/// <summary>
/// Gets the historic prices for a stock
/// </summary>
/// <param name="stock">The stock to collect prices for</param>
/// <param name="lastRetrieveDate">The date last retrieved</param>
private void GetPricesForStock(Stock stock, DateTime lastRetrieveDate)
{
List <DailyPrice> historicPrices = this.yahooHistoricWebStockEngine.Fetch(stock, lastRetrieveDate);
using (StockBanditDataContext dataContext = new StockBanditDataContext())
{
// If different add to queue.
foreach (DailyPrice dailyPrice in historicPrices)
{
// Find price for today
DailyPrice existingPrice =
dataContext.DailyPrices.FirstOrDefault(
p => p.Date == dailyPrice.Date && p.StockCode == stock.StockCode);
if (existingPrice != null)
{
existingPrice.High = dailyPrice.High;
existingPrice.Low = dailyPrice.Low;
existingPrice.Open = dailyPrice.Open;
existingPrice.Close = dailyPrice.Close;
existingPrice.Volume = dailyPrice.Volume;
existingPrice.AdjustedClose = dailyPrice.AdjustedClose;
}
else
{
dataContext.DailyPrices.InsertOnSubmit(dailyPrice);
}
dataContext.SubmitChanges();
}
}
}
/// <summary>
/// Evaluates a stock to check against this model
/// </summary>
/// <param name="stock">The stock to check</param>
/// <param name="historicPrices">The last prices to use in the model</param>
/// <param name="emailBody">An output of the email text to append to the email</param>
/// <returns>A flag indicating if the stock evaluated to being above volume</returns>
public bool Evaluate(Stock stock, List <DailyPrice> historicPrices, out string emailBody)
{
if (historicPrices.Count > 0)
{
this.logQueue.QueueLogEntry(new LogEntry(DateTime.Now, LogType.Info, string.Format("VolumeModel Evaluation of {0} with {1} historic prices.", stock.StockCode, historicPrices.Count)));
DailyPrice todayPrice = historicPrices.First();
// Current average price
var averageVolume = historicPrices
.Take(90)
.Select(p => p.Volume)
.Average();
if (todayPrice.Volume > (averageVolume * this.alertThreshold))
{
// Check the trend and ignore downward trends
double slope = 0.0;
if (this.CheckUpwardTrend(historicPrices.Take(90).ToList(), out slope))
{
// Volume indicates a shift in movement soon
emailBody =
string.Format(
"Stock: {0}\r\nPrice: {1}\r\nVolume: {2}\r\nAverage Volume: {3}\r\nSlope: {4}\r\n\r\n",
stock.StockCode,
todayPrice.Close,
todayPrice.Volume,
Math.Round(averageVolume, 0),
Math.Round(slope, 2));
this.logQueue.QueueLogEntry(new LogEntry(DateTime.Now, LogType.Info, emailBody));
return(true);
}
}
this.logQueue.QueueLogEntry(new LogEntry(DateTime.Now, LogType.Info, string.Format("Finished VolumeModel Evaluation of {0} with {1} historic prices.", stock.StockCode, historicPrices.Count)));
emailBody = null;
return(false);
}
this.logQueue.QueueLogEntry(new LogEntry(DateTime.Now, LogType.Error, string.Format("No historic prices found for: {0}", stock.StockCode)));
emailBody = null;
return(false);
}
private void detach_DailyPrices(DailyPrice entity)
{
this.SendPropertyChanging();
entity.Stock = null;
}
private void attach_DailyPrices(DailyPrice entity)
{
this.SendPropertyChanging();
entity.Stock = this;
}
partial void DeleteDailyPrice(DailyPrice instance);
partial void UpdateDailyPrice(DailyPrice instance);
partial void InsertDailyPrice(DailyPrice instance);