private void DoRankingDB()
{
this.myValueType = ValueTypes.Amount;
this.Amount2PercentDenominator = Settings.sysStockTotalCapAmt;
resultTab.TabPages.Clear();
StringCollection stockCodeList = codeListLb.myValues;
StringCollection timeRangeList = timeRangeLb.myCheckedValues;
string[] strategyList = common.system.Collection2List(strategyClb.myCheckedValues);
progressBar.Value = 0; progressBar.Minimum = 0; progressBar.Maximum = stockCodeList.Count * timeRangeList.Count;
EstimateOptions estimateOption = new EstimateOptions();
for (int stockCodeId = 0; stockCodeId < stockCodeList.Count; stockCodeId++)
{
string stockCode = stockCodeList[stockCodeId].ToString();
DataTable testRetsultTbl = CreateDataTable(timeRangeList, strategyList);
common.controls.baseDataGridView resultGrid = CreateResultGrid(stockCode, testRetsultTbl);
for (int colId = 0; colId < timeRangeList.Count; colId++)
{
try
{
progressBar.Value++;
Application.DoEvents();
this.ShowReccount(progressBar.Value.ToString() + "/" + progressBar.Maximum.ToString());
AppTypes.TimeRanges timeRange = AppTypes.TimeRangeFromCode(timeRangeList[colId]);
application.AnalysisData analysisData = new application.AnalysisData(timeRange, timeScaleCb.myValue, stockCode,
commonClass.DataAccessMode.WebService);
for (int rowId = 0; rowId < strategyList.Length; rowId++)
{
testRetsultTbl.Rows[rowId][colId + 1] = 0;
//Analysis cached data so we MUST clear cache to ensure the system run correctly
application.Strategy.Data.ClearCache();
application.Strategy.Data.TradePoints advices = application.Strategy.Libs.Analysis(analysisData, strategyList[rowId]);
if (advices != null)
{
testRetsultTbl.Rows[rowId][colId + 1] =
application.Strategy.Libs.EstimateTrading_Profit(analysisData, application.Strategy.Libs.ToTradePointInfo(advices), estimateOption);
}
}
}
catch (Exception er)
{
this.WriteError(stockCodeList[stockCodeId] + " : " + timeRangeList[colId] + " : " + strategyList[colId], er.Message);
//this.ShowError(er);
}
}
}
}
private void DoBackTestUseDB()
{
this.myValueType = ValueTypes.Amount;
this.Amount2PercentDenominator = Settings.sysStockTotalCapAmt;
StringCollection strategyList = strategyClb.myCheckedValues;
StringCollection stockCodeList = codeSelectLb.myValues;
DataTable testRetsultTbl = CreateEstimateTbl(strategyList);
SetDataGrid(resultDataGrid, testRetsultTbl);
progressBar.Value = 0; progressBar.Minimum = 0; progressBar.Maximum = stockCodeList.Count;
EstimateOptions estOptions = new EstimateOptions();
for (int rowId = 0; rowId < stockCodeList.Count; rowId++)
{
application.AnalysisData analysisData = new application.AnalysisData(periodicityEd.myTimeRange, periodicityEd.myTimeScale,
stockCodeList[rowId], commonClass.DataAccessMode.WebService);
DataRow row = testRetsultTbl.Rows.Add(stockCodeList[rowId]);
for (int colId = 0; colId < strategyList.Count; colId++)
{
try
{
//Analysis cached data so we MUST clear cache to ensure the system run correctly
application.Strategy.Data.ClearCache();
application.Strategy.Data.TradePoints advices = application.Strategy.Libs.Analysis(analysisData, strategyList[colId]);
if (advices != null)
{
row[colId + 1] = application.Strategy.Libs.EstimateTrading_Profit(analysisData, application.Strategy.Libs.ToTradePointInfo(advices), estOptions);
}
else
{
row[colId + 1] = 0;
}
}
catch (Exception er)
{
this.WriteError(stockCodeList[rowId] + " : " + strategyList[colId], er.Message);
this.ShowError(er);
}
}
progressBar.Value++;
this.ShowReccount(progressBar.Value.ToString() + "/" + progressBar.Maximum.ToString());
Application.DoEvents();
}
SetEstimateDataGrid(application.Strategy.Libs.GetStrategyStats(testRetsultTbl));
}
/// <summary>
///
/// </summary>
protected void PlotStrategyTradepoints(application.Strategy.Data.TradePoints tradePoints, baseClass.controls.graphPanel toPanel)
{
ClearStrategyTradepoints(toPanel);
Charts.DrawCurve[] curveList = myCurveList.CurveInPane(toPanel.Name);
if (curveList.Length == 0)
{
return;
}
CurveItem curveItem = curveList[0].Curve;
TradePointInfo tradePointInfo;
for (int idx = 0; idx < tradePoints.Count; idx++)
{
tradePointInfo = (TradePointInfo)tradePoints[idx];
if (!tradePointInfo.isValid)
{
continue;
}
TextObj obj = new TextObj();
obj.FontSpec.Size = Settings.sysTradePointMarkerFontSize;
obj.FontSpec.IsBold = true;
obj.FontSpec.Border.IsVisible = true;
obj.FontSpec.Fill.IsVisible = true;
obj.FontSpec.Fill.Color = Settings.sysTradePointMarkerColorBG;
switch (toPanel.myGraphObj.myViewportState.myAxisType)
{
case Charts.AxisType.DateAsOrdinal:
obj.Location.X = tradePointInfo.DataIdx + 1;
break;
default:
obj.Location.X = curveItem.Points[tradePointInfo.DataIdx].X;
break;
}
obj.Location.Y = curveItem.Points[tradePointInfo.DataIdx].Y;
obj.Location.CoordinateFrame = CoordType.AxisXYScale;
obj.Location.AlignH = AlignH.Center;
switch (tradePointInfo.TradeAction)
{
case AppTypes.TradeActions.Buy:
case AppTypes.TradeActions.Accumulate:
obj.Text = Settings.sysTradePointMarkeBUY;
obj.FontSpec.FontColor = Settings.sysTradePointMarkerColorBUY;
break;
case AppTypes.TradeActions.Sell:
case AppTypes.TradeActions.ClearAll:
obj.Text = Settings.sysTradePointMarkerSELL;
obj.FontSpec.FontColor = Settings.sysTradePointMarkerColorSELL;
break;
default:
obj.Text = Settings.sysTradePointMarkerOTHER;
obj.FontSpec.FontColor = Settings.sysTradePointMarkerColorOTHER;
break;
}
toPanel.myGraphObj.myGraphPane.GraphObjList.Add(obj);
}
toPanel.myGraphObj.UpdateChart();
}
//public static int CreateTradeAlert()
//{
// CreateTradeAlert(null, null, null);
//}
public static int CreateTradeAlert(onProcessStart onStartFunc, onProcessItem onProcessItemFunc, onProcessEnd onEndFunc)
{
DateTime frDate = common.Consts.constNullDate;
DateTime toDate = DateTime.Now;
//Run all strategy analysis for all stocks.
databases.tmpDS.stockCodeDataTable stockCodeTbl = new databases.tmpDS.stockCodeDataTable();
databases.DbAccess.LoadData(stockCodeTbl, AppTypes.CommonStatus.Enable);
application.AnalysisData data = new application.AnalysisData();
data.DataTimeRange = AppTypes.TimeRanges.None;
data.DataMaxCount = Settings.sysGlobal.AlertDataCount;
TradeAlertItem[] tradeAlertList = new TradeAlertItem[0];
StringCollection strategyList = new StringCollection();
for (int idx = 0; idx < application.Strategy.Data.MetaList.Values.Length; idx++)
{
application.Strategy.Meta meta = (application.Strategy.Meta)application.Strategy.Data.MetaList.Values[idx];
if (meta.Type != AppTypes.StrategyTypes.Strategy)
{
continue;
}
strategyList.Add(((application.Strategy.Meta)application.Strategy.Data.MetaList.Values[idx]).Code);
}
if (onStartFunc != null)
{
onStartFunc(stockCodeTbl.Count);
}
DateTime alertDate;
DateTime alertFrDate = toDate.Date;
DateTime alertToDate = toDate;
for (int stockCodeIdx = 0; stockCodeIdx < stockCodeTbl.Count; stockCodeIdx++)
{
if (onProcessItemFunc != null)
{
if (!onProcessItemFunc(stockCodeTbl[stockCodeIdx].code))
{
break;
}
}
//foreach (AppTypes.TimeScale timeScale in AppTypes.myTimeScales) //???
AppTypes.TimeScale timeScale = AppTypes.TimeScaleFromType(AppTypes.TimeScaleTypes.Day);
{
data.DataStockCode = stockCodeTbl[stockCodeIdx].code;
data.DataTimeScale = timeScale;
data.LoadData();
for (int strategyIdx = 0; strategyIdx < strategyList.Count; strategyIdx++)
{
application.Strategy.Data.ClearCache();
application.Strategy.Data.TradePoints advices = application.Strategy.Libs.Analysis(data, strategyList[strategyIdx].Trim());
if ((advices == null) || (advices.Count == 0))
{
continue;
}
//Only check the last advices for alert
TradePointInfo tradeInfo = (TradePointInfo)advices[advices.Count - 1];
alertDate = DateTime.FromOADate(data.DateTime[tradeInfo.DataIdx]);
//Ignore alerts that out of date range.
if (alertDate < alertFrDate || alertDate > alertToDate)
{
continue;
}
Array.Resize(ref tradeAlertList, tradeAlertList.Length + 1);
tradeAlertList[tradeAlertList.Length - 1] = new TradeAlertItem(stockCodeTbl[stockCodeIdx].code.Trim(), strategyList[strategyIdx].Trim(),
timeScale, alertDate,
data.Close[tradeInfo.DataIdx],
data.Volume[tradeInfo.DataIdx], tradeInfo);
}
}
}
//Create alerts in the day
int noAlertCreated = CreateTradeAlert(tradeAlertList);
//Save last lun date
//SaveLastRunTime(toDate);
if (onEndFunc != null)
{
onEndFunc();
}
stockCodeTbl.Dispose();
return(noAlertCreated);
}
private void DoScreeningDB()
{
decimal weight = 0;
StringCollection stockCodeList = stockCodeLb.myValues;
StringCollection strategyList = new StringCollection();
for (int idx = 0; idx < tmpDS.screeningCriteria.Count; idx++)
{
if (tmpDS.screeningCriteria[idx].code != "" && tmpDS.screeningCriteria[idx].selected)
{
if (strategyList.Contains(tmpDS.screeningCriteria[idx].code))
{
continue;
}
strategyList.Add(tmpDS.screeningCriteria[idx].code);
}
}
DataTable testRetsultTbl = CreateDataTable(strategyList);
SetDataGrid(resultDataGrid, testRetsultTbl);
progressBar.Value = 0; progressBar.Minimum = 0; progressBar.Maximum = stockCodeList.Count;
data.tmpDS.stockCodeRow stockCodeRow;
bool fMatched = false;
for (int rowId = 0; rowId < stockCodeList.Count; rowId++)
{
fMatched = false;
stockCodeRow = DataAccess.Libs.myStockCodeTbl.FindBycode(stockCodeList[rowId]);
if (stockCodeRow == null)
{
continue;
}
DataRow row = testRetsultTbl.NewRow();
row[0] = stockCodeList[rowId];
application.AnalysisData analysisData = new application.AnalysisData(timeRangeCb.myValue, timeScaleCb.myValue,
stockCodeRow.code, commonClass.DataAccessMode.WebService);
for (int colId = 0; colId < strategyList.Count; colId++)
{
try
{
//Analysis cached data so we MUST clear cache to ensure the system run correctly
application.Strategy.Data.ClearCache();
application.Strategy.Data.TradePoints tradePoints = application.Strategy.Libs.Analysis(analysisData, strategyList[colId]);
// BusinessInfo.Weight value is used as estimation value. The higher value, the better chance to match user need.
if (tradePoints != null && tradePoints.Count > 0)
{
weight = (decimal)(tradePoints[tradePoints.Count - 1] as TradePointInfo).BusinessInfo.Weight;
DataView criteriaView = new DataView(tmpDS.screeningCriteria);
criteriaView.RowFilter = tmpDS.screeningCriteria.codeColumn + "='" + strategyList[colId] + "' AND " +
tmpDS.screeningCriteria.selectedColumn + "=1";
Data.tmpDataSet.screeningCriteriaRow criteriaRow;
// If there is more than one criteria for the same code,
// matching one criteria is viewed as MATCHED , as OR operaror.
for (int idx = 0; idx < criteriaView.Count; idx++)
{
criteriaRow = (Data.tmpDataSet.screeningCriteriaRow)criteriaView[idx].Row;
if (weight < criteriaRow.min || weight > criteriaRow.max)
{
continue;
}
row[colId + 1] = weight;
fMatched = true;
break;
}
}
}
catch (Exception er)
{
this.WriteError(stockCodeList[rowId] + " : " + strategyList[colId], er.Message);
this.ShowError(er);
}
}
if (fMatched)
{
testRetsultTbl.Rows.Add(row);
}
progressBar.Value++;
this.ShowReccount(progressBar.Value.ToString() + "/" + progressBar.Maximum);
Application.DoEvents();
}
this.ShowReccount(resultDataGrid.Rows.Count);
}
