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

App.config

@@ -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="market_data" value="Database=market_data;Datasource=adrastea;Username=root;Password=dbas"/>
-    <add key="portfolio_data" value="Database=portfolio_data;Datasource=localhost;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=localhost;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"/>

MarketDataLib/DataAccess/PortfolioDA.cs

@@ -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);
     }

MarketDataLib/DataAccess/PricingDA.cs

@@ -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;

MarketDataLib/Generator/MGSHMomentum/MGSHBacktest.cs

@@ -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;
+        MGSHPositions winningTradeList = new MGSHPositions(sessionParams.AllPositions.Where(x => x.GainLoss>=0.00).ToList());
-        double averageLosingTrade=sessionParams.AllPositions.Where(x => x.GainLoss<0.00).Average(x => x.GainLossPcnt)*100.00;
+        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));