private void LookForEntrances()
{
positionReturns = 0;
this.DisplayWatchLists();
Console.Write("Select ID of watch list to analzye. ([Blank] to cancel.) --> ");
var input = Console.ReadLine();
if (string.IsNullOrWhiteSpace(input))
{
Console.WriteLine();
return;
}
int id;
if (!int.TryParse(input, out id))
{
Console.WriteLine("Invalid input...no watch list was selected.");
Console.WriteLine();
return;
}
List<Watchlist> watchLists;
using (var context = new StockScreenerEntities())
{
watchLists = context.Watchlists.ToList();
}
if (watchLists.Count(list => list.ID == id) <= 0)
{
Console.WriteLine("Invalid input...no watch list was selected.");
Console.WriteLine();
}
else
{
List<string> tickers;
using (var context = new StockScreenerEntities())
{
tickers =
context.Watchlists.First(list => list.ID == id).Stocks.Select(stock => stock.Ticker).ToList();
}
Console.WriteLine("Working...");
foreach (var ticker in tickers)
{
List<StockDaily> dailies;
using (var context = new StockScreenerEntities())
{
dailies = context.Stocks.First(stock => stock.Ticker.Equals(ticker)).StockDailies.ToList();
}
var history = dailies.Select(daily => new PriceData(daily)).ToList();
// Cleanup
const float Epsilon = 0.000001f;
history.RemoveAll(priceData => priceData.Volume == 0);
history.RemoveAll(priceData => Math.Abs(priceData.Open - 0.0f) < Epsilon);
history.RemoveAll(priceData => Math.Abs(priceData.High - 0.0f) < Epsilon);
history.RemoveAll(priceData => Math.Abs(priceData.Low - 0.0f) < Epsilon);
history.RemoveAll(priceData => Math.Abs(priceData.Close - 0.0f) < Epsilon);
if (history.Count <= 0)
{
continue;
}
positionReturns += RunPositionTest(ticker, history).NetUnrealizedProfitLosses;
}
Console.WriteLine("Watch list was analyized. Net returns {0:C}", positionReturns);
Console.WriteLine();
}
}
/// <summary>
/// Updates the tickers in watch list.
/// </summary>
private void UpdateTickersInWatchList()
{
positionReturns = 0;
this.DisplayWatchLists();
Console.Write("Select ID of watch list to update. ([Blank] to cancel.) --> ");
var input = Console.ReadLine();
if (string.IsNullOrWhiteSpace(input))
{
Console.WriteLine();
return;
}
int id;
if (!int.TryParse(input, out id))
{
Console.WriteLine("Invalid input...no watch list was updated.");
Console.WriteLine();
return;
}
List<Watchlist> watchLists;
using (var context = new StockScreenerEntities())
{
watchLists = context.Watchlists.ToList();
}
if (watchLists.Count(list => list.ID == id) <= 0)
{
Console.WriteLine("Invalid input...no watch list was upated.");
Console.WriteLine();
}
else
{
List<string> tickers;
using (var context = new StockScreenerEntities())
{
tickers = context.Stocks.Select(stock => stock.Ticker).ToList();
}
var tickersToAdd = new List<string>();
foreach (var ticker in tickers)
{
List<StockDaily> dailies;
using (var context = new StockScreenerEntities())
{
dailies = context.Stocks.First(stock => stock.Ticker.Equals(ticker)).StockDailies.ToList();
}
var history = dailies.Select(daily => new PriceData(daily)).ToList();
// Cleanup
const float Epsilon = 0.000001f;
history.RemoveAll(priceData => priceData.Volume == 0);
history.RemoveAll(priceData => Math.Abs(priceData.Open - 0.0f) < Epsilon);
history.RemoveAll(priceData => Math.Abs(priceData.High - 0.0f) < Epsilon);
history.RemoveAll(priceData => Math.Abs(priceData.Low - 0.0f) < Epsilon);
history.RemoveAll(priceData => Math.Abs(priceData.Close - 0.0f) < Epsilon);
if (history.Count <= 0)
{
continue;
}
var results = RunPositionTest(ticker, history);
Console.WriteLine(ticker + ": {0:C}", results.NetUnrealizedProfitLosses);
positionReturns += results.NetUnrealizedProfitLosses;
if (results.NetUnrealizedProfitLosses > 0)
{
tickersToAdd.Add(ticker);
}
}
using (var context = new StockScreenerEntities())
{
var listToUpdate = context.Watchlists.First(list => list.ID == id);
listToUpdate.Stocks.Clear();
foreach (var ticker in tickersToAdd)
{
var stockToAdd = context.Stocks.First(stock => stock.Ticker.Equals(ticker));
listToUpdate.Stocks.Add(stockToAdd);
}
context.SaveChanges();
}
Console.WriteLine("Watch list was updated. Net Returns: {0:C}", positionReturns);
Console.WriteLine();
}
}
private void CreateWorksheet()
{
Console.WriteLine();
Console.Write("Enter the ticker symbol [BLANK to cancel] --> ");
var ticker = Console.ReadLine();
if (string.IsNullOrWhiteSpace(ticker))
{
return;
}
using (var context = new StockScreenerEntities())
{
if (context.Stocks.Count(stock => stock.Ticker.Equals(ticker)) <= 0)
{
Console.WriteLine("Invalid Ticker Symbol");
Console.WriteLine();
return;
}
var history = context.Stocks.First(stock => stock.Ticker.Equals(ticker)).StockDailies.Select(daily => new PriceData(daily)).ToList();
// Cleanup
const float Epsilon = 0.000001f;
history.RemoveAll(priceData => priceData.Volume == 0);
history.RemoveAll(priceData => Math.Abs(priceData.Open - 0.0f) < Epsilon);
history.RemoveAll(priceData => Math.Abs(priceData.High - 0.0f) < Epsilon);
history.RemoveAll(priceData => Math.Abs(priceData.Low - 0.0f) < Epsilon);
history.RemoveAll(priceData => Math.Abs(priceData.Close - 0.0f) < Epsilon);
if (history.Count <= 0)
{
Console.WriteLine("Ticker does not have valid price history records.");
Console.WriteLine();
return;
}
var results = RunPositionTest(ticker, history);
var filename = ticker.Trim() + "_Worksheet.csv";
new WorksheetWriter().WriteWorksheetToCsv(filename, results.Worksheet);
System.Diagnostics.Process.Start(filename);
}
}
/// <summary>
/// Displays a listing of the current watch lists.
/// </summary>
private void DisplayWatchLists()
{
Console.WriteLine("----------------------------------------");
Console.WriteLine("Current Watch Lists");
Console.WriteLine("----------------------------------------");
Console.WriteLine();
using (var context = new StockScreenerEntities())
{
var watchLists = context.Watchlists.ToList();
if (watchLists.Count <= 0)
{
Console.WriteLine("No Current Watch Lists");
}
foreach (var list in watchLists)
{
Console.WriteLine(list.ID + "\t" + list.Name);
}
}
Console.WriteLine();
}
private void LookForMarubozus()
{
List<string> tickers;
using (var context = new StockScreenerEntities())
{
tickers = context.Stocks.Select(stock => stock.Ticker).ToList();
}
foreach (var ticker in tickers)
{
List<StockDaily> dailies;
using (var context = new StockScreenerEntities())
{
dailies = context.Stocks.First(stock => stock.Ticker.Equals(ticker)).StockDailies.ToList();
}
if (dailies.Count > 0)
{
var averageDailyRange = dailies.Average(daily => Math.Abs(daily.HighPrice - daily.LowPrice));
for (var index = 0; index < dailies.Count; index++)
{
var daily = dailies[index];
var candlestick = new CandlestickAnalyzer(
daily.Exchange, ticker, daily.OpenPrice, daily.HighPrice, daily.LowPrice, daily.ClosePrice, averageDailyRange);
this.LookForWhiteMarubozus(candlestick, dailies, index, daily.Date);
this.LookForClosingWhiteMarubozus(candlestick, dailies, index, daily.Date);
this.LookForOpeningWhiteMarubozus(candlestick, dailies, index, daily.Date);
}
}
}
}
public void UpdateStatistics()
{
List<string> tickers;
using (var context = new StockScreenerEntities())
{
tickers = context.Stocks.Select(stock => stock.Ticker).ToList();
}
foreach (var ticker in tickers)
{
using (var context = new StockScreenerEntities())
{
var tickerEntries = context.CandlesticksToStocks.Where(entry => entry.Ticker.Equals(ticker));
foreach (var entry in tickerEntries)
{
context.CandlesticksToStocks.DeleteObject(entry);
}
context.SaveChanges();
}
List<StockDaily> dailies;
using (var context = new StockScreenerEntities())
{
dailies = context.Stocks.First(stock => stock.Ticker.Equals(ticker)).StockDailies.ToList();
}
if (dailies.Count > 0)
{
var averageDailyRange = dailies.Average(daily => Math.Abs(daily.HighPrice - daily.LowPrice));
for (var index = 0; index < dailies.Count; index++)
{
var daily = dailies[index];
var candlestick = new CandlestickAnalyzer(
daily.Exchange, ticker, daily.OpenPrice, daily.HighPrice, daily.LowPrice, daily.ClosePrice, averageDailyRange);
this.LookForWhiteMarubozus(candlestick, dailies, index, daily.Date);
this.LookForClosingWhiteMarubozus(candlestick, dailies, index, daily.Date);
this.LookForOpeningWhiteMarubozus(candlestick, dailies, index, daily.Date);
this.LookForDragonflyDoji(candlestick, dailies, index, daily.Date);
}
}
}
using (var context = new StockScreenerEntities())
{
var whiteMarubozu = context.Candlesticks.First(candle => candle.ID == PatternIds.WhiteMarubozu);
var whiteClosingMarubozu = context.Candlesticks.First(candle => candle.ID == PatternIds.WhiteClosingMarubozu);
var whiteOpeningMarubozu = context.Candlesticks.First(candle => candle.ID == PatternIds.WhiteOpeningMarubozu);
var dragonflyDoji = context.Candlesticks.First(candle => candle.ID == PatternIds.DragonflyDoji);
whiteMarubozu.LumenRating = this.whiteMarubozuLumenRating;
whiteMarubozu.NumOccurrences = this.whiteMarubozuNumOccurences;
whiteClosingMarubozu.LumenRating = this.closingWhiteMarubozuLumenRating;
whiteClosingMarubozu.NumOccurrences = this.closingWhiteMarubozuNumOccurences;
whiteOpeningMarubozu.LumenRating = this.openingWhiteMarubozuLumenRating;
whiteOpeningMarubozu.NumOccurrences = this.openingWhiteMarubozuNumOccurences;
dragonflyDoji.LumenRating = this.dragonflyDojiLumenRating;
dragonflyDoji.NumOccurrences = this.dragonflyDojiNumOccurences;
context.SaveChanges();
}
}
/// <summary>
/// Looks for white marubozus.
/// </summary>
private void LookForWhiteMarubozus(CandlestickAnalyzer candlestick, List<StockDaily> dailies, int index, DateTime date)
{
if (candlestick.IsWhiteMarubozu())
{
var peekIndex = index + 1;
var lumens = 0;
while (peekIndex < dailies.Count)
{
if (dailies[peekIndex].LowPrice > candlestick.Low)
{
lumens++;
}
else
{
break;
}
if (peekIndex - index >= 100)
{
break;
}
peekIndex++;
}
this.whiteMarubozuNumOccurences++;
this.whiteMarubozuTotalLumens += lumens;
this.whiteMarubozuLumenRating = Convert.ToInt32(this.whiteMarubozuTotalLumens / this.whiteMarubozuNumOccurences);
Console.WriteLine("White Marubozus -- Symbol=" + candlestick.TickerSymbol + "; Date=" + date.ToShortDateString() + "; Lumens=" + lumens + "; Rating=" + this.whiteMarubozuLumenRating);
using (var context = new StockScreenerEntities())
{
if (context.CandlesticksToStocks.Count(entry => entry.CandlestickId == PatternIds.WhiteMarubozu && entry.Ticker.Equals(candlestick.TickerSymbol)) > 0)
{
var candlestickToStock = context.CandlesticksToStocks.First(
entry =>
entry.CandlestickId == PatternIds.WhiteMarubozu
&& entry.Ticker.Equals(candlestick.TickerSymbol));
var newLumenRating = ((candlestickToStock.LumenRating * candlestickToStock.NumOccurrences)
+ lumens) / ++candlestickToStock.NumOccurrences;
candlestickToStock.LumenRating = newLumenRating;
}
else
{
context.CandlesticksToStocks.AddObject(new CandlesticksToStock
{
CandlestickId = PatternIds.WhiteMarubozu,
Exchange = candlestick.Exchange,
Ticker = candlestick.TickerSymbol,
LumenRating = lumens,
NumOccurrences = 1
});
}
context.SaveChanges();
}
}
}
/// <summary>
/// Lists the candlestick patterns stored in the database.
/// </summary>
private void ListPatterns()
{
Console.WriteLine("----------------------------------------");
Console.WriteLine("Candlestick Patterns");
Console.WriteLine("----------------------------------------");
Console.WriteLine();
using (var context = new StockScreenerEntities())
{
var candlesticks = context.Candlesticks.ToList();
if (candlesticks.Count <= 0)
{
Console.WriteLine("No Candlestick Patterns");
}
foreach (var candlestick in candlesticks)
{
Console.WriteLine("{0} - {1}\t\t Frequency: {2}\t\t Lumens: {3}", candlestick.ID, candlestick.Name, candlestick.NumOccurrences, candlestick.LumenRating);
}
}
Console.WriteLine();
}
/// <summary>
/// Adds a new candlestick pattern.
/// </summary>
private void AddCandlestickPattern()
{
// First, display a list of existing watch lists.
this.ListPatterns();
// Prompt the user to enter a name for the new watch list.
Console.Write("Enter new candlestick name ([Blank] to cancel) --> ");
var name = Console.ReadLine();
if (string.IsNullOrWhiteSpace(name))
{
// The user opted to cancel without entering a name.
Console.WriteLine();
return;
}
// Prompt the user to confirm the inputted name.
Console.Write("Create candlestick named '" + name + "'? (Y/N) --> ");
var isConfirmed = Console.ReadLine();
if (string.IsNullOrWhiteSpace(isConfirmed) || !isConfirmed.ToUpper().Equals("Y"))
{
// The user did not confirm the name.
Console.WriteLine("Candlestick not created.");
Console.WriteLine();
return;
}
// Create a new entry in the database using the inputted name.
using (var context = new StockScreenerEntities())
{
try
{
context.Candlesticks.AddObject(new Candlestick { Name = name });
context.SaveChanges();
Console.WriteLine("Candlestick was created.");
Console.WriteLine();
}
catch (Exception ex)
{
Console.WriteLine(ex.ToString());
}
}
}
