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 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(); } } } }