//public async Task Start(int jobId)
//{
// //check indian standard time
// TimeZoneInfo INDIAN_ZONE = TimeZoneInfo.FindSystemTimeZoneById("India Standard Time");
// var indianTime = TimeZoneInfo.ConvertTimeFromUtc(DateTime.UtcNow, INDIAN_ZONE).TimeOfDay;
// var start = new TimeSpan(10, 0, 0); //10 o'clock
// var end = new TimeSpan(18, 30, 0); //12 o'clock
// if ((indianTime > start) && (indianTime < end))
// {
// _jobId = jobId;
// var job = await _jobService.GetJob(jobId);
// var strategy = await _strategyService.Get(job.StrategyId);
// var symbols = await _watchlistService.GetSymbols(strategy.WatchlistId);
// var userSession = await _userSessionService.GetCurrentSession();
// _zeropdhaService = new ZerodhaBroker(AutoMapper.Mapper.Map<UserSessionModel>(userSession));
// var positions = _zeropdhaService._kite.GetPositions();
// var orders = _zeropdhaService._kite.GetOrders();
// Parallel.ForEach(symbols, symbol =>
// {
// var candles = _zeropdhaService.GetData(symbol, _HistoricalDataInDays, _HistoricalDataTimeframe);
// if (candles != null && candles.Count() > 0)
// {
// var position = positions.Day.Where(x => x.TradingSymbol == symbol.TradingSymbol).FirstOrDefault();
// var order = orders.Where(x => x.Tradingsymbol == symbol.TradingSymbol && x.Status == "TRIGGER PENDING").FirstOrDefault();
// var parentOrder = orders.Where(x => x.OrderId == order.ParentOrderId).FirstOrDefault();
// if (position.Quantity != 0)
// SquareOffOpenPosition(symbol, candles, position, order, parentOrder);
// else if (positions.Day != null && positions.Day.Count < _MaxActivePositions)
// {
// if (!BullishScan(symbol, candles))
// BearishScan(symbol, candles);
// }
// }
// });
// //Update Status after every round of scanning
// job.Status = JobStatus.Running.ToString();
// job.ModifiedDate = DateTime.Now;
// await _jobService.Update(job);
// }
//}
public async Task Start(int jobId)
{
_jobId = jobId;
var job = await _jobService.GetJob(jobId);
var strategy = await _strategyService.Get(job.StrategyId);
var symbols = await _watchlistService.GetSymbols(strategy.WatchlistId);
var userSession = await _userSessionService.GetCurrentSession();
_zeropdhaService = new ZerodhaBroker(AutoMapper.Mapper.Map <UserSessionModel>(userSession));
var positions = _zeropdhaService._kite.GetPositions();
var orders = _zeropdhaService._kite.GetOrders();
Parallel.ForEach(symbols, symbol =>
{
var candles = _zeropdhaService.GetData(symbol, _HistoricalDataInDays, _HistoricalDataTimeframe);
if (candles != null && candles.Count() > 0)
{
var position = positions.Day.Where(x => x.TradingSymbol == symbol.TradingSymbol).FirstOrDefault();
var order = orders.Where(x => x.Tradingsymbol == symbol.TradingSymbol && x.Status == "TRIGGER PENDING").FirstOrDefault();
var parentOrder = orders.Where(x => x.OrderId == order.ParentOrderId).FirstOrDefault();
BullishScan(symbol, candles);
}
});
//Update Status after every round of scanning
job.Status = JobStatus.Running.ToString();
job.ModifiedDate = DateTime.Now;
await _jobService.Update(job);
}
private async Task Start()
{
var userSession = await _userSessionService.GetCurrentSession();
_zeropdhaService = new ZerodhaBroker(AutoMapper.Mapper.Map <UserSessionModel>(userSession));
if (IsMarketClosed())
{
//Copy All Orders to DB
var orders = _zeropdhaService._kite.GetOrders();
if (orders != null)
{
await _brokerOrderService.SyncOrders(orders);
}
//Copy All Day Positions
var positions = _zeropdhaService._kite.GetPositions();
if (positions.Day != null)
{
await _brokerPositionService.SyncPositions(positions.Day);
}
//Delete Cached Data
DeleteCachedHistoricalData();
//Write code for following tasks ->
//Kill Jobs
//Shutdown VM
}
}
private async Task <bool> CacheHistoryData(DateTime indianTime, bool isDevelopment)
{
//Delete Previous data
//Directory.Delete(GlobalConfigurations.CachedDataPath , recursive: true);
var job = await _jobService.GetJob(_jobId);
var strategy = await _strategyService.Get(job.StrategyId);
var symbols = await _watchlistService.GetSymbols(strategy.WatchlistId);
var userSession = await _userSessionService.GetCurrentSession();
if (userSession != null)
{
_zeropdhaService = new ZerodhaBroker(AutoMapper.Mapper.Map <UserSessionModel>(userSession));
await symbols.ParallelForEachAsync(async symbol =>
{
var candles = await _zeropdhaService.GetCachedDataAsync(symbol, _HistoricalDataTimeframe,
indianTime.AddDays(_HistoricalDataInDays),
indianTime,
isDevelopment: isDevelopment);
if (candles != null && candles.Count() > 0)
{
ApplicationLogger.LogJob(_jobId, "Trading Data Cached :" + symbol.TradingSymbol);
}
else
{
ApplicationLogger.LogJob(_jobId, "Trading Data Not Cached :" + symbol.TradingSymbol);
}
});
}
return(true);
}
public async Task ScriptIsProfitableOrNot()
{
//Get All Candles according to
MAStrategy mAStrategy = new MAStrategy();
var symbolService = new SymbolService();
var userSessionService = new UserSessionService();
var symbol = await symbolService.GetAsync(21108);
var userSession = await userSessionService.GetCurrentSession();
PositionTestModel positionTestModel = null;
if (userSession != null)
{
var zeropdhaService = new ZerodhaBroker(new UserSessionModel()
{
AccessToken = userSession.AccessToken,
ApiKey = userSession.ApiKey,
AppSecret = userSession.AppSecret,
PublicToken = userSession.PublicToken,
UserId = userSession.UserId
});
var candles = zeropdhaService.GetData(
symbol, mAStrategy._HistoricalDataTimeframe,
DateTime.Now.AddDays(-7),
DateTime.Now.AddDays(-2), false);
positionTestModel = GetProfitOfDay(symbol, candles);
}
Assert.IsTrue(positionTestModel.Profit > 1, "Symbol is Not Profitable");
}
public async Task <ActionResult> Sync()
{
var userSessionService = new UserSessionService();
var userSession = await userSessionService.GetCurrentSession();
var _zerodhaBroker = new ZerodhaBroker(AutoMapper.Mapper.Map <UserSessionModel>(userSession));
var instruments = _zerodhaBroker._kite.GetInstruments().Where(x => x.Exchange == "NSE" || x.Exchange == "BSE").ToList();
await _symbolService.DataRefereshAsync(instruments);
return(View());
}
public async Task WeeklyWatchlistIsProfitableOrNot()
{
List <PositionTestModel> positionWeekTestModels = new List <PositionTestModel>();
//Get All Candles according to
MAStrategy mAStrategy = new MAStrategy();
var watchlistService = new WatchlistService();
var userSessionService = new UserSessionService();
var symbols = await watchlistService.GetSymbols(1);
var userSession = await userSessionService.GetCurrentSession();
var weekStart = 5;
if (userSession != null)
{
var zeropdhaService = new ZerodhaBroker(new UserSessionModel()
{
AccessToken = userSession.AccessToken,
ApiKey = userSession.ApiKey,
AppSecret = userSession.AppSecret,
PublicToken = userSession.PublicToken,
UserId = userSession.UserId
});
for (int i = 0; i < 5; i++)
{
List <PositionTestModel> positionTestModels = new List <PositionTestModel>();
Parallel.ForEach(symbols.Take(50), symbol =>
{
var candles = zeropdhaService.GetData(
symbol, mAStrategy._HistoricalDataTimeframe,
new DateTime(2018, 3, weekStart + i, 18, 0, 0).AddDays(mAStrategy._HistoricalDataInDays),
//DateTime.Now
new DateTime(2018, 3, weekStart + i, 18, 0, 0),
false);
positionTestModels.Add(GetProfitOfDay(symbol, candles));
});
positionWeekTestModels.Add(new PositionTestModel()
{
dateTime = new DateTime(2018, 3, weekStart + i, 0, 0, 0),
NoOfPositions = positionTestModels.Where(x => x != null).Sum(x => x.NoOfPositions),
NoOfProfitable = positionTestModels.Where(x => x != null).Sum(x => x.NoOfProfitable),
NoOfStopHit = positionTestModels.Where(x => x != null).Sum(x => x.NoOfStopHit),
Profit = positionTestModels.Where(x => x != null).Sum(x => x.Profit)
});
}
}
Assert.IsTrue(positionWeekTestModels.Where(x => x != null).Sum(x => x.Profit) > 1, "Week is Not Profitable");
}
public async Task Start(int jobId)
{
var job = await _jobService.GetJob(jobId);
_jobId = jobId;
var symbols = await _watchlistService.GetSymbols(job.Strategy.WatchlistId);
var userSession = await _userSessionService.GetCurrentSession();
_zeropdhaService = new ZerodhaBroker(AutoMapper.Mapper.Map <UserSessionModel>(userSession));
var positions = _zeropdhaService._kite.GetPositions();
var orders = _zeropdhaService._kite.GetOrders();
Parallel.ForEach(symbols, symbol =>
{
var candles = _zeropdhaService.GetData(symbol, -2, Constants.INTERVAL_5MINUTE);
if (candles.Count() > 0)
{
var position = positions.Day.Where(x => x.TradingSymbol == symbol.TradingSymbol).FirstOrDefault();
var order = orders.Where(x => x.Tradingsymbol == symbol.TradingSymbol && x.Status == "TRIGGER PENDING").FirstOrDefault();
if (position.Quantity != 0)
{
SquareOffOpenPosition(symbol, candles, position, order);
}
else
{
if (!BullishScan(symbol, candles))
{
BearishScan(symbol, candles);
}
}
}
});
//Update Status after every round of scanning
job.Status = JobStatus.Running.ToString();
job.ModifiedDate = DateTime.Now;
await _jobService.Update(job);
}
public async Task Start(int jobId, bool isDevelopment = false)
{
_jobId = jobId;
StringBuilder sb = new StringBuilder();
Stopwatch sw = new Stopwatch();
sw.Start();
var indianTime = GlobalConfigurations.IndianTime;
ApplicationLogger.LogJob(jobId, " job Started " + indianTime.ToString());
//check indian standard time
if (((indianTime.TimeOfDay > preMarketStart) && (indianTime.TimeOfDay < preMarketEnd)) || isDevelopment)
{
//Load History Data
await CacheHistoryData(indianTime, isDevelopment);
}
if (((indianTime.TimeOfDay > marketStart) && (indianTime.TimeOfDay < marketEnd)) || isDevelopment)
{
var job = await _jobService.GetJob(jobId);
var strategy = await _strategyService.Get(job.StrategyId);
var symbols = await _watchlistService.GetSymbols(strategy.WatchlistId);
var userSession = await _userSessionService.GetCurrentSession();
if (userSession != null)
{
_zeropdhaService = new ZerodhaBroker(AutoMapper.Mapper.Map <UserSessionModel>(userSession));
var positions = _zeropdhaService._kite.GetPositions();
var orders = _zeropdhaService._kite.GetOrders();
if (positions.Day != null && positions.Day.Where(x => x.Quantity != 0).Count() < _MaxActivePositions)
{
await symbols.ParallelForEachAsync(async symbol =>
{
var candles = await _zeropdhaService.GetCachedDataAsync(symbol, _HistoricalDataTimeframe, indianTime.AddDays(_HistoricalDataInDays),
indianTime,
isDevelopment: isDevelopment);
if (candles != null && candles.Count() > 0)
{
var position = positions.Day.Where(x => x.TradingSymbol == symbol.TradingSymbol).FirstOrDefault();
var order = orders.Where(x => x.Tradingsymbol == symbol.TradingSymbol && x.Status == "OPEN");
//check whether orde is expired
IsOrderExpired(position, order);
if (position.Quantity == 0 && order.Count() == 0)
{
Scan(symbol, candles);
}
}
});
}
//Update Status after every round of scanning
job.Status = JobStatus.Running.ToString();
job.ModifiedDate = DateTime.Now;
await _jobService.Update(job);
}
else
{
ApplicationLogger.LogJob(jobId, " Not Authenticated !");
}
}
sw.Stop();
ApplicationLogger.LogJob(jobId, " job Completed in - " + sw.Elapsed.TotalSeconds + " (Seconds)");
}
public async Task RegressionMonthlyWatchlistIsProfitableOrNot()
{
List <PositionTestModel> positionWeekTestModels = new List <PositionTestModel>();
//Get All Candles according to
MAStrategy mAStrategy = new MAStrategy();
var watchlistService = new WatchlistService();
var userSessionService = new UserSessionService();
var symbols = await watchlistService.GetSymbols(1);
var userSession = await userSessionService.GetCurrentSession();
var weekStart = new DateTime(2018, 2, 5, 9, 0, 0).StartOfWeek(DayOfWeek.Monday);
IList <PositionTestModel> positionTestModels = new List <PositionTestModel>();
for (int emaShortPeriodCounter = 3; emaShortPeriodCounter < 20; emaShortPeriodCounter++)
{
for (int emaLongPeriodCounter = emaShortPeriodCounter += 1; emaLongPeriodCounter < 25; emaLongPeriodCounter++)
{
mAStrategy._EmaShortPeriod = emaShortPeriodCounter;
mAStrategy._EmaLongPeriod = emaLongPeriodCounter;
for (int weekCounter = 0; weekCounter < 4; weekCounter++)
{
DateTime tempWeekStart = weekStart.AddDays(weekCounter * 7);
if (userSession != null)
{
var zeropdhaService = new ZerodhaBroker(new UserSessionModel()
{
AccessToken = userSession.AccessToken,
ApiKey = userSession.ApiKey,
AppSecret = userSession.AppSecret,
PublicToken = userSession.PublicToken,
UserId = userSession.UserId
});
for (int dayCounter = 0; dayCounter < 5; dayCounter++)
{
Parallel.ForEach(symbols.Take(50), symbol =>
{
var candles = zeropdhaService.GetData(
symbol, mAStrategy._HistoricalDataTimeframe,
new DateTime(2018, 3, tempWeekStart.Day + dayCounter, 9, 0, 0).AddDays(mAStrategy._HistoricalDataInDays),
//DateTime.Now
new DateTime(2018, 3, tempWeekStart.Day + dayCounter, 18, 0, 0),
false);
positionTestModels.Add(GetProfitOfDay(symbol, candles, mAStrategy));
});
positionWeekTestModels.Add(new PositionTestModel()
{
EMA = emaShortPeriodCounter + ", " + emaLongPeriodCounter,
Period = mAStrategy._HistoricalDataTimeframe,
dateTime = new DateTime(2018, 3, tempWeekStart.Day + dayCounter, 0, 0, 0),
NoOfPositions = positionTestModels.Where(x => x != null).Sum(x => x.NoOfPositions),
NoOfProfitable = positionTestModels.Where(x => x != null).Sum(x => x.NoOfProfitable),
NoOfStopHit = positionTestModels.Where(x => x != null).Sum(x => x.NoOfStopHit),
Profit = positionTestModels.Where(x => x != null).Sum(x => x.Profit)
});
}
}
}
}
}
positionWeekTestModels.WriteCSV(@"D:\Work\Autotrading\Results\RegressionMonth-" + mAStrategy._HistoricalDataTimeframe + ".csv");
Assert.IsTrue(positionWeekTestModels.Where(x => x != null).Sum(x => x.Profit) > 1, "Week is Not Profitable");
}
