public static void Fix()
{
string SIMcontext = @"Data Source=85.214.244.19;Initial Catalog=ALSI_SIM;User ID=SimLogin;Password=boeboe;MultipleActiveResultSets=True";
var dc = new AlsiSimDataContext(SIMcontext);
foreach (var v in dc.tblResult_5Min_SSPOPs)
{
var c = v.Sequence.IndexOf(',');
var x = v.Sequence.Substring(c + 1);
var q = new tblResult_5Min_SSPOP()
{
Notes = "New",
Sequence = x,
Profit = v.Profit,
};
try
{
dc.tblResult_5Min_SSPOPs.InsertOnSubmit(q);
dc.SubmitChanges();
}
catch (Exception ex)
{
Debug.WriteLine("Skipping " + q.Sequence);
}
}
}
public static void Fix()
{
string SIMcontext = @"Data Source=85.214.244.19;Initial Catalog=ALSI_SIM;User ID=SimLogin;Password=boeboe;MultipleActiveResultSets=True";
var dc = new AlsiSimDataContext(SIMcontext);
foreach (var v in dc.tblResult_5Min_SSPOPs)
{
var c = v.Sequence.IndexOf(',');
var x = v.Sequence.Substring(c + 1);
var q = new tblResult_5Min_SSPOP()
{
Notes = "New",
Sequence = x,
Profit = v.Profit,
};
try
{
dc.tblResult_5Min_SSPOPs.InsertOnSubmit(q);
dc.SubmitChanges();
}
catch (Exception ex)
{
Debug.WriteLine("Skipping " + q.Sequence);
}
}
}
private void WriteResultsToDatabase(AlsiSimDataContext dc, tblSequence seq, double profit)
{
var r = new tblResult_5Min_D()
{
Profit = profit,
Sequence = seq.Sequence + " l:" + _Seq.Lookback + " H:" + _Seq.Upper + " L:" + _Seq.Lower,
Trades = 0,
Notes = " l:" + _Seq.Lookback + " H:" + _Seq.Upper + " L:" + _Seq.Lower,
};
dc.tblResult_5Min_Ds.InsertOnSubmit(r);
dc.SubmitChanges();
}
public static string GetRandomSequence()
{
string SIMcontext = @"Data Source=85.214.244.19;Initial Catalog=ALSI_SIM;User ID=SimLogin;Password=boeboe;MultipleActiveResultSets=True";
var dc = new AlsiSimDataContext(SIMcontext);
var rt = dc.GetRandomTable();
string q = "None";
try
{
q = rt.Select(x => x.Sequence).First();
}
catch (Exception ex)
{
}
return(q);
}
public static void SendDatatoDatabase(long lines)
{
var max = lines;
var current = 1;
var interval = 10000;
var s = 0;
var e = s + interval;
string SIMcontext = @"Data Source=85.214.244.19;Initial Catalog=ALSI_SIM;User ID=SimLogin;Password=boeboe;MultipleActiveResultSets=True";
var dc = new AlsiSimDataContext(SIMcontext);
Top:
if (current < max)
{
DataTable MinData = new DataTable("tblSequence");
MinData.Columns.Add("Sequence", typeof(string));
MinData.Columns.Add("Completed", typeof(bool));
var lineCount = 0;
Console.WriteLine("Start reading File");
using (var reader = File.OpenText(@"D:\seq.txt"))
{
while (reader.ReadLine() != null)
{
lineCount++;
if (lineCount <= e && lineCount > s)
{
MinData.Rows.Add(reader.ReadLine(), false);
}
else
if (lineCount > e + 1)
{
break;
}
}
}
current = e;
s = e;
e = e + interval;
Console.WriteLine("Sending data to databse lines " + e);
Debug.WriteLine("Sending data to databse lines " + e);
DataSet DataSet = new DataSet("Dataset");
DataSet.Tables.Add(MinData);
SqlConnection myConnection = new SqlConnection(SIMcontext);
myConnection.Open();
SqlBulkCopy bulkcopy = new SqlBulkCopy(myConnection);
bulkcopy.BulkCopyTimeout = 500000;
bulkcopy.DestinationTableName = "tblSequence";
bulkcopy.WriteToServer(MinData);
MinData.Dispose();
myConnection.Close();
goto Top;
}
}
public static void SendDatatoDatabase(long lines)
{
var max = lines;
var current = 1;
var interval = 10000;
var s = 0;
var e = s + interval;
string SIMcontext = @"Data Source=85.214.244.19;Initial Catalog=ALSI_SIM;User ID=SimLogin;Password=boeboe;MultipleActiveResultSets=True";
var dc = new AlsiSimDataContext(SIMcontext);
Top:
if (current < max)
{
DataTable MinData = new DataTable("tblSequence");
MinData.Columns.Add("Sequence", typeof(string));
MinData.Columns.Add("Completed", typeof(bool));
var lineCount = 0;
Console.WriteLine("Start reading File");
using (var reader = File.OpenText(@"D:\seq.txt"))
{
while (reader.ReadLine() != null)
{
lineCount++;
if (lineCount <= e && lineCount > s)
MinData.Rows.Add(reader.ReadLine(), false);
else
if (lineCount > e + 1)
break;
}
}
current = e;
s = e;
e = e + interval;
Console.WriteLine("Sending data to databse lines " + e);
Debug.WriteLine("Sending data to databse lines " + e);
DataSet DataSet = new DataSet("Dataset");
DataSet.Tables.Add(MinData);
SqlConnection myConnection = new SqlConnection(SIMcontext);
myConnection.Open();
SqlBulkCopy bulkcopy = new SqlBulkCopy(myConnection);
bulkcopy.BulkCopyTimeout = 500000;
bulkcopy.DestinationTableName = "tblSequence";
bulkcopy.WriteToServer(MinData);
MinData.Dispose();
myConnection.Close();
goto Top;
}
}
public static string GetRandomSequence()
{
string SIMcontext = @"Data Source=85.214.244.19;Initial Catalog=ALSI_SIM;User ID=SimLogin;Password=boeboe;MultipleActiveResultSets=True";
var dc = new AlsiSimDataContext(SIMcontext);
var rt = dc.GetRandomTable();
string q = "None";
try
{
q = rt.Select(x => x.Sequence).First();
}
catch (Exception ex)
{
}
return q;
}
public void Start(string simcontext)
{
SIMCONTEXT = simcontext;
var Prices = GlobalObjects.Points;
//for (int rsi = 4; rsi < 30; rsi++)
// for (int fastK = 3; fastK < 30; fastK++)
// for (int slowK = 3; slowK < 30; slowK++)
// for (int slowD = 3; slowD < 30; slowD++)
// {
var dc = new AlsiSimDataContext(simcontext);
var m = dc.tblSequences.Where(x => !x.Started).Count();
var _skip = Utils.RandomNumber(0, m - 1);
var _sequence = dc.tblSequences.Where(x => !x.Started).Skip(_skip).First();
var par = _sequence.Sequence.Split(',');
//Might cuase duplicates, but chances are slim
// _sequence.Started = true;
// dc.SubmitChanges();
_Seq = new Seq(_sequence.Sequence);
var rsi = _Seq.RSI;
var fastK = _Seq.Fast_K;
var slowK = _Seq.Slow_K;
var slowD = _Seq.Slow_D;
//START LOOOP
ClearDictionaries();
var RSI = AlsiUtils.Factory_Indicator.createRSI(rsi, Prices);
var SS = AlsiUtils.Factory_Indicator.createSlowStochastic(fastK, slowK, slowD, Prices);
//CREATE DICTIONARY
RSI_DIC = RSI.ToDictionary(x => x.TimeStamp, x => Math.Round(x.RSI, 3));
SS_DIC = SS.ToDictionary(x => x.TimeStamp, x => Math.Round(x.D, 3));
//POPULATE
foreach (var p in Prices)
{
RSI_SS_Price rsp = new RSI_SS_Price()
{
ClosePrice = p.Close,
Volume = p.Volume,
Stamp = p.TimeStamp,
RSI = 0,
SS = 0,
};
double r, s;
RSI_DIC.TryGetValue(p.TimeStamp, out r);
SS_DIC.TryGetValue(p.TimeStamp, out s);
if (r != 0 && s != 0)
{
rsp.RSI = r;
rsp.SS = s;
RSICC.Add(rsp);
}
}
//RUN CALCS
int lookback = Utils.RandomNumber(5, 15);
_Seq.Lookback = lookback;
SetTriggers_A(lookback);
var profit = AddTradeslayer();
Console.WriteLine("{0} {1} {2} {3} {4} LB:{5} H:{6} L:{7}", profit, rsi, fastK, slowK, slowD, _Seq.Lookback, _Seq.Upper, _Seq.Lower);
WriteResults();
// WriteResultsToDatabase(dc,_sequence, profit);
// Done(this, new EventArgs());
//END LOOP
//}
}
public void Start(string simcontext)
{
SIMCONTEXT = simcontext;
var Prices = GlobalObjects.Points;
//for (int rsi = 4; rsi < 30; rsi++)
// for (int fastK = 3; fastK < 30; fastK++)
// for (int slowK = 3; slowK < 30; slowK++)
// for (int slowD = 3; slowD < 30; slowD++)
// {
var dc = new AlsiSimDataContext(simcontext);
var m = dc.tblSequences.Where(x => !x.Started).Count();
var _skip = Utils.RandomNumber(0, m - 1);
var _sequence = dc.tblSequences.Where(x => !x.Started).Skip(_skip).First();
var par = _sequence.Sequence.Split(',');
//Might cuase duplicates, but chances are slim
// _sequence.Started = true;
// dc.SubmitChanges();
_Seq = new Seq(_sequence.Sequence);
var rsi = _Seq.RSI;
var fastK = _Seq.Fast_K;
var slowK = _Seq.Slow_K;
var slowD = _Seq.Slow_D;
//START LOOOP
ClearDictionaries();
var RSI = AlsiUtils.Factory_Indicator.createRSI(rsi, Prices);
var SS = AlsiUtils.Factory_Indicator.createSlowStochastic(fastK, slowK, slowD, Prices);
//CREATE DICTIONARY
RSI_DIC = RSI.ToDictionary(x => x.TimeStamp, x => Math.Round(x.RSI, 3));
SS_DIC = SS.ToDictionary(x => x.TimeStamp, x => Math.Round(x.D , 3));
//POPULATE
foreach (var p in Prices)
{
RSI_SS_Price rsp = new RSI_SS_Price()
{
ClosePrice = p.Close,
Volume = p.Volume,
Stamp = p.TimeStamp,
RSI = 0,
SS = 0,
};
double r, s;
RSI_DIC.TryGetValue(p.TimeStamp, out r);
SS_DIC.TryGetValue(p.TimeStamp, out s);
if (r != 0 && s != 0)
{
rsp.RSI = r;
rsp.SS = s;
RSICC.Add(rsp);
}
}
//RUN CALCS
int lookback = Utils.RandomNumber(5, 15);
_Seq.Lookback = lookback;
SetTriggers_A(lookback);
var profit = AddTradeslayer();
Console.WriteLine("{0} {1} {2} {3} {4} LB:{5} H:{6} L:{7}", profit, rsi, fastK, slowK, slowD,_Seq.Lookback,_Seq.Upper,_Seq.Lower );
WriteResults();
// WriteResultsToDatabase(dc,_sequence, profit);
// Done(this, new EventArgs());
//END LOOP
//}
}
private void WriteResultsToDatabase(AlsiSimDataContext dc,tblSequence seq, double profit)
{
var r = new tblResult_5Min_D()
{
Profit=profit,
Sequence=seq.Sequence+" l:"+_Seq.Lookback+" H:"+_Seq.Upper+" L:"+_Seq.Lower,
Trades=0,
Notes = " l:" + _Seq.Lookback + " H:" + _Seq.Upper + " L:" + _Seq.Lower,
};
dc.tblResult_5Min_Ds.InsertOnSubmit(r);
dc.SubmitChanges();
}