public IQueryable <DailyPriceData> GetDailyOnlinePrices(out DateTime StartDate, out DateTime EndDate)
{
AlsiUtils.WebSettings.GetSettings();
var data = AlsiTrade_Backend.HiSat.HistData.GetHistoricalMINUTE_FromWEB(DateTime.Now.AddMonths(-3), DateTime.Now, 1, AlsiUtils.WebSettings.General.HISAT_INST);
DateTime start;
start = data.First().TimeStamp;
EndDate = data.Last().TimeStamp;
StartDate = start;
return(from q in data.Where(z => z.TimeStamp >= start && z.TimeStamp <= DateTime.Now).AsQueryable()
group q by new
{
Y = q.TimeStamp.Year,
M = q.TimeStamp.Month,
D = q.TimeStamp.Day,
}
into FGroup
orderby FGroup.Key.Y, FGroup.Key.M, FGroup.Key.D
select new DailyPriceData
{
Open = FGroup.First().TimeStamp,
Close = FGroup.OrderByDescending(z => z.TimeStamp).First().TimeStamp,
Count = FGroup.Count(),
});
}
private static void GetDynamicStopLoss(List <Price> prices, double StopLossFactor, double TakeProfitFactor)
{
var fortnight = from q in prices
group q by new
{
Y = q.TimeStamp.Year,
M = q.TimeStamp.Month,
W = q.TimeStamp.Day <= 15 ? 1 : 2,
//D=(DateTime)q.TimeStamp
}
into FGroup
orderby FGroup.Key.Y, FGroup.Key.M, FGroup.Key.W
select new
{
Year = FGroup.Key.Y,
Month = FGroup.Key.M,
Week = FGroup.Key.W,
AvPrice = Math.Round((double)FGroup.Average(t => t.Close), 3),
};
foreach (var v in fortnight)
{
var d = new DateTime(v.Year, v.Month, v.Week == 1 ? 1 : 15);
var tpst = new TP_SL()
{
Datum = d,
AvgMarketPrice = v.AvPrice,
StopLoss = (int)(v.AvPrice * StopLossFactor),
TakeProfit = (int)(v.AvPrice * TakeProfitFactor),
};
TPSL.Add(tpst);
}
}
public IEnumerable <FlightGroup> FlightsGroup([FromHeader] RFlight request)
{
if ((request.Back > 0 || request.Fwd > 0) && request.Date == null)
{
return(from flight in _context.FlightList
where flight.Est_blocktime.Value > DateTime.UtcNow.AddHours(-request.Back) && flight.Est_blocktime < DateTime.UtcNow.AddHours(request.Fwd)
group flight by flight.Aircraft_reg into FGroup
orderby FGroup.Key ascending
select new FlightGroup {
GroupID = FGroup.Key, Flights = FGroup.OrderBy(f => f.Est_blocktime).ToList()
});
}
else if (request.Date != null && (request.Back == 0 && request.Fwd == 0))
{
return(from flight in _context.FlightList
where flight.Est_blocktime > request.Date && flight.Est_blocktime < request.Date.Value.AddDays(1)
group flight by flight.Aircraft_reg into FGroup
orderby FGroup.Key ascending
select new FlightGroup {
GroupID = FGroup.Key, Flights = FGroup.OrderBy(f => f.Est_blocktime).ToList()
});
}
else
{
return(from flight in _context.FlightList
where flight.Est_blocktime > DateTime.UtcNow.AddDays(-2)
group flight by flight.Aircraft_reg into FGroup
orderby FGroup.Key ascending
select new FlightGroup {
GroupID = FGroup.Key, Flights = FGroup.OrderBy(f => f.Est_blocktime).ToList()
});
}
}
public IQueryable <DailyPriceData> GetDailyDatabasePrices(DateTime Start, DateTime End)
{
return(from q in dc.MasterMinutes.Where(z => z.Stamp >= Start && z.Stamp <= End).AsQueryable()
group q by new
{
Y = q.Stamp.Year,
M = q.Stamp.Month,
D = q.Stamp.Day,
}
into FGroup
orderby FGroup.Key.Y, FGroup.Key.M, FGroup.Key.D
select new DailyPriceData
{
Open = FGroup.First().Stamp,
Close = FGroup.OrderByDescending(z => z.Stamp).First().Stamp,
Count = FGroup.Count(),
});
}
private void CreateDateGroups()
{
var weekly = from q in AlsiUtils.Data_Objects.GlobalObjects.Points
group q by new
{
Y = q.TimeStamp.Year,
M = q.TimeStamp.Month,
W = Math.Floor((decimal)q.TimeStamp.DayOfYear / 30) + 1,
//D=(DateTime)q.TimeStamp
}
into FGroup
orderby FGroup.Key.Y, FGroup.Key.M, FGroup.Key.W
select new
{
Year = FGroup.Key.Y,
Month = FGroup.Key.M,
Week = FGroup.Key.W,
FirstTradeDate = FGroup.First().TimeStamp,
LastTradeDate = FGroup.Last().TimeStamp,
//AvPrice = (double)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
// .Average(t => t.RunningProfit),
//SumPrice = (int)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
//.Sum(t => t.RunningProfit),
//marketmovement = (FGroup.Last().CurrentPrice) - (FGroup.First().CurrentPrice),
//Prices = FGroup.Select(z => z.CurrentPrice),
};
foreach (var v in weekly)
{
Console.WriteLine("Year {0} Month {1} Week {2} Start {3} End {4}", v.Year, v.Month, v.Week, v.FirstTradeDate, v.LastTradeDate);
var tp = new TradePeriod()
{
Start = v.FirstTradeDate,
End = v.LastTradeDate,
};
_Periods.Add(tp);
}
}
public override List <T> handleData <T>(DataSet dataSet)
{
List <CustomInfoSaveObject> customSaveInfoObjList = new List <CustomInfoSaveObject>();
for (int i = 0; i < dataSet.Tables[0].Rows.Count; i++)
{
CustomInfoSaveObject customSaveInfoObj = new CustomInfoSaveObject();
Model model = new Model();
FCreateOrgId fcreateOrgID = new FCreateOrgId();
FGroup fGroup = new FGroup();
FSALGROUPID fsalGroupID = new FSALGROUPID();
FTRADINGCURRID ftradingCurrID = new FTRADINGCURRID();
FUseOrgId fUserOrgId = new FUseOrgId();
fcreateOrgID.FNumber = "9999";
//fGroup.fNumber = "KH001";
fsalGroupID.fNumber = "0";
ftradingCurrID.fNumber = "PRE001";
fUserOrgId.FNumber = "9999";
model.Fnumber = dataSet.Tables[0].Rows[i]["fnumber"].ToString();
model.FName = dataSet.Tables[0].Rows[i]["fname"].ToString();
if (model.Fnumber.Contains("-") || model.FName.Contains("未知"))
{
BussnessLog.WriteBussnessLog("", "中间数据库取数", "中间数据库取数错误，编码=" + model.Fnumber + ",客户名称=" + model.FName);
continue;
}
model.FCreateOrgId = fcreateOrgID;
//model.FGroup = fGroup;
model.FsalGroupID = fsalGroupID;
model.FtradingCurrID = ftradingCurrID;
model.FUseOrgId = fUserOrgId;
customSaveInfoObj.Model = model;
customSaveInfoObjList.Add(customSaveInfoObj);
}
return((List <T>)(object) customSaveInfoObjList);
throw new NotImplementedException();
}
public static List <SummaryStats> SummaryProfitLoss(List <Trade> Trades, Period Period)
{
var TradeList_Stats = new List <Trade>();
List <SummaryStats> statsList = new List <SummaryStats>();
if (TradeList_Stats.Count == 0)
{
foreach (Trade t in Trades)
{
if (t.RunningProfit != 0)
{
TradeList_Stats.Add(t);
}
}
}
try
{
#region Weekly
if (Period == Period.Weekly)
{
var weekly = from q in TradeList_Stats
group q by new
{
Y = q.TimeStamp.Year,
M = q.TimeStamp.Month,
W = Math.Floor((decimal)q.TimeStamp.DayOfYear / 7) + 1,
//D=(DateTime)q.TimeStamp
}
into FGroup
orderby FGroup.Key.Y, FGroup.Key.M, FGroup.Key.W
select new
{
Year = FGroup.Key.Y,
Month = FGroup.Key.M,
Week = FGroup.Key.W,
Count = FGroup.Count(z => z.Reason != Trade.Trigger.None),
FirstTradeDate = FGroup.First().TimeStamp,
LastTradeDate = FGroup.Last().TimeStamp,
AvPrice = (double)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
.Average(t => t.RunningProfit),
SumPrice = (int)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
.Sum(t => t.RunningProfit),
marketmovement = (FGroup.Last().CurrentPrice) - (FGroup.First().CurrentPrice),
Prices = FGroup.Select(z => z.CurrentPrice),
};
foreach (var v in weekly)
{
SummaryStats stat = new SummaryStats();
stat.Detail = "Weekly Profit and Loss Summary";
stat.Period = Period;
stat.Year = (int)v.Year;
stat.Month = (int)v.Month;
stat.Week = (int)v.Week;
stat.Count = (int)v.Count;
stat.Sum = (int)v.SumPrice;
stat.Average = (double)v.AvPrice;
stat.FirstTrade = v.FirstTradeDate;
stat.LastTrade = v.LastTradeDate;
stat.MarketMovement = v.marketmovement;
stat.StandardDeviation = StandardDeviation(v.Prices.ToList());
statsList.Add(stat);
// Debug.WriteLine(v.Year + " " + v.Month + " " + v.Week + " " + v.Count + " " + v.SumPrice + " " + v.AvPrice);
}
}
#endregion
#region Fortnight
if (Period == Period.TwoWeekly)
{
var fortnight = from q in TradeList_Stats
group q by new
{
Y = q.TimeStamp.Year,
M = q.TimeStamp.Month,
W = q.TimeStamp.Day <= 15 ? 1 : 2,
//D=(DateTime)q.TimeStamp
}
into FGroup
orderby FGroup.Key.Y, FGroup.Key.M, FGroup.Key.W
select new
{
Year = FGroup.Key.Y,
Month = FGroup.Key.M,
Week = FGroup.Key.W,
Count = FGroup.Count(z => z.Reason != Trade.Trigger.None),
FirstTradeDate = FGroup.First().TimeStamp,
LastTradeDate = FGroup.Last().TimeStamp,
AvPrice = (double)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
.Average(t => t.RunningProfit),
SumPrice = (int)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
.Sum(t => t.RunningProfit),
marketmovement = (FGroup.Last().CurrentPrice) - (FGroup.First().CurrentPrice),
Prices = FGroup.Select(z => z.CurrentPrice),
};
foreach (var v in fortnight)
{
SummaryStats stat = new SummaryStats();
stat.Detail = "Fortnightly Profit and Loss Summary";
stat.Period = Period;
stat.Year = (int)v.Year;
stat.Month = (int)v.Month;
stat.Week = (int)v.Week;
stat.Count = (int)v.Count;
stat.Sum = (int)v.SumPrice;
stat.Average = (double)v.AvPrice;
stat.FirstTrade = v.FirstTradeDate;
stat.LastTrade = v.LastTradeDate;
stat.MarketMovement = v.marketmovement;
stat.StandardDeviation = StandardDeviation(v.Prices.ToList());
statsList.Add(stat);
// Debug.WriteLine(v.Year + " " + v.Month + " " + v.Week + " " + v.Count + " " + v.SumPrice + " " + v.AvPrice);
}
}
#endregion
#region Monthly
if (Period == Period.Monthly)
{
var monthly = from q in TradeList_Stats
group q by new
{
Y = q.TimeStamp.Year,
M = q.TimeStamp.Month,
//D=(DateTime)q.TimeStamp
}
into FGroup
orderby FGroup.Key.Y, FGroup.Key.M
select new
{
Year = FGroup.Key.Y,
Month = FGroup.Key.M,
FirstTradeDate = FGroup.First().TimeStamp,
LastTradeDate = FGroup.Last().TimeStamp,
Count = FGroup.Count(z => z.Reason != Trade.Trigger.None),
AvPrice = (double)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
.Average(t => t.RunningProfit),
SumPrice = (int)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
.Sum(t => t.RunningProfit),
marketmovement = (FGroup.Last().CurrentPrice) - (FGroup.First().CurrentPrice),
Prices = FGroup.Select(z => z.CurrentPrice),
};
foreach (var v in monthly)
{
SummaryStats stat = new SummaryStats();
stat.Detail = "Monthly Profit and Loss Summary";
stat.Period = Period;
stat.Year = (int)v.Year;
stat.Month = (int)v.Month;
stat.Week = 0;
stat.Count = (int)v.Count;
stat.Sum = (int)v.SumPrice;
stat.Average = (double)v.AvPrice;
stat.FirstTrade = v.FirstTradeDate;
stat.LastTrade = v.LastTradeDate;
stat.MarketMovement = v.marketmovement;
stat.StandardDeviation = StandardDeviation(v.Prices.ToList());
statsList.Add(stat);
// Debug.WriteLine(v.Year + " " + v.Month + " " + v.Count + " " + v.SumPrice + " " + v.AvPrice);
}
}
#endregion
}
catch { return(statsList); }
return(statsList);
}
