public void WatchListName()
{
WatchList w = new WatchList();
Assert.AreEqual(w.ListName, "Default");
w.ListName = "Test";
Assert.AreEqual(w.ListName, "Test");
}
/// <summary>
/// Adds WatchListPlusQuote items to the a list from the portfolio, watchlist, and quotes.
/// </summary>
public void generateWatchLists()
{
IWatchList wl = new WatchList();
PortfolioManagerClient pm = new PortfolioManagerClient();
allitems.Clear();
foreach (WatchList w in watchlists) // add all the real watchlist items
{
wl.items.AddRange(wlm.GetWatchList(w.ListName).items);
}
foreach (PositionMessage msg in pm.GetOpenPositions()) // add the portfolio items
{
wl.items.Add(new WatchListItem(new Symbol(msg.SymbolName), portfolioName));
}
foreach (WatchListItem item in wl.items) // join all the items together into a list of WatchlistPlusQuote objects
{
var quotes = wlm.GetQuotes(item.SymbolName).OrderByDescending(x => x.timestamp).ToList();
double price1 = 0;
double price2 = 0;
price1 = quotes.Select(x => x.price).FirstOrDefault();
price2 = quotes.Select(x => x.price).Skip(1).FirstOrDefault();
if (quotes.Count() == 1)
{
price2 = price1;
}
string companyName = wlm.GetLongName(item.SymbolName);
DateTime date = quotes.Select(x => x.timestamp).FirstOrDefault();
allitems.Add(new WatchlistPlusQuote(item.SymbolName, companyName, item.ListName, date, price1, price2));
}
}
public void RemoveFromList()
{
WatchList w = new WatchList();
WatchListItem item = new WatchListItem(new Symbol("GOOG"), "Default");
w.Items.Add(item);
w.Items.Remove(item);
Assert.IsTrue(w.Items.Count == 0);
}
public void WatchListItems()
{
WatchList w = new WatchList();
WatchListItem item = new WatchListItem();
item.ListName = "Default";
item.Symbol = new Symbol("GOOG");
w.Items.Add(item);
Assert.IsTrue(w.Items.Count == 1);
Assert.AreEqual(w.Items[0], item);
}
public void AddToList()
{
IWatchList w = new WatchList();
w.AddToList(new Symbol("GOOG"), "Default");
w.AddToList(new Symbol("GOOG"), "Other");
w.AddToList(new Symbol("MSFT"), "Default");
w.AddToList(new Symbol("MSFT"), "Default");
Assert.AreEqual(w.items[0].SymbolName, "GOOG");
Assert.AreEqual(w.items[1].SymbolName, "GOOG");
Assert.AreEqual(w.items[2].SymbolName, "MSFT");
Assert.IsTrue(w.items.Count == 3);
}
bool IWatchListManager.AddWatchList(string listName)
{
TraderContext db = new TraderContext();
string l = listName;
if (listName.Length == 0)
{
l = "Default";
}
var query = db.WatchLists.Where(x => x.ListName.Equals(l));
if (query.Count() == 0)
{
WatchList w = new WatchList(l);
db.WatchLists.Add(w);
db.SaveChanges();
return true;
}
return false;
}
IWatchList IWatchListManager.GetWatchList(string listName)
{
TraderContext db = new TraderContext();
var query = db.WatchListItems.Where(x => x.ListName.Equals(listName));
IWatchList result = new WatchList();
foreach (WatchListItem q in query)
{
result.items.Add(q);
}
return result;
}
static void Main(string[] args)
{
Console.WriteLine("Testing the entity framework...");
TraderContext db = new TraderContext();
Console.WriteLine("Clearing the database...");
var d_quotes = from q in db.Quotes select q;
foreach (var i in d_quotes) db.Quotes.Remove(i);
var d_symbol = from s in db.Symbols select s;
foreach (var i in d_symbol) db.Symbols.Remove(i);
var d_position = from p in db.Positions select p;
foreach (var i in d_position) db.Positions.Remove(i);
var d_trade = from t in db.Trades select t;
foreach (var i in d_trade) db.Trades.Remove(i);
Console.WriteLine("Adding records to database...");
db.Symbols.Add(new Symbol("GOOG"));
db.Symbols.Add(new Symbol("LNC"));
db.SaveChanges();
Quote q1 = new Quote();
q1.timestamp = DateTime.Now;
q1.price = 50.47;
q1.Symbol = db.Symbols.First();
db.Quotes.Add(q1);
Position p1 = new Position();
p1.SymbolName = "GOOG";
p1.price = 5000;
p1.quantity = 150;
p1.status = positionStatus.Open;
db.Positions.Add(p1);
db.SaveChanges();
Trade t1 = new Trade();
t1.timestamp = DateTime.Now;
t1.quantity = 40;
t1.price = 10.10;
t1.type = tradeTypes.Buy;
t1.SymbolName = "GOOG";
db.Trades.Add(t1);
var q_addtopos = from p in db.Positions.Include("Trades") where p.SymbolName == "GOOG" select p;
Position goog_pos = q_addtopos.FirstOrDefault();
goog_pos.Trades.Add(t1);
db.SaveChanges();
WatchList w = new WatchList();
w.ListName = "Default";
db.WatchLists.Add(w);
db.SaveChanges();
WatchListItem wi1 = new WatchListItem();
wi1.ListName = "Default";
wi1.SymbolName = "GOOG";
db.WatchListItems.Add(wi1);
WatchListItem wi2 = new WatchListItem();
wi2.ListName = "Default";
wi2.SymbolName = "LNC";
db.WatchListItems.Add(wi2);
db.SaveChanges();
Console.WriteLine("Retrieving records from database...");
Console.WriteLine("\nSymbols");
var query = from s in db.Symbols orderby s.name select s;
foreach (var i in query)
{
Console.WriteLine("Symbol: " + i.name);
}
Console.WriteLine("\nQuotes");
var q_search = from q in db.Quotes select q;
foreach (var i in q_search)
{
Console.WriteLine("Record: " + i.QuoteId.ToString());
Console.WriteLine("Symbol: " + i.Symbol.name);
Console.WriteLine("Timestamp: " + i.timestamp.ToString());
Console.WriteLine("Price: " + i.price.ToString());
}
Console.WriteLine("\nPositions");
var p_search = from p in db.Positions select p;
foreach (var i in p_search)
{
Console.WriteLine("Record: " + i.PositionId.ToString());
Console.WriteLine("Symbol: " + i.Symbol.name);
Console.WriteLine("Trade count: " + i.Trades.Count.ToString());
foreach (var t in i.Trades)
{
Console.WriteLine("\tTrade Id: " + t.TradeId.ToString());
Console.WriteLine("\tType: " + t.type.ToString());
Console.WriteLine("\tPrice: " + t.price.ToString());
Console.WriteLine("\tQuantity: " + t.quantity.ToString());
Console.WriteLine("\tTimestamp: " + t.timestamp.ToString());
}
}
Console.WriteLine("\nWatchlist");
var wlist = from l in db.WatchLists.Include("Items") select l;
WatchList deflist = wlist.FirstOrDefault();
foreach (var i in deflist.Items)
{
Console.WriteLine("\t" + i.Symbol.name);
}
Console.WriteLine("\nTesting complete.");
Console.ReadLine();
db.Dispose();
}
protected override void Seed(TraderContext context)
{
Portfolio portfolio = new Portfolio();
portfolio.Cash = 10000;
context.Portfolios.Add(portfolio);
context.SaveChanges();
Symbol s = new Symbol("GOOG");
context.Symbols.Add(s);
context.SaveChanges();
Position pos1 = new Position();
pos1.price = 100;
pos1.quantity = 5;
pos1.status = positionStatus.Open;
pos1.Symbol = s;
pos1.Portfolio = portfolio;
context.Positions.Add(pos1);
context.SaveChanges();
Trade t1 = new Trade();
t1.Symbol = s;
t1.Position = pos1;
t1.price = 20;
t1.quantity = 5;
t1.type = tradeTypes.Buy;
t1.TransactionId = Guid.NewGuid().ToString();
t1.timestamp = DateTime.Now;
context.Trades.Add(t1);
context.SaveChanges();
Quote q1 = new Quote();
q1.Symbol = s;
q1.timestamp = DateTime.Now;
q1.price = 20.15;
context.Quotes.Add(q1);
context.SaveChanges();
Alert a1 = new Alert();
a1.AlertId = Guid.NewGuid();
a1.Symbol = s;
a1.Timestamp = DateTime.Now;
a1.Type = tradeTypes.Buy;
a1.Quantity = 100;
a1.SentTo = "*****@*****.**";
a1.Price = 10.45;
a1.ResponseCode = responseCodes.Pending;
context.Alerts.Add(a1);
context.SaveChanges();
SystemSetting emailaddress = new SystemSetting();
emailaddress.Module = "UserAgent";
emailaddress.Name = "ALERTS_EMAIL_ADDRESS_TO";
emailaddress.Value = "*****@*****.**";
context.SystemSettings.Add(emailaddress);
context.SaveChanges();
//ThreeDuckStrategy
context.SystemSettings.Add(new SystemSetting("ThreeDuckStrategy", "FIRST_DUCK_SECONDS", "604800"));
context.SystemSettings.Add(new SystemSetting("ThreeDuckStrategy", "SECOND_DUCK_SECONDS", "86400"));
context.SystemSettings.Add(new SystemSetting("ThreeDuckStrategy", "THIRD_DUCK_SECONDS", "43200"));
context.SystemSettings.Add(new SystemSetting("ThreeDuckStrategy", "MOVING_AVERAGE_WINDOW", "10"));
context.SaveChanges();
// Adam's stuff to fill in db tables
string[] symbols = { "AAPL", "VZ", "INTC", "MSFT", "HP", "PANL", "NVDA", "QCOM", "AMD", "FB", "LNKD", "ZNGA" };
string[] watchlists = { "", "Other", "Test List", "Future Purchases" };
Random rand = new Random();
for (int i = 0; i < watchlists.Length; i++)
{
WatchList w = new WatchList(watchlists[i]);
context.WatchLists.Add(w);
}
context.SaveChanges();
for (int i = 0; i < symbols.Length; i++)
{
Symbol symbol = new Symbol(symbols[i]);
symbol.CompanyName = "Random Company Name, Inc.";
context.Symbols.Add(symbol);
WatchListItem wli = new WatchListItem(symbol, watchlists[rand.Next(0, watchlists.Length)]);
context.WatchListItems.Add(wli);
for (int k = 0; k < 10; k++)
{
Quote quote1 = new Quote();
quote1.price = Math.Round((rand.NextDouble() * (200 - 5) + 5), 2);
quote1.timestamp = DateTime.Now.AddDays(-k);
quote1.SymbolName = symbol.name;
context.Quotes.Add(quote1);
}
Alert alert1 = new Alert();
alert1.AlertId = Guid.NewGuid();
alert1.Symbol = symbol;
alert1.Timestamp = DateTime.Now.AddDays(-2);
alert1.Type = tradeTypes.Buy;
alert1.Quantity = 100;
alert1.SentTo = "*****@*****.**";
alert1.Price = 20.00;
alert1.ResponseCode = responseCodes.Pending;
context.Alerts.Add(alert1);
Alert alert2 = new Alert();
alert2.AlertId = Guid.NewGuid();
alert2.Symbol = symbol;
alert2.Timestamp = DateTime.Now;
alert2.Type = tradeTypes.Buy;
alert2.Quantity = 100;
alert2.SentTo = "*****@*****.**";
alert2.Price = 20.00;
alert2.ResponseCode = responseCodes.Pending;
context.Alerts.Add(alert2);
Alert alert3 = new Alert();
alert3.AlertId = Guid.NewGuid();
alert3.Symbol = symbol;
alert3.Timestamp = DateTime.Now.AddHours(-1);
alert3.Type = tradeTypes.Buy;
alert3.Quantity = 100;
alert3.SentTo = "*****@*****.**";
alert3.Price = 20.00;
alert3.ResponseCode = responseCodes.Pending;
context.Alerts.Add(alert3);
context.SaveChanges();
Position p = new Position();
p.status = positionStatus.Open;
p.Symbol = symbol;
p.Portfolio = portfolio;
for (int j = 0; j < new Random().Next(1, 10); j++)
{
Trade t = new Trade();
t.Symbol = symbol;
t.Position = p;
t.price = Math.Round((rand.NextDouble() * (200 - 5) + 5), 2);
t.quantity = rand.Next(1, 20);
t.type = tradeTypes.Buy;
t.TransactionId = Guid.NewGuid().ToString();
t.timestamp = DateTime.Now.AddSeconds(rand.Next(1, (60 * 60 * 24 * 60) + 1) * -1); // any time between 60 days ago
p.price += t.price;
context.Trades.Add(t);
}
p.Recalculate();
context.Positions.Add(p);
}
context.SaveChanges();
}
/// <summary>
/// Button event that removes an item from a Watchlist.
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
protected void btnRemove_Click(object sender, EventArgs e)
{
bool success = false;
string symbol = ((Button)sender).Attributes["Symbol"];
string listName = ((Button)sender).Attributes["ListName"];
if (symbol.Length > 0 && listName.Length > 0)
{
IWatchList wl = new WatchList();
success = wl.RemoveFromList(new Symbol(symbol), listName);
if (success)
{
setStatus(String.Format("{0} removed from list \"{1}.\"", symbol, listName), true);
}
//check if all instances of that symbol are removed before strategy stops watching it
TraderContext db = new TraderContext();
if (db.WatchListItems.Where(x => x.SymbolName.Equals(symbol)).Count() == 0 && db.Positions.Where(x => x.SymbolName.Equals(symbol) && x.status == AlgoTrader.Interfaces.positionStatus.Open).Count() == 0)
{
strategy.stopWatching(symbol);
}
}
updateList(true);
}
/// <summary>
/// Button event that deletes a Watchlist.
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
protected void btnDeleteList_Click(object sender, EventArgs e)
{
bool success = false;
string listName = radioLists.SelectedValue;
IWatchList wl = new WatchList();
if (listName.Length > 0)
{
List<WatchListItem> items = wl.items.Where(x => x.ListName.Equals(listName)).ToList();
foreach (WatchListItem w in items)
{
wl.RemoveFromList(w.Symbol, w.ListName);
}
success = wlm.DeleteWatchList(listName);
if (success)
{
setStatus(String.Format("List \"{0}\" deleted successfully.", listName), true);
}
else
{
setStatus(String.Format("List \"{0}\" could not be deleted.", listName), false);
}
updateList(true);
}
}
/// <summary>
/// Button event that adds an item to a Watchlist.
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
protected void btnAddToWatchList_Click(object sender, EventArgs e)
{
bool success = false;
IQuoteManager qm = new QuoteManager();
string symbol = tbAddToWatchList.Text.Trim().ToUpper();
string listName = radioLists.SelectedValue;
if (symbol.Length > 0)
{
// If it is valid, add it to the list
if (qm.startWatching(symbol))
{
IWatchList wl = new WatchList();
success = wl.AddToList(new Symbol(symbol), listName);
if (success)
{
setStatus(String.Format("{0} added to list \"{1}.\"", symbol, listName), true);
}
else
{
setStatus(String.Format("{0} could not be added to \"{1}.\"", symbol, listName), false);
}
strategy.startWatching(symbol);
updateList(true);
}
else // If it's not, display invalid symbol message.
{
setStatus("Invalid symbol.", false);
}
}
else
{
setStatus("Stock symbol cannot be blank.", false);
}
}
