public bool collectRateItemHistory(RegressResult re,
out Dictionary <String, HistoryData> strategyRateItemHistoryData,
out List <HistoryData> dataList,
out List <String> rateItemList
)
{
Dictionary <String, List <SelectItem> > rateItemDict = RegressResult.ToRateItemDict(re.selItems_);
var sortDict = from objDic in rateItemDict orderby objDic.Key select objDic;
dataList = new List <HistoryData>();
rateItemList = new List <string>();
strategyRateItemHistoryData = new Dictionary <string, HistoryData>();
foreach (var kv in sortDict)
{
if (kv.Value.Count < 20)
{
continue;
}
rateItemList.Add(kv.Key);
List <DateSelectItem> items = RegressResult.ToDaySelectItemList(kv.Value, re.dateRangeList_);
HistoryData data = StrategyAsset.GetHistoryData(items, 0, items.Count, RunMode.RM_Raw);
dataList.Add(data);
}
if (dataList.Count == 0)
{
return(false);
}
for (int i = 0; i < rateItemList.Count; ++i)
{
strategyRateItemHistoryData[rateItemList[i]] = dataList[i];
}
return(true);
}
public bool writeAssetForAllSingleStrategy(String dateRangeName)
{
DB.Global().Execute(String.Format("Delete From stra_his"));
DB.Global().Execute(String.Format("Delete From stra_opt"));
foreach (var item in App.autoSolutionSettingList_)
{
if (item.name_ == "$All" || item.name_ == "$Tmp")
{
continue;
}
RegressResult re = new RegressResult();
re.runMode_ = RunMode.RM_Raw;
re.name_ = item.name_ + "-" + dateRangeName;
re.solutionName_ = item.name_;
re.dateRangeName_ = dateRangeName;
re.dateRangeList_ = App.DateRange(dateRangeName).rangeList_;
re.strategyList_ = App.Solution(item.name_).straList_;
if (re.EndDate >= Utils.LastTradeDay())
{
if (!App.ds_.prepareForSelect())
{
MessageBox.Show("准备数据工作失败，无法继续执行！");
return(false);
}
}
RegressManager regressManager = new RegressManager();
regressManager.regress(re);
List <DateSelectItem> items = RegressResult.ToDaySelectItemList(re.selItems_, re.dateRangeList_);
re.reHistory_ = StrategyAsset.GetHistoryData(items, 0, items.Count, re.runMode_);
Dictionary <String, HistoryData> strategyRateItemHistoryData;
List <HistoryData> dataList;
List <String> rateItemList;
App.asset_.collectRateItemHistory(re, out strategyRateItemHistoryData, out dataList, out rateItemList);
StrategyAsset.WriteStrategyAsset(re.strategyList_[0], re.reHistory_, strategyRateItemHistoryData);
Dictionary <String, Object> straDataDict = re.reHistory_.toDictionary("");
straDataDict["straname"] = re.solutionName_;
DB.Global().Insert("stra_opt", straDataDict);
}
App.asset_.readAssetFromDB();
App.host_.uiSetMsg("Write asset completed.");
return(true);
}
