$breakOutOrderBy["vsSpyEMA"] = $valueOrderByVsSpy;
//create temporary table to store daily pricing for comparisons
$simplePriceHistory = "simple_price_history";
$query = "drop table if exists " . $simplePriceHistory;
$result = queryMysql($query);
$query = "create table " . $simplePriceHistory . " select symbol, trade_date, trade_date_id, open, high, low, close, daily_change, pct_change, ";
$query .= "55_DAY_HIGH, 20_DAY_HIGH from price_history where trade_date >= '" . $start_date . "'";
$result = queryMysql($query);
$query = "select trade_date from price_history where symbol = 'AAPL' and trade_date >= '" . $start_date . "'";
$result = queryMysql($query);
$minReturn = 100;
$maxReturn = -100;
while ($data = mysql_fetch_row($result)) {
$trade_date = $data[0];
turtle_portfolio_sell($trade_date);
turtle_portfolio_pyramid_buy($trade_date);
turtle_portfolio_buy($trade_date, $breakOutSignal, $ADX_filter, $breakOutOrderBy);
turtle_portfolio_update_stop_loss($trade_date);
$value = get_historical_turtle_portfolio_value($trade_date);
$preturn = ($value - $original_investment) / $original_investment * 100;
$dollar_return = $value - $original_investment;
if ($preturn > $maxReturn) {
$maxReturn = $preturn;
}
if ($preturn < $minReturn) {
$minReturn = $preturn;
}
$portfolioReturn[$count]['trade_date'] = $trade_date;
$portfolioReturn[$count]['return'] = $preturn;
$portfolioReturn[$count]['value'] = $value;
$portfolioReturn[$count]['maxReturn'] = $maxReturn;
$json1[0]['pvalue'] = $value;
echo json_encode($json1);
} elseif ($_GET['action'] == 'get_historical_portfolio_return') {
global $original_investment;
$today_date = $_GET['today_date'];
$date = $_GET['date'];
$portfolioID = 1;
$preturn = get_historical_turtle_portfolio_value($date, $portfolioID);
$preturn = ($preturn - $original_investment) / $original_investment * 100;
$json1 = array();
$json1[0]['preturn'] = $preturn;
echo json_encode($json1);
} elseif ($_GET['action'] == 'simulate_1_day_trade') {
$date = $_GET['date'];
turtle_portfolio_sell($date);
turtle_portfolio_pyramid_buy($date);
turtle_portfolio_buy($date);
turtle_portfolio_update_stop_loss($date);
} elseif ($_GET['action'] == 'get_valid_trade_dates') {
$start_date = $_GET['start_date'];
$dateArray = array();
$count = 0;
$query = "select trade_date from price_history where symbol = 'AAPL' and trade_date >= '" . $start_date . "' order by trade_date desc";
$result = queryMysql($query);
while ($data = mysql_fetch_row($result)) {
$dateArray[$count]['trade_date'] = $data[0];
$count++;
}
echo json_encode($dateArray);
} elseif ($_GET['action'] == 'simulate_range_trade') {
global $original_investment;
$result = queryMysql($query);
$query = "select trade_date from price_history where symbol = 'AAPL' and trade_date >= '" . $start_date . "' and trade_date <= '" . $end_date . "'";
$result = queryMysql($query);
$minReturn = 100;
$maxReturn = -100;
while ($data = mysql_fetch_row($result)) {
$trade_date = $data[0];
#print "before sell ".date("h:i:sa")."\n";
#$time_start = microtime(true);
turtle_portfolio_sell($trade_date, $portfolioID);
#$time_end = microtime(true);
#$time = $time_end - $time_start;
#print "turtle portfolio sell took: $time micro seconds \n";
#print "before pyramid buy ".date("h:i:sa")."\n";
#$time_start = microtime(true);
turtle_portfolio_pyramid_buy($trade_date, $portfolioID);
#$time_end = microtime(true);
#$time = $time_end - $time_start;
#print "turtle portfolio pyramid buy took: $time micro seconds \n";
#print "before buy ".date("h:i:sa")."\n";
#$time_start = microtime(true);
turtle_portfolio_buy($trade_date, $breakOutSignal, $ADX_filter, $breakOutOrderBy, $portfolioID, $dailyBuyList);
#$time_end = microtime(true);
#$time = $time_end - $time_start;
#print "turtle portfolio buy took: $time micro seconds \n";
#print "before update stop loss ".date("h:i:sa")."\n";
#$time_start = microtime(true);
turtle_portfolio_update_stop_loss($trade_date, $portfolioID);
//turtle_portfolio_update_stop_loss_with_spl ($trade_date, $portfolioID);
#$time_end = microtime(true);
#$time = $time_end - $time_start;
