public Task AddOrUpdateStockPriceHistoryAsync(IStockPriceHistory data)
{
IStockPriceHistory priceHistory = StockPriceHistoryTable.FirstOrDefault(a => a.Country == data.Country &&
string.Equals(a.StockId, data.StockId, StringComparison.OrdinalIgnoreCase) &&
a.TradeDateTime.Year == data.TradeDateTime.Year &&
a.TradeDateTime.Month == data.TradeDateTime.Month &&
a.TradeDateTime.Day == data.TradeDateTime.Day);
switch (priceHistory)
{
case null:
StockPriceHistoryTable.Add(data);
return(Task.CompletedTask);
case StockPriceHistory stockPriceHistory:
stockPriceHistory.ATR = data.ATR;
stockPriceHistory.ClosePrice = data.ClosePrice;
stockPriceHistory.HighIn20 = data.HighIn20;
stockPriceHistory.HighPrice = data.HighPrice;
stockPriceHistory.LowIn10 = data.LowIn10;
stockPriceHistory.LowPrice = data.LowPrice;
stockPriceHistory.MA120 = data.MA120;
stockPriceHistory.MA20 = data.MA20;
stockPriceHistory.MA240 = data.MA240;
stockPriceHistory.MA60 = data.MA60;
stockPriceHistory.N20 = data.N20;
stockPriceHistory.OpenPrice = data.OpenPrice;
stockPriceHistory.PriceChange = data.PriceChange;
stockPriceHistory.PriceRange = data.PriceRange;
stockPriceHistory.Volume = data.Volume;
break;
}
return(Task.CompletedTask);
}
public Task <IStockPriceHistory> GetStockPriceHistoryAsync(CountryKind country, string stockID, DateTime date)
{
IStockPriceHistory priceHistory = StockPriceHistoryTable.Find(a => a.Country == country &&
string.Equals(a.StockId, stockID, StringComparison.OrdinalIgnoreCase) &&
a.TradeDateTime.Year == date.Year &&
a.TradeDateTime.Month == date.Month &&
a.TradeDateTime.Day == date.Day);
return(Task.FromResult(priceHistory));
}
private async Task <bool> UpdatePriceInStorageAsync(DateTime currentDate)
{
IStockPriceHistory item = await _memoryDbOperations.GetStockPriceHistoryAsync(_baseData.Country, _stockId, currentDate).ConfigureAwait(false);
if (item == null)
{
return(false);
}
ICurrentPrice value = new CurrentPriceItem(item.ClosePrice, item.TradeDateTime, item.HighPrice, item.LowPrice);
_storage.AddOrUpdateItem(_baseData.Country, _stockId, value);
return(true);
}
public Task <IAllPricesEntry> GetTheLatestStockPriceAsync(CountryKind country, string stockID, DateTime date)
{
IStockPriceHistory priceHistory = StockPriceHistoryTable.OrderByDescending(a => a.TradeDateTime)
.FirstOrDefault(a => a.Country == country &&
string.Equals(a.StockId, stockID, StringComparison.OrdinalIgnoreCase) &&
a.TradeDateTime < date);
if (priceHistory == null)
{
return(Task.FromResult <IAllPricesEntry>(null));
}
AllPricesEntry entry = new AllPricesEntry(country,
stockID,
priceHistory.LowPrice,
priceHistory.HighPrice,
priceHistory.ClosePrice,
priceHistory.OpenPrice,
priceHistory.TradeDateTime,
priceHistory.YearRange,
priceHistory.Volume,
priceHistory.ATR,
priceHistory.N20,
priceHistory.HighIn20,
priceHistory.LowIn10,
priceHistory.N40,
priceHistory.HighIn40,
priceHistory.LowIn15,
priceHistory.N60,
priceHistory.HighIn60,
priceHistory.LowIn20,
priceHistory.MA20,
priceHistory.MA40,
priceHistory.MA60,
priceHistory.MA120,
priceHistory.MA240);
return(Task.FromResult <IAllPricesEntry>(entry));
}
public async Task InsertToDatabase(IStockQuoteFromDataSource stockData)
{
// get previous close price , if none, it's the first record and then insert to db
IReadOnlyList <IStockPriceHistory> previousPrices = await _database.GetStockPriceHistoryAsync(stockData.Country.ConvertToTT2Country(), stockData.StockId, stockData.TradeDateTime, 1).ConfigureAwait(false);
IStockPriceHistory previousStockPriceHistory = previousPrices?.FirstOrDefault();
if (previousStockPriceHistory == null)
{
//string msg = $"The stock data {GetStockFullID(todayPriceFromDataSource.StockId)} from data sourceKind doesn't have the previous closed price, so it will NOT be added to database";
//WriteToErrorLog(msg);
IStockPriceHistory priceHist = new StockPriceHistory(stockData.Country.ConvertToTT2Country(), stockData.StockId, stockData.TradeDateTime)
{
OpenPrice = stockData.OpenPrice,
ClosePrice = stockData.ClosePrice,
HighPrice = stockData.HighPrice,
LowPrice = stockData.LowPrice,
Volume = stockData.Volume
};
await _database.AddOrUpdateStockPriceHistoryAsync(priceHist).ConfigureAwait(false);
return;
}
// get the max days of SystemN
IReadOnlyList <IStockPriceHistory> recentStockPriceHistory = await _database.GetStockPriceHistoryAsync(stockData.Country.ConvertToTT2Country(), stockData.StockId, stockData.TradeDateTime, _maxCalculationDay - 1).ConfigureAwait(false);
// if there exists previous closed price, then calculate today's ATR
decimal todayATR = _baseData.CalculateTodayATR(stockData.HighPrice, stockData.LowPrice, previousStockPriceHistory.ClosePrice);
(decimal? N20, decimal? HighIn20, decimal? LowIn10) = DailyPriceCalculationSystem(BuySellStrategyType.N20, recentStockPriceHistory, todayATR, stockData);
(decimal? N40, decimal? HighIn40, decimal? LowIn15) = DailyPriceCalculationSystem(BuySellStrategyType.N40, recentStockPriceHistory, todayATR, stockData);
(decimal? N60, decimal? HighIn60, decimal? LowIn20) = DailyPriceCalculationSystem(BuySellStrategyType.N60, recentStockPriceHistory, todayATR, stockData);
decimal?MA20 = CalculateMovingAverage(20, recentStockPriceHistory, stockData);
decimal?MA40 = CalculateMovingAverage(40, recentStockPriceHistory, stockData);
decimal?MA60 = CalculateMovingAverage(60, recentStockPriceHistory, stockData);
decimal?MA120 = CalculateMovingAverage(120, recentStockPriceHistory, stockData);
decimal?MA240 = CalculateMovingAverage(240, recentStockPriceHistory, stockData);
IStockPriceHistory priceHistory = new StockPriceHistory(stockData.Country.ConvertToTT2Country(), stockData.StockId, stockData.TradeDateTime)
{
OpenPrice = stockData.OpenPrice,
ClosePrice = stockData.ClosePrice,
HighPrice = stockData.HighPrice,
LowPrice = stockData.LowPrice,
Volume = stockData.Volume,
ATR = todayATR,
N20 = N20,
N40 = N40,
N60 = N60,
HighIn20 = HighIn20,
LowIn10 = LowIn10,
HighIn40 = HighIn40,
LowIn15 = LowIn15,
HighIn60 = HighIn60,
LowIn20 = LowIn20,
MA20 = MA20,
MA40 = MA40,
MA60 = MA60,
MA120 = MA120,
MA240 = MA240
};
await _database.AddOrUpdateStockPriceHistoryAsync(priceHistory).ConfigureAwait(false);
}
// add records into database
private async Task BackTestFirstBuyOperationAsync(decimal buyPrice)
{
IReadOnlyList <IStockPriceHistory> items = await DatabaseOperations.GetStockPriceHistoryAsync(_memberStock.Country, _memberStock.StockId, BaseData.CurrentTime, 1).ConfigureAwait(false);
if (items == null || items.Count == 0)
{
if (!_testStatus)
{
_ = BaseData.GetLogger().WriteToErrorLogAsync(BaseData.Country, BaseData.CurrentTime, "TurtleBuyStrategy", new Exception($"BuyStockRunner: No stock price history data on previous business day of {BaseData.CurrentTime:yyyy-MM-dd}"));
}
return;
}
IStockPriceHistory item = items.FirstOrDefault();
if (item == null)
{
return;
}
decimal N = -1m;
// TODO : refactor
switch (_memberStock.Strategy)
{
case BuySellStrategyType.N20:
if (item.N20 != null)
{
N = item.N20.Value;
}
break;
case BuySellStrategyType.N40:
if (item.N40 != null)
{
N = item.N40.Value;
}
break;
case BuySellStrategyType.N60:
if (item.N60 != null)
{
N = item.N60.Value;
}
break;
}
if (N == -1m)
{
return;
}
await DatabaseOperations.AddMemberBuyStockAsync(_memberStock.MemberEmail,
_memberStock.Country,
_memberStock.StockId,
buyPrice,
N,
_memberStock.Strategy,
BaseData.CurrentTime).ConfigureAwait(false);
}
public void SetPriceHistory(IStockPriceHistory stockPriceHistory)
{
_StockPriceHistory = stockPriceHistory;
}
