private bool checkCodeTradeinDb(string code, DateTime tradeTimestamp)
{
var db = new dataEntities();
var rowstat = (from pr in db.ri_data
where pr.Code == code && pr.TradeTimestamp == tradeTimestamp
select pr).Count();
if (rowstat ==0)
{
return false;
}
else
{
return true;
}
}
private List<PriceTime> UploaddatafromDb(DateTime startdate,DateTime enddate,int timeframe)
{
var Pricelist = new List<PriceTime>();
DateTime TimeStartConvert = DateTime.Now;
var i = 0;
var db = new dataEntities();
List<PriceTime> tempprices = new List<PriceTime>((from pr in db.temp_upload
where pr.Date < enddate.Date && pr.Date > startdate.Date
select new PriceTime{Date = (DateTime) (pr.Datetime),Volume = (double) pr.Qty, Price = (double) pr.VWAP}).ToList().OrderBy(t=>t.Date));
List<PriceTime> prices = new List<PriceTime>();
for (int j = 0; j < tempprices.Count; j=(j+1)*timeframe)
{
double price = 0;
double volume = 0;
int k = 0;
while ((j+k<tempprices.Count)&&(k<timeframe))
//for (int k = 0; k < timeframe; k++)
{
volume = volume + tempprices[j + k].Volume;
price = price+tempprices[j + k].Volume * tempprices[j + k].Price;
k++;
}
prices.Add(new PriceTime { Date = tempprices[j].Date, Volume = volume, Price = price / volume });
}
DateTime TimeEndConvert = DateTime.Now;
LogTextBox.AppendText("\r\n" + TimeEndConvert.ToLongTimeString() + ": " + "Prices uploaded. Total items: " + prices.Count().ToString());
return prices;
}
private void button3_Click(object sender, EventArgs e)
{
var sizeStart = (int)SizeOfPriceWindow.Value;
var sizeEnd = (int)SizeOfPriceWindowEnd.Value;
var vsize = (int)SizeOfVolumeWindow.Value * 100;
var vsizeEnd = (int)SizeOfVolumeWindowEnd.Value * 100;
var sizestep = 100;
var vsizestep = 500;
int timeframe = (int)timeframeupdown.Value;
int timeframe2 = (int)timeframeUpDown2.Value;
if (!PricesUploaded.Checked)
{
pricelist = PricesFromDb.Checked ? UploaddatafromDb(dateTimeStartUploadPrices.Value.Date, dateTimeEndUploadPrices.Value.Date, 1) : Uploaddatafromfile();
PricesUploaded.Checked = true;
}
if (!StatReady.Checked)
{
stat = calculateAdap3Time(pricelist, (int)numberofpoints.Value, (int)numberofpointsEnd.Value,(int)timeframeupdown.Value, NumberPointPrice, NumberPointVol);
if (StattoDB.Checked)
{
var db = new dataEntities();
var i = 0;
foreach (string key in stat.Keys)
{
db.stats.Add(new stat
{
Code = key,
Count = stat[key].Count,
Up2win = stat[key].pos2window,
// Down2win = stat[key].neg2window,
Up4win = stat[key].pos4window,
// Down4win = stat[key].neg4window
});
i++;
if (i % 500 == 0) SaveDBChanges(db);
}
SaveDBChanges(db);
db.Dispose();
}
}
var pricelistControl = PricesFromDb.Checked ? UploaddatafromDb(dateTimeStartControlPrices.Value.Date, dateTimeEndControlPrices.Value.Date,1) : Uploaddatafromfile();
// checkAlgorithm2(pricelistControl, stat, sizeStart, sizeEnd, sizestep, vsize, vsizeEnd, vsizestep, (int)numberofpoints.Value, (int)numberofpointsEnd.Value, (int)timeframeupdown.Value);
var t = 1;// stat.Where(t => t.Value > 1);
}
private void button2_Click(object sender, EventArgs e)
{
var db = new dataEntities();
string lastupdate = (from pr in db.temp_upload
select pr.Datetime).Max().Value.ToString();
label6.Text = lastupdate;
}
private static void SaveDBChanges(dataEntities db)
{
try
{
db.SaveChanges();
}
catch (DbEntityValidationException er)
{
foreach (var eve in er.EntityValidationErrors)
{
Console.WriteLine(
"Entity of type \"{0}\" in state \"{1}\" has the following validation errors:",
eve.Entry.Entity.GetType().Name, eve.Entry.State);
foreach (var ve in eve.ValidationErrors)
{
Console.WriteLine("- Property: \"{0}\", Error: \"{1}\"",
ve.PropertyName, ve.ErrorMessage);
}
}
throw;
}
}
private static PriceTime GetPriceByTimeFrameFromDB(DateTime startdate, int timeframe,int shift =0)
{
var db = new dataEntities();
var enddate = startdate.AddMinutes(-timeframe*(shift+1));//45 46 47 48 49 50 51 52 53 54 55
startdate = startdate.AddMinutes(-timeframe*shift);// 50
var list = (db.temp_upload.Where(pr => pr.Datetime > enddate && pr.Datetime <= startdate).Select(pr => new PriceTime {Date = (DateTime) (pr.Datetime), Volume = (double) pr.Qty, Price = (double) pr.VWAP})).ToList();
var tempprices = new List<PriceTime>(list.OrderBy(t => t.Date));
double price = 0;
double volume = 0;
foreach (PriceTime t in tempprices)
{
volume = volume + t.Volume;
price = price + t.Volume * t.Price;
}
return new PriceTime {Date = startdate, Volume = volume, Price = price/volume};
}
private static PriceTime GetPriceByTimeFrameFromArray(List<PriceTime> pricelist,int startpos, int timeframe, int shift = 0)
{
var db = new dataEntities();
var endpos = startpos-timeframe * (shift + 1)+1;//45 46 47 48 49 50 51 52 53 54 55
startpos = startpos -timeframe * shift;// 50
// var list = (db.temp_upload.Where(pr => pr.Datetime > enddate && pr.Datetime <= startdate).Select(pr => new PriceTime { Date = (DateTime)(pr.Datetime), Volume = (double)pr.Qty, Price = (double)pr.VWAP })).ToList();
// var tempprices = new List<PriceTime>(list.OrderBy(t => t.Date));
double price = 0;
double volume = 0;
for (var i = endpos; i <= startpos;i++ ){
volume = volume + pricelist[i].Volume;
price = price + pricelist[i].Volume * pricelist[i].Price;
}
return new PriceTime { Date = pricelist[startpos].Date, Volume = volume, Price = price / volume };
}