public static IStockViewableSeries CreateInitialisedFrom(IStockViewableSeries aViewableSerie, StockSerie stockSerie)
{
if (!stockSerie.Initialise()) return null;
IStockViewableSeries viewableSerie = null;
switch (aViewableSerie.Type)
{
case ViewableItemType.Indicator:
viewableSerie = stockSerie.GetIndicator(aViewableSerie.Name);
break;
case ViewableItemType.Decorator:
viewableSerie = stockSerie.GetDecorator(aViewableSerie.Name, ((IStockDecorator)aViewableSerie).DecoratedItem);
break;
case ViewableItemType.PaintBar:
viewableSerie = stockSerie.GetPaintBar(aViewableSerie.Name);
break;
case ViewableItemType.TrailStop:
viewableSerie = stockSerie.GetTrailStop(aViewableSerie.Name);
break;
case ViewableItemType.Trail:
viewableSerie = stockSerie.GetTrail(aViewableSerie.Name, ((IStockTrail)aViewableSerie).TrailedItem);
break;
default:
break;
}
return viewableSerie;
}
public override bool DownloadIntradayData(string rootFolder, StockSerie stockSerie)
{
if (stockSerie.StockName.Contains("CAC40") || stockSerie.StockName.Contains("SBF120"))
{
StockDataProviderBase.DownloadSerieData(rootFolder, stockDictionary["CAC40"]);
StockDataProviderBase.DownloadSerieData(rootFolder, stockDictionary["ACCOR"]);
stockSerie.IsInitialised = false;
stockSerie.ClearBarDurationCache();
return stockSerie.Initialise();
}
return true;
}
internal void ToSerie(StockSerie stockSerie, StockSerie referenceSerie = null)
{
float open = 0.0f;
float high = 0.0f;
float low = 0.0f;
float close = 0.0f;
int volume = 1;
float cash = TotalDeposit;
Dictionary<string, PositionValues> stockPositionDico = new Dictionary<string, PositionValues>();
// Statistics
int nbTrades = 0;
int nbWinTrades = 0;
float maxDrawdown = float.MaxValue;
float maxGain = float.MinValue;
float maxLoss = float.MinValue;
if (referenceSerie == null)
{
referenceSerie = StockDictionary.StockDictionarySingleton["CAC40"];
}
referenceSerie.Initialise();
foreach (DateTime date in referenceSerie.GetValues(StockSerie.StockBarDuration.Daily).Where(d => d.DATE.Year > 2014).Select(v => v.DATE.Date))
{
// Calculate open value
// Retrieve orders for this date/time
var orderList = this.OrderList.FindAll(order => order.ExecutionDate.Date == date).OrderBy(o => o.ID);
// Manage new orders
foreach (StockOrder stockOrder in orderList)
{
int numberOfShare = stockOrder.IsShortOrder ? -stockOrder.Number : stockOrder.Number;
if (stockOrder.IsBuyOrder()) // Buy position
{
cash -= stockOrder.TotalCost;
if (stockPositionDico.ContainsKey(stockOrder.StockName))
{
stockPositionDico[stockOrder.StockName].Position += numberOfShare;
stockPositionDico[stockOrder.StockName].OpenValue =
(stockPositionDico[stockOrder.StockName].Position *
stockPositionDico[stockOrder.StockName].OpenValue + numberOfShare * stockOrder.Value) /
(stockPositionDico[stockOrder.StockName].Position + numberOfShare);
}
else
{
if (stockDictionary.ContainsKey(stockOrder.StockName) &&
stockDictionary[stockOrder.StockName].Initialise())
{
stockPositionDico.Add(stockOrder.StockName,
new PositionValues(numberOfShare, stockOrder.Value,
stockDictionary[stockOrder.StockName].GetValues(StockSerie.StockBarDuration.Daily)));
}
else
{
StockLog.Write("Initialisation failed: " + stockOrder.StockName);
stockPositionDico.Add(stockOrder.StockName,
new PositionValues(numberOfShare, stockOrder.Value, null));
}
}
}
else // Closing Position
{
if (stockPositionDico.ContainsKey(stockOrder.StockName))
{
cash += stockOrder.TotalCost;
PositionValues position = stockPositionDico[stockOrder.StockName];
if (position.Position == numberOfShare)
{
maxDrawdown = Math.Min(maxDrawdown, position.MaxDrawdown);
stockPositionDico.Remove(stockOrder.StockName);
nbTrades++;
}
else
{
position.Position -= numberOfShare;
}
if (stockOrder.IsShortOrder)
{
if (position.OpenValue > stockOrder.Value)
{
nbWinTrades++;
maxGain = Math.Max(maxGain, (position.OpenValue - stockOrder.Value) / position.OpenValue);
}
else
{
maxLoss = Math.Max(maxLoss, -(position.OpenValue - stockOrder.Value) / position.OpenValue);
}
}
else
{
if (position.OpenValue < stockOrder.Value)
{
nbWinTrades++;
maxGain = Math.Max(maxGain, -(position.OpenValue - stockOrder.Value) / position.OpenValue);
}
else
{
maxLoss = Math.Max(maxLoss, (position.OpenValue - stockOrder.Value) / position.OpenValue);
}
}
}
else
{
// Open short position
cash += stockOrder.TotalCost;
if (stockDictionary.ContainsKey(stockOrder.StockName) &&
stockDictionary[stockOrder.StockName].Initialise())
{
stockPositionDico.Add(stockOrder.StockName,
new PositionValues(-numberOfShare, stockOrder.Value,
stockDictionary[stockOrder.StockName].GetValues(StockSerie.StockBarDuration.Daily)));
}
else
{
StockLog.Write("Initialisation failed: " + stockOrder.StockName);
stockPositionDico.Add(stockOrder.StockName,
new PositionValues(-numberOfShare, stockOrder.Value, null));
}
//throw new System.Exception("Sell order found on non bought stock " + stockOrder.StockName + " in " + this.Name);
// @@@@ Need to have proper error manegement otherwise the applications crashes.
//return referenceSerie;
}
}
}
// Calculate new value after taking into account the orders.
low = cash;
high = cash;
close = cash;
open = cash;
if (stockPositionDico.Count != 0)
{
foreach (PositionValues position in stockPositionDico.Values)
{
StockDailyValue currentValue = position.AtDate(date);
if (currentValue == null)
{
// Position on stock not in dico
if (position.Position > 0)
{
close += position.OpenValue * position.Position;
open += position.OpenValue * position.Position;
low += position.OpenValue * position.Position;
high += position.OpenValue * position.Position;
}
}
else
{
// Position on stock in dico
close += currentValue.CLOSE * position.Position;
open += currentValue.OPEN * position.Position;
if (position.Position > 0)
{
position.MaxValue = Math.Max(position.MaxValue, currentValue.HIGH);
position.MinValue = Math.Min(position.MinValue, currentValue.LOW);
low += currentValue.LOW * position.Position;
high += currentValue.HIGH * position.Position;
}
else
{
// We are facing a short order, everything is reversed
low += currentValue.HIGH * position.Position;
high += currentValue.LOW * position.Position;
position.MaxValue = Math.Max(position.MaxValue, currentValue.LOW);
position.MinValue = Math.Min(position.MinValue, currentValue.HIGH);
}
}
}
}
StockDailyValue dailyValue = new StockDailyValue(stockSerie.StockName, open, high, low, close, volume, date);
stockSerie.Add(date, dailyValue);
dailyValue.Serie = stockSerie;
}
StockLog.Write("Statistics for " + stockSerie.StockName);
StockLog.Write("NbTrades: " + nbTrades);
StockLog.Write("Win %: " + ((float)nbWinTrades / (float)nbTrades).ToString("P2"));
StockLog.Write("MaxDrowdown: " + maxDrawdown.ToString("P2"));
StockLog.Write("MaxGain: " + maxGain.ToString("P2"));
StockLog.Write("MaxLoss: " + maxLoss.ToString("P2"));
}
public override bool DownloadDailyData(string rootFolder, StockSerie stockSerie)
{
if (System.Net.NetworkInformation.NetworkInterface.GetIsNetworkAvailable())
{
bool isUpTodate = false;
stockSerie.Initialise();
if (stockSerie.Count > 0)
{
// This serie already exist, download just the missing data.
DateTime lastDate = stockSerie.Keys.Last();
isUpTodate = (lastDate >= DateTime.Today) ||
(lastDate.DayOfWeek == DayOfWeek.Friday && (DateTime.Now - lastDate).Days <= 3 && DateTime.UtcNow.Hour < 23) ||
(lastDate >= DateTime.Today.AddDays(-1) && DateTime.UtcNow.Hour < 23);
NotifyProgress("Downloading " + stockSerie.StockGroup.ToString() + " - " + stockSerie.StockName);
if (!isUpTodate)
{
NotifyProgress("Downloading " + stockSerie.StockGroup.ToString() + " - " + stockSerie.StockName);
for (int year = lastDate.Year; year < DateTime.Today.Year; year++)
{
// Happy new year !!! it's time to archive old data...
if (!File.Exists(rootFolder + ARCHIVE_FOLDER + "\\" + stockSerie.ShortName + "_" + stockSerie.StockName + "_" + stockSerie.StockGroup.ToString() + "_" + year.ToString() + ".csv"))
{
this.DownloadFileFromRydex(rootFolder + ARCHIVE_FOLDER, stockSerie.ShortName + "_" + stockSerie.StockName + "_" + stockSerie.StockGroup.ToString() + "_" + year.ToString() + ".csv", new DateTime(year, 1, 1), new DateTime(year, 12, 31), stockSerie.ShortName);
}
}
DateTime startDate = new DateTime(DateTime.Today.Year, 01, 01);
string fileName = stockSerie.ShortName + "_" + stockSerie.StockName + "_" + stockSerie.StockGroup.ToString() + ".csv";
this.DownloadFileFromRydex(rootFolder + FOLDER, fileName, startDate, DateTime.Today, stockSerie.ShortName);
if (stockSerie.StockName == "URSA") // Check if something new has been downloaded using URSA as the reference for all downloads
{
this.ParseRydexData(stockSerie, rootFolder + FOLDER + "\\" + fileName);
if (lastDate == stockSerie.Keys.Last())
{
this.needDownload = false;
}
}
}
else
{
if (stockSerie.StockName == "URSA")
{
this.needDownload = false;
}
}
stockSerie.IsInitialised = isUpTodate;
}
else
{
NotifyProgress("Creating archive for " + stockSerie.StockName + " - " + stockSerie.StockGroup.ToString());
DateTime lastDate = new DateTime(DateTime.Today.Year, 01, 01);
for (int i = lastDate.Year - 1; i > ARCHIVE_START_YEAR; i--)
{
if (!this.DownloadFileFromRydex(rootFolder + ARCHIVE_FOLDER, stockSerie.ShortName + "_" + stockSerie.StockName + "_" + stockSerie.StockGroup.ToString() + "_" + i.ToString() + ".csv", new DateTime(i, 1, 1), new DateTime(i, 12, 31), stockSerie.ShortName))
{
break;
}
}
this.DownloadFileFromRydex(rootFolder + FOLDER, stockSerie.ShortName + "_" + stockSerie.StockName + "_" + stockSerie.StockGroup.ToString() + ".csv", lastDate, DateTime.Today, stockSerie.ShortName);
}
}
return true;
}
public override bool DownloadDailyData(string rootFolder, StockSerie stockSerie)
{
if (System.Net.NetworkInformation.NetworkInterface.GetIsNetworkAvailable())
{
bool isUpTodate = false;
stockSerie.Initialise();
DateTime lastDate;
if (stockSerie.Count > 0)
{
// This serie already exist, download just the missing data.
lastDate = stockSerie.Keys.Last();
}
else
{
lastDate = DateTime.MinValue;
}
isUpTodate = (lastDate >= DateTime.Today) ||
(lastDate.DayOfWeek == DayOfWeek.Friday && (DateTime.Now - lastDate).Days <= 3 && DateTime.UtcNow.Hour < 23) ||
(lastDate == DateTime.Today.AddDays(-1) && DateTime.UtcNow.Hour < 23);
if (!isUpTodate)
{
NotifyProgress("Downloading " + stockSerie.StockGroup.ToString() + " - " + stockSerie.StockName);
string fileName = stockSerie.StockName + "_" + stockSerie.StockGroup + ".csv";
if (stockSerie.StockName.StartsWith("PCR."))
{
this.DownloadCBOEPutCallRatioData(rootFolder + FOLDER, fileName);
}
else
{
this.DownloadFileFromCBOE(rootFolder + FOLDER, fileName, stockSerie.StockName);
}
if (stockSerie.StockName == "PCR.EQUITY") // Check if something new has been downloaded using PCR.EQUITY as the reference for all downloads
{
this.ParsePCRatioCSV(stockSerie, rootFolder + FOLDER + "\\" + fileName);
if (lastDate == stockSerie.Keys.Last())
{
this.needDownload = false;
}
}
}
else
{
if (stockSerie.StockName == "PCR.EQUITY") // Check if something new has been downloaded using PCR.EQUITY as the reference for all downloads
{
this.needDownload = false;
}
}
stockSerie.IsInitialised = isUpTodate;
}
return true;
}
public override bool DownloadIntradayData(string rootFolder, StockSerie stockSerie)
{
if (System.Net.NetworkInformation.NetworkInterface.GetIsNetworkAvailable())
{
NotifyProgress("Downloading intraday for " + stockSerie.StockName);
if (!stockSerie.Initialise())
{
return false;
}
if (DateTime.Today.DayOfWeek == DayOfWeek.Saturday
|| DateTime.Today.DayOfWeek == DayOfWeek.Sunday
|| stockSerie.Keys.Last() == DateTime.Today)
{
return false;
}
string folder = rootFolder + INTRADAY_FOLDER;
string fileName = stockSerie.ShortName + ".csv";
if (File.Exists(folder + "\\" + fileName))
{
if (File.GetLastWriteTime(folder + "\\" + fileName) > DateTime.Now.AddMinutes(-5))
return false;
}
using (WebClient wc = new WebClient())
{
wc.Proxy.Credentials = CredentialCache.DefaultCredentials;
string url = "http://download.finance.yahoo.com/d/quotes.csv?s=" + stockSerie.ShortName + "&f=d1t1oml1v&e=.csv";
wc.DownloadFile(url, folder + "\\" + fileName);
stockSerie.IsInitialised = false;
}
}
return true;
}
private StockPortofolio GenerateSimulation(StockSerie stockSerie)
{
stockSerie.Initialise();
// Manage selected Stock and portofolio
StockPortofolio portofolio = new StockPortofolio(stockSerie.StockName + "_P");
portofolio.TotalDeposit = this.simulationParameterControl.amount;
stockPortofolioList.Add(portofolio);
this.SelectedStrategy = StrategyManager.CreateStrategy(this.simulationParameterControl.SelectedStrategyName, stockSerie, null, simulationParameterControl.supportShortSelling);
// intialise the serie
stockSerie.Initialise();
StockOrder lastOrder = stockSerie.GenerateSimulation(SelectedStrategy, this.simulationParameterControl.StartDate, this.simulationParameterControl.EndDate.AddHours(18), this.simulationParameterControl.amount, this.simulationParameterControl.reinvest,
this.simulationParameterControl.amendOrders, this.simulationParameterControl.supportShortSelling,
this.simulationParameterControl.takeProfit, this.simulationParameterControl.profitRate,
this.simulationParameterControl.stopLoss, this.simulationParameterControl.stopLossRate,
this.simulationParameterControl.fixedFee, this.simulationParameterControl.taxRate, portofolio);
// Do a bit of cleanup
if (lastOrder != null && this.simulationParameterControl.removePendingOrders)
{
if (lastOrder.IsBuyOrder())
{
lastOrder = null;
}
else
{
if (lastOrder.State != StockOrder.OrderStatus.Executed)
{
portofolio.OrderList.Remove(portofolio.OrderList.Last());
lastOrder = null;
}
}
}
// Display pending order
if (this.simulationParameterControl.displayPendingOrders && lastOrder != null && lastOrder.State == StockOrder.OrderStatus.Pending)
{
if (SelectedStockChanged != null)
{
SelectedStockChanged(lastOrder.StockName, true);
}
OrderEditionDlg orderEditionDlg = new OrderEditionDlg(lastOrder);
orderEditionDlg.StartPosition = FormStartPosition.Manual;
orderEditionDlg.Location = new Point(0, 0);
orderEditionDlg.ShowDialog();
}
// Create Portofoglio serie
portofolio.Initialize(stockDictionary);
if (stockDictionary.Keys.Contains(portofolio.Name))
{
stockDictionary.Remove(portofolio.Name);
}
stockDictionary.Add(portofolio.Name, portofolio.GeneratePortfolioStockSerie(portofolio.Name, stockSerie, stockSerie.StockGroup));
// Generate report
if (this.generateReportCheckBox.Checked)
{
this.simulationParameterControl.GenerateReportLine("BatchReport_" + SelectedStrategy + ".csv", stockSerie, portofolio);
}
return portofolio;
}
private void StockAnalyzerForm_StockSerieChanged(StockSerie newSerie, bool ignoreLinkedTheme)
{
//
if (newSerie == null)
{
DeactivateGraphControls("No data to display");
this.Text = "Ultimate Chartist - " + "No stock selected";
return;
}
if (!newSerie.IsInitialised)
{
this.statusLabel.Text = ("Loading data...");
this.Refresh();
this.Cursor = Cursors.WaitCursor;
}
this.currentStockSerie = newSerie;
if (!newSerie.Initialise())
{
DeactivateGraphControls("No data to display");
this.Text = "Ultimate Chartist - " + "Failure Loading data selected";
return;
}
// TODO Manage COT Series
if (this.currentStockSerie.StockName.EndsWith("_COT"))
{
this.ForceBarDuration(StockSerie.StockBarDuration.Weekly, false);
}
else
{
this.currentStockSerie.BarDuration = (StockSerie.StockBarDuration)this.barDurationComboBox.SelectedItem;
}
if (!ignoreLinkedTheme
&& newSerie.StockAnalysis != null
&& !string.IsNullOrEmpty(newSerie.StockAnalysis.Theme)
&& this.themeComboBox.SelectedText != newSerie.StockAnalysis.Theme
&& this.themeComboBox.Items.Contains(newSerie.StockAnalysis.Theme))
{
if (this.themeComboBox.SelectedItem.ToString() == newSerie.StockAnalysis.Theme)
{
ApplyTheme();
}
else
{
this.themeComboBox.SelectedItem = newSerie.StockAnalysis.Theme;
}
}
else
{
ApplyTheme();
}
string id;
if (CurrentStockSerie.ShortName == CurrentStockSerie.StockName)
{
id = CurrentStockSerie.StockGroup + "-" + CurrentStockSerie.ShortName;
}
else
{
id = CurrentStockSerie.StockGroup + "-" + CurrentStockSerie.ShortName + " - " + CurrentStockSerie.StockName;
}
if (!string.IsNullOrWhiteSpace(this.CurrentStockSerie.ISIN))
{
id += " - " + this.CurrentStockSerie.ISIN;
}
this.Text = "Ultimate Chartist - " + Settings.Default.AnalysisFile.Split('\\').Last() + " - " + id;
// Set the Check Box UpDownState
this.followUpCheckBox.CheckBox.Checked = CurrentStockSerie.StockAnalysis.FollowUp;
// Set the comment button color
if (CurrentStockSerie.StockAnalysis.Comments.Count == 0)
{
this.commentBtn.BackColor = System.Drawing.SystemColors.Control;
}
else
{
this.commentBtn.BackColor = System.Drawing.SystemColors.GradientInactiveCaption;
}
// Set the default theme checkstate
if (this.currentStockSerie.StockAnalysis != null && this.currentStockSerie.StockAnalysis.Theme == currentTheme)
{
this.defaultThemeStripButton.CheckState = CheckState.Checked;
}
else
{
this.defaultThemeStripButton.CheckState = CheckState.Unchecked;
}
}
private void GenerateVixPremium()
{
if (!this.StockDictionary.ContainsKey("VIX"))
{
return;
}
StockSerie vixSerie = this.StockDictionary["VIX"];
if (!vixSerie.Initialise())
{
return;
}
StockSerie spSerie = this.StockDictionary["SP500"];
if (!spSerie.Initialise())
{
return;
}
StockSerie vixPremium = new StockSerie("VIX_PREMIUM", "VIX_PREMIUM", StockSerie.Groups.INDICATOR,
StockDataProvider.Generated);
// Generate the VIX Premium
FloatSerie spVolatilitySerie = spSerie.GetSerie(StockIndicatorType.VOLATILITY_STDEV);
float spVolatility = 0;
int index = 0;
foreach (StockDailyValue vixValue in vixSerie.Values)
{
index = spSerie.IndexOf(vixValue.DATE);
if (index != -1)
{
spVolatility = spVolatilitySerie[index];
StockDailyValue dailyValue = new StockDailyValue(vixPremium.StockName, vixValue.OPEN / spVolatility,
vixValue.HIGH / spVolatility, vixValue.LOW / spVolatility, vixValue.CLOSE / spVolatility, 0, vixValue.DATE);
vixPremium.Add(dailyValue.DATE, dailyValue);
dailyValue.Serie = vixPremium;
}
}
vixPremium.Initialise();
this.StockDictionary.Add(vixPremium.StockName, vixPremium);
}
public override bool DownloadIntradayData(string rootFolder, StockSerie stockSerie)
{
StockLog.Write("DownloadIntradayData Group: " + stockSerie.StockGroup + " - " + stockSerie.StockName);
if (System.Net.NetworkInformation.NetworkInterface.GetIsNetworkAvailable())
{
NotifyProgress("Downloading intraday for" + stockSerie.StockGroup.ToString());
if (!stockSerie.Initialise())
{
return false;
}
if (DateTime.Today.DayOfWeek == DayOfWeek.Saturday
|| DateTime.Today.DayOfWeek == DayOfWeek.Sunday
|| stockSerie.Keys.Last() == DateTime.Today)
{
return false;
}
string folder = rootFolder + ABC_INTRADAY_FOLDER;
string fileName;
string item;
if (stockSerie.BelongsToGroup(StockSerie.Groups.SRD))
{
fileName = DateTime.Today.ToString("yyMMdd_") + "SRD.csv";
item = "complet";
}
else
{
fileName = DateTime.Today.ToString("yyMMdd_") + "IndicesFr.csv";
item = "indicesfrp";
}
if (File.Exists(folder + "\\" + fileName))
{
if (File.GetLastWriteTime(folder + "\\" + fileName) > DateTime.Now.AddMinutes(-4))
return false;
}
// TODO Check the time of the day to avoid useless download
if (this.DownloadIntradayFileFromABC(folder, fileName, item))
{
// Deinitialise all the SBF120 stock
foreach (StockSerie serie in stockDictionary.Values.Where(s => s.BelongsToGroup(stockSerie.StockGroup)))
{
serie.IsInitialised = false;
}
loadedGroups.Clear();
//foreach (StockSerie serie in stockDictionary.Values.Where(s => s.DataProvider == StockDataProvider.Breadth && s.StockName.Contains("SBF120") || s.StockName.Contains("CAC40")))
//{
// serie.IsInitialised = false;
//}
}
}
return true;
}
public override bool DownloadDailyData(string rootFolder, StockSerie stockSerie)
{
StockLog.Write("DownloadDailyData Group: " + stockSerie.StockGroup + " - " + stockSerie.StockName);
if (System.Net.NetworkInformation.NetworkInterface.GetIsNetworkAvailable())
{
bool isUpTodate = false;
stockSerie.Initialise();
if (stockSerie.Count > 0)
{
DateTime lastDate = stockSerie.Keys.Last();
if (lastDate.TimeOfDay != TimeSpan.Zero)
{
stockSerie.Remove(lastDate);
lastDate = stockSerie.Keys.Last();
}
isUpTodate = (lastDate >= DateTime.Today) ||
(lastDate.DayOfWeek == DayOfWeek.Friday && (DateTime.Now - lastDate).Days <= 3 &&
(DateTime.Today.DayOfWeek == DayOfWeek.Monday && DateTime.Now.Hour < 18)) ||
(lastDate == DateTime.Today.AddDays(-1) && DateTime.Now.Hour < 18);
if (!isUpTodate)
{
NotifyProgress("Downloading " + stockSerie.StockGroup.ToString() + " - " + stockSerie.StockName);
// Happy new year !!! it's time to archive old data...
for (int year = lastDate.Year; year < DateTime.Today.Year; year++)
{
if (
!File.Exists(rootFolder + ARCHIVE_FOLDER + "\\" + stockSerie.ShortName + "_" +
stockSerie.StockName + "_" + stockSerie.StockGroup.ToString() + "_" +
year.ToString() + ".csv"))
{
this.DownloadFileFromProvider(rootFolder + ARCHIVE_FOLDER,
stockSerie.ShortName + "_" + stockSerie.StockName + "_" + stockSerie.StockGroup.ToString() +
"_" + year.ToString() + ".csv", new DateTime(year, 1, 1), new DateTime(year, 12, 31),
stockSerie.ShortName);
}
}
DateTime startDate = new DateTime(DateTime.Today.Year, 01, 01);
string fileName = stockSerie.ShortName + "_" + stockSerie.StockName + "_" +
stockSerie.StockGroup.ToString() + ".csv";
this.DownloadFileFromProvider(rootFolder + ABC_DAILY_FOLDER, fileName, startDate, DateTime.Today,
stockSerie.ISIN);
if (stockSerie.StockName == "CAC40")
// Check if something new has been downloaded using CAC40 as the reference for all downloads
{
this.ParseCSVFile(stockSerie, rootFolder + ABC_DAILY_FOLDER + "\\" + fileName);
if (lastDate == stockSerie.Keys.Last())
{
this.needDownload = false;
}
else
{
DownloadMonthlyFileFromABC(rootFolder + ABC_DAILY_FOLDER, DateTime.Today, "eurolistap");
DownloadMonthlyFileFromABC(rootFolder + ABC_DAILY_FOLDER, DateTime.Today, "eurolistbp");
DownloadMonthlyFileFromABC(rootFolder + ABC_DAILY_FOLDER, DateTime.Today, "eurolistcp");
DownloadMonthlyFileFromABC(rootFolder + ABC_DAILY_FOLDER, DateTime.Today, "alterp");
//DownloadMonthlyFileFromABC(rootFolder + ABC_DAILY_FOLDER, DateTime.Today, "srdp");
DownloadMonthlyFileFromABC(rootFolder + ABC_DAILY_FOLDER, DateTime.Today, "sp500u");
DownloadMonthlyFileFromABC(rootFolder + ABC_DAILY_FOLDER, DateTime.Today, "indicessecp");
}
}
}
else
{
if (stockSerie.StockName == "CAC40")
// Check if something new has been downloaded using CAC40 as the reference for all downloads
{
this.needDownload = false;
}
}
stockSerie.IsInitialised = isUpTodate; // && !needReloadIntraday; Why need reload intraday ???
}
else
{
NotifyProgress("Creating archive for " + stockSerie.StockName + " - " + stockSerie.StockGroup.ToString());
DateTime lastDate = new DateTime(DateTime.Today.Year, 01, 01);
if (stockSerie.StockName == "CAC40")
{
for (int m = DateTime.Today.Month - 1; m >= 1; m--)
{
DateTime month = new DateTime(lastDate.Year, m, 1);
DownloadMonthlyFileFromABC(rootFolder + ARCHIVE_FOLDER, month, "eurolistap");
DownloadMonthlyFileFromABC(rootFolder + ARCHIVE_FOLDER, month, "eurolistbp");
DownloadMonthlyFileFromABC(rootFolder + ARCHIVE_FOLDER, month, "eurolistcp");
DownloadMonthlyFileFromABC(rootFolder + ARCHIVE_FOLDER, month, "alterp");
//DownloadMonthlyFileFromABC(rootFolder + ARCHIVE_FOLDER, month, "srdp");
DownloadMonthlyFileFromABC(rootFolder + ARCHIVE_FOLDER, month, "sp500u");
DownloadMonthlyFileFromABC(rootFolder + ARCHIVE_FOLDER, month, "indicessecp");
}
}
for (int i = lastDate.Year - 1; i > ARCHIVE_START_YEAR; i--)
{
if (
!this.DownloadFileFromProvider(rootFolder + ARCHIVE_FOLDER,
stockSerie.ShortName + "_" + stockSerie.StockName + "_" + stockSerie.StockGroup.ToString() + "_" +
i.ToString() + ".csv", new DateTime(i, 1, 1), new DateTime(i, 12, 31), stockSerie.ISIN))
{
break;
}
if (stockSerie.StockName == "CAC40")
{
for (int m = 12; m >= 1; m--)
{
DateTime month = new DateTime(i, m, 1);
DownloadMonthlyFileFromABC(rootFolder + ARCHIVE_FOLDER, month, "eurolistap");
DownloadMonthlyFileFromABC(rootFolder + ARCHIVE_FOLDER, month, "eurolistbp");
DownloadMonthlyFileFromABC(rootFolder + ARCHIVE_FOLDER, month, "eurolistcp");
DownloadMonthlyFileFromABC(rootFolder + ARCHIVE_FOLDER, month, "alterp");
//DownloadMonthlyFileFromABC(rootFolder + ARCHIVE_FOLDER, month, "srdp");
DownloadMonthlyFileFromABC(rootFolder + ARCHIVE_FOLDER, month, "sp500u");
DownloadMonthlyFileFromABC(rootFolder + ARCHIVE_FOLDER, month, "indicessecp");
}
}
}
this.DownloadFileFromProvider(rootFolder + ABC_DAILY_FOLDER,
stockSerie.ShortName + "_" + stockSerie.StockName + "_" + stockSerie.StockGroup.ToString() + ".csv",
lastDate, DateTime.Today, stockSerie.ISIN);
}
}
return true;
}