示例#1
0
        public void ExecuteOptionRules()
        {
            List <TMRule> rules = new List <TMRule>();

            rules = DalManager.GetRules("Option");


            if (rules != null && rules.Count > 0)
            {
                IOptionsEnt        DDSoption     = null;
                IStocksEnt         DDStock       = null;
                List <TMStockInfo> optionSymbols = DalManager.GetStockSymbols();//get all symbols
                DalManager.InsertLog("EXEC", "ExecuteOptionRules started at:" + DateTime.Now.ToString());
                foreach (TMStockInfo symbol in optionSymbols)
                {
                    try
                    {
                        //  DDSoption = dds.GetOptionsByStock(symbol.Symbol);
                        //  DDStock = dds.GetStockBySymbol(symbol.Symbol);


                        TMStockEnt TMstock = new TMStockEnt(symbol.Symbol, symbol.StockID, DDStock);
                        TMstock.PriceBar = YahooAPI.GetHistoricalData(symbol.Symbol, DateTime.Now.AddDays(-360)); //need to change with an interface or factory pattern
                        TMstock.GenerateIndicators();                                                             //creates all sma , bollinger, candles etc

                        while (DDSoption.Next())
                        {
                            TMOptionEnt TMoption = new TMOptionEnt(symbol.Symbol, symbol.StockID, DDSoption);
                            TMoption.StockEnt = TMstock;

                            foreach (TMRule rule in rules)
                            {
                                TMoption.RuleName = rule.RuleName;
                                TMoption.RuleID   = rule.RuleID;

                                //Evaluator<TMOptionEnt> e = new Evaluator<TMOptionEnt>(rule.RuleXml);
                                //bool success = e.Evaluate(TMoption);
                                DalManager.InsertLog("EXEC:OPTION", "Option rule:" + rule.RuleName + " executed for stock:" + symbol.Symbol + "; strike price: " + DDSoption.StrikePrice.ToString() + " & expiration date:" + DDSoption.ExpirationDate.ToString() + "; on " + DateTime.Now.ToString());
                            }
                        }
                    }
                    catch (Exception ex)
                    {
                        //handle exception here. log to db
                        int x;
                    }
                }
                DalManager.InsertLog("EXEC", "ExecuteOptionRules ended at:" + DateTime.Now.ToString());
            }
        }
示例#2
0
        public void ExecuteStockRules()
        {
            List <TMRule> rules = new List <TMRule>();

            rules = DalManager.GetRules("Stock");


            if (rules != null && rules.Count > 0)
            {
                IStocksEnt ddsStock = null;

                List <TMStockInfo> stockSymbols = DalManager.GetStockSymbols();
                DalManager.InsertLog("EXEC", "ExecuteStockRules started at:" + DateTime.Now.ToString());

                foreach (TMStockInfo symbol in stockSymbols)
                {
                    try
                    {
                        ddsStock = dds.GetStockBySymbol(symbol.Symbol);

                        TMStockEnt tmStock = new TMStockEnt(symbol.Symbol, symbol.StockID, ddsStock);

                        tmStock.PriceBar = YahooAPI.GetHistoricalData(symbol.Symbol, DateTime.Now.AddDays(-360)); //need to change with an interface or factory pattern
                        tmStock.GenerateIndicators();                                                             //creates all sma , bollinger, candles etc

                        foreach (TMRule rule in rules)
                        {
                            tmStock.RuleName = rule.RuleName;
                            tmStock.RuleID   = rule.RuleID;

                            //Evaluator<TMStockEnt> e = new Evaluator<TMStockEnt>(rule.RuleXml);
                            //bool success = e.Evaluate(tmStock);
                            DalManager.InsertLog("EXEC:STOCK", "Stock rule:" + rule.RuleName + " executed for stock:" + symbol.Symbol + " on " + DateTime.Now.ToString());
                        }
                    }
                    catch (Exception ex)
                    {
                        //handle exception here
                        int x;
                    }
                }
                DalManager.InsertLog("EXEC", "ExecuteStockRules ended at:" + DateTime.Now.ToString());
            }
        }
示例#3
0
        static void Main(string[] args)
        {
            DalManager         dalmanager    = new DalManager();
            List <TMStockInfo> optionSymbols = DalManager.GetStockSymbols();//get all symbols

            foreach (TMStockInfo symbol in optionSymbols)
            {
                TMStockEnt TMstock = new TMStockEnt(symbol.Symbol, symbol.StockID);
                TMstock.PriceBar = YahooAPI.GetHistoricalData(symbol.Symbol, DateTime.Now.AddDays(-250));//need to change with an interface or factory pattern


                Console.WriteLine(TMstock.Symbol);

                foreach (double close in TMstock.PriceBar.Close)
                {
                    Console.WriteLine(close.ToString());
                }
                Console.ReadKey();

                TMstock.GenerateIndicators();//creates all sma , bollinger, candles etc
            }
        }