private IEnumerable <SplitEvent> GetSplitData(string symbol)
{
List <SplitEvent> data;
if (!this.splitData.TryGetValue(symbol, out data))
{
data = HistoricalPriceReader.GetSplitEvents(symbol, this.GetShareData(symbol).Select(s => s.date).Min()).ToList();
this.splitData[symbol] = data;
}
return(data);
}
private IEnumerable <Price> GetShareData(string symbol)
{
List <Price> data;
if (!this.shareData.TryGetValue(symbol, out data))
{
data = HistoricalPriceReader.Get(symbol).ToList();
this.shareData[symbol] = data;
}
return(data);
}
private void btnAllSharesGo_Click(object sender, EventArgs e)
{
foreach (var s in this.symbols)
{
Price[] data = HistoricalPriceReader.Convert(this.GetShareData(s), this.GetSplitData(s)).ToArray();
SimpleSearch search = new SimpleSearch();
search.Process(data, this.simpleSearchSettings);
var results = search.Results;
}
}
private void btnSimpleSearchGentics_Click(object sender, EventArgs e)
{
SimpleSearchSettings currentSettings = new SimpleSearchSettings(), bestSettings;
int currentFailedSells, bestFailedSells;
int currentOkSells, bestOkSells;
Random rnd = new Random();
string symbol = cbSelectSymbol.SelectedItem as string;
Price[] data = HistoricalPriceReader.Convert(this.GetShareData(symbol), this.GetSplitData(symbol)).ToArray();
bestSettings = this.simpleSearchSettings;
SimpleSearch search = new SimpleSearch();
search.Process(data, this.simpleSearchSettings);
var results = search.Results;
bestFailedSells = results.Count(r => r.Last().state == ResultState.FailedFindingSellPoint);
bestOkSells = results.Count(r => r.Last().state == ResultState.OK);
for (int c = 365; c > 0; c--)
{
currentSettings.fallSearchPeriodInDays = rnd.Next(1, c);
currentSettings.riseSearchPeriodInDays = rnd.Next(1, c);
currentSettings.requiredChangeRate = rnd.Next(1, c);
currentSettings.numerOfRepeats = this.simpleSearchSettings.numerOfRepeats;
search.Process(data, currentSettings);
results = search.Results;
currentFailedSells = results.Count(r => r.Last().state == ResultState.FailedFindingSellPoint);
currentOkSells = results.Count(r => r.Last().state == ResultState.OK);
if (currentOkSells > 0 && (currentFailedSells < bestFailedSells || (currentFailedSells == bestFailedSells && currentOkSells > bestOkSells)))
{
bestSettings = (SimpleSearchSettings)currentSettings.Clone();
bestFailedSells = currentFailedSells;
bestOkSells = currentOkSells;
}
}
tbFallSearchPeriod.Text = bestSettings.fallSearchPeriodInDays.ToString();
tbRiseSearchPeriod.Text = bestSettings.riseSearchPeriodInDays.ToString();
tbRateChange.Text = bestSettings.requiredChangeRate.ToString();
tbRepeats.Text = bestSettings.numerOfRepeats.ToString();
search.Process(data, bestSettings);
DisplaySimpleSearchResults(search.Results);
}
private void DisplayGraph(IEnumerable <Price> data, IEnumerable <SplitEvent> splits)
{
zedGraphControl1.GraphPane.CurveList.Clear();
zedGraphControl1.GraphPane.GraphObjList.RemoveAll(s => (GraphMarkerType)s.Tag == GraphMarkerType.Split);
if (cbGraphDisplay.SelectedIndex != -1 && cbGraphDisplay.SelectedItem.ToString().Contains("Raw"))
{
LineItem shareLine = zedGraphControl1.GraphPane.AddCurve("Raw",
data.Select(d => (double)new XDate(d.date)).ToArray(),
data.Select(d => (double)d.closePrice).ToArray(),
GraphColour_Raw);
shareLine.Symbol.Type = SymbolType.None;
}
if (cbGraphDisplay.SelectedIndex != -1 && cbGraphDisplay.SelectedItem.ToString().Contains("Normalised"))
{
LineItem shareLine = zedGraphControl1.GraphPane.AddCurve("Normalised",
data.Select(d => (double)new XDate(d.date)).ToArray(),
HistoricalPriceReader.Convert(data, splits).Select(d => (double)d.closePrice).ToArray(),
GraphColour_Normanlised);
shareLine.Symbol.Type = SymbolType.None;
}
zedGraphControl1.GraphPane.XAxis.Title.Text = "Date";
zedGraphControl1.GraphPane.XAxis.Type = AxisType.Date;
zedGraphControl1.GraphPane.XAxis.Scale.Format = "dd-MM-yy";
zedGraphControl1.GraphPane.XAxis.Scale.MajorUnit = DateUnit.Year;
zedGraphControl1.GraphPane.XAxis.Scale.MajorStep = 1;
zedGraphControl1.GraphPane.XAxis.Scale.MinorUnit = DateUnit.Day;
zedGraphControl1.GraphPane.XAxis.Scale.MinorStep = 1;
zedGraphControl1.GraphPane.XAxis.Scale.Min = (double)new XDate(data.First().date);
zedGraphControl1.GraphPane.XAxis.Scale.Max = (double)new XDate(data.Last().date);
zedGraphControl1.GraphPane.YAxis.Title.Text = "Close Price";
zedGraphControl1.AxisChange();
if (cbSplitsShowOnGraph.Checked)
{
foreach (var s in splits)
{
AddMarker(zedGraphControl1, s.date, GraphColour_Splits, GraphMarkerType.Split);
}
}
zedGraphControl1.Invalidate();
}
private void btnGo_Click(object sender, EventArgs e)
{
zedGraphControl1.GraphPane.GraphObjList.RemoveAll(t => t is LineObj);
SimpleSearchSettings settings = new SimpleSearchSettings();
settings.fallSearchPeriodInDays = int.Parse(tbFallSearchPeriod.Text);
settings.riseSearchPeriodInDays = int.Parse(tbRiseSearchPeriod.Text);
settings.requiredChangeRate = decimal.Parse(tbRateChange.Text);
settings.numerOfRepeats = int.Parse(tbRepeats.Text);
string symbol = cbSelectSymbol.SelectedItem as string;
IEnumerable <Price> data = this.GetShareData(symbol);
IEnumerable <SplitEvent> splitData = this.GetSplitData(symbol);
data = HistoricalPriceReader.Convert(data, splitData).ToArray();
SimpleSearch processor = new SimpleSearch();
processor.Process(data.ToArray(), settings);
DisplaySimpleSearchResults(processor.Results);
}
static Program()
{
HistoricalPriceReader hpr = new HistoricalPriceReader();
HistoricalData = hpr.GetHistoricalQuotes("MSFT");
}
static Program()
{
HistoricalPriceReader reader = new HistoricalPriceReader();
HisticalPrices = reader.GetHistoricalQuotes("MSFT").ToList();
}
