/// <summary>
/// Executes a run of processing the stock data
/// </summary>
/// <param name="session">The session configuration</param>
public static void Run(StockSession session)
{
// Set up the derived data sink
var sourceData = session.SourceFile.GetSegments <StockDataSource>();
var sinkData = StockDataSetDerived <StockDataSink, StockDataSource> .Derive(sourceData, session.SinkFile, (data, idx) =>
{
var point = new StockDataSink();
point.Update(data, idx);
return(point);
});
session.SinkFile.SetSegments(sinkData);
// Find when a stock increases by a certain amount
PriceMonitor priceMonitor = new PriceMonitor(0.025);
priceMonitor.MonitorDecrease = false;
sinkData["AA"][0].Load();
priceMonitor.Monitor("AA", sinkData["AA"][0][0].Price, (string stock, float startPrice, float endPrice, DateTime time) =>
{
System.Windows.Forms.MessageBox.Show(string.Format("{0} {1:C}->{2:C} @ {3}", stock, startPrice, endPrice, time));
return(true);
});
// Load the first set of data
foreach (var pair in sinkData)
{
foreach (var set in pair.Value)
{
set.Load();
priceMonitor.Process(set, 0);
}
}
}
public StockProcessor(StockSession session)
{
this.Session = session;
// Load the source file static information
Session.SourceFile.LoadStaticData(session);
// Create the derived data set
HistoricalData = StockDataSetDerived <StockDataSink, StockDataSource, StockProcessingState> .Derive(Session.SourceFile.GetSegments <StockDataSource>(), Session.SinkFile, CreateSink, GetProcessingState);
DerivedData = StockDataSetDerived <StockDataSink, StockDataSource, StockProcessingState> .CastToBase(HistoricalData);
Session.SinkFile.SetSegments <StockDataSink>(DerivedData);
}
public StockProcessor(StockSession session)
{
this.Session = session;
// Load the source file static information
Session.SourceFile.LoadStaticData(session);
// Create the derived data set
HistoricalData = StockDataSetDerived <StockDataSink, StockDataSource, StockProcessingState> .Derive(Session.SourceFile.GetSegments <StockDataSource>(), Session.SinkFile, CreateSink, GetProcessingState);
DerivedData = StockDataSetDerived <StockDataSink, StockDataSource, StockProcessingState> .CastToInterface(HistoricalData);
Session.Data = DerivedData;
Session.SinkFile.SetSegments <StockDataSink>(StockDataSetDerived <StockDataSink, StockDataSource, StockProcessingState> .CastToBase(HistoricalData));
foreach (var pair in HistoricalData)
{
var state = new StockProcessingState();
state.DataSet = pair.Value;
ProcessingStates[pair.Key] = new Dictionary <TimeSpan, StockProcessingState>()
{
};
}
}
public void Run()
{
System.Windows.Forms.OpenFileDialog diag = new System.Windows.Forms.OpenFileDialog();
diag.Multiselect = true;
diag.Title = "Open Stock Data File...";
if (diag.ShowDialog() == System.Windows.Forms.DialogResult.OK)
{
List <string> script = new List <string>();
Directory.CreateDirectory("tmp");
// Get the source file
if (diag.FileName.EndsWith(".csv"))
{
System.Windows.Forms.SaveFileDialog saveDiag = new System.Windows.Forms.SaveFileDialog();
if (saveDiag.ShowDialog() != System.Windows.Forms.DialogResult.OK)
{
return;
}
SourceFile = StockDataFile.Convert(diag.FileNames.ToList(), new FileStream(saveDiag.FileName, FileMode.Create));
}
else
{
SourceFile = StockDataFile.Open(new FileStream(diag.FileName, FileMode.Open));
}
script.Add("tmp/" + SOURCE_CLASS + ".cs");
using (var file = new StreamWriter(new FileStream(script.Last(), FileMode.Create))) file.Write(SourceFile.GetSourceCode(SOURCE_CLASS));
// Create the sink file
//SinkFile = new StockDataFile(new List<string>() { }, new List<string>() { });
SinkFile = new StockDataFile(new List <string>()
{
"MovingAverage"
}, new List <string>()
{
File.ReadAllText(@"Script/Data/MovingAverage.cs")
});
script.Add("tmp/" + SINK_CLASS + ".cs");
using (var file = new StreamWriter(new FileStream(script.Last(), FileMode.Create))) file.Write(SinkFile.GetSourceCode(SINK_CLASS));
// Create the analyzer file (needs to be compiled in the script since it references StockDataSource)
var analyzerFilename = "RobinhoodDesktop.Script.StockAnalyzer.cs";
script.Add("tmp/StockAnalyzer.cs");
StringBuilder analyzerCode = new StringBuilder();
analyzerCode.Append(new StreamReader(Assembly.GetExecutingAssembly().GetManifestResourceStream(analyzerFilename)).ReadToEnd());
using (var file = new StreamWriter(new FileStream(script.Last(), FileMode.Create))) file.Write(StockDataFile.FormatSource(analyzerCode.ToString()));
// Add the user defined analyzers
string[] analyzerPaths = Directory.GetFiles(@"Script/Decision", "*.cs", SearchOption.AllDirectories);
foreach (string path in analyzerPaths)
{
script.Add(path);
}
// Get the code that will actually run the session
script.Add("tmp/StockSessionScript.cs");
var sessionFilename = "RobinhoodDesktop.Script.StockSessionScript.cs";
using (var file = new StreamWriter(new FileStream(script.Last(), FileMode.Create))) file.Write(new StreamReader(Assembly.GetExecutingAssembly().GetManifestResourceStream(sessionFilename)).ReadToEnd());
// Build and run the session
#if DEBUG
var isDebug = true;
#else
var isDebug = false;
#endif
#if true
try
{
var scriptInstance = CSScript.LoadFiles(script.ToArray(), null, isDebug);
var run = scriptInstance.GetStaticMethod("RobinhoodDesktop.Script.StockSessionScript.Run", this);
run(this);
}
catch (Exception ex)
{
System.Windows.Forms.MessageBox.Show(ex.ToString());
}
#else
// Set up the derived data sink
var sourceData = SourceFile.GetSegments <StockDataBase>();
var sinkData = StockDataSetDerived <StockDataBase, StockDataBase> .Derive(sourceData, SinkFile, (data, idx) =>
{
var point = new StockDataBase();
point.Update(data, idx);
return(point);
});
SinkFile.SetSegments(sinkData);
// Load the first set of data
foreach (var pair in sinkData)
{
foreach (var set in pair.Value)
{
set.Load();
}
}
#endif
// Cleanup
SourceFile.Close();
}
}