private void tvFormula_AfterSelect(object sender, TreeViewEventArgs e)
{
FormulaBase fb = (FormulaBase)e.Node.Tag;
lbLines.Items.Clear();
if (fb != null)
{
lFullName.Text = fb.LongName;
tbDesc.Text = fb.Description;
try
{
FormulaPackage fps = fb.Run(CommonDataProvider.Empty);
for (int i = 0; i < fps.Count; i++)
{
FormulaData fd = fps[i];
if (fd.Name == null)
{
lbLines.Items.Add("[" + i + "]");
}
else
{
lbLines.Items.Add(fd.Name);
}
}
}
catch
{
}
}
AddParamToGroupBox(gbParam, ilFormula, fb, null);
}
private void btnTesting_Click(object sender, System.EventArgs e)
{
FormulaBase fb = FormulaBase.GetFormulaByName("Trading." + sfBackTesting.SelectedFormula);
IDataManager idm = Utils.GetDataManager(Config.DefaultDataManager);
IDataProvider idp = idm[tbSymbol.Text, Tools.ToIntDef(tbBars.Text, 260)];
if (idp != null && idp.Count > 0)
{
FormulaPackage fp = fb.Run(idp);
FormulaData fdEnter = fp["EnterLong"];
FormulaData fdExit = fp["ExitLong"];
FormulaData fdPrice = idp["CLOSE"];
int Count = fdPrice.Length;
dtResult = new DataTable();
dtResult.Columns.Add("EntryDate", typeof(DateTime));
dtResult.Columns.Add("EntryPrice", typeof(double));
dtResult.Columns.Add("ExitDate", typeof(DateTime));
dtResult.Columns.Add("ExitPrice", typeof(double));
dtResult.Columns.Add("ProfitPercent", typeof(double));
dtResult.Columns.Add("BarsHold");
bool Entered = false;
int EntryBars = 0;
double EntryPrice = 0;
for (int i = 0; i < Count; i++)
{
if (Entered)
{
if (fdExit[i] > 0)
{
DataRow drLast = dtResult.Rows[dtResult.Rows.Count - 1];
drLast["ExitDate"] = DateTime.FromOADate(idp["DATE"][i]);
double ExitPrice = fdPrice[i];
drLast["ExitPrice"] = ExitPrice;
drLast["BarsHold"] = i - EntryBars;
drLast["ProfitPercent"] = (ExitPrice - EntryPrice) / EntryPrice;
Entered = false;
}
}
else
{
if (fdEnter[i] > 0)
{
EntryPrice = fdPrice[i];
dtResult.Rows.Add(new object[] { DateTime.FromOADate(idp["DATE"][i])
, EntryPrice });
EntryBars = i;
Entered = true;
}
}
}
dgResult.DataSource = dtResult;
}
else
{
lMsg.Text = tbSymbol.Text + " not found!";
}
AllProfit = 1;
dgResult.DataBind();
}
private void btnScan_Click(object sender, EventArgs e)
{
TreeNode node1 = this.tvFormula.SelectedNode;
if (node1 != null)
{
string text1 = (string)node1.Tag;
int num1 = 0;
if (text1 != null)
{
text1 = text1 + this.GetParam();
FormulaBase base1 = FormulaBase.GetFormulaByName(text1);
int num2 = base1.DataCountAtLeast();
FileDataManager manager1 = new FileDataManager(null);
string[] textArray1 = ListForm.Current.GetSymbolList();
ArrayList list1 = new ArrayList();
this.pbScan.Maximum = textArray1.Length;
this.pbScan.Visible = true;
if (textArray1.Length > 0)
{
string[] textArray2 = textArray1;
for (int num4 = 0; num4 < textArray2.Length; num4++)
{
string text2 = textArray2[num4];
CommonDataProvider provider1 = (CommonDataProvider)manager1[text2, num2];
FormulaPackage package1 = base1.Run(provider1);
FormulaData data1 = package1[package1.Count - 1];
if ((data1.Length > 0) && (data1.LASTDATA > 0))
{
list1.Add(text2);
}
num1++;
if (((num1 % 10) == 0) || (num1 == textArray1.Length))
{
this.pbScan.Value = num1;
double num5 = ((double)num1) / ((double)textArray1.Length);
this.lMsg.Text = num1.ToString() + "(" + num5.ToString("p2") + ")";
Application.DoEvents();
if ((num1 % 100) == 0)
{
GC.Collect();
}
}
}
}
StockDB.LoadFolderRow(1, text1);
int num3 = StockDB.GetMaxFolderId();
if (list1.Count > 0)
{
this.pbScan.Maximum = list1.Count;
num1 = 0;
IEnumerator enumerator1 = list1.GetEnumerator();
try
{
while (enumerator1.MoveNext())
{
StockDB.LoadFolderRelRow(enumerator1.Current, num3);
num1++;
if ((num1 % 100) == 0)
{
this.pbScan.Value = num1;
Application.DoEvents();
}
}
}
finally
{
IDisposable disposable1 = enumerator1 as IDisposable;
if (disposable1 != null)
{
disposable1.Dispose();
}
}
}
StockDB.ResetFolderDatabase();
ListForm.Current.FolderId = num3;
return;
}
}
MessageBox.Show("Please select a condition!");
}
public static void Scanning(object o)
{
ScanId si = (ScanId)o;
FormulaBase fb = FormulaBase.GetFormulaByName("Scan." + si.Condition);
DataManagerBase dmb = (DataManagerBase)Utils.GetDataManager(Config.DefaultDataManager);
if (fb != null)
{
int N = fb.DataCountAtLeast();
int M = N;
if (Config.PrescanLoadToMemory)
{
N = FormulaBase.MaxForAllScan;
}
string Where = "";
if (si.Exchange != "")
{
Where = " where Exchange = '" + si.Exchange + "'";
}
//DataTable dt = DB.GetDataTable("select QuoteCode from StockData"+Where);
string[] ss = dmb.GetSymbolStrings(si.Exchange, null, null);
if (ss != null)
{
DB.DoCommand("update condition set Total=?,Scaned=0,StartTime=? where conditionId=?",
new DbParam[] {
new DbParam("@Total", DbType.Int32, ss.Length),
new DbParam("@StartTime", DbType.DateTime, DateTime.Now),
new DbParam("@ConditionId", DbType.Int32, si.ConditionId)
});
int i = 0;
ArrayList al = new ArrayList();
try
{
foreach (string s in ss)
{
try
{
//ddm.AutoYahooToDB = false;
//ddm.DownloadRealTimeQuote = false;
IDataProvider idp = Admin.UpdatePreScan.GetDataProvider(dmb, s, N);
idp.MaxCount = M;
//IDataProvider idp = ddm[s,N];
if (Utils.VerifyVolumeAndDate(idp))
{
FormulaPackage fp = fb.Run(idp);
FormulaData fd = fp[fp.Count - 1];
if (fd.Length > 0)
{
if (fd.LASTDATA > 0)
{
al.Add(si.ConditionId + "," + s);
}
}
}
i++;
if ((i % 10) == 0)
{
HttpRuntime.Cache[si.ConditionId] = i;
if ((i % 100) == 0)
{
Thread.Sleep(1);
}
}
}
catch (Exception ex)
{
Tools.Log("Scanning:" + ex.Message);
}
}
}
finally
{
Utils.BulkInsert(al);
}
HttpRuntime.Cache[si.ConditionId] = ss.Length;
DB.DoCommand("update condition set Scaned=?,ResultCount=?,EndTime=? where ConditionId=" + si.ConditionId,
new DbParam[] {
new DbParam("@Total", DbType.Int32, ss.Length),
new DbParam("@ResultCount", DbType.Int32, al.Count),
new DbParam("@EndDate", DbType.DateTime, DateTime.Now)
});
}
}
}
static public void PreScan(object Sender)
{
Tools.Log("Prescan starting");
if (StartTime > DateTime.MinValue)
{
return;
}
StartTime = DateTime.Now;
try
{
string[] PreExchange = Config.PreScanExchange.Split(';');
for (int i = 0; i < PreExchange.Length; i++)
{
PreExchange[i] = Utils.GetPart1(PreExchange[i]);
}
string[] PreScan = Config.PreScan.Split(';');
Hashtable htConditionIdMap = new Hashtable();
DbParam[] dpPreScan = new DbParam[] {
new DbParam("@Condition", DbType.String, ""),
new DbParam("@Exchange", DbType.String, ""),
new DbParam("@StartTime", DbType.DateTime, DateTime.Now),
new DbParam("@ScanType", DbType.Int32, 1),
};
// Insert pre-defined scan to condition
// Get condition id .
BaseDb bd = DB.Open(false);
try
{
string s = bd.GetCommaValues("select ConditionId from Condition " + GetWhere("EndTime"), "");
if (s != "")
{
bd.DoCommand("delete from ScanedQuote where ConditionId in (" + s + ")");
bd.DoCommand("delete from Condition " + GetWhere("EndTime"));
}
Tools.Log("PreScan=" + PreScan.Length + ";PreExchange=" + PreExchange.Length);
for (int i = 0; i < PreScan.Length; i++)
{
for (int j = 0; j < PreExchange.Length; j++)
{
dpPreScan[0].Value = Utils.GetName(PreScan[i]);
dpPreScan[1].Value = PreExchange[j];
dpPreScan[3].Value = Utils.GetParam(PreScan[i], "1");
bd.DoCommand("insert into Condition (Condition,Exchange,StartTime,Scaned,ScanType) values (?,?,?,0,?)", dpPreScan);
}
}
DataTable dtPreScan =
bd.GetDataTable("select ConditionId,Condition,Exchange from Condition " + GetWhere("StartTime"), null, PreScan.Length * PreExchange.Length);
foreach (DataRow dr in dtPreScan.Rows)
{
htConditionIdMap[dr["Condition"].ToString().Trim() + dr["Exchange"].ToString().Trim()] = dr["ConditionId"].ToString();
}
}
finally
{
bd.Close();
}
Tools.Log("Get scan formulas");
// Get scan formulas
FormulaBase[] fbs = new FormulaBase[PreScan.Length];
int[] Ns = new int[PreScan.Length];
int N = 0;
for (int i = 0; i < fbs.Length; i++)
{
fbs[i] = FormulaBase.GetFormulaByName("Scan." + Utils.GetValue(PreScan[i]));
Tools.Log(fbs[i].FullName);
if (fbs[i] != null)
{
Ns[i] = fbs[i].DataCountAtLeast();
N = Math.Max(N, Ns[i]);
}
}
if (Config.PrescanLoadToMemory)
{
N = Config.MaxDataForPull;
}
Tools.Log("Pre-Scan- N = " + N);
DataManagerBase dmb = Utils.GetDataManager(Config.DefaultDataManager);
DataTable dt = dmb.GetStockList();
if (dt == null)
{
return;
}
Tools.Log(dt.Rows.Count.ToString());
// Scan
int Progress = 0;
Hashtable htTotal = new Hashtable();
Hashtable htResultCount = new Hashtable();
ArrayList al = new ArrayList();
try
{
foreach (DataRow dr in dt.Rows)
{
try
{
string Symbol = dr[0].ToString();
IDataProvider idp = GetDataProvider(dmb, Symbol, N);
if (!Utils.VerifyVolumeAndDate(idp))
{
continue;
}
string NowExchange = dr["Exchange"].ToString();
foreach (string s in PreExchange)
{
if (s.Length <= NowExchange.Length)
{
if (string.Compare(s, NowExchange.Substring(0, s.Length), true) == 0)
{
NowExchange = s;
break;
}
}
}
for (int j = 0; j < fbs.Length; j++)
{
try
{
if (fbs[j] != null)
{
idp.MaxCount = Ns[j];
FormulaPackage fp = fbs[j].Run(idp);
string ConditionId = (string)htConditionIdMap[Utils.GetName(PreScan[j]) + NowExchange];
if (ConditionId != null)
{
FormulaData fd = fp[fp.Count - 1];
if (fd.Length > 0)
{
if (fd.LASTDATA > 0)
{
al.Add(ConditionId + "," + Symbol);
htResultCount[ConditionId] = Utils.ObjPlusDef(htResultCount[ConditionId], 1);
}
}
htTotal[ConditionId] = Utils.ObjPlusDef(htTotal[ConditionId], 1);
}
Progress++;
if ((Progress % 10) == 0)
{
HttpRuntime.Cache["PreScan"] = Progress;
}
}
}
catch (Exception e)
{
Tools.Log(Symbol + "/" + fbs[j] + "/" + e);
}
}
Thread.Sleep(1);
}
catch (Exception e)
{
Tools.Log("Pre-scan symbol loop:" + e.Message);
}
}
}
finally
{
Utils.BulkInsert(al);
}
// Update pre-scan conditions
dpPreScan = new DbParam[] {
new DbParam("@Scaned", DbType.Int32, 0),
new DbParam("@Total", DbType.Int32, 0),
new DbParam("@ResultCount", DbType.Int32, 0),
new DbParam("@EndTime", DbType.DateTime, DateTime.Now),
};
bd = DB.Open(false);
try
{
for (int i = 0; i < PreScan.Length; i++)
{
for (int j = 0; j < PreExchange.Length; j++)
{
string ConditionId = (string)htConditionIdMap[Utils.GetName(PreScan[i]) + PreExchange[j]];
dpPreScan[0].Value = Utils.ObjDef(htTotal[ConditionId], 0);
dpPreScan[1].Value = Utils.ObjDef(htTotal[ConditionId], 0);
dpPreScan[2].Value = Utils.ObjDef(htResultCount[ConditionId], 0);
bd.DoCommand("update Condition set Scaned=?,Total=?,ResultCount=?,EndTime=? where ConditionId=" +
ConditionId, dpPreScan);
}
}
}
finally
{
bd.Close();
}
}
catch (Exception e)
{
Tools.Log("Update pre-scan service:" + e.Message);
}
finally
{
StartTime = DateTime.MinValue;
}
}
