public static void AnalyzeTradingPatterns([TimerTrigger("0 0 */2 * * *")] TimerInfo myTimer,
[CosmosDB(CosmosDbConstants.DatabaseName, CosmosDbConstants.WatchListSymbols, ConnectionStringSetting = CosmosDbConstants.ConnectionStringName,
SqlQuery = "SELECT * FROM c WHERE c.UserID='%default_user_id%' ORDER BY c._ts DESC")] IEnumerable <dynamic> watchListSymbols,
[CosmosDB(CosmosDbConstants.DatabaseName, CosmosDbConstants.TradingPatterns, ConnectionStringSetting = CosmosDbConstants.ConnectionStringName)] IAsyncCollector <CandleStickPattern> patternsOut,
ILogger log)
{
log.LogInformation($"Anaylyze downtrend reversals function executed at: {DateTime.Now}");
var symbols = watchListSymbols?.Select(wl => (string)wl.Symbol)
?? Environment.GetEnvironmentVariable("WatchListSymbols").Split(',', StringSplitOptions.RemoveEmptyEntries);
var patterns = new List <CandleStickPattern>();
foreach (var symbol in symbols)
{
var prices = iex.SendAsync <List <StockPrice> >(
endpoint: $"stock/{symbol}/chart/{DefaultRange}",
@params: new Dictionary <string, string> {
{ "includeToday", "false" }
}).Result;
var candles = new LinkedList <StockPrice>(prices);
for (var current = candles.First; current != null; current = current.Next)
{
if (current.IsHammer())
{
patterns.Add(new CandleStickPattern(symbol, CandleStickPatterns.Hammer, current));
}
if (current.IsInvertedHammer())
{
patterns.Add(new CandleStickPattern(symbol, CandleStickPatterns.InvertedHammer, current));
}
if (current.IsMorningStar())
{
patterns.Add(new CandleStickPattern(symbol, CandleStickPatterns.MorningStar, current));
}
if (current.IsPiercingLine())
{
patterns.Add(new CandleStickPattern(symbol, CandleStickPatterns.PiercingLine, current));
}
if (current.IsBullishEngulfing())
{
patterns.Add(new CandleStickPattern(symbol, CandleStickPatterns.BullishEngulfing, current));
}
}
}
foreach (var pattern in patterns)
{
//save possible observed candle stick patterns
patternsOut.AddAsync(pattern);
log.LogInformation("{@symbol} had possible {@pattern} on {@date}, followed by a volume of {@SubsequentVolume}.",
pattern.Symbol,
pattern.Pattern,
pattern.Date.ToShortDateString(),
pattern.SubsequentVolume);
}
}
