public void SetPortofolio(StockPortofolio portofolio)
{
this.stockPortofolio = portofolio;
// Initialise list view
InitializeListView();
}
public StockbrokersOrderCreationDlg(StockPortofolio stockPortofolio, StockDictionary stockDictionary)
{
InitializeComponent();
this.stockPortofolio = stockPortofolio;
this.stockDictionary = stockDictionary;
}
public StrategySimulatorDlg(StockDictionary stockDictionary, StockPortofolioList stockPortofolioList, string stockName)
{
InitializeComponent();
// Initialize portofolio combo
this.stockDictionary = stockDictionary;
this.portofolioComboBox.Enabled = true;
this.portofolioComboBox.Items.Clear();
if (stockPortofolioList.Count == 0)
{
StockPortofolio portofolio = new StockPortofolio("SIMULATION");
stockPortofolioList.Add(portofolio);
}
foreach (string name in stockPortofolioList.GetPortofolioNames())
{
this.portofolioComboBox.Items.Add(name);
}
this.portofolioComboBox.SelectedItem = this.portofolioComboBox.Items[0];
// Initialize stock combo
this.stockPortofolioList = stockPortofolioList;
this.stockComboBox.Enabled = true;
this.stockComboBox.Items.Clear();
foreach (StockSerie stockSerie in stockDictionary.Values)
{
this.stockComboBox.Items.Add(stockSerie.StockName);
}
this.stockComboBox.SelectedItem = this.stockComboBox.Items[0];
}
public PortofolioDlg(StockDictionary stockDictionary, StockPortofolio stockPortofolio)
{
InitializeComponent();
this.stockDictionary = stockDictionary;
this.stockPortofolio = stockPortofolio;
// Initialise list view
InitializeListView();
}
public static IStockPortfolioStrategy CreateStrategy(string name, List<StockSerie> stockSeries, StockPortofolio portfolio, StockDictionary stockDictionary)
{
IStockPortfolioStrategy strategy = null;
if (strategyList == null)
{
GetStrategyList();
}
if (strategyList.Contains(name))
{
PortfolioStrategyManager sm = new PortfolioStrategyManager();
strategy = (IStockPortfolioStrategy)sm.GetType().Assembly.CreateInstance("StockAnalyzer.StockPortfolioStrategy." + name);
strategy.Initialise(stockSeries, portfolio, stockDictionary);
}
return strategy;
}
public StockMarketReplay()
{
InitializeComponent();
portfolio = new StockPortofolio("Replay_P");
portfolio.TotalDeposit = 1000;
this.TopMost = true;
this.Position = new PositionViewModel();
this.position.OnPositionClosed += OnPositionClosed;
this.position.OnStopTouched += Position_OnStopTouched;
this.position.OnTargetTouched += Position_OnTargetTouched;
this.Positions = new ObservableCollection<PositionViewModel>();
this.Positions.Add(this.Position);
this.stockPositionUserControl1.DataContext = this;
}
public PortfolioSimulatorDlg(StockDictionary stockDictionary, StockPortofolioList stockPortofolioList,
string stockName, List<StockWatchList> watchLists)
{
InitializeComponent();
foreach (var val in Enum.GetValues(typeof(UpdatePeriod)))
{
this.frequencyComboBox.Items.Add(val);
}
this.frequencyComboBox.SelectedIndex = 0;
// Initialize portofolio combo
this.stockDictionary = stockDictionary;
this.portofolioComboBox.Enabled = true;
this.stockPortofolioList = stockPortofolioList;
this.portofolioComboBox.Items.Clear();
if (stockPortofolioList.Count == 0)
{
StockPortofolio portofolio = new StockPortofolio("SIMULATION");
stockPortofolioList.Add(portofolio);
}
foreach (string name in stockPortofolioList.GetPortofolioNames())
{
this.portofolioComboBox.Items.Add(name);
}
this.portofolioComboBox.SelectedItem = this.portofolioComboBox.Items[0];
// Initialise input series
this.watchLists = watchLists;
this.portfolioStockSeries = new List<StockSerie>();
foreach (string wlName in this.watchLists.Select(wl => wl.Name))
{
this.watchListComboBox.Items.Add(wlName);
}
this.watchListComboBox.SelectedIndex = 1;
// Initialize Strategy combo
this.strategyComboBox.Enabled = true;
this.strategyComboBox.Items.Clear();
foreach (string name in PortfolioStrategyManager.GetStrategyList())
{
this.strategyComboBox.Items.Add(name);
}
this.strategyComboBox.SelectedIndex = 0;
}
private void CreateSimulationPortofolio(float portofolioDeposit)
{
// Create new simulation portofolio
if (CurrentPortofolio == null)
{
CurrentPortofolio = this.StockPortofolioList.Find(p => p.Name == this.CurrentStockSerie.StockName + "_P");
if (CurrentPortofolio == null)
{
CurrentPortofolio = new StockPortofolio(this.CurrentStockSerie.StockName + "_P");
CurrentPortofolio.IsSimulation = true;
CurrentPortofolio.TotalDeposit = portofolioDeposit;
this.StockPortofolioList.Add(CurrentPortofolio);
}
}
}
public void GenerateReportLine(string fileName, StockSerie stockSerie, StockPortofolio portofolio)
{
using (StreamWriter sr = new StreamWriter(StockAnalyzerSettings.Properties.Settings.Default.RootFolder + "\\Report\\" + fileName, true))
{
sr.WriteLine(stockSerie.StockName + ";" + portofolio.TotalAddedValue.ToString() + ";" + this.SelectedStrategyName + ";" +
this.StartDate.ToShortDateString() + ";" + this.EndDate.ToShortDateString() + ";" + this.amount.ToString() +
";" + this.reinvest.ToString() + ";" + this.amendOrders.ToString() + ";" +
this.takeProfit.ToString() + ";" + this.profitRate.ToString() + ";" +
this.stopLoss.ToString() + ";" + this.stopLossRate.ToString() + ";" +
this.fixedFee.ToString() + ";" + this.taxRate.ToString());
}
}
private void generateOrderBtn_Click(object sender, EventArgs e)
{
// Manage selected Stock and portofolio
// Get selected Stock
StockSerie stockSerie = this.stockDictionary[this.SelectedStockName];
stockSerie.Initialise();
// Create dedicated portofolio
StockPortofolio portofolio = this.stockPortofolioList.Get(this.portofolioComboBox.SelectedItem.ToString());
StockPortofolio tmpPortofolio = this.stockPortofolioList.Find(p => p.Name == stockSerie.StockName + "_P");
if (tmpPortofolio == null)
{
tmpPortofolio = new StockPortofolio(stockSerie.StockName + "_P");
this.portofolioComboBox.Items.Add(tmpPortofolio.Name);
this.stockPortofolioList.Add(tmpPortofolio);
}
this.portofolioComboBox.SelectedIndex = this.portofolioComboBox.Items.IndexOf(tmpPortofolio.Name);
tmpPortofolio.OrderList = portofolio.OrderList.GetSummaryOrderList(stockSerie.StockName, true);
StockOrder lastOrder = stockSerie.GenerateOrder(this.SelectedStrategy, simulationParameterControl.StartDate, simulationParameterControl.EndDate.AddHours(18),
simulationParameterControl.amount, simulationParameterControl.reinvest,
simulationParameterControl.amendOrders, simulationParameterControl.supportShortSelling,
this.simulationParameterControl.takeProfit, this.simulationParameterControl.profitRate,
this.simulationParameterControl.stopLoss, this.simulationParameterControl.stopLossRate,
simulationParameterControl.fixedFee, simulationParameterControl.taxRate,
tmpPortofolio);
//// Do a bit of cleanup @@@@
//if (lastOrder != null && this.simulationParameterControl.removePendingOrders)
//{
// if (lastOrder.IsBuyOrder())
// {
// lastOrder = null;
// }
// else
// {
// if (lastOrder.UpDownState != StockOrder.OrderStatus.Executed)
// {
// portofolio.OrderList.Remove(portofolio.OrderList.Last());
// lastOrder = null;
// }
// }
//}
if (this.simulationParameterControl.displayPendingOrders && lastOrder != null && lastOrder.State == StockOrder.OrderStatus.Pending)
{
OrderEditionDlg orderEditionDlg = new OrderEditionDlg(lastOrder);
orderEditionDlg.StartPosition = FormStartPosition.Manual;
orderEditionDlg.Location = new Point(0, 0);
orderEditionDlg.ShowDialog();
}
// Send event
if (SimulationCompleted != null)
{
SimulationCompleted();
}
}
private void OnCurrentPortofolioChanged(StockPortofolio portofolio, bool activate)
{
if (portofolio != null)
{
CurrentPortofolio = portofolio;
this.StockPortofolioList.Remove(portofolio.Name);
this.StockPortofolioList.Add(portofolio);
}
this.OnNeedReinitialise(true);
if (activate)
{
this.Activate();
}
}
private void UpdateBestForValue(StockSerie stockSerie, FloatPropertyRange range, bool refreshGUI,
ref StockPortofolio bestPortofolio, ref StockPersonality bestPersonality, float currentValue)
{
stockSerie.StockAnalysis.StockPersonality.SetFloatPropertyValue(range, currentValue);
stockSerie.ResetSAREX();
//Console.WriteLine("Fixed Fee:" + this.simulationParameterControl.fixedFee + " Tax Rate:" + this.simulationParameterControl.taxRate);
StockPortofolio currentPortofolio = GenerateTradingSimulation(stockSerie, this.simulationParameterControl.StartDate, this.simulationParameterControl.EndDate.AddHours(18),
this.simulationParameterControl.amount, this.simulationParameterControl.reinvest,
this.simulationParameterControl.amendOrders, this.simulationParameterControl.supportShortSelling,
this.simulationParameterControl.fixedFee, this.simulationParameterControl.taxRate);
//if (generateReportCheckBox.Checked)
//{
// this.simulationParameterControl.Personality = currentPersonality;
// this.simulationParameterControl.GenerateReportLine("TuningReport_"+stockSerie.StockName+".csv", stockSerie, currentPortofolio);
//}
if ((bestPortofolio == null || bestPortofolio.TotalAddedValue < currentPortofolio.TotalAddedValue) && currentPortofolio.OrderList.Count != 0)
{
bestPersonality = stockSerie.StockAnalysis.StockPersonality.Clone();
//Console.WriteLine("new best" + bestPersonality.ToString());
//Console.WriteLine("new best" + currentPortofolio.ToString());
// Update new best portofolio
bestPortofolio = currentPortofolio;
// Refresh GUI
if (refreshGUI)
{
this.simulationParameterControl.Personality = bestPersonality;
}
}
if (!this.allStocksCheckBox.Checked)
{
if (this.progressBar.Value < this.progressBar.Maximum)
{
this.progressBar.Value++;
}
else
{
this.progressBar.Value = 0;
}
}
}
private StockPortofolio GenerateTradingSimulation(StockSerie stockSerie, System.DateTime startDate, System.DateTime endDate, float amount, bool reinvest, bool amendOrders, bool supportShortSelling, float fixedFee, float taxRate)
{
// Manage selected Stock and portofolio
stockPortofolioList.RemoveAll(p => p.Name == (stockSerie.StockName + "_P"));
StockPortofolio portofolio = new StockPortofolio(stockSerie.StockName + "_P");
portofolio.TotalDeposit = amount;
stockPortofolioList.Add(portofolio);
stockSerie.GenerateSimulation(SelectedStrategy, startDate, endDate, amount, reinvest,
amendOrders, supportShortSelling, fixedFee, taxRate, portofolio);
// Create Portofoglio serie
portofolio.Initialize(stockDictionary);
return portofolio;
}
private void TuneProperty(StockSerie stockSerie, FloatPropertyRange range, bool refreshGUI,
ref StockPortofolio bestPortofolio, ref StockPersonality bestPersonality)
{
float mediumValue = (range.Max + range.Min) / 2.0f;
float maxWidth = (range.Max - range.Min) / 2.0f;
UpdateBestForValue(stockSerie, range, refreshGUI, ref bestPortofolio, ref bestPersonality, mediumValue);
float precision = range.Step / -100.0f;
for (float currentWidth = range.Step; (maxWidth - currentWidth) > precision; currentWidth += range.Step)
{
UpdateBestForValue(stockSerie, range, refreshGUI, ref bestPortofolio, ref bestPersonality, mediumValue + currentWidth);
UpdateBestForValue(stockSerie, range, refreshGUI, ref bestPortofolio, ref bestPersonality, mediumValue - currentWidth);
}
}
private void TuneSarexParams(StockSerie stockSerie, List<FloatPropertyRange> propertyRangeList,
ref StockPortofolio bestPortofolio, ref StockPersonality bestPersonality)
{
try
{
int nbIterations = 1;
if (this.allStocksCheckBox.Checked)
{
nbIterations = this.stockComboBox.Items.Count;
}
else
{
foreach (FloatPropertyRange propRange in propertyRangeList)
{
nbIterations *= propRange.NbStep();
}
}
this.progressBar.Maximum = nbIterations;
this.progressBar.Value = 0;
TuneIndicatorList(stockSerie, propertyRangeList, true, ref bestPortofolio, ref bestPersonality);
}
catch (Exception exception)
{
System.Windows.Forms.MessageBox.Show(exception.Message, "Check input parameters");
}
}
private void bestReturnStrategySimulationMenuItem_Click(object sender, EventArgs e)
{
int maxPositions = 2;
float maxPositionValue = 10000f;
string portofolioName = "BestReturn";
float portofolioValue = 10000;
float cashValue = portofolioValue;
#region CreatePortofolio
// Create new simulation portofolio
if (CurrentPortofolio == null)
{
CurrentPortofolio = this.StockPortofolioList.Find(p => p.Name == portofolioName);
if (CurrentPortofolio == null)
{
CurrentPortofolio = new StockPortofolio(portofolioName);
CurrentPortofolio.IsSimulation = true;
CurrentPortofolio.TotalDeposit = portofolioValue;
this.StockPortofolioList.Add(CurrentPortofolio);
}
}
#endregion
StockSerie referenceSerie = this.StockDictionary["CAC40"];
referenceSerie.Initialise();
referenceSerie.BarDuration = StockSerie.StockBarDuration.Monthly;
List<StockSerie> stockSeries =
this.StockDictionary.Values.Where(s => s.BelongsToGroup(StockSerie.Groups.CAC40) && s.Initialise()).ToList();
// Switch to monthly values
foreach (StockSerie serie in stockSeries)
{
serie.BarDuration = StockSerie.StockBarDuration.Monthly;
}
DateTime startDate = referenceSerie.Keys.First();
List<StockDailyValue> values = new List<StockDailyValue>();
List<Position> portofolio = new List<Position>();
DateTime lastDate = referenceSerie.Keys.Last();
foreach (DateTime date in referenceSerie.Keys)
{
StockLog.Write(date.ToShortDateString());
values.Clear();
// Find matching values
foreach (StockSerie serie in stockSeries)
{
int index = serie.IndexOf(date);
if (index > 0)
{
values.Add(serie[date]);
}
}
// Select positives + order by return
List<StockDailyValue> selectedValues =
values.Where(s => s.VARIATION > 0).OrderByDescending(s => s.VARIATION).ToList();
// Close not listed names.
foreach (Position pos in portofolio.Where(p => float.IsNaN(p.Close)))
{
if (!selectedValues.Any(s => s.NAME == pos.Name))
{
cashValue += pos.EndPosition(stockSeries.First(s => s.StockName == pos.Name)[date].OPEN);
portofolioValue += pos.Gain;
StockLog.Write("Selling: " + pos.ToString() + " gain: " + pos.Gain.ToString());
}
else
{
selectedValues.RemoveAll(s => s.NAME == pos.Name);
}
}
// Open new positions
int openPositionsCount = portofolio.Count(p => p.IsOpened);
int candidateCount = selectedValues.Count();
int nbPositionsToOpen = maxPositions - openPositionsCount;
float consumedCash = 0;
for (int i = 0; i < nbPositionsToOpen && i < candidateCount; i++)
{
StockDailyValue value = selectedValues[i];
int size = (int)((Math.Min(cashValue / nbPositionsToOpen, maxPositionValue)) / value.CLOSE);
Position pos = new Position(value.NAME, value.CLOSE, size);
portofolio.Add(pos);
consumedCash = value.CLOSE * size;
StockLog.Write("Buying: " + pos.ToString() + " at: " + pos.Open.ToString());
}
cashValue -= consumedCash;
if (date == lastDate)
{
foreach (Position pos in portofolio.Where(p => p.IsOpened))
{
cashValue += pos.EndPosition(stockSeries.First(s => s.StockName == pos.Name)[date].CLOSE);
portofolioValue += pos.Gain;
StockLog.Write("Selling: " + pos.ToString() + " gain: " + pos.Gain.ToString());
}
}
// Display Open Positions
StockLog.Write("Portofolio Value =" + portofolioValue);
//foreach (Variation pos in portofolio.Where(p => p.IsOpened))
//{
// StockLog.Write(pos.ToString());
//}
}
StockLog.Write("Cash Value: " + cashValue);
}
private void RefreshPortofolioMenu()
{
// Create default portofolio if not exist
if (this.StockPortofolioList.Count == 0)
{
StockPortofolio portofolio = new StockPortofolio("Default_P");
portofolio.TotalDeposit = 10000;
this.StockPortofolioList.Add(portofolio);
}
// Clean existing menus
this.portofolioDetailsMenuItem.DropDownItems.Clear();
this.orderListMenuItem.DropDownItems.Clear();
this.portofolioFilterMenuItem.DropDownItems.Clear();
System.Windows.Forms.ToolStripItem[] portofolioMenuItems =
new System.Windows.Forms.ToolStripItem[this.StockPortofolioList.Count];
System.Windows.Forms.ToolStripItem[] portofolioFilterMenuItems =
new System.Windows.Forms.ToolStripItem[this.StockPortofolioList.Count];
System.Windows.Forms.ToolStripItem[] orderListMenuItems =
new System.Windows.Forms.ToolStripItem[this.StockPortofolioList.Count];
ToolStripMenuItem portofolioDetailsSubMenuItem;
ToolStripMenuItem portofolioFilterSubMenuItem;
ToolStripMenuItem orderListSubMenuItem;
int i = 0;
foreach (StockPortofolio portofolio in this.StockPortofolioList)
{
// Create portofoglio menu items
portofolioDetailsSubMenuItem = new ToolStripMenuItem(portofolio.Name);
portofolioDetailsSubMenuItem.Click += new EventHandler(this.viewPortogolioMenuItem_Click);
portofolioMenuItems[i] = portofolioDetailsSubMenuItem;
// Create portofoglio menu items
portofolioFilterSubMenuItem = new ToolStripMenuItem(portofolio.Name);
portofolioFilterSubMenuItem.CheckOnClick = true;
portofolioFilterSubMenuItem.Click += new EventHandler(portofolioFilterSubMenuItem_Click);
portofolioFilterMenuItems[i] = portofolioFilterSubMenuItem;
// create order list menu items
orderListSubMenuItem = new ToolStripMenuItem(portofolio.Name);
orderListSubMenuItem.Click += new EventHandler(this.orderListMenuItem_Click);
orderListMenuItems[i++] = orderListSubMenuItem;
}
this.portofolioDetailsMenuItem.DropDownItems.AddRange(portofolioMenuItems);
this.orderListMenuItem.DropDownItems.AddRange(orderListMenuItems);
this.portofolioFilterMenuItem.DropDownItems.AddRange(portofolioFilterMenuItems);
}
private void simulationTuningDlg_SimulationCompleted(StockPortofolio newPortofolio)
{
// Refresh portofolio generated stock
OnCurrentPortofolioChanged(newPortofolio, true);
StockDictionary.CreatePortofolioSerie(CurrentPortofolio);
// Refresh the screen
OnNeedReinitialise(true);
//Display portofolio window
if (portofolioDlg == null)
{
portofolioDlg = new PortofolioDlg(StockDictionary, CurrentPortofolio);
portofolioDlg.SelectedStockChanged += new SelectedStockChangedEventHandler(OnSelectedStockChanged);
portofolioDlg.FormClosing += new FormClosingEventHandler(portofolioDlg_FormClosing);
portofolioDlg.Show();
}
else
{
portofolioDlg.SetPortofolio(CurrentPortofolio);
portofolioDlg.Activate();
portofolioDlg.Refresh();
}
RefreshPortofolioMenu();
}
private void selectButton_Click(object sender, EventArgs e)
{
Cursor cursor = Cursor;
Cursor = Cursors.WaitCursor;
var stockInGroupList = stockDictionary.Values.Where(s => s.BelongsToGroup(groupComboBox.SelectedItem.ToString()) && !s.IsPortofolioSerie);
try
{
selectedStockListBox.Items.Clear();
selectedStockListBox.Refresh();
if (progressBar != null)
{
progressBar.Minimum = 0;
progressBar.Maximum = stockInGroupList.Count();
progressBar.Value = 0;
}
foreach (StockSerie stockSerie in stockInGroupList)
{
bool selected = false;
progressLabel.Text = stockSerie.StockName;
progressLabel.Refresh();
if (this.refreshDataCheckBox.Checked)
{
stockSerie.IsInitialised = false;
StockDataProviderBase.DownloadSerieData(Settings.Default.RootFolder, stockSerie);
}
if (!stockSerie.Initialise()) { continue; }
stockSerie.BarDuration = barDuration;
int lastIndex = stockSerie.LastCompleteIndex;
int firstIndex = lastIndex + 1 - (int)periodComboBox.SelectedItem;
// Perform Strategy calculation
// Create new simulation portofolio
StockPortofolio currentPortofolio = new StockPortofolio(stockSerie.StockName + "_P");
currentPortofolio.IsSimulation = true;
currentPortofolio.TotalDeposit = 10000;
if (!string.IsNullOrWhiteSpace(this.strategyComboBox.SelectedItem.ToString()))
{
var selectedStrategy = StrategyManager.CreateStrategy(this.strategyComboBox.SelectedItem.ToString(), stockSerie,
null, true);
if (selectedStrategy != null)
{
float amount = stockSerie.GetMax(StockDataType.CLOSE) * 100f;
currentPortofolio.TotalDeposit = amount;
currentPortofolio.Clear();
stockSerie.GenerateSimulation(selectedStrategy, Settings.Default.StrategyStartDate,
stockSerie.Keys.Last(), amount, false, false, Settings.Default.SupportShortSelling,
false, 0.0f, false, 0.0f, 0.0f, 0.0f, currentPortofolio);
// Check if orders happened during the time frame
for (int i = firstIndex; i < lastIndex; i++)
{
if (currentPortofolio.OrderList.Any(o => o.ExecutionDate == stockSerie.Keys.ElementAt(i)))
{
selected = true;
break;
}
}
}
}
if (selected)
{
selectedStockListBox.Items.Add(stockSerie.StockName);
selectedStockListBox.Refresh();
}
}
if (progressBar != null)
{
progressBar.Value++;
}
}
catch (Exception exception)
{
MessageBox.Show(exception.Message, "Script Error !!!");
}
finally
{
if (progressBar != null)
{
progressBar.Value = 0;
progressLabel.Text = selectedStockListBox.Items.Count + "/" + stockInGroupList.Count();
}
}
Cursor = cursor;
}
private StockPortofolio GenerateSimulation(StockSerie stockSerie)
{
stockSerie.Initialise();
// Manage selected Stock and portofolio
StockPortofolio portofolio = new StockPortofolio(stockSerie.StockName + "_P");
portofolio.TotalDeposit = this.simulationParameterControl.amount;
stockPortofolioList.Add(portofolio);
this.SelectedStrategy = StrategyManager.CreateStrategy(this.simulationParameterControl.SelectedStrategyName, stockSerie, null, simulationParameterControl.supportShortSelling);
// intialise the serie
stockSerie.Initialise();
StockOrder lastOrder = stockSerie.GenerateSimulation(SelectedStrategy, this.simulationParameterControl.StartDate, this.simulationParameterControl.EndDate.AddHours(18), this.simulationParameterControl.amount, this.simulationParameterControl.reinvest,
this.simulationParameterControl.amendOrders, this.simulationParameterControl.supportShortSelling,
this.simulationParameterControl.takeProfit, this.simulationParameterControl.profitRate,
this.simulationParameterControl.stopLoss, this.simulationParameterControl.stopLossRate,
this.simulationParameterControl.fixedFee, this.simulationParameterControl.taxRate, portofolio);
// Do a bit of cleanup
if (lastOrder != null && this.simulationParameterControl.removePendingOrders)
{
if (lastOrder.IsBuyOrder())
{
lastOrder = null;
}
else
{
if (lastOrder.State != StockOrder.OrderStatus.Executed)
{
portofolio.OrderList.Remove(portofolio.OrderList.Last());
lastOrder = null;
}
}
}
// Display pending order
if (this.simulationParameterControl.displayPendingOrders && lastOrder != null && lastOrder.State == StockOrder.OrderStatus.Pending)
{
if (SelectedStockChanged != null)
{
SelectedStockChanged(lastOrder.StockName, true);
}
OrderEditionDlg orderEditionDlg = new OrderEditionDlg(lastOrder);
orderEditionDlg.StartPosition = FormStartPosition.Manual;
orderEditionDlg.Location = new Point(0, 0);
orderEditionDlg.ShowDialog();
}
// Create Portofoglio serie
portofolio.Initialize(stockDictionary);
if (stockDictionary.Keys.Contains(portofolio.Name))
{
stockDictionary.Remove(portofolio.Name);
}
stockDictionary.Add(portofolio.Name, portofolio.GeneratePortfolioStockSerie(portofolio.Name, stockSerie, stockSerie.StockGroup));
// Generate report
if (this.generateReportCheckBox.Checked)
{
this.simulationParameterControl.GenerateReportLine("BatchReport_" + SelectedStrategy + ".csv", stockSerie, portofolio);
}
return portofolio;
}
private void TuneIndicatorList(StockSerie stockSerie, List<FloatPropertyRange> rangeList,
bool refreshGUI, ref StockPortofolio bestPortofolio, ref StockPersonality bestPersonality)
{
int rangeCount = rangeList.Count;
if (rangeCount == 0)
{
return;
}
if (rangeCount == 1)
{
TuneProperty(stockSerie, rangeList[0], refreshGUI, ref bestPortofolio, ref bestPersonality);
}
else
{
FloatPropertyRange range = rangeList[0];
List<FloatPropertyRange> subList = rangeList.GetRange(1, rangeCount - 1);
float mediumValue = (range.Max + range.Min) / 2.0f;
float maxWidth = (range.Max - range.Min) / 2.0f;
stockSerie.StockAnalysis.StockPersonality.SetFloatPropertyValue(range, mediumValue);
TuneIndicatorList(stockSerie, subList, refreshGUI, ref bestPortofolio, ref bestPersonality);
float precision = range.Step / -100.0f;
for (float currentWidth = range.Step; (maxWidth - currentWidth) > precision; currentWidth += range.Step)
{
stockSerie.StockAnalysis.StockPersonality.SetFloatPropertyValue(range, mediumValue + currentWidth);
TuneIndicatorList(stockSerie, subList, refreshGUI, ref bestPortofolio, ref bestPersonality);
stockSerie.StockAnalysis.StockPersonality.SetFloatPropertyValue(range, mediumValue - currentWidth);
TuneIndicatorList(stockSerie, subList, refreshGUI, ref bestPortofolio, ref bestPersonality);
}
}
}
private void ApplyTheme()
{
using (MethodLogger ml = new MethodLogger(this))
{
try
{
if (this.CurrentTheme == null || this.CurrentStockSerie == null) return;
if (!this.CurrentStockSerie.IsInitialised)
{
this.statusLabel.Text = ("Loading data...");
this.Refresh();
}
if (!this.CurrentStockSerie.Initialise() || this.CurrentStockSerie.Count == 0)
{
this.DeactivateGraphControls("Data for " + this.CurrentStockSerie.StockName +
" cannot be initialised");
return;
}
if (this.CurrentStockSerie.StockAnalysis.DeleteTransientDrawings() > 0)
{
this.CurrentStockSerie.PaintBarCache = null;
}
// Build curve list from definition
if (!this.themeDictionary.ContainsKey(currentTheme))
{
// LoadTheme
LoadCurveTheme(currentTheme);
}
// Force resetting the secondary serie.
if (themeDictionary[currentTheme]["CloseGraph"].FindIndex(s => s.StartsWith("SECONDARY")) == -1)
{
if (this.graphCloseControl.SecondaryFloatSerie != null)
{
themeDictionary[currentTheme]["CloseGraph"].Add("SECONDARY|" +
this.graphCloseControl.SecondaryFloatSerie
.Name);
}
else
{
themeDictionary[currentTheme]["CloseGraph"].Add("SECONDARY|NONE");
}
}
DateTime[] dateSerie = CurrentStockSerie.Keys.ToArray();
GraphCurveTypeList curveList;
bool skipEntry = false;
foreach (string entry in themeDictionary[currentTheme].Keys)
{
if (entry.ToUpper().EndsWith("GRAPH"))
{
GraphControl graphControl = null;
curveList = new GraphCurveTypeList();
switch (entry.ToUpper())
{
case "CLOSEGRAPH":
graphControl = this.graphCloseControl;
this.graphCloseControl.ShowVariation = Settings.Default.ShowVariation;
this.graphCloseControl.Comments = this.CurrentStockSerie.StockAnalysis.Comments;
break;
case "SCROLLGRAPH":
graphControl = this.graphScrollerControl;
break;
case "INDICATOR1GRAPH":
graphControl = this.graphIndicator1Control;
break;
case "INDICATOR2GRAPH":
graphControl = this.graphIndicator2Control;
break;
case "INDICATOR3GRAPH":
graphControl = this.graphIndicator3Control;
break;
case "VOLUMEGRAPH":
if (this.CurrentStockSerie.HasVolume)
{
graphControl = this.graphVolumeControl;
curveList.Add(new GraphCurveType(
CurrentStockSerie.GetSerie(StockDataType.VOLUME),
Pens.Green, true));
}
else
{
this.graphVolumeControl.Deactivate("This serie has no volume data", false);
skipEntry = true;
}
break;
default:
continue;
}
if (skipEntry)
{
skipEntry = false;
continue;
}
try
{
List<HLine> horizontalLines = new List<HLine>();
foreach (string line in this.themeDictionary[currentTheme][entry])
{
string[] fields = line.Split('|');
switch (fields[0].ToUpper())
{
case "GRAPH":
string[] colorItem = fields[1].Split(':');
graphControl.BackgroundColor = Color.FromArgb(int.Parse(colorItem[0]),
int.Parse(colorItem[1]), int.Parse(colorItem[2]), int.Parse(colorItem[3]));
colorItem = fields[2].Split(':');
graphControl.TextBackgroundColor = Color.FromArgb(int.Parse(colorItem[0]),
int.Parse(colorItem[1]), int.Parse(colorItem[2]), int.Parse(colorItem[3]));
graphControl.ShowGrid = bool.Parse(fields[3]);
colorItem = fields[4].Split(':');
graphControl.GridColor = Color.FromArgb(int.Parse(colorItem[0]),
int.Parse(colorItem[1]), int.Parse(colorItem[2]), int.Parse(colorItem[3]));
graphControl.ChartMode =
(GraphChartMode)Enum.Parse(typeof(GraphChartMode), fields[5]);
if (entry.ToUpper() == "CLOSEGRAPH")
{
if (fields.Length >= 7)
{
this.graphCloseControl.SecondaryPen =
GraphCurveType.PenFromString(fields[6]);
}
else
{
this.graphCloseControl.SecondaryPen = new Pen(Color.DarkGoldenrod, 1);
}
}
break;
case "SECONDARY":
if (this.currentStockSerie.SecondarySerie != null)
{
CheckSecondarySerieMenu(fields[1]);
this.graphCloseControl.SecondaryFloatSerie =
this.CurrentStockSerie.GenerateSecondarySerieFromOtherSerie(
this.currentStockSerie.SecondarySerie, StockDataType.CLOSE);
}
else
{
if (fields[1].ToUpper() == "NONE" ||
!this.StockDictionary.ContainsKey(fields[1]))
{
ClearSecondarySerieMenu();
this.graphCloseControl.SecondaryFloatSerie = null;
}
else
{
if (this.StockDictionary.ContainsKey(fields[1]))
{
CheckSecondarySerieMenu(fields[1]);
this.graphCloseControl.SecondaryFloatSerie =
this.CurrentStockSerie.GenerateSecondarySerieFromOtherSerie(
this.StockDictionary[fields[1]], StockDataType.CLOSE);
}
}
}
break;
case "DATA":
curveList.Add(
new GraphCurveType(
CurrentStockSerie.GetSerie(
(StockDataType)Enum.Parse(typeof(StockDataType), fields[1])),
fields[2], bool.Parse(fields[3])));
break;
case "TRAIL":
case "INDICATOR":
{
IStockIndicator stockIndicator =
(IStockIndicator)
StockViewableItemsManager.GetViewableItem(line,
this.CurrentStockSerie);
if (stockIndicator != null)
{
if (entry.ToUpper() != "CLOSEGRAPH")
{
if (stockIndicator.DisplayTarget ==
IndicatorDisplayTarget.RangedIndicator)
{
IRange range = (IRange)stockIndicator;
((GraphRangedControl)graphControl).RangeMin = range.Min;
((GraphRangedControl)graphControl).RangeMax = range.Max;
}
else
{
((GraphRangedControl)graphControl).RangeMin = float.NaN;
((GraphRangedControl)graphControl).RangeMax = float.NaN;
}
}
if (
!(stockIndicator.RequiresVolumeData &&
!this.CurrentStockSerie.HasVolume))
{
curveList.Indicators.Add(stockIndicator);
}
}
}
break;
case "PAINTBAR":
{
IStockPaintBar paintBar =
(IStockPaintBar)
StockViewableItemsManager.GetViewableItem(line,
this.CurrentStockSerie);
curveList.PaintBar = paintBar;
}
break;
case "DECORATOR":
{
IStockDecorator decorator =
(IStockDecorator)
StockViewableItemsManager.GetViewableItem(line,
this.CurrentStockSerie);
curveList.Decorator = decorator;
this.GraphCloseControl.CurveList.ShowMes.Add(decorator);
}
break;
case "TRAILSTOP":
{
IStockTrailStop trailStop =
(IStockTrailStop)
StockViewableItemsManager.GetViewableItem(line,
this.CurrentStockSerie);
curveList.TrailStop = trailStop;
}
break;
case "LINE":
horizontalLines.Add(new HLine(float.Parse(fields[1]),
GraphCurveType.PenFromString(fields[2])));
break;
default:
continue;
}
}
if (curveList.FindIndex(c => c.DataSerie.Name == "CLOSE") < 0)
{
curveList.Insert(0,
new GraphCurveType(CurrentStockSerie.GetSerie(StockDataType.CLOSE), Pens.Black,
false));
}
if (graphControl == this.graphCloseControl)
{
if (curveList.FindIndex(c => c.DataSerie.Name == "LOW") < 0)
{
curveList.Insert(0,
new GraphCurveType(CurrentStockSerie.GetSerie(StockDataType.LOW), Pens.Black,
false));
}
if (curveList.FindIndex(c => c.DataSerie.Name == "HIGH") < 0)
{
curveList.Insert(0,
new GraphCurveType(CurrentStockSerie.GetSerie(StockDataType.HIGH), Pens.Black,
false));
}
if (curveList.FindIndex(c => c.DataSerie.Name == "OPEN") < 0)
{
curveList.Insert(0,
new GraphCurveType(CurrentStockSerie.GetSerie(StockDataType.OPEN), Pens.Black,
false));
}
}
if (
!this.CurrentStockSerie.StockAnalysis.DrawingItems.ContainsKey(
this.CurrentStockSerie.BarDuration))
{
this.CurrentStockSerie.StockAnalysis.DrawingItems.Add(
this.CurrentStockSerie.BarDuration, new StockDrawingItems());
}
graphControl.Initialize(curveList, horizontalLines, dateSerie,
CurrentStockSerie.StockName,
CurrentStockSerie.StockAnalysis.DrawingItems[this.CurrentStockSerie.BarDuration],
startIndex, endIndex);
}
catch (System.Exception e)
{
StockLog.Write("Exception londing theme: " + this.currentTheme);
foreach (string line in this.themeDictionary[currentTheme][entry])
{
StockLog.Write(line);
}
StockLog.Write(e);
}
}
}
// Apply Strategy
// Create new simulation portofolio
if (this.currentStockSerie.BelongsToGroup(StockSerie.Groups.BREADTH) ||
this.currentStockSerie.BelongsToGroup(StockSerie.Groups.COT) ||
this.currentStockSerie.BelongsToGroup(StockSerie.Groups.INDICATOR) ||
this.currentStockSerie.BelongsToGroup(StockSerie.Groups.NONE))
{
this.CurrentPortofolio = null;
if (this.currentStockSerie.BelongsToGroup(StockSerie.Groups.BREADTH) && this.currentStockSerie.DataProvider != StockDataProvider.FINRA)
{
string[] fields = this.currentStockSerie.StockName.Split('.');
this.graphCloseControl.SecondaryFloatSerie =
this.CurrentStockSerie.GenerateSecondarySerieFromOtherSerie(
this.StockDictionary[fields[1]], StockDataType.CLOSE);
}
}
else
{
if (!string.IsNullOrWhiteSpace(this.currentStrategy))
{
CurrentPortofolio =
this.StockPortofolioList.Find(p => p.Name == this.currentStockSerie.StockName + "_P");
if (CurrentPortofolio == null)
{
CurrentPortofolio = new StockPortofolio(this.currentStockSerie.StockName + "_P");
CurrentPortofolio.IsSimulation = true;
CurrentPortofolio.TotalDeposit = 1000;
this.StockPortofolioList.Add(CurrentPortofolio);
this.RefreshPortofolioMenu();
}
var selectedStrategy = StrategyManager.CreateStrategy(this.currentStrategy,
this.currentStockSerie,
null, true);
if (selectedStrategy != null)
{
float amount = this.currentStockSerie.GetMax(StockDataType.CLOSE) * 100f;
CurrentPortofolio.TotalDeposit = amount;
CurrentPortofolio.Clear();
this.currentStockSerie.GenerateSimulation(selectedStrategy,
Settings.Default.StrategyStartDate, this.currentStockSerie.Keys.Last(),
amount, false,
false, Settings.Default.SupportShortSelling, false, 0.0f, false, 0.0f, 0.0f, 0.0f, CurrentPortofolio);
}
this.graphCloseControl.Portofolio = CurrentPortofolio;
if (portofolioDlg != null)
{
this.CurrentPortofolio.Initialize(this.StockDictionary);
portofolioDlg.SetPortofolio(this.CurrentPortofolio);
portofolioDlg.Activate();
}
}
}
// Reinitialise drawing
ResetZoom();
this.Cursor = Cursors.Arrow;
}
catch (Exception ex)
{
StockAnalyzerException.MessageBox(ex);
}
}
}
