コード例 #1
0
        private void SendTransactionsToFile()
        {
            string filepath = AssemblyLocator.ExecutingDirectory() + "transactions.csv";
            //if (File.Exists(filepath)) File.Delete(filepath);
            var liststring = CsvSerializer.Serialize <OrderTransaction>(",", _transactions, true);

            using (StreamWriter fs = new StreamWriter(filepath, true))
            {
                foreach (var s in liststring)
                {
                    fs.WriteLine(s);
                }
                fs.Flush();
                fs.Close();
            }
        }
コード例 #2
0
        /// <summary>
        /// Sells out all positions at 15:50, and calculates the profits for the day
        ///  emails the transactions for the day to me
        /// </summary>
        /// <param name="data">TradeBars - the data</param>
        /// <returns>false if end of day, true during the day </returns>
        public bool SoldOutAtEndOfDay(KeyValuePair <Symbol, TradeBar> data)
        {
            if (shouldSellOutAtEod)
            {
                if (this.Time.Hour == 15 && this.Time.Minute > 49 || this.Time.Hour == 16)
                {
                    if (CanMakeTrade)
                    {
                        if (Portfolio[symbol].IsLong)
                        {
                            Sell(symbol, Portfolio[symbol].AbsoluteQuantity);
                        }
                        if (Portfolio[symbol].IsShort)
                        {
                            Buy(symbol, Portfolio[symbol].AbsoluteQuantity);
                        }
                    }
                    // Daily Profit
                    #region logging
                    if (this.Time.Hour == 16)
                    {
                        CalculateDailyProfits();
                        //sharesOwned = Portfolio[symbol].Quantity;
                        var           _transactionsAsCsv = CsvSerializer.Serialize <OrderTransaction>(",", _transactions, true);
                        StringBuilder sb = new StringBuilder();
                        foreach (string s in _transactionsAsCsv)
                        {
                            sb.AppendLine(s);
                        }
                        string attachment = sb.ToString();
                        Notify.Email("*****@*****.**",
                                     "Todays Trades " + this.Time.ToLongDateString(),
                                     "Number of Trades: " + _tradecount,
                                     attachment);
                        SendTransactionsToFile();
                        _transactions = new List <OrderTransaction>();
                    }
                    #endregion

                    return(false);
                }
            }
            return(true);
        }
コード例 #3
0
        private void NotifyUser()
        {
            #region logging

            if (this.Time.Hour == 16)
            {
                var           transactionsAsCsv = CsvSerializer.Serialize <OrderTransaction>(",", _transactions, true);
                StringBuilder sb         = new StringBuilder();
                var           transcount = _transactions.Count();
                foreach (string s in transactionsAsCsv)
                {
                    sb.AppendLine(s);
                }
                string attachment = sb.ToString();

                Notify.Email("*****@*****.**",
                             string.Format("Transactions For: {0}", Time.ToLongDateString()),
                             string.Format("Todays Date: {0} \nNumber of Transactions: {1}", Time.ToLongDateString(), _transactions.Count()),
                             attachment);


                var tradesAsCsv = CsvSerializer.Serialize <MatchedTrade>(",",
                                                                         _orderTransactionProcessor.Trades.Where(f => f.DateAcquired == tradingDate), true);
                var tradecount = _orderTransactionProcessor.Trades.Count();

                sb = new StringBuilder();
                foreach (string s in tradesAsCsv)
                {
                    sb.AppendLine(s);
                }
                attachment = sb.ToString();

                Notify.Email("*****@*****.**",
                             string.Format("Trades for: {0}", Time.ToLongDateString()),
                             string.Format("Todays Date: {0} \nNumber of Trades: {1}", Time.ToLongDateString(), tradecount),
                             attachment);

                _transactions = new List <OrderTransaction>();
            }

            #endregion
        }
コード例 #4
0
        private void SendOrderEventsToFile()
        {
            string filepath = AssemblyLocator.ExecutingDirectory() + "orderEvents.csv";

            if (File.Exists(filepath))
            {
                File.Delete(filepath);
            }
            var liststring = CsvSerializer.Serialize <OrderEvent>(",", _orderEvents, true);

            using (StreamWriter fs = new StreamWriter(filepath, true))
            {
                foreach (var s in liststring)
                {
                    fs.WriteLine(s);
                }
                fs.Flush();
                fs.Close();
            }
        }
コード例 #5
0
        private void SendTradesToFile(string filename, IList <MatchedTrade> tradelist)
        {
            string filepath = AssemblyLocator.ExecutingDirectory() + filename;

            if (File.Exists(filepath))
            {
                File.Delete(filepath);
            }
            var liststring = CsvSerializer.Serialize <MatchedTrade>(",", tradelist);

            using (StreamWriter fs = new StreamWriter(filepath, true))
            {
                foreach (var s in liststring)
                {
                    fs.WriteLine(s);
                }
                fs.Flush();
                fs.Close();
            }
        }
コード例 #6
0
ファイル: MultiITAlgorithm.cs プロジェクト: sprgn/LeanITrend
        public override void OnEndOfAlgorithm()
        {
            Debug(string.Format("\nAlgorithm Name: {0}\n Ending Portfolio Value: {1} ", this.GetType().Name, Portfolio.TotalPortfolioValue));

            #region Logging stuff - Saving the logs

            int i = 0;
            //foreach (string symbol in Symbols)
            //{
            //    string filename = string.Format("ITrendDebug_{0}.csv", symbol);
            //    string filePath = @"C:\Users\JJ\Desktop\MA y señales\ITrend Debug\" + filename;
            //    // JJ do not delete this line it locates my engine\bin\debug folder
            //    //  I just uncomment it when I run on my local machine
            //    filePath = AssemblyLocator.ExecutingDirectory() + filename;

            //    if (File.Exists(filePath)) File.Delete(filePath);
            //    File.AppendAllText(filePath, stockLogging[i].ToString());
            //    Debug(string.Format("\nSymbol Name: {0}, Ending Portfolio Value: {1} ", symbol, Portfolio[symbol].Profit));

            //}
            string filepath = AssemblyLocator.ExecutingDirectory() + "transactions.csv";
            if (File.Exists(filepath))
            {
                File.Delete(filepath);
            }
            var liststring = CsvSerializer.Serialize <OrderTransaction>(",", _transactions, true);
            using (StreamWriter fs = new StreamWriter(filepath))
            {
                foreach (var s in liststring)
                {
                    fs.WriteLine(s);
                }
                fs.Flush();
                fs.Close();
            }


            #endregion Logging stuff - Saving the logs
        }