void Analysize(object sender, EventHandler.BackTesting.Datum e)
{
if (GetCheckOnTime(e.Date))
{
Short.Pop();
Long.Pop();
}
Short.Push(EMA.Make(specify.Short, Short.Count, e.Price, Short.Peek()));
Long.Push(EMA.Make(specify.Long, Long.Count, e.Price, Long.Peek()));
double popShort = Short.Pop(), popLong = Long.Pop();
bt.Max(popShort - popLong - (Short.Peek() - Long.Peek()), specify);
Short.Push(popShort);
Long.Push(popLong);
}
void Analysize(object sender, EventHandler.BackTesting.Datum e)
{
if (GetCheckOnTime(e.Date))
{
Short.Pop();
Long.Pop();
}
Short.Push(EMA.Make(specify.Short, Short.Count, e.Price, Short.Peek()));
Long.Push(EMA.Make(specify.Long, Long.Count, e.Price, Long.Peek()));
double popShort = Short.Pop(), popLong = Long.Pop();
bt.Max(popShort - popLong - (Short.Peek() - Long.Peek()), specify);
Short.Push(popShort);
Long.Push(popLong);
if (specify.Time == 1440)
{
if (GetCheckTime(e.Date.ToString()))
{
OnReceiveTrend(e.Volume);
}
var date = e.Date.ToString().Substring(6, 6);
if (date.Equals(end))
{
bt.SetStatisticalStorage(e.Date.ToString().Substring(0, 6), e.Price, RollOver);
}
if (uint.TryParse(date, out uint cme) && cme > 45958 && cme < 85959)
{
bt.SellOrder.Clear();
bt.BuyOrder.Clear();
}
if (bt.SellOrder.Count > 0 && e.Volume > 0)
{
bt.SetSellConclusion(e.Date.ToString(), e.Price, e.Volume);
}
if (bt.BuyOrder.Count > 0 && e.Volume < 0)
{
bt.SetBuyConclusion(e.Date.ToString(), e.Price, e.Volume);
}
}
bt.TradingJudge[specify.Time] = popShort;
}
void Analysize(object sender, EventHandler.BackTesting.Datum e)
{
if (GetCheckOnTime(e.Date))
{
Short.Pop();
Long.Pop();
}
Short.Push(Short.Count > 0 ? EMA.Make(specify.Short, Short.Count, e.Price, Short.Peek()) : EMA.Make(e.Price));
Long.Push(Long.Count > 0 ? EMA.Make(specify.Long, Long.Count, e.Price, Long.Peek()) : EMA.Make(e.Price));
if (e.Date.ToString().Length > 8)
{
double popShort = Short.Pop(), popLong = Long.Pop();
bt.Max(popShort - popLong - (Short.Peek() - Long.Peek()), specify.Time);
Short.Push(popShort);
Long.Push(popLong);
if (specify.Time == 1440)
{
switch (e.Date.ToString().Substring(6))
{
case end:
bt.SetStatisticalStorage(e.Date.ToString().Substring(0, 6), e.Price, !specify.RollOver);
bt.Charts.Enqueue(new Models.Charts
{
Code = specify.Code,
Date = e.Date.ToString().Substring(0, 6),
Time = 405,
Base = specify.Short,
Value = Short.Peek()
});
bt.Charts.Enqueue(new Models.Charts
{
Code = specify.Code,
Date = e.Date.ToString().Substring(0, 6),
Time = 405,
Base = specify.Long,
Value = Long.Peek()
});
break;
case "045959000":
case "045959001":
case "045959002":
case "045959003":
case "045959004":
case "045959005":
bt.Charts.Enqueue(new Models.Charts
{
Code = specify.Code,
Date = e.Date.ToString().Substring(0, 6),
Time = 660,
Base = specify.Short,
Value = Short.Peek()
});
bt.Charts.Enqueue(new Models.Charts
{
Code = specify.Code,
Date = e.Date.ToString().Substring(0, 6),
Time = 660,
Base = specify.Long,
Value = Long.Peek()
});
break;
case onTime:
case nTime:
if (bt.SellOrder.Count > 0 || bt.BuyOrder.Count > 0)
{
bt.SellOrder.Clear();
bt.BuyOrder.Clear();
}
break;
default:
if (int.TryParse(e.Date.ToString().Substring(6, 6), out int time) && (time < 090001 && time > 045959) == false && (time > 153459 && time < 180000) == false && string.IsNullOrEmpty(bt.Classification) == false)
{
var judge = bt.Judge.OrderBy(o => o.Key);
var trend = judge.First().Value;
if ((bt.Classification.Equals(buy) ? e.Volume + trend > e.Volume : e.Volume + trend < e.Volume) && GetJudgeTheTrading(e.Price, e.Volume))
{
if (bt.Judge.Count > 2)
{
var num = 0;
var accumulative = 0D;
foreach (var kv in judge)
{
if (kv.Key == judge.First().Key)
{
continue;
}
if (kv.Key == 1440)
{
if (bt.Classification.Equals(sell) && kv.Value + accumulative < 0)
{
num = 8;
}
break;
}
if (bt.Classification.Equals(sell))
{
accumulative += kv.Value;
continue;
}
if (bt.Classification.Equals(buy) && kv.Value < 0)
{
num++;
}
}
if (num == 8 && bt.SetConclusion(e.Date, e.Price, bt.Classification))
{
return;
}
}
if (bt.Judge.Count == 2 && bt.SetConclusion(e.Date, e.Price, bt.Classification))
{
return;
}
}
if (bt.Judge.Count > 2 && this.judge % 2 == 0)
{
var num = 0;
if (bt.Quantity > 0 && e.Volume < (CME ? this.judge / -5 : -this.judge) && e.Volume + trend < e.Volume)
{
foreach (var kv in judge)
{
if (kv.Key == judge.First().Key)
{
continue;
}
if (kv.Key == 1440)
{
break;
}
if (bt.Classification.Equals(buy) && kv.Value > 0)
{
num++;
}
}
if (num == 8 && bt.SetConclusion(e.Date, e.Price, sell))
{
return;
}
}
else if (bt.Quantity < 0 && e.Volume > (CME ? this.judge / 5 : this.judge) && e.Volume + trend > e.Volume)
{
foreach (var kv in judge)
{
if (kv.Key == judge.First().Key)
{
continue;
}
if (kv.Key == 1440)
{
break;
}
if (bt.Classification.Equals(sell) && kv.Value < 0)
{
num++;
}
}
if (num == 8 && bt.SetConclusion(e.Date, e.Price, buy))
{
return;
}
}
}
}
break;
}
}
}
}
