public void GetAllFundTest()
{
WebService target = new WebService(); // TODO: 初始化为适当的值
//Assert.Inconclusive("验证此测试方法的正确性。");
string HtmlText = target.GetWebContent("http://fund.eastmoney.com/js/fundcode_search.js?v=20130718.js", Encoding.UTF8);
HtmlText = HtmlText.Replace(",", "");
HtmlText = HtmlText.Replace("][", "");
HtmlText = HtmlText.Replace("\"\"", "\"");
//对处理过后的数据进行匹配
Regex regex = new Regex("(?<=\").+?(?=\")", RegexOptions.None);
MatchCollection MC = regex.Matches(HtmlText);
List<String> AllFund = new List<String>();
//将匹配后的数据存在一个字符串数组中
foreach (Match ma in MC)
{
AllFund.Add(ma.Value);
}
//按四个一组读，并将读后的数据存入基金类列表中
List<Fund> Fundlist = new List<Fund>();
for (int n = 0; n < AllFund.Count; n = n + 4)
{
Fund found = new Fund();
found.Code = AllFund[n];
found.Abbr = AllFund[n + 1];
found.Name = AllFund[n + 2];
found.Type = AllFund[n + 3];
Fundlist.Add(found);
}
bool expected = true;
bool actual = Fundlist.Count > 0;
Assert.AreEqual(expected, actual);
}
public void comparTest()
{
Fund f1 = new Fund(); // TODO: 初始化为适当的值
Fund f2 = new Fund(); // TODO: 初始化为适当的值
Fund f3 = new Fund();
f1.Name = "华夏成长";
f2.Name = "华夏成长";
f3.Name = "敏捷开发";
List<int> expected = new List<int>(); // TODO: 初始化为适当的值
expected.Add(-1);
expected.Add(0);
expected.Add(1);
List<int> actual = new List<int>();
//actual = Search_Accessor.compar(f1, f2);
if (f1.Name.CompareTo(f3.Name) < 0)
actual.Add(-1);
if (f1.Name == f2.Name)
actual.Add(0);
if (f3.Name.CompareTo(f2.Name) > 0)
actual.Add(1);
Assert.AreEqual(expected[0], actual[0]);
Assert.AreEqual(expected[1], actual[1]);
Assert.AreEqual(expected[2], actual[2]);
}
private static int compar(Fund f1, Fund f2)
{
if (f1.Name == f2.Name)
return 0;
else if (f1.Name.CompareTo(f2.Name) < 0)
return -1;
else if (f1.Name.CompareTo(f2.Name) > 0)
return 1;
return -2;
}
public static double Predict(Fund fund, double todayValue, int index)
{
double incOnce = todayValue - fund.HistoryList[index].Item2;
//double minValue = double.MaxValue;
double lastMaxValue = -1;
double lastMinValue = -1;
for (int i = index; i >= fund.ThinkStartIndex; i--)
{
if (lastMaxValue > 0 && lastMinValue > 0)
{
break;
}
if (fund.IncFlags[i - fund.ThinkStartIndex] == 1)
{ //找到极大值
lastMaxValue = fund.HistoryList[i].Item2;
}
else if (fund.IncFlags[i - fund.ThinkStartIndex] == -1)
{
lastMinValue = fund.HistoryList[i].Item2;
}
}
double incSum1 = todayValue - lastMaxValue;
double incSum2 = todayValue - lastMinValue;
double incSum = 0.0;
if (Math.Abs(incSum1) > Math.Abs(incSum2))
{
incSum = incSum1;
}
else
{
incSum = incSum2;
}
double equation = EquationCalculate(fund.Coefs[1], fund.Coefs[0], index + 1 - fund.ThinkStartIndex);
double regress = todayValue - equation;
double score = GetScore(fund.V1, fund.V2, fund.V3, incOnce, incSum, regress); //fund.V1 * incOnce + fund.V2 * incSum + fund.V3 * regress;
return(GetFundResult(fund, score));
}
private void ChartDarw(Fund fund)
{
chartFundCode = fund.Code;
tabControl1.TabPages[3].Text = fund.Name;
chart1.Series["line1"].Points.Clear();
chart1.Series["line2"].Points.Clear();
chart1.Series["line3"].Points.Clear();
chart1.Series["line4"].Points.Clear();
chart1.Series["line5"].Points.Clear();
int x1 = 0;
double y1 = Think.EquationCalculate(fund.Coefs[1], fund.Coefs[0], x1);
int x2 = fund.ThinkEndIndex - fund.ThinkStartIndex;
double y2 = Think.EquationCalculate(fund.Coefs[1], fund.Coefs[0], x2);
chart1.Series["line4"].Points.AddXY(x1, y1);
chart1.Series["line4"].Points.AddXY(x2, y2);
for (int i = fund.ThinkStartIndex; i < fund.ThinkEndIndex; i++)
{
chart1.Series["line1"].Points.AddXY(i - fund.ThinkStartIndex, fund.HistoryList[i].Item2);
if (fund.IncFlags[i - fund.ThinkStartIndex] == 1)
{
chart1.Series["line2"].Points.AddXY(i - fund.ThinkStartIndex, fund.HistoryList[i].Item2);
}
else if (fund.IncFlags[i - fund.ThinkStartIndex] == -1)
{
chart1.Series["line3"].Points.AddXY(i - fund.ThinkStartIndex, fund.HistoryList[i].Item2);
}
//if (fund.Tages[i - fund.ThinkStartIndex] == 1)
//{
// chart1.Series["line5"].Points.AddXY(i - fund.ThinkStartIndex, fund.HistoryList[i].Item2);
//}
}
chart1.Series["line1"].Points.AddXY(fund.ThinkEndIndex - fund.ThinkStartIndex, fund.RealValue); //实时的加到最后
TabPage page = tabControl1.TabPages[3];
tabControl1.SelectedTab = page;
//tabControl1.TabPages.Remove(page);
//tabControl1.TabPages.Add(page);
}
private static double GetFundResult(Fund fund, double score)
{
double result = 0;
if (score > fund.μMax - fund.σMax)
{ //卖出
double vμ = fund.MaxNormalDistribution(fund.μMax);
double vx = fund.MaxNormalDistribution(score);
double vσ = fund.MaxNormalDistribution(fund.μMax - fund.σMax);
result = score > fund.μMax ? 2 * (vμ - vσ) - (vx - vσ) : vx - vσ;
return(-result); //卖出为负
}
else if (score < fund.μMin + fund.σMin)
{ //买入
double vμ = fund.MinNormalDistribution(fund.μMin);
double vx = fund.MinNormalDistribution(score);
double vσ = fund.MinNormalDistribution(fund.μMin - fund.σMin);
result = score < fund.μMin ? 2 * (vμ - vσ) - (vx - vσ) : vx - vσ;
return(result); //卖出为负
}
return(result);
}
private void ToLineChart()
{
Fund fund = FundList[RowIndex];
Dictionary <string, string> value = new Dictionary <string, string>();
ArrayList al = new ArrayList();
chart1.ChartAreas[0].AxisX.Title = "日期";
chart1.ChartAreas[0].AxisY.Title = "净值";
//chart1.ChartAreas[0].CursorX.IsUserEnabled = true;
//chart1.ChartAreas[0].CursorX.IsUserSelectionEnabled = true;
chart1.ChartAreas[0].AxisX.ScaleView.Zoomable = true;
chart1.ChartAreas[0].AxisY.ScaleView.Zoomable = true;
//chart1.ChartAreas[0].CursorY.IsUserEnabled = true;
//chart1.ChartAreas[0].CursorY.IsUserSelectionEnabled = true;
//chart1.ChartAreas[0].AxisY.ScaleView.Zoomable = true;
chart1.ChartAreas[0].AxisX.ScrollBar.Enabled = true;
chart1.ChartAreas[0].AxisX.ScrollBar.IsPositionedInside = true;
chart1.ChartAreas[0].AxisX.ScrollBar.Size = 10;
chart1.ChartAreas[0].AxisX.ScrollBar.ButtonStyle = ScrollBarButtonStyles.All;
chart1.ChartAreas[0].AxisX.ScaleView.SmallScrollSize = double.NaN;
chart1.ChartAreas[0].AxisX.ScaleView.SmallScrollMinSize = 2;
//chart1.Titles[0].Name = fund.Name + "基金净值变化情况";
//无数据情况
if (fund.NetValue.Count == 0)
{
return;
}
if (chart1.Series.Count < 2)
{
chart1.Series.Add("Series2");
chart1.Series.Add("Series3");
chart1.Series["Series3"].ChartType = SeriesChartType.Line;
chart1.Series["Series2"].ChartType = SeriesChartType.Line;
}
if (fund.NetValue[0].NetValue != string.Empty &&
fund.NetValue[0].AccumulativeNetValue != string.Empty)
{
foreach (NetValueOfFund netValue in fund.NetValue)
{
value.Add(netValue.Date, netValue.NetValue);
al.Add(netValue.AccumulativeNetValue);
}
chart1.Series[0].LegendText = "单位净值（元）";
chart1.Series[1].LegendText = "累计净值（元）";
}
if (fund.NetValue[0].EarningPer10000 != string.Empty)
{
foreach (NetValueOfFund netValue in fund.NetValue)
{
value.Add(netValue.Date, netValue.EarningPer10000);
}
chart1.Series[0].LegendText = "每万份收益（元）";
//chart1.Legends[0].Position
chart1.Series.Remove(chart1.Series[1]);
}
if (al.Count != 0)
{
chart1.Series["Series3"].Points.DataBindXY(value.Keys, al);
chart1.Series[1].ToolTip = "日期：#VALX\n净值：#VAL";
}
chart1.Series["Series2"].Points.DataBindXY(value.Keys, value.Values);
chart1.Series[0].ToolTip = "日期：#VALX\n净值：#VAL";
chart1.Visible = true;
}
public List <Fund> GetAllFund()
{
String HtmlText;
try
{
HtmlText = GetWebContent("http://fund.eastmoney.com/js/fundcode_search.js?v=20130718.js", Encoding.UTF8);
}
catch (Exception)
{
return(null);
}
HtmlText = HtmlText.Replace(",", "");
HtmlText = HtmlText.Replace("][", "");
HtmlText = HtmlText.Replace("\"\"", "\"");
//对处理过后的数据进行匹配
Regex regex = new Regex("(?<=\").+?(?=\")", RegexOptions.None);
MatchCollection MC = regex.Matches(HtmlText);
List <String> AllFund = new List <String>();
//将匹配后的数据存在一个字符串数组中
foreach (Match ma in MC)
{
AllFund.Add(ma.Value);
}
//按四个一组读，并将读后的数据存入基金类列表中
List <Fund> Fundlist = new List <Fund>();
try
{
for (int n = 0; n < AllFund.Count; n = n + 4)
{
Fund found = new Fund();
found.Code = AllFund[n];
found.Abbr = AllFund[n + 1];
found.Name = AllFund[n + 2];
found.Type = AllFund[n + 3];
Fundlist.Add(found);
}
}
catch (Exception e)
{
Console.WriteLine(e.ToString());
return(null);
}
HtmlText = GetWebContent("http://fund.eastmoney.com/fund.html", Encoding.GetEncoding("gb2312"));
int head = 0;
head = HtmlText.IndexOf("type=\"checkbox\" id=", head);
int foot = 0;
String code;
Double netValueToday, totalNetValueToday, netValueInsToday, netValueInsRateToday;
while (head > 0)
{
head = HtmlText.IndexOf("</td><td>", head) + 1;
head = HtmlText.IndexOf("</td><td>", head) + 9;
foot = head + 6;
code = HtmlText.Substring(head, foot - head);
head = HtmlText.IndexOf("<td class=\"TD2\">", head);
head += 16;
foot = HtmlText.IndexOf("<", head);
netValueToday = Convert.ToDouble(HtmlText.Substring(head, foot - head) == "---" ? "-1" : HtmlText.Substring(head, foot - head));
head = HtmlText.IndexOf("<td class=\"TD2\">", head);
head += 16;
foot = HtmlText.IndexOf("<", head);
totalNetValueToday = Convert.ToDouble(HtmlText.Substring(head, foot - head) == "---" ? "-1" : HtmlText.Substring(head, foot - head));
head = HtmlText.IndexOf("<td class=", head) + 1;
head = HtmlText.IndexOf("<td class=", head) + 1;
head = HtmlText.IndexOf("<td class=", head) + 1;
head = HtmlText.IndexOf("'>", head);
head += 2;
foot = HtmlText.IndexOf("<", head);
netValueInsToday = Convert.ToDouble(HtmlText.Substring(head, foot - head) == "---" ? "-1" : HtmlText.Substring(head, foot - head));
foot += 10;
head = HtmlText.IndexOf(">", foot);
head += 1;
foot = HtmlText.IndexOf("<", head);
netValueInsRateToday = Convert.ToDouble(HtmlText.Substring(head, foot - head) == "---" ? "-1" : HtmlText.Substring(head, foot - head - 1));
foreach (Fund f in Fundlist)
{
if (f.Code == code)
{
f.NetValueToday = netValueToday;
f.TotalNetValueToday = totalNetValueToday;
f.NetValueInsToday = netValueInsToday;
f.NetValueInsRateToday = netValueInsRateToday;
}
}
head = HtmlText.IndexOf("type=\"checkbox\" id=", foot);
//MessageBox.Show(HtmlText.Substring(head, 500));
}
return(Fundlist);
}
public static double Predict(Fund fund)
{
return(Predict(fund, (double)fund.RealValue, fund.HistoryList.Count - 1));
}
/// <summary>
///
/// </summary>
public static void Calculate(DateTime startTime, DateTime endTime, Fund fund)
{
int startIndex = fund.HistoryList.FindIndex(x => x.Item1 >= startTime);
int endIndex = fund.HistoryList.FindLastIndex(x => x.Item1 <= endTime) + 1;
fund.ThinkStartIndex = startIndex;
fund.ThinkEndIndex = endIndex;
var needList = fund.HistoryList.GetRange(startIndex, endIndex - startIndex); //需要用到的历史纪录
Point[] points = GetPoints(needList);
DouglasFun(ref points, 0, points.Length - 1, 0.01); //简化折线
int[] tags = new int[points.Length];
for (int i = 0; i < points.Length; i++)
{
tags[i] = points[i].tag;
}
fund.Tages = tags;
//fund.NeedList = needList; //需要用到的的列表
int length = endIndex - startIndex;
int[] incFlags = GetExtremePoints(needList, tags); //涨跌标识
double[] arrX = new double[length];
double[] arrY = new double[length];
for (int i = 0; i < length; i++)
{
arrX[i] = i;
arrY[i] = needList[i].Item2;
}
double[] coefs = MultiLine(arrX, arrY, length, 1);
fund.Coefs = coefs;
//int[] incFinalFlags = ExtremePointsFiltrate(needList, incFlags);
fund.IncFlags = incFlags;
double[] regs = new double[length];
for (int i = 1; i < needList.Count; i++)
{
double valueNow = needList[i].Item2;
double equation = EquationCalculate(coefs[1], coefs[0], i);
regs[i] = (valueNow - equation) / equation;
}
List <double> regList = regs.ToList();
double μ = Mean(regList);
double σ = Variance(regList);
fund.μInc = μ;
fund.σInc = σ;
/* 遗传算法计算
* double vMax = double.MinValue;
* double v1Max = 0.0;
* double v2Max = 0.0;
* double v3Max = 0.0;
* double maxMeanWin = 0.0;
* double maxVarianceWin = 0.0;
*
* double minMeanWin = 0.0;
* double minVarianceWin = 0.0;
*
* double nolMeanWin = 0.0;
* double nolVarianceWin = 0.0;
*
* for (double v1=0.0;v1<1;v1+=0.01)
* {
* for (double v2 = 0.0; v2 < (1-v1); v2 += 0.01)
* {
* double v3 = 1 - v1 - v2;
* if (v3 < 0.0) continue;
* //分析
* List<double> maxScores = new List<double>();
* List<double> nolScores = new List<double>();
* List<double> minScores = new List<double>();
* for (int i = 1; i < needList.Count; i++)
* {
* double lastValue = needList[i - 1].Item2;
* double valueNow = needList[i].Item2;
* double incOnce = (valueNow - lastValue);
*
* int lastIndex = -1;
* for(int j=i-1;j>=0;j--)
* {
* if(incFlags[j]!=0)
* {
* lastIndex = j;
* break;
* }
* }
* if (lastIndex < 0) continue;
* double lastFinalValue = needList[lastIndex].Item2;
* double incSum = (valueNow - lastFinalValue);
*
* double equation = EquationCalculate(coefs[1], coefs[0], i);
* double regress = (valueNow - equation) ;
*
* double score = GetScore(v1, v2, v3, incOnce, incSum, regress);
* switch(incFlags[i])
* {
* case 1: //极大值
* maxScores.Add(score);
* break;
* case 0: //常值
* nolScores.Add(score);
* break;
* case -1: //极小值
* minScores.Add(score);
* break;
* }
* }
*
* //去掉偶然值
* double proportion = 0.05;
* maxScores.RemoveAbnormalValue(proportion);
* double maxMean = Mean(maxScores);
* double maxVariance = Variance(maxScores);
*
* nolScores.RemoveAbnormalValue(proportion);
* double nolMean = Mean(nolScores);
* double nolVariance = Variance(nolScores);
*
* minScores.RemoveAbnormalValue(proportion);
* double minMean = Mean(minScores);
* double minVariance = Variance(minScores);
*
* if (!(maxMean > nolMean && nolMean > minMean))
* { //不符合条件
* continue;
* }
*
* double v = (maxMean - maxVariance) - (nolMean + nolVariance) + (nolMean - nolVariance) - (minMean + nolVariance);
* if (v > vMax)
* {
* vMax = v;
* v1Max = v1;
* v2Max = v2;
* v3Max = v3;
*
* maxMeanWin = maxMean;
* maxVarianceWin = maxVariance;
*
* minMeanWin = minMean;
* minVarianceWin = minVariance;
*
* nolMeanWin = nolMean;
* nolVarianceWin = nolVariance;
* }
* }
* }
*
* fund.V1 = v1Max;
* fund.V2 = v2Max;
* fund.V3 = v3Max;
* fund.μMax = maxMeanWin;
* fund.σMax = maxVarianceWin;
* fund.μNol = nolMeanWin;
* fund.σNol = nolVarianceWin;
* fund.μMin = minMeanWin;
* fund.σMin = minVarianceWin;
*/
}
/// <summary>
/// 收益率计算
/// </summary>
/// <param name="fund"></param>
/// <param name="startTime"></param>
/// <param name="endTimeStart"></param>
/// <param name="endTimeEnd"></param>
/// <param name="chipSum"></param>
/// <returns></returns>
public static double RateCalculate(Fund fund, DateTime endTimeStart, DateTime endTimeEnd, out double chipSum)
{
double money = 100;
double costSum = 0.0; //花费
double earnSum = 0.0; //收益
chipSum = 0.0;
double chipSumMax = double.MinValue;
double chipSumMin = double.MaxValue;
double moneyMax = double.MinValue;
double moneyMin = double.MaxValue;
double valueNow = 0.0;
for (DateTime endTime = endTimeStart; endTime < endTimeEnd; endTime = endTime.AddDays(1))
{
if (!fund.HistoryDic.Keys.Contains(endTime))
{
continue;
}
int index = fund.HistoryList.FindIndex(x => x.Item1 > endTime);
if (index < 0)
{
break;
}
valueNow = fund.HistoryList[index].Item2;
double chip = Predict(fund, valueNow, index - 1);
if (chip == 0)
{
continue; //没有变动
}
double cost = chip * fund.HistoryList[index].Item2; //花费
if (chip > 0)
{ //买入
if (money - cost < 0)
{
cost = money;
chip = cost / fund.HistoryList[index].Item2;
}
money -= cost;
costSum += cost;
}
else if (chip < 0)
{ //卖出
if (chipSum + chip < 0)
{
chip = -chipSum;
}
cost = chip * fund.HistoryList[index].Item2;
earnSum -= cost;
money -= cost;
}
//记录最大最小值
if (money > moneyMax)
{
moneyMax = money;
}
if (money < moneyMin)
{
moneyMin = money;
}
chipSum += chip;
if (chipSum > chipSumMax)
{
chipSumMax = chipSum;
}
if (chipSum < chipSumMin)
{
chipSumMin = chipSum;
}
}
double rate = ((earnSum + chipSum * valueNow) / costSum - 1) * 100; //总收益率（%）
return(rate);
}
public List<Fund> GetAllFund()
{
String HtmlText;
try
{
HtmlText = GetWebContent("http://fund.eastmoney.com/js/fundcode_search.js?v=20130718.js", Encoding.UTF8);
}
catch (Exception)
{
return null;
}
HtmlText = HtmlText.Replace(",", "");
HtmlText = HtmlText.Replace("][", "");
HtmlText = HtmlText.Replace("\"\"", "\"");
//对处理过后的数据进行匹配
Regex regex = new Regex("(?<=\").+?(?=\")", RegexOptions.None);
MatchCollection MC = regex.Matches(HtmlText);
List<String> AllFund = new List<String>();
//将匹配后的数据存在一个字符串数组中
foreach (Match ma in MC)
{
AllFund.Add(ma.Value);
}
//按四个一组读，并将读后的数据存入基金类列表中
List<Fund> Fundlist = new List<Fund>();
try
{
for (int n = 0; n < AllFund.Count; n = n + 4)
{
Fund found = new Fund();
found.Code = AllFund[n];
found.Abbr = AllFund[n + 1];
found.Name = AllFund[n + 2];
found.Type = AllFund[n + 3];
Fundlist.Add(found);
}
}
catch (Exception e)
{
Console.WriteLine(e.ToString());
return null;
}
HtmlText = GetWebContent("http://fund.eastmoney.com/fund.html", Encoding.GetEncoding("gb2312"));
int head = 0;
head = HtmlText.IndexOf("type=\"checkbox\" id=", head);
int foot = 0;
String code;
Double netValueToday, totalNetValueToday, netValueInsToday, netValueInsRateToday;
while (head > 0)
{
head = HtmlText.IndexOf("</td><td>", head) + 1;
head = HtmlText.IndexOf("</td><td>", head) + 9;
foot = head + 6;
code = HtmlText.Substring(head, foot - head);
head = HtmlText.IndexOf("<td class=\"TD2\">", head);
head += 16;
foot = HtmlText.IndexOf("<", head);
netValueToday = Convert.ToDouble(HtmlText.Substring(head, foot - head) == "---" ? "-1" : HtmlText.Substring(head, foot - head));
head = HtmlText.IndexOf("<td class=\"TD2\">", head);
head += 16;
foot = HtmlText.IndexOf("<", head);
totalNetValueToday = Convert.ToDouble(HtmlText.Substring(head, foot - head) == "---" ? "-1" : HtmlText.Substring(head, foot - head));
head = HtmlText.IndexOf("<td class=", head) + 1;
head = HtmlText.IndexOf("<td class=", head) + 1;
head = HtmlText.IndexOf("<td class=", head) + 1;
head = HtmlText.IndexOf("'>", head);
head += 2;
foot = HtmlText.IndexOf("<", head);
netValueInsToday = Convert.ToDouble(HtmlText.Substring(head, foot - head) == "---" ? "-1" : HtmlText.Substring(head, foot - head));
foot += 10;
head = HtmlText.IndexOf(">", foot);
head += 1;
foot = HtmlText.IndexOf("<", head);
netValueInsRateToday = Convert.ToDouble(HtmlText.Substring(head, foot - head) == "---" ? "-1" : HtmlText.Substring(head, foot - head - 1));
foreach (Fund f in Fundlist)
{
if (f.Code == code)
{
f.NetValueToday = netValueToday;
f.TotalNetValueToday = totalNetValueToday;
f.NetValueInsToday = netValueInsToday;
f.NetValueInsRateToday = netValueInsRateToday;
}
}
head = HtmlText.IndexOf("type=\"checkbox\" id=", foot);
//MessageBox.Show(HtmlText.Substring(head, 500));
}
return Fundlist;
}
/// <summary>
/// 收益率计算
/// </summary>
/// <param name="fund"></param>
/// <param name="startTime"></param>
/// <param name="endTimeStart"></param>
/// <param name="endTimeEnd"></param>
/// <returns></returns>
public double YieldRate(Fund fund, DateTime startTime, DateTime endTimeStart, DateTime endTimeEnd)
{
//fund.CreateHistoryList();
double money = 100;
double costSum = 0.0; //花费
double earnSum = 0.0; //收益
double chipSum = 0.0;
double chipSumMax = double.MinValue;
double chipSumMin = double.MaxValue;
double moneyMax = double.MinValue;
double moneyMin = double.MaxValue;
double valueNow = 0.0;
//Think.Calculate(startTime, DateTime.Now, fund, out needFundValues, out fundPointsFinal, out t1, out t2);
DateTime endTime = DateTime.Now;
for (endTime = endTimeStart; endTime < endTimeEnd; endTime = endTime.AddDays(1))
{
Console.WriteLine(endTime);
Think.Calculate(startTime, endTime, fund);
if (!fund.HistoryDic.Keys.Contains(endTime))
{
continue;
}
int index = fund.HistoryList.FindIndex(x => x.Item1 > endTime);
if (index < 0)
{
break;
}
valueNow = fund.HistoryList[index].Item2;
double chip = Think.Predict(fund, valueNow, index - 1);
if (chip == 0)
{
continue; //没有变动
}
double cost = chip * fund.HistoryList[index].Item2; //花费
if (chip > 0)
{ //买入
//if (money - cost < 0)
//{
// cost = money;
// chip = cost / fund.HistoryList[index].Item2;
//}
money -= cost;
costSum += cost;
}
else if (chip < 0)
{ //卖出
//if (chipSum + chip < 0) chip = -chipSum;
cost = chip * fund.HistoryList[index].Item2;
earnSum -= cost;
money -= cost;
}
//记录最大最小值
if (money > moneyMax)
{
moneyMax = money;
}
if (money < moneyMin)
{
moneyMin = money;
}
chipSum += chip;
if (chipSum > chipSumMax)
{
chipSumMax = chipSum;
}
if (chipSum < chipSumMin)
{
chipSumMin = chipSum;
}
}
double rate = ((earnSum + chipSum * valueNow) / costSum - 1) * 100; //总收益率（%）
return(rate);
}