private void SendTransactionsToFile()
{
string filepath = AssemblyLocator.ExecutingDirectory() + "transactions.csv";
//if (File.Exists(filepath)) File.Delete(filepath);
var liststring = CsvSerializer.Serialize <OrderTransaction>(",", _transactions, true);
using (StreamWriter fs = new StreamWriter(filepath, true))
{
foreach (var s in liststring)
{
fs.WriteLine(s);
}
fs.Flush();
fs.Close();
}
}
/// <summary>
/// Sells out all positions at 15:50, and calculates the profits for the day
/// emails the transactions for the day to me
/// </summary>
/// <param name="data">TradeBars - the data</param>
/// <returns>false if end of day, true during the day </returns>
public bool SoldOutAtEndOfDay(KeyValuePair <Symbol, TradeBar> data)
{
if (shouldSellOutAtEod)
{
if (this.Time.Hour == 15 && this.Time.Minute > 49 || this.Time.Hour == 16)
{
if (CanMakeTrade)
{
if (Portfolio[symbol].IsLong)
{
Sell(symbol, Portfolio[symbol].AbsoluteQuantity);
}
if (Portfolio[symbol].IsShort)
{
Buy(symbol, Portfolio[symbol].AbsoluteQuantity);
}
}
// Daily Profit
#region logging
if (this.Time.Hour == 16)
{
CalculateDailyProfits();
//sharesOwned = Portfolio[symbol].Quantity;
var _transactionsAsCsv = CsvSerializer.Serialize <OrderTransaction>(",", _transactions, true);
StringBuilder sb = new StringBuilder();
foreach (string s in _transactionsAsCsv)
{
sb.AppendLine(s);
}
string attachment = sb.ToString();
Notify.Email("*****@*****.**",
"Todays Trades " + this.Time.ToLongDateString(),
"Number of Trades: " + _tradecount,
attachment);
SendTransactionsToFile();
_transactions = new List <OrderTransaction>();
}
#endregion
return(false);
}
}
return(true);
}
private void NotifyUser()
{
#region logging
if (this.Time.Hour == 16)
{
var transactionsAsCsv = CsvSerializer.Serialize <OrderTransaction>(",", _transactions, true);
StringBuilder sb = new StringBuilder();
var transcount = _transactions.Count();
foreach (string s in transactionsAsCsv)
{
sb.AppendLine(s);
}
string attachment = sb.ToString();
Notify.Email("*****@*****.**",
string.Format("Transactions For: {0}", Time.ToLongDateString()),
string.Format("Todays Date: {0} \nNumber of Transactions: {1}", Time.ToLongDateString(), _transactions.Count()),
attachment);
var tradesAsCsv = CsvSerializer.Serialize <MatchedTrade>(",",
_orderTransactionProcessor.Trades.Where(f => f.DateAcquired == tradingDate), true);
var tradecount = _orderTransactionProcessor.Trades.Count();
sb = new StringBuilder();
foreach (string s in tradesAsCsv)
{
sb.AppendLine(s);
}
attachment = sb.ToString();
Notify.Email("*****@*****.**",
string.Format("Trades for: {0}", Time.ToLongDateString()),
string.Format("Todays Date: {0} \nNumber of Trades: {1}", Time.ToLongDateString(), tradecount),
attachment);
_transactions = new List <OrderTransaction>();
}
#endregion
}
private void SendOrderEventsToFile()
{
string filepath = AssemblyLocator.ExecutingDirectory() + "orderEvents.csv";
if (File.Exists(filepath))
{
File.Delete(filepath);
}
var liststring = CsvSerializer.Serialize <OrderEvent>(",", _orderEvents, true);
using (StreamWriter fs = new StreamWriter(filepath, true))
{
foreach (var s in liststring)
{
fs.WriteLine(s);
}
fs.Flush();
fs.Close();
}
}
private void SendTradesToFile(string filename, IList <MatchedTrade> tradelist)
{
string filepath = AssemblyLocator.ExecutingDirectory() + filename;
if (File.Exists(filepath))
{
File.Delete(filepath);
}
var liststring = CsvSerializer.Serialize <MatchedTrade>(",", tradelist);
using (StreamWriter fs = new StreamWriter(filepath, true))
{
foreach (var s in liststring)
{
fs.WriteLine(s);
}
fs.Flush();
fs.Close();
}
}
public override void OnEndOfAlgorithm()
{
Debug(string.Format("\nAlgorithm Name: {0}\n Ending Portfolio Value: {1} ", this.GetType().Name, Portfolio.TotalPortfolioValue));
#region Logging stuff - Saving the logs
int i = 0;
//foreach (string symbol in Symbols)
//{
// string filename = string.Format("ITrendDebug_{0}.csv", symbol);
// string filePath = @"C:\Users\JJ\Desktop\MA y señales\ITrend Debug\" + filename;
// // JJ do not delete this line it locates my engine\bin\debug folder
// // I just uncomment it when I run on my local machine
// filePath = AssemblyLocator.ExecutingDirectory() + filename;
// if (File.Exists(filePath)) File.Delete(filePath);
// File.AppendAllText(filePath, stockLogging[i].ToString());
// Debug(string.Format("\nSymbol Name: {0}, Ending Portfolio Value: {1} ", symbol, Portfolio[symbol].Profit));
//}
string filepath = AssemblyLocator.ExecutingDirectory() + "transactions.csv";
if (File.Exists(filepath))
{
File.Delete(filepath);
}
var liststring = CsvSerializer.Serialize <OrderTransaction>(",", _transactions, true);
using (StreamWriter fs = new StreamWriter(filepath))
{
foreach (var s in liststring)
{
fs.WriteLine(s);
}
fs.Flush();
fs.Close();
}
#endregion Logging stuff - Saving the logs
}
