public GenericIndicatorReport(string name, string title, StockHandle stock, Data data)
: base(name, title)
{
myStock = stock;
Generate(data);
}
public GenericIndicatorReport( string name, string title, StockHandle stock, Data data )
: base(name, title)
{
myStock = stock;
Generate( data );
}
T ISingleDataSource <T> .ForStock(StockHandle stock)
{
var xmlDataSources = myDataStore.GetData(Name, stock);
if (!xmlDataSources.Any())
{
return(default(T));
}
var dataSource = xmlDataSources
.OfType <SingleDataSource>()
.Where(xmlDs => HasValidCurrency(xmlDs, stock))
.SingleOrDefault();
if (dataSource == null)
{
return(default(T));
}
var strValue = dataSource.Value as string;
if (strValue == null)
{
return((T)dataSource.Value);
}
else
{
return((T)Blade.TypeConverter.ConvertTo(strValue, typeof(T)));
}
}
private IndicatorResult EvaluateIndicator(StockHandle stock, DateTime dateUnderAnalysis)
{
var context = CreateIndicatorContext(dateUnderAnalysis);
context.Stock = stock;
return(Indicator.Calculate(context));
}
public IEnumerable <TradedStock> GetStocksFromWorksheet()
{
foreach (var isin in myIterator)
{
var stock = StockHandle.GetOrCreate(Isin => isin);
yield return(stock.TradedStock);
}
}
protected override void Interpret()
{
var stock = StockHandle.GetOrCreate(Isin => this.Isin);
Console.WriteLine("Importing " + stock.ToString());
this.Import(stock, Datum, true);
}
private IPriceSeries CreateSeries( StockHandle stock, IEnumerable<SimplePrice> prices )
{
var seriesId = new SeriesIdentifier(
new StockObjectIdentifier( stock ),
new ObjectDescriptor( Name ) );
return new PriceSeries( seriesId, prices );
}
/// <summary>
/// Gets the data for the specified datasource and stock.
/// </summary>
public IEnumerable <AbstractDataSource> GetData(string dataSourceName, StockHandle stock)
{
return(myStockDataSources
.Where(ds => ds.Stock.Isin == stock.Isin)
.SelectMany(ds => ds.Sources)
.Where(ds => ds.Name == dataSourceName)
.ToList());
}
/// <summary>
/// Gets the data for the specified datasource and stock.
/// </summary>
public IEnumerable<AbstractDataSource> GetData( string dataSourceName, StockHandle stock )
{
return myStockDataSources
.Where( ds => ds.Stock.Isin == stock.Isin )
.SelectMany( ds => ds.Sources )
.Where( ds => ds.Name == dataSourceName )
.ToList();
}
private IPriceSeries CreateSeries(StockHandle stock, IEnumerable <SimplePrice> prices)
{
var seriesId = new SeriesIdentifier(
new StockObjectIdentifier(stock),
new ObjectDescriptor(Name));
return(new PriceSeries(seriesId, prices));
}
protected override void Run()
{
DatumDefines.StockPrice.Create();
var stock = StockHandle.GetOrCreate(Isin => this.Isin);
DumpHighestLowestPricesPerYear(stock);
}
public static void Import(this IMslScript script, StockHandle stock, string datum, bool force)
{
using (var trans = new ObjectTransaction())
{
trans.Override(() => Interpreter.Context.Scope.TryStock, stock);
Import(script, datum, force);
}
}
public IPriceSeries ForStock( StockHandle stock )
{
var prices = RealDataSource.ForStock( stock );
var series = CreateSeries( stock, prices );
series = ApplyOperators( series );
return series;
}
private AbstractSection CreateMergedChartsSection(StockHandle stock, IEnumerable <GenericChartSection> sections)
{
var chart = new StockPriceChart(stock, Prices.ForStock(stock));
AddIndicatorPoints(chart, sections);
AddSignals(chart, sections);
return(new GenericChartSection(Name, chart));
}
public T ForStock(StockHandle stock)
{
if (Data.ContainsKey(stock.Isin))
{
return(Data[stock.Isin]);
}
return(default(T));
}
public static void Import( this IMslScript script, StockHandle stock, string datum, bool force )
{
using ( var trans = new ObjectTransaction() )
{
trans.Override( () => Interpreter.Context.Scope.TryStock, stock );
Import( script, datum, force );
}
}
public StockObjectIdentifier(StockHandle stock)
{
Isin = stock.Isin;
StockExchangeSymbol = stock.StockExchange.Symbol;
ShortDesignator = Isin + "+" + StockExchangeSymbol;
LongDesignator = ShortDesignator;
Guid = LongDesignator.GetHashCode();
}
public StockObjectIdentifier( StockHandle stock )
{
Isin = stock.Isin;
StockExchangeSymbol = stock.StockExchange.Symbol;
ShortDesignator = Isin + "+" + StockExchangeSymbol;
LongDesignator = ShortDesignator;
Guid = LongDesignator.GetHashCode();
}
private bool HasValidCurrency(AbstractDataSource source, StockHandle stock)
{
if (source.Currency == null)
{
return(true);
}
return(stock.StockExchange.Currency.Name.EqualsI(source.Currency));
}
public StockPriceChart(string name, StockHandle stock, IPriceSeries prices)
{
Name = name;
Stock = stock;
Prices = new PriceSeries(prices);
IndicatorPoints = new Dictionary <string, IPriceSeries>();
Signals = SignalSeries.Null;
}
public StockPriceChart( string name, StockHandle stock, IPriceSeries prices )
{
Name = name;
Stock = stock;
Prices = new PriceSeries( prices );
IndicatorPoints = new Dictionary<string, IPriceSeries>();
Signals = SignalSeries.Null;
}
protected TData ForStock(StockHandle stock, Func <StockHandle, TData> fetchData)
{
if (!myCache.ContainsKey(stock.Isin))
{
myCache[stock.Isin] = fetchData(stock);
}
return(myCache[stock.Isin]);
}
private void RenderStockDetails(StockHandle stock, TextWriter document)
{
var details = new Dictionary <string, object>();
details["Name"] = stock.Name;
details["Isin"] = stock.Isin;
details["Currency"] = stock.StockExchange.Currency.Name;
HtmlRenderingUtils.RenderDictionary(details, document);
}
public IPriceSeries ForStock(StockHandle stock)
{
var prices = RealDataSource.ForStock(stock);
var series = CreateSeries(stock, prices);
series = ApplyOperators(series);
return(series);
}
public SystemResult(string system, StockHandle stock, IPriceSeries prices, IndicatorResult indicatorResult)
{
System = system;
Stock = stock;
Prices = prices;
Signal = indicatorResult.Signal;
ExpectedGain = indicatorResult.ExpectedGain;
GainRiskRatio = indicatorResult.GainRiskRatio;
Signals = indicatorResult.Signals;
}
public SystemResult( string system, StockHandle stock, IPriceSeries prices, IndicatorResult indicatorResult )
{
System = system;
Stock = stock;
Prices = prices;
Signal = indicatorResult.Signal;
ExpectedGain = indicatorResult.ExpectedGain;
GainRiskRatio = indicatorResult.GainRiskRatio;
Signals = indicatorResult.Signals;
}
protected override void Interpret()
{
var stock = StockHandle.GetOrCreate(Isin => this.Isin);
Console.WriteLine("Fetching " + stock.ToString());
var table = this.Fetch(stock, Datum);
Console.WriteLine();
table.Dump();
}
private IEnumerable <SimplePrice> FetchPrices(StockHandle stock)
{
using (var tom = Engine.ServiceProvider.CreateEntityRepository())
{
// refetch traded stock as the tom context the stock is coming from might be disposed already
var tradedStock = tom.GetObjectByKey <TradedStock>(stock.TradedStock.EntityKey);
var prices = tradedStock.StockPrices
.Select(price => new SimplePrice(price.Date, price.Close))
.ToList();
return(prices);
}
}
public static DataTable Fetch(this IMslScript script, StockHandle stock, string datum)
{
var provider = Interpreter.Context.DatumProviderFactory.Create(datum);
if (provider == null)
{
throw new Exception("No data provider found for datum '" + datum + "'");
}
using (var guard = new NestedScopeGuard())
{
guard.Scope.Stock = stock;
return(provider.Fetch().ResultTable);
}
}
public SystemResult Evaluate( StockHandle stock, DateTime dateUnderAnalysis )
{
var indicatorResult = EvaluateIndicator( stock, dateUnderAnalysis );
var systemResult = new SystemResult( Name, stock, Prices.ForStock( stock ), indicatorResult );
var report = CreateReport( dateUnderAnalysis, systemResult );
report.SystemDetails.Indicator = indicatorResult;
systemResult.Report = report;
AddReports( report );
report.Sections.Add( myChartGenerator.Generate( systemResult ) );
return systemResult;
}
public static StockPriceSeries GetStockPrices( this MauiX.IQuery self, StockHandle stock, DateClause dateClause, Timeframe timeframe )
{
var table = self.GetPriceData( stock, dateClause );
var q = from row in table.Rows
select new StockPrice(
(long)row[ "id" ],
stock.TradedStock,
row.GetDate( table.Schema ),
row[ "open" ] != DBNull.Value ? (double?)row[ "open" ] : null,
row[ "high" ] != DBNull.Value ? (double?)row[ "high" ] : null,
row[ "low" ] != DBNull.Value ? (double?)row[ "low" ] : null,
(double)row[ "close" ],
( row[ "volume" ] != DBNull.Value ? (int)(long)row[ "volume" ] : 0 )
);
return new StockPriceSeries( stock.TradedStock, q, timeframe );
}
public static StockPriceSeries GetStockPrices(this MauiX.IQuery self, StockHandle stock, DateClause dateClause, Timeframe timeframe)
{
var table = self.GetPriceData(stock, dateClause);
var q = from row in table.Rows
select new StockPrice(
(long)row["id"],
stock.TradedStock,
row.GetDate(table.Schema),
row["open"] != DBNull.Value ? (double?)row["open"] : null,
row["high"] != DBNull.Value ? (double?)row["high"] : null,
row["low"] != DBNull.Value ? (double?)row["low"] : null,
(double)row["close"],
(row["volume"] != DBNull.Value ? (int)(long)row["volume"] : 0)
);
return(new StockPriceSeries(stock.TradedStock, q, timeframe));
}
public SystemResult Evaluate(StockHandle stock, DateTime dateUnderAnalysis)
{
var indicatorResult = EvaluateIndicator(stock, dateUnderAnalysis);
var systemResult = new SystemResult(Name, stock, Prices.ForStock(stock), indicatorResult);
var report = CreateReport(dateUnderAnalysis, systemResult);
report.SystemDetails.Indicator = indicatorResult;
systemResult.Report = report;
AddReports(report);
report.Sections.Add(myChartGenerator.Generate(systemResult));
return(systemResult);
}
private Result GetYield(StockHandle stock)
{
var series = MauiX.Query.GetStockPrices(stock,
new DateClause(DateTimeExtensions.FirstOfYear(Year), DateTimeExtensions.LastOfYear(Year)),
Timeframes.DAY);
if (series.Count <= 2)
{
Console.WriteLine("Not enough data for: " + stock);
return(null);
}
return(new Result()
{
Stock = stock,
YearYield = MauiX.Calc.Yield(series.First, series.Last),
DecemberYield = CalculateDecemberYield(series),
});
}
private static string GenerateOutputFile(string output, bool loopCatalog)
{
if (!loopCatalog || output == null)
{
return(output);
}
// XXX: hack to write to different out-files
StockHandle stock = Interpreter.Context.Scope.Stock;
var outFile = Path.Combine(Path.GetDirectoryName(output), Path.GetFileNameWithoutExtension(output));
outFile += "-";
outFile += (string.IsNullOrEmpty(stock.TradedStock.Symbol) ? stock.Stock.Isin : stock.TradedStock.Symbol);
outFile += Path.GetExtension(output);
return(outFile);
}
public IEnumerable <double> ForStock(StockHandle stock)
{
if (stock.Isin == "a")
{
return(new List <double>()
{
1, 2, 3
});
}
else if (stock.Isin == "b")
{
return(new List <double>()
{
1, 2, 3
});
}
return(new List <double>());
}
/// <summary>
/// Imports the given result into TOM.
/// </summary>
public static void Import( this MauiX.IImport self, StockHandle stock, IResultPolicy result )
{
using ( var tom = Engine.ServiceProvider.CreateEntityRepository() )
{
var originName = result.Sites.First().Name;
var origin = tom.DatumOrigins.FirstOrDefault( o => o.Name == originName );
if ( origin == null )
{
origin = new DatumOrigin( originName );
tom.DatumOrigins.AddObject( origin );
tom.SaveChanges();
}
var currencyName = result.Sites.First().Content.Currency;
var currency = tom.Currencies.FirstOrDefault( c => c.Name == currencyName );
MauiX.Import.Import( stock, result.ResultTable, origin, currency );
}
}
private void DumpHighestLowestPricesPerYear(StockHandle stock)
{
var series = MauiX.Query.GetStockPrices(stock, DateClause.All, Timeframes.DAY);
var highLowByYear = series
.GroupBy(price => price.Date.Year)
.Select(group => new
{
Year = group.Key,
Lowest = group.Min(p => p.Close),
Highest = group.Max(p => p.Close)
});
Console.WriteLine("{0,5} {1,10} {2,10}", "year", "lowest", "highest");
foreach (var highLowGroup in highLowByYear.OrderBy(g => g.Year))
{
Console.WriteLine("{0,5} {1,10:#0.00} {2,10:#0.00}", highLowGroup.Year, highLowGroup.Lowest, highLowGroup.Highest);
}
}
/// <summary>
/// Imports the given result into TOM.
/// </summary>
public static void Import(this MauiX.IImport self, StockHandle stock, IResultPolicy result)
{
using (var tom = Engine.ServiceProvider.CreateEntityRepository())
{
var originName = result.Sites.First().Name;
var origin = tom.DatumOrigins.FirstOrDefault(o => o.Name == originName);
if (origin == null)
{
origin = new DatumOrigin(originName);
tom.DatumOrigins.AddObject(origin);
tom.SaveChanges();
}
var currencyName = result.Sites.First().Content.Currency;
var currency = tom.Currencies.FirstOrDefault(c => c.Name == currencyName);
MauiX.Import.Import(stock, result.ResultTable, origin, currency);
}
}
private void DumpHighestLowestPricesPerYear( StockHandle stock )
{
var series = MauiX.Query.GetStockPrices( stock, DateClause.All, Timeframes.DAY );
var highLowByYear = series
.GroupBy( price => price.Date.Year )
.Select( group => new
{
Year = group.Key,
Lowest = group.Min( p => p.Close ),
Highest = group.Max( p => p.Close )
} );
Console.WriteLine( "{0,5} {1,10} {2,10}", "year", "lowest", "highest" );
foreach ( var highLowGroup in highLowByYear.OrderBy( g => g.Year ) )
{
Console.WriteLine( "{0,5} {1,10:#0.00} {2,10:#0.00}", highLowGroup.Year, highLowGroup.Lowest, highLowGroup.Highest );
}
}
private Result GetYield( StockHandle stock )
{
var series = MauiX.Query.GetStockPrices( stock,
new DateClause( DateTimeExtensions.FirstOfYear( Year ), DateTimeExtensions.LastOfYear( Year ) ),
Timeframes.DAY );
if ( series.Count <= 2 )
{
Console.WriteLine( "Not enough data for: " + stock );
return null;
}
return new Result()
{
Stock = stock,
YearYield = MauiX.Calc.Yield( series.First, series.Last ),
DecemberYield = CalculateDecemberYield( series ),
};
}
// !! duplicate code in Maui.Tasks.StockLookupPolicy
private static string EvaluateStock( string var, StockHandle stock )
{
if ( var.StartsWith( "stock." ) )
{
return stock[ var.Substring( "stock.".Length ) ].ToString();
}
// further special vars
if ( var == "today.de" )
{
return string.Format( "{0}.{1}.{2}", DateTime.Today.Day, DateTime.Today.Month, DateTime.Today.Year );
}
// TODO: that should be located near provider or navigation or whatever
if ( var == "ariva.stockexchange.id" )
{
// Xetra: boerse_id = 6
// Frankfurt: boerse_id = 1
// Nasdaq: boerse_id = 40
// NYSE: boerse_id = 21
var stockExchange = stock.StockExchange;
if ( stockExchange.Symbol == "DE" )
{
return "6";
}
else if ( stockExchange.Symbol == "F" )
{
return "1";
}
else if ( stockExchange.Symbol == "NASDAQ" )
{
return "40";
}
else if ( stockExchange.Symbol == "NYSE" )
{
return "21";
}
}
return null;
}
private static bool RequiredDataAvailable(string datum, bool force)
{
if (force)
{
return(false);
}
// is "from"/"to" set?
if (null == Interpreter.Context.Scope.TryFrom || null == Interpreter.Context.Scope.TryTo)
{
return(false);
}
StockHandle stock = Interpreter.Context.Scope.Stock;
DateTime from = Interpreter.Context.Scope.From;
DateTime to = Interpreter.Context.Scope.To;
var mgr = Interpreter.Context.TomScripting.GetManager(datum);
long ownerId = stock.GetId(mgr.Schema.OwnerIdColumn);
var result = mgr.Query(ownerId, new DateClause(from, to), OriginClause.Default);
if (result.Rows.Count() == 0)
{
return(false);
}
// HACK: now we only check first and last
var dates = result.Rows.Select(r => r.GetDate(result.Schema)).OrderBy(d => d);
var first = dates.First();
var last = dates.Last();
if (result.Schema.DateColumn.Equals("year", StringComparison.OrdinalIgnoreCase))
{
return(from.Year == first.Year && to.Year == last.Year);
}
else
{
return(from.AlmostEquals(first, 3) && to.AlmostEquals(last, 3));
}
}
// !! duplicate code in Maui.Tasks.StockLookupPolicy
private static string EvaluateStock(string var, StockHandle stock)
{
if (var.StartsWith("stock."))
{
return(stock[var.Substring("stock.".Length)].ToString());
}
// further special vars
if (var == "today.de")
{
return(string.Format("{0}.{1}.{2}", DateTime.Today.Day, DateTime.Today.Month, DateTime.Today.Year));
}
// TODO: that should be located near provider or navigation or whatever
if (var == "ariva.stockexchange.id")
{
// Xetra: boerse_id = 6
// Frankfurt: boerse_id = 1
// Nasdaq: boerse_id = 40
// NYSE: boerse_id = 21
var stockExchange = stock.StockExchange;
if (stockExchange.Symbol == "DE")
{
return("6");
}
else if (stockExchange.Symbol == "F")
{
return("1");
}
else if (stockExchange.Symbol == "NASDAQ")
{
return("40");
}
else if (stockExchange.Symbol == "NYSE")
{
return("21");
}
}
return(null);
}
protected override void Run()
{
if ( ListCatalogs )
{
using ( var tom = Engine.ServiceProvider.CreateEntityRepository() )
{
foreach ( var catalog in tom.StockCatalogs )
{
Console.WriteLine( "{0,4} {1}", catalog.Id, catalog.Name );
}
}
}
else if ( ListCatalogContent.HasValue )
{
using ( var tom = Engine.ServiceProvider.CreateEntityRepository() )
{
var catalog = tom.StockCatalogs.FirstOrDefault( c => c.Id == ListCatalogContent );
if ( catalog == null )
{
throw new Exception( "No such catalog" );
}
foreach ( var tsh in catalog.TradedStocks )
{
var stock = new StockHandle( tsh );
Console.WriteLine( "{0,4} {1,-30} {2,5} {3,12} {4,10}", stock.TradedStockId,
stock.Name.LimitTo( 30 ), stock.Symbol, stock.Isin, stock.Wpkn );
}
}
}
else if ( ListStocks )
{
ListAllStocks();
}
else
{
throw new ArgumentException( "Arguments missing" );
}
}
public static void Import( this IMslScript script, StockHandle stock, Datum datum, bool force )
{
Import( script, stock, datum.Name, force );
}
public void Add( StockHandle stock )
{
myStocks.Add( stock );
}
public StockSection( StockHandle stock )
: base("Stock")
{
Stock = stock;
}
public StockLookupPolicy( StockHandle stock, Dictionary<string, string> lut )
: base(lut)
{
myStock = stock;
}
protected IndicatorResult( string indicator, StockHandle stock )
{
Indicator = indicator;
Stock = stock;
Signals = SignalSeries.Null;
}
public IndicatorResult( string indicator, StockHandle stock, Signal signal )
: this(indicator, stock)
{
Signal = signal;
}
// TODO: dublicate of Functions.Stocks.GetOrCreateStock() but we first need some
// kind of protocol (for user and developer) before we can remove this code here
public StockHandle Create( StockDescriptor stockDescriptor )
{
if ( stockDescriptor.Isin.IsNullOrTrimmedEmpty() )
{
throw new ArgumentException( "Isin not set" );
}
if ( stockDescriptor.StockExchange.IsNullOrTrimmedEmpty() )
{
throw new ArgumentException( "Stock exchange not set" );
}
myLogger.Notice( "Creating stock: {0}", stockDescriptor.Isin );
using ( var tom = Engine.ServiceProvider.CreateEntityRepository() )
{
var tradedStock = tom.TradedStocks.FindTradedStockByDescription( stockDescriptor );
if ( tradedStock != null )
{
var sh = new StockHandle( tradedStock );
myLogger.Info( "Stock already exists: Company = {0},Isin = {1}, Symbol = {2}, Exchange = {3}",
sh.Company.Name, stockDescriptor.Isin, sh.TradedStock.Symbol, stockDescriptor.StockExchange );
return sh;
}
// TODO: this is somehow duplicate code from StockHandle.GetOrCreate - remove StockHandle.GetOrCreate
// ok - so no traded stock available for the given description - but maybe a stock is already there?
var stock = tom.Stocks.FirstOrDefault( s => s.Isin == stockDescriptor.Isin );
if ( stock == null )
{
var companyName = stockDescriptor.Name;
if ( companyName.IsNullOrTrimmedEmpty() )
{
companyName = DatumLocatorDefinitions.Standing.CompanyName.FetchSingle<string>( stockDescriptor.Isin ).Value;
}
// company name is not uniq enough so lets create a new one
var company = new Company( companyName );
stock = new Stock( company, stockDescriptor.Isin );
}
// we got a stock so lets create a traded stock - we already checked that there is none
// but first we need a stockexchange
var se = tom.StockExchanges.FindBySymbolOrName( stockDescriptor.StockExchange );
if ( se == null )
{
throw new InvalidOperationException( "Could not find StockExchange by symbol or name with: " + stockDescriptor.StockExchange );
}
var symbol = stockDescriptor.Symbol;
if ( symbol.IsNullOrTrimmedEmpty() )
{
symbol = DatumLocatorDefinitions.Standing.StockSymbol.FetchSingle<string>( stockDescriptor.Isin ).Value;
}
var wpkn = DatumLocatorDefinitions.Standing.Wpkn.FetchSingle<string>( stockDescriptor.Isin ).Value;
tradedStock = new TradedStock( stock, se );
tradedStock.Symbol = symbol;
tradedStock.Wpkn = wpkn;
tom.TradedStocks.AddObject( tradedStock );
tom.SaveChanges();
myLogger.Info( "Created stock with: Company = {0},Isin = {1}, Symbol = {2}, Exchange = {3}",
stock.Company.Name, stock.Isin, symbol, stockDescriptor.StockExchange );
return new StockHandle( tradedStock );
}
}
public StockPriceChart( StockHandle stock, IPriceSeries prices )
: this("StockPrices", stock, prices)
{
}
private void ResolveCatalogReference( StockCatalogDescriptor catalog )
{
if ( string.IsNullOrEmpty( catalog.Name ) )
{
return;
}
using ( var tom = Engine.ServiceProvider.CreateEntityRepository() )
{
var stockCatalog = tom.StockCatalogs.FirstOrDefault( sc => sc.Name.Equals( catalog.Name, StringComparison.OrdinalIgnoreCase ) );
if ( stockCatalog == null )
{
throw new Exception( "No such catalog in MauiDB: " + catalog.Name );
}
foreach ( var tradedStock in stockCatalog.TradedStocks )
{
var stock = new StockHandle( tradedStock );
Add( stock );
}
}
}
public StockLookupPolicy( StockHandle stock )
: this(stock, new Dictionary<string, string>())
{
}
public static void Import( this IMslScript script, StockHandle stock, Datum datum )
{
Import( script, stock, datum, false );
}
/// <summary>
/// Imports the given table into TOM.
/// <remarks>
/// The values of the table belong to the given origin and the given currency.
/// All rows are owned by the given stock. The table name identifies the datum
/// (and so the target table).
/// </remarks>
/// </summary>
public static void Import( this MauiX.IImport self, StockHandle stock, DataTable table, DatumOrigin origin, Maui.Entities.Currency currency )
{
// XXX: how to handle origin and currency if we allow "merged results"?
// then we actually already need to enrich the result table from the policy
// with origin and currency ...
var tomScripting = Engine.ServiceProvider.TomScripting();
var datum = table.TableName;
using ( TransactionScope trans = new TransactionScope() )
{
// we have a datum so we need the table now
var mgr = tomScripting.GetManager( datum );
if ( mgr == null )
{
throw new Exception( "No table found for datum: " + datum );
}
// get scoped data for owner id
long ownerId = stock.GetId( mgr.Schema.OwnerIdColumn );
ScopedTable output = mgr.Query( ownerId );
var resultColumns = table.Columns.ToSet();
var dateCol = resultColumns.FirstOrDefault( c => c.IsDateColumn() );
// setting date and values depend on the format
Action<DataRow, DataRow> SetValues = null;
// default date setter: assume there is no date
Action<DataRow, DataRow> SetDate = ( dest, src ) => { };
if ( dateCol != null )
{
SetDate = ( dest, src ) => dest.SetDate( mgr.Schema, src.GetDate( dateCol.ColumnName ) );
}
var datumCols = output.Schema.DatumColumns
.Where( col => resultColumns.Any( c => c.ColumnName.Equals( col.ColumnName, StringComparison.OrdinalIgnoreCase ) ) );
SetValues = ( dest, src ) =>
{
foreach ( var col in datumCols )
{
dest[ col.ColumnName ] = src[ col.ColumnName ];
}
};
// ok - now import the data
DateIdCache<long> cache = new DateIdCache<long>();
if ( output.Schema.DateColumn != null )
{
cache.Fill( output );
}
foreach ( DataRow row in table.Rows )
{
var newRow = output.NewRow();
// set owner id
newRow[ output.Schema.OwnerIdColumn ] = ownerId;
// a "datum" always need a date
SetDate( newRow, row );
// set values
SetValues( newRow, row );
// set currency (the value is of no use when there is no currency)
// -> currency might implicitly available through TradedStock->StockExchange
if ( output.Schema.CurrencyColumn != null )
{
newRow[ output.Schema.CurrencyColumn ] = currency.Id;
}
// set origin (optional)
if ( output.Schema.OriginColumn != null )
{
newRow[ output.Schema.OriginColumn ] = origin.Id;
}
if ( output.Schema.DateColumn != null && cache.Contains( newRow.GetDate( output.Schema ) ) )
{
long id = cache[ newRow.GetDate( output.Schema ) ];
output.Update( id, newRow );
}
else
{
output.Add( newRow );
}
}
trans.Complete();
}
}
private IndicatorResult EvaluateIndicator( StockHandle stock, DateTime dateUnderAnalysis )
{
var context = CreateIndicatorContext( dateUnderAnalysis );
context.Stock = stock;
return Indicator.Calculate( context );
}
private AbstractSection CreateMergedChartsSection( StockHandle stock, IEnumerable<GenericChartSection> sections )
{
var chart = new StockPriceChart( stock, Prices.ForStock( stock ) );
AddIndicatorPoints( chart, sections );
AddSignals( chart, sections );
return new GenericChartSection( Name, chart );
}
public CombinedIndicatorResult( CombinedIndicator indicator, StockHandle stock )
: base(indicator.Name, stock)
{
myIndicator = indicator;
myResults = new List<IndicatorResult>();
}
