using System; using System.Collections.Generic; using System.IO; using System.Text; using Core.Main; using Core.Helper; using Core.Main.DataObjects.PTMagicData; using System.Text.RegularExpressions; namespace Core.ProfitTrailer { public class OperandToken : Token { } public class OrToken : OperandToken { } public class AndToken : OperandToken { } public class BooleanValueToken : Token { } public class FalseToken : BooleanValueToken { } public class TrueToken : BooleanValueToken { } public class ParenthesisToken : Token { } public class ClosedParenthesisToken : ParenthesisToken { } public class OpenParenthesisToken : ParenthesisToken { } public class NegationToken : Token { } public abstract class Token { } public class Tokenizer { private readonly StringReader _reader; private string _text; public Tokenizer(string text) { _text = text; _reader = new StringReader(text); } public IEnumerable Tokenize() { var tokens = new List(); while (_reader.Peek() != -1) { while (Char.IsWhiteSpace((char)_reader.Peek())) { _reader.Read(); } if (_reader.Peek() == -1) break; var c = (char)_reader.Peek(); switch (c) { case '!': tokens.Add(new NegationToken()); _reader.Read(); break; case '(': tokens.Add(new OpenParenthesisToken()); _reader.Read(); break; case ')': tokens.Add(new ClosedParenthesisToken()); _reader.Read(); break; default: if (Char.IsLetter(c)) { var token = ParseKeyword(); tokens.Add(token); } else { var remainingText = _reader.ReadToEnd() ?? string.Empty; throw new Exception(string.Format("Unknown grammar found at position {0} : '{1}'", _text.Length - remainingText.Length, remainingText)); } break; } } return tokens; } private Token ParseKeyword() { var text = new StringBuilder(); while (Char.IsLetter((char)_reader.Peek())) { text.Append((char)_reader.Read()); } var potentialKeyword = text.ToString().ToLower(); switch (potentialKeyword) { case "true": return new TrueToken(); case "false": return new FalseToken(); case "and": return new AndToken(); case "or": return new OrToken(); default: throw new Exception("Expected keyword (True, False, and, or) but found " + potentialKeyword); } } } public class Parser { private readonly IEnumerator _tokens; public Parser(IEnumerable tokens) { _tokens = tokens.GetEnumerator(); _tokens.MoveNext(); } public bool Parse() { while (_tokens.Current != null) { var isNegated = _tokens.Current is NegationToken; if (isNegated) _tokens.MoveNext(); var boolean = ParseBoolean(); if (isNegated) boolean = !boolean; while (_tokens.Current is OperandToken) { var operand = _tokens.Current; if (!_tokens.MoveNext()) { throw new Exception("Missing expression after operand"); } var nextBoolean = ParseBoolean(); if (operand is AndToken) boolean = boolean && nextBoolean; else boolean = boolean || nextBoolean; } return boolean; } throw new Exception("Empty expression"); } private bool ParseBoolean() { if (_tokens.Current is BooleanValueToken) { var current = _tokens.Current; _tokens.MoveNext(); if (current is TrueToken) return true; return false; } if (_tokens.Current is OpenParenthesisToken) { _tokens.MoveNext(); var expInPars = Parse(); if (!(_tokens.Current is ClosedParenthesisToken)) throw new Exception("Expecting Closing Parenthesis"); _tokens.MoveNext(); return expInPars; } if (_tokens.Current is ClosedParenthesisToken) throw new Exception("Unexpected Closed Parenthesis"); // since its not a BooleanConstant or Expression in parenthesis, it must be a expression again var val = Parse(); return val; } } public static class StrategyHelper { public static string GetStrategyShortcut(string strategyName, bool onlyValidStrategies) { string result = strategyName; string time = ""; string leverage = ""; string strategyLetter = ""; string strategyNameOnly = strategyName; // PT allows for "advanced_stats" to be turned on in the application settings, to show details of the trailing logic. // This code ensures PTM doesn't generate an unnecessary shortcut for this information if (result.Contains("STATS")) { result = ""; } // strategy labels that are variable value if (result.Contains("REBUY")) { time = strategyName.Remove(0, 14); result = "REBUY " + time; } if (result.Contains("CHANGE PERC")) { result = "CHANGE"; } if (result.Contains("LEVERAGE")) { leverage = strategyName.Remove(0, 10); leverage = leverage.Remove(leverage.Length - 1, 1); result = leverage + " X"; } // buy/sell strategies beginning with PT 2.3.3 contain the strategy designation letter followed by a colon and space. // remove the letter and colon, change to shortcut, then reapply the letter and colon if (strategyName.Contains(":")) { int strategyLength = strategyName.Length - 3; strategyLetter = strategyName.Remove(3, strategyLength); strategyNameOnly = strategyName.Remove(0, 3); } switch (strategyNameOnly.ToLower()) { case "lowbb": result = String.Concat(strategyLetter, "LBB"); break; case "highbb": result = String.Concat(strategyLetter, "HBB"); break; case "gain": result = String.Concat(strategyLetter, "GAIN"); break; case "loss": result = String.Concat(strategyLetter, "LOSS"); break; case "smagain": result = String.Concat(strategyLetter, "SMAG"); break; case "emagain": result = String.Concat(strategyLetter, "EMAG"); break; case "hmagain": result = String.Concat(strategyLetter, "HMAG"); break; case "dmagain": result = String.Concat(strategyLetter, "DMAG"); break; case "smaspread": result = String.Concat(strategyLetter, "SMAS"); break; case "emaspread": result = String.Concat(strategyLetter, "EMAS"); break; case "hmaspread": result = String.Concat(strategyLetter, "HMAS"); break; case "dmaspread": result = String.Concat(strategyLetter, "DMAS"); break; case "smacross": result = String.Concat(strategyLetter, "SMAC"); break; case "emacross": result = String.Concat(strategyLetter, "EMAC"); break; case "hmacross": result = String.Concat(strategyLetter, "HMAC"); break; case "dmacross": result = String.Concat(strategyLetter, "DMAC"); break; case "rsi": result = String.Concat(strategyLetter, "RSI"); break; case "stoch": result = String.Concat(strategyLetter, "STOCH"); break; case "stochrsi": result = String.Concat(strategyLetter, "SRSI"); break; case "stochrsik": result = String.Concat(strategyLetter, "SRSIK"); break; case "stochrsid": result = String.Concat(strategyLetter, "SRSID"); break; case "stochrsicross": result = String.Concat(strategyLetter, "SRSIC"); break; case "macd": result = String.Concat(strategyLetter, "MACD"); break; case "obv": result = String.Concat(strategyLetter, "OBV"); break; case "bbwidth": result = String.Concat(strategyLetter, "BBW"); break; case "pdhigh": result = String.Concat(strategyLetter, "PDH"); break; case "anderson": result = String.Concat(strategyLetter, "AND"); break; case "pdlow": result = String.Concat(strategyLetter, "PDL"); break; case "pdclose": result = String.Concat(strategyLetter, "PDC"); break; case "signal": result = String.Concat(strategyLetter, "SIG"); break; case "changepercentage": result = String.Concat(strategyLetter, "CHGPCT"); break; case "profitpercentage": result = String.Concat(strategyLetter, "PPCT"); break; case "lastdcabuy": result = String.Concat(strategyLetter, "LASTDCA"); break; case "fixedprice": result = String.Concat(strategyLetter, "FIXED"); break; case "lowatrband": result = String.Concat(strategyLetter, "LATR"); break; case "highatrband": result = String.Concat(strategyLetter, "HATR"); break; case "atrpercentage": result = String.Concat(strategyLetter, "ATRPCT"); break; case "vwappercentage": result = String.Concat(strategyLetter, "VWAP"); break; case "mvwappercentage": result = String.Concat(strategyLetter, "MVWAP"); break; case "btcdominance": result = String.Concat(strategyLetter, "BTCDOM"); break; case "config som enabled": result = String.Concat(strategyLetter, "SOM"); break; case "max buy times": result = String.Concat(strategyLetter, "DCAMAX"); break; case "max pairs": result = String.Concat(strategyLetter, "PAIRS"); break; case "max spread": result = String.Concat(strategyLetter, "SPREAD"); break; case "price increase": result = String.Concat(strategyLetter, "INC"); break; case "min buy volume": result = String.Concat(strategyLetter, "VOL"); break; case "min buy balance": result = String.Concat(strategyLetter, "MIN"); break; case "coin age": result = String.Concat(strategyLetter, "AGE"); break; case "too new": result = String.Concat(strategyLetter, "NEW"); break; case "blacklisted": result = String.Concat(strategyLetter, "BLACK"); break; case "insufficient balance": result = String.Concat(strategyLetter, "BAL"); break; case "max cost reached": result = String.Concat(strategyLetter, "COST"); break; case "buy value below dust": result = String.Concat(strategyLetter, "DUST"); break; case "sell wall detected": result = String.Concat(strategyLetter, "WALL"); break; case "ignoring buy trigger": result = String.Concat(strategyLetter, "TRIG"); break; case "no dca buy logic": result = String.Concat(strategyLetter, "NODCA"); break; case "combimagain": result = String.Concat(strategyLetter, "COMBIG"); break; case "combimaspread": result = String.Concat(strategyLetter, "COMBIS"); break; case "combimacross": result = String.Concat(strategyLetter, "COMBIC"); break; case "macdpercentage": result = String.Concat(strategyLetter, "MACDPERC"); break; default: break; } if (onlyValidStrategies) { if (strategyName.IndexOf("SOM") > -1 || strategyName.IndexOf("MAX") > -1 || strategyName.IndexOf("MIN") > -1 || strategyName.IndexOf("PRICE") > -1 || strategyName.IndexOf("BLACK") > -1 || strategyName.IndexOf("INSUFFICIENT") > -1 || strategyName.IndexOf("COST") > -1) { result = ""; } } return result; } public static bool IsValidStrategy(string strategyName) { return StrategyHelper.IsValidStrategy(strategyName, false); } public static bool IsValidStrategy(string strategyName, bool checkForAnyInvalid) { bool result = false; // buy/sell strategies beginning with PT 2.3.3 contain the letter followed by a colon and space. if (strategyName.Contains(":")) { result = true; } // Prior to PT 2.3.3 if (!checkForAnyInvalid) { switch (strategyName.ToLower()) { case "lowbb": case "highbb": case "gain": case "loss": case "smagain": case "emagain": case "hmagain": case "dmagain": case "smaspread": case "emaspread": case "hmaspread": case "dmaspread": case "smacross": case "emacross": case "hmacross": case "dmacross": case "rsi": case "stoch": case "stochrsi": case "stochrsik": case "stochrsid": case "stochrsicross": case "macd": case "obv": case "bbwidth": case "anderson": case "dema": case "hma": case "pdhigh": case "pdlow": case "pdclose": case "signal": case "changepercentage": case "profitpercentage": case "lastdcabuy": case "fixedprice": case "lowatrband": case "highatrband": case "atrpercentage": case "vwappercentage": case "mvwappercentage": case "btcdominance": result = true; break; default: break; } } else { if (strategyName.IndexOf("max", StringComparison.InvariantCultureIgnoreCase) == -1 && strategyName.IndexOf("min", StringComparison.InvariantCultureIgnoreCase) == -1 && strategyName.IndexOf("som", StringComparison.InvariantCultureIgnoreCase) == -1 && strategyName.IndexOf("price", StringComparison.InvariantCultureIgnoreCase) == -1 && strategyName.IndexOf("black", StringComparison.InvariantCultureIgnoreCase) == -1 && strategyName.IndexOf("new", StringComparison.InvariantCultureIgnoreCase) == -1 && strategyName.IndexOf("insufficient", StringComparison.InvariantCultureIgnoreCase) == -1 && strategyName.IndexOf("timeout", StringComparison.InvariantCultureIgnoreCase) == -1 && strategyName.IndexOf("spread", StringComparison.InvariantCultureIgnoreCase) == -1 && strategyName.IndexOf("pairs", StringComparison.InvariantCultureIgnoreCase) == -1) { result = true; } } return result; } public static int GetStrategyValueDecimals(string strategyName) { int result = 0; switch (strategyName.ToLower()) { case "lowbb": case "highbb": result = 8; break; case "gain": case "loss": case "smagain": case "emagain": case "hmagain": case "dmagain": case "smaspread": case "emaspread": case "hmaspread": case "dmaspread": case "smacross": case "emacross": case "hmacross": case "dmacross": case "anderson": case "pdhigh": result = 2; break; case "rsi": case "stochrsi": case "stochrsik": case "stochrsid": case "stochrsicross": case "stoch": case "macd": case "obv": case "bbwidth": result = 0; break; default: break; } return result; } public static string GetStrategyText(Summary summary, List strategies, string strategyText, bool isTrue, bool isTrailingBuyActive) { bool isValidStrategy = false; Regex regx = new Regex(@"[ABCDEFGHIJKLMNOPQRSTUVWXYZ]", RegexOptions.Compiled); if (strategies.Count > 0) { foreach (Strategy strategy in strategies) { string textClass = (strategy.IsTrue) ? "label-success" : "label-danger"; isValidStrategy = StrategyHelper.IsValidStrategy(strategy.Name); if (!isValidStrategy) { // Parse Formulas if (strategy.Name.Contains("FORMULA") && !strategy.Name.Contains("STATS") && !strategy.Name.Contains("LEVEL")) { string expression = strategy.Name.Remove(0, 10); expression = expression.Replace("", "true").Replace("", "false").Replace("", "").Replace("&&", "and").Replace("||", "or"); expression = regx.Replace(expression, String.Empty); var tokens = new Tokenizer(expression).Tokenize(); var parser = new Parser(tokens); if (parser.Parse()) { strategyText += "(FORM) "; } else { strategyText += "(FORM) "; } } if (strategy.Name.Contains("LEVEL") && !strategy.Name.Contains("TRIGGERED")) { string level = strategy.Name.Substring(5, 2); string expression = strategy.Name.Remove(0, 17); expression = expression.Replace("", "true").Replace("", "false").Replace("", "").Replace("&&", "and").Replace("||", "or"); expression = regx.Replace(expression, String.Empty); var tokens = new Tokenizer(expression).Tokenize(); var parser = new Parser(tokens); if (parser.Parse()) { strategyText += "LEVEL" + level + " "; } else { strategyText += "LEVEL" + level + " "; } } if (strategy.Name.Contains("LEVEL") && strategy.Name.Contains("TRIGGERED")) { string level = strategy.Name.Substring(5, 2); strategyText += "LEVEL " + level + "TRIG "; } } else { strategyText += "" + StrategyHelper.GetStrategyShortcut(strategy.Name, false) + " "; } } if (isTrailingBuyActive) { strategyText += " "; } } else { if (isTrue) { strategyText = "" + StrategyHelper.GetStrategyShortcut(strategyText, true) + ""; if (isTrailingBuyActive) { strategyText += " "; } } else { isValidStrategy = StrategyHelper.IsValidStrategy(strategyText); if (isValidStrategy) { strategyText = "" + StrategyHelper.GetStrategyShortcut(strategyText, true) + ""; } else if (strategyText.Equals("") && isValidStrategy == false) { strategyText = ""; } else { strategyText = "" + StrategyHelper.GetStrategyShortcut(strategyText, false) + " "; } } } return strategyText; } public static string GetCurrentValueText(List strategies, string strategyText, double bbValue, double simpleValue, bool includeShortcut) { string result = ""; if (strategies.Count > 0) { foreach (Strategy strategy in strategies) { if (StrategyHelper.IsValidStrategy(strategy.Name)) { if (!result.Equals("")) result += "
"; string decimalFormat = ""; int decimals = StrategyHelper.GetStrategyValueDecimals(strategy.Name); for (int d = 1; d <= decimals; d++) { decimalFormat += "0"; } if (includeShortcut) { result += "" + StrategyHelper.GetStrategyShortcut(strategy.Name, true) + " "; } if (StrategyHelper.GetStrategyShortcut(strategy.Name, true).IndexOf("and", StringComparison.InvariantCultureIgnoreCase) > -1) { result += simpleValue.ToString("#,#0.00", new System.Globalization.CultureInfo("en-US")); } else { if (decimals == 0) { if (!SystemHelper.IsInteger(strategy.CurrentValue)) { result += strategy.CurrentValue.ToString("#,#", new System.Globalization.CultureInfo("en-US")); } else { result += strategy.CurrentValue.ToString("#,#0", new System.Globalization.CultureInfo("en-US")); } } else { result += strategy.CurrentValue.ToString("#,#0." + decimalFormat, new System.Globalization.CultureInfo("en-US")); } } } } } else { if (StrategyHelper.GetStrategyShortcut(strategyText, true).IndexOf("bb", StringComparison.InvariantCultureIgnoreCase) > -1) { result = bbValue.ToString("#,#0.00000000", new System.Globalization.CultureInfo("en-US")); } else { result = simpleValue.ToString("#,#0.00", new System.Globalization.CultureInfo("en-US")) + "%"; } } return result; } public static string GetTriggerValueText(Summary summary, List strategies, string strategyText, double bbValue, double simpleValue, int buyLevel, bool includeShortcut) { string result = ""; if (strategies.Count > 0) { foreach (Strategy strategy in strategies) { if (StrategyHelper.IsValidStrategy(strategy.Name)) { if (!result.Equals("")) result += "
"; string decimalFormat = ""; int decimals = StrategyHelper.GetStrategyValueDecimals(strategy.Name); for (int d = 1; d <= decimals; d++) { decimalFormat += "0"; } if (includeShortcut) { result += "" + StrategyHelper.GetStrategyShortcut(strategy.Name, true) + " "; } if (StrategyHelper.GetStrategyShortcut(strategy.Name, true).IndexOf("and", StringComparison.InvariantCultureIgnoreCase) > -1) { result += strategy.TriggerValue.ToString("#,#0.00", new System.Globalization.CultureInfo("en-US")); } else { if (decimals == 0) { if (!SystemHelper.IsInteger(strategy.EntryValue)) { result += strategy.EntryValue.ToString(new System.Globalization.CultureInfo("en-US")); } else { result += strategy.EntryValue.ToString("#,#0", new System.Globalization.CultureInfo("en-US")); } } else { result += strategy.EntryValue.ToString("#,#0." + decimalFormat, new System.Globalization.CultureInfo("en-US")); } } } } } else { if (StrategyHelper.GetStrategyShortcut(strategyText, true).IndexOf("bb", StringComparison.InvariantCultureIgnoreCase) > -1) { result = bbValue.ToString("#,#0.00000000", new System.Globalization.CultureInfo("en-US")); } else { if (simpleValue == Constants.MinTrendChange) { if (summary.DCATriggers.ContainsKey(buyLevel + 1)) { simpleValue = summary.DCATriggers[buyLevel + 1]; } } result = simpleValue.ToString("#,#0.00", new System.Globalization.CultureInfo("en-US")) + "%"; } } return result; } } }