static void Main(string[] args)
{
List <string> symbols = new List <string>();
using (StockDataEntities context = new StockDataEntities())
{
symbols = context.StockPicks.Select(p => p.Symbol).Distinct().ToList();
}
ParallelOptions pOptions = new ParallelOptions {
MaxDegreeOfParallelism = 10
};
Parallel.ForEach(symbols, pOptions, symbol =>
{
Console.WriteLine(symbol);
using (StockDataEntities context = new StockDataEntities())
{
var picks = context.StockPicks.Where(p => p.Symbol == symbol).Select(p => p).OrderBy(p => p.PickDate).ToList();
var quotes = context.StockQuotes.Where(q => q.Symbol == symbol).Select(q => q).OrderBy(q => q.QuoteDate).ToList();
foreach (var pick in picks)
{
try
{
StockPickPerformance perf = new StockPickPerformance();
perf.Symbol = pick.Symbol;
perf.PickDate = pick.PickDate;
perf.PickType = pick.PickType;
var hugeVolume = quotes.Where(q => (q.TimeFrame == 2 && q.QuoteDate <pick.PickDate && q.QuoteDate> pick.PickDate.AddMonths(-18))).OrderByDescending(q => q.Volume).Select(q => q.Volume).FirstOrDefault();
var avgVolume = quotes.Where(q => (q.TimeFrame == 2 && q.QuoteDate <pick.PickDate && q.QuoteDate> pick.PickDate.AddMonths(-18))).OrderByDescending(q => q.Volume).Select(q => q.Volume).Average();
perf.PrevBigVolumeRatio = hugeVolume / avgVolume;
var highQuote = quotes.Where(q => (q.TimeFrame == 1 && q.QuoteDate <pick.PickDate && q.QuoteDate> pick.PickDate.AddMonths(-18))).OrderByDescending(q => q.HighValue).Select(q => q.HighValue).FirstOrDefault();
var lowQuote = quotes.Where(q => (q.TimeFrame == 1 && q.QuoteDate <pick.PickDate && q.QuoteDate> pick.PickDate.AddMonths(-18))).OrderBy(q => q.LowValue).Select(q => q.LowValue).FirstOrDefault();
var pickQuote = quotes.Where(q => (q.TimeFrame == 1 && q.QuoteDate == pick.PickDate)).Select(p => p.CloseValue).FirstOrDefault();
perf.PickQuote = pickQuote;
perf.RatioVSHigh = (double)(pickQuote / highQuote);
perf.RatioVSLow = (double)(pickQuote / lowQuote);
var m3Low = quotes.Where(q => (q.TimeFrame == 1 && q.QuoteDate >= pick.PickDate.AddDays(1) && q.QuoteDate <= pick.PickDate.AddMonths(4))).OrderBy(q => q.CloseValue).Select(p => p.CloseValue).FirstOrDefault();
var m3High = quotes.Where(q => (q.TimeFrame == 1 && q.QuoteDate >= pick.PickDate.AddDays(1) && q.QuoteDate <= pick.PickDate.AddMonths(4))).OrderByDescending(q => q.CloseValue).Select(p => p.CloseValue).FirstOrDefault();
var m6Low = quotes.Where(q => (q.TimeFrame == 1 && q.QuoteDate > pick.PickDate.AddMonths(4) && q.QuoteDate <= pick.PickDate.AddMonths(7))).OrderBy(q => q.CloseValue).Select(p => p.CloseValue).FirstOrDefault();
var m6High = quotes.Where(q => (q.TimeFrame == 1 && q.QuoteDate > pick.PickDate.AddMonths(4) && q.QuoteDate <= pick.PickDate.AddMonths(7))).OrderByDescending(q => q.CloseValue).Select(p => p.CloseValue).FirstOrDefault();
var m12Low = quotes.Where(q => (q.TimeFrame == 1 && q.QuoteDate > pick.PickDate.AddMonths(6) && q.QuoteDate <= pick.PickDate.AddMonths(13))).OrderBy(q => q.CloseValue).Select(p => p.CloseValue).FirstOrDefault();
var m12High = quotes.Where(q => (q.TimeFrame == 1 && q.QuoteDate > pick.PickDate.AddMonths(6) && q.QuoteDate <= pick.PickDate.AddMonths(13))).OrderByDescending(q => q.CloseValue).Select(p => p.CloseValue).FirstOrDefault();
perf.M3Low = m3Low;
perf.M3High = m3High;
perf.M6Low = m6Low;
perf.M6High = m6High;
perf.M12Low = m12Low;
perf.M12High = m12High;
context.StockPickPerformances.Add(perf);
context.SaveChanges();
}
catch (Exception exp)
{
//WriteLog(symbol);
StringBuilder errMsg = new StringBuilder();
while (exp != null)
{
errMsg.Append(exp.Message);
errMsg.Append(Environment.NewLine);
exp = exp.InnerException;
}
WriteLog(symbol, errMsg.ToString());
//Console.WriteLine("Exception for {0} - {1}", symbol, exp.Message);
break;
}
}
context.Database.Connection.Close();
}
});
}
static void Main(string[] args)
{
List<string> symbols = new List<string>();
using (StockDataEntities context = new StockDataEntities())
{
symbols = context.StockPicks.Select(p => p.Symbol).Distinct().ToList();
}
ParallelOptions pOptions = new ParallelOptions { MaxDegreeOfParallelism = 10 };
Parallel.ForEach(symbols,pOptions, symbol =>
{
Console.WriteLine(symbol);
using (StockDataEntities context = new StockDataEntities())
{
var picks = context.StockPicks.Where(p => p.Symbol == symbol).Select(p => p).OrderBy(p => p.PickDate).ToList();
var quotes = context.StockQuotes.Where(q => q.Symbol == symbol).Select(q => q).OrderBy(q => q.QuoteDate).ToList();
foreach (var pick in picks)
{
try
{
StockPickPerformance perf = new StockPickPerformance();
perf.Symbol = pick.Symbol;
perf.PickDate = pick.PickDate;
perf.PickType = pick.PickType;
var hugeVolume = quotes.Where(q => (q.TimeFrame == 2 && q.QuoteDate < pick.PickDate && q.QuoteDate > pick.PickDate.AddMonths(-18))).OrderByDescending(q => q.Volume).Select(q => q.Volume).FirstOrDefault();
var avgVolume = quotes.Where(q => (q.TimeFrame == 2 && q.QuoteDate < pick.PickDate && q.QuoteDate > pick.PickDate.AddMonths(-18))).OrderByDescending(q => q.Volume).Select(q => q.Volume).Average();
perf.PrevBigVolumeRatio = hugeVolume / avgVolume;
var highQuote = quotes.Where(q => (q.TimeFrame == 1 && q.QuoteDate < pick.PickDate && q.QuoteDate > pick.PickDate.AddMonths(-18))).OrderByDescending(q => q.HighValue).Select(q => q.HighValue).FirstOrDefault();
var lowQuote = quotes.Where(q => (q.TimeFrame == 1 && q.QuoteDate < pick.PickDate && q.QuoteDate > pick.PickDate.AddMonths(-18))).OrderBy(q => q.LowValue).Select(q => q.LowValue).FirstOrDefault();
var pickQuote = quotes.Where(q => (q.TimeFrame == 1 && q.QuoteDate == pick.PickDate)).Select(p => p.CloseValue).FirstOrDefault();
perf.PickQuote = pickQuote;
perf.RatioVSHigh = (double)(pickQuote/highQuote);
perf.RatioVSLow = (double)(pickQuote/lowQuote);
var m3Low = quotes.Where(q => (q.TimeFrame == 1 && q.QuoteDate >= pick.PickDate.AddDays(1) && q.QuoteDate <= pick.PickDate.AddMonths(4))).OrderBy(q => q.CloseValue).Select(p => p.CloseValue).FirstOrDefault();
var m3High = quotes.Where(q => (q.TimeFrame == 1 && q.QuoteDate >= pick.PickDate.AddDays(1) && q.QuoteDate <= pick.PickDate.AddMonths(4))).OrderByDescending(q => q.CloseValue).Select(p => p.CloseValue).FirstOrDefault();
var m6Low = quotes.Where(q => (q.TimeFrame == 1 && q.QuoteDate > pick.PickDate.AddMonths(4) && q.QuoteDate <= pick.PickDate.AddMonths(7))).OrderBy(q => q.CloseValue).Select(p => p.CloseValue).FirstOrDefault();
var m6High = quotes.Where(q => (q.TimeFrame == 1 && q.QuoteDate > pick.PickDate.AddMonths(4) && q.QuoteDate <= pick.PickDate.AddMonths(7))).OrderByDescending(q => q.CloseValue).Select(p => p.CloseValue).FirstOrDefault();
var m12Low = quotes.Where(q => (q.TimeFrame == 1 && q.QuoteDate > pick.PickDate.AddMonths(6) && q.QuoteDate <= pick.PickDate.AddMonths(13))).OrderBy(q => q.CloseValue).Select(p => p.CloseValue).FirstOrDefault();
var m12High = quotes.Where(q => (q.TimeFrame == 1 && q.QuoteDate > pick.PickDate.AddMonths(6) && q.QuoteDate <= pick.PickDate.AddMonths(13))).OrderByDescending(q => q.CloseValue).Select(p => p.CloseValue).FirstOrDefault();
perf.M3Low = m3Low;
perf.M3High = m3High;
perf.M6Low = m6Low;
perf.M6High = m6High;
perf.M12Low = m12Low;
perf.M12High = m12High;
context.StockPickPerformances.Add(perf);
context.SaveChanges();
}
catch (Exception exp)
{
//WriteLog(symbol);
StringBuilder errMsg = new StringBuilder();
while (exp != null)
{
errMsg.Append(exp.Message);
errMsg.Append(Environment.NewLine);
exp = exp.InnerException;
}
WriteLog(symbol, errMsg.ToString());
//Console.WriteLine("Exception for {0} - {1}", symbol, exp.Message);
break;
}
}
context.Database.Connection.Close();
}
});
}
