public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint datafeed)
{
//New Bitcoin object
CashType cash = new CashType();
try
{
string[] data = line.Split(',');
cash.Time = DateTime.ParseExact(data[0], "yyyy-MM-dd", CultureInfo.InvariantCulture);
cash.Value = Convert.ToDecimal(data[1]);
}
catch { /* Do nothing, skip first title row */ }
return(cash);
}
public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint datafeed)
{
//New Bitcoin object
CashType cash = new CashType();
try
{
string[] data = line.Split(',');
cash.Time = data[0].ParseDateTimeExactInvariant("yyyy-MM-dd");
cash.Value = data[1].ConvertInvariant <decimal>();
}
catch { /* Do nothing, skip first title row */ }
return(cash);
}
public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, DataFeedEndpoint datafeed)
{
//New Bitcoin object
CashType cash = new CashType();
try
{
string[] data = line.Split(',');
cash.Time = DateTime.ParseExact(data[0], "yyyy-MM-dd", CultureInfo.InvariantCulture);
cash.Value = Convert.ToDecimal(data[1]);
}
catch { /* Do nothing, skip first title row */ }
return cash;
}
public void OnData(CashType data)
{
try
{
//TEST: FULL SWEEP TESTING:
if (Time == new DateTime(2013, 1, 1))
{
Order("CASH", 100); // +100 Holdings
}
else if (Time == new DateTime(2013, 2, 1))
{
Order("CASH", -50); // +50 Holdings
}
else if (Time == new DateTime(2013, 3, 1))
{
Order("CASH", -100); // -50 Holdings
}
else if (Time == new DateTime(2013, 4, 1))
{
Order("CASH", -50); // -100 Holdings
}
else if (Time == new DateTime(2013, 5, 1))
{
Order("CASH", 50); // -50 Holdings
}
else if (Time == new DateTime(2013, 6, 1))
{
Order("CASH", 100);// +50 Holdings
}
else if (Time == new DateTime(2013, 7, 1))
{
Order("CASH", 50); // +100 Holdings
}
else if (Time == new DateTime(2013, 8, 1))
{
Order("CASH", -50); // +50 Holdings
}
else if (Time == new DateTime(2013, 9, 1))
{
Order("CASH", -100); // -50 Holdings
}
else if (Time == new DateTime(2013, 10, 1))
{
Order("CASH", -50); // -100 Holdings
}
else if (Time == new DateTime(2013, 11, 1))
{
Order("CASH", +50); // -50 Holdings
}
else if (Time == new DateTime(2013, 12, 1))
{
Order("CASH", +100); // +50 Holdings
}
else if (Time == new DateTime(2013, 12, 15))
{
Order("CASH", -50); // +0 Holdings
}
}
catch (Exception err)
{
Debug("Err: " + err.Message);
}
}
public void OnData(CashType data)
{
try
{
//TEST 1: BUY AND HOLD:
//if (!Portfolio.Invested)
//{
// int quantity = (int)(Portfolio.Cash / Math.Abs(data.Value));
// Order("CASH", quantity);
// Console.WriteLine("Buying Cash 'Shares': Cash: " + data.Value + " Q:" + quantity);
//}
//TEST2: BUY - FLAT - BUY each month
//if (Time.Month % 2 != 0 && !Portfolio.Invested) //Jan, Mar, May -- alternating months.
//{
// Order("CASH", quantity);
//}
//else if (Time.Month % 2 == 0 && Portfolio.Invested)
//{
// Order("CASH", -Portfolio["CASH"].Quantity);
//}
//TEST3: LONG SHORT LONG - Each MOnth
//if (Time.Month % 2 != 0 && (Portfolio["CASH"].IsShort || !Portfolio["CASH"].Invested))
//{
// Order("CASH", 100 + Portfolio["CASH"].AbsoluteQuantity);
//}
//else if (Time.Month % 2 == 0 && Portfolio["CASH"].IsLong)
//{
// Order("CASH", -2 * Portfolio["CASH"].Quantity);
//}
//TEST 4: FULL SWEEP TESTING:
if (Time == new DateTime(2013, 1, 1))
{
Order("CASH", 100); // +100 Holdings
}
else if (Time == new DateTime(2013, 2, 1))
{
Order("CASH", -50); // +50 Holdings
}
else if (Time == new DateTime(2013, 3, 1))
{
Order("CASH", -100); // -50 Holdings
}
else if (Time == new DateTime(2013, 4, 1))
{
Order("CASH", -50); // -100 Holdings
}
else if (Time == new DateTime(2013, 5, 1))
{
Order("CASH", 50); // -50 Holdings
}
else if (Time == new DateTime(2013, 6, 1))
{
Order("CASH", 100);// +50 Holdings
}
else if (Time == new DateTime(2013, 7, 1))
{
Order("CASH", 50); // +100 Holdings
}
else if (Time == new DateTime(2013, 8, 1))
{
Order("CASH", -50); // +50 Holdings
}
else if (Time == new DateTime(2013, 9, 1))
{
Order("CASH", -100); // -50 Holdings
}
else if (Time == new DateTime(2013, 10, 1))
{
Order("CASH", -50); // -100 Holdings
}
else if (Time == new DateTime(2013, 11, 1))
{
Order("CASH", +50); // -50 Holdings
}
else if (Time == new DateTime(2013, 12, 1))
{
Order("CASH", +100); // +50 Holdings
}
else if (Time == new DateTime(2013, 12, 15))
{
Order("CASH", -50); // +0 Holdings
}
}
catch (Exception err)
{
Debug("Err: " + err.Message);
}
}
public void OnData(CashType data)
{
try
{
//TEST: FULL SWEEP TESTING:
if (Time == new DateTime(2013, 1, 1))
{
Order("CASH", 100); // +100 Holdings
}
else if (Time == new DateTime(2013, 2, 1))
{
Order("CASH", -50); // +50 Holdings
}
else if (Time == new DateTime(2013, 3, 1))
{
Order("CASH", -100); // -50 Holdings
}
else if (Time == new DateTime(2013, 4, 1))
{
Order("CASH", -50); // -100 Holdings
}
else if (Time == new DateTime(2013, 5, 1))
{
Order("CASH", 50); // -50 Holdings
}
else if (Time == new DateTime(2013, 6, 1))
{
Order("CASH", 100);// +50 Holdings
}
else if (Time == new DateTime(2013, 7, 1))
{
Order("CASH", 50); // +100 Holdings
}
else if (Time == new DateTime(2013, 8, 1))
{
Order("CASH", -50); // +50 Holdings
}
else if (Time == new DateTime(2013, 9, 1))
{
Order("CASH", -100); // -50 Holdings
}
else if (Time == new DateTime(2013, 10, 1))
{
Order("CASH", -50); // -100 Holdings
}
else if (Time == new DateTime(2013, 11, 1))
{
Order("CASH", +50); // -50 Holdings
}
else if (Time == new DateTime(2013, 12, 1))
{
Order("CASH", +100); // +50 Holdings
}
else if (Time == new DateTime(2013, 12, 15))
{
Order("CASH", -50); // +0 Holdings
}
}
catch (Exception err)
{
Debug("Err: " + err.Message);
}
}
public void OnData(CashType data)
{
try
{
//TEST 1: BUY AND HOLD:
//if (!Portfolio.Invested)
//{
// int quantity = (int)(Portfolio.Cash / Math.Abs(data.Value));
// Order("CASH", quantity);
// Console.WriteLine("Buying Cash 'Shares': Cash: " + data.Value + " Q:" + quantity);
//}
//TEST2: BUY - FLAT - BUY each month
//if (Time.Month % 2 != 0 && !Portfolio.Invested) //Jan, Mar, May -- alternating months.
//{
// Order("CASH", quantity);
//}
//else if (Time.Month % 2 == 0 && Portfolio.Invested)
//{
// Order("CASH", -Portfolio["CASH"].Quantity);
//}
//TEST3: LONG SHORT LONG - Each MOnth
//if (Time.Month % 2 != 0 && (Portfolio["CASH"].IsShort || !Portfolio["CASH"].Invested))
//{
// Order("CASH", 100 + Portfolio["CASH"].AbsoluteQuantity);
//}
//else if (Time.Month % 2 == 0 && Portfolio["CASH"].IsLong)
//{
// Order("CASH", -2 * Portfolio["CASH"].Quantity);
//}
//TEST 4: FULL SWEEP TESTING:
if (Time == new DateTime(2013, 1, 1))
{
Order("CASH", 100); // +100 Holdings
}
else if (Time == new DateTime(2013, 2, 1))
{
Order("CASH", -50); // +50 Holdings
}
else if (Time == new DateTime(2013, 3, 1))
{
Order("CASH", -100); // -50 Holdings
}
else if (Time == new DateTime(2013, 4, 1))
{
Order("CASH", -50); // -100 Holdings
}
else if (Time == new DateTime(2013, 5, 1))
{
Order("CASH", 50); // -50 Holdings
}
else if (Time == new DateTime(2013, 6, 1))
{
Order("CASH", 100);// +50 Holdings
}
else if (Time == new DateTime(2013, 7, 1))
{
Order("CASH", 50); // +100 Holdings
}
else if (Time == new DateTime(2013, 8, 1))
{
Order("CASH", -50); // +50 Holdings
}
else if (Time == new DateTime(2013, 9, 1))
{
Order("CASH", -100); // -50 Holdings
}
else if (Time == new DateTime(2013, 10, 1))
{
Order("CASH", -50); // -100 Holdings
}
else if (Time == new DateTime(2013, 11, 1))
{
Order("CASH", +50); // -50 Holdings
}
else if (Time == new DateTime(2013, 12, 1))
{
Order("CASH", +100); // +50 Holdings
}
else if (Time == new DateTime(2013, 12, 15))
{
Order("CASH", -50); // +0 Holdings
}
}
catch (Exception err)
{
Debug("Err: " + err.Message);
}
}