/Classes/LocalDatabase.m

classdef LocalDatabase < handle

%Example 1: Sync Database

%   

%Written by:    Bryan Taylor

%Date Created:  2nd Feb 2009

%Date Modified: 13th Sep 2009

%

%Rev 0.01   Rev number property added. 

%           Work offline prompt add on first failed connection.

%Rev 0.02   Today replaced with floor(now)

%Rev 0.03   Offline mode added through arg ins.

%Rev 0.04   AutoRetry added. 

%           Change to handle class.

    properties

       Symbol = '2ENT.ST';

       Location =  'C:\HmSourceSafe\Stocks & Shares\Programs\Stock Quote Sync\Data';

       DatabaseName = 'Database'; %OneYear

       DataStore

       LastPrice

       LastPriceDate

       ExternalCommObj = 'yahoo-fetch'; %yahoo-fetch or sqq or offline

       DataStoreColumnNames = {'Date', 'Close', 'Open', 'Low', 'High', 'Volume'};

       SymbolsList

       DownloadStatus

       StartDate

       EndDate 

       ReqUpdateStatus 

       DebugReport = 'off';

       NR_NoiseThreshold = 0.01;

       NR_SoftSwitch = 0;

       NR_Report = false;

       NR_Plot = false;

       conn

       Rev = 0.04

       ProgramName = 'Local Database';

       AutoRetry = true;

    end

    methods (Hidden = false)

        function [DataStore] = LoadData(obj)

            SaveDataPath = [obj.Location,'\',obj.DatabaseName];

            path = [SaveDataPath,'\Download_Mat\Data\'];

            try

            load([path,strrep(obj.Symbol,'.','_'),'.mat']);

            catch

                DataStore = [];

                obj.DataStore = [];

                return

            end

            if not(exist('DataStore')) %Load function didn't return datastore

                uiwait(msgbox('Data did not load'));

            end

            try

            obj.LastPrice = DataStore.LastPrice;

            obj.LastPriceDate = DataStore.LastPriceDate;

            end

            %Extract Data from structre.

            if isstruct(DataStore)

                try

                Data = DataStore.Data;

                if isstruct(Data)

                   Data = Data.Data; 

                end

                end

                try

                Data = DataStore.DataStore;       

                end

            else

                Data = DataStore; 

            end

            try  

            obj.DataStoreColumnNames = DataStore.ColumnNames;

            end

            DataStore = Data;

            obj.DataStore = Data;

            try

            [x1] = size(DataStore.Data,2);

            [x2] = size(DataStore.ColumnNames,2);

            if x2 > x1

                warning('Column names do not match the DATA table. Removing column names')

                DataStore.ColumnNames = DataStore.ColumnNames(:,1:x1);

            end

            end

        end

        function [StartDate,EndDate] = DateRange(obj)

            %Quick: [startdate,enddate] = StockDateRangeMat(symbol,DataStore);

            %Slow:  [startdate,enddate] = StockDateRangeMat(symbol);

            if isempty(obj.DataStore);

            disp({  'Data not already loaded for this symbol.'; ...

                    'Please use LoadData method.'; ...

                    'For now, data is loaded automactically'; ...

                })

            obj = obj.LoadData();

            end



            try

            Datenum = obj.DataStore.Data(:,1);

            catch

            Datenum = obj.DataStore(:,1);   

            end

            if isstruct(Datenum)

            Datenum = Datenum.Data(:,1);    

            end

            try

            obj.EndDate = max(Datenum);

            catch

            x=1;     

            end

            obj.StartDate = min(Datenum);

            EndDate = obj.EndDate;

            StartDate = obj.StartDate;

        end

        function [SymbolsList] = GetDownloadedSymbolList(obj)

            logdir = pwd;

            SaveDataPath = [obj.Location,obj.DatabaseName];

            path = [SaveDataPath,'\Download_Mat\Data\'];

            cd(path);

            array = rot90(struct2cell(dir)); %struct to cell then rotate

            SymbolsList = array(1:end-2,1); %crop names

            SymbolsList = strrep(SymbolsList,'.mat',''); %remove extention

            SymbolsList = strrep(SymbolsList,'_','.'); %remove extention

            cd(logdir);

            obj.SymbolsList = SymbolsList;  

        end

        function [Info] = Sync(obj)

              if  strcmpi(obj.DebugReport,'on')

                disp(['Syncronising symbol: ',obj.Symbol]);

                disp('==================================');

              end

              [LocalStatus] = obj.DetermineDownloadState();



              if LocalStatus == 1 %%UPDATE

                  if  strcmpi(obj.DebugReport,'on')

                      disp(['Updating (Updating or FullDownload): ',obj.Symbol])

                      disp(' ')

                  end

                  [Status] = obj.RequireSync();

                  startdate = obj.StartDate;

                  enddate = obj.EndDate;



                  if strcmpi(Status,'OutOfDate')

                    DataStore = obj.DataStore;

                    [NewDataStore,timedout,Info] = obj.DownloadData([obj.EndDate+1,floor(now)]);



                    if not(isempty(NewDataStore)) %Download ok

                        [DataStore] = obj.CombineArray(DataStore,NewDataStore);

                        obj.DataStore = DataStore;

                        obj.SaveData();

                        Info.Start_Date = datestr(startdate);

                        [Info.Status] = obj.Update2Date(datenum(Info.End_Date));

                    else % Download fail

                        Info.Start_Date = datestr(startdate);

                        Info.NoOfEntriesAdded = 'N/A';

                        Info.End_Date = datestr(enddate);

                        Info.Status = 'ErrorDownloading';  

                    end

                  else %UpToDate.

                      Info.NoOfEntriesAdded = 'N/A';

                      Info.End_Date = datestr(enddate);

                      Info.Start_Date = datestr(startdate);

                      Info.Status =obj.Update2Date(datenum(Info.End_Date));

                  end

              else %% FULL DOWNLOAD

                  if  strcmpi(obj.DebugReport,'on')

                      disp(['FullDownload (Updating or FullDownload): ',obj.Symbol])

                      disp(' ')

                  end

                  [DataStore,timedout,Info] = obj.DownloadData('all');

                  if isempty(DataStore) == 0 %Download good, save data and update date range

                      %Save Data

                      obj.SaveData();

                      [Info.Status] = obj.Update2Date(datenum(Info.End_Date));

                  else %Download not good.

                      Info.NoOfEntriesAdded = 'N/A';

                      Info.End_Date = 'N/A';

                      Info.Start_Date = 'N/A';

                      Info.Status = 'ErrorDownloading';

                  end

              end

              if  strcmpi(obj.DebugReport,'on')

                  disp(' ')

              end

        end

        function SaveData(obj)

            SaveDataPath = [obj.Location,obj.DatabaseName];

            path = [SaveDataPath,'\Download_Mat\Data\'];

            Data = obj.DataStore;

            

            DataStore.Data = Data;

            DataStore.ColumnNames = obj.DataStoreColumnNames;

            

            obj.GetLastPrice;

            DataStore.LastPrice = obj.LastPrice;

            DataStore.LastPriceDate = obj.LastPriceDate;

            

            save([path,strrep(obj.Symbol,'.','_'),'.mat'],'DataStore');

        end

        function [newsymbolset] = StockQuoteMatQuery(symbolset,date);

            if isempty(symbolset)

               error('Input symbol set is empty'); 

            end



            [x] = size(symbolset,1);

            path = 'C:\SourceSafe\Stocks & Shares\Programs\Trade Guide\SaveData\Download_Mat\Database\';



            for i = 1:x

                load([path,symbolset{i},'.mat']);

                try

                    Datenum = DataStore.Data(:,1);

                    n = find(Datenum <= date);

                    n = n(size(n,1));

                    newrow = [symbolset(i),num2cell((DataStore.Data(n,:)))];

                    empty = false;

                catch

                    empty = true;

                end

                if empty == false  

                    if i == 1

                    newsymbolset = newrow;

                    else

                    newsymbolset = [newsymbolset;newrow];   

                    end

                else

                    %do append to new symbol array.

                end

            end

        end

        function [Data] = GetColumn(obj,Name)

            if isempty(obj.DataStore)

               error('Data has not been loaded. Pleas use LoadData method') 

            end

            n = find(strcmpi(Name,obj.DataStoreColumnNames));

            try

            Data = obj.DataStore.Data(:,n);

            catch

            Data = obj.DataStore(:,n);

            end

        end

        function [Data] = GetData(obj,Name,DateRange)

            if isempty(obj.DataStore)

               error('Data has not been loaded. Please use LoadData method') 

            end

            n = find(strcmpi(Name,obj.DataStoreColumnNames));

            try

            Data = obj.DataStore(:,n);

            catch

            Data = obj.DataStore.Data(:,n);  

            end

            

            if isstruct(Data)

            Data = Data.Data(:,n);   

            end

            if isstruct(Data)

            Data = Data.Data(:,n);   

            end

            Date = obj.GetColumn('Date');

            

            n = find(Date>DateRange(2));

            try

            Data = Data(n);

            Date = Date(n);

            catch

               x = 1; 

            end

            

            n = find(Date<DateRange(1));

            Data = Data(n);

            Date = Date(n);

        end

        function [Data] = GetRange(obj,Name,Period)

            switch lower(Period)

                case '1w'

                    [Data] = GetData(obj,Name,[floor(now),floor(now)-7]);

                case '2w'

                    [Data] = GetData(obj,Name,[floor(now),floor(now)-14]);

                case '1m'

                    [Data] = GetData(obj,Name,[floor(now),floor(now)-30]);

                case '3m'

                    [Data] = GetData(obj,Name,[floor(now),floor(now)-120]);

                case '6m'

                    [Data] = GetData(obj,Name,[floor(now),floor(now)-6*30]);

                case '1y'

                    [Data] = GetData(obj,Name,[floor(now),floor(now)-365]);

                otherwise

            end

        end

        function GetLastPrice(obj);

            try

            [Data] = fetch(obj.conn,obj.Symbol,{'Last';'Date'});

            catch

            pause(5)

            obj.Connect2yahoo;

            [Data] = fetch(obj.conn,obj.Symbol,{'Last';'Date'});

            end

            obj.LastPrice = Data.Last;

            obj.LastPriceDate = Data.Date;

        end

    end

    methods (Hidden = false) % Calculations

        function [LastValue,Date] = LastDayClose(obj)

            if isempty(obj.DataStore);

                obj.LoadData();

            end

            if isempty(obj.DataStore)

                LastValue = NaN;

                Date = NaN;

            else

                Close = obj.DataStore(:,2);

                Date = obj.DataStore(:,1);

                Date = Date(end);

                LastValue = Close(end);

            end

        end

        function [Status] = CalcChange(obj)

        %This function assumes data is correctly loaded into Datastore

        %Example: 

        %obj.Symbol = 'IBM';

        %obj = obj.LoadData();

        %obj = obj.CalcDayGrowth();

            if isempty(obj.DataStore);

                obj.LoadData();

            end

            [Status] = obj.CalcStatus('Change_Pence');

            [Status] = obj.CalcStatus('Change_Percentage');

            

            if strcmpi(Status,'RequireUpdate')

                Close = obj.GetColumn('Close');

                Open = obj.GetColumn('Open');

                Change_Pence = Close - Open;

                Change_Percentage = Change_Pence./Open*100;

                obj.DataStoreColumnNames = [obj.DataStoreColumnNames,{'Change_Pence','Change_Percentage'}];

                try

                obj.DataStore.Data = [obj.DataStore.Data,Change_Pence,Change_Percentage];

                catch

                obj.DataStore.Data = [obj.DataStore,Change_Pence,Change_Percentage];    

                end

            end

        end

        function [Status] = CalcPriceMean(obj) %Verfied

            if isempty(obj.DataStore);

                obj.LoadData();

            end

            [Status] = obj.CalcStatus('PriceMean');

            

            if strcmpi(Status,'RequireUpdate')

                Date = obj.GetColumn('Date');

                Close = obj.GetColumn('Close');

                Open = obj.GetColumn('Open');

                Low = obj.GetColumn('Low');

                High = obj.GetColumn('High');



                PriceMean = mean([Close,Open,High,Low],2);



                obj.DataStoreColumnNames = [obj.DataStoreColumnNames,{'PriceMean'}];

                obj.DataStore.Data = [obj.DataStore.Data,PriceMean];

            end

        end

        function [Status] = CalcMovAvg(obj,NumberOfDays)

            if isempty(obj.DataStore);

                obj.LoadData();

            end

            [Status] = obj.CalcStatus(['MovAvg_',num2str(NumberOfDays)]);

            

            if strcmpi(Status,'RequireUpdate')

                PriceMean = obj.GetColumn('PriceMean');

                    

                [x] = size(PriceMean,1);

                

                if x>NumberOfDays

                [MovingAv,LONG] = movavg(PriceMean,NumberOfDays,NumberOfDays,0);

                obj.DataStoreColumnNames = [obj.DataStoreColumnNames,{['MovAvg_',num2str(NumberOfDays)]}];

                obj.DataStore.Data = [obj.DataStore.Data,MovingAv];

                end

            end

        end

        function [Status] = CalcFiveDayHigh(obj)

            if isempty(obj.DataStore);

                obj.LoadData();

            end

            [Status] = obj.CalcStatus('FiveDayHigh');

            

            if strcmpi(Status,'RequireUpdate')

                n = find(strcmpi(obj.DataStoreColumnNames,'PriceMean'));

                PriceMean = obj.DataStore.Data(:,n);

                n = find(strcmpi(obj.DataStoreColumnNames,'Date'));

                Date = obj.DataStore.Data(:,n);



                %Five Day High

                [x] = size(PriceMean,1);

                if x>5

                    for i = 1:x-4

                        Window = PriceMean(i:i+4);

                        MaxVal = max(Window);

                        FiveDayHigh(i+4,1) = MaxVal;

                        n = find(MaxVal == Window);

                        if not(isempty(n))

                        DateOfFiveDayHigh(i+4,1) = Date(i+n(end)-1);

                        NumberOfDaysSinceFiveDayHigh(i+4,1) = 5- n(end);

                        end

                    end



                    obj.DataStoreColumnNames = [obj.DataStoreColumnNames,{'FiveDayHigh','DateOfFiveDayHigh','NumberOfDaysSinceFiveDayHigh'}];

                    obj.DataStore.Data = [obj.DataStore.Data,FiveDayHigh,DateOfFiveDayHigh,NumberOfDaysSinceFiveDayHigh];

                end

            end

        end

        function [Status] = CalcDayDiff(obj)

            if isempty(obj.DataStore);

                obj.LoadData();

            end

            [Status] = obj.CalcStatus('DayDiff');

            

            if strcmpi(Status,'RequireUpdate')

                PriceMean = obj.GetColumn('PriceMean');

                DayDiff = [0;diff(PriceMean)];

                obj.DataStoreColumnNames = [obj.DataStoreColumnNames,{'DayDiff'}];

                obj.DataStore.Data = [obj.DataStore.Data,DayDiff];

            end

        end

        function [Status] = PercentageChange(obj)

            if isempty(obj.DataStore);

                obj.LoadData();

            end

            [Status] = obj.CalcStatus('PercentageChange');

            

            if strcmpi(Status,'RequireUpdate')

                PriceMean = obj.GetColumn('PriceMean');

                DayDiff = obj.GetColumn('DayDiff');



                PercentageChange = DayDiff./PriceMean;  %percent change



                obj.DataStoreColumnNames = [obj.DataStoreColumnNames,{'PercentageChange'}];

                obj.DataStore.Data = [obj.DataStore.Data,PercentageChange];

            end

        end

        function [Status] = VolumeDiff(obj)

            if isempty(obj.DataStore);

                obj.LoadData();

            end

            [Status] = obj.CalcStatus('VolumeDiff');

            

            if strcmpi(Status,'RequireUpdate')

                Volume = obj.GetColumn('Volume');

                VolumeDiff = [0;diff(Volume)];

                obj.DataStoreColumnNames = [obj.DataStoreColumnNames,{'VolumeDiff'}];

                obj.DataStore.Data = [obj.DataStore.Data,VolumeDiff];

            end

        end

        function [Status] = PriceMean_DeNoise(obj)

            if isempty(obj.DataStore);

                obj.LoadData();

            end

            [Status] = obj.CalcStatus('PriceMean_DeNoise');

            

            if strcmpi(Status,'RequireUpdate')

                PriceMean = obj.GetColumn('PriceMean');

                [PriceMean_DeNoise] = obj.NoiseRemoval();

                obj.DataStoreColumnNames = [obj.DataStoreColumnNames,{'PriceMean_DeNoise'}];

                obj.DataStore.Data = [obj.DataStore.Data,PriceMean_DeNoise];

            end

        end

        function [Status] = TradeSignal(obj)

            if isempty(obj.DataStore);

                obj.LoadData();

            end

            [Status] = obj.CalcStatus('ChangeMarker');

            

            if strcmpi(Status,'RequireUpdate')

                Close = obj.GetColumn('Close');

                Open = obj.GetColumn('Open');

                High = obj.GetColumn('High');

                Low = obj.GetColumn('Low');

                [buy,sell,TradeSignal,ChangeMarker,PercentageChange]=obj.tradeguides();

                obj.DataStoreColumnNames = [obj.DataStoreColumnNames,{'TradeSignal','ChangeMarker'}];

                try

                obj.DataStore.Data = [obj.DataStore.Data,TradeSignal,ChangeMarker];

                catch

                   x = 1;

                end

            end

        end

    end

    methods (Hidden = true) % Support functions

        function [Status] = CalcStatus(obj,Name)

            n = find(strcmpi(Name,obj.DataStoreColumnNames));

            [x] = size(n,2);

            switch x

                case 0

                    Status = 'RequireUpdate';

                case 1

                    Status = 'UpToDate';

                case 2

                    Status = 'Overloaded';

                otherwise

                    error('ERROR: Check Calc Status')

            end

        end

        function [DataStore,timedout,Info] = DownloadData(obj,DateRange)

        % DataRange = 'all' or [floor(now)-7,floor(now)];

            if ischar(DateRange)

                Range = 365*200; %Last 200 years

                StartDate = floor(now)-Range;

                EndDate = floor(now);

            else

                StartDate = DateRange(1);

                EndDate = DateRange(2);

            end

            timeout = 2;



            %Int Var

            timedout = false;

            time = 1;

            DataStore=[];

            complete = false;



            %Get Data

            %TODO: Exception workaround!

            if strcmpi(obj.Symbol,'CLF') %Exception call clf function!

                timedout = true;

                DataStore=[];

            else

                while complete == false

                  if time == timeout

                      timedout = true;

                      break

                  end

                 if  strcmpi(obj.ExternalCommObj,'sqq')

                    try

                    [date, close, open, low, high, volume, closeadj] = sqq(obj.Symbol,EndDate,StartDate,'d');

                    DataStore = [date, close, open, low, high, volume, closeadj];

                    complete = true;

                    catch

                    complete = false;    

                    end

                  elseif strcmpi(obj.ExternalCommObj,'yahoo-fetch') %Discrete test suggest it take 4 times as long.

                    try

                        [data] = fetch(obj.conn,obj.Symbol,{'Close','Open','Low','High','Volume'},StartDate,EndDate);

                        if isempty(data)

                        complete = false; 

                        else

                        complete = true;

                        end

                    catch

                        complete = false;     

                    end

                    if complete == true;

                    DataStore = flipud(data);

                    [i,j] = size(DataStore);

%                     DataStore(1:i,j+1) = NaN;

                    date = DataStore(:,1);

                    end

                  end

                  time = time + 1;

                end

            end



            if timedout == false

                [y] = size(date,1);

                Info.Start_Date = datestr(date(1));

                Info.End_Date = datestr(date(y));

                Info.NoOfEntriesAdded = y;

            else

                Info.Start_Date = 'N/A';

                Info.End_Date = 'N/A';

                Info.NoOfEntriesAdded = 'N/A';

            end

            obj.DataStore = DataStore;

            if  strcmpi(obj.DebugReport,'on')

                disp(['Downloading: ',obj.Symbol])

                disp('==========================')

                disp(['Date Range: ',datestr(StartDate),' to the ',datestr(EndDate)]);

                if isempty(DataStore)

                disp(['Extracted: ',num2str(0)])     

                else

                disp(['Extracted: ',num2str(num2str(size(date,1)))])   

                end

            end

        end

        function [Status] = DetermineDownloadState(obj)

        %local database state

        % Does stock require update or complete download

        % Status -  0 Full Download Required.

        %           1 Update Download Required.

        %DataStore is empty unless update download status is 1.

        %Written by:    Bryan Taylor

        %Date Created:  4th January 2009

           path = [obj.Location,obj.DatabaseName,'\Download_mat\Data\'];

           [DataStore] = obj.LoadData();

           Status = 1;

           if isempty(DataStore)

              Status = 0;  

           else 

              Status = 1;

           end

           obj.DownloadStatus = Status;

           obj.DataStore = DataStore;

            

           if  strcmpi(obj.DebugReport,'on')

                if Status == 1

                disp(['Symbol: ',obj.Symbol,' is Full in Local Database']);

                else 

                disp(['Symbol: ',obj.Symbol,' is Empty in Local Database']);   

                end

           end

        end

        function [Status] = RequireSync(obj)

            if isempty(obj.EndDate)

                obj.DateRange();

            end

            [Status,LastWorkingDay] = obj.Update2Date(obj.EndDate);

            obj.ReqUpdateStatus = Status;

            if strcmpi(obj.DebugReport,'on')

                 disp('Required Sync Analysis');

                 disp('======================');

                 disp(['LocalDatabase.... EndDate: ',datestr(obj.EndDate),' StartDate: ',datestr(obj.StartDate)])

                 disp(['floor(now) Date: ',datestr(floor(now)),' LastWorkingDay: ',datestr(LastWorkingDay),' Status: ',Status])

                 disp(' ')

            end

        end

        function [Status,LastWorkingDay] = Update2Date(obj,Date)

        %Will return if stock is up to date. It understand the last working day.

        %% 

        switch datestr(floor(now),8)

            case 'Mon'

                LastWorkingDay = floor(now) - 3;

            case 'Sun'

                LastWorkingDay = floor(now) - 2;

            otherwise

                LastWorkingDay = floor(now) - 1;

        end

        if LastWorkingDay == Date

            Status = 'UpToDate';

        else

            Status = 'OutOfDate';

        end

        end 

        function [DataStore] = CombineArray(obj,DataStore,NewDataStore)

        %Combine the downloaded data with the data locally stored.



        %pad new data

        try

            DataStore.Data;

            [width] = size(DataStore.Data,2);

        catch

            [width] = size(DataStore,2);

        end

        [len,wid] = size(NewDataStore);

        NewData = nan(len,width);

        NewData(:,1:wid) = NewDataStore;

        %append

        try

        Data = DataStore.Data;

        catch

        Data = DataStore;    

        end

        if isstruct(Data)

            Data = Data.Data;

        end

        Data = Data(:,1:6);

        warning off

        DataStore.Data = [Data;NewData];

        warning on

        end

        function [buy,sell,tradesignal,changemarker,pP]=tradeguides(obj)

                %Gives Buy and Sell signals for maximum practical profit.

                %Ignores small trend changes or flat days and follow biggest local trends.Profitable spikes are included.

                %Tradeguide signal offers practical trading benchmark training set for Neural Networks and other learning algorithms or TA.

                %

                %There are no hold signals generated.

                %buy=index for buy days

                %sell=index for sell days

                %Tradesignal is the composite buy and sell signal vector with 1= buy and 0=sell

                %Changemarker is a zero vector of the length of the time serie with 1

                %marking a change in trend.

                %

                %INPUTS:

                %   C:- Stock Closing Price (Column-wise Data)

                %   O:- Stock Opening Price (Column-wise Data)

                %   L:- Stock Low Price (Column-wise Data)

                %   H:- Stock High Price (Column-wise Data)

                %

                %OPTIONAL

                %   'Report':-  logical. The report flag defaults to false.

                %   'NoiseThreshold':- This threshold is expressed as a percentage change.

                %   The default is set to 0.005. This means that any daily change of less than

                %   0.5% will be ignored, and persumed as noise.

                %

                %Example:

                %Get a small amount of data from the local database

                % numberofreadings = 365;

                % [startdate,enddate] = StockDateRange('AAA');

                % 

                % [DateNum] = GetData('AAA','datenum',[startdate,startdate+numberofreadings]);

                % [C] = GetData('AAA','close',[startdate,startdate+numberofreadings]);

                % [O] = GetData('AAA','open',[startdate,startdate+numberofreadings]);

                % [H] = GetData('AAA','high',[startdate,startdate+numberofreadings]);

                % [L] = GetData('AAA','low',[startdate,startdate+numberofreadings]);

                %

                %Get trade signals:

                % [buy,sell,tradesignal,changemarker]=tradeguide(C,O,H,L,'Report',true)

                %

                %Written by:    Bryan Taylor

                %Date Created:  17th Feb 2007

                %Date Modified: 17th Feb 2007

                %

                % Copyright 2007, CoLogic, Inc

                NoiseThreshold = obj.NR_NoiseThreshold;

                report = obj.NR_Report;

                report = false;



                %take the mean of each price. 2 means rows. Hence for each day the average

                %is taken of the high, low, open and close price

               

                P = obj.GetColumn('PriceMean');

                l=length(P);



                if report == true

                    if l>5

                    disp('Take the average of the open, close, high low price for each day');

                    disp('This will remove some noise from the data');

                    disp('day_average = (open + close + high + low)/4');

                    day_average = P(1:5) 

                    end

                end



                dP=[0;diff(P)];%2 day price difference



                if report == true

                    if l>5

                    disp('Find the day to day difference of the stock price');

                    disp('DiffPrice = Price(n) - Price(n-1)');

                    disp('where n is a date vector');

                    diffPrice = dP(1:5) 

                    end

                end



                pP=dP./P;%percent change



                if report == true

                    if l>5

                    disp('this does tell us about profit therefore we then take the percentage change.')

                    disp('PercentageChange = PriceChange/Price')

                    PercentageChange = pP(1:5)

                    end

                end



                spP=sign(pP);%sign of day to day % change



                if report == true

                    if l>5

                    disp('find the sign of each price diff')

                    signP = spP(1:5)

                    end

                end



                n=find(spP==0);%%find no change days

                %find returns all the location where the is no change between days



                spP(n)=sign(rand-.5);%%add small noise to no change days



                if report == true

                    if l>5

                    FixedSignChange = spP(1:5);

                    end

                end



                spP=(spP+1)/2;%%convert to binary 0=down 1=up

                %%%%filter out flat days with changes less than .5%

                %%small noises and spikes are non-profitable neglected

                for i=2:l-1

                    if abs(pP(i))<NoiseThreshold

                        spP(i)=spP(i-1);%same as prior day

                    end

                end

                % two 0.25 changes would result in a signed result



                if report == true

                    if l>5

                    FixedSignChange = spP(1:5);

                    end

                end



                %%%%%%%%Mark signal change%%%%%%%%%%%%%%%%%%%%%%%%

                %%%%%%%%find buy  signal%%

                n=find(spP(2:end)==1);%shift back by one day 

                buy=n;

                %%%%%%%%find sell signal%%

                n=find(spP(2:end)==0);%shift back by one day 

                sell=n;

                %%%%%%%%tradesignal

                try

                n = find(isnan(spP)==1);   

                x = size(spP,1);

                spP = spP(n);           

                changemarker = zeros(x-1,1);

                

                cm =xor(spP(1:end-1),spP(2:end));%finds changing signals

                changemarker(n) = cm;

                catch

                   x = 1; 

                end

                %%%%%%%%tradesignal

                tradesignal=zeros(l,1);

                tradesignal(buy)=1;

                changemarker = [NaN;changemarker];

        end

        function [P] = NoiseRemoval(obj)

            %This function removes daily noise. This function needs to be optimised but

            %when set up correctly will remove daily noise.

            %

            %Optional Inputs:

            %   Noise Threshold:-   If the daily variation is less than this value the

            %   stock price will be assumed to be the same. This is expressed as a

            %   factor. e.g 0.005 would be result in any change less than 0.5 % would

            %   be ignore therefore would be overwritten by the previous value.

            %

            %   SoftSwitch:-    (Dampen Correction) This allows you to fade from completely corrected to

            %   completely un-corrected. When set to one there is no correct, and when

            %   it is set to 0, full correction will be observed.

            %   This could be changed to the reverse sign. 

            %

            %   Report:-    Will output a report to help with debug. This can also

            %   help to understand the function.

            %

            %   Plot:-  This will plot the orginal data and the noise reduced data on

            %   the same graph.

            %

            %Defaults:  Noise Threshold    0.005

            %           Softswitch         0; (Full correction)

            %

            %Example:

            %IntialiseDatabase;

            % [date,close,open,high,low,closeadj] ...

            %     = StockQuote('AA',{'datenum';'close';'open';'high';'low';'closeadj'},[floor(now)-90,floor(now)]);

            % P=mean([close,open,high,low],2);

            % [price] = NoiseRemoval(P,'softswitch',0,'noisethreshold',0.01);

            % [AX,H1,H2] = plotyy(date,P,date,price,'plot');

            %

            %Please ensure axis are the same scale.

            % axes(AX(1))

            % axis([date(1),date(x),min(P),max(P)]);

            % axes(AX(2))

            % axis([date(1),date(x),min(P),max(P)]);

            %

            % Copyright 2007, CoLogic, Inc



            % TODO:   Subsitute noise threshold for an adpative moving noise figure.



            NoiseThreshold = obj.NR_NoiseThreshold;

            SoftSwitch = obj.NR_SoftSwitch;

            report = obj.NR_Report;

            report = false;

            Plot = obj.NR_Plot;

            P = obj.GetColumn('PriceMean');



            l=length(P);



            %take the mean of each price. 2 means rows. Hence for each day the average

            %is taken of the high, low, open and close price

            if report == true

               if l>5

               Orginal_Data = P(1:5)

               end

            end

            dP=[0;diff(P)];%2 day price difference

            if report == true

                if l>5

               Difference_Data = dP(1:5) 

                end

            end

            pP=dP./P;%percent change

            if report == true

                if l>5

               Percentage_Change = pP(1:5)

                end

            end



            %%%%filter out flat days with changes less than .5%

            %%small noises and spikes are non-profitable neglected

            oldP = P;

            for i=2:l

                if abs(pP(i))<obj.NR_NoiseThreshold

                    pricediff(i) = P(i)-P(i-1);

                    P(i)= P(i-1)+pricediff(i)*obj.NR_SoftSwitch;

                else

                    P(i)=P(i);%no correction

                end

            end

            if report == true

                if l>5

                temp = [oldP,P];

                summary = temp(1:5,:)

                end

            end



            if Plot == true

                %generate date data

                [x] = size(P,1);

                date = [1:x];

                figure;

                [AX,H1,H2] = plotyy(date,oldP,date,P,'plot');



                % Please ensure axis are the same scale.

                axes(AX(1))

                axis([date(1),date(x),min(oldP),max(oldP)]);

                datetick

                axes(AX(2))

                axis([date(1),date(x),min(oldP),max(oldP)]);

                datetick

            end

        end

        function [obj] = LocalDatabase(varargin)

            % Arg ins

            [x] = size(varargin,2);

            for i = 1:2:x

                obj.(varargin{i}) = varargin{i+1};

            end

            

            % Load Comm object

            switch obj.ExternalCommObj

                case 'yahoo-fetch'

                    obj.Connect2yahoo;

                case 'offline'

                otherwise

            end

        end

        function Connect2yahoo(obj)

            

            if obj.AutoRetry == true

               Time = 2; 

            else

               Time = 1; 

            end

            Timeout = 40;

            while Time < Timeout

                try

                    obj.conn = yahoo;

                    break

                catch

                    if Time == 1

                       ButtonName = questdlg(   'Do you want to retry or work offline?', ...

                                                'Connection Failed', ...

                                                'Retry', 'Offline', 'Retry'); 

                       switch ButtonName

                           case 'Retry'

                               %Do nothing

                           case 'Offline'

                               break %Break out while loop

                           otherwise

                       end

                    end

                    PauseTime = 5*2^Time;

                    disp(['Connection failed. Wait ',num2str(PauseTime),' secs'])

                    pause(PauseTime);

                    Time = Time + 1;

                end

            end

            if Time == Timeout

                msgbox('Could not connect to yahoo. Check connection') 

            else

                disp('Connection established') 

            end

        end

    end

end