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);
}
public PrepareForTrade(GlobalObjects.TimeInterval Interval, string ContractName, Parameter_EMA_Scalp Parameter, DateTime StartPeriod)
{
_Interval = Interval;
_ContractName = ContractName;
_Start = StartPeriod;
_Param = Parameter;
}
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> DoYourThing(string Instrument, Parameter_EMA_Scalp Param, DateTime StartPeriod)
{
Statistics _Stats = new Statistics();
GlobalObjects.TimeInterval t = GlobalObjects.TimeInterval.Minute_5;
DataBase.dataTable dt = DataBase.dataTable.MasterMinute;
var _tempTradeList = AlsiTrade_Backend.RunCalcs.RunEMAScalp(Param, t, false, StartPeriod, DateTime.Now.AddHours(5), dt);
var _trades = _Stats.CalcBasicTradeStats_old(_tempTradeList);
return(_trades);
}
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 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();
}
private void start()
{
Cursor = Cursors.WaitCursor;
GlobalObjects.TimeInterval t = GlobalObjects.TimeInterval.Minute_5;
DataBase.dataTable dt = DataBase.dataTable.MasterMinute;
//_FullTradeList = AlsiTrade_Backend.RunCalcs.RunEMAScalp(GetParametersSAR_EMA(), t, false, new DateTime(2012, 01, 01), new DateTime(2014, 01, 01), dt);
_FullTradeList = AlsiTrade_Backend.RunCalcs.RunMAMAScalp(GetParametersMAMA(), t, false, new DateTime(2005, 01, 01), new DateTime(2014, 12, 31), dt);
_FullTradeList = _Stats.CalcBasicTradeStats_old(_FullTradeList);
NewTrades = AlsiUtils.Strategies.TradeStrategy.Expansion.ApplyRegressionFilter(11, _FullTradeList);
NewTrades = _Stats.CalcExpandedTradeStats(NewTrades);
_TradeOnlyList = CompletedTrade.CreateList(NewTrades);
Cursor = Cursors.Default;
}
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 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();
}
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);
}
private void MainForm_Load(object sender, EventArgs e)
{
WebSettings.GetSettings();
var start = new LoadingStartupEvent();
start.Progress = 10;
onStartupLoad(this, start);
CheckForIllegalCrossThreadCalls = false;
// Debug.WriteLine("Time Synched " + DoStuff.SynchronizeTime());
_Interval = GlobalObjects.TimeInterval.Minute_5;
start.Progress = 10;
onStartupLoad(this, start);
PopulateControls();
start.Progress = 20;
onStartupLoad(this, start);
U5 = new UpdateTimer(_Interval);
p = new PrepareForTrade(_Interval, WebSettings.General.HISAT_INST, GetParameters(), WebSettings.General.LIVE_START_DATE);
marketOrder = new MarketOrder();
p.onPriceSync += new PrepareForTrade.PricesSynced(p_onPriceSync);
U5.onStartUpdate += new UpdateTimer.StartUpdate(U5_onStartUpdate);
U5.OnManualCloseTrigger += new UpdateTimer.ManualCloseTrigger(U5_OnManualCloseTrigger);
U5.OnConnectionExpired += new UpdateTimer.ConnectionExpired(U5_OnConnectionExpired);
marketOrder.onOrderSend += new MarketOrder.OrderSend(marketOrder_onOrderSend);
marketOrder.onOrderMatch += new MarketOrder.OrderMatch(marketOrder_onOrderMatch);
_Stats.OnStatsCaculated += new Statistics.StatsCalculated(_Stats_OnStatsCaculated);
start.Progress = 30;
onStartupLoad(this, start);
feed = new AlsiTrade_Backend.HiSat.LiveFeed(WebSettings.General.HISAT_INST);
start.Progress = 60;
onStartupLoad(this, start);
BuildListViewColumns();
start.Progress = 70;
onStartupLoad(this, start);
p._LastTrade = DoStuff.GetLastTrade(GetParameters(), _Interval);
start.Progress = 80;
onStartupLoad(this, start);
Debug.WriteLine("LAST TRADE : " + p._LastTrade.TimeStamp + " " + p._LastTrade);
service = new WebUpdate();
start.Progress = 100;
onStartupLoad(this, start);
WebUpdate.SetManualTradeTrigger(false);
//test
comboBox1.Items.Add(Trade.Trigger.None);
comboBox1.Items.Add(Trade.Trigger.OpenLong);
comboBox1.Items.Add(Trade.Trigger.OpenShort);
comboBox1.Items.Add(Trade.Trigger.CloseLong);
comboBox1.Items.Add(Trade.Trigger.CloseShort);
comboBox2.Items.Add(Trade.BuySell.None);
comboBox2.Items.Add(Trade.BuySell.Buy);
comboBox2.Items.Add(Trade.BuySell.Sell);
//Genetic plugin
gb = GeneticBackend.GetSingletonGB();
gb.Mf = this;
gb.onUpdate += gb_onUpdate;
gf.Show();
}
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));
}
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));
}
