public override void OnInit()
{
//读取日线，计算持仓周期
if (HasPosition)
{
DateTime curDate = Clock.Now.Date;
List <Daily> dailyBars = BarUtils.GetLastNDailys(this.instrument, curDate.AddDays(-1), 40);
BarUtils.AdjustDailys(dailyBars); //向前复权
int n = dailyBars.Count;
if (n > 0)
{
int i;
for (i = n - 1; i >= 0; i--)
{
if (dailyBars[i].DateTime <= Position.EntryDate.Date)
{
break;
}
}
if (dailyBars[i].DateTime < Position.EntryDate.Date)
{
i++;
}
if (i < 0)
{
i = 0;
}
this.holdingPeriod = n - i + 1;
}
this.stopLossPrice = Position.EntryPrice * (1 - stopLossRate);
}
Console.WriteLine("投资组合中的证券 {0} 的持仓周期是 {1} ", this.instrument.Symbol, this.holdingPeriod);
}
//如果本地有日线，则先读取本地数据
public static List <Daily> GetLastNDailys(string symbol, int n)
{
List <Daily> dailys;
Instrument inst = InstrumentManager.Instruments[symbol];
if (inst != null)
{
dailys = BarUtils.GetLastNDailys(inst, dealDate, n);
}
else
{
dailys = provider.GetLastNDailys(symbol, n, dealDateString);
}
return(dailys);
}
