/// <summary>
/// Adds the scanner TickerList to the database
/// </summary>
/// <param name="reqId">The ID of the scanner</param>
private void writeScanner(int reqId)
{
Log.Info(0, string.Format("writeScanner Start " + reqId));
// Only add the list if we are not busy
if (Program.myIB.myRequests.NumActiveRequests < 10)
{
if (reqId == 300 && actives.Contracts.Count() != 0)
{
MSQL.AddSecurityList(actives);
actives.Clear();
}
if (reqId == 301 && gainers.Contracts.Count() != 0)
{
MSQL.AddSecurityList(gainers);
gainers.Clear();
}
if (reqId == 302 && losers.Contracts.Count() != 0)
{
MSQL.AddSecurityList(losers);
losers.Clear();
}
}
Log.Info(0, string.Format("writeScanner End. " + reqId));
}
/// <summary>
/// Called when all of the bars have been received
/// </summary>
/// <param name="reqId"></param>
public void EndHistoricalBar(int reqId)
{
myRequests.Release(reqId);
int conId = myRequests.GetConId(reqId);
int routeId = myRequests.GetRouteId(reqId);
string symbol = myRequests.GetSymbol(reqId);
if (symbol == null)
{
Log.Error(3, string.Format("EndHistoricalBar Null Symbol ConId= {0}", conId));
}
Security tempSecurity = new Security
{
ConId = conId,
Symbol = symbol,
SecType = Security.SecurityType.STK
};
switch (routeId)
{
case 0:
// Route = is an update to an existing security in the DB
Log.Data(2, string.Format("EndHistoricalBar {0,-10} {1,-8}", conId, symbol));
myBDL.Trim(TradingTime.TradingMinDate, TradingTime.TradingMaxDate);
MSQL.WriteBarListDB(reqId, conId, symbol, myBDL, true);
break;
case 1:
// Route = 1 means this is a new security to the DB
Log.Data(3, string.Format("EndHistoricalBar Route 1 {0,-10} {1,-8}", conId, symbol));
//Remove any days that our outside our date range
myBDL.Trim(TradingTime.TradingMinDate, TradingTime.TradingMaxDate);
// Only add if Average Daily Volume is above minimum
if (myBDL.CalcAvgVolume() > 2000)
{
Log.Data(3, string.Format("Added Volume {0,-10} {1,-8} {2,8}", conId, symbol, myBDL.CalcAvgVolume()));
MSQL.WriteBarListDB(reqId, conId, symbol, myBDL, true);
IB.masterSecurityList.Add(tempSecurity);
}
else
{
// Average Daily Volume is too small, do not add to the DB
Log.Data(3, string.Format("Skipped Volume {0,-10} {1,-8} {2,8}", conId, symbol, myBDL.CalcAvgVolume()));
BlackList.Add(tempSecurity);
Program.myIB.myRequests.Delete(reqId);
Program.myIB.myBDL.Clear();
}
break;
default:
Log.Error(3, string.Format("RouteId Error = {0}", routeId));
break;
}
}
public static void Main(string[] args)
{
// Third Branch
myIB = new IB();
//myIB.myScanner.ScanOn();
string previousDay = TradingTime.PreviousTradingDay(DateTime.Now).ToString("yyyy-MM-dd");
string currentDay = DateTime.Now.ToString("yyyy-MM-dd");
while (TradingTime.IsPreOpening)
{
TradingTime.Display();
MSQL.DailyUpdate();
DataRequests.GetMostActive(previousDay, 150).Reverse().DisplayScreen();
Console.WriteLine("MaxActiveRequests= {0} MaxOpenRequests= {1} OldestRequest= {2}", myIB.myRequests.MaxActiveRequests, myIB.myRequests.MaxOpenRequests, myIB.myRequests.OldestRequest);
}
while (TradingTime.IsMarketOpen)
{
TradingTime.Display();
MSQL.DailyUpdate();
DataRequests.GetMostActive(currentDay, 150).Reverse().DisplayScreen();
Console.WriteLine("MaxActiveRequests= {0} MaxOpenRequests= {1} OldestRequest= {2}", myIB.myRequests.MaxActiveRequests, myIB.myRequests.MaxOpenRequests, myIB.myRequests.OldestRequest);
}
while (TradingTime.IsAfterClose)
{
TradingTime.Display();
MSQL.RedoByEditdate();
MSQL.CheckAllTradingDays();
MSQL.DeleteVolume(1200);
MSQL.DailyUpdate();
DataRequests.GetMostActive(currentDay, 150).Reverse().DisplayScreen();
Console.WriteLine("MaxActiveRequests= {0} MaxOpenRequests= {1} OldestRequest= {2}", myIB.myRequests.MaxActiveRequests, myIB.myRequests.MaxOpenRequests, myIB.myRequests.OldestRequest);
}
myIB.ShutDown();
}
public static void DailyUpdate()
{
int counter = 1;
int routeId = 0;
DateTime startTime = DateTime.Now;
DateTime currentTime;
TimeSpan elapsedTime = new TimeSpan();
string daysToUpdate = "1 D";
string firstTradingDay = "";
int numberSecurities = IB.masterSecurityList.Contracts.Count();
Log.Info(2, string.Format("Start UpdateHist"));
foreach (Security tempSecurity in IB.masterSecurityList.Contracts.ToList())
{
#region Calculate Time Remaining
currentTime = DateTime.Now;
elapsedTime = currentTime - startTime;
string elapsed = string.Format("E={0:D2}:{1:D2}:{2:D2}", elapsedTime.Hours, elapsedTime.Minutes, elapsedTime.Seconds);
TimeSpan timeLeft = (numberSecurities - counter) * (elapsedTime / counter);
string Remaining = string.Format("Remaining={0:D2}:{1:D2}:{2:D2}", timeLeft.Hours, timeLeft.Minutes, timeLeft.Seconds);
double percentCompleted = counter / numberSecurities;
Log.Data(1, string.Format("{0,-10} {1,-10} ActiveReq={2,2} OpenReq={2,2} " + elapsed + " " + Remaining, tempSecurity.Symbol, tempSecurity.ConId, Program.myIB.myRequests.NumActiveRequests, Program.myIB.myRequests.NumOpenRequests));
counter++;
#endregion Calculate Time Remaining
daysToUpdate = MSQL.DaysToUpdate(tempSecurity.Symbol).ToString() + " D";
Program.myIB.RequestBarIB(routeId, tempSecurity.ConId, tempSecurity.Symbol, firstTradingDay, daysToUpdate);
Thread.Sleep(Program.myIB.myRequests.DelayTime);
}
Log.Info(3, string.Format("End UpdateHist Total Time= {0} Time/Rec= {1}", elapsedTime, elapsedTime / numberSecurities));
}
