private double[] GetPrices(List <SecurityItem> secuList)
{
double[] prices = new double[_spotDataSource.Count];
for (int i = 0, count = _spotDataSource.Count; i < count; i++)
{
var stock = _spotDataSource[i];
var secuItem = secuList.Find(p => p.SecuCode.Equals(stock.SecuCode) && p.SecuType == SecurityType.Stock);
if (secuItem != null)
{
var secuData = QuoteCenter.Instance.GetMarketData(secuItem);
stock.ELimitUpDownFlag = secuData.LimitUpDownFlag;
stock.ESuspendFlag = secuData.SuspendFlag;
if (!FloatUtil.IsZero(secuData.CurrentPrice))
{
prices[i] = secuData.CurrentPrice;
}
else if (!FloatUtil.IsZero(secuData.PreClose))
{
prices[i] = secuData.PreClose;
}
else
{
prices[i] = secuData.LowLimitPrice;
}
}
else
{
prices[i] = 0f;
}
}
return(prices);
}
private void ToolStripButton_CalcAmount_Click(object sender, EventArgs e)
{
StockTemplate template = GetSelectTemplate();
if (template == null)
{
return;
}
if (_spotDataSource == null || _spotDataSource.Count == 0)
{
return;
}
//var invalidSecuItem = _spotDataSource.Where(p => FloatUtil.IsZero(p.SettingWeight) || p.Amount == 0).ToList();
var invalidSecuItem = _spotDataSource.Where(p => FloatUtil.IsZero(p.SettingWeight)).ToList();
if (invalidSecuItem != null && invalidSecuItem.Count() > 0)
{
if (MessageDialog.Warn(this, msgSecurityZeroWeight, MessageBoxButtons.YesNo) == System.Windows.Forms.DialogResult.No)
{
return;
}
else
{
foreach (var item in invalidSecuItem)
{
_spotDataSource.Remove(item);
}
}
}
ReCalculateAmount(template);
SummaryTemplateStock();
SwitchTemplateStockSave(true);
this.secuGridView.Invalidate();
}
public static string ToKmphPreciseString(SpeedValue speed)
{
return(FloatUtil.IsZero(speed.GameUnits)
? Translation.GetString("Speed_limit_unlimited")
: speed.ToKmphPrecise().ToString());
}
/// <summary>
/// Converts a possibly zero (no limit) custom speed limit to a game speed limit.
/// </summary>
/// <param name="customSpeedLimit">Custom speed limit which can be zero</param>
/// <returns>Speed limit in game speed units</returns>
public float ToGameSpeedLimit(float customSpeedLimit)
{
return(FloatUtil.IsZero(customSpeedLimit)
? MAX_SPEED
: customSpeedLimit);
}
public static string ToMphPreciseString(SpeedValue speed)
{
return(FloatUtil.IsZero(speed.GameUnits)
? Translation.SpeedLimits.Get("Unlimited")
: speed.ToMphPrecise().ToString());
}
private void ReCalculateAmount(StockTemplate template)
{
double[] weights = _spotDataSource.Select(p => p.SettingWeight / 100).ToArray();
double totalWeight = weights.Sum();
double minusResult = 1.0 - totalWeight;
double[] mweights = _spotDataSource.Select(p => p.MarketCapWeight / 100).ToArray();
double mtotal = mweights.Sum();
double mDiff = 1.0 - mtotal;
//如果不为100%，则需要调整比例; 依据市值调整
if (Math.Abs(minusResult) > 0.001 && mDiff > 0.001)
{
for (int i = 0, count = _spotDataSource.Count; i < count; i++)
{
var stock = _spotDataSource[i];
weights[i] = stock.MarketCapWeight / mtotal;
}
}
List <SecurityItem> secuList = GetSecurityItems(template);
var benchmarkItem = _securityInfoList.Find(p => p.SecuCode.Equals(template.Benchmark) && p.SecuType == SecurityType.Index);
var benchmarkData = QuoteCenter.Instance.GetMarketData(benchmarkItem);
var benchmark = _benchmarkList.Find(p => p.BenchmarkId.Equals(benchmarkItem.SecuCode));
double bmkPrice = 0f;
double totalValue = 0f;
if (!FloatUtil.IsZero(benchmarkData.CurrentPrice))
{
bmkPrice = benchmarkData.CurrentPrice;
}
else if (!FloatUtil.IsZero(benchmarkData.PreClose))
{
bmkPrice = benchmarkData.PreClose;
}
//指数基准当期总市值
//上证50、沪深300、中证500每一个点数对应不同的价格
totalValue = bmkPrice * benchmark.ContractMultiple;
totalValue = totalValue * template.MarketCapOpt / 100;
var prices = GetPrices(secuList);
var amounts = CalcUtil.CalcStockAmountPerCopyRound(totalValue, weights, prices, 0);
var mktCaps = GetMarketCap(prices, amounts);
switch (template.EWeightType)
{
case Model.EnumType.WeightType.ProportionalWeight:
{
double totalCap = mktCaps.Sum();
for (int i = 0, count = _spotDataSource.Count; i < count; i++)
{
var stock = _spotDataSource[i];
stock.Amount = amounts[i];
stock.MarketCap = mktCaps[i];
stock.MarketCapWeight = 100 * stock.MarketCap / totalCap;
}
}
break;
case Model.EnumType.WeightType.AmountWeight:
{
var totalAmount = amounts.Sum();
double totalCap = mktCaps.Sum();
for (int i = 0, count = _spotDataSource.Count; i < count; i++)
{
var stock = _spotDataSource[i];
stock.Amount = amounts[i];
stock.MarketCap = mktCaps[i];
stock.MarketCapWeight = 100 * stock.MarketCap / totalCap;
stock.SettingWeight = 100 * (double)stock.Amount / (double)totalAmount;
}
}
break;
default:
break;
}
}
