private Server(string login, string password, MainForm form)
{
//Login = login;
//Password = password;
Form = form;
Logger = new LogWriter(LogPath, LogName);
dbWriter = new DBInputOutput.DBWriter();
dbReader = new DBInputOutput.DBReader();
Strategies = new List <StrategyAbst>();
Collector = new DataCollector();
WasConnected = false;
dbWriter.InsertSts(ServerTime.GetRealTime(), "Stocks", "Working");
}
private void getBarsButton_Click(object sender, EventArgs e)
{
DBInputOutput.DBReader dbReader = new DBInputOutput.DBReader();
Server server = Server.GetInstance();
PortfolioManager portManager = PortfolioManager.GetInstance();
List <StrategyParams> pars = ConfigReader.ReadConfig();
double[] ws = pars.Select(par => par.ContractsToTrade > 0 ? par.StrategicWeight : -1).Where(w => w >= 0).ToArray();
double[] mults = pars.Select(par => par.ContractsToTrade > 0 ? par.Mult : -1).Where(m => m != -1).ToArray();
List <string> stratNames = pars.Select(par => par.ContractsToTrade > 0 ? par.Name : "").Where(s => !s.Equals("")).ToList();
double[] gos = stratNames.Select(name => server.GetStrategies().Find(strat => strat.Name.Equals(name)).GO).ToArray();
double[] ps = stratNames.Select(name => dbReader.SelectLastPrice(server.GetStrategies().Find(strat => strat.Name.Equals(name)).Symbol).Close).ToArray();
double[] steps = pars.Select(par => par.ContractsToTrade > 0 ? par.Step : -1).Where(s => s != -1).ToArray();
for (int i = 0; i < ws.Length; i++)
{
ws[i] = ws[i] / (ps[i] * mults[i] / gos[i]);
}
double sm = ws.Sum();
portManager.TargetWs = ws.Select(w => w / sm).ToArray();
//portManager.TargetWs = pars.Select(par => par.ContractsToTrade > 0 ? par.StrategicWeight : -1).Where(w => w >= 0).ToArray();
if (Math.Abs(portManager.TargetWs.Sum() - 1.0) >= 0.001)
{
WriteToError("Sum of TargetWs != 1. Cannot optimize");
return;
}
int[] contractsToTrade = portManager.CalcContractsToTrade(gos);
string message = "Nearest Weights:\r\n";
double sumToTrade = 0.0;
double goToTrade = 0.0;
for (int i = 0; i < stratNames.Count; i++)
{
sumToTrade += contractsToTrade[i] * ps[i] * mults[i];
goToTrade += contractsToTrade[i] * gos[i];
}
for (int i = 0; i < stratNames.Count; i++)
{
double pct = Math.Round(contractsToTrade[i] * ps[i] * mults[i] / sumToTrade, 4) * 100;
message += stratNames[i] + ": " + contractsToTrade[i] + " * " + ps[i] * mults[i] + " = " + contractsToTrade[i] * ps[i] * mults[i] +
" ₽ (" + pct + "%)\r\n";
}
message += "Total Sum: " + sumToTrade + " ₽ \r\n";
message += "Total Money Used: " + goToTrade + " ₽ \r\n";
WriteToError(message);
}
