public static string RScriptIntraday(string ticker, CacheRepositoryManager cacheMgr, int days = 15)
{
string script = string.Format("##### {0}: Auto R Script Generated #####", ticker) + NEWLINE;
script += string.Format("ticker = \"{0}\"", ticker) + NEWLINE;
// Initial R variables
script += "date = c()" + NEWLINE;
foreach (string key in R_metaVars.Keys)
{
script += key + " = c()" + NEWLINE;
}
int i = 0;
foreach (string path in cacheMgr.GetCacheIntradayPathList(ticker, days))
{
string date = cacheMgr.GetCacheFileDate(path, ticker);
if (long.Parse(date) < 20150917) //converted time column was add in the csv later
{
script += string.Format(
"qIntraday{0} = read.table(\"{1}\", header=F, sep=\",\", skip=17, col.names=c(\"TS\",\"C\",\"H\",\"L\",\"O\",\"Volume\"))",
i, path.Replace("\\", "/")) + NEWLINE;
}
else
{
script += string.Format(
"qIntraday{0} = read.table(\"{1}\", header=F, sep=\",\", skip=17, col.names=c(\"TS\",\"C\",\"H\",\"L\",\"O\",\"Volume\",\"T\"))",
i, path.Replace("\\", "/")) + NEWLINE;
}
//meta info
script += string.Format("date = c(\"{0}\", date)", date) + NEWLINE;
foreach (string key in R_metaVars.Keys)
{
script += string.Format(R_metaVars[key], i, i, i, i, i, i) + NEWLINE;
}
i++;
}
script += "jb_meta = data.frame(date=date";
foreach (string key in R_metaVars.Keys)
{
script += string.Format(",{0} = {1}", key, key);
}
script += ")" + NEWLINE;
//script += "options(\"width\"=300)" + NEWLINE; // set output width in Rprofile.site
//script += "sortByC = qIntraday0[order(qIntraday0$C),c(\"C\", \"Volume\")]";
//script += "sortByC = qIntraday0[order(qIntraday0$C),]" + NEWLINE;
//script += "groupByC = aggregate(Volume ~ C, qIntraday0, sum)" + NEWLINE;
//script += "min_date = jb_meta[jb_meta$low == min(jb_meta$low), ]" + Environment.NewLine;
//script += string.Format("message(\"***** {0} *****\")", Ticker) + NEWLINE;
//script += "jb_meta[jb_meta$low == min(jb_meta$low), ]" + NEWLINE;
//Console.Write(script);
return script;
}
static void CMD_Mining(CacheRepositoryManager cacheMgr, ListManager listMgr, int days=30)
{
foreach (string ticker in listMgr.TickList)
{
foreach(string path in cacheMgr.GetCacheIntradayPathList(ticker, days))
{
Console.WriteLine(path);
//YahooIntraday.CSV csvIntraday = YahooIntraday.CSV.openCache(path);
}
}
}
static void CMD_Download(ListManager listMgr, CacheRepositoryManager cacheManager, string tickers, int[] days = null)
{
if (days == null) days = new int[] { 1 };
List<string> tickerList = (tickers == null) ? listMgr.TickList : tickers.Split(',').ToList();
foreach (string ticker in tickerList)
{
foreach (int n in days)
{
YahooIntraday.CSV csvIntraday = YahooIntraday.CSV.download(ticker, n);
string cacheFileName = cacheManager.getTickYahooIntradayCacheFileName(ticker, csvIntraday.RangeStart, n);
csvIntraday.cacheSave(cacheFileName);
//Console.WriteLine(cacheFileName);
}
}
}
public static string RGraph_Intraday(string ticker, CacheRepositoryManager cacheMgr, int startDay=0)
{
string[] colors = { "black", "purple", "blue", "green", "red" };
List<string> cacheList = cacheMgr.GetCacheIntradayPathList(ticker, colors.Length);
string script = string.Format("##### {0} #####", ticker) + NEWLINE;
script += "library(\"ggplot2\")" + NEWLINE;
script += string.Format("graph <- ggplot()") + NEWLINE;
int i = 0;
foreach (string path in cacheList)
{
if (i++ < startDay) continue;
string date = cacheMgr.GetCacheFileDate(path, ticker);
if (long.Parse(date) < 20150917) //converted time column was added in the csv after this date
{
script += string.Format(
"qIntraday{0} = read.table(\"{1}\", header=F, sep=\",\", skip=17, col.names=c(\"TS\",\"C\",\"H\",\"L\",\"O\",\"Volume\"))",
i - startDay - 1, path.Replace("\\", "/")) + NEWLINE;
}
else
{
script += string.Format(
"qIntraday{0} = read.table(\"{1}\", header=F, sep=\",\", skip=17, col.names=c(\"TS\",\"C\",\"H\",\"L\",\"O\",\"Volume\",\"T\"))",
i - startDay - 1, path.Replace("\\", "/")) + NEWLINE;
}
if ((i-startDay) == colors.Length) break;
}
// ggplot2 script
for(i=0; i<colors.Length; i++)
{
script += string.Format(
"graph <- graph + geom_point(data=qIntraday{0}, aes(seq(qIntraday{1}$C),qIntraday{2}$C,size=qIntraday{3}$Volume,alpha=.7), colour=\"{4}\")",
i, i, i, i, colors[i]) + NEWLINE;
}
script += string.Format("graph <- graph + labs(title=\"{0} Intraday\") + ylab(\"Close\")", ticker) + NEWLINE;
script += string.Format("graph") + NEWLINE;
return script;
}
static void CMD_RGraphScript(ListManager listMgr, CacheRepositoryManager cacheMgr, string rScriptFolder, int days =5)
{
const string fileNamePattern = "RGraph_{0}.R";
foreach (string ticker in listMgr.TickList)
{
string path = Path.Combine(rScriptFolder, string.Format(fileNamePattern, ticker));
Utility.PutFileContent(path, RScript.RGraph_Intraday(ticker, cacheMgr, 0));
//Console.WriteLine(path);
}
}
static void Main(string[] args)
{
//MethodInfo m = new JB007Main().GetType().GetMethod("CMD_Mining");
//m.Invoke()
if (args.Length > 0 && args[0].StartsWith("-"))
{
ListManager listManager = new ListManager(AppConf_ReadSetting(CONF_LISTDIR));
CacheRepositoryManager cacheManager = new CacheRepositoryManager(AppConf_ReadSetting(CONF_WORKDIR));
string rDir = AppConf_ReadSetting(CONF_RSCRIPTDIR);
Console.WriteLine("***** DownloadDir: {0}", AppConf_ReadSetting(CONF_WORKDIR));
Console.WriteLine("***** ListFile: {0}", listManager.ListFile);
Console.WriteLine("***** R Dir: {0}", rDir);
for(int i=0; i<args.Length; i++)
{
string tickerList = null;
string cmd = args[i].Substring(1);
Console.WriteLine("************************************************");
Console.WriteLine("* {0} {1}ing ...", DateTime.Now, cmd);
switch (cmd)
{
case "Mining":
CMD_Mining(cacheManager, listManager);
break;
case "Download":
if (args.Length > (i+1) && !args[i+1].StartsWith("-"))
{
tickerList = args[++i];
}
CMD_Download(listManager, cacheManager, tickerList);
break;
case "RScriptIntraday":
if (args.Length > (i + 1) && !args[i + 1].StartsWith("-"))
{
tickerList = args[++i];
}
CMD_RScriptIntraday(listManager, cacheManager, rDir, tickerList);
break;
case "RunRScriptIntraday":
CMD_RunRScriptIntraday(listManager, rDir);
break;
case "MailRScriptIntraday":
CMD_MailRScriptIntraday(rDir);
break;
case "RGraphScript":
CMD_RGraphScript(listManager, cacheManager, rDir);
break;
default:
Console.WriteLine("- Bad command. Try again.");
Usage();
break;
}
Console.WriteLine("* {0} {1} Done", DateTime.Now, cmd);
}
}
else
{
Usage();
}
}
// days=15: default number of days of intraday csv data files
static void CMD_RScriptIntraday(ListManager listMgr, CacheRepositoryManager cacheMgr, string rScriptFolder, string tickers, int days = 15)
{
string Rfile_Append = Path.Combine(rScriptFolder, "RScriptIntraday_Append.R");
List<string> tickerList = (tickers == null) ? listMgr.TickList : tickers.Split(',').ToList();
foreach (string ticker in tickerList)
{
string path = Path.Combine(rScriptFolder, string.Format(RScriptFilePattern, ticker));
string script = RScript.RScriptIntraday(ticker, cacheMgr, days);
script += Utility.GetFileContent(Rfile_Append);
Utility.PutFileContent(path, script);
//Console.WriteLine(path);
}
}