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);
}
}
}
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}$Volume,alpha=.7), colour=\"{4}\")",
i, i, i, i, colors[i]) + NEWLINE;
}
script += string.Format("graph <- graph + labs(title=\"{0} Intraday\") + ylab(\"Close\")", ticker) + NEWLINE;
script += string.Format("graph") + NEWLINE;
return script;
}
public static string RScriptIntraday(string ticker, CacheRepositoryManager cacheMgr, int days = 15)
{
string script = string.Format("##### {0}: Auto R Script Generated #####", ticker) + NEWLINE;
script += string.Format("ticker = \"{0}\"", ticker) + NEWLINE;
// Initial R variables
script += "date = c()" + NEWLINE;
foreach (string key in R_metaVars.Keys)
{
script += key + " = c()" + NEWLINE;
}
int i = 0;
foreach (string path in cacheMgr.GetCacheIntradayPathList(ticker, days))
{
string date = cacheMgr.GetCacheFileDate(path, ticker);
if (long.Parse(date) < 20150917) //converted time column was add in the csv later
{
script += string.Format(
"qIntraday{0} = read.table(\"{1}\", header=F, sep=\",\", skip=17, col.names=c(\"TS\",\"C\",\"H\",\"L\",\"O\",\"Volume\"))",
i, path.Replace("\\", "/")) + NEWLINE;
}
else
{
script += string.Format(
"qIntraday{0} = read.table(\"{1}\", header=F, sep=\",\", skip=17, col.names=c(\"TS\",\"C\",\"H\",\"L\",\"O\",\"Volume\",\"T\"))",
i, path.Replace("\\", "/")) + NEWLINE;
}
//meta info
script += string.Format("date = c(\"{0}\", date)", date) + NEWLINE;
foreach (string key in R_metaVars.Keys)
{
script += string.Format(R_metaVars[key], i, i, i, i, i, i) + NEWLINE;
}
i++;
}
script += "jb_meta = data.frame(date=date";
foreach (string key in R_metaVars.Keys)
{
script += string.Format(",{0} = {1}", key, key);
}
script += ")" + NEWLINE;
//script += "options(\"width\"=300)" + NEWLINE; // set output width in Rprofile.site
//script += "sortByC = qIntraday0[order(qIntraday0$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;
}
