private void CreateDateGroups()
{
var weekly = from q in AlsiUtils.Data_Objects.GlobalObjects.Points
group q by new
{
Y = q.TimeStamp.Year,
M = q.TimeStamp.Month,
W = Math.Floor((decimal)q.TimeStamp.DayOfYear / 30) + 1,
//D=(DateTime)q.TimeStamp
}
into FGroup
orderby FGroup.Key.Y, FGroup.Key.M, FGroup.Key.W
select new
{
Year = FGroup.Key.Y,
Month = FGroup.Key.M,
Week = FGroup.Key.W,
FirstTradeDate = FGroup.First().TimeStamp,
LastTradeDate = FGroup.Last().TimeStamp,
//AvPrice = (double)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
// .Average(t => t.RunningProfit),
//SumPrice = (int)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
//.Sum(t => t.RunningProfit),
//marketmovement = (FGroup.Last().CurrentPrice) - (FGroup.First().CurrentPrice),
//Prices = FGroup.Select(z => z.CurrentPrice),
};
foreach (var v in weekly)
{
Console.WriteLine("Year {0} Month {1} Week {2} Start {3} End {4}", v.Year, v.Month, v.Week, v.FirstTradeDate, v.LastTradeDate);
var tp = new TradePeriod()
{
Start = v.FirstTradeDate,
End = v.LastTradeDate,
};
_Periods.Add(tp);
}
}
private void CreateDateGroups()
{
var weekly = from q in AlsiUtils.Data_Objects.GlobalObjects.Points
group q by new
{
Y = q.TimeStamp.Year,
M = q.TimeStamp.Month,
W = Math.Floor((decimal)q.TimeStamp.DayOfYear / 30) + 1,
//D=(DateTime)q.TimeStamp
}
into FGroup
orderby FGroup.Key.Y, FGroup.Key.M, FGroup.Key.W
select new
{
Year = FGroup.Key.Y,
Month = FGroup.Key.M,
Week = FGroup.Key.W,
FirstTradeDate = FGroup.First().TimeStamp,
LastTradeDate = FGroup.Last().TimeStamp,
//AvPrice = (double)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
// .Average(t => t.RunningProfit),
//SumPrice = (int)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
//.Sum(t => t.RunningProfit),
//marketmovement = (FGroup.Last().CurrentPrice) - (FGroup.First().CurrentPrice),
//Prices = FGroup.Select(z => z.CurrentPrice),
};
foreach (var v in weekly)
{
Console.WriteLine("Year {0} Month {1} Week {2} Start {3} End {4}", v.Year, v.Month, v.Week, v.FirstTradeDate, v.LastTradeDate);
var tp = new TradePeriod()
{
Start = v.FirstTradeDate,
End = v.LastTradeDate,
};
_Periods.Add(tp);
}
}
