public void buy(string symbolName, int quantity)
{
TraderContext db = DbContext;
Quote lastQuote = db.Quotes.Where(x => x.SymbolName == symbolName).OrderByDescending(y => y.timestamp).FirstOrDefault();
if (lastQuote == null)
{
// if we have no prices, the operation cannot complete
return;
}
Portfolio p = db.Portfolios.FirstOrDefault();
Position pos = db.Positions.Where(x => x.PortfolioId == p.PortfolioId && x.SymbolName == symbolName).FirstOrDefault();
Trade t = db.Trades.Create();
try
{
ProcessBuyTrade(t, symbolName, quantity, lastQuote.price, pos, p);
}
catch (InsufficientFunds insuf)
{
// user does not have enough free cash to complete the requested transaction
throw new System.ServiceModel.FaultException <InsufficientFundsFault>(new InsufficientFundsFault(double.Parse(insuf.Data["TransactionAmount"].ToString()), double.Parse(insuf.Data["AvailableFunds"].ToString())));
}
catch (AllocationViolation alloc)
{
// the requested transaction would violate one of the user's risk-management rules
throw new System.ServiceModel.FaultException <AllocationViolationFault>(new AllocationViolationFault());
}
db.Trades.Add(t);
db.SaveChanges();
db.Dispose();
}
public void processAlertResponse(string alertID, responseCodes alertResponseCode, string alertResponse)
{
ILog log = Logger;
log.DebugFormat("Alert generated: {0} {1}", alertID, alertResponse);
TraderContext db = DbContext;
Guid alertGuid = Guid.Parse(alertID);
Alert alert = db.Alerts.Where(x => x.AlertId == alertGuid).FirstOrDefault();
if (alert == null)
{
log.WarnFormat("Alert not found: {0}", alertID);
return;
}
alert.ResponseCode = alertResponseCode;
alert.Response = alertResponse;
db.SaveChanges();
if (alert.ResponseCode == responseCodes.Accept)
{
PortfolioManager pm = new PortfolioManager();
pm.LoadSettings();
if (alert.Type == tradeTypes.Buy)
{
pm.buy(alert.Symbol.name, alert.Quantity);
}
else
{
pm.sell(alert.Symbol.name, alert.Quantity);
}
}
db.Dispose();
}
public void generateAlert(string symbolName, tradeTypes type, int quantity, double price)
{
ILog log = Logger;
log.DebugFormat("Alert generated: {0} {1} {2} {3}", symbolName, type.ToString(), quantity.ToString(), price.ToString());
TraderContext db = DbContext;
Symbol s = db.Symbols.Where(x => x.name == symbolName).FirstOrDefault();
Alert a = new Alert();
a.AlertId = Guid.NewGuid();
a.Timestamp = DateTime.Now;
a.Symbol = s;
a.Type = type;
a.Quantity = quantity;
a.Price = price;
a.ResponseCode = responseCodes.Pending;
db.Alerts.Add(a);
db.SaveChanges();
IEmail email = new EmailSender();
string to_address = db.SystemSettings.Where(x => x.Module == "UserAgent" && x.Name == "ALERTS_EMAIL_ADDRESS_TO").FirstOrDefault().Value;
if (to_address == null)
{
throw new Exception("Unable to load user email address for alerts.");
}
email.sendEmail(to_address, symbolName, price.ToString(), type, a.Quantity);
db.Dispose();
}
public void sell(string symbolName, int quantity)
{
if (quantity < 1)
{
throw new System.ServiceModel.FaultException <ArgumentException>(new ArgumentException("Quantity must be greater than zero.", "quantity"));
}
TraderContext db = DbContext;
Symbol s = db.Symbols.Where(x => x.name == symbolName).FirstOrDefault();
if (s == null)
{
throw new System.ServiceModel.FaultException <ArgumentException>(new ArgumentException("Symbol not found.", "symbol"));
}
Quote lastPrice = db.FindLastQuoteFor(s);
if (lastPrice == null)
{
// if we have no prices, the operation cannot complete
return;
}
Portfolio portfolio = db.Portfolios.FirstOrDefault();
Position pos = portfolio.Positions.Where(x => x.Symbol == s && x.status == positionStatus.Open).FirstOrDefault();
if (pos == null || pos.quantity < quantity)
{
// the user does not own enough shares to complete the requested sell transaction
throw new System.ServiceModel.FaultException <InsufficientQuantityFault>(new InsufficientQuantityFault(quantity, pos.quantity));
}
// figure out which shares to sell to get the best price
List <Trade> byProfit = pos.Trades.Where(t => t.type == tradeTypes.Buy).OrderByDescending(o => (lastPrice.price - o.price)).ToList <Trade>();
List <Trade> toSell = new List <Trade>();
string transaction_id = Guid.NewGuid().ToString();
foreach (Trade t in byProfit)
{
int remaining = quantity - toSell.Sum(x => x.quantity);
Trade next = t.sell(Math.Min(t.quantity, remaining));
next.price = lastPrice.price;
next.TransactionId = transaction_id;
toSell.Add(next);
if (toSell.Sum(x => x.quantity) == quantity)
{
break;
}
}
pos.Trades.AddRange(toSell);
// update subtotals in the postition to reflect the new transaction
pos.Recalculate();
// add the proceeds of the sale to our available cash
portfolio.Cash += toSell.Sum(x => (x.price * x.quantity) - x.PaidCommission);
db.SaveChanges();
db.Dispose();
}
private async void LoadTrades_Click(object sender, RoutedEventArgs e)
{
Windows.Storage.StorageFolder storageFolder = Windows.Storage.ApplicationData.Current.LocalFolder;
Windows.Storage.StorageFile sampleFile = await storageFolder.CreateFileAsync("sample.txt", Windows.Storage.CreationCollisionOption.ReplaceExisting);
var trademodels = await TradeProcessor.LoadTrades();
using (StreamWriter streamW = new StreamWriter(sampleFile.Path, true))
{
streamW.WriteLine($"{DateTime.Now} Wczytano 300 tradow");
}
Price.Text = $"Cena: {trademodels[0].R}";
Amoundof.Text = $"Ilosc: {trademodels[0].A}";
Time.Text = $"Czas: {trademodels[0].T}";
Type.Text = $"Typ: {trademodels[0].Ty}";
Id.Text = $"Id: {trademodels[0].Id}";
using (StreamWriter streamW = new StreamWriter(sampleFile.Path, true))
{
streamW.WriteLine($"{DateTime.Now} Wyświetlono ostatni trade");
}
var trades = new List <Trade>();
foreach (var trade in trademodels)
{
trades.Add(trade.ToTrade());
}
TraderContext context = null;
try
{
context = new TraderContext();
foreach (var trade in trades)
{
if (!context.Trades.Any(t => t.Tid == trade.Tid))
{
context.Trades.Add(trade);
using (StreamWriter streamW = new StreamWriter(sampleFile.Path, true))
{
streamW.WriteLine($"{DateTime.Now} Dodano do bazy trade {trade}");
}
}
}
context.SaveChanges();
}
finally
{
if (context != null)
{
context.Dispose();
}
}
}
protected void Dispose(bool disposing)
{
if (disposing)
{
if (db != null)
{
db.Dispose();
db = null;
}
}
}
public void LoadSettings()
{
Dictionary <string, string> config = new Dictionary <string, string>();
TraderContext db = DbContext;
var settings = from s in db.SystemSettings where s.Module == "Portfolio" select s;
foreach (var i in settings)
{
config.Add(i.Name, i.Value);
}
LoadSettings(config);
db.Dispose();
}
public void OnTick(object source, ElapsedEventArgs e)
{
TraderContext db = new TraderContext();
List <Quote> quotes = db.Quotes.Include("Symbol").Where(x => x.timestamp > _lastPeek).OrderBy(y => y.timestamp).ToList <Quote>();
_lastPeek = quotes.Max(x => x.timestamp);
List <QuoteMessage> msg = new List <QuoteMessage>();
foreach (Quote q in quotes)
{
msg.Add(new QuoteMessage(q));
}
_owner.NewQuotes(msg);
db.Dispose();
}
static void Main(string[] args)
{
Console.WriteLine("Testing the entity framework...");
TraderContext db = new TraderContext();
Console.WriteLine("Clearing the database...");
var d_quotes = from q in db.Quotes select q;
foreach (var i in d_quotes)
{
db.Quotes.Remove(i);
}
var d_symbol = from s in db.Symbols select s;
foreach (var i in d_symbol)
{
db.Symbols.Remove(i);
}
var d_position = from p in db.Positions select p;
foreach (var i in d_position)
{
db.Positions.Remove(i);
}
var d_trade = from t in db.Trades select t;
foreach (var i in d_trade)
{
db.Trades.Remove(i);
}
Console.WriteLine("Adding records to database...");
db.Symbols.Add(new Symbol("GOOG"));
db.Symbols.Add(new Symbol("LNC"));
db.SaveChanges();
Quote q1 = new Quote();
q1.timestamp = DateTime.Now;
q1.price = 50.47;
q1.Symbol = db.Symbols.First();
db.Quotes.Add(q1);
Position p1 = new Position();
p1.SymbolName = "GOOG";
p1.price = 5000;
p1.quantity = 150;
p1.status = positionStatus.Open;
db.Positions.Add(p1);
db.SaveChanges();
Trade t1 = new Trade();
t1.timestamp = DateTime.Now;
t1.quantity = 40;
t1.price = 10.10;
t1.type = tradeTypes.Buy;
t1.SymbolName = "GOOG";
db.Trades.Add(t1);
var q_addtopos = from p in db.Positions.Include("Trades") where p.SymbolName == "GOOG" select p;
Position goog_pos = q_addtopos.FirstOrDefault();
goog_pos.Trades.Add(t1);
db.SaveChanges();
WatchList w = new WatchList();
w.ListName = "Default";
db.WatchLists.Add(w);
db.SaveChanges();
WatchListItem wi1 = new WatchListItem();
wi1.ListName = "Default";
wi1.SymbolName = "GOOG";
db.WatchListItems.Add(wi1);
WatchListItem wi2 = new WatchListItem();
wi2.ListName = "Default";
wi2.SymbolName = "LNC";
db.WatchListItems.Add(wi2);
db.SaveChanges();
Console.WriteLine("Retrieving records from database...");
Console.WriteLine("\nSymbols");
var query = from s in db.Symbols orderby s.name select s;
foreach (var i in query)
{
Console.WriteLine("Symbol: " + i.name);
}
Console.WriteLine("\nQuotes");
var q_search = from q in db.Quotes select q;
foreach (var i in q_search)
{
Console.WriteLine("Record: " + i.QuoteId.ToString());
Console.WriteLine("Symbol: " + i.Symbol.name);
Console.WriteLine("Timestamp: " + i.timestamp.ToString());
Console.WriteLine("Price: " + i.price.ToString());
}
Console.WriteLine("\nPositions");
var p_search = from p in db.Positions select p;
foreach (var i in p_search)
{
Console.WriteLine("Record: " + i.PositionId.ToString());
Console.WriteLine("Symbol: " + i.Symbol.name);
Console.WriteLine("Trade count: " + i.Trades.Count.ToString());
foreach (var t in i.Trades)
{
Console.WriteLine("\tTrade Id: " + t.TradeId.ToString());
Console.WriteLine("\tType: " + t.type.ToString());
Console.WriteLine("\tPrice: " + t.price.ToString());
Console.WriteLine("\tQuantity: " + t.quantity.ToString());
Console.WriteLine("\tTimestamp: " + t.timestamp.ToString());
}
}
Console.WriteLine("\nWatchlist");
var wlist = from l in db.WatchLists.Include("Items") select l;
WatchList deflist = wlist.FirstOrDefault();
foreach (var i in deflist.Items)
{
Console.WriteLine("\t" + i.Symbol.name);
}
Console.WriteLine("\nTesting complete.");
Console.ReadLine();
db.Dispose();
}