56 lines
2.1 KiB
C#
56 lines
2.1 KiB
C#
using MarketData.DataAccess;
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using MarketData.MarketDataModel;
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using MarketData.Utils;
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Text;
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using System.Threading.Tasks;
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namespace MarketData.Generator.CMTrend
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{
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public class CMTTrendGenerator
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{
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private CMTTrendGenerator()
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{
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}
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public static CMTGeneratorResult GenerateCMTCandidates(DateTime tradeDate,CMTParams cmtParams,List<String> symbolsHeld)
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{
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CMTGeneratorResult cmtGeneratorResult=new CMTGeneratorResult();
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try
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{
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List<String> symbols=PricingDA.GetSymbols();
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for(int index=0;index<symbols.Count;index++)
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{
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String symbol=symbols[index];
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if(0==(index%1000)) Console.WriteLine("Processing item {0} of {1}",index+1,symbols.Count);
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CMTCandidate cmtCandidate=CMTCandidateGenerator.GenerateCandidate(symbol,tradeDate,cmtParams,symbolsHeld);
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if(null==cmtCandidate) continue;
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if(cmtCandidate.Violation) cmtGeneratorResult.CMTCandidatesWithViolation.Add(cmtCandidate);
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else cmtGeneratorResult.CMTCandidates.Add(cmtCandidate);
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}
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if(null==cmtGeneratorResult.CMTCandidates||0==cmtGeneratorResult.CMTCandidates.Count)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("GenerateCMTCandidates. No candidates generated for trade date: {0}",tradeDate));
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cmtGeneratorResult.Success=true;
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return cmtGeneratorResult;
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}
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Generated {0} candidates.",cmtGeneratorResult.CMTCandidates.Count));
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cmtGeneratorResult.CMTCandidates.Sort();
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MDTrace.WriteLine(LogLevel.DEBUG,CMTCandidate.Header());
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foreach(CMTCandidate candidate in cmtGeneratorResult.CMTCandidates) MDTrace.WriteLine(LogLevel.DEBUG,candidate.ToString());
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cmtGeneratorResult.Success=true;
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return cmtGeneratorResult;
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}
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catch(Exception exception)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,exception.ToString());
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cmtGeneratorResult.Success=false;
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cmtGeneratorResult.Messages.Add(exception.ToString());
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return cmtGeneratorResult;
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}
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}
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}
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}
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