static MarketBetStatus SortWinLoss(MarketGuess marketGuess)
{
if (marketGuess.MarketAction == MarketAction.buy)
{
if (marketGuess.FirstSellPoint == null)
{
return(MarketBetStatus.failedLong);
}
else
{
return(MarketBetStatus.soldLong);
}
}
if (marketGuess.MarketAction == MarketAction.shrt)
{
if (marketGuess.FirstShortPoint == null)
{
return(MarketBetStatus.failedShort);
}
else
{
return(MarketBetStatus.soldShort);
}
}
return(MarketBetStatus.error);
}
public static List <MarketGuess> RunSimulation()
{
logDetailed.AutoFlush = true;
logSummary.AutoFlush = true;
logAccuracy.AutoFlush = true;
logWinLoss.AutoFlush = true;
logVolume.AutoFlush = true;
List <MarketDay> days = ExtractSimulationData();
DateTime firstDay = days[0].DateTime;
DateTime lastDay = days[days.Count - 1].DateTime;
int daysSpanned = (lastDay - firstDay).Days;
List <MarketGuess> guesses = new List <MarketGuess>();
for (int i = 1; i <= daysSpanned; i++)
{
LC($"DAY {i}");
foreach (var marketDay in days.Where(x => x.DateTime == firstDay.AddDays(i)))
{
MarketGuess guess = new MarketGuess {
MarketDay = marketDay
};
// Determine opening analysis
guess = OpeningAnalysis(guess);
guess.DetermineMarketAction();
// Determine points of 'going long' or shorthing
guess = LongShortSimulation(guess);
guesses.Add(guess);
SimulationLog(guess);
}
LC($"END OF DAY {i}");
LC();
}
SimulationAccuracy(guesses);
List <DaySummary> summaries = WinningsLosses(guesses);
VolumeClassification(summaries);
CreateCSV(guesses);
return(guesses);
}
static MarketGuess LongShortSimulation(MarketGuess guess)
{
foreach (MarketDataPoint marketDataPoint in guess.MarketDay.DataPoints
.Where(x => x.DateTime.TimeOfDay > new TimeSpan(10, 30, 0)))
{
if (marketDataPoint.High > guess.SellUpPrice || marketDataPoint.Low > guess.SellUpPrice || marketDataPoint.Open > guess.SellUpPrice || marketDataPoint.Close > guess.SellUpPrice)
{
guess.LongPoints.Add(marketDataPoint);
}
if (marketDataPoint.High < guess.SellDownPrice || marketDataPoint.Low < guess.SellDownPrice || marketDataPoint.Open < guess.SellDownPrice || marketDataPoint.Close < guess.SellDownPrice)
{
guess.ShortPoints.Add(marketDataPoint);
}
}
return(guess);
}
static MarketGuess OpeningAnalysis(MarketGuess guess)
{
//From 9:30 to 10:10
foreach (var marketDataPoint in guess.MarketDay.DataPoints
.Where(x => x.DateTime.TimeOfDay <= new TimeSpan(10, 10, 0)))
{
guess.FirstVolume.Volume += marketDataPoint.Volume;
if (marketDataPoint.High > guess.LocalHigh)
{
guess.LocalHigh = marketDataPoint.High;
}
if (marketDataPoint.Low < guess.LocalLow)
{
guess.LocalLow = marketDataPoint.Low;
}
}
//From 10:10 to 10:30
foreach (var marketDataPoint in guess.MarketDay.DataPoints
.Where(x => x.DateTime.TimeOfDay > new TimeSpan(10, 10, 0) && x.DateTime.TimeOfDay <= new TimeSpan(10, 30, 0)))
{
guess.SecondVolume.Volume += marketDataPoint.Volume;
if (marketDataPoint.High > guess.LocalHigh)
{
guess.LocalHigh = marketDataPoint.High;
}
if (marketDataPoint.Low < guess.LocalLow)
{
guess.LocalLow = marketDataPoint.Low;
}
}
guess.FirstVolume.Volume /= 40;
guess.SecondVolume.Volume /= 20;
guess.BuyPrice = guess.MarketDay.DataPoints?
.FirstOrDefault(x => x.DateTime.TimeOfDay == new TimeSpan(10, 30, 0))?.Close ?? 0;
return(guess);
}
static void SetConsoleColorAction(MarketGuess guess)
{
// Set console color for pretty text
switch (guess.MarketAction)
{
case MarketAction.buy:
Console.ForegroundColor = buyColor;
break;
case MarketAction.shrt:
Console.ForegroundColor = shortColor;
break;
case MarketAction.doNotTouch:
Console.ForegroundColor = dontColor;
break;
case MarketAction.outOfBounds:
Console.ForegroundColor = dontPriceColor;
break;
}
}
static void SimulationLog(MarketGuess guess)
{
List <MarketDataPoint> LongShortList = new List <MarketDataPoint>();
LongShortList.AddRange(guess.LongPoints);
LongShortList.AddRange(guess.ShortPoints);
Console.ForegroundColor = standardColor;
SetConsoleColorAction(guess);
LC(guess.MarketDay.ToStringNice(false));
LC(
$"||{guess.MarketAction} {guess.BoundsMarketAction}|| 1stVol: {guess.FirstVolume.Volume} {guess.FirstVolume.VolumeClass} 2ndVol: {guess.SecondVolume.Volume} {guess.SecondVolume.VolumeClass} Low&High: {guess.LocalLow} - {guess.LocalHigh} bounds: {guess.LowBound} - {guess.HighBound} BuyPrice: {guess.BuyPrice}");
logSummary.WriteLine(guess.MarketDay.ToStringNice(false));
logSummary.WriteLine(
$"||{guess.MarketAction} {guess.BoundsMarketAction}|| 1stVol: {guess.FirstVolume.Volume} {guess.FirstVolume.VolumeClass} 2ndVol: {guess.SecondVolume.Volume} {guess.SecondVolume.VolumeClass} Low&High: {guess.LocalLow} - {guess.LocalHigh} bounds: {guess.LowBound} - {guess.HighBound} BuyPrice: {guess.BuyPrice}");
Console.ForegroundColor = standardColor;
foreach (var point in LongShortList.OrderBy(x => x.DateTime))
{
if (point.High > guess.SellUpPrice)
{
LC(
$"\t||buy|| Bought: {guess.BuyPrice} Sold: {guess.SellUpPrice} At: {point.DateTime.TimeOfDay} High: {point.High} Percentage: {(point.High / guess.BuyPrice) - 1}",
true,
buyColor);
}
if (point.Low < guess.SellDownPrice)
{
LC(
$"\t||short|| Bought: {guess.BuyPrice} Sold: {guess.SellDownPrice} At: {point.DateTime.TimeOfDay} Low: {point.Low} Percentage: {1 - (point.Low / guess.BuyPrice)}",
true,
shortColor);
}
}
if (guess.HighestSellPoint != null)
{
logSummary.WriteLine($"\tbuyCount: {guess.LongPoints.Count} shortCount: {guess.ShortPoints.Count}");
logSummary.WriteLine(
$"\tHighest: {guess.HighestSellPoint.DateTime.TimeOfDay} High: {guess.HighestSellPoint.High} Percentage: {guess.HighestSellPercentage}");
logSummary.WriteLine(
$"\tLowest: {guess.LowestShortPoint.DateTime.TimeOfDay} Low: {guess.LowestShortPoint.Low} Percentage: {guess.LowestShortPercentage}");
logSummary.WriteLine();
LC();
LC(
$"\tHighest: {guess.HighestSellPoint.DateTime.TimeOfDay} High: {guess.HighestSellPoint.High} Percentage: {(guess.HighestSellPoint.High / guess.BuyPrice) - 1}",
true,
buyColor);
LC(
$"\tLowest: {guess.LowestShortPoint.DateTime.TimeOfDay} Low: {guess.LowestShortPoint.Low} Percentage: {1 - (guess.LowestShortPoint.Low / guess.BuyPrice)}",
true,
shortColor);
LC();
LC("\t---DETAILS---");
LC($"\t{guess.MarketDay.ToStringNice()}");
}
LC();
}