public void ProcessData(StockInfo si, StockPerf perfData)
{
string id = string.Format("{0}_{1}", si.Id, perfData.Date.ToString("yyyyMMdd"));
StockPerf dbVal = stockDBContext.StockPerfs.Find(id);
if (dbVal == null)
{
dbVal = new StockPerf();
dbVal.Id = id;
dbVal.StockId = si.Id;
stockDBContext.StockPerfs.Add(dbVal);
dbVal.CreatedOn = DateTime.Now;
}
dbVal.Date = perfData.Date;
dbVal.Open = perfData.Open;
dbVal.Close = perfData.Close;
dbVal.LastClose = perfData.LastClose;
dbVal.High = perfData.High;
dbVal.Low = perfData.Low;
dbVal.Change = perfData.Change;
dbVal.ChangePercentage = perfData.ChangePercentage;
dbVal.Volume = perfData.Volume;
dbVal.Amount = perfData.Amount;
dbVal.TurnoverRate = perfData.TurnoverRate;
dbVal.ModifiedOn = DateTime.Now;
if (!si.Date.HasValue || dbVal.Date.CompareTo(si.Date) > 0)
{
si.Date = dbVal.Date;
si.Price = dbVal.Close;
si.ModifiedOn = DateTime.Now;
log.InfoFormat("Update stock info({0}) by perf data", si);
}
}
public override void ProcessData(StockInfo stockInfo)
{
var lastPerf = this.stockDBContext.StockPerfs.Where(f => f.StockId.Equals(stockInfo.Id)).OrderByDescending(f => f.Date).FirstOrDefault();
DateTime?startDate = null;
if (lastPerf != null)
{
startDate = lastPerf.Date.AddDays(1);
}
var navs = this.api.GetFundNAVData(stockInfo.Symbol, startDate, null);
foreach (var nav in navs)
{
DateTime dt = DateTime.Now;
if (DateTime.TryParse(nav.Date, out dt))
{
string key = $"{stockInfo.Id}_{dt.ToString("yyyyMMdd")}";
StockPerf perfNav = this.stockDBContext.StockPerfs.Find(key);
bool exist = perfNav != null;
if (perfNav == null)
{
perfNav = new StockPerf()
{
Id = key,
StockId = stockInfo.Id,
Date = dt
};
this.stockDBContext.StockPerfs.Add(perfNav);
}
perfNav.Close = decimal.Parse(nav.NAV);
perfNav.ModifiedOn = DateTime.Now;
}
}
this.stockDBContext.SaveChanges();
}
public async Task <IActionResult> Create([Bind("Id,MasterPortfolioId,StockId,Weight")] PortfolioHolding portfolioHolding)
{
MasterPortfolio mp = _context.MasterPortfolios.Find(portfolioHolding.MasterPortfolioId);
StockInfo si = _context.StockInfos.Find(portfolioHolding.StockId);
if (mp == null || si == null)
{
return(View(portfolioHolding));
}
string key = String.Format("{0}_{1}", si.Id, mp.Date.ToString("yyyyMMdd"));
StockPerf price = _context.StockPerfs.Find(key);
if (price == null)
{
return(View(portfolioHolding));
}
if (ModelState.IsValid)
{
portfolioHolding.ModifiedOn = portfolioHolding.CreatedOn = DateTime.Now;
portfolioHolding.Shares = (int)Math.Floor(portfolioHolding.Weight.Value * mp.BaseAmount.Value / price.Close.Value / 100 / 100) * 100;//整手
portfolioHolding.ActualWeight = 100 * portfolioHolding.Shares * price.Close.Value / mp.BaseAmount;
_context.Add(portfolioHolding);
await _context.SaveChangesAsync();
return(RedirectToAction(nameof(Index)));
}
return(View(portfolioHolding));
}
public override void ProcessData(StockInfo data)
{
string symbol = "cn_" + data.Symbol;
if (data.Type == StockType.Index)
{
symbol = "zs_" + data.Symbol;
}
StockPerf lastPerf = stockDBContext.StockPerfs.Where(p => p.StockId == data.Id).OrderByDescending(p => p.Date).FirstOrDefault();
DateTime startDate = DateTime.Today.AddYears(-5);
if (lastPerf != null)
{
startDate = lastPerf.Date;
}
DateTime endDate = DateTime.Today;
log.InfoFormat("retrieve Perf between {0} and {1} for stock({2})", startDate, endDate, data);
ResponseHistoryData[] perfdata = api.GetHistoryData(symbol, startDate, endDate);
if (data == null && perfdata.Length == 0)
{
log.InfoFormat("can not get anny data from SOHU");
return;;
}
ProcessPerfData(data, perfdata);
log.InfoFormat("download perform data successfully for stock({0})", data);
perfdata = null;
GC.Collect();
}
public List <StockPerf> GetStockPerf()
{
List <StockPerf> list = new List <StockPerf>();
if (this.PerfData == null || this.PerfData.Count == 0)
{
return(list);
}
foreach (string[] arrays in PerfData)
{
StockPerf item = new StockPerf();
item.Date = DateTime.Parse(arrays[0]);
item.Open = decimal.Parse(arrays[1]);
item.Close = decimal.Parse(arrays[2]);
item.Change = decimal.Parse(arrays[3]);
item.ChangePercentage = decimal.Parse(arrays[4].Replace("%", ""));
item.Low = decimal.Parse(arrays[5]);
item.High = decimal.Parse(arrays[6]);
item.Volume = decimal.Parse(arrays[7]);
item.Amount = decimal.Parse(arrays[8]);
if (!"-".Equals(arrays[9]))
{
item.TurnoverRate = decimal.Parse(arrays[9].Replace("%", ""));
}
item.LastClose = item.Close + item.Change;
item.Id = String.Format("{0}_{1}", this.Code, item.Date.ToString("yyyyMMdd"));
list.Add(item);
}
return(list);
}
private void CreateStatement(Strategy strategy, DateTime date)
{
if (strategy == null || strategy.Subjects == null)
{
return;
}
foreach (var ss in strategy.Subjects)
{
string key = $"{ss.StockId}_{date.ToString("yyyyMMdd")}";
StockPerf perf = this.stockDBContext.StockPerfs.Find(key);
if (perf == null)
{
continue;
}
string id = $"{strategy.Id}_{key}";
var statement = this.stockDBContext.Statements.Find(id);
if (statement == null)
{
statement = new Statement()
{
Id = id,
TXDate = date,
StockId = ss.StockId,
StrategyId = strategy.Id
};
this.stockDBContext.Statements.Add(statement);
}
statement.TXPrice = perf.Close.Value;
statement.Amount = 100.0m;
statement.Shares = 100 / perf.Close.Value;
}
}
public async Task <IActionResult> Edit(string id, [Bind("Id,Date,StockId,Open,High,Low,Close,LastClose,Volume,Amount,Change,ChangePercentage,ContinueTrend,TurnoverRate,CreatedOn,ModifiedOn")] StockPerf stockPerf)
{
if (id != stockPerf.Id)
{
return(NotFound());
}
if (ModelState.IsValid)
{
try
{
_context.Update(stockPerf);
await _context.SaveChangesAsync();
}
catch (DbUpdateConcurrencyException)
{
if (!StockPerfExists(stockPerf.Id))
{
return(NotFound());
}
else
{
throw;
}
}
return(RedirectToAction(nameof(Index)));
}
return(View(stockPerf));
}
public async Task <IActionResult> Create([Bind("Id,Date,StockId,Open,High,Low,Close,LastClose,Volume,Amount,Change,ChangePercentage,ContinueTrend,TurnoverRate,CreatedOn,ModifiedOn")] StockPerf stockPerf)
{
if (ModelState.IsValid)
{
_context.Add(stockPerf);
await _context.SaveChangesAsync();
return(RedirectToAction(nameof(Index)));
}
return(View(stockPerf));
}
public void TestContext()
{
var config = new ConfigurationBuilder().Build();
string connection = config.GetConnectionString("StockDBConnection");
if (String.IsNullOrEmpty(connection))
{
connection = "server=localhost;port=3306;database=stock;uid=jeesite;pwd=123456;charset=utf8;TreatTinyAsBoolean=true";
}
StockDBContext sdb = new StockDBContext(connection);
StockInfo si = sdb.StockInfos.Find("abc");
if (si == null)
{
si = new StockInfo()
{
Id = "abc",
Name = "abc",
BriefName = "abc",
Type = StockType.Stock,
Symbol = "abc",
Market = "test",
Status = StockStatus.Closed,
};
sdb.StockInfos.Add(si);
sdb.SaveChanges();
}
si = sdb.StockInfos.Find("abc");
Assert.NotNull(si);
Assert.Equal("abc", si.Id);
var stockInfo = sdb.StockInfos.Where(t => t.Id == si.Id).FirstOrDefault();
Assert.NotNull(stockInfo);
string key = "cn_070013_20190812";
var perf = sdb.StockPerfs.Find(key);
if (perf == null)
{
perf = new StockPerf()
{
Id = key,
Date = new DateTime(2019, 8, 12),
StockId = "cn_070013",
};
sdb.StockPerfs.Add(perf);
}
perf.Close = 1.78m;
sdb.SaveChanges();
}
public async Task <IActionResult> Edit(int id, [Bind("Id,MasterPortfolioId,StockId,Weight")] PortfolioHolding portfolioHolding)
{
if (id != portfolioHolding.Id)
{
return(NotFound());
}
MasterPortfolio mp = _context.MasterPortfolios.Find(portfolioHolding.MasterPortfolioId);
StockInfo si = _context.StockInfos.Find(portfolioHolding.StockId);
if (mp == null || si == null)
{
return(View(portfolioHolding));
}
string key = String.Format("{0}_{1}", si.Id, mp.Date.ToString("yyyyMMdd"));
StockPerf price = _context.StockPerfs.Find(key);
if (price == null)
{
return(View(portfolioHolding));
}
PortfolioHolding exist = _context.PortfolioHoldings.Find(portfolioHolding.Id);
if (ModelState.IsValid)
{
try
{
exist.StockId = portfolioHolding.StockId;
exist.Weight = portfolioHolding.Weight;
exist.MasterPortfolioId = portfolioHolding.MasterPortfolioId;
exist.ModifiedOn = DateTime.Now;
exist.Shares = (int)Math.Floor(portfolioHolding.Weight.Value * mp.BaseAmount.Value / price.Close.Value / 100 / 100) * 100;//整手
exist.ActualWeight = 100 * portfolioHolding.Shares * price.Close.Value / mp.BaseAmount;
_context.Update(exist);
await _context.SaveChangesAsync();
}
catch (DbUpdateConcurrencyException)
{
if (!PortfolioHoldingExists(portfolioHolding.Id))
{
return(NotFound());
}
else
{
throw;
}
}
return(RedirectToAction(nameof(Index)));
}
return(View(portfolioHolding));
}
public void DeserialzieTest()
{
StockPerf data = new StockPerf()
{
Day = "2019-03-12",
Open = "1",
Close = "2",
High = "2",
Low = "1",
Volume = "1000"
};
string js = JsonUtil.Serializer(data);
StockPerf obj = JsonUtil.Deserialize <StockPerf>(js);
js = "{day:\"2019-03-12\"}";
obj = JsonUtil.Deserialize <StockPerf>(js);
Assert.AreEqual(data.Day, obj.Day);
}
public override void ProcessData(StockInfo data)
{
log.InfoFormat("try to initialize continue trend for stock({0})", data);
List <StockPerf> prices = this.stockDBContext.StockPerfs.Where(p => p.StockId == data.Id).OrderBy(p => p.Date).ToList();
StockPerf previousRecord = null;
foreach (StockPerf price in prices)
{
if (previousRecord == null)
{
price.ContinueTrend = 0;
}
else
{
if (previousRecord.ContinueTrend > 0 && price.Change > 0)
{
price.ContinueTrend = previousRecord.ContinueTrend + 1;
}
else if (previousRecord.ContinueTrend < 0 && price.Change < 0)
{
price.ContinueTrend = previousRecord.ContinueTrend - 1;
}
else if (previousRecord.ContinueTrend <= 0 && price.Change > 0)
{
price.ContinueTrend = 1;
}
else if (previousRecord.ContinueTrend >= 0 && price.Change < 0)
{
price.ContinueTrend = -1;
}
else if (price.Change == 0)
{
price.ContinueTrend = 0;
}
}
previousRecord = price;
this.stockDBContext.StockPerfs.Update(price);
}
this.stockDBContext.SaveChanges();
log.InfoFormat("initialize continue trend successfully for stock({0})", data);
prices = null;
GC.Collect();
}
public override void ProcessData(Strategy data)
{
DateTime startDate = data.StartDate;
DateTime effDate = startDate;
StockPerf currentBenchmarkPrice = null;
while (startDate < DateTime.Today)
{
currentBenchmarkPrice = this.stockDBContext.StockPerfs.Find($"{data.BenchmarkId}_{startDate.ToString("yyyyMMdd")}");
effDate = startDate;
startDate = startDate.AddDays(1);
if (currentBenchmarkPrice == null)
{
continue;
}
if (currentBenchmarkPrice.ChangePercentage < 1)
{
this.CreateStatement(data, effDate);
}
}
this.stockDBContext.SaveChanges();
}
public override void ProcessData(MasterPortfolio data)
{
StockPerf perfRecord = null;
List <StockPerf> list = stockDBContext.StockPerfs.Where(p => p.StockId == data.Benchmark && p.Date >= data.Date).OrderBy(p => p.Date).Take(11).ToList();
List <PortfolioHolding> holdings = stockDBContext.PortfolioHoldings.Where(h => h.MasterPortfolioId == data.Id).ToList();
decimal currentAsset = 0;
decimal cashAmount = 0;
for (int i = 0; i < list.Count; i++)
{
currentAsset = 0;
foreach (PortfolioHolding holding in holdings)
{
perfRecord = stockDBContext.StockPerfs.Where(p => p.StockId == holding.StockId && p.Date <= list[i].Date).OrderByDescending(p => p.Date).Take(1).FirstOrDefault();
if (perfRecord == null)
{
data.Status = MasterPortfolioStatus.Error;
log.ErrorFormat("Can not any price for holding({0}) before {1}", holding.StockId, list[i].Date);
data.ModifiedOn = DateTime.Now;
stockDBContext.MasterPortfolios.Update(data);
stockDBContext.SaveChanges();
return;
}
currentAsset += perfRecord.Close.Value * holding.Shares.Value;
}
if (i == 0)
{
cashAmount = data.BaseAmount.Value - currentAsset;
}
currentAsset += cashAmount;
decimal rtn = 100 * (currentAsset - data.BaseAmount.Value) / data.BaseAmount.Value;
switch (i)
{
case 1:
data.ReturnDay1 = rtn;
break;
case 2:
data.ReturnDay2 = rtn;
break;
case 3:
data.ReturnDay3 = rtn;
break;
case 5:
data.ReturnDay5 = rtn;
break;
case 10:
data.ReturnDay10 = rtn;
break;
default: break;
}
}
data.ModifiedOn = DateTime.Now;
data.Status = MasterPortfolioStatus.Completed;
stockDBContext.Update(data);
stockDBContext.SaveChanges();
log.InfoFormat("Calcuate master portfolio(id={0},name={1}) return successfully", data.Id, data.Name);
}
public async Task <IActionResult> Create([Bind("Id,Date,Benchmark,BaseAmount,Name")] MasterPortfolio masterPortfolio, string holdings)
{
if (masterPortfolio.Benchmark == null || !masterPortfolio.BaseAmount.HasValue)
{
return(View(masterPortfolio));
}
StockInfo si = _context.StockInfos.Find(masterPortfolio.Benchmark);
if (si == null)
{
return(View(masterPortfolio));
}
if (masterPortfolio.BaseAmount.HasValue)
{
masterPortfolio.BaseAmount = 100000;
}
if (ModelState.IsValid)
{
//masterPortfolio.Name = string.Format("{0}-{1}",si.Name,masterPortfolio.Date.ToString("yyyyMMdd"));
masterPortfolio.Status = MasterPortfolioStatus.Pending;
masterPortfolio.CreatedOn = masterPortfolio.ModifiedOn = DateTime.Now;
_context.Add(masterPortfolio);
await _context.SaveChangesAsync();
if (!String.IsNullOrEmpty(holdings))
{
string[] holdingVals = holdings.Split(new char[] { ',', ';' });
List <PortfolioHolding> holdingList = new List <PortfolioHolding>();
foreach (string val in holdingVals)
{
if (String.IsNullOrEmpty(val))
{
continue;
}
PortfolioHolding ph = new PortfolioHolding()
{
MasterPortfolioId = masterPortfolio.Id,
StockId = val.Split(new char[] { '_' })[0],
};
holdingList.Add(ph);
}
foreach (PortfolioHolding ph in holdingList)
{
ph.Weight = 100.0m / holdingList.Count;
si = _context.StockInfos.Find(ph.StockId);
if (si == null)
{
return(View(masterPortfolio));
}
string key = String.Format("{0}_{1}", si.Id, masterPortfolio.Date.ToString("yyyyMMdd"));
StockPerf price = _context.StockPerfs.Find(key);
if (price == null)
{
return(View(masterPortfolio));
}
ph.ModifiedOn = ph.CreatedOn = DateTime.Now;
ph.Shares = (int)Math.Floor(ph.Weight.Value * masterPortfolio.BaseAmount.Value / price.Close.Value / 100 / 100) * 100;//整手
ph.ActualWeight = 100 * ph.Shares * price.Close.Value / masterPortfolio.BaseAmount;
_context.Add(ph);
}
}
await _context.SaveChangesAsync();
return(RedirectToAction(nameof(Index)));
}
return(View(masterPortfolio));
}
