public static void UpdateHp(string symbol, char dealType, int tp, int sl, string where, System.Data.DataTable dt = null, bool deleteFirst = false)
{
if (dt == null)
{
dt = GetUpdateHpMainTable(symbol, where);
}
System.Console.WriteLine(string.Format("UpdateHp of {0}_{1}_{2}_{3}", symbol, dealType, tp, sl));
if (deleteFirst)
{
string sql = string.Format("DELETE FROM {0}_HP WHERE DealType = '{1}' AND Tp = {2} AND Sl = {3} AND {4}",
symbol, dealType, tp, sl,
string.IsNullOrEmpty(where) ? "1=1" : where);
DbHelper.Instance.ExecuteNonQuery(sql);
}
ISimulateStrategy strategy;// = new TpSlSimulateStrategy(0.0070, 0.0035);
var simulationData = SimulationData.Instance.Init(symbol);
strategy = new TpSlM1SimulateStrategy(symbol, tp * 0.0001, sl * 0.0001, simulationData);
//strategy = new BreakEvenM1SimulateStrategy(0.0080, 0.0030, 0.0030);
//strategy = new PriceProbSimulationStrategy(60, 0.0600);
System.Data.DataTable dt2 = new System.Data.DataTable();
dt2.Columns.Add(new System.Data.DataColumn("Time", typeof(long)));
dt2.Columns.Add(new System.Data.DataColumn("DealType", typeof(string)));
dt2.Columns.Add(new System.Data.DataColumn("Tp", typeof(int)));
dt2.Columns.Add(new System.Data.DataColumn("Sl", typeof(int)));
dt2.Columns.Add(new System.Data.DataColumn("hp", typeof(int)));
dt2.Columns.Add(new System.Data.DataColumn("hp_date", typeof(DateTime)));
foreach (System.Data.DataRow row in dt.Rows)
{
DateTime date = (DateTime)row["Date"];
DateTime? closeDate;
bool? hp;
if (dealType == 'B')
hp = strategy.DoBuy(date, (double)row["Close"], out closeDate);
else if (dealType == 'S')
hp = strategy.DoSell(date, (double)row["Close"], out closeDate);
else
throw new ArgumentException("Invalid dealtype of " + dealType);
System.Data.DataRow row2 = dt2.NewRow();
row2["Time"] = row["Time"];
row2["DealType"] = dealType;
row2["Tp"] = tp;
row2["Sl"] = sl;
row2["hp"] = hp == null ? (object)System.DBNull.Value : hp;
row2["hp_date"] = closeDate == null ? (object)System.DBNull.Value : closeDate;
dt2.Rows.Add(row2);
}
DbHelper.Instance.BulkCopy(dt2, string.Format("{0}_HP", symbol));
//System.Threading.ThreadPool.QueueUserWorkItem(new System.Threading.WaitCallback((o) =>
// {
// System.Console.WriteLine(string.Format("UpdateWriteHp Start of {0}_{1}_{2}_{3}", symbol, dealType, tp, sl));
// DbHelper.Instance.BulkCopy(dt2, string.Format("{0}_HP", symbol));
// System.Console.WriteLine(string.Format("UpdateWriteHp End of {0}_{1}_{2}_{3}", symbol, dealType, tp, sl));
// }));
}
public static void CheckHpData2()
{
string symbol = "EURUSD";
var simulationData = SimulationData.Instance.Init(symbol);
int tp = 20;
int sl = 20;
var x = new TpSlM1SimulateStrategy(symbol, tp * 10, sl * 10, simulationData);
var y = new DbSimulationStrategy(symbol, tp * 10, sl * 10);
DateTime openDate = WekaUtils.GetDateFromTime(946859400);
int ntp = 0, nfp = 0;
for (int i = 0; i < 48; ++i)
{
var d = openDate.AddMinutes(30 * i);
DateTime? closeDate;
var hp = x.DoBuy(d, -1, out closeDate);
if (hp.Value)
ntp++;
else
nfp++;
DateTime? closeDate2;
var hp2 = y.DoBuy(d, -1, out closeDate2);
WekaUtils.DebugAssert(hp == hp2, "hp == hp2");
WekaUtils.DebugAssert(closeDate == closeDate2, "closeDate == closeDate2");
}
ntp = 0; nfp = 0;
for (int i = 0; i < 48; ++i)
{
var d = new DateTime(2006, 6, 19).AddMinutes(30 * i);
DateTime? closeDate;
var hp = x.DoSell(d, -1, out closeDate);
if (hp.Value)
ntp++;
else
nfp++;
DateTime? closeDate2;
var hp2 = y.DoSell(d, -1, out closeDate2);
WekaUtils.DebugAssert(hp == hp2, "hp == hp2");
WekaUtils.DebugAssert(closeDate == closeDate2, "closeDate == closeDate2");
}
}