// ����㷨��ָ��Ϊǰһ�����ֵ���룬���ֵ���
public override ICollection<StockOper> GetOper(DateTime day, IAccount account)
{
IStockData prevStock = stockHistory.GetPrevDayStock(day);
if (prevStock == null)
{
Debug.WriteLine("StrategyMinMax -- GetPrevDayStock ERROR: Cur Day: " + day.ToLongDateString());
//Debug.Assert(false);
return null;
}
ICollection<StockOper> opers = new List<StockOper>();
int stockCount = Transaction.GetCanBuyStockCount(account.BankRoll,
prevStock.MinPrice);
if (stockCount > 0)
{
StockOper oper = new StockOper(prevStock.MinPrice, stockCount, OperType.Buy);
opers.Add(oper);
}
if (stockHolder.HasStock())
{
StockOper oper2 = new StockOper(prevStock.MaxPrice, stockHolder.StockCount(), OperType.Sell);
opers.Add(oper2);
}
return opers;
}
// ָ��Ϊǰһ�����ֵ���룬x%���
public override ICollection<StockOper> GetOper(DateTime day, IAccount account)
{
IStockData prevStockProp = stockHistory.GetPrevDayStock(day);
if (prevStockProp == null)
{
Debug.WriteLine("StrategyPercent -- GetPrevDayStock ERROR: Cur Day: " + day.ToLongDateString());
return null;
}
ICollection<StockOper> opers = new List<StockOper>();
int stockCount = Transaction.GetCanBuyStockCount(account.BankRoll,
prevStockProp.MinPrice);
if (stockCount > 0)
{
StockOper oper = new StockOper(prevStockProp.MinPrice, stockCount, OperType.Buy);
opers.Add(oper);
}
if (stockHolder.HasStock())
{
double unitCost = stockHolder.UnitPrice;
if (unitCost > 0)
{
StockOper oper2 = new StockOper(unitCost * (1 + winPercent), stockHolder.StockCount(), OperType.Sell);
opers.Add(oper2);
}
}
return opers;
}
public override ICollection<StockOper> GetOper(DateTime day, IAccount account)
{
IStockData curProp = stockHistory.GetStock(day);
if (!CheckStock(curProp, day))
{
return null;
}
_Averager.AddVal(curProp.Amount);
_SlopeCalc.AddVal(curProp.EndPrice); // 计算收盘价斜率
if (!_Averager.IsEnough() || !_SlopeCalc.IsEnough())
{
return null;
}
ICollection<StockOper> opers = new List<StockOper>();
double avgMinAmount = _Averager.GetValue() * (1 - _BuyMargin);
double avgMaxAmount = _Averager.GetValue() * (1 + _SellMargin);
ShapeJudger judger = new ShapeJudger(curProp);
//if ((curProp.Amount < avgMinAmount) && (judger.IsCross() && _SlopeCalc.IsDownPeriod()))
if ((curProp.Amount < avgMinAmount) && ShapeJudger.IsCross(curProp))
{
// 成交地量，十字星，买入
int stockCount = Transaction.GetCanBuyStockCount(account.BankRoll,
curProp.EndPrice);
if (stockCount > 0)
{
StockOper oper = new StockOper(curProp.EndPrice, stockCount, OperType.Buy);
opers.Add(oper);
return opers;
}
}
else if ((curProp.Amount > avgMaxAmount) && _SlopeCalc.IsRisePeriod())
{
// 上涨过程，成交天量，卖出
if (stockHolder.HasStock())
{
StockOper oper = new StockOper(curProp.EndPrice, stockHolder.StockCount(), OperType.Sell);
opers.Add(oper);
return opers;
}
}
if (judger.IsReverseT())
{
// 倒T型，卖出
if (stockHolder.HasStock())
{
StockOper oper = new StockOper(curProp.EndPrice, stockHolder.StockCount(), OperType.Sell);
opers.Add(oper);
return opers;
}
}
return null;
}
public override ICollection<StockOper> GetOper(DateTime day, IAccount account)
{
IStockData curStockProp = stockHistory.GetStock(day);
if (curStockProp == null)
{
return null;
}
ICollection<StockOper> opers = new List<StockOper>();
if (!stockHolder.HasStock())
{
// 无股票则买入10%
int stockCount = Transaction.GetCanBuyStockCount(account.BankRoll * BAMBOOPERCENT,
curStockProp.StartPrice); // 开盘买入
if (stockCount >= STOCKHAND)
{
StockOper oper = new StockOper(curStockProp.StartPrice, stockCount, OperType.Buy);
opers.Add(oper);
}
}
else
{
double unitCost = stockHolder.UnitPrice; // 持仓成本
if (unitCost > 0)
{
double expectedMinPrice = unitCost * (1 - BAMBOOPERCENT);
double expectedMaxPrice = unitCost * (1 + BAMBOOPERCENT);
if (curStockProp.MinPrice <= expectedMinPrice)
{
// 现金的10%
int stockCount = Transaction.GetCanBuyStockCount(account.BankRoll * BAMBOOPERCENT,
curStockProp.StartPrice);
if (stockCount > 0)
{
StockOper oper2 = new StockOper(expectedMinPrice, stockCount, OperType.Buy);
opers.Add(oper2);
}
}
if (curStockProp.MaxPrice >= expectedMaxPrice)
{
// 卖出持仓股票的10%
double sellCount = stockHolder.StockCount() * BAMBOOPERCENT;
if (sellCount >= STOCKHAND)
{
opers.Add(new StockOper(expectedMaxPrice, Convert.ToInt32(sellCount), OperType.Sell));
}
}
}
}
return opers;
}
static bool IsValidOperation(IStockData stock, StockOper oper)
{
switch (oper.Type)
{
case OperType.Buy:
return(oper.UnitPrice >= stock.MinPrice);
case OperType.Sell:
return(oper.UnitPrice <= stock.MaxPrice);
default:
return(false);
}
}
public override ICollection<StockOper> GetOper(DateTime day, IAccount account)
{
IStockData curProp = stockHistory.GetStock(day);
IStockData stockYesterdayProp = stockHistory.GetPrevDayStock(day);
DateTime prevDate = stockHistory.GetPreviousDay(day);
IStockData stockprevProp = stockHistory.GetPrevDayStock(prevDate);
DateTime prevNextDate = stockHistory.GetPreviousDay(prevDate);
if (!CheckStock(curProp, day) || !CheckStock(stockYesterdayProp, prevDate)
|| !CheckStock(stockprevProp, prevNextDate))
{
return null;
}
ICollection<StockOper> opers = new List<StockOper>();
// IsRise? Condition questionable.
if (
StockJudger.IsRise(stockYesterdayProp, stockprevProp)
&&
StockJudger.IsUp(stockYesterdayProp)
&& StockJudger.IsUp(stockprevProp))
{
if (stockHolder.HasStock())
{
StockOper oper = new StockOper(curProp.StartPrice, stockHolder.StockCount(), OperType.Sell);
opers.Add(oper);
return opers;
}
}
else if (
!StockJudger.IsRise(stockYesterdayProp, stockprevProp)
&&
!StockJudger.IsUp(stockYesterdayProp)
&& !StockJudger.IsUp(stockprevProp))
{
int stockCount = Transaction.GetCanBuyStockCount(account.BankRoll,
curProp.StartPrice);
if (stockCount > 0)
{
StockOper oper = new StockOper(curProp.StartPrice, stockCount, OperType.Buy);
opers.Add(oper);
return opers;
}
}
return null;
}
// ָ��Ϊ���û�й�Ʊ�����տ������룬�����ǵ����ﵽx%�����ֹӯֹ����ԣ�
public override ICollection<StockOper> GetOper(DateTime day, IAccount account)
{
IStockData prevStockProp = stockHistory.GetPrevDayStock(day);
IStockData curStockProp = stockHistory.GetStock(day);
if ((prevStockProp == null) || (curStockProp == null))
{
return null;
}
ICollection<StockOper> opers = new List<StockOper>();
if (!stockHolder.HasStock())
{
int stockCount = Transaction.GetCanBuyStockCount(account.BankRoll,
curStockProp.StartPrice); // ���û�й�Ʊ�����쿪������
if (stockCount > 0)
{
StockOper oper = new StockOper(curStockProp.StartPrice, stockCount, OperType.Buy);
opers.Add(oper);
return opers; // �����ʣ�Ŀǰ��֧��һ��֮�ڵ�����
}
}
else
{
double unitCost = stockHolder.UnitPrice;
if (unitCost > 0)
{
if (curStockProp.MaxPrice >= (unitCost * (1 + winPercent)))
{
// ֹӯ
StockOper oper2 = new StockOper(unitCost * (1 + winPercent), stockHolder.StockCount(), OperType.Sell);
opers.Add(oper2);
return opers;
}
if (curStockProp.MinPrice <= (unitCost * (1 - winPercent)))
{
// ֹ��
StockOper oper1 = new StockOper(unitCost * (1 - winPercent), stockHolder.StockCount(), OperType.Sell);
opers.Add(oper1);
return opers;
}
}
}
return null;
}
// 买入股票
private void BuyStocks(StockOper oper)
{
BuyTransactionCount_++;
double charge = Transaction.GetTotalCharge(oper.UnitPrice * oper.HandCount);
if (bankRoll_ >= charge)
{
bankRoll_ -= charge;
Holder.BuyStock(oper.HandCount, oper.UnitPrice);
LogMgr.Logger.LogInfo("Action: Buy Stock Count: {0}, Unit Price: {1}",
oper.HandCount,
oper.UnitPrice);
}
else
{
throw new InvalidOperationException("Bank Roll is smaller than total price!");
}
}
public bool IsOperSuccess(DateTime dt, StockOper oper)
{
if (oper == null)
{
return(false);
}
if (oper.Type == OperType.NoOper)
{
return(true);
}
if (!DailyStocks_.ContainsKey(dt))
{
return(false);
}
IStockData stock = DailyStocks_[dt];
return(IsValidOperation(stock, oper));
}
/// <summary>
/// 处理买入或者卖出操作
/// </summary>
/// <param name="oper">操作</param>
/// <returns>操作是否成功</returns>
public bool DoBusiness(StockOper operation)
{
if (operation == null)
{
return(false);
}
if (operation.Type == OperType.Buy)
{
this.BuyStocks(operation);
}
else if (operation.Type == OperType.Sell)
{
this.bankRoll_ += Holder.SellStock(operation.HandCount, operation.UnitPrice);
this.SellTransactionCount_++;
}
else
{
}
return(true);
}
public override ICollection<StockOper> GetOper(DateTime dt, IAccount account)
{
DateTime yesterday = stockHistory.GetPreviousDay(dt);
IStockData curProp = stockHistory.GetStock(dt);
if (curProp == null)
{
return null;
}
OperType operType = _Calc.MatchSignal(dt, yesterday);
if (operType == OperType.Buy)
{
int stockCount = Transaction.GetCanBuyStockCount(account.BankRoll,
curProp.EndPrice);
if (stockCount <= 0)
{
return null;
}
ICollection<StockOper> opers = new List<StockOper>();
StockOper oper = new StockOper(curProp.EndPrice, stockCount, OperType.Buy);
opers.Add(oper);
return opers; // 买入
}
else if (operType == OperType.Sell)
{
if (!stockHolder.HasStock())
{
return null;
}
ICollection<StockOper> opers = new List<StockOper>();
StockOper oper = new StockOper(curProp.EndPrice, stockHolder.StockCount(), OperType.Sell);
opers.Add(oper);
return opers;
}
return null;
}
static bool IsValidOperation(IStockData stock, StockOper oper)
{
switch (oper.Type)
{
case OperType.Buy:
return (oper.UnitPrice >= stock.MinPrice);
case OperType.Sell:
return (oper.UnitPrice <= stock.MaxPrice);
default:
return false;
}
}
/// <summary>
/// ������������������
/// </summary>
/// <param name="oper">����</param>
/// <returns>�����Ƿ�ɹ�</returns>
public bool DoBusiness(StockOper operation)
{
if (operation == null)
{
return false;
}
if (operation.Type == OperType.Buy)
{
this.BuyStocks(operation);
}
else if (operation.Type == OperType.Sell)
{
this.bankRoll_ += Holder.SellStock(operation.HandCount, operation.UnitPrice);
this.SellTransactionCount_++;
}
else
{
}
return true;
}
public bool IsOperSuccess(DateTime dt, StockOper oper)
{
if (oper == null)
{
return false;
}
if (oper.Type == OperType.NoOper)
{
return true;
}
if (!DailyStocks_.ContainsKey(dt))
{
return false;
}
IStockData stock = DailyStocks_[dt];
return IsValidOperation(stock, oper);
}
public bool IsOperSuccess(DateTime dt, StockOper oper)
{
throw new NotImplementedException();
}
public bool IsOperSuccess(DateTime dt, StockOper oper)
{
throw new NotImplementedException();
}
public bool IsOperSuccess(DateTime dt, StockOper oper)
{
if (!DailyStocks_.ContainsKey(dt))
{
return false;
}
if (oper == null)
{
return false;
}
if (oper.Type == OperType.NoOper)
{
return true;
}
StockData stock = DailyStocks_[dt];
switch (oper.Type)
{
case OperType.Buy:
if (oper.UnitPrice >= stock.MinPrice)
{
return true;
}
break;
case OperType.Sell:
if (oper.UnitPrice <= stock.MaxPrice)
{
return true;
}
break;
default:
break;
}
return false;
}
// �����Ʊ
private void BuyStocks(StockOper oper)
{
BuyTransactionCount_++;
double charge = Transaction.GetTotalCharge(oper.UnitPrice * oper.HandCount);
if (bankRoll_ >= charge)
{
bankRoll_ -= charge;
Holder.BuyStock(oper.HandCount, oper.UnitPrice);
LogMgr.Logger.LogInfo("Action: Buy Stock Count: {0}, Unit Price: {1}",
oper.HandCount,
oper.UnitPrice);
}
else
{
throw new InvalidOperationException("Bank Roll is smaller than total price!");
}
}