Ejemplo n.º 1
0
        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);
        }
Ejemplo n.º 2
0
        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]);
        }
Ejemplo n.º 3
0
 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;
 }
Ejemplo n.º 4
0
        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));
        }
Ejemplo n.º 5
0
        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);
        }
Ejemplo n.º 6
0
        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);
        }
Ejemplo n.º 7
0
        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;
        }
Ejemplo n.º 8
0
        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);
        }
Ejemplo n.º 9
0
 public static double Predict(Fund fund)
 {
     return(Predict(fund, (double)fund.RealValue, fund.HistoryList.Count - 1));
 }
Ejemplo n.º 10
0
        /// <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;
             */
        }
Ejemplo n.º 11
0
        /// <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);
        }
Ejemplo n.º 12
0
        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;
        }
Ejemplo n.º 13
0
        /// <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);
        }