/// <summary>
/// 滚动测试
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void btn_roundTest_Click(object sender, EventArgs e)
{
if (this.runPlanPicker1.Plans.Length == 0)
{
return;
}
this.Cursor = Cursors.WaitCursor;
SettingClass setting = new SettingClass();
setting.GrownMaxVal = int.Parse(this.txt_GrownMaxVal.Text);
setting.GrownMinVal = int.Parse(this.txt_GrownMinVal.Text);
setting.DispRows = int.Parse(this.txt_MinCols.Text);
setting.minColTimes = new int[10];
for (int i = 0; i < 9; i++)
{
TextBox tb = this.Controls.Find(string.Format("txt_minColTimes{0}", i + 1), true)[0] as TextBox;
setting.minColTimes[i] = int.Parse(tb.Text);
}
btc = new BackTestClass(long.Parse(txt_begExpNo.Text), long.Parse(txt_LoopCnt.Text), setting);
Assembly asmb = typeof(StragClass).Assembly;
//////Type sct = asmb.GetType(ddl_StragName.SelectedValue.ToString());
//////StragClass sc = Activator.CreateInstance(sct) as StragClass;
StragClass sc = this.runPlanPicker1.Plans[0].PlanStrag;
sc.CommSetting = setting;
sc.ChipCount = int.Parse(this.txt_ChipCnt.Text);
sc.FixChipCnt = (this.txt_FixChipCnt.Text.Trim() == "0") ? false : true;
sc.ReviewExpectCnt = int.Parse(this.txt_reviewExpCnt.Text);
sc.InputMinTimes = int.Parse(this.txt_minInputTimes.Text);
sc.InputMaxTimes = int.Parse(this.txt_maxInputTimes.Text);
sc.ExcludeBS = this.chkb_exclueBS.Checked;
sc.ExcludeSD = this.chkb_exclueSD.Checked;
sc.BySer = this.chkb_bySer.Checked;
sc.OnlyBS = this.chkb_onlyBS.Checked;
sc.OnlySD = this.chkb_onlySD.Checked;
this.runPlanPicker1.Plans[0].PlanStrag = sc;
RoundBackTestReturnClass rbtr = null;
try
{
int cycLong = int.Parse(txt_RoundCycLong.Text);
int stepLong = int.Parse(txt_RoundStepLong.Text);
rbtr = btc.RunRound(sc, cycLong, stepLong);
}
catch (Exception ce)
{
rbtr = new RoundBackTestReturnClass();
rbtr.Msg = ce.Message;
rbtr.succ = false;
}
if (!rbtr.succ)
{
this.Cursor = Cursors.Default;
MessageBox.Show(rbtr.Msg);
return;
}
listView3.Items.Clear();
List <float> wins = rbtr.RoundWinRate;
for (int i = 0; i < rbtr.RoundData.Count; i++)
{
ListViewItem lvi = new ListViewItem();
lvi.Text = (i + 1).ToString();
lvi.SubItems.Add(rbtr.RoundData[i].LoopCnt.ToString());
lvi.SubItems.Add(rbtr.RoundData[i].ChanceList.Count.ToString());
lvi.SubItems.Add(rbtr.RoundData[i].HoldCntDic[1].ToString());
lvi.SubItems.Add(wins[i].ToString());
listView3.Items.Add(lvi);
}
this.tabPage3.Show();
this.Cursor = Cursors.Default;
MessageBox.Show(rbtr.Msg);
}
/// <summary>
/// 模拟回归
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void btn_VirExchange_Click(object sender, EventArgs e)
{
StragRunPlanClass[] plans = this.runPlanPicker1.Plans;
if (plans == null || plans.Length == 0)
{
return;
}
SCList = plans.ToList();
if (!RunVirExchange)
{
if (MessageBox.Show("确定开始模拟成交？", "确认", MessageBoxButtons.YesNo) == DialogResult.No)
{
return;
}
}
if (RunVirExchange)
{
if (MessageBox.Show("确定停止模拟成交？", "确认", MessageBoxButtons.YesNo) == DialogResult.No)
{
return;
}
try
{
if (th.ThreadState == ThreadState.Running)
{
th.Abort();
}
}
catch
{
}
th = null;
this.timer_Tip.Enabled = false;
RunVirExchange = false;
return;
}
this.RunVirExchange = true;
//this.btn_VirExchange.Text = "停止";
//this.Cursor = Cursors.WaitCursor;
//es = new ExchangeService(int.Parse(this.txt_InitCash.Text),double.Parse(this.txt_Odds.Text));
SettingClass setting = new SettingClass();
setting.SetGlobalSetting(this.globalSetting);
setting.GrownMaxVal = int.Parse(this.txt_GrownMaxVal.Text);
setting.GrownMinVal = int.Parse(this.txt_GrownMinVal.Text);
setting.DispRows = int.Parse(this.txt_MinCols.Text);
setting.minColTimes = new int[10];
setting.UseLocalWaveData = this.checkBox_UseBuffRsult.Checked;
AssetUnitClass auc = new AssetUnitClass();
if (Program.AllSettings.AllAssetUnits.Count > 0)//如果存在资产管理单元，所有计划均绑定到第一个上进行测试
{
auc = Program.AllSettings.AllAssetUnits.Values.First();
}
es = auc.ExchangeServer;
if (es != null)
{
es.Reset();
}
//设置所有默认值
SCList.ForEach(p => p.PlanStrag.CommSetting = setting);
SCList.ForEach(p => p.AssetUnitInfo = auc);
SCList.ForEach(p => p.Running = true);
//if (SCList.Count == 1)
//{
// //SCList[0].PlanStrag = sc;
SCList.ForEach(p => p.IncreamType = this.checkBox_CreamModel.Checked ? InterestType.CompoundInterest : InterestType.SimpleInterest);
SCList.ForEach(p => p.AutoRunning = true);
////SCList.ForEach(p=>p.FixAmt = 1);
////SCList.ForEach(p=>p.FixRate = 0.01);
SCList.ForEach(p => p.AllowMaxHoldTimeCnt = int.Parse(txt_AllowMaxHoldTimeCnt.Text));
if (SCList.Count == 1)
{
SCList.ForEach(p => p.PlanStrag.ChipCount = int.Parse(this.txt_ChipCnt.Text));
}
//}
#region 用新的计算进行回测
////////////////for (int i = 0; i < 9; i++)
////////////////{
//////////////// TextBox tb = this.Controls.Find(string.Format("txt_minColTimes{0}", i + 1), true)[0] as TextBox;
//////////////// setting.minColTimes[i] = int.Parse(tb.Text);
////////////////}
////////////////setting.MaxHoldingCnt = int.Parse(this.txt_MaxHoldChanceCnt.Text);
////////////////setting.Odds = double.Parse(this.txt_Odds.Text);
////////////////setting.InitCash = int.Parse(this.txt_InitCash.Text);
////////////////Assembly asmb = typeof(StragClass).Assembly;// Assembly.LoadFrom("EnterpriseServerBase.dll");
////////////////btc = new BackTestClass(long.Parse(txt_begExpNo.Text), long.Parse(txt_LoopCnt.Text), setting);
////////////////////Type sct = asmb.GetType(ddl_StragName.SelectedValue.ToString());
////////////////if (!checkBox_MixAll.Checked)
////////////////{
//////////////// ////sc = Activator.CreateInstance(sct) as StragClass;
//////////////// sc.CommSetting = setting;
//////////////// sc.ChipCount = int.Parse(this.txt_ChipCnt.Text);
//////////////// sc.FixChipCnt = (this.txt_FixChipCnt.Text.Trim() == "0") ? false : true;
//////////////// sc.ReviewExpectCnt = int.Parse(this.txt_reviewExpCnt.Text);
//////////////// sc.InputMinTimes = int.Parse(this.txt_minInputTimes.Text);
//////////////// if (sc.StagSetting.IsLongTermCalc)
//////////////// {
//////////////// sc.ReviewExpectCnt = sc.ReviewExpectCnt + sc.InputMinTimes;
//////////////// }
//////////////// sc.InputMaxTimes = int.Parse(this.txt_maxInputTimes.Text);
//////////////// sc.ExcludeBS = this.chkb_exclueBS.Checked;
//////////////// sc.ExcludeSD = this.chkb_exclueSD.Checked;
//////////////// sc.BySer = this.chkb_bySer.Checked;
//////////////// sc.OnlyBS = this.chkb_onlyBS.Checked;
//////////////// sc.OnlySD = this.chkb_onlySD.Checked;
//////////////// sc.GetRev = this.chkb_getRev.Checked;
//////////////// if (sc is IProbCheckClass)
//////////////// {
//////////////// (sc as IProbCheckClass).StdvCnt = double.Parse(this.txt_StdvCnt.Text);
//////////////// }
//////////////// //sc.AllowMaxHoldTimeCnt = int.Parse(this.txt_AllowMaxHoldTimeCnt.Text);
//////////////// sc.MinWinRate = double.Parse(this.txt_minRate.Text);
//////////////// ////double p = double.Parse(this.txt_ChipCnt.Text) / setting.Odds;
//////////////// ////double Normal_p = double.Parse(this.txt_ChipCnt.Text) / 10;
//////////////// ////double b = double.Parse(this.txt_Odds.Text);
//////////////// ////double q = 1 - p;
//////////////// sc.StagSetting = sc.getInitStagSetting();
//////////////// ////sc.StagSetting.BaseType.ChipRate = (p * b - q) / b;
//////////////// //sc.StagSetting.BaseType.IncrementType = this.checkBox_CreamModel.Checked ? InterestType.CompoundInterest : InterestType.SimpleInterest;
//////////////// if (setting.UseLocalWaveData && sc is ProbWaveSelectStragClass)//是长期概率分布类
//////////////// {
//////////////// DataTable dt = new PK10ProbWaveDataInterface().GetProWaveResult(long.Parse(txt_begExpNo.Text));
//////////////// (sc as ProbWaveSelectStragClass).LocalWaveData = new GuideResult(dt);
//////////////// }
//////////////// StragRunPlanClass sr = new StragRunPlanClass();
//////////////// sr.PlanStrag = sc;
//////////////// sr.IncreamType = this.checkBox_CreamModel.Checked ? InterestType.CompoundInterest : InterestType.SimpleInterest;
//////////////// sr.AutoRunning = true;
//////////////// sr.FixAmt = 1;
//////////////// sr.FixRate = 0.01;
//////////////// SCList.Add(sr);
////////////////}
////////////////else
////////////////{
//////////////// for (int i = 2; i < 9; i++)
//////////////// {
//////////////// for (int j = 0; j < 2; j++)
//////////////// {
//////////////// StragClass sobj = Activator.CreateInstance(sct) as StragClass;
//////////////// sobj.CommSetting = setting;
//////////////// sobj.ChipCount = i;
//////////////// sobj.FixChipCnt = (this.txt_FixChipCnt.Text.Trim() == "0") ? false : true;
//////////////// sobj.ReviewExpectCnt = sobj.CommSetting.minColTimes[i - 1] + 1;
//////////////// sobj.BySer = j==1;
//////////////// sobj.MinWinRate = double.Parse(this.txt_minRate.Text);
//////////////// //sobj.AllowMaxHoldTimeCnt = 100;
//////////////// sobj.StagSetting = sobj.getInitStagSetting();
//////////////// //sobj.StagSetting.BaseType.IncrementType = this.checkBox_CreamModel.Checked ? InterestType.CompoundInterest : InterestType.SimpleInterest;
//////////////// StragRunPlanClass sr = new StragRunPlanClass();
//////////////// sr.PlanStrag = sobj;
//////////////// sr.IncreamType = this.checkBox_CreamModel.Checked ? InterestType.CompoundInterest : InterestType.SimpleInterest;
//////////////// sr.AutoRunning = true;
//////////////// sr.FixAmt = 1;
//////////////// sr.FixRate = 0.01;
//////////////// SCList.Add(sr);
//////////////// }
//////////////// }
////////////////}
//////////////////sc.MinWinRate = double.Parse(this.txt_Odds.Text) *double.Parse(this.txt_minRate.Text);
//////////////////凯利公式 (p*b-q)/b
//////////////////凯利公式 (p*b-q)/b
//////////////////////DialogResult rs = MessageBox.Show(sc.StagSetting.BaseType.ChipRate.ToString(), "胜率", MessageBoxButtons.OKCancel) ;
//////////////////////if (rs == DialogResult.Cancel)
//////////////////////{
////////////////////// return;
//////////////////////}
#endregion
//this.Cursor = Cursors.WaitCursor;
this.chart1.Series.Clear();
//this.chart1.DataSource = null;
this.timer_Tip.Interval = int.Parse(txt_Timer_Interval.Text) * 1000;
timer_Tip.Tick += new EventHandler(timer_Tip_Tick);
//this.timer_Tip.Enabled = true;
this.timer_Tip.Enabled = true;
//this.timer_Tip_Tick(null, null);
//////try
//////{
if (btc == null)
{
btc = btc = new BackTestClass(long.Parse(txt_begExpNo.Text), long.Parse(txt_LoopCnt.Text), setting);
}
th = new Thread(RunVirtual);
th.Start();
return;
//////}
//////catch (Exception ce)
//////{
////// ret = new BackTestReturnClass();
////// ret.ChanceList = new List<ChanceClass>();
////// ret.Msg = ce.Message;
////// ret.succ = false;
//////}
}
private void DoSomething(BackgroundWorker worker, DoWorkEventArgs e)
{
SettingClass setting = new SettingClass();
setting.GrownMaxVal = int.Parse(this.txt_GrownMaxVal.Text);
setting.GrownMinVal = int.Parse(this.txt_GrownMinVal.Text);
setting.DispRows = int.Parse(this.txt_MinCols.Text);
setting.minColTimes = new int[10];
for (int i = 0; i < 9; i++)
{
TextBox tb = this.Controls.Find(string.Format("txt_minColTimes{0}", i + 1), true)[0] as TextBox;
setting.minColTimes[i] = int.Parse(tb.Text);
}
#region 老的调用逻辑改为和正式运行一样的通过注入选择的计划列表，运行。除了调试不写入表，其他处理一样。其实在正常处理里面也可以使用调试模式，那会导致停止服务后无法保留交易数据
//////////////////Assembly asmb = typeof(StragClass).Assembly;// Assembly.LoadFrom("EnterpriseServerBase.dll");
//////////////////btc = new BackTestClass(long.Parse(txt_begExpNo.Text), long.Parse(txt_LoopCnt.Text), setting);
//////////////////Type sct = asmb.GetType(ddl_StragName.SelectedValue.ToString());
//////////////////StragClass sc = Activator.CreateInstance(sct) as StragClass;
//////////////////sc.CommSetting = setting;
//////////////////sc.ChipCount = int.Parse(this.txt_ChipCnt.Text);
//////////////////sc.FixChipCnt = (this.txt_FixChipCnt.Text.Trim() == "0") ? false : true;
//////////////////sc.ReviewExpectCnt = int.Parse(this.txt_reviewExpCnt.Text);
//////////////////sc.InputMinTimes = int.Parse(this.txt_minInputTimes.Text);
//////////////////sc.InputMaxTimes = int.Parse(this.txt_maxInputTimes.Text);
//////////////////sc.ExcludeBS = this.chkb_exclueBS.Checked;
//////////////////sc.ExcludeSD = this.chkb_exclueSD.Checked;
//////////////////sc.BySer = this.chkb_bySer.Checked;
//////////////////sc.OnlyBS = this.chkb_onlyBS.Checked;
//////////////////sc.OnlySD = this.chkb_onlySD.Checked;
//////////////////sc.GetRev = this.chkb_getRev.Checked;
//////////////////if (sc is IProbCheckClass)
//////////////////{
////////////////// (sc as IProbCheckClass).StdvCnt = double.Parse(this.txt_StdvCnt.Text);
//////////////////}
//////////////////sc.MinWinRate = (double)double.Parse(this.txt_Odds.Text) / double.Parse(this.txt_ChipCnt.Text) / double.Parse(this.txt_minRate.Text);
////////////////////凯利公式 (p*b-q)/q
////////////////////////double p = 1 / sc.MinWinRate;
////////////////////////double b = double.Parse(this.txt_Odds.Text);
////////////////////////double q = 1 - p;
////////////////////////sc.StagSetting = sc.getInitStagSetting();
////////////////////////sc.StagSetting.BaseType.ChipRate = (p * b - q) / q;
////////////////////////if (MessageBox.Show(sc.StagSetting.BaseType.ChipRate.ToString(), "胜率", MessageBoxButtons.OKCancel) == System.Windows.Forms.DialogResult.Cancel) ;
////////////////////////{
//////////////////////// return;
////////////////////////}
#endregion
btc = new BackTestClass(long.Parse(txt_begExpNo.Text), long.Parse(txt_LoopCnt.Text), setting);
this.listView1.Items.Clear();
this.listView2.Items.Clear();
this.listView3.Items.Clear();
StragRunPlanClass[] plans = this.runPlanPicker1.Plans;
if (plans.Length == 0)
{
return;
}
SCList = plans.ToList();
SCList.ForEach(p => p.PlanStrag.CommSetting = setting);
SCList.ForEach(p => p.PlanStrag.ChipCount = int.Parse(this.txt_ChipCnt.Text));
SCList.ForEach(p => p.Running = true);
SCList.ForEach(p => p.AutoRunning = true);
SCList.ForEach(p => p.FixAmt = 1);
SCList.ForEach(p => p.FixRate = 0.01);
sc = SCList[0].PlanStrag;
this.Cursor = Cursors.WaitCursor;
timer_Tip.Tick += new EventHandler(RefreshList);
this.timer_Tip.Interval = int.Parse(txt_Timer_Interval.Text) * 1000;
this.timer_Tip.Enabled = true;
Thread thrd = null;
try
{
btc.FinishedProcess = new SuccEvent(Finished);
btc.teststrag = sc;
thrd = new Thread(new ThreadStart(btc.Run));
thrd.Start();
}
catch (Exception ce)
{
ret = new BackTestReturnClass();
ret.ChanceList = new List <ChanceClass>();
ret.Msg = ce.Message;
ret.succ = false;
MessageBox.Show(ce.Message);
}
//this.RunVirExchange = true;
this.Cursor = Cursors.Default;
////if (!ret.succ)
//// MessageBox.Show(ret.Msg);
////RefreshList(null, null);
////while(true)
////{
//// Thread.Sleep(1000);
//// RefreshList(null, null);
//// if (thrd.ThreadState == ThreadState.Stopped)
//// {
//// break;
//// }
////}
////this.timer_Tip.Enabled = false;
////RefreshList();
}
