function dayReferance($date, $format = "d-m-Y")
{
if (formatDate($date) == formatDate(getCurrentDateTime())) {
return "Today";
} elseif (formatDate($date) == formatDate(getPreviousDate(getCurrentDateTime()))) {
return "Yesterday";
} else {
return formatDate($date, $format);
}
}
function getBuyList($today_date, $crsiThreshold, $enterRange, $portfolioID, $dailyBuyList, $pctLimitBelow, $orderBy)
{
global $simplePriceHistory;
if (!$portfolioID) {
$portfolioID = 1;
}
if (!$dailyBuyList) {
$dailyBuyList = "crsi_daily_buy_list";
}
$masterRankByResult = array();
$rankResult = array();
$previous_trade_date = getPreviousDate($today_date);
$query = "select a.symbol, a.trade_date, a.open, a.high, a.low, a.close, a.pct_change, ";
$query .= "a.ATR, a.55_DAY_HIGH, a.20_DAY_HIGH, a.50_MA, a.200_MA, a.vsSpyRank, a.crsi, c.buy_price, a.adj_close ";
#$query .= "from price_history a, $dailyBuyList c ";
$query .= "from quotes a, {$dailyBuyList} c ";
$query .= " where a.trade_date = '" . $today_date . "'";
$query .= " and c.portfolio_id = " . $portfolioID;
$query .= " and a.symbol = c.symbol ";
# $query .= " and a.low < c.buy_price";
$query .= " and a.low * (a.adj_close / a.close) < c.buy_price";
$query .= " and a.symbol not in (select symbol from turtle_portfolio where portfolio_id = " . $portfolioID . ") ";
$query .= " and a.ATR > 0 ";
#$query .= " order by a.crsi asc";
$query .= " order by {$orderBy}";
#print " $query <br />\n\n";
$query = stripslashes($query);
$result = queryMysql($query);
$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] = $i;
}
}
if ($tmpArray[$i]['buy_price'] > $tmpArray[$i]['open']) {
$tmpArray[$i]['purchase_price'] = ($tmpArray[$i]['open'] + $tmpArray[$i]['low']) / 2;
} elseif ($tmpArray[$i]['buy_price'] > $tmpArray[$i]['close'] && $tmpArray[$i]['buy_price'] < $tmpArray[$i]['open']) {
$tmpArray[$i]['purchase_price'] = $tmpArray[$i]['buy_price'];
}
if (!$tmpArray[$i]['purchase_price']) {
$tmpArray[$i]['purchase_price'] = ($tmpArray[$i]['high'] + $tmpArray[$i]['low']) / 2;
}
$i++;
}
$rankResult[] = $tmpRankArray;
$combineRank = array();
foreach ($rankResult as $rankBy => $resultArray) {
foreach ($resultArray as $symbol => $value) {
$combineRank[$symbol] += $value * $rankAndWeightArray[$rankBy];
}
}
asort($combineRank);
$i = 0;
$finalRet = "";
foreach ($combineRank as $key => $value) {
$keyPos = $tmpRankArray[$key];
$finalRet[$i] = $tmpArray[$keyPos];
$i++;
}
return $finalRet;
}
function getBreakoutStock6($today_date, $movingAvg, $rankAndWeightArray, $portfolioID, $dailyBuyList)
{
global $simplePriceHistory;
#$time_first = microtime(true);
if (!$portfolioID) {
$portfolioID = 1;
}
if (!$dailyBuyList) {
$dailyBuyList = "turtle_daily_buy_list";
}
$masterRankByResult = array();
$rankResult = array();
//$trade_date_id = getTradeDateID("AAPL", $today_date);
#$time_start = microtime(true);
$previous_trade_date = getPreviousDate($today_date);
#$time_end = microtime(true);
#$time = $time_end - $time_start;
#print "\t\tget previous date breakout 6 took: $time micro seconds \n";
//foreach ($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 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, a.vsSpyRank ";
$query .= "from price_history a, price_history b ";
$query .= " where a.trade_date = '".$today_date."'";
$query .= " and b.trade_date = '".$previous_trade_date."'";
$query .= " and a.symbol = b.symbol ";
$query .= " and a.high > b.".$movingAvg;
$query .= " and a.symbol not in (select symbol from turtle_portfolio where portfolio_id = ".$portfolioID.") ";
$query .= " and b.vsSpyRank < 50 ";
$query .= " order by a.vsSpyRank desc";
$query = stripslashes($query);
*/
$query = "select 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, a.vsSpyRank ";
$query .= "from price_history a, {$simplePriceHistory} b ";
$query .= " where a.trade_date = '" . $today_date . "'";
$query .= " and b.trade_date = '" . $previous_trade_date . "'";
$query .= " and a.symbol = b.symbol ";
$query .= " and a.high > b." . $movingAvg;
$query .= " and a.symbol not in (select symbol from turtle_portfolio where portfolio_id = " . $portfolioID . ") ";
$query .= " and b.vsSpyRank < 75 ";
$query .= " order by a.vsSpyRank desc";
#print "$query ".date("h:i:sa")."\n";
#$time_start = microtime(true);
$query = stripslashes($query);
$result = queryMysql($query);
#$time_end = microtime(true);
#$time = $time_end - $time_start;
#print "\t\t\tget breakout 6 took: $time micro seconds \n";
#print "after execution \n".date("h:i:sa")."\n";
$tmpArray = array();
$tmpRankArray = array();
$i = 0;
#$time_start = microtime(true);
while ($row = mysql_fetch_assoc($result)) {
foreach ($row as $key => $value) {
$tmpArray[$i][$key] = $value;
if ($key == "symbol") {
$tmpRankArray[$value] = $i;
}
}
/* if ($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]['$movingAvg'] > $tmpArray[$i]['low']) {
$tmpArray[$i]['purchase_price'] = $tmpArray[$i]['close'];
} elseif ($tmpArray[$i]['$movingAvg'] < $tmpArray[$i]['open']) {
$tmpArray[$i]['purchase_price'] = $tmpArray[$i]['close'];
} elseif ($tmpArray[$i]['$movingAvg'] < $tmpArray[$i]['low']) {
$tmpArray[$i]['purchase_price'] = $tmpArray[$i]['close'];
}
*/
if ($tmpArray[$i][$movingAvg] > $tmpArray[$i]['low']) {
$tmpArray[$i]['purchase_price'] = $tmpArray[$i]['close'];
} elseif ($tmpArray[$i][$movingAvg] < $tmpArray[$i]['open']) {
$tmpArray[$i]['purchase_price'] = $tmpArray[$i]['close'];
} elseif ($tmpArray[$i][$movingAvg] < $tmpArray[$i]['low']) {
$tmpArray[$i]['purchase_price'] = $tmpArray[$i]['close'];
}
if (!$tmpArray[$i]['purchase_price']) {
$tmpArray[$i]['purchase_price'] = $tmpArray[$i]['close'];
}
$i++;
}
#$time_end = microtime(true);
#$time = $time_end - $time_start;
#print "\t\t\twhile loop inside breakout 6 took: $time micro seconds \n";
//print "rank by: $rankBy \n";
// $masterRankByResult[$rankBy] = $tmpArray;
$rankResult[] = $tmpRankArray;
//}
$combineRank = array();
#$time_start = microtime(true);
foreach ($rankResult as $rankBy => $resultArray) {
foreach ($resultArray as $symbol => $value) {
$combineRank[$symbol] += $value * $rankAndWeightArray[$rankBy];
}
}
asort($combineRank);
$i = 0;
$finalRet = "";
foreach ($combineRank as $key => $value) {
$keyPos = $tmpRankArray[$key];
$finalRet[$i] = $tmpArray[$keyPos];
$i++;
}
#$time_end = microtime(true);
#$time = $time_end - $time_start;
#print "\t\t\for each nside breakout 6 took: $time micro seconds \n";
//populate daily buy list
//populateDailyBuyList ($today_date, $movingAvg, $rankAndWeightArray);
#$time_duration = $time_end - $time_first;
#print"\t\t\toverall inside braekout6 : $time_duration \n";
return $finalRet;
}
function live_get_portfolio_risk($trade_date, $portfolioID)
{
global $quote_table;
global $liveportfolio;
$previous_date = getPreviousDate($trade_date);
$p_value = live_get_portfolio_value($trade_date, $portfolioID);
$tmp_sql = "SELECT sum(b.ATR * a.shares) from {$liveportfolio} a, {$quote_table} b \n\t\t\t\tWHERE a.portfolio_id = {$portfolioID} \n\t\t\t\tAND a.symbol=b.symbol\n\t\t\t\tAND b.trade_date = '{$previous_date}'\n\t\t\t\tAND a.symbol != 'CASH'";
$tmp_result = queryMysql($tmp_sql);
while ($tmp_data = mysql_fetch_row($tmp_result)) {
$r_value = $tmp_data[0];
}
$current_risk = $r_value / $p_value * 100;
return $current_risk;
}
