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Sean
2025-03-25 21:42:32 -04:00
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commit 30c33d3cfd
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144
MarketData/MarketDataLib/Helper/BollingerBandHelperSheet.cs Executable file
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// using System;
// using System.IO;
// using Microsoft.Office.Interop.Excel;
// using MarketData.DataAccess;
// using MarketData.MarketDataModel;
// using MarketData.Generator;
// using MarketData.Utils;
// namespace MarketData.Helper
// {
// public class BollingerBandSheetHelper
// {
// public BollingerBandSheetHelper()
// {
// }
// public static bool GenerateBollingerBandSheet(String strPathTemplateFile,String symbol,int movingAverageDays,int historicalDays)
// {
// Microsoft.Office.Interop.Excel.Application excelApp = null;
// Microsoft.Office.Interop.Excel.Workbook workbook = null;
// Microsoft.Office.Interop.Excel.Worksheet worksheet = null;
// Microsoft.Office.Interop.Excel.Sheets worksheets = null;
// int rowOffset = 1;
// try
// {
// String currentWorkingDirectory = Directory.GetCurrentDirectory();
// if (!File.Exists(strPathTemplateFile))
// {
// MDTrace.WriteLine(LogLevel.DEBUG,"Cannot locate "+strPathTemplateFile);
// return false;
// }
// DateGenerator dateGenerator = new DateGenerator();
// DateTime startDate = dateGenerator.GetPrevBusinessDay(DateTime.Now);
// Prices prices = PricingDA.GetPrices(symbol,startDate,historicalDays);
// if (null == prices || 0 == prices.Count)
// {
// MDTrace.WriteLine(LogLevel.DEBUG,"No prices for "+symbol);
// return false;
// }
// Price price = prices[0];
// String pathOutputFile = currentWorkingDirectory + "\\" + symbol + "-BB-" + Utility.DateTimeToStringMMHDDHYYYY(price.Date);
// MDTrace.WriteLine(LogLevel.DEBUG,"Generating "+pathOutputFile);
// String companyName = PricingDA.GetNameForSymbol(symbol);
// File.Delete(pathOutputFile+".xlsx");
// excelApp = new Microsoft.Office.Interop.Excel.Application();
// excelApp.ScreenUpdating=false;
// workbook = excelApp.Workbooks.Open(strPathTemplateFile, 0, false, 5, "", "", false, Microsoft.Office.Interop.Excel.XlPlatform.xlWindows, "", true, false, 0, true, false, false);
// worksheets = workbook.Worksheets;
// worksheet = (Microsoft.Office.Interop.Excel.Worksheet)worksheets.get_Item("Sheet1");
// Microsoft.Office.Interop.Excel.ChartObjects chartObjects = worksheet.ChartObjects();
// Microsoft.Office.Interop.Excel.ChartObject chartObject = chartObjects.Item(1);
// chartObject.Chart.ChartTitle.Text = companyName + " (" + symbol + ") "+Utility.DateTimeToStringMMHDDHYYYY(prices[prices.Count-1].Date)+" Thru "+Utility.DateTimeToStringMMHDDHYYYY(price.Date);
// BollingerBands bollingerBands = BollingerBandGenerator.GenerateBollingerBands(prices, movingAverageDays);
// Axis vertAxis = (Axis)chartObject.Chart.Axes(XlAxisType.xlValue, XlAxisGroup.xlPrimary);
// vertAxis.MaximumScaleIsAuto = false;
// vertAxis.MaximumScale = GetMaxData(bollingerBands);
// vertAxis.MinimumScaleIsAuto = false;
// vertAxis.MinimumScale = GetMinData(bollingerBands);
// vertAxis.HasMajorGridlines = true;
// Axis horzAxis = (Axis)chartObject.Chart.Axes(XlAxisType.xlCategory, XlAxisGroup.xlPrimary);
// horzAxis.HasMajorGridlines = true;
// for (int index = 0; index < bollingerBands.Count; index++)
// {
// BollingerBandElement bollingerBandElement = bollingerBands[index];
// worksheet.Cells[index + 1 + rowOffset, 1] = bollingerBandElement.Date;
// worksheet.Cells[index + 1 + rowOffset, 2] = bollingerBandElement.Symbol;
// worksheet.Cells[index + 1 + rowOffset, 3] = bollingerBandElement.Open;
// worksheet.Cells[index + 1 + rowOffset, 4] = bollingerBandElement.High;
// worksheet.Cells[index + 1 + rowOffset, 5] = bollingerBandElement.Low;
// worksheet.Cells[index + 1 + rowOffset, 6] = bollingerBandElement.Close;
// worksheet.Cells[index + 1 + rowOffset, 7] = bollingerBandElement.Volume;
// worksheet.Cells[index + 1 + rowOffset, 8] = bollingerBandElement.SMAN;
// worksheet.Cells[index + 1 + rowOffset, 9] = bollingerBandElement.StDevN;
// worksheet.Cells[index + 1 + rowOffset, 10] = bollingerBandElement.K;
// worksheet.Cells[index + 1 + rowOffset, 11] = bollingerBandElement.L;
// worksheet.Cells[index + 1 + rowOffset, 12] = bollingerBandElement.KL1;
// worksheet.Cells[index + 1 + rowOffset, 13] = bollingerBandElement.LP1;
// }
// workbook.SaveAs(pathOutputFile, Microsoft.Office.Interop.Excel.XlFileFormat.xlOpenXMLWorkbook, Type.Missing, Type.Missing, false, false, Microsoft.Office.Interop.Excel.XlSaveAsAccessMode.xlNoChange, Microsoft.Office.Interop.Excel.XlSaveConflictResolution.xlUserResolution, true, Type.Missing, Type.Missing, Type.Missing);
// return true;
// }
// catch (Exception exception)
// {
// MDTrace.WriteLine(LogLevel.DEBUG,exception.ToString());
// return false;
// }
// finally
// {
// if (null != worksheet) ReleaseObject(worksheet);
// if (null != worksheets) ReleaseObject(worksheets);
// if (null != workbook) ReleaseObject(workbook);
// excelApp.Quit();
// }
// }
// private static double GetMinData(BollingerBands bollingerBands)
// {
// double minData = double.MaxValue;
// for (int index = 0; index < bollingerBands.Count; index++)
// {
// BollingerBandElement bollingerBandElement = bollingerBands[index];
// if(bollingerBandElement.Open<minData)minData=bollingerBandElement.Open;
// if(bollingerBandElement.High<minData)minData=bollingerBandElement.High;
// if(bollingerBandElement.Low<minData)minData=bollingerBandElement.Low;
// if (bollingerBandElement.K < minData) minData = bollingerBandElement.K;
// if (bollingerBandElement.L < minData) minData = bollingerBandElement.L;
// if (bollingerBandElement.KL1 < minData) minData = bollingerBandElement.KL1;
// if (bollingerBandElement.LP1 < minData) minData = bollingerBandElement.LP1;
// }
// return minData-(minData*.05);
// }
// private static double GetMaxData(BollingerBands bollingerBands)
// {
// double maxData = 0;
// for (int index = 0; index < bollingerBands.Count; index++)
// {
// BollingerBandElement bollingerBandElement = bollingerBands[index];
// if (bollingerBandElement.Open > maxData) maxData = bollingerBandElement.Open;
// if (bollingerBandElement.High > maxData) maxData = bollingerBandElement.High;
// if (bollingerBandElement.Low > maxData) maxData = bollingerBandElement.Low;
// if (bollingerBandElement.K > maxData) maxData = bollingerBandElement.K;
// if (bollingerBandElement.L > maxData) maxData = bollingerBandElement.L;
// if (bollingerBandElement.KL1 > maxData) maxData = bollingerBandElement.KL1;
// if (bollingerBandElement.LP1 > maxData) maxData = bollingerBandElement.LP1;
// }
// return maxData+(maxData*.05);
// }
// private static void ReleaseObject(object obj)
// {
// try
// {
// System.Runtime.InteropServices.Marshal.FinalReleaseComObject(obj);
// obj = null;
// }
// catch (Exception ex)
// {
// MDTrace.WriteLine(LogLevel.DEBUG,ex.ToString());
// obj = null;
// }
// finally
// {
// GC.Collect();
// }
// }
// }
// }