$orderBy = $_GET['orderBy'];
$commission = $_GET['commission'];
## risk factor
if ($_GET['maxRisk']) {
$max_risk = $_GET['maxRisk'];
}
if ($_GET['riskFactor']) {
$risk_factor = $_GET['riskFactor'];
}
if ($_GET['riskSD']) {
$stop_loss_multiplier = $_GET['riskSD'];
}
if (!$orderBy) {
$orderBy = "crsi desc";
}
$simResult = simulate_range_trade($portfolioID, $start_date, $end_date, $enterCRSI, $enterRange, $enterLimit, $exitCRSI, $commission, $max_risk, $risk_factor, $stop_loss_multiplier, $orderBy);
echo $simResult;
} elseif ($_GET['action'] == 'reset_portfolio') {
$cash = 1000000;
$cash = $_GET['cash'];
$pid = $_GET['portfolio_id'];
print "cash: {$cash} \n";
reset_portfolio($pid);
} elseif ($_GET['action'] == 'get_num_of_trade_days') {
$start_date = $_GET['start_date'];
$end_date = $_GET['end_date'];
// if end date is not supplied, default to today
if (!$end_date) {
$end_date = date("Y-m-d");
}
$query = "select count(*) from quotes_memory where symbol = 'AAPL' and trade_date >= '" . $start_date . "' and trade_date <= '" . $end_date . "'";
function initiate_live_portfolio_2($portfolioID)
{
global $original_investment;
global $breakOutSignal;
global $ADX_filter;
global $breakOutSignal;
global $breakOutOrderBy;
global $simplePriceHistory;
global $showOutput;
global $risk_factor;
global $max_risk;
global $stop_loss_multiplier;
global $tranHistArray;
global $portfolio_table;
global $liveportfolio;
global $liveportfolio_account;
global $liveportfolio_trade;
global $liveportfolio_complete_trade;
global $commission;
$account = live_get_account_setting($portfolioID);
$original_investment = $account['starting_capital'];
reset_live_portfolio($portfolioID);
$end_date = date("Y-m-d");
$simResult = simulate_range_trade($portfolioID, $account['start_date'], $end_date, $account['enter_crsi'], $account['enter_range'], $account['pct_limit_below'], $account['exit_crsi'], $commission, $account['max_risk'], $account['risk_factor'], $account['risk_sd'], $account['order_by']);
copy_sim_to_live_portfolio($portfolioID);
print $simResult;
}
function initiate_live_portfolio($portfolioID, $start_date, $end_date, $enterCRSI, $enterRange, $enterLimit, $exitCRSI, $commission, $max_risk, $risk_factor, $stop_loss_multiplier, $orderBy)
{
global $original_investment;
global $breakOutSignal;
global $ADX_filter;
global $breakOutSignal;
global $breakOutOrderBy;
global $simplePriceHistory;
global $showOutput;
global $risk_factor;
global $max_risk;
global $stop_loss_multiplier;
global $tranHistArray;
global $portfolio_table;
global $liveportfolio;
global $liveportfolio_account;
global $liveportfolio_trade;
global $liveportfolio_complete_trade;
reset_live_portfolio($portfolioID);
$simResult = simulate_range_trade($portfolioID, $start_date, $end_date, $enterCRSI, $enterRange, $enterLimit, $exitCRSI, $commission, $max_risk, $risk_factor, $stop_loss_multiplier, $orderBy);
copy_sim_to_live_portfolio($portfolioID);
print $simResult;
}
function execute_test_runs($pid)
{
global $dbname;
$simTestCases = "simTestCases";
$simRuns = "simRuns";
$simRestart = "simRestart";
$maxParallelRun = 13;
$commission = 7;
$query = "use {$dbname}";
$result = queryMysql($query);
# count number of simulation runs left
$query = "select count(*) from {$simRuns} ";
$result = queryMysql($query);
while ($data = mysql_fetch_row($result)) {
$runCount = $data[0];
}
# count number of current process running simulation
$query = "select count(*) from {$simRestart} ";
$result = queryMysql($query);
while ($data = mysql_fetch_row($result)) {
$restartCount = $data[0];
}
$restartRunID = "";
$restartCaseID = "";
# check if restart table has unfinished run id for this pid
$query = "select runID, caseID from {$simRestart} where PID = {$pid}";
$result = queryMysql($query);
while ($data = mysql_fetch_row($result)) {
$restartRunID = $data[0];
$restartCaseID = $data[1];
}
#if ($restartCount < $maxParallelRun) {
#while ($runCount > 0) {
## copy portfolio holding
# if there's unfinished run id for this pid in restart table, rerun simulation for this run id
if ($restartCaseID) {
$query = "select a.runID, a.caseID, start_date, end_date, enter_crsi, enter_range, pct_limit_below, exit_crsi, order_by, max_risk, risk_factor, risk_sd, skip_factor \n\t\t\t\t\t\t from {$simRestart} a, {$simTestCases} b\n\t\t\t\t\t\t where a.caseID = b.caseID \n\t\t\t\t\t\t and a.runID = {$restartRunID} \n\t\t\t\t\t\t ";
} else {
$query = "select runID, a.caseID, start_date, end_date, enter_crsi, enter_range, pct_limit_below, exit_crsi, order_by, max_risk, risk_factor, risk_sd, skip_factor \n\t\t\t\t\t\t from {$simRuns} a, {$simTestCases} b \n\t\t\t\t\t\t where a.caseID = b.caseID \n\t\t\t\t\t\t order by runID desc limit 1";
}
#and enter_crsi not in (select enter_crsi from $simTestCases c, $simRestart d where c.caseID = d.caseID )
#echo "query : $query ", PHP_EOL;
$result = queryMysql($query);
while ($data = mysql_fetch_row($result)) {
$runID = $data[0];
$caseID = $data[1];
$startDate = $data[2];
$endDate = $data[3];
$enterCRSI = $data[4];
$enterRange = $data[5];
$limitBelow = $data[6];
$exitCRSI = $data[7];
$orderBy = $data[8];
$maxRisk = $data[9];
$riskFactor = $data[10];
$riskSD = $data[11];
$skipFactor = $data[12];
}
#echo "resart case id $restartCaseID", PHP_EOL;
if (empty($restartCaseID)) {
# move current RunID to restart table
#echo "inside ", PHP_EOL;
$query = "insert into {$simRestart} select runID, caseID, start_date, end_date, {$pid} from {$simRuns} where runID = {$runID}";
$result = queryMysql($query);
# delete runID from run table
$query = "delete from {$simRuns} where runID = {$runID} ";
$result = queryMysql($query);
}
#echo "query: $query ", PHP_EOL;
#$portfolioID = $enterCRSI;
echo "portfolio id: {$pid} start date: {$startDate} end date: {$endDate} enter crsi: {$enterCRSI} enter range: {$enterRange} limit below: {$limitBelow} exit crsi: {$exitCRSI} commission {$commission} max risk: {$maxRisk} risk factor: {$riskFactor} risk sd: {$riskSD} order by {$orderBy} skip factor: {$skipFactor} ", PHP_EOL;
## start simultation
$simResult = simulate_range_trade($pid, $startDate, $endDate, $enterCRSI, $enterRange, $limitBelow, $exitCRSI, $commission, $maxRisk, $riskFactor, $riskSD, $orderBy, $skipFactor);
#echo "sim Result: $simResult ", PHP_EOL;
$pythonOut = system("python /python_script/PortfolioAnalyzer3.py --run_id {$runID} --portfolio {$pid}");
echo "python out: {$pythonOut} ", PHP_EOL;
## remove runID from restart table
$query = "delete from {$simRestart} where runID = {$runID} ";
$result = queryMysql($query);
# count number of simulation runs left
$query = "select count(*) from {$simRuns} ";
$result = queryMysql($query);
while ($data = mysql_fetch_row($result)) {
$runCount = $data[0];
}
echo "run count: {$runCount}", PHP_EOL;
#}
#}
}
