private static List <dynamic> GetStyleExcessReturn(string index, DateTime begin, DateTime end)
{
var indexQuotations = DataDao.GetIndexQuotations("000985", begin, end);
var styleQuotations = DataDao.GetIndexQuotations(index, begin, end);
var result = new List <dynamic>();
while (begin <= end)
{
var quotations = indexQuotations.Where(x => x.Date >= begin && x.Date <= begin.AddDays(7)).ToList();
if (!quotations.Any())
{
begin = begin.AddDays(7);
continue;
}
var indexRate = quotations.Last().Close / quotations.First().Close - 1;
var quotations2 = styleQuotations.Where(x => x.Date >= begin && x.Date <= begin.AddDays(7)).ToList();
if (!quotations2.Any())
{
break;
}
dynamic excessReturn = new ExpandoObject();
excessReturn.Begin = begin.AddDays(1);
excessReturn.End = begin.AddDays(7);
excessReturn.ExcessReturn = quotations2.Last().Close / quotations2.First().Close - 1 - indexRate;
result.Add(excessReturn);
begin = begin.AddDays(7);
}
return(result);
}
private static async Task <List <dynamic> > GetFundExcessReturn(string fundCode, DateTime begin, DateTime end)
{
var indexQuotations = DataDao.GetIndexQuotations("000985", begin, end);
var navs = await DataService.GetFundNavs(fundCode);
var result = new List <dynamic>();
while (begin <= end)
{
var quotations = indexQuotations.Where(x => x.Date >= begin && x.Date <= begin.AddDays(7)).ToList();
if (!quotations.Any())
{
begin = begin.AddDays(7);
continue;
}
var indexRate = quotations.Last().Close / quotations.First().Close - 1;
var subNavs = navs.Where(x => x.Date >= begin && x.Date <= begin.AddDays(7)).ToList();
if (!subNavs.Any())
{
begin = begin.AddDays(7);
continue;
}
dynamic excessReturn = new ExpandoObject();
excessReturn.Begin = begin.AddDays(1);
excessReturn.End = begin.AddDays(7);
excessReturn.ExcessReturn = subNavs.Last().AccUnitNav / subNavs[0].AccUnitNav - 1 - indexRate;
result.Add(excessReturn);
begin = begin.AddDays(7);
}
return(result);
}
/// <summary>
///
/// </summary>
/// <param name="indexCode"></param>
/// <param name="begin"></param>
/// <param name="end"></param>
/// <param name="source">数据来源 0 数据库 1 接口</param>
/// <returns></returns>
public static async Task <List <IndexQuotation> > GetIndexQuotations(string indexCode, DateTime begin, DateTime end, int source = 1)
{
var quotations = DataDao.GetIndexQuotations(indexCode, begin, end);
if (DataHelper.IsDataReady(quotations?.OrderBy(x => x.UpdateTime).FirstOrDefault()))
{
return(quotations);
}
else if (source == 1)
{
quotations = await SwService.GetIndexQuotations(begin, end, indexCode);
DataDao.UpdateIndexQuotations(quotations);
return(quotations);
}
else
{
return(new List <IndexQuotation>());
}
}
private static List <StyleInflection> GetStyleInflections(string index)
{
var result = new List <StyleInflection>();
var quotations = DataDao.GetIndexQuotations(index, DateTime.Now.Date.AddYears(-5), DateTime.Now.Date);
if (quotations.IsNullOrEmpty())
{
Log.Warning($"获取不到近五年的 {index} 行情数据，无法计算拐点");
return(result);
}
var lastDate = quotations.Last().Date;
if (lastDate < DateTime.Now.AddMonths(-1).Date)
{
Log.Warning($"{index} 最新的行情日期为 {lastDate.ToString("yyyy-MM-dd")}，请及时更新数据");
}
else
{
Log.Information($"{index} 最新的行情日期为 {lastDate.ToString("yyyy-MM-dd")}");
}
var rates = MathHelper.GetIncreaseRates(quotations);
var inflection = GetInflection(rates, 0);
while (inflection.Begin > DateTime.MinValue)
{
var q = quotations.FirstOrDefault(x => x.Date == inflection.Begin);
result.Add(new StyleInflection
{
Date = inflection.Begin,
Close = q?.Close ?? 0,
Type = inflection.Type,
IndexCode = q?.IndexCode,
IndexName = q?.IndexName
});
inflection = GetInflection(rates.FindAll(x => x.Date > inflection.End), -inflection.Type);
}
return(result);
}
