public void TestGetInstrument(string instrumentName)
{
var instrument = new Instrument(instrumentName, InstrumentType.Bond);
_repository.AddInstrument(instrument);
Assert.AreEqual(instrument, _repository.GetInstrument(instrumentName));
}
public async Task <IActionResult> GetInstrument(int id)
{
var items = await _repository.GetInstrument(id);
var itemsDto = _mapper.Map <DtoOutputInstrumentForSingleSelect>(items);
return(Ok(itemsDto));
}
public async Task <IActionResult> GetInstrument(int id)
{
var item = await _repo.GetInstrument(id);
if (item == null)
{
return(NotFound());
}
var itemDto = _mapper.Map <DtoInstrument>(item);
return(Ok(itemDto));
}
public static async void Bash()
{
var stringArray = string.Empty;
var symbol = "DE30";
var interval = "M1";
var instrument = await _instrumentRepository.GetInstrument(symbol);
var chart = await _chartRepository.GetChartAsync(symbol, interval, 200, instrument.Precision);
var quotations = chart.Quotations.Skip(chart.Quotations.Count - 120).ToList();;
foreach (var item in quotations)
{
stringArray += $"{item.Close}/{item.Open}/{item.Low}/{item.High}/{item.Volume}/{item.Time} ";
}
var process = new Process
{
StartInfo = new ProcessStartInfo
{
FileName = "cmd.exe",
RedirectStandardInput = true,
UseShellExecute = false,
RedirectStandardOutput = true,
}
};
process.Start();
// Pass multiple commands to cmd.exe
using (var sw = process.StandardInput)
{
if (sw.BaseStream.CanWrite)
{
// Vital to activate Anaconda
sw.WriteLine(@"C:\Users\pawel\Anaconda3\Scripts\activate.bat");
// Activate your environment
sw.WriteLine("activate test4");
// run your script. You can also pass in arguments
sw.WriteLine($@"redictNextMove.py {stringArray}");
}
}
while (!process.StandardOutput.EndOfStream)
{
var line = process.StandardOutput.ReadLine();
Console.WriteLine(line);
if (line.Contains("BUY"))
{
await _accountRepository.MakeTransactionBuyAsync(30, 8, (double)1, instrument, "M1");
}
else if (line.Contains("SELL"))
{
await _accountRepository.MakeTransactionSellAsync(30, 8, (double)1, instrument, "M1");
}
}
Console.ReadKey();
}
public async Task <ChartView> EmaView(string symbol, string interval, int candles, DateTime dateFrom, int ema)
{
var listModel = new List <ChartWithEma>();
var instrument = await _instrumentRepository.GetInstrument(symbol);
var chart = await _chartRepository.GetChartRangeTimeAsync(symbol, interval, dateFrom, candles, instrument.Precision);
var timeArray = chart.Quotations.Select(x => x.Time.ConvertDateTimeToTicks()).ToArray();
var openArray = chart.Quotations.Select(x => x.Open).ToArray();
var highArray = chart.Quotations.Select(x => x.High).ToArray();
var lowArray = chart.Quotations.Select(x => x.Low).ToArray();
var closeArray = chart.Quotations.Select(x => x.Close).ToArray();
var emasH = Indicators.EMA(closeArray, ema);
listModel.AddRange(chart.Quotations.Select(
x => new ChartWithEma
{
Time = x.Time.ConvertDateTimeToTicks(),
Open = x.Open,
High = x.High,
Low = x.Low,
Close = x.Close,
}));
var buyTrades = listModel.Where(x => x.TypeAction == "B").ToList();
var sellTrades = listModel.Where(x => x.TypeAction == "S").ToList();
var c = CombineArrays(timeArray, openArray, highArray, lowArray, closeArray);
var series = new List <dynamic>()
{
CombineArrays(timeArray, openArray, highArray, lowArray, closeArray),
CombineArrays(timeArray.Skip(ema).ToArray(), emasH.Skip(ema).ToArray()),
};
var chartView = new ChartView {
Series = series
};
return(chartView);
}
public async Task <InsideBarView> GetInsideBar(string symbol)
{
var instrument = await _instrumentRepository.GetInstrument(symbol);
var chart = await _chartRepository.GetChartAsync(symbol, "D1", 10, instrument.Precision);
chart.SetInsideBar(DateTime.Now.AddDays(-1));
if (chart.InsideBar != null)
{
return(new InsideBarView
{
HighInsideBar = chart.InsideBar.HighInsideBar,
LowInsideBar = chart.InsideBar.LowInsideBar,
HighMotherInsideBar = chart.InsideBar.HighMotherInsideBar,
LowMotherInsideBar = chart.InsideBar.LowMotherInsideBar,
Symbol = chart.Symbol,
Side = chart.InsideBar.Side
});
}
return(new InsideBarView());
}
public async Task GenerateClosePriceWithVolume(string symbol, string interval)
{
var instrument = await _instrumentRepository.GetInstrument(symbol);
var chart = await _chartRepository.GetChartMonthlyAsync(symbol, interval, 6, instrument.Precision);
var maxhour = chart.Quotations.Max(x => x.Time.Hour);
var minhour = chart.Quotations.Min(x => x.Time.Hour);
var maxMinute = chart.Quotations.Max(x => x.Time.Minute);
var minMinute = chart.Quotations.Min(x => x.Time.Minute);
var maxDay = chart.Quotations.Max(x => (int)x.Time.DayOfWeek);
var minDay = chart.Quotations.Min(x => (int)x.Time.DayOfWeek);
using (var textWriter = new StreamWriter(@"cloePriceOhlc.csv"))
{
var writer = new CsvWriter(textWriter, CultureInfo.CurrentCulture);
writer.Configuration.Delimiter = ",";
writer.WriteField("Hour");
writer.WriteField("Minute");
writer.WriteField("Day");
writer.WriteField("Close");
writer.WriteField("Open");
writer.WriteField("Low");
writer.WriteField("High");
writer.WriteField("Volume");
writer.WriteField("Time");
writer.NextRecord();
foreach (var item in chart.Quotations)
{
var hourNormalization = (item.Time.Hour - minhour) / (maxhour - minhour);
var minuteNormalization = (item.Time.Minute - minMinute) / (maxMinute - minMinute);
var dayNormalization = ((int)item.Time.DayOfWeek - minDay) / (maxDay - minDay);
writer.WriteField(hourNormalization);
writer.WriteField(minuteNormalization);
writer.WriteField(dayNormalization);
writer.WriteField(item.Close.ToString().Replace(",", "."));
writer.WriteField(item.Open.ToString().Replace(",", "."));
writer.WriteField(item.Low.ToString().Replace(",", "."));
writer.WriteField(item.High.ToString().Replace(",", "."));
writer.WriteField(item.Volume);
writer.WriteField(item.Time);
writer.NextRecord();
}
}
using (var textWriter = new StreamWriter(@"resultsOhlc.csv"))
{
var writer = new CsvWriter(textWriter, CultureInfo.CurrentCulture);
writer.Configuration.Delimiter = ",";
writer.WriteField("Buy");
writer.WriteField("Sell");
writer.WriteField("None");
writer.WriteField("Time");
writer.NextRecord();
for (var i = 120; i < chart.Quotations.Count - 15; i++)
{
var futurePrices = chart.Quotations.GetRange(i, 15).Select(x => new { x.Close, x.Low, x.High }).ToArray();
var futureFirst = futurePrices.First();
var futureMin = futurePrices.Min(x => x.Low);
var futureMax = futurePrices.Max(x => x.High);
//bad signal high pin
var badSignal = false;
foreach (var item in futurePrices)
{
if (item.High - item.Low > 40)
{
badSignal = true;
}
}
for (int j = 0; j <= futurePrices.Count() - 2; j++)
{
if (Math.Abs(futurePrices[j].Close - futurePrices[j + 1].Close) > 40)
{
badSignal = true;
}
}
var time = chart.Quotations[i].Time;
if (badSignal)
{
writer.WriteField(false);
writer.WriteField(false);
writer.WriteField(true);
writer.WriteField(time);
writer.NextRecord();
continue;
}
if (futureMax - futureFirst.High > 20 && futureFirst.Low - futureMin < 10)
{
writer.WriteField(true);
writer.WriteField(false);
writer.WriteField(false);
writer.WriteField(time);
writer.NextRecord();
}
else if (futureFirst.Low - futureMin > 20 && futureMax - futureFirst.High < 10)
{
writer.WriteField(false);
writer.WriteField(true);
writer.WriteField(false);
writer.WriteField(time);
writer.NextRecord();
}
else
{
writer.WriteField(false);
writer.WriteField(false);
writer.WriteField(true);
writer.WriteField(time);
writer.NextRecord();
}
}
}
}
public async Task <Chart> GetChart(string symbol, string interval, int candles)
{
var instrument = await _instrumentRepository.GetInstrument(symbol);
return(await _chartRepository.GetChartAsync(symbol, interval, candles, instrument.Precision));
}
