示例#1
0
 public static void CheckAllTradingDays()
 {
     Log.Info(3, string.Format("Start CheckAllTradingDays"));
     foreach (Security tempSecurity in IB.masterSecurityList.Contracts.ToList())
     {
         DataRequests.GetAllBars(tempSecurity.Symbol).CheckTradingDays();
     }
     Log.Info(3, string.Format("End CheckAllTradingDays"));
 }
示例#2
0
        public static void RedoByYear()
        {
            int      counter    = 1;
            int      routeId    = 0;
            int      numUpdated = 0;
            DateTime cutoffDate = new DateTime(2015, 1, 1);
            DateTime startDate  = new DateTime(2017, 01, 01);
            DateTime endDate    = new DateTime(2017, 12, 31);

            DateTime startTime = DateTime.Now;
            DateTime currentTime;
            TimeSpan elapsedTime;

            string duration = TradingTime.GetNumTradingDays(startDate, endDate).ToString() + " D";

            int numberSecurities = IB.masterSecurityList.Contracts.Count();

            Log.Info(3, string.Format("Start RedoByYear"));

            foreach (Security tempSecurity in IB.masterSecurityList.Contracts.ToList())
            {
                #region Calculate Time Remaining

                currentTime = DateTime.Now;
                elapsedTime = currentTime - startTime;
                string   elapsed          = string.Format("E={0:D2}:{1:D2}:{2:D2}", elapsedTime.Hours, elapsedTime.Minutes, elapsedTime.Seconds);
                TimeSpan timeLeft         = (numberSecurities - counter) * (elapsedTime / counter);
                string   Remaining        = string.Format("Remaining={0:D2}:{1:D2}:{2:D2}", timeLeft.Hours, timeLeft.Minutes, timeLeft.Seconds);
                double   percentCompleted = counter / numberSecurities;

                Log.Data(1, string.Format("{0,-10} {1,-10} ActiveReq={2,2} OpenReq={2,2} " + elapsed + "  " + Remaining, tempSecurity.Symbol, tempSecurity.ConId, Program.myIB.myRequests.NumActiveRequests, Program.myIB.myRequests.NumOpenRequests));
                counter++;

                #endregion Calculate Time Remaining

                BarDataList myBDL = new BarDataList();
                myBDL = DataRequests.GetAllBars(tempSecurity.Symbol);

                int numBadEditDates = myBDL.getNumBadEditDates(startDate, endDate, cutoffDate);

                if (numBadEditDates > 14)
                {
                    numUpdated++;
                    Program.myIB.RequestBarIB(routeId, tempSecurity.ConId, tempSecurity.Symbol, endDate.ToString("yyyyMMdd hh:MM:ss"), duration);
                    Log.Info(3, string.Format("RedoByYear Requesting Symbol= {0,-10} Bad Edits={1,-5}", tempSecurity.Symbol, numBadEditDates));
                    Thread.Sleep(Program.myIB.myRequests.DelayTime);
                }
                else
                {
                    Log.Info(3, string.Format("RedoByYear Skipping Symbol={0,-10} Bad Edits={1,-5}", tempSecurity.Symbol, numBadEditDates));
                }
            }
            Log.Info(3, string.Format("End RedoByYear - Updated={0} Total={1}", numUpdated, numberSecurities));
        }
示例#3
0
        public static void RedoByEditdate()
        {
            int counter    = 1;
            int numUpdated = 0;
            int routeId    = 0;

            DateTime startTime = DateTime.Now;
            DateTime currentTime;
            DateTime cutoffDate;
            TimeSpan elapsedTime;

            //foreach (Security tempSecurity in IB.masterSecurityList.Contracts.AsEnumerable().Reverse().ToList())

            Log.Info(3, string.Format("Start RedoByEditdate"));
            int numberSecurities = IB.masterSecurityList.Contracts.Count();

            foreach (Security tempSecurity in IB.masterSecurityList.Contracts.ToList())
            {
                #region Calculate Time Remaining

                currentTime = DateTime.Now;
                elapsedTime = currentTime - startTime;
                string   Elapsed          = string.Format("Elapsed={0:D2}:{1:D2}:{2:D2}", elapsedTime.Hours, elapsedTime.Minutes, elapsedTime.Seconds);
                TimeSpan timeLeft         = (numberSecurities - counter) * (elapsedTime / counter);
                string   Remaining        = string.Format("Remaining={0:D2}:{1:D2}:{2:D2}:{3:D2}", timeLeft.Days, timeLeft.Hours, timeLeft.Minutes, timeLeft.Seconds);
                double   percentCompleted = counter / numberSecurities;

                Log.Data(1, string.Format("Symbol={0,-10} ConId={1,-10} requests={2,2}  " + Elapsed + "  " + Remaining, tempSecurity.Symbol, tempSecurity.ConId, Program.myIB.myRequests.NumOpenRequests));
                counter++;

                #endregion Calculate Time Remaining

                BarDataList myBDL = new BarDataList();
                myBDL = DataRequests.GetAllBars(tempSecurity.Symbol);

                foreach (BarDataItem tempBar in myBDL.Items)
                {
                    cutoffDate = tempBar.Time.AddDays(7);
                    if (tempBar.EditTime < cutoffDate && DateTime.Now > cutoffDate)
                    {
                        Program.myIB.RequestBarIB(routeId, myBDL.ConId, tempBar.Time);
                        numUpdated++;
                        Thread.Sleep(Program.myIB.myRequests.DelayTime);
                    }
                }
            }
            Log.Info(3, string.Format("End RedoByEditdate - {0} Updated", numUpdated));
        }
示例#4
0
        private static void SaveData(string symbol)
        {
            string dataFileName = symbol + ".txt";

            // Set a variable to the Documents path.
            string myDocumentsPath = Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments);

            // Set a variable to the Stocks path.
            myDocumentsPath = "D:\\OneDrive\\Stocks\\Deleted\\";

            // Use full path to create a handle to the error file
            System.IO.StreamWriter dataFile = new StreamWriter(Path.Combine(myDocumentsPath, dataFileName), false);

            BarDataList mBarDataList = new BarDataList();

            mBarDataList = DataRequests.GetAllBars(symbol);

            foreach (BarDataItem mItem in mBarDataList.Items)
            {
                dataFile.WriteLine(string.Format("{0:MM/dd/yyyy} {1:0.000} {2:0.000} {3:0.000} {4:0.000} {5,-8} {6:yyyyMMdd HH:mm:ss}",
                                                 mItem.Time, mItem.Open, mItem.High, mItem.Low, mItem.Close, mItem.Volume, mItem.EditTime));
            }
            dataFile.Close();
        }