public FilterLogicBaseClass(Cycle cyc, PriceAdj rate)
{
Cycle = cyc;
Rate = rate;
}
public FirstPointFilter(Cycle cyc, PriceAdj rate) : base(cyc, rate)
{
}
public static BaseDataTable GetBaseData(MongoDataReader w, string codes, DateTime endt, Cycle cyc, PriceAdj prcAdj, params object[] args)
{
return(GetBaseData(w, codes.Split(','), endt, cyc, prcAdj, args));
}
public static MTable GetMutliSetData(MongoDataReader w, string[] code, DateTime endt, Cycle cyc, PriceAdj prcAdj, bool IncludeBaseData, string args)
{
RunNoticeClass ret = new RunNoticeClass();
MTable mtab = new MTable();
if (IncludeBaseData)
{
BaseDataProcess bp = new BaseDataProcess_ForMG(w, cyc, prcAdj);
RunResultClass bret = bp.getSetDataResult(code, endt, new object[0] {
});
if (!bret.Notice.Success)
{
mtab.Union(bret.Result);
//return new BaseDataTable();
}
}
Dictionary <string, HashSet <string> > guids = getMutliValueGuid(args.Split(','));
foreach (string key in guids.Keys)
{
MutliValueGuidProcess_ForMG cgp = new MutliValueGuidProcess_ForMG(w, key, guids[key].ToArray <string>());
cgp.cycle = cyc;
cgp.prcAdj = prcAdj;
RunResultClass cret = cgp.getSetDataResult(code, endt, new object[0] {
});
mtab.Union(cret.Result);
}
return(mtab);
}
public static BaseDataTable GetBaseSerialData(MongoDataReader w, string code, DateTime begt, DateTime endt, Cycle cyc, PriceAdj prcAdj)
{
return(GetBaseSerialData(w, code, begt, endt, cyc, prcAdj, new object[0] {
}));
}
public static BaseDataTable GetBaseData(MongoDataReader w, string[] codes, DateTime endt, Cycle cyc, PriceAdj prcAdj, params object[] args)
{
RunNoticeClass ret = new RunNoticeClass();
//MACDGuidProcess mp = new MACDGuidProcess(gb.w);
//RunResultClass ret = mp.getDateSerialResult("000100.SZ",Convert.ToDateTime("2017/7/7"), DateTime.Today);
BaseDataProcess bp = new BaseDataProcess_ForMG(w, cyc, prcAdj);
RunResultClass bret = bp.getSetDataResult(codes, endt, args);
if (!bret.Notice.Success)
{
return(new BaseDataTable());
}
return(new BaseDataTable(bret.Result));
}
public MongoDataDictionary <StockMongoData> Stock_FQ(MongoDataDictionary <StockMongoData> orgData, MongoDataDictionary <XDXRData> XData = null, PriceAdj fqType = PriceAdj.Fore)
{
MongoDataDictionary <StockMongoData> ret = new MongoDataDictionary <StockMongoData>();
foreach (string key in orgData.Keys)
{
MongoReturnDataList <StockMongoData> val = orgData[key];
MongoReturnDataList <XDXRData> xval = null;
if (XData != null)
{
if (XData.ContainsKey(key))
{
xval = XData[key];
}
}
if (!ret.ContainsKey(key))
{
ret.Add(key, Stock_FQ(key, val, xval, fqType));
}
}
return(ret);
}
public BaseDataProcess_ForWD(WindAPI _w, CommDataBuilder_ForWD _gbc, Cycle cyc, PriceAdj rate) : base(new CommDataInterface_ForWD(_w), cyc, rate)
{
w = _w;
}
public CommGuidProcess(CommDataIntface cdi, CommDataBuilder _gbc, Cycle cyc, PriceAdj rate) : base(cdi)
{
gbc = _gbc;
cycle = cyc;
prcAdj = rate;
}
public MongoReturnDataList <StockMongoData> Stock_FQ(string code, MongoReturnDataList <StockMongoData> org_bfq_data = null, MongoReturnDataList <XDXRData> org_xdxr_data = null, PriceAdj fqType = PriceAdj.Fore)
{
/*
* 1、一般的股票交易软件中，都有计算复权的功能。股票行情有除权与复权，在计算股票涨跌幅时采用复权价格，这是经常要用到的。系统计算分为以下步骤：
* ①每次除权行为日，在登记日计算除权价；
* 除权价=（除权前一日收盘价+配股价X配股比率－每股派息）/（1+配股比率+送股比率）
* ②用登记日的收盘价除以除权价得到单次除权因子；
* 除权因子=收盘价/除权价
* ③将公司上市以来的除权因子连乘积，得到对应每一交易日的除权因子；
* ④向后复权价=股票收盘价（实际交易价）*每一交易日的除权因子；
* ⑤复权涨幅（不特别说明，涨幅均指复权涨幅）=复权价/前一日复权价-1。
* 2、所谓复权就是对股价和成交量进行权息修复，按照股票的实际涨跌绘制股价走势图,并把成交量调整为相同的股本口径。
*/
if (org_bfq_data == null)
{
org_bfq_data = new SecurityReader(base.DbTypeName, base.TableName, new string[] { code }).GetAllCodeDateSerialDataList <StockMongoData>()?[code];
}
if (org_xdxr_data == null)
{
org_xdxr_data = new XDXRReader().getXDXRList(DbTypeName, code);
}
MongoReturnDataList <XDXRData> xdxr_data = org_xdxr_data.Copy(false);
MongoReturnDataList <StockMongoData> bfq_data = org_bfq_data.Copy(false);
MongoReturnDataList <StockMongoData> ret = bfq_data;
if (bfq_data.Count == 0)
{
return(ret);
}
if (xdxr_data.Count == 0)
{
return(ret);
}
MongoReturnDataList <XDXRData> info = xdxr_data.Query <int>("category", 1);
MongoReturnDataList <StockMongoData> retList = null;
List <StockMongoData> list = null;
#region category = 1
if (info.Count > 0)
{
list = Pandas.Concat <StockMongoData, XDXRData, string>(
ret,
info,
a => a.date,
a => a.date,
(s, a, b) => {
XDXRData ExObj = s.ExtentData as XDXRData;
if (ExObj == null)
{
ExObj = new XDXRData();
}
if (b)
{
ExObj.date = s.date;
ExObj.category = a.category;
}
s.ExtentData = ExObj;
});
var testlist = list;
//retList = new MongoReturnDataList<StockMongoData>(list);
list = Pandas.FillNa <StockMongoData, string, XDXRData>(list,
a => a.ExtentData as XDXRData,
a => (a.ExtentData as XDXRData).date,
(a, b, c) =>
{
XDXRData data = a.ExtentData as XDXRData;
if (data == null)
{
data = new XDXRData();
}
//data.date = a.date;
data.category = b.category ?? 0;
a.ExtentData = data;
}
, FillType.FFill);
//retList = new MongoReturnDataList<StockMongoData>(list);
//(a, b) =>
//{
// return (a.ExtentData as XDXRData).category;
//}, (a, b) => { a.ExtentData = b; }, FillType.FFill);
list = Pandas.Concat <StockMongoData, XDXRData, string>(new MongoReturnDataList <StockMongoData>(list), info,
a => a.date,
a => a.date,
(s, a, b) => {
XDXRData ExObj = s.ExtentData as XDXRData;
if (ExObj == null)
{
ExObj = new XDXRData();
}
//ExObj.date = s.date;
if (b)
{
ExObj.date = a.date;
ExObj.fenhong = a.fenhong;
ExObj.peigu = a.peigu;
ExObj.peigujia = a.peigujia;
ExObj.songzhuangu = a.songzhuangu;
}
s.ExtentData = ExObj;
});
//ret.FillNa({ return a => a.ExtentData; }, "category", FillType.FFill);
//retList = new MongoReturnDataList<StockMongoData>(list);
}
#endregion
#region 其他分红
else
{
list = Pandas.Concat <StockMongoData, XDXRData, string>(ret, info,
a => a.date,
a => a.date,
(s, a, b) => {
XDXRData ExObj = s.ExtentData as XDXRData;
if (ExObj == null)
{
ExObj = new XDXRData();
}
//ExObj.date = s.date;
if (b)
{
ExObj.date = s.date;
ExObj.category = a.category;
ExObj.fenhong = a.fenhong;
ExObj.peigu = a.peigu;
ExObj.peigujia = a.peigujia;
ExObj.songzhuangu = a.songzhuangu;
}
s.ExtentData = ExObj;
});
}
#endregion
list = Pandas.FillNa <StockMongoData, string, XDXRData>(list,
a => a.ExtentData as XDXRData,
a => (a.ExtentData as XDXRData).date,
(a, b, c) =>
{
XDXRData ExObj = a.ExtentData as XDXRData;
if (ExObj == null)
{
ExObj = new XDXRData();
}
ExObj.date = a.date;
ExObj.fenhong = 0;
ExObj.peigu = 0;
ExObj.peigujia = 0;
ExObj.songzhuangu = 0;
}, FillType.None);
ret = new MongoReturnDataList <StockMongoData>(list);
int xscnt = GlobalClass.TypeDataPoints[base.DbTypeName].RuntimeInfo.SecurityInfoList[code].decimal_point;
long Lbase = (long)Math.Pow(10, xscnt);
List <long?> CloseList = ret.ToList(a => (long?)(a.close * Lbase));
List <long?> closes = Pandas.ShiftX <long?>(CloseList, 1);
List <double?> xdxrcloses = new List <double?>();
for (int i = 0; i < ret.Count; i++)
{
XDXRData xdata = ret[i].ExtentData as XDXRData;
double midval = ((closes[i] ?? 0) * 10 - xdata.fenhong.Value * Lbase + xdata.peigu.Value * xdata.peigujia.Value * Lbase) / (10 + xdata.peigu.Value + xdata.songzhuangu.Value);
//long xdprice = Math.Round(midval);
xdxrcloses.Add(midval);
}
//precloses = Pandas.ShiftX<double>(precloses, -1);
List <double?> ProAdjList = new List <double?>();
List <double?> ppclose = Pandas.ShiftX <double?>(xdxrcloses, -1);//
for (int i = 0; i < ppclose.Count; i++)
{
if (ppclose[i] == null)
{
ProAdjList.Add(1);
continue;
}
//double? midval = (double?)(1*((double)ppclose[i].Value)/ ((double)CloseList[i]) / 1);
double?midval = (double?)(1 * ((double)ppclose[i].Value) / ((double)CloseList[i]) / 1);
ProAdjList.Add((double?)midval);
}
List <double?> adj = new List <double?>();
if (fqType == PriceAdj.Fore)
{
adj = ProAdjList;
adj = Pandas.Recovert <double?>(adj);
adj = Pandas.Cumprod(adj);
adj = Pandas.Recovert <double?>(adj);
double?curr = adj[adj.Count - 1];
if (curr.Value != 1)
{
//adj.ForEach(a => a = a / curr);
for (int i = 0; i < adj.Count; i++)
{
adj[i] /= curr;
}
}
//adj = Pandas.Recovert<double?>(adj);
}
else
{
adj = Pandas.Cumprod(ProAdjList);
Pandas.ShiftX <double?>(adj, -1);
}
for (int i = 0; i < ret.Count; i++)
{
ret[i].close *= adj[i].Value;
ret[i].open *= adj[i].Value;
ret[i].high *= adj[i].Value;
ret[i].low *= adj[i].Value;
ret[i].vol /= adj[i].Value;
}
return(ret);
}
public CommGuidProcess(CommDataIntface cdi, Cycle cyc, PriceAdj rate) : base(cdi)
{
cycle = cyc;
prcAdj = rate;
}
public CommGuidProcess_ForMG(CommDataInterface_ForMG cdi, CommDataBuilder_ForMG _gbc, Cycle cyc, PriceAdj rate) : base(cdi, _gbc, cyc, rate)
{
w = cdi.w;
}
public CommGuidProcess_ForWD(CommDataInterface_ForWD cdi, Cycle cyc, PriceAdj rate) : base(cdi, cyc, rate)
{
w = cdi.w;
}
public BaseDataProcess(CommDataIntface cdi, Cycle cyc, PriceAdj rate)
: base(cdi)
{
this.cycle = cyc;
this.prcAdj = rate;
}
public BaseDataProcess_ForMG(MongoDataReader _w, CommDataBuilder_ForMG _gbc, Cycle cyc, PriceAdj rate) : base(new CommDataInterface_ForMG(_w), cyc, rate)
{
w = _w;
}