Ejemplo n.º 1
0
        Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
        {
            IStrategy stra = (IStrategy)this;
            var       zf   = dsh.Ref(Info.ZF);

            if (zf > 0.095 || zf < -0.095)
            {
                return(null);
            }
            if (dsh.birthCount() > 50)
            {
                return(null);
            }
            int iOpenUpStopIndex = -1;
            int nDayCount        = 0;

            for (int i = dsh.dataList_.Count - 2; i > 0; --i)
            {
                if (dsh.ds_.Ref(Info.ZF, dsh.dataList_, i) < 0.095)
                {
                    iOpenUpStopIndex = i - dsh.iIndex_;
                    break;
                }
                ++nDayCount;
            }
            if (nDayCount < 3)
            {
                return(null);
            }
            if (iOpenUpStopIndex == -1)
            {
                return(null);
            }
            int iTopMostIndex = -1;

            iTopMostIndex = iOpenUpStopIndex + 1;
            float topMostSimpleC     = Math.Max(dsh.Ref(Info.O, iTopMostIndex), dsh.Ref(Info.C, iTopMostIndex));
            int   iSerarchBeginIndex = -1;

            for (int i = iOpenUpStopIndex; i > 0; --i)
            {
                float curTop = Math.Max(dsh.Ref(Info.O, i), dsh.Ref(Info.C, i));
                if (curTop > topMostSimpleC)
                {
                    topMostSimpleC = curTop;
                    iTopMostIndex  = i;
                }
                if (
                    (dsh.Ref(Info.C, i) < dsh.Ref(Info.O, i)) &&
                    dsh.MaxCO(i) > dsh.MaxCO(i - 1))
                {
                    iSerarchBeginIndex = i;
                    break;
                }
            }
            if (iTopMostIndex == -1 || iSerarchBeginIndex == -1)
            {
                return(null);
            }

            for (int i = 3; i >= 1; --i)
            {
                bool bContinue = true;
                if (dsh.Ref(Info.ZF, iTopMostIndex - i) > 0.095)
                {
                    for (int j = iTopMostIndex - i; j > 0; --j)
                    {
                        if (dsh.Ref(Info.ZF, j) < 0)
                        {
                            bContinue = false;
                            break;
                        }
                        float curTop = Math.Max(dsh.Ref(Info.O, j), dsh.Ref(Info.C, j));
                        if (curTop > topMostSimpleC)
                        {
                            topMostSimpleC = curTop;
                            iTopMostIndex  = iTopMostIndex - i;
                        }
                    }
                }
                if (!bContinue)
                {
                    break;
                }
            }

            int   iSearchIndex2 = iSerarchBeginIndex;
            float topMostC      = topMostSimpleC;

            sigInfo = dsh.Date(iTopMostIndex).ToString();

            int   iStruggleUpIndex = -1;
            float maxUpZF          = float.MinValue;

            for (int i = iSearchIndex2; i >= 0; --i)
            {
                if (iStruggleUpIndex == -1)
                {
                    if (dsh.Ref(Info.C, i + 2) < topMostC && (dsh.Ref(Info.C, i + 1) - topMostC) / topMostC > 0)
                    {
                        iStruggleUpIndex = i;
                    }
                }
                float curZF = (dsh.Ref(Info.C, i) - topMostC) / topMostC;
                maxUpZF = Math.Max(curZF, maxUpZF);
            }
            if (iStruggleUpIndex == -1)
            {
                return(null);
            }

            return(selectForHStrugle(dsh, topMostC, maxUpZF));
        }