本文整理汇总了PHP中populateDailyBuyList函数的典型用法代码示例。如果您正苦于以下问题：PHP populateDailyBuyList函数的具体用法？PHP populateDailyBuyList怎么用？PHP populateDailyBuyList使用的例子？那么恭喜您, 这里精选的函数代码示例或许可以为您提供帮助。
在下文中一共展示了populateDailyBuyList函数的7个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的PHP代码示例。
示例1: turtle_portfolio_buy
//.........这里部分代码省略.........
// echo json_decode($breakOutStockArray);
// set how many breakout stocks to buy
//$len_array = count($breakOutStockArray);
$len_array = count($breakOutStockArray);
$risk_factor = 1 / $max_num_holdings;
$portfolio_value = 0;
$current_pos = 0;
$next_buy_point = 100000;
$stop_loss = 0;
$num_shares = 0;
$current_N = 0;
$risk_value = 0;
$purchase_value = 0;
$sim_start_day = 55;
$pyramid_mode = 0;
$stop_loss = 0;
// $ADX_filter = "Off";
$current_trade_date_id = 0;
$workingArray = $breakOutStockArray;
$adxArray = "";
$adxCount = 1;
// check if ADX check if turned on
if ($ADX_filter == "On") {
for ($x = 1; $x < $len_array; $x++) {
$current_trade_date_id = getTradeDateID($workingArray[$x]['symbol'], $date);
$returnADX = calculate_ADX($workingArray[$x]['symbol'], $current_trade_date_id, 14);
if ($returnADX["plusDI14"] > $returnADX["negDI14"] && $returnADX["ADX"] < 30) {
//if ($returnADX["plusDI14"] < $returnADX["negDI14"]) {
//array_delete ($breakOutStockArray[$x]);
//unset ($breakOutStockArray[$x]);
if ($returnADX["changeADX"] > 5) {
$adxArray[$adxCount] = $workingArray[$x];
$adxCount++;
}
}
}
$breakOutStockArray = $adxArray;
}
$len_array = count($breakOutStockArray);
for ($x = 1; $x < $len_array; $x++) {
### get portfolio value
$portfolio_value = get_historical_turtle_portfolio_value($date);
### get current available cash
$query = "select shares from turtle_portfolio where portfolio_id = 1 and symbol = 'CASH'";
$result = queryMysql($query);
while ($data = mysql_fetch_row($result)) {
$cash = $data[0];
}
$risk_value = $portfolio_value * $risk_factor / 100;
$current_N = $breakOutStockArray[$x]['ATR'];
if ($current_N > 0) {
$num_shares = floor($risk_value / (2 * $current_N));
}
/* $purchase_value = $num_shares * $breakOutStockArray[$x][$breakOutSignal];
$stop_loss = $breakOutStockArray[$x][$breakOutSignal] - (2*$current_N);
$stop_buy = $breakOutStockArray[$x][$breakOutSignal] + $current_N;
*/
$purchase_value = $num_shares * $breakOutStockArray[$x]['purchase_price'];
$stop_loss = $breakOutStockArray[$x]['purchase_price'] - 2 * $current_N;
$stop_buy = $breakOutStockArray[$x]['purchase_price'] + $current_N;
$current_risk = get_current_risk();
if ($cash > $purchase_value && $current_risk < $max_risk) {
$cash = $cash - $purchase_value;
$risk_dollar = $num_shares * (2 * $current_N);
$risk_pct = $risk_dollar / $portfolio_value * 100;
// insert into turtle_portfolio
$my_sql = "insert into turtle_portfolio (portfolio_id, symbol, last_price, shares, cost_basis, stop_loss, stop_buy, risk, risk_pct) ";
$my_sql .= "values (1, '" . $breakOutStockArray[$x]['symbol'] . "', ";
$my_sql .= $breakOutStockArray[$x]['close'] . ", ";
$my_sql .= $num_shares . ", ";
// $my_sql .= $breakOutStockArray[$x][$breakOutSignal].", ";
$my_sql .= $breakOutStockArray[$x]['purchase_price'] . ", ";
$my_sql .= $stop_loss . ", ";
$my_sql .= $stop_buy . ", ";
$my_sql .= $risk_dollar . ", ";
$my_sql .= $risk_pct . " )";
//print $my_sql;
//print "\n";
$result = queryMysql($my_sql);
// insert into transaction history table
$my_sql = "insert into turtle_portfolio_transaction (portfolio_id, symbol, trade_type, trade_date, shares, price, risk, risk_pct) ";
$my_sql .= "values (1, '" . $breakOutStockArray[$x]['symbol'] . "', ";
$my_sql .= "'BUY', ";
$my_sql .= "'" . $date . "', ";
$my_sql .= $num_shares . ", ";
// $my_sql .= $breakOutStockArray[$x][$breakOutSignal].", ";
$my_sql .= $breakOutStockArray[$x]['purchase_price'] . ", ";
$my_sql .= $risk_dollar . ", ";
$my_sql .= $risk_pct . " )";
//print "tranx: $my_sql";
$result = queryMysql($my_sql);
// update cash position
$my_sql = "update turtle_portfolio set shares = " . $cash . " where symbol = 'CASH'";
$result = queryMysql($my_sql);
//print "update: $my_sql";
}
$pyramid_mode++;
}
populateDailyBuyList($date, $breakOutSignal, $rankAndWeightArray);
}示例2: crsi_buy
//.........这里部分代码省略.........
$p = $breakOutStockArray[$x]['purchase_price'];
$b = $breakOutStockArray[$x]['buy_price'];
$h = $breakOutStockArray[$x]['high'];
$l = $breakOutStockArray[$x]['low'];
$o = $breakOutStockArray[$x]['open'];
$c = $breakOutStockArray[$x]['close'];
#print "regular price: $o high $h low $l close $c : $s buy price = $b purchase price = $p <br />";
}
## set purchase price to next day open price
##$breakOutStockArray[$x]['purchase_price'] = getStockPrice($next_date, $breakOutStockArray[$x]['symbol'], 'open');
$h = $breakOutStockArray[$x]['high'];
$l = $breakOutStockArray[$x]['low'];
$o = $breakOutStockArray[$x]['open'];
$c = $breakOutStockArray[$x]['close'];
$p = $breakOutStockArray[$x]['purchase_price'];
#print "trade date: $date symbol $s close: $c open: $o purchase price = $p <br /> \n";
#$breakOutStockArray[$x]['purchase_price'] = $breakOutStockArray[$x]['buy_price'];
$purchase_value = $num_shares * $breakOutStockArray[$x]['purchase_price'];
$stop_loss = $breakOutStockArray[$x]['purchase_price'] - $stop_loss_muptiplier * $current_N;
$stop_buy = $breakOutStockArray[$x]['purchase_price'] + $current_N;
#$current_risk = get_current_risk($portfolioID);
$current_risk = get_portfolio_risk($date, $portfolioID);
#print "date: $date symbol: ".$breakOutStockArray[$x]['symbol']." current risk :$current_risk \n";
if ($cash > $purchase_value && $current_risk < $max_risk) {
$cash = $cash - $purchase_value;
$risk_dollar = $num_shares * ($stop_loss_muptiplier * $current_N);
$risk_pct = $risk_dollar / $portfolio_value * 100;
// insert into turtle_portfolio
$my_sql = "insert into turtle_portfolio (portfolio_id, symbol, last_price, shares, cost_basis, stop_loss, stop_buy, risk, risk_pct) ";
$my_sql .= "values (" . $portfolioID . ", '" . $breakOutStockArray[$x]['symbol'] . "', ";
$my_sql .= $breakOutStockArray[$x]['adj_close'] . ", ";
$my_sql .= $num_shares . ", ";
// $my_sql .= $breakOutStockArray[$x][$breakOutSignal].", ";
$my_sql .= $breakOutStockArray[$x]['purchase_price'] . ", ";
$my_sql .= $stop_loss . ", ";
$my_sql .= $stop_buy . ", ";
$my_sql .= $risk_dollar . ", ";
$my_sql .= $risk_pct . " )";
#$showOutput = true;
if ($showOutput) {
print "num: {$x} sql: {$my_sql} <br />";
$p = $breakOutStockArray[$x]['purchase_price'];
print "cash: {$cash} purchase price: {$purchase_value} num shares: {$num_shares} purchase value: {$p} current n: {$current_N}<br />";
}
$result = queryMysql($my_sql);
// trigger on transaction table
/*
DELIMITER $$
CREATE TRIGGER ins_buy AFTER INSERT ON turtle_portfolio_transaction
FOR EACH ROW
BEGIN
DECLARE xid int;
IF (NEW.trade_type = 'BUY')
THEN
insert IGNORE into open_buy_transaction (portfolio_id, symbol, trade_type, trade_date, shares, price) values (NEW.portfolio_id, NEW.symbol, NEW.trade_type, NEW.trade_date, NEW.shares, NEW.price);
ELSE
insert IGNORE into transactions (portfolio_id, symbol, sell_date, sell_shares, sell_price) values (NEW.portfolio_id, NEW.symbol, NEW.trade_date, NEW.shares, NEW.price);
SET xid = select 1 from transactions;
update transactions, open_buy_transaction set transactions.buy_date = open_buy_transaction.trade_date, transactions.buy_shares = open_buy_transaction.shares, transactions.buy_price=open_buy_transaction.price where transactions.symbol = open_buy_transaction and transactions.xid = xid ;
delete from open_buy_transaction where symbol = NEW.symbol
END IF;
END;
$$
DELIMITER ;
*/
// insert into transaction history table
$my_sql = "insert into {$tranHistory} (portfolio_id, symbol, trade_type, trade_date, shares, price, risk, risk_pct, vsSpyRank) ";
$my_sql .= "values (" . $portfolioID . ", '" . $breakOutStockArray[$x]['symbol'] . "', ";
$my_sql .= "'BUY', ";
$my_sql .= "'" . $date . "', ";
$my_sql .= $num_shares . ", ";
// $my_sql .= $breakOutStockArray[$x][$breakOutSignal].", ";
$my_sql .= $breakOutStockArray[$x]['purchase_price'] . ", ";
$my_sql .= $risk_dollar . ", ";
$my_sql .= $risk_pct . ", ";
$my_sql .= $breakOutStockArray[$x]['vsSpyRank'] . " )";
if ($showOutput) {
print "{$my_sql} <br />";
}
try {
$result = queryMysql($my_sql);
} catch (Exception $e) {
echo "query: {$my_sql} \n";
echo 'Caught exception: ', $e->getMessage(), "\n";
}
// update cash position
$my_sql = "update turtle_portfolio set shares = " . $cash . " where symbol = 'CASH' and portfolio_id = " . $portfolioID;
if ($showOutput) {
print "{$my_sql} <br />";
}
$result = queryMysql($my_sql);
} else {
#print "trade date: $date ran out of money </ br> \n";
break;
}
$pyramid_mode++;
}
populateDailyBuyList($date, $enterCRSI, $enterRange, $portfolioID, $dailyBuyList, $enterLimit);
}示例3: getBreakoutStock5
//.........这里部分代码省略.........
}
if (!$dailyBuyList) {
$dailyBuyList = "turtle_daily_buy_list";
}
$masterRankByResult = array();
$rankResult = array();
//foreach ($rankAndWeightArray as $rankBy => $rankWeight)
//{
/* types of query
1: pct_change
2: relative_avg_vol
3: vsSpyEMA
query stock where today's high is greater than yesterda's moving average
provided that yesterday's 50 MA is greater than yesterday's 200 MA
use table simple_price_history to compare against full price_history with trade_date_id - 1
*/
$query = "select d.rank, a.symbol, a.trade_date, a.open, a.high, a.low, a.close, a.pct_change, ";
$query .= "a.ATR, a.55_DAY_HIGH, a.20_DAY_HIGH, a.50_MA, a.200_MA, d.buy_price, a.vsSpyRank ";
$query .= "from price_history a, turtle_daily_buy_list d ";
$query .= " where a.trade_date = '" . $today_date . "'";
$query .= " and a.symbol = d.symbol ";
$query .= " and a.high > d.buy_price ";
$query .= " and d.symbol not in (select symbol from turtle_portfolio where portfolio_id = " . $portfolioID . ") ";
//$query .= " and a.trade_date = d.trade_date ";
//$query .= " and d.rank < 5 ";
$query .= " order by d.rank asc";
$query = stripslashes($query);
//print $query;
//print "\n";
$result = queryMysql($query);
/*if ($today_date == "2012-12-05")
{
print "breakout stock: ";
print $query;
print "<br>";
//exit;
}
*/
$tmpArray = array();
$tmpRankArray = array();
$i = 0;
while ($row = mysql_fetch_assoc($result)) {
foreach ($row as $key => $value) {
$tmpArray[$i][$key] = $value;
if ($key == "symbol") {
$tmpRankArray[$value] = $i;
}
}
// set would-be purchase price of the stock
// if high > stop buy price
// AND stop buy price > low, then purchase price = stop buy price
// AND stop buy price < open, the purchase price = opening price
/* if ($tmpArray[$i]['buy_price'] > $tmpArray[$i]['low']) {
$tmpArray[$i]['purchase_price'] = $tmpArray[$i]['buy_price'];
} elseif ($tmpArray[$i]['buy_price'] < $tmpArray[$i]['open']) {
$tmpArray[$i]['purchase_price'] = $tmpArray[$i]['open'];
} elseif ($tmpArray[$i]['buy_price'] < $tmpArray[$i]['low']) {
$tmpArray[$i]['purchase_price'] = $tmpArray[$i]['low'];
}
if (!$tmpArray[$i]['purchase_price']){
$tmpArray[$i]['purchase_price'] = $tmpArray[$i][$movingAvg];
}
*/
if ($tmpArray[$i]['buy_price'] > $tmpArray[$i]['low']) {
$tmpArray[$i]['purchase_price'] = $tmpArray[$i]['close'];
} elseif ($tmpArray[$i]['buy_price'] < $tmpArray[$i]['open']) {
$tmpArray[$i]['purchase_price'] = $tmpArray[$i]['close'];
} elseif ($tmpArray[$i]['buy_price'] < $tmpArray[$i]['low']) {
$tmpArray[$i]['purchase_price'] = $tmpArray[$i]['close'];
}
if (!$tmpArray[$i]['purchase_price']) {
$tmpArray[$i]['purchase_price'] = $tmpArray[$i]['close'];
}
$i++;
}
$masterRankByResult[$rankBy] = $tmpArray;
$rankResult[$rankBy] = $tmpRankArray;
//}
$combineRank = array();
foreach ($rankResult as $rankBy => $resultArray) {
foreach ($resultArray as $symbol => $value) {
$combineRank[$symbol] += $value * $rankAndWeightArray[$rankBy];
}
}
asort($combineRank);
$i = 0;
foreach ($combineRank as $key => $value) {
$keyPos = $tmpRankArray[$key];
$finalRet[$i] = $tmpArray[$keyPos];
$i++;
}
//populate daily buy list
populateDailyBuyList($today_date, $movingAvg, $rankAndWeightArray);
return $finalRet;
}示例4: crsi_buy
//.........这里部分代码省略.........
$h = $breakOutStockArray[$x]['high'];
$l = $breakOutStockArray[$x]['low'];
$o = $breakOutStockArray[$x]['open'];
$c = $breakOutStockArray[$x]['close'];
$p = $breakOutStockArray[$x]['purchase_price'];
#print "trade date: $date symbol $s close: $c open: $o purchase price = $p <br /> \n";
#$breakOutStockArray[$x]['purchase_price'] = $breakOutStockArray[$x]['buy_price'];
$purchase_value = $num_shares * $breakOutStockArray[$x]['purchase_price'] + $commission;
$stop_loss = $breakOutStockArray[$x]['purchase_price'] - $stop_loss_multiplier * $current_N;
$stop_buy = $breakOutStockArray[$x]['purchase_price'] + $current_N;
#$current_risk = get_current_risk($portfolioID);
#$current_risk = get_portfolio_risk($date, $portfolioID);
#print "date: $date symbol: ".$breakOutStockArray[$x]['symbol']." current risk :$current_risk \n";
#echo "date: $date symbol: ", $breakOutStockArray[$x]['symbol'], "cash: $cash purchase value: $purchase_value current risk: $current_risk max risk: $max_risk ", PHP_EOL;
if ($cash > $purchase_value && $current_risk < $max_risk) {
$cash = $cash - $purchase_value;
$risk_dollar = $num_shares * ($stop_loss_multiplier * $current_N);
$risk_pct = $risk_dollar / $portfolio_value * 100;
// insert into turtle_portfolio
$my_sql = "insert into {$portfolio_table} (portfolio_id, symbol, last_price, shares, cost_basis, stop_loss, stop_buy, risk, risk_pct) ";
$my_sql .= "values (" . $portfolioID . ", '" . $breakOutStockArray[$x]['symbol'] . "', ";
$my_sql .= $breakOutStockArray[$x]['adj_close'] . ", ";
$my_sql .= $num_shares . ", ";
$my_sql .= $breakOutStockArray[$x]['purchase_price'] . ", ";
$my_sql .= $stop_loss . ", ";
$my_sql .= $stop_buy . ", ";
$my_sql .= $risk_dollar . ", ";
$my_sql .= $risk_pct . " )";
array_push($buy_array, $my_sql);
$current_risk += $risk_pct;
#print "current risk after adding risk dollar: current risk: $current_risk risk pct added: $risk_pct max risk: $max_risk \n";
#$showOutput = true;
if ($showOutput) {
print "num: {$x} sql: {$my_sql} <br />";
$p = $breakOutStockArray[$x]['purchase_price'];
print "cash: {$cash} purchase price: {$purchase_value} num shares: {$num_shares} purchase value: {$p} current n: {$current_N}<br />";
}
#$result = queryMysql($my_sql);
// trigger on transaction table
/*
DELIMITER $$
CREATE TRIGGER ins_buy AFTER INSERT ON turtle_portfolio_transaction
FOR EACH ROW
BEGIN
DECLARE xid int;
IF (NEW.trade_type = 'BUY')
THEN
insert IGNORE into open_buy_transaction (portfolio_id, symbol, trade_type, trade_date, shares, price) values (NEW.portfolio_id, NEW.symbol, NEW.trade_type, NEW.trade_date, NEW.shares, NEW.price);
ELSE
insert IGNORE into transactions (portfolio_id, symbol, sell_date, sell_shares, sell_price) values (NEW.portfolio_id, NEW.symbol, NEW.trade_date, NEW.shares, NEW.price);
SET xid = select 1 from transactions;
update transactions, open_buy_transaction set transactions.buy_date = open_buy_transaction.trade_date, transactions.buy_shares = open_buy_transaction.shares, transactions.buy_price=open_buy_transaction.price where transactions.symbol = open_buy_transaction and transactions.xid = xid ;
delete from open_buy_transaction where symbol = NEW.symbol
END IF;
END;
$$
DELIMITER ;
*/
// insert into transaction history table
$my_sql = "insert into {$tranHistory} (portfolio_id, symbol, trade_type, trade_date, shares, price, risk, risk_pct, vsSpyRank) ";
$my_sql .= "values (" . $portfolioID . ", '" . $breakOutStockArray[$x]['symbol'] . "', ";
$my_sql .= "'BUY', ";
$my_sql .= "'" . $date . "', ";
$my_sql .= $num_shares . ", ";
$my_sql .= $breakOutStockArray[$x]['purchase_price'] . ", ";
$my_sql .= $risk_dollar . ", ";
$my_sql .= $risk_pct . ", ";
$my_sql .= $breakOutStockArray[$x]['vsSpyRank'] . " )";
array_push($tranHistArray, $my_sql);
if ($showOutput) {
print "{$my_sql} <br />";
}
#try {
# $result = queryMysql($my_sql);
#} catch (Exception $e) {
# echo "query: $my_sql \n";
# echo 'Caught exception: ', $e->getMessage(), "\n";
#}
// update cash position
#$my_sql = "update turtle_portfolio set shares = ".$cash." where symbol = 'CASH' and portfolio_id = ".$portfolioID;
#$result = queryMysql($my_sql);
} else {
#print "trade date: $date ran out of money </ br> \n";
break;
}
$pyramid_mode++;
}
$my_sql = "update {$portfolio_table} set shares = " . $cash . " where symbol = 'CASH' and portfolio_id = " . $portfolioID;
$result = queryMysql($my_sql);
foreach ($buy_array as $buy) {
try {
queryMysql($buy);
} catch (Exception $e) {
echo "Query: {$buy} \n";
echo 'Caught exception: ', $e->getMessage(), "\n";
}
}
populateDailyBuyList($date, $enterCRSI, $enterRange, $portfolioID, $dailyBuyList, $enterLimit);
}示例5: crsi_buy_and_sell
//.........这里部分代码省略.........
### get portfolio value
#$portfolio_value = get_historical_turtle_portfolio_value($date, $portfolioID);
### get current available cash
#$query = "select shares from turtle_portfolio where symbol = 'CASH' and portfolio_id = ".$portfolioID;
#$result = queryMysql($query);
#while ($data = mysql_fetch_row($result)) {
# $cash = $data[0];
#}
$risk_value = $portfolio_value * $risk_factor / 100;
$current_N = $breakOutStockArray[$x]['ATR'];
if ($current_N > 0) {
$num_shares = floor($risk_value / ($stop_loss_multiplier * $current_N));
}
## set purchase price to next day open price
$breakOutStockArray[$x]['purchase_price'] = getStockPrice($next_date, $breakOutStockArray[$x]['symbol'], 'open');
if (!$breakOutStockArray[$x]['purchase_price']) {
break;
}
$purchase_value = $num_shares * $breakOutStockArray[$x]['purchase_price'] + $commission;
$stop_loss = $breakOutStockArray[$x]['purchase_price'] - $stop_loss_multiplier * $current_N;
$stop_buy = $breakOutStockArray[$x]['purchase_price'] + $current_N;
#echo "symbol: ", $breakOutStockArray[$x]['symbol'], " cash: $cash purchase: $purchase_value current risk: $current_risk max risk: $max_risk ", PHP_EOL;
if ($cash > $purchase_value && $current_risk < $max_risk) {
$cash = $cash - $purchase_value;
$risk_dollar = $num_shares * ($stop_loss_multiplier * $current_N);
$risk_pct = $risk_dollar / $portfolio_value * 100;
// insert into turtle_portfolio
$my_sql = "insert into {$portfolio_table} (portfolio_id, symbol, last_price, shares, cost_basis, stop_loss, stop_buy, risk, risk_pct) ";
$my_sql .= "values (" . $portfolioID . ", '" . $breakOutStockArray[$x]['symbol'] . "', ";
$my_sql .= $breakOutStockArray[$x]['purchase_price'] . ", ";
$my_sql .= $num_shares . ", ";
$my_sql .= $breakOutStockArray[$x]['purchase_price'] . ", ";
$my_sql .= $stop_loss . ", ";
$my_sql .= $stop_buy . ", ";
$my_sql .= $risk_dollar . ", ";
$my_sql .= $risk_pct . " )";
array_push($buy_array, $my_sql);
$current_risk += $risk_pct;
#print "current risk after adding risk dollar: current risk: $current_risk risk pct added: $risk_pct max risk: $max_risk \n";
#$showOutput = true;
if ($showOutput) {
print "num: {$x} sql: {$my_sql} <br />";
$p = $breakOutStockArray[$x]['purchase_price'];
print "cash: {$cash} purchase price: {$purchase_value} num shares: {$num_shares} purchase value: {$p} current n: {$current_N}<br />";
}
// insert into transaction history table
$my_sql = "insert into {$tranHistory} (portfolio_id, symbol, trade_type, trade_date, shares, price, risk, risk_pct, vsSpyRank) ";
$my_sql .= "values (" . $portfolioID . ", '" . $breakOutStockArray[$x]['symbol'] . "', ";
$my_sql .= "'BUY', ";
$my_sql .= "'" . $date . "', ";
$my_sql .= $num_shares . ", ";
$my_sql .= $breakOutStockArray[$x]['purchase_price'] . ", ";
$my_sql .= $risk_dollar . ", ";
$my_sql .= $risk_pct . ", ";
$my_sql .= "0 )";
array_push($tranHistArray, $my_sql);
$tmpTransaction = array();
$tmpTransaction['portfolioID'] = $portfolioID;
$tmpTransaction['symbol'] = $breakOutStockArray[$x]['symbol'];
$tmpTransaction['buy_sell'] = "BUY";
$tmpTransaction['trade_date'] = $date;
$tmpTransaction['shares'] = $num_shares;
$tmpTransaction['price'] = $breakOutStockArray[$x]['purchase_price'];
$tmpTransaction['risk'] = $risk_dollar;
$tmpTransaction['risk_pct'] = $risk_pct;
$tmpTransaction['trade_time'] = "null";
$tmpTransaction['gain_loss'] = 0;
$tmpTransaction['holding_period'] = 0;
$tmpTransaction['vsSpyRank'] = 0;
array_push($transactionHistory, $tmpTransaction);
if ($showOutput) {
print "{$my_sql} <br />";
}
#try {
# $result = queryMysql($my_sql);
#} catch (Exception $e) {
# echo "query: $my_sql \n";
# echo 'Caught exception: ', $e->getMessage(), "\n";
#}
// update cash position
#$my_sql = "update turtle_portfolio set shares = ".$cash." where symbol = 'CASH' and portfolio_id = ".$portfolioID;
#$result = queryMysql($my_sql);
} else {
#print "trade date: $date ran out of money </ br> \n";
break;
}
$pyramid_mode++;
}
$my_sql = "update {$portfolio_table} set shares = " . $cash . " where symbol = 'CASH' and portfolio_id = " . $portfolioID;
$result = queryMysql($my_sql);
foreach ($buy_array as $buy) {
try {
queryMysql($buy);
} catch (Exception $e) {
echo "Query: {$buy} \n";
echo 'Caught exception: ', $e->getMessage(), "\n";
}
}
populateDailyBuyList($date, $enterCRSI, $enterRange, $portfolioID, $dailyBuyList, $enterLimit);
}示例6: array
array_push($retArray, array($newDateStr, $preturn));
*/
$count++;
// }
echo json_encode($retArray);
} else {
if ($_GET['action'] == 'end_of_day_processing') {
global $portfolioID;
$portfolioID = $_GET['portfolio_id'];
$today_date = date("Y-m-d");
$today_date = "2013-02-15";
$breakOutSignal = "55_DAY_HIGH";
$dailyBuyList = "turtle_daily_buy_list_live";
$rankAndWeightArray = "";
populateDailyBuyList($today_date, $breakOutSignal, $rankAndWeightArray, $portfolioID, $dailyBuyList);
live_turtle_portfolio_update_stop_loss($portfolioID);
update_daily_portfolio_performance($portfolioID);
send_end_of_day_email($portfolioID);
} else {
if ($_GET['action'] == 'reset_live_portfolio') {
global $portfolioID;
$portfolioID = $_GET['portfolio_id'];
reset_portfolio($portfolioID);
} elseif ($_GET['action'] == 'testCalculateEndBalance') {
$transactionList = array();
$beginBalance = 1000000;
// get unique symbol from transaction table that has sell
$query = "select symbol, trade_type, trade_date, shares, price from turtle_portfolio_transaction where portfolio_id = 1 order by trade_date asc ";
$result = queryMysql($query);
while ($data = mysql_fetch_row($result)) {示例7: crsi_buy_and_sell
//.........这里部分代码省略.........
#$breakOutStockArray = getBuyList ($date, $enterCRSI, $enterRange, $portfolioID, $dailyBuyList, $enterLimit, $orderBy);
$breakOutStockArray = $buy_list;
$sizeBuyList = sizeof($breakOutStockArray);
if (!$skipFactor) {
$skipFactor = 0.05;
}
$len_array = count($breakOutStockArray);
$portfolio_value = 0;
$current_pos = 0;
$next_buy_point = 100000;
$stop_loss = 0;
$num_shares = 0;
$current_N = 0;
$risk_value = 0;
$purchase_value = 0;
$sim_start_day = 55;
$pyramid_mode = 0;
$stop_loss = 0;
$current_trade_date_id = 0;
$workingArray = $breakOutStockArray;
$adxArray = "";
$adxCount = 1;
$len_array = count($breakOutStockArray);
$portfolio_value = 0;
#calculate portfolio value
foreach (array_keys($portfolioArray) as $key) {
$portfolio_value += $portfolioArray[$key]['shares'] * $portfolioArray[$key]['adj_close'];
}
$portfolio_value += $cash_balance;
#echo "date: $date portfolio value: $portfolio_value cash balance: $cash_balance ", PHP_EOL;
$crisk = 0;
#calculate portfolio value
foreach (array_keys($portfolioArray) as $key) {
$crisk += $portfolioArray[$key]['risk_pct'];
}
$current_risk = $crisk;
$buy_array = array();
$skipNum = ceil($skipFactor * $sizeBuyList);
#for ($x=1; $x < $len_array; $x++) {
for ($x = $skipNum; $x < $sizeBuyList; $x++) {
$risk_value = $portfolio_value * $risk_factor / 100;
$current_N = $breakOutStockArray[$x]['ATR'];
if ($current_N > 0) {
$num_shares = floor($risk_value / ($stop_loss_multiplier * $current_N));
}
## set purchase price to next day open price
#$breakOutStockArray[$x]['purchase_price'] = getStockPrice($next_date, $breakOutStockArray[$x]['symbol'], 'open');
$breakOutStockArray[$x]['purchase_price'] = $breakOutStockArray[$x]['next_open'];
if (!$breakOutStockArray[$x]['purchase_price']) {
break;
}
$purchase_value = $num_shares * $breakOutStockArray[$x]['purchase_price'] + $commission;
$stop_loss = $breakOutStockArray[$x]['purchase_price'] - $stop_loss_multiplier * $current_N;
$stop_buy = $breakOutStockArray[$x]['purchase_price'] + $current_N;
#echo "cash balance: ", $cash_balance, PHP_EOL;
#echo "symbol: ", $breakOutStockArray[$x]['symbol'], " cash : $cash cash balance: $cash_balance current risk: $current_risk max risk: $max_risk ", PHP_EOL;
if ($cash_balance > $purchase_value && $current_risk < $max_risk) {
$risk_dollar = $num_shares * ($stop_loss_multiplier * $current_N);
$risk_pct = $risk_dollar / $portfolio_value * 100;
$current_risk += $risk_pct;
$cash_balance = $cash_balance - $purchase_value;
$tmpBuy = array();
$tmpBuy['shares'] = $num_shares;
$tmpBuy['risk'] = $risk_dollar;
$tmpBuy['risk_pct'] = $risk_pct;
$tmpBuy['adj_close'] = $breakOutStockArray[$x]['adj_close'];
$tmpBuy['cost_basis'] = $breakOutStockArray[$x]['purchase_price'];
$portfolioArray[$breakOutStockArray[$x]['symbol']] = $tmpBuy;
// insert into transaction history table
$my_sql = "insert into {$tranHistory} (portfolio_id, symbol, trade_type, trade_date, shares, price, risk, risk_pct, vsSpyRank) ";
$my_sql .= "values (" . $portfolioID . ", '" . $breakOutStockArray[$x]['symbol'] . "', ";
$my_sql .= "'BUY', ";
$my_sql .= "'" . $date . "', ";
$my_sql .= $num_shares . ", ";
$my_sql .= $breakOutStockArray[$x]['purchase_price'] . ", ";
$my_sql .= $risk_dollar . ", ";
$my_sql .= $risk_pct . ", ";
$my_sql .= "0 )";
array_push($tranHistArray, $my_sql);
$tmpTransaction = array();
$tmpTransaction['portfolioID'] = $portfolioID;
$tmpTransaction['symbol'] = $breakOutStockArray[$x]['symbol'];
$tmpTransaction['buy_sell'] = "BUY";
$tmpTransaction['trade_date'] = $date;
$tmpTransaction['shares'] = $num_shares;
$tmpTransaction['price'] = $breakOutStockArray[$x]['purchase_price'];
$tmpTransaction['risk'] = $risk_dollar;
$tmpTransaction['risk_pct'] = $risk_pct;
$tmpTransaction['trade_time'] = "null";
$tmpTransaction['gain_loss'] = 0;
$tmpTransaction['holding_period'] = 0;
$tmpTransaction['vsSpyRank'] = 0;
#array_push($transactionHistory, $tmpTransaction);
} else {
break;
}
$pyramid_mode++;
}
populateDailyBuyList($date, $enterCRSI, $enterRange, $portfolioID, $dailyBuyList, $enterLimit);
}