/JAhlen/StockInsightGraphical/MainWnd.cs

// StockInsight 

// - Microsoft StreamInsight application examples

// (C) Johan Ĺhlén, 2010. Released under Apache License 2.0 (http://www.apache.org/licenses/)



using System;

using System.Collections.Generic;

using System.ComponentModel;

using System.Data;

using System.Drawing;

using System.Linq;

using System.Text;

using System.IO;

using System.Windows.Forms;

using System.ServiceModel;

using System.ServiceModel.Channels;

using Microsoft.ComplexEventProcessing;

using Microsoft.ComplexEventProcessing.Linq;

using AdvantIQ.StockInsight.InputAdapters;

using AdvantIQ.StockInsight.OutputAdapters;



namespace AdvantIQ.StockInsight

{

    public partial class MainWnd : Form

    {

        /// <summary>

        /// SET THIS TO THE NAME OF YOUR STREAMINSIGHT INSTANCE, OR BLANK TO AUTODETECT

        /// </summary>

        private const string InstanceName = "Default";



        public List<Source> Sources;

        public Dictionary<string, QueryTemplate> Queries;



        private Microsoft.ComplexEventProcessing.Application application;



        public MainWnd()

        {

            InitializeComponent();



            var instanceName = !string.IsNullOrEmpty(InstanceName) ? InstanceName : StreamInsightSetupInfo.EnumerateInstances()[0];

            Server server;



            try

            {

                server = Server.Create(instanceName);

            }

            catch

            {

                Console.WriteLine("Could not create StreamInsight instance. Please open MainWnd.cs and check InstanceName.");

                return;

            }

            application = server.CreateApplication("StockInsightGraphical");



            InputAdapter inputAdapter = application.CreateInputAdapter<StockQuoteInputFactory>("StockQuoteInput", "Description...");

            OutputAdapter outputAdapter = application.CreateOutputAdapter<StockSignalOutputFactory>("StockSignalOutput", "Description...");



            // Initialize drop down lists and properties for queries and sources

            InitQueries();

            InitSources();



            stockGraph1.EnableWCF();

        }



        /// <summary>

        /// Inits the user selection of source

        /// </summary>

        private void InitSources()

        {

            Sources = new List<Source>();



            // Determine path for historical data

            var dataPath = Path.GetDirectoryName(Environment.GetCommandLineArgs()[0]) + "\\HistoricalData\\";



            Sources.Add(new Source

            {

                Name = "NASDAQ Composite",

                Config = new StockQuoteInputConfig

                {

                    Filename = dataPath + "nasdaq_2009.csv",

                    ID = "NASDAQ-USD",

                    ColumnNames = new string[] { "Adj Close" }

                },

                MinValue = 1200,

                MaxValue = 3000,

                GridValueSize = 200

            });



            Sources.Add(new Source

            {

                Name = "Nokia",

                Config = new StockQuoteInputConfig

                {

                    Filename = dataPath + "nokia_2009.csv",

                    ID = "NOKIA-USD",

                    ColumnNames = new string[] { "Adj Close" }

                },

                MinValue = 6,

                MaxValue = 20,

                GridValueSize = 2

            });



            Sources.Add(new Source

            {

                Name = "Ericsson",

                Config = new StockQuoteInputConfig

                {

                    Filename = dataPath + "eric_b_usd_2009.csv",

                    ID = "ERIC-USD",

                    ColumnNames = new string[] { "Adj Close" }

                },

                MinValue = 6,

                MaxValue = 14,

                GridValueSize = 1

            });



            SourceDpl.Items.Clear();

            foreach (var source in Sources)

                SourceDpl.Items.Add(source.Name);

            //SourceDpl.Items.Add("Browse...");

            SourceDpl.SelectedIndex = 0;

        }



        /// <summary>

        /// Inits the user selection of query

        /// </summary>

        private void InitQueries()

        {

            Queries = new Dictionary<string, QueryTemplate>();

            Queries.Add("Bollinger Bands", AddBollingerBandsQuery());

            Queries.Add("Follow the Trend", AddFollowTheTrendQuery());

            Queries.Add("Sell on Fridays", AddSellOnFridaysQuery());



            QueryDpl.Items.Clear();

            foreach (var query in Queries.Keys)

                QueryDpl.Items.Add(query);

            QueryDpl.SelectedIndex = 0;

        }



        /// <summary>

        /// Example query

        /// </summary>

        /// <param name="input"></param>

        /// <returns></returns>

        private QueryTemplate AddFollowTheTrendQuery()

        {

            CepStream<StockQuote> input = CepStream<StockQuote>.Create("input");



            var avg = (from w in input.AlterEventDuration(e => TimeSpan.FromDays(1)).HoppingWindow(TimeSpan.FromDays(5), TimeSpan.FromDays(1), HoppingWindowOutputPolicy.ClipToWindowEnd)

                               select new

                               {

                                   Value = w.Avg(e => e.Value),

                               }).AlterEventLifetime(e => e.StartTime.AddDays(4), e => TimeSpan.FromTicks(1));;



            var query = from e1 in input

                   from e2 in avg

                   select new StockSignal

                   {

                       StockID = e1.StockID,

                       Value = e1.Value,

                       BuySignal = e1.Value > e2.Value,

                       TimeStamp = e1.TimeStamp

                   };



            return application.CreateQueryTemplate<StockSignal>("FollowTheTrend", "...", query);

        }



        /// <summary>

        /// Example query

        /// </summary>

        /// <param name="input"></param>

        /// <returns></returns>

        private QueryTemplate AddSellOnFridaysQuery()

        {

            CepStream<StockQuote> input = CepStream<StockQuote>.Create("input");



            var query = from e in input

                   select new StockSignal

                   {

                       StockID = e.StockID,

                       Value = e.Value,

                       BuySignal = ((e.TimeStamp - new DateTime(2010,05,14,0,0,0,0,DateTimeKind.Utc)).Days % 7 != 0), // The 14th of May 2010 is a Friday

                       TimeStamp = e.TimeStamp

                   };



            return application.CreateQueryTemplate<StockSignal>("SellOnFridays", "...", query);

        }



        /// <summary>

        /// Example query

        /// </summary>

        /// <param name="input"></param>

        /// <returns></returns>

        private QueryTemplate AddBollingerBandsQuery()

        {

            CepStream<StockQuote> input = CepStream<StockQuote>.Create("input");



            var bb = (from w in input.AlterEventDuration(e => TimeSpan.FromDays(1)).HoppingWindow(TimeSpan.FromDays(20), TimeSpan.FromDays(1), HoppingWindowOutputPolicy.ClipToWindowEnd)

                       select w.BollingerBands()).AlterEventLifetime(e => e.StartTime.AddDays(19), e => TimeSpan.FromTicks(1));



            var query = from e1 in input

                        from e2 in bb

                        select new StockSignal

                        {

                            StockID = e1.StockID,

                            Value = e1.Value,

                            BuySignal = e2.BandWidth * 100 > 5,

                            TimeStamp = e1.TimeStamp

                        };



            return application.CreateQueryTemplate<StockSignal>("BollingerBands", "...", query);

        }



        /// <summary>

        /// Event handler for Run button

        /// </summary>

        /// <param name="sender"></param>

        /// <param name="eventArgs"></param>

        private void RunBtn_Click(object sender, EventArgs eventArgs)

        {

            // Get selected source and query

            Source source;

            if (SourceDpl.SelectedItem.ToString() == "Browse...")

            {

                source = BrowseAndReadSource();

            }

            else

            {

                source = Sources.Single(s => s.Name == SourceDpl.SelectedItem.ToString());

            }

            var queryTemplate = Queries[QueryDpl.SelectedItem.ToString()];



            // Initialize display properties

            stockGraph1.StartDate = new DateTime(2009, 01, 01);

            stockGraph1.EndDate = new DateTime(2009, 12, 31);

            stockGraph1.GridDateSize = 30;

            stockGraph1.ValueLabelFormat = "f0";

            stockGraph1.DateLabelFormat = "dd MMM";



            stockGraph1.MaxValue = source.MaxValue;

            stockGraph1.MinValue = source.MinValue;

            stockGraph1.GridValueSize = source.GridValueSize;



            // Clear previous stock signals

            stockGraph1.Clear();



            // Instantiate query

            var queryBinder = new QueryBinder(queryTemplate);

            queryBinder.BindProducer<StockQuote>("input", application.InputAdapters["StockQuoteInput"], source.Config, EventShape.Point);

            queryBinder.AddConsumer<StockQuote>("output", application.OutputAdapters["StockSignalOutput"], new StockSignalOutputConfig(), EventShape.Point, StreamEventOrder.ChainOrdered);



            var query = application.CreateQuery(queryTemplate.ShortName + " " + Guid.NewGuid().ToString(), "Description...", queryBinder);



            backgroundWorker1.RunWorkerAsync(query);

        }



        private Source BrowseAndReadSource()

        {

            var dlg = new OpenFileDialog();

            if (dlg.ShowDialog() != DialogResult.OK)

                return null;



            return new Source

            {

                Name = Path.GetFileNameWithoutExtension(dlg.FileName),

                Config = new StockQuoteInputConfig { Filename = dlg.FileName,

                                ID = Path.GetFileNameWithoutExtension(dlg.FileName),

                                ColumnNames = new string[] { "Adj Close" }

                },

                MinValue = 0,

                MaxValue = 3000,

                GridValueSize = 300

            };

        }



        /// <summary>

        /// Event handler

        /// </summary>

        /// <param name="sender"></param>

        /// <param name="e"></param>

        private void MainWnd_Load(object sender, EventArgs e)

        {

        }



        /// <summary>

        /// Event handler

        /// </summary>

        /// <param name="sender"></param>

        /// <param name="e"></param>

        private void MainWnd_SizeChanged(object sender, EventArgs e)

        {

            this.Invalidate();

        }



        private void backgroundWorker1_DoWork(object sender, DoWorkEventArgs e)

        {

            var query = e.Argument as Query;



            query.Start();



            DiagnosticView dv;

            do

            {

                System.Threading.Thread.Sleep(100);

                dv = application.Server.GetDiagnosticView(query.Name);

            } while (dv[DiagnosticViewProperty.QueryState] as string == "Running");



            query.Stop();

            query.Delete();



            ChannelFactory<IStockGraphCtl> stockGraphCtlFactory =

                new ChannelFactory<IStockGraphCtl>(new NetNamedPipeBinding(),

                    new EndpointAddress("net.pipe://localhost/StockGraphCtl"));

            var stockGraphCtl = stockGraphCtlFactory.CreateChannel();

            stockGraphCtl.Display();

        }

    }

}