144 lines
7.6 KiB
C#
Executable File
144 lines
7.6 KiB
C#
Executable File
// 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();
|
|
// }
|
|
// }
|
|
// }
|
|
// } |