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Point database to Adrastea. Fix MGSHBacktest.cs PerformanceStatistics. Provide an optimized PricingDA.GetLatestPrices() for use with the UI TradeBlotter.

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Sean
2025-05-19 17:21:26 -04:00
parent c73043773f
commit 57f9f4857a
4 changed files with 71 additions and 6 deletions
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6
App.config
View File

@@ -1,9 +1,9 @@
<?xml version="1.0"?>
<configuration>
<appSettings>
<add key="market_data" value="Database=market_data;Datasource=localhost;Username=root;Password=dbas"/>
<add key="portfolio_data" value="Database=portfolio_data;Datasource=localhost;Username=root;Password=dbas"/>
<add key="user_data" value="Database=user_data;Datasource=localhost;Username=root;Password=dbas"/>
<add key="market_data" value="Database=market_data;Datasource=adrastea;Username=root;Password=dbas"/>
<add key="portfolio_data" value="Database=portfolio_data;Datasource=adrastea;Username=root;Password=dbas"/>
<add key="user_data" value="Database=user_data;Datasource=adrastea;Username=root;Password=dbas"/>
<add key="sms_smtpaddress" value="smtp.gmail.com"/>
<add key="sms_smsusername" value="skessler1964@gmail.com"/>
<add key="sms_smspassword" value="xjfo isnf gmyi zovr"/>

2
MarketDataLib/DataAccess/PortfolioDA.cs
View File

@@ -58,7 +58,7 @@ namespace MarketData.DataAccess
}
public static bool InsertUpdateStopLimit(StopLimit stopLimit)
{
if(null==stopLimit||null==stopLimit.Symbol||double.IsNaN(stopLimit.StopPrice))return false;
if(null==stopLimit || null==stopLimit.Symbol || double.IsNaN(stopLimit.StopPrice))return false;
if(!HasStopLimit(stopLimit.Symbol))return InsertStopLimit(stopLimit);
return UpdateStopLimit(stopLimit);
}

60
MarketDataLib/DataAccess/PricingDA.cs
View File

@@ -1046,6 +1046,66 @@ namespace MarketData.DataAccess
if (null != sqlConnection) sqlConnection.Close();
}
}
public static Dictionary<String, Price> GetLatestPrices(List<String> symbols)
{
MySqlConnection sqlConnection = null;
MySqlDataReader sqlDataReader = null;
MySqlCommand sqlCommand=null;
String strQuery = null;
Dictionary<String, Price> latestPrices = new Dictionary<String, Price>();
try
{
StringBuilder sb = new StringBuilder();
sqlConnection = SqlUtils.CreateMySqlConnection(MainDataSource.Instance.LocateDataSource("market_data"));
sb.Append($"SELECT B.date, B.symbol,B.open,B.high,B.low,B.close,B.volume,B.adjclose,B.source from ");
sb.Append($"(SELECT date, symbol, open, high, low, close, volume, adjclose, SOURCE, ROW_NUMBER() OVER (");
sb.Append($"PARTITION BY symbol ORDER BY DATE DESC) AS rownum from prices ");
sb.Append($"WHERE symbol IN {SqlUtils.CreateInClause(symbols)})B where B.rownum=1");
strQuery = sb.ToString(); ;
sqlCommand = new MySqlCommand(strQuery, sqlConnection);
sqlCommand.CommandTimeout = SqlUtils.COMMAND_TIMEOUT;
sqlDataReader = sqlCommand.ExecuteReader();
while(sqlDataReader.Read())
{
Price price = new Price();
if(!sqlDataReader.IsDBNull(0))price.Date = sqlDataReader.GetDateTime(0);
else throw new Exception("Date cannot be null");
if(!sqlDataReader.IsDBNull(1))price.Symbol = sqlDataReader.GetString(1);
else throw new Exception("Symbol cannot be null");
if(!sqlDataReader.IsDBNull(2))price.Open = sqlDataReader.GetDouble(2);
else price.Open=double.NaN;
if(!sqlDataReader.IsDBNull(3))price.High = sqlDataReader.GetDouble(3);
else price.High=double.NaN;
if(!sqlDataReader.IsDBNull(4))price.Low = sqlDataReader.GetDouble(4);
else price.Low=double.NaN;
if(!sqlDataReader.IsDBNull(5))price.Close = sqlDataReader.GetDouble(5);
else price.Close=double.NaN;
if(!sqlDataReader.IsDBNull(6))price.Volume = sqlDataReader.GetInt64(6);
else price.Volume=0;
if(!sqlDataReader.IsDBNull(7))price.AdjClose = sqlDataReader.GetDouble(7);
else price.AdjClose=double.NaN;
if(!sqlDataReader.IsDBNull(8))price.Source = (Price.PriceSource)Utility.CharToNum(sqlDataReader.GetChar(8));
else price.Source=Price.PriceSource.Other;
if(!latestPrices.ContainsKey(price.Symbol))latestPrices.Add(price.Symbol, price);
}
return latestPrices;
}
catch (Exception exception)
{
MDTrace.WriteLine(LogLevel.DEBUG,exception);
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Query was {0}",strQuery));
return latestPrices;
}
finally
{
if(null!=sqlCommand)sqlCommand.Dispose();
if (null != sqlDataReader) {sqlDataReader.Close();sqlDataReader.Dispose();}
if (null != sqlConnection) sqlConnection.Close();
}
}
public static Prices GetPrices(String symbol)
{
MySqlConnection sqlConnection = null;

9
MarketDataLib/Generator/MGSHMomentum/MGSHBacktest.cs
View File

@@ -197,8 +197,13 @@ namespace MarketData.Generator.MGSHMomentum
double totalTrades=sessionParams.AllPositions.Count;
double winningTrades=sessionParams.AllPositions.Where(x => x.GainLoss>=0.00).Count();
double losingTrades=sessionParams.AllPositions.Where(x => x.GainLoss<0.00).Count();
double averageWinningTrade=sessionParams.AllPositions.Where(x => x.GainLoss>=0.00).Average(x => x.GainLossPcnt)*100.00;
double averageLosingTrade=sessionParams.AllPositions.Where(x => x.GainLoss<0.00).Average(x => x.GainLossPcnt)*100.00;
MGSHPositions winningTradeList = new MGSHPositions(sessionParams.AllPositions.Where(x => x.GainLoss>=0.00).ToList());
double averageWinningTrade = winningTradeList.Count>0?winningTradeList.Average(x => x.GainLossPcnt)*100.00:0.00;
// double averageWinningTrade=sessionParams.AllPositions.Where(x => x.GainLoss>=0.00).Average(x => x.GainLossPcnt)*100.00;
MGSHPositions losingTradeList = new MGSHPositions(sessionParams.AllPositions.Where(x => x.GainLoss<0.00).ToList());
double averageLosingTrade = losingTradeList.Count>0?losingTradeList.Average(x => x.GainLossPcnt)*100.00:0.00;
// double averageLosingTrade=sessionParams.AllPositions.Where(x => x.GainLoss<0.00).Average(x => x.GainLossPcnt)*100.00;
double percentWinningTrades=(winningTrades/(double)sessionParams.AllPositions.Count)*100.00;
double percentLosingTrades=(losingTrades/(double)sessionParams.AllPositions.Count)*100.00;
double expectation=(percentWinningTrades*averageWinningTrade)/(percentLosingTrades*Math.Abs(averageLosingTrade));