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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/StochasticsHelperSheet.cs Normal 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 StochasticsSheetHelper
{
public StochasticsSheetHelper()
{
}
public static bool GenerateStochasticsSheet(String strPathTemplateFile, String symbol, int dayCount,int periodN,int periodK)
{
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, dayCount);
if (null == prices || 0 == prices.Count)
{
MDTrace.WriteLine(LogLevel.DEBUG,"No prices for " + symbol);
return false;
}
Price price = prices[0];
String pathOutputFile = currentWorkingDirectory + "\\" + symbol + "-ST-" + 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)+" N="+periodN+", K="+periodK;
Stochastics stochastics = StochasticsGenerator.GenerateStochastics(prices, periodN, periodK);
if (null == stochastics)
{
MDTrace.WriteLine(LogLevel.DEBUG,"Error generating stochastics.");
return false;
}
Axis vertAxis = (Axis)chartObject.Chart.Axes(XlAxisType.xlValue, XlAxisGroup.xlPrimary);
vertAxis.HasMajorGridlines = true;
Axis horzAxis = (Axis)chartObject.Chart.Axes(XlAxisType.xlCategory, XlAxisGroup.xlPrimary);
horzAxis.HasMajorGridlines = true;
for (int index = 0; index < stochastics.Count; index++)
{
StochasticElement stochasticElement = stochastics[index];
worksheet.Cells[index + 1 + rowOffset, 1] = stochasticElement.Date;
worksheet.Cells[index + 1 + rowOffset, 2] = stochasticElement.Symbol;
worksheet.Cells[index + 1 + rowOffset, 3] = stochasticElement.Open;
worksheet.Cells[index + 1 + rowOffset, 4] = stochasticElement.High;
worksheet.Cells[index + 1 + rowOffset, 5] = stochasticElement.Low;
worksheet.Cells[index + 1 + rowOffset, 6] = stochasticElement.Close;
worksheet.Cells[index + 1 + rowOffset, 7] = stochasticElement.LN;
worksheet.Cells[index + 1 + rowOffset, 8] = stochasticElement.HN;
worksheet.Cells[index + 1 + rowOffset, 9] = stochasticElement.HX;
worksheet.Cells[index + 1 + rowOffset, 10] = stochasticElement.LX;
worksheet.Cells[index + 1 + rowOffset, 11] = stochasticElement.PK;
worksheet.Cells[index + 1 + rowOffset, 12] = stochasticElement.PD;
}
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 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();
}
}
}
}