private void updateBaseValue(string s_info_windcode, string trade_dt)
{
//fetch
double[] closeArray = new double[15];
SqlCommand cmd = new SqlCommand();
cmd.CommandType = CommandType.Text;
cmd.CommandText = "select top 15 s_info_windcode, s_dq_close "
+ "from dbo.Result where s_info_windcode = '"
+ s_info_windcode + "' and trade_dt <= '"
+ trade_dt + "' order by trade_dt desc";
List <double> dataList = SQLHelper.FetchQueryResultToDouble(cmd);
for (int i = 0; i < 15; i++)
{
closeArray[i] = dataList[i];
}
//update
double rsi = AttributeCalculator.RSICalculator(closeArray);
SQLHelper.UpdateSingleValueIntoTable(rsi, "rsi", s_info_windcode,
trade_dt);
}
private void updateBaseValue(string s_info_windcode, string trade_dt)
{
//fetch
double closeToday = 0.0;
double[] lowArray = new double[39];
double[] highArray = new double[39];
SqlCommand cmd = new SqlCommand();
cmd.CommandType = CommandType.Text;
cmd.CommandText = "select top 39 s_info_windcode, s_dq_open, "
+ "s_dq_high, s_dq_low, s_dq_close,"
+ " s_dq_volume from dbo.Result where trade_dt <= '"
+ trade_dt + "' and s_info_windcode = '"
+ s_info_windcode + "' order by trade_dt desc";
List <UpdateMatlab.priceCombo> list = SQLHelper
.FetchQueryResultToPriceCombo(cmd);
closeToday = list[0].s_dq_close;
for (int i = 0; i < 39; i++)
{
lowArray[i] = list[i].s_dq_low;
highArray[i] = list[i].s_dq_high;
}
//update
double so = AttributeCalculator.SOCalculator(closeToday, lowArray, highArray);
SQLHelper.UpdateSingleValueIntoTable(so, "so", s_info_windcode,
trade_dt);
}
private void updateBaseValue()
{
double[] adArray = new double[20];
double[] volArray = new double[20];
SqlCommand cmd = new SqlCommand();
cmd.CommandType = CommandType.Text;
cmd.CommandText = "select s_info_windcode, ad_5 "
+ "from dbo.Result where s_info_windcode = '"
+ s_info_windcode + "' and trade_dt <= '"
+ trade_dt + "' order by trade_dt desc";
List <double> dataList = SQLHelper.FetchQueryResultToDouble(cmd);
SqlCommand cmd2 = new SqlCommand();
cmd2.CommandType = CommandType.Text;
cmd2.CommandText = "select s_info_windcode, s_dq_open, "
+ "s_dq_high, s_dq_low, s_dq_close,"
+ " s_dq_volume from dbo.Result where s_info_windcode = '"
+ s_info_windcode + "' and trade_dt <= '"
+ trade_dt + "' order by trade_dt desc";
List <UpdateMatlab.priceCombo> priceComboList = SQLHelper
.FetchQueryResultToPriceCombo(cmd2);
for (int i = 0; i < 20; i++)
{
adArray[i] = dataList[i];
volArray[i] = priceComboList[i].s_dq_volume;
}
double cmf = AttributeCalculator.CMFCalculator(adArray, volArray, 20);
SQLHelper.UpdateSingleValueIntoTable(cmf, "cmf", s_info_windcode,
trade_dt);
}
private void updateBaseValue()
{
//fetch DEA DIFF
double diff = 0.0;
double dea = 0.0;
SqlCommand cmd = new SqlCommand();
cmd.CommandType = CommandType.Text;
cmd.CommandText = "select s_info_windcode, diff "
+ "from dbo.Result where s_info_windcode = '"
+ s_info_windcode + "' and trade_dt = '" + trade_dt + "'";
List <double> dataListDiff = SQLHelper.FetchQueryResultToDouble(cmd);
SqlCommand cmd2 = new SqlCommand();
cmd2.CommandType = CommandType.Text;
cmd2.CommandText = "select s_info_windcode, dea "
+ "from dbo.Result where s_info_windcode = '"
+ s_info_windcode + "' and trade_dt = '" + trade_dt + "'";
List <double> dataListDea = SQLHelper.FetchQueryResultToDouble(cmd2);
diff = dataListDiff[0];
dea = dataListDea[0];
double macd = AttributeCalculator.MACDCalculator(diff, dea);
SQLHelper.UpdateSingleValueIntoTable(macd, "macd", s_info_windcode,
trade_dt);
}
private void updateBaseValue(string s_info_windcode, string trade_dt,
int BBLength)
{
//fetch
double[] closeArray = new double[BBLength];
SqlCommand cmd = new SqlCommand();
cmd.CommandType = CommandType.Text;
cmd.CommandText = "select s_info_windcode, s_dq_close "
+ "from dbo.Result where s_info_windcode = '"
+ s_info_windcode + "' and trade_dt <= '"
+ trade_dt + "' order by trade_dt desc";
List <double> dataList = SQLHelper.FetchQueryResultToDouble(cmd);
for (int i = 0; i < BBLength; i++)
{
closeArray[i] = dataList[i];
}
//update
double bb = AttributeCalculator.BBCalculator(closeArray, BBLength);
SQLHelper.UpdateSingleValueIntoTable(bb, "bb_" + BBLength.ToString(),
s_info_windcode, trade_dt);
}
private void updateBaseValue()
{
//fetch
double volumeToday = 0.0;
double emaShortYesterday = 0.0;
double emaLongYesterday = 0.0;
SqlCommand cmd = new SqlCommand();
cmd.CommandType = CommandType.Text;
cmd.CommandText = "select s_info_windcode, s_dq_volume "
+ "from dbo.Result where s_info_windcode = '"
+ s_info_windcode + "' and trade_dt = '" + trade_dt + "'";
List <double> dataList = SQLHelper.FetchQueryResultToDouble(cmd);
SqlCommand cmd2 = new SqlCommand();
cmd2.CommandType = CommandType.Text;
cmd2.CommandText = "select top 1 s_info_windcode, volume_ema_12 "
+ "from dbo.Result where s_info_windcode = '"
+ s_info_windcode + "' and trade_dt < '" + trade_dt
+ "' order by trade_dt desc";
List <double> emaShortList = SQLHelper.FetchQueryResultToDouble(cmd2);
SqlCommand cmd3 = new SqlCommand();
cmd3.CommandType = CommandType.Text;
cmd3.CommandText = "select top 1 s_info_windcode, volume_ema_26 "
+ "from dbo.Result where s_info_windcode = '"
+ s_info_windcode + "' and trade_dt < '" + trade_dt
+ "' order by trade_dt desc";
List <double> emaLongList = SQLHelper.FetchQueryResultToDouble(cmd3);
volumeToday = dataList[0];
emaShortYesterday = emaShortList[0];
emaLongYesterday = emaLongList[0];
double emaVolumeShortToday = AttributeCalculator.emaRecursionNext(volumeToday, emaShortYesterday, 12);
double emaVolumeLongToday = AttributeCalculator.emaRecursionNext(volumeToday, emaLongYesterday, 26);
double pvo = AttributeCalculator.PPOPVOCalculator(volumeToday,
emaVolumeShortToday, emaVolumeLongToday);
SQLHelper.UpdateSingleValueIntoTable(emaVolumeShortToday, "VOLUME_EMA_12", s_info_windcode, trade_dt);
SQLHelper.UpdateSingleValueIntoTable(emaVolumeLongToday, "VOLUME_EMA_26", s_info_windcode, trade_dt);
SQLHelper.UpdateSingleValueIntoTable(pvo, "pvo", s_info_windcode,
trade_dt);
}
private void updateDerivedValue(string s_info_windcode,
string trade_dt)
{
double[] clvArray = new double[6];
SqlCommand sqlCmd = new SqlCommand();
sqlCmd.CommandType = CommandType.Text;
sqlCmd.CommandText = "select s_info_windcode, clv "
+ "from Result where s_info_windcode = '"
+ s_info_windcode + "' and trade_dt <= '"
+ trade_dt + "' order by trade_dt desc";
List <double> dataList = SQLHelper.FetchQueryResultToDouble(sqlCmd);
clvArray = AttributeCalculator.MACalculator(dataList); // calculate the value
SQLHelper.UpdateMultipleValueIntoTable(clvArray, "clv", s_info_windcode, trade_dt);
}
private void updateDerivedValue(string s_info_windcode, string trade_dt)
{
//fetch
SqlCommand cmd = new SqlCommand();
cmd.CommandType = CommandType.Text;
cmd.CommandText = "select s_info_windcode, so"
+ " from Result" + " where s_info_windcode = '" + s_info_windcode
+ "' and trade_dt <= '" + trade_dt
+ "' order by trade_dt desc";
List <double> dataList = SQLHelper.FetchQueryResultToDouble(cmd);
//update
double[] soArray = new double[6];
soArray = AttributeCalculator.MACalculator(dataList);
SQLHelper.UpdateMultipleValueIntoTable(soArray, "so",
s_info_windcode, trade_dt);
}
/// <summary>
/// update the derived attributes
/// </summary>
/// <param name="s_info_windcode"></param>
/// <param name="trade_dt"></param>
/// <param name="length"></param>
private void updateDerivedValue(string s_info_windcode, string trade_dt)
{
//fetch
double[] ADArray = new double[ADLength];
SqlCommand cmd = new SqlCommand();
cmd.CommandType = CommandType.Text;
cmd.CommandText = "select s_info_windcode, AD_" + ADLength.ToString()
+ " from dbo.Result where s_info_windcode = '"
+ s_info_windcode + "' and trade_dt <= '"
+ trade_dt + "' order by trade_dt desc";
List <double> dataList = SQLHelper.FetchQueryResultToDouble(cmd);
//update
double[] adArray = new double[6];
adArray = AttributeCalculator.MACalculator(dataList);
SQLHelper.UpdateMultipleValueIntoTable(adArray,
"ad_" + ADLength.ToString(), s_info_windcode, trade_dt);
}
private void updateBaseValue(string s_info_windcode,
string trade_dt)
{
// fetch list
SqlCommand cmd = new SqlCommand();
cmd.CommandType = CommandType.Text;
cmd.CommandText = "select s_info_windcode, s_dq_open, "
+ "s_dq_high, s_dq_low, s_dq_close,"
+ " s_dq_volume from dbo.Result where trade_dt = '"
+ trade_dt + "' and s_info_windcode = '"
+ s_info_windcode + "' order by trade_dt desc";
List <UpdateMatlab.priceCombo> list = SQLHelper
.FetchQueryResultToPriceCombo(cmd);
double clv = AttributeCalculator.ClvCalculator(
list[0].s_dq_close, list[0].s_dq_high, list[0].s_dq_low);
SQLHelper.UpdateSingleValueIntoTable(clv, "clv", s_info_windcode,
trade_dt);
}
/// <summary>
/// Update the base AD_length, with parameter length
/// </summary>
/// <param name="s_info_windcode"></param>
/// <param name="trade_dt"></param>
/// <param name="length"></param>
private void updateBaseValue(string s_info_windcode, string trade_dt)
{
//fetch
double[] clvArray = new double[ADLength];
double[] volArray = new double[ADLength];
SqlCommand cmd = new SqlCommand();
cmd.CommandType = CommandType.Text;
cmd.CommandText = "select s_info_windcode, clv "
+ "from dbo.Result where s_info_windcode = '"
+ s_info_windcode + "' and trade_dt <= '"
+ trade_dt + "' order by trade_dt desc";
List <double> dataList = SQLHelper.FetchQueryResultToDouble(cmd);
SqlCommand cmd2 = new SqlCommand();
cmd2.CommandType = CommandType.Text;
cmd2.CommandText = "select s_info_windcode, s_dq_open, "
+ "s_dq_high, s_dq_low, s_dq_close,"
+ " s_dq_volume from dbo.Result where s_info_windcode = '"
+ s_info_windcode + "' and trade_dt <= '"
+ trade_dt + "' order by trade_dt desc";
List <UpdateMatlab.priceCombo> priceComboList = SQLHelper
.FetchQueryResultToPriceCombo(cmd2);
for (int i = 0; i < ADLength; i++)
{
clvArray[i] = dataList[i];
volArray[i] = priceComboList[i].s_dq_volume;
}
double ad = AttributeCalculator.ADCalculator(clvArray,
volArray, ADLength);
SQLHelper.UpdateSingleValueIntoTable(ad, "ad_" + ADLength.ToString(),
s_info_windcode, trade_dt);
}
private void updateBaseValue1()
{
//fetch -- basic KL info
SqlCommand cmd = new SqlCommand();
cmd.CommandType = CommandType.Text;
cmd.CommandText = "select s_info_windcode, s_dq_open, "
+ "s_dq_high, s_dq_low, s_dq_close,"
+ " s_dq_volume from dbo.Result where trade_dt <= '"
+ trade_dt + "' and s_info_windcode = '"
+ s_info_windcode + "' order by trade_dt desc";
List <UpdateMatlab.priceCombo> list = SQLHelper
.FetchQueryResultToPriceCombo(cmd);
double clv = AttributeCalculator.ClvCalculator(
list[0].s_dq_close, list[0].s_dq_high, list[0].s_dq_low);
//SQLHelper.UpdateSingleValueIntoTable(clv, "clv", s_info_windcode,
// trade_dt);
//BB
//fetch
double[] closeArray = new double[list.Count];
double[] volumeArray = new double[list.Count];
double[] highArray = new double[list.Count];
double[] lowArray = new double[list.Count];
for (int i = 0; i < list.Count; i++)
{
closeArray[i] = list[i].s_dq_close;
volumeArray[i] = list[i].s_dq_volume;
highArray[i] = list[i].s_dq_high;
lowArray[i] = list[i].s_dq_low;
}
//update
double bb_5 = AttributeCalculator.BBCalculator(closeArray, 5);
//SQLHelper.UpdateSingleValueIntoTable(bb_5, "bb_5",
// s_info_windcode, trade_dt);
double bb_14 = AttributeCalculator.BBCalculator(closeArray, 14);
//SQLHelper.UpdateSingleValueIntoTable(bb_14, "bb_14",
// s_info_windcode, trade_dt);
double bb_20 = AttributeCalculator.BBCalculator(closeArray, 20);
//SQLHelper.UpdateSingleValueIntoTable(bb_20, "bb_20",
// s_info_windcode, trade_dt);
//PPO
//fetch
double closeToday = closeArray[0];
SqlCommand cmd2 = new SqlCommand();
cmd2.CommandType = CommandType.Text;
cmd2.CommandText = "select top 1 s_info_windcode, close_ema_12 "
+ "from dbo.Result where s_info_windcode = '"
+ s_info_windcode + "' and trade_dt < '" + trade_dt
+ "' order by trade_dt desc";
List <double> emaShortList = SQLHelper.FetchQueryResultToDouble(cmd2);
SqlCommand cmd3 = new SqlCommand();
cmd3.CommandType = CommandType.Text;
cmd3.CommandText = "select top 1 s_info_windcode, close_ema_26 "
+ "from dbo.Result where s_info_windcode = '"
+ s_info_windcode + "' and trade_dt < '" + trade_dt
+ "' order by trade_dt desc";
List <double> emaLongList = SQLHelper.FetchQueryResultToDouble(cmd3);
double emaShortYesterday = emaShortList[0];
double emaLongYesterday = emaLongList[0];
double emaShort = AttributeCalculator.emaRecursionNext(closeToday, emaShortYesterday, 12);
double emaLong = AttributeCalculator.emaRecursionNext(closeToday, emaLongYesterday, 26);
double ppo = AttributeCalculator.PPOPVOCalculator(closeToday,
emaShort, emaLong);
//SQLHelper.UpdateSingleValueIntoTable(emaShort, "CLOSE_EMA_12", s_info_windcode, trade_dt);
//SQLHelper.UpdateSingleValueIntoTable(emaLong, "CLOSE_EMA_26", s_info_windcode, trade_dt);
//SQLHelper.UpdateSingleValueIntoTable(ppo, "ppo", s_info_windcode,
// trade_dt);
//PVO
//fetch
double volumeToday = volumeArray[0];
SqlCommand cmd4 = new SqlCommand();
cmd4.CommandType = CommandType.Text;
cmd4.CommandText = "select top 1 s_info_windcode, volume_ema_12 "
+ "from dbo.Result where s_info_windcode = '"
+ s_info_windcode + "' and trade_dt < '" + trade_dt
+ "' order by trade_dt desc";
List <double> emaVolumeShortList = SQLHelper.FetchQueryResultToDouble(cmd4);
SqlCommand cmd5 = new SqlCommand();
cmd5.CommandType = CommandType.Text;
cmd5.CommandText = "select top 1 s_info_windcode, volume_ema_26 "
+ "from dbo.Result where s_info_windcode = '"
+ s_info_windcode + "' and trade_dt < '" + trade_dt
+ "' order by trade_dt desc";
List <double> emaVolumeLongList = SQLHelper.FetchQueryResultToDouble(cmd5);
double emaVolumeShortYesterday = emaVolumeShortList[0];
double emaVolumeLongYesterday = emaVolumeLongList[0];
double emaVolumeShortToday = AttributeCalculator.emaRecursionNext(volumeToday, emaShortYesterday, 12);
double emaVolumeLongToday = AttributeCalculator.emaRecursionNext(volumeToday, emaLongYesterday, 26);
double pvo = AttributeCalculator.PPOPVOCalculator(volumeToday,
emaVolumeShortToday, emaVolumeLongToday);
//SQLHelper.UpdateSingleValueIntoTable(emaVolumeShortToday, "VOLUME_EMA_12", s_info_windcode, trade_dt);
//SQLHelper.UpdateSingleValueIntoTable(emaVolumeLongToday, "VOLUME_EMA_26", s_info_windcode, trade_dt);
//SQLHelper.UpdateSingleValueIntoTable(pvo, "pvo", s_info_windcode,
// trade_dt);
//RSI
//fetch
double[] closeArray15 = new double[15];
for (int i = 0; i < 15; i++)
{
closeArray15[i] = closeArray[i];
}
//update
double rsi = AttributeCalculator.RSICalculator(closeArray15);
SQLHelper.UpdateSingleValueIntoTable(rsi, "rsi", s_info_windcode,
trade_dt);
//SO
//fetch
double[] lowArray39 = new double[39];
double[] highArray39 = new double[39];
for (int i = 0; i < 39; i++)
{
lowArray39[i] = list[i].s_dq_low;
highArray39[i] = list[i].s_dq_high;
}
//update
double so = AttributeCalculator.SOCalculator(closeToday, lowArray39, highArray39);
//SQLHelper.UpdateSingleValueIntoTable(so, "so", s_info_windcode,
// trade_dt);
//WR
//fetch
double[] closeArray5 = new double[5];
double[] closeArray14 = new double[14];
double[] closeArray20 = new double[20];
for (int i = 0; i < 5; i++)
{
closeArray5[i] = closeArray[i];
}
for (int i = 0; i < 14; i++)
{
closeArray14[i] = closeArray[i];
}
for (int i = 0; i < 20; i++)
{
closeArray20[i] = closeArray[i];
}
//update
double wr_5 = AttributeCalculator.WRCalculator(closeArray, 5);
double wr_14 = AttributeCalculator.WRCalculator(closeArray, 14);
double wr_20 = AttributeCalculator.WRCalculator(closeArray, 20);
//SQLHelper.UpdateSingleValueIntoTable(wr_5, "wr_5",
// s_info_windcode, trade_dt);
//SQLHelper.UpdateSingleValueIntoTable(wr_14, "wr_14",
// s_info_windcode, trade_dt);
//SQLHelper.UpdateSingleValueIntoTable(wr_20, "wr_20",
// s_info_windcode, trade_dt);
double[] results = new double[11];
results[0] = clv;
results[1] = bb_5;
results[2] = bb_14;
results[3] = bb_20;
results[4] = ppo;
results[5] = pvo;
results[6] = rsi;
results[7] = so;
results[8] = wr_5;
results[9] = wr_14;
results[10] = wr_20;
SQLHelper.UpdateMultipleAttribute1IntoTable(results, s_info_windcode, trade_dt);
//fetch
SqlCommand cmd6 = new SqlCommand();
cmd6.CommandType = CommandType.Text;
cmd6.CommandText = "select s_info_windcode, clv "
+ "from dbo.Result where s_info_windcode = '"
+ s_info_windcode + "' and trade_dt <= '"
+ trade_dt + "' order by trade_dt desc";
List <double> clvList = SQLHelper.FetchQueryResultToDouble(cmd6);
double[] clvArray5 = new double[5];
double[] volArray5 = new double[5];
double[] clvArray14 = new double[14];
double[] volArray14 = new double[14];
double[] clvArray20 = new double[20];
double[] volArray20 = new double[20];
for (int i = 0; i < 5; i++)
{
clvArray5[i] = clvList[i]; volArray5[i] = volumeArray[i];
}
for (int i = 0; i < 14; i++)
{
clvArray14[i] = clvList[i]; volArray14[i] = volumeArray[i];
}
for (int i = 0; i < 20; i++)
{
clvArray20[i] = clvList[i]; volArray20[i] = volumeArray[i];
}
double ad_5 = AttributeCalculator.ADCalculator(clvArray5,
volArray5, 5);
double ad_14 = AttributeCalculator.ADCalculator(clvArray14,
volArray14, 14);
double ad_20 = AttributeCalculator.ADCalculator(clvArray20,
volArray20, 20);
//SQLHelper.UpdateSingleValueIntoTable(ad_5, "ad_5", s_info_windcode, trade_dt);
//SQLHelper.UpdateSingleValueIntoTable(ad_14, "ad_14", s_info_windcode, trade_dt);
//SQLHelper.UpdateSingleValueIntoTable(ad_20, "ad_20", s_info_windcode, trade_dt);
SqlCommand cmd7 = new SqlCommand();
cmd7.CommandType = CommandType.Text;
cmd7.CommandText = "select s_info_windcode, ad_5 "
+ "from dbo.Result where s_info_windcode = '"
+ s_info_windcode + "' and trade_dt <= '"
+ trade_dt + "' order by trade_dt desc";
List <double> adList = SQLHelper.FetchQueryResultToDouble(cmd7);
double[] ad5Array20 = new double[20];
for (int i = 0; i < 20; i++)
{
ad5Array20[i] = adList[i]; volArray20[i] = volumeArray[i];
}
double cmf = AttributeCalculator.CMFCalculator(ad5Array20, volArray20, 20);
//SQLHelper.UpdateSingleValueIntoTable(cmf, "cmf", s_info_windcode,
// trade_dt);
}
