public void Init(Data data,
Analysis.AnalysisResult advices)
{
this.myAnalysisData = data;
this.myTradeAdvices = advices;
ReLoad();
}
protected virtual void EstimateAdvice(Data data,
Analysis.AnalysisResult advices,
Analysis.EstimateOptions options,
data.tmpDS.tradeEstimateDataTable toTbl)
{
Analysis.EstimateAdvice(data, advices, options, toTbl);
}
public void Init(Data data,
Analysis.AnalysisResult advices)
{
this.myAnalysisData = data;
this.myTradeAdvices = advices;
ReLoad();
}
private void ShowEstimationForm(data.baseDS.stockCodeRow stockCodeRow, data.baseDS.strategyRow strategyRow,
AppTypes.TimeScale timeScale, DateTime frDate, DateTime toDate)
{
Data data = new Data(frDate, toDate, timeScale, stockCodeRow.code);
Analysis.AnalysisResult advices = appHub.strategy.TradeAnalysis(data, strategyRow.code);
if (advices != null)
{
myAdviceEstimateForm.Init(data, advices);
myAdviceEstimateForm.ShowForm();
}
}
private void Screening()
{
StringCollection strategyList = strategyClb.myCheckedValues;
StringCollection stockCodeList = GetStockList();
DataTable testRetsultTbl = CreateDataTable(strategyList);
SetDataGrid(testResultDataGrid, testRetsultTbl);
progressBar.Value = 0; progressBar.Maximum = stockCodeList.Count;
myDataSet.strategy.Clear();
data.baseDS.strategyRow strategyRow;
for (int idx = 0; idx < strategyList.Count; idx++)
{
strategyRow = application.dataLibs.FindAndCache(myDataSet.strategy, strategyList[idx]);
if (strategyRow == null)
{
common.system.ThrowException("Invalid strategy " + strategyList[idx]);
}
strategyList[idx] = strategyList[idx].Trim();
}
data.baseDS.stockCodeRow stockCodeRow;
for (int rowId = 0; rowId < stockCodeList.Count; rowId++)
{
stockCodeRow = application.dataLibs.FindAndCache(myDataSet.stockCode, stockCodeList[rowId]);
if (stockCodeRow == null)
{
continue;
}
DataRow row = testRetsultTbl.Rows.Add(stockCodeList[rowId]);
Data analysisData = new Data(dateRangeEd.frDate, dateRangeEd.toDate, dateRangeEd.myTimeScale, stockCodeRow.code);
for (int colId = 0; colId < strategyList.Count; colId++)
{
decimal revenue = 0;
Analysis.AnalysisResult advices = appHub.strategy.TradeAnalysis(analysisData, strategyList[colId]);
if (advices != null)
{
myTmpDS.tradeEstimate.Clear();
Analysis.EstimateAdvice(analysisData, advices, new application.Analysis.EstimateOptions(), myTmpDS.tradeEstimate);
revenue = (myTmpDS.tradeEstimate.Count == 0 ? 0 : revenue = myTmpDS.tradeEstimate[myTmpDS.tradeEstimate.Count - 1].revenue);
}
row[colId + 1] = revenue;
}
progressBar.Value++;
Application.DoEvents();
}
this.ShowReccount(stockCodeList.Count);
}
private void BackTest()
{
StringCollection strategyList = strategyClb.myCheckedValues;
StringCollection stockCodeList;
if (stockCodeSelect.Enabled)
{
stockCodeList = stockCodeSelect.myCheckedValues;
}
else
{
stockCodeList = new StringCollection();
//Load stocks in portfolio
data.baseDS.stockCodeDataTable myStockCodeTbl = new data.baseDS.stockCodeDataTable();
StringCollection portfolioList = common.system.List2Collection(portfolioCb.GetValues());
dataLibs.LoadStockCode_ByPortfolios(myStockCodeTbl, portfolioList);
DataView myStockView = new DataView(myStockCodeTbl);
data.baseDS.stockCodeRow stockRow;
myStockView.Sort = myStockCodeTbl.codeColumn.ColumnName + "," + myStockCodeTbl.stockExchangeColumn.ColumnName;
for (int idx1 = 0; idx1 < myStockView.Count; idx1++)
{
stockRow = (data.baseDS.stockCodeRow)myStockView[idx1].Row;
//Ignore duplicate stocks
if (stockCodeList.Contains(stockRow.code))
{
continue;
}
stockCodeList.Add(stockRow.code);
}
}
DataTable testRetsultTbl = CreateDataTable(strategyList);
SetDataGrid(testResultDataGrid, testRetsultTbl);
progressBar.Value = 0; progressBar.Maximum = stockCodeList.Count;
//Data analysisData = new Data(dateRangeEd.frDate, dateRangeEd.toDate, dateRangeEd.myTimeScale, stockCodeRow.co);
//analysisData.Init(dateRangeEd.myTimeScale, dateRangeEd.frDate, dateRangeEd.toDate, stockCodeRow);
myDataSet.strategy.Clear();
data.baseDS.strategyRow strategyRow;
for (int idx = 0; idx < strategyList.Count; idx++)
{
strategyRow = application.dataLibs.FindAndCache(myDataSet.strategy, strategyList[idx]);
if (strategyRow == null)
{
common.system.ThrowException("Invalid strategy " + strategyList[idx]);
}
strategyList[idx] = strategyList[idx].Trim();
}
data.baseDS.stockCodeRow stockCodeRow;
for (int rowId = 0; rowId < stockCodeList.Count; rowId++)
{
stockCodeRow = application.dataLibs.FindAndCache(myDataSet.stockCode, stockCodeList[rowId]);
if (stockCodeRow == null)
{
continue;
}
Data analysisData = new Data(dateRangeEd.frDate, dateRangeEd.toDate, dateRangeEd.myTimeScale, stockCodeRow.code);
DataRow row = testRetsultTbl.Rows.Add(stockCodeList[rowId]);
for (int colId = 0; colId < strategyList.Count; colId++)
{
decimal revenue = 0;
Analysis.AnalysisResult advices = appHub.strategy.TradeAnalysis(analysisData, strategyList[colId]);
if (advices != null)
{
myTmpDS.tradeEstimate.Clear();
Analysis.EstimateAdvice(analysisData, advices, new application.Analysis.EstimateOptions(), myTmpDS.tradeEstimate);
revenue = (myTmpDS.tradeEstimate.Count == 0 ? 0 : revenue = myTmpDS.tradeEstimate[myTmpDS.tradeEstimate.Count - 1].revenue);
}
row[colId + 1] = revenue;
}
progressBar.Value++;
Application.DoEvents();
}
SetEstimateStrateDataGrid(Analysis.GetStrategyStats(testRetsultTbl));
}
