private void newToolStripButton_Click(object sender, EventArgs e)
{
univ = new universe(50, 50);
generations = 0;
gpUniv.Invalidate();
timer1.Stop();
}
private QueryResult QueryProducts(Query query, int publicationId)
{
query.setThemesDisabled(true);
query.setListViewSize(this.maxItems);
page fhPage = this.fhClient.getAll(query.toString());
universe universe = this.GetUniverse(fhPage);
var modelMappings = this.GetPublicationConfiguration(publicationId).ModelMappings;
var result = new QueryResult();
result.Products = new List <Product>();
var itemsSection = universe.itemssection;
if (universe.itemssection != null)
{
result.Total = universe.itemssection.results.total_items;
result.NumberOfPages = universe.itemssection.results.total_items / universe.itemssection.results.view_size;
if (universe.itemssection.results.total_items % universe.itemssection.results.view_size != 0)
{
result.NumberOfPages++;
}
foreach (var item in universe.itemssection.items)
{
result.Products.Add(new FredhopperProduct(item, modelMappings));
}
}
return(result);
}
public void save(universe universe)
{
using (var conn = new MySqlConnection(Configuration.quantdb))
{
conn.Open();
conn.Execute("DELETE FROM universe WHERE name=@name", new { name = universe.name });
var upserts = universe
.codes
.Select(p => string.Format("INSERT INTO universe (code,name) VALUES ('{0}','{1}')", p, universe.name))
.ToArray();
if (upserts.Any())
{
conn.Execute(string.Join(";", upserts));
}
}
}
private void openToolStripButton_Click(object sender, EventArgs e)
{
univ = new universe(50, 50);
string line;
using (StreamReader sr = new StreamReader("universeSave.txt"))
{
for (int y = 0; y < univ.Max_Y; y++)
{
for (int x = 0; x < univ.Max_X; x++)
{
line = sr.ReadLine();
if (line == "True")
{
univ.cells[y, x].State = true;
}
}
}
}
}
public Product GetProduct(string id, int publicationId)
{
var location = GetLocation(publicationId);
Query query = new Query(location);
query.addSecondId(id);
query.setView(ViewType.DETAIL);
page fhPage = this.fhClient.getAll(query.toString());
universe universe = this.GetUniverse(fhPage);
var modelMappings = this.GetPublicationConfiguration(publicationId).ModelMappings;
var itemsSection = universe.itemssection;
if (universe.itemssection != null)
{
foreach (var item in universe.itemssection.items)
{
return(new FredhopperProduct(item, modelMappings));
}
}
return(null);
}
private void GetCategories(Category parentCategory, int publicationId)
{
Location location;
if (parentCategory != null && parentCategory.CategoryId != null)
{
location = GetLocation(publicationId, parentCategory.CategoryId);
}
else
{
location = GetLocation(publicationId);
}
Query query = new Query(location);
page fhPage = this.fhClient.getAll(query.toString());
universe universe = this.GetUniverse(fhPage);
var facetmap = universe.facetmap[0];
var filters = facetmap.filter;
foreach (var filter in filters)
{
if (filter.basetype == attributeTypeFormat.cat)
{
foreach (var section in filter.filtersection)
{
if (parentCategory == null || !CategoryAlreadyExistInStructure(parentCategory, section.value.Value))
{
var category = new FredhopperCategory(section.value.Value, section.link.name, parentCategory);
if (parentCategory != null)
{
parentCategory.Categories.Add(category);
}
}
}
}
}
}
public override void exec()
{
//var a = analytic.hitkeyprices();
//log.Info(a.ToCsv());
//return;
log.Info("run strategy " + param.name.ToLower());
log.Info("get codes");
universe universe;
if (param.astock)
{
var codes =
param.universe.Split(new[] { ' ', ',' }, StringSplitOptions.RemoveEmptyEntries);
universe = new universe(param.universe, codes);
}
else if (param.asector)
{
universe = new universe(param.universe, new Trade.Db.db().codes(param.universe).ToArray());
}
else
{
universe = getUniverse(param.universe);
}
log.Info("total " + universe.codes.Length);
log.Info("get run");
var pool = new StockPool(universe.codes);
var orders = !param.backtest
? new IOrder[] { new dbOrder(), new smsOrder() }
: new IOrder[] { new dbOrder() };
var portflio = (param.portflio ?? param.name.ToLower()) + (param.backtest ? "-backtest" : "");
var account = new Account(portflio, pool, orders, param.backtest);
switch (param.name.ToLower())
{
case "macd15min":
new strategies.macd15minstrategy().Run(account);
break;
}
if (param.backtest)
{
log.Info("run back test");
var client = new kdatadb();
log.InfoFormat("total {0}", account.universe.Count);
var pnls = new List <pnl>();
foreach (var stock in account.universe.AsParallel())
{
log.InfoFormat("run {0}", stock.Code);
var k = client.kdata(stock.Code, "D");
if (k == null && !k.Any())
{
log.WarnFormat("empty data set for {0}", stock.Code);
continue;
}
var trades = account.Trades
.Where(p => p.code == stock.Code)
//.Where(p=>p.Date >= new DateTime(2016,9,1))
.OrderBy(p => p.date)
.ToArray();
var backtest = new backtesting(stock.Code, k.close(), trades);
if (backtest.pnl != null)
{
pnls.Add(backtest.pnl);
}
}
var format = "{0,-15}{1,-20}{2,10:N0}{3,10:N0}{4,10:N1}";
log.InfoFormat(format, "code", "date", "value", "capital", "ratio%");
foreach (var pnl in pnls)
{
log.InfoFormat(format, pnl.code, pnl.date, pnl.value, pnl.capital, pnl.ratio);
}
}
log.Info("**********DONE**********");
}
