new string[] { "GBPUSD", "AUDUSD", "USDJPY", "USDCAD", "USDCHF", "EURUSD" })
//{
// TestParameters.TestName = "Test_" + s;
// TestParameters2.InitParameters(s, "M5", 1);
// foreach (string w in new string[] { "1" })
// {
// TestParameters2.lastWeek = w;
// try
// {
// CCScoreData.Instance.GenerateData(s, Convert.ToInt32(w));
// }
// catch (Exception ex)
// {
// WekaUtils.Instance.WriteLog(ex.Message);
// }
// }
// foreach (string p in new string[] { "M5", "M15", "M30", "H1", "H4", "D1" })
// {
// TestParameters.TestName = "Test_" + s;
// if (p == "M5")
// TestParameters2.MaxTrainSize = TestParameters2.MinTrainSize = 5;
// else
// TestParameters2.MaxTrainSize = TestParameters2.MinTrainSize = 2;
// TestParameters2.InitParameters(s, p, 1);
// //TestParameters2.tpCount = TestParameters2.slCount = 20;
// //TestParameters2.InitParameters(symbol, "D1", 4);
// //TestParameters2.tpCount = TestParameters2.slCount = 10;
// //TestParameters2.tpStart = TestParameters2.slStart = 9;
// TestParameters2.OutputParameters();
// foreach (string w in new string[] { "1" })
// {
// TestParameters2.lastWeek = w;
// CCScoreData.Instance.GenerateDataToTxt(TestParameters2.CandidateParameter.MainSymbol, TestParameters2.lastWeek);
// txtTest.BuildCCScoreDeals();
// }
// }
//}
///////////////////////////////////////////////////////////////////////////////////
WaitForThreads();
//Feng.Utils.SecurityHelper.DeselectAutomaticServer();
}
catch (Exception ex)
{
System.Console.WriteLine(ex.Message);
System.Console.WriteLine(ex.StackTrace);
System.Console.ReadLine();
}
System.Console.WriteLine("End");
System.Console.Beep();
ReadLine(60000);
}