// If your activity returns a value, derive from CodeActivity<TResult>
// and return the value from the Execute method.
protected override void Execute(CodeActivityContext context)
{
string strSymbol = this.MySymbol.Get(context);
string strConn =this.MyConnString.Get(context);
using (StockDBDataContext dbContext = new StockDBDataContext(strConn))
{
StockPeak lastPeak = (from sp in dbContext.StockPeaks
where sp.Symbol == strSymbol
&& sp.TimeFrame == 1
orderby sp.PeakDate descending
select sp).FirstOrDefault();
DateTime lastDtPeak = DateTime.Now.AddYears(-20);
decimal lastPeakVal = 0;
int lastPeakType = 0;
if (lastPeak != null)
{
lastDtPeak = lastPeak.PeakDate;
lastPeakType = lastPeak.PeakType;
StockQuote sq = (from a in dbContext.StockQuotes
where a.Symbol == strSymbol
&& a.QuoteDate == lastPeak.PeakDate
&& a.TimeFrame == lastPeak.TimeFrame
select a).FirstOrDefault();
if (sq == null)
return;
if (lastPeakType < 0)
lastPeakVal = sq.LowValue;
else if (lastPeakType > 0)
lastPeakVal = sq.HighValue;
}
List<StockQuote> lstQuote = (from sq in dbContext.StockQuotes
where sq.Symbol == strSymbol
&& sq.TimeFrame == 1
&& sq.QuoteDate >= lastDtPeak
orderby sq.QuoteDate
select sq).ToList();
for (int i = 0; i < lstQuote.Count; i++)
{
if(i>=PeakCount && (i+PeakCount)<=(lstQuote.Count-1))
{
List<StockQuote> lstTmp = lstQuote.GetRange(i - PeakCount, PeakCount*2+1);
decimal minLow = (from a in lstTmp
orderby a.LowValue
select a.LowValue).FirstOrDefault();
decimal maxHigh = (from a in lstTmp
orderby a.HighValue descending
select a.HighValue).FirstOrDefault();
if (lstQuote[i].HighValue >= maxHigh)
{
if (lastPeakType > 0)
lastPeakType++;
else
lastPeakType = 1;
StockPeak highPeak = new StockPeak();
highPeak.TimeFrame = lstQuote[i].TimeFrame;
highPeak.Symbol = lstQuote[i].Symbol;
highPeak.PeakDate = lstQuote[i].QuoteDate;
highPeak.PeakType = lastPeakType;
dbContext.StockPeaks.InsertOnSubmit(highPeak);
dbContext.SubmitChanges();
}
else if (lstQuote[i].LowValue <= minLow)
{
if (lastPeakType < 0)
lastPeakType--;
else
lastPeakType = -1;
StockPeak highPeak = new StockPeak();
highPeak.TimeFrame = lstQuote[i].TimeFrame;
highPeak.Symbol = lstQuote[i].Symbol;
highPeak.PeakDate = lstQuote[i].QuoteDate;
highPeak.PeakType = lastPeakType;
dbContext.StockPeaks.InsertOnSubmit(highPeak);
dbContext.SubmitChanges();
}
}
}
}
}
private void detach_StockPeaks(StockPeak entity)
{
this.SendPropertyChanging();
entity.StockSymbol = null;
}
partial void UpdateStockPeak(StockPeak instance);
partial void DeleteStockPeak(StockPeak instance);
partial void InsertStockPeak(StockPeak instance);
