private void AddSectorTrendPanel(TrendIndex trend)
{
var pnl = SectorTrendPanels.AddAndReturn(new SectorTrendPanel()
{
Size = _defaultChartPanelSize
});
int row = (SectorTrendPanels.Count - 1) / 7;
int col = (SectorTrendPanels.Count - 1) % 7;
DateTime trendDate = dateTrendIndexDate.Value;
pnl.LoadTrendIndex(trend, trendDate);
pnl.Location = new System.Drawing.Point(_defaultChartPanelSize.Width * col, _defaultChartPanelSize.Height * row);
pnlMain.Controls.Add(pnl);
}
private void UpdateSectorTrendIndex(string sectorName, PriceBarSize priceBarSize)
{
Log(new LogMessage("IndexManager", $"Updating Trend Index [{sectorName} {priceBarSize.ToString()} {Settings.Instance.Sector_Trend_Bar_Count}]"));
//
// Find existing trend to update, or skip if none is found
//
var existingTrendIndex =
SectorTrends.Find(x => x.IndexName == sectorName &&
x.TrendPriceBarSize == priceBarSize &&
x.IndexSwingpointBarCount == Settings.Instance.Sector_Trend_Bar_Count);
TrendIndex updateIndexTrend = null;
//
// If the index exists, remove from local list, update, and re-add; otherwise create a new one and add
//
if (existingTrendIndex == null)
{
updateIndexTrend = CreateSectorIndex(sectorName, RefDataManager.Instance.GetAllSecurities(), priceBarSize);
if (updateIndexTrend != null)
{
SectorTrends.Add(updateIndexTrend);
}
}
else
{
SectorTrends.Remove(existingTrendIndex);
updateIndexTrend = UpdateSectorIndex(existingTrendIndex,
RefDataManager.Instance.GetAllSecurities().Where(x => x.Sector == sectorName).ToList());
if (updateIndexTrend != null)
{
SectorTrends.Add(updateIndexTrend);
}
}
//
// Save to database - this will overwrite an existing trend with the same identifiers
//
if (updateIndexTrend != null)
{
Database.SetTrendIndex(updateIndexTrend);
}
}
public static TrendIndex UpdateSectorIndex(TrendIndex indexToUpdate, List <Security> securities)
{
if (securities.Count == 0)
{
return(null);
}
var usedSecurities = securities.
Where(x => x.Sector == indexToUpdate.IndexName).
Where(x => x.DailyPriceBarData.Count > 0).
Where(x => !x.MissingData && !x.Excluded).ToList();
DateTime currentDate = indexToUpdate.LatestDate ??
(from sec in usedSecurities select sec.GetFirstBar(indexToUpdate.TrendPriceBarSize).BarDateTime).Min();
var priceBarSize = indexToUpdate.TrendPriceBarSize;
var barCount = indexToUpdate.IndexSwingpointBarCount;
foreach (Security security in usedSecurities)
{
security.SetSwingPointsAndTrends(barCount, priceBarSize);
}
while (currentDate <= LatestDate(usedSecurities, priceBarSize))
{
TrendIndexDay indexDay = indexToUpdate.GetIndexDay(currentDate, true);
var dailySecurityList = ApplyDefaultAsOfFilters(usedSecurities, currentDate);
if (dailySecurityList.Count() > 0)
{
foreach (TrendQualification trend in Enum.GetValues(typeof(TrendQualification)))
{
if (trend == TrendQualification.NotSet)
{
continue;
}
var totalTrending = dailySecurityList.Where(x => x.GetPriceBar(currentDate, priceBarSize).GetTrendType(barCount) == trend).Count();
indexDay.AddTrendEntry(trend, totalTrending.ToDecimal() / dailySecurityList.Count().ToDecimal());
}
}
switch (priceBarSize)
{
case PriceBarSize.Daily:
currentDate = NextTradingDay(currentDate);
break;
case PriceBarSize.Weekly:
currentDate = NextTradingWeekStart(currentDate);
break;
case PriceBarSize.Monthly:
currentDate = NextTradingMonthStart(currentDate);
break;
case PriceBarSize.Quarterly:
currentDate = NextTradingQuarterStart(currentDate);
break;
}
}
return(indexToUpdate);
}