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Sean Kessler
2024-02-22 14:52:53 -05:00
parent 72c94666c5
commit 29b417e3f7
445 changed files with 360852 additions and 0 deletions
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MarketDataLib/Helper/MovingAverageHelperSheet.cs Normal file
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using System;
using System.IO;
using System.Collections.Generic;
using Microsoft.Office.Interop.Excel;
using MarketData.DataAccess;
using MarketData.MarketDataModel;
using MarketData.Generator;
using MarketData.Utils;
namespace MarketData.Helper
{
public class MovingAverageHelperSheet
{
public MovingAverageHelperSheet()
{
}
public static bool GenerateMovingAverageSheet(String strPathTemplateFile, String symbol)
{
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 companyName = PricingDA.GetNameForSymbol(symbol);
DateGenerator dateGenerator = new DateGenerator();
DateTime startDate = dateGenerator.GetPrevBusinessDay(DateTime.Now);
String currentWorkingDirectory = Directory.GetCurrentDirectory();
if (!File.Exists(strPathTemplateFile))
{
MDTrace.WriteLine(LogLevel.DEBUG,"Cannot locate " + strPathTemplateFile);
return false;
}
MovingAverages movingAverages = MovingAverageGenerator.GenerateMovingAverages(symbol);
String pathOutputFile = currentWorkingDirectory + "\\" + symbol + "-MA-" + Utility.DateTimeToStringMMHDDHYYYY(movingAverages.ThruDate);
MDTrace.WriteLine(LogLevel.DEBUG,"Generating " + pathOutputFile);
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 movingAverageChartObject = chartObjects.Item(1); // yes, chart 1 is the fast line
movingAverageChartObject.Chart.ChartTitle.Text = companyName + " (" + symbol + ") " + Utility.DateTimeToStringMMHDDHYYYY(movingAverages.FromDate) + " - " + Utility.DateTimeToStringMMHDDHYYYY(movingAverages.ThruDate) + " MA(55,21,5)";
Axis vertAxis = (Axis)movingAverageChartObject.Chart.Axes(XlAxisType.xlValue, XlAxisGroup.xlPrimary);
vertAxis.MaximumScaleIsAuto = false;
vertAxis.MaximumScale = GetMaxData(movingAverages);
vertAxis.MinimumScaleIsAuto = false;
vertAxis.MinimumScale = GetMinData(movingAverages);
vertAxis.HasMajorGridlines = true;
Axis horzAxis = (Axis)movingAverageChartObject.Chart.Axes(XlAxisType.xlCategory, XlAxisGroup.xlPrimary);
horzAxis.HasMajorGridlines = true;
for (int index = 0; index < movingAverages.Count; index++)
{
MovingAverageElement movingAverageElement = movingAverages[index];
worksheet.Cells[index + 1 + rowOffset, 1] = movingAverageElement.Symbol;
worksheet.Cells[index + 1 + rowOffset, 2] = movingAverageElement.Date;
worksheet.Cells[index + 1 + rowOffset, 3] = movingAverageElement.Close;
worksheet.Cells[index + 1 + rowOffset, 4] = movingAverageElement.High;
worksheet.Cells[index + 1 + rowOffset, 5] = movingAverageElement.Low;
worksheet.Cells[index + 1 + rowOffset, 6] = movingAverageElement.MA55;
worksheet.Cells[index + 1 + rowOffset, 7] = movingAverageElement.MA21;
worksheet.Cells[index + 1 + rowOffset, 8] = movingAverageElement.MA5;
}
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(MovingAverages movingAverages)
{
double minData = double.MaxValue;
for (int index = 0; index < movingAverages.Count; index++)
{
MovingAverageElement movingAverageElement = movingAverages[index];
if (movingAverageElement.Close < minData) minData = movingAverageElement.Close;
if (movingAverageElement.High < minData) minData = movingAverageElement.High;
if (movingAverageElement.Low < minData) minData = movingAverageElement.Low;
if (movingAverageElement.MA55 < minData) minData = movingAverageElement.MA55;
if (movingAverageElement.MA21 < minData) minData = movingAverageElement.MA21;
if (movingAverageElement.MA5 < minData) minData = movingAverageElement.MA5;
}
return minData - (minData * .05);
}
private static double GetMaxData(MovingAverages movingAverages)
{
double maxData = 0;
for (int index = 0; index < movingAverages.Count; index++)
{
MovingAverageElement movingAverageElement = movingAverages[index];
if (movingAverageElement.Close > maxData) maxData = movingAverageElement.Close;
if (movingAverageElement.High > maxData) maxData = movingAverageElement.High;
if (movingAverageElement.Low > maxData) maxData = movingAverageElement.Low;
if (movingAverageElement.MA55 > maxData) maxData = movingAverageElement.MA55;
if (movingAverageElement.MA21 > maxData) maxData = movingAverageElement.MA21;
if (movingAverageElement.MA5 > maxData) maxData = movingAverageElement.MA5;
}
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();
}
}
}
}