public void PrevMonth()
{
string month = "";
monthNumber--;
if (monthNumber < 1)
{
if (cycleThroughMonth)
{
if (monthNumber < 1)
{
monthNumber = 12;
}
else
{
monthNumber = 1;
}
}
}
if (monthNumber < 1)
{
monthNumber = 1;
}
month = CalendarUtils.GetMonthFull(monthNumber);
monthInput.text = month;
print("PrevMonth: " + monthNumber);
}
public void RefreshCalendar()
{
ClearCalendar();
monthDigit = CalendarUtils.GetMonthDigit(month, true);
daysInMonth = GetDaysInMonth(int.Parse(year), int.Parse(monthDigit));
// Debug.Log( "RefreshCalendar - monthDigit: " + monthDigit + ", year: " + year + " , daysInMonth: " + daysInMonth );
UpdateCalendar();
}
public ActionResult GetCalendar(string resNo)
{
BlueGreenContext bgcontext = new BlueGreenContext();
var reservation = bgcontext.GetActiveReservation(resNo, ResortService.RESERVATION_TYPE_FUTURE);
var bytes = CalendarUtils.GenerateEvent(reservation);
return(this.File(bytes, "text/calendar", "BlueGreenVacations.ics"));
}
public void GetGoodFriday()
{
Assert.AreEqual("2000-04-21", CalendarHelper.GetGoodFriday(2000).ToString("yyyy-MM-dd"));
Assert.AreEqual("2001-04-13", CalendarHelper.GetGoodFriday(2001).ToString("yyyy-MM-dd"));
Assert.AreEqual("2002-03-29", CalendarHelper.GetGoodFriday(2002).ToString("yyyy-MM-dd"));
Assert.AreEqual("2003-04-18", CalendarHelper.GetGoodFriday(2003).ToString("yyyy-MM-dd"));
Assert.AreEqual("2004-04-09", CalendarHelper.GetGoodFriday(2004).ToString("yyyy-MM-dd"));
Assert.AreEqual("2005-03-25", CalendarHelper.GetGoodFriday(2005).ToString("yyyy-MM-dd"));
Assert.AreEqual("2006-04-14", CalendarHelper.GetGoodFriday(2006).ToString("yyyy-MM-dd"));
Assert.AreEqual("2007-04-06", CalendarHelper.GetGoodFriday(2007).ToString("yyyy-MM-dd"));
Assert.AreEqual("2008-03-21", CalendarHelper.GetGoodFriday(2008).ToString("yyyy-MM-dd"));
Assert.AreEqual("2009-04-10", CalendarHelper.GetGoodFriday(2009).ToString("yyyy-MM-dd"));
Assert.AreEqual("2010-04-02", CalendarHelper.GetGoodFriday(2010).ToString("yyyy-MM-dd"));
Assert.AreEqual("2011-04-22", CalendarHelper.GetGoodFriday(2011).ToString("yyyy-MM-dd"));
Assert.AreEqual("2012-04-06", CalendarHelper.GetGoodFriday(2012).ToString("yyyy-MM-dd"));
Assert.AreEqual("2013-03-29", CalendarHelper.GetGoodFriday(2013).ToString("yyyy-MM-dd"));
Assert.AreEqual("2014-04-18", CalendarHelper.GetGoodFriday(2014).ToString("yyyy-MM-dd"));
Assert.AreEqual("2015-04-03", CalendarHelper.GetGoodFriday(2015).ToString("yyyy-MM-dd"));
Assert.AreEqual("2016-03-25", CalendarHelper.GetGoodFriday(2016).ToString("yyyy-MM-dd"));
Assert.AreEqual("2017-04-14", CalendarHelper.GetGoodFriday(2017).ToString("yyyy-MM-dd"));
Assert.AreEqual("2018-03-30", CalendarHelper.GetGoodFriday(2018).ToString("yyyy-MM-dd"));
Assert.AreEqual("2019-04-19", CalendarHelper.GetGoodFriday(2019).ToString("yyyy-MM-dd"));
Assert.AreEqual("2020-04-10", CalendarHelper.GetGoodFriday(2020).ToString("yyyy-MM-dd"));
Assert.AreEqual("2021-04-02", CalendarHelper.GetGoodFriday(2021).ToString("yyyy-MM-dd"));
Assert.AreEqual("2022-04-15", CalendarHelper.GetGoodFriday(2022).ToString("yyyy-MM-dd"));
Assert.AreEqual("2023-04-07", CalendarHelper.GetGoodFriday(2023).ToString("yyyy-MM-dd"));
Assert.AreEqual("2024-03-29", CalendarHelper.GetGoodFriday(2024).ToString("yyyy-MM-dd"));
Assert.AreEqual("2025-04-18", CalendarHelper.GetGoodFriday(2025).ToString("yyyy-MM-dd"));
Assert.AreEqual("2000-04-21", CalendarUtils.GetGoodFriday(2000).ToString("yyyy-MM-dd"));
Assert.AreEqual("2001-04-13", CalendarUtils.GetGoodFriday(2001).ToString("yyyy-MM-dd"));
Assert.AreEqual("2002-03-29", CalendarUtils.GetGoodFriday(2002).ToString("yyyy-MM-dd"));
Assert.AreEqual("2003-04-18", CalendarUtils.GetGoodFriday(2003).ToString("yyyy-MM-dd"));
Assert.AreEqual("2004-04-09", CalendarUtils.GetGoodFriday(2004).ToString("yyyy-MM-dd"));
Assert.AreEqual("2005-03-25", CalendarUtils.GetGoodFriday(2005).ToString("yyyy-MM-dd"));
Assert.AreEqual("2006-04-14", CalendarUtils.GetGoodFriday(2006).ToString("yyyy-MM-dd"));
Assert.AreEqual("2007-04-06", CalendarUtils.GetGoodFriday(2007).ToString("yyyy-MM-dd"));
Assert.AreEqual("2008-03-21", CalendarUtils.GetGoodFriday(2008).ToString("yyyy-MM-dd"));
Assert.AreEqual("2009-04-10", CalendarUtils.GetGoodFriday(2009).ToString("yyyy-MM-dd"));
Assert.AreEqual("2010-04-02", CalendarUtils.GetGoodFriday(2010).ToString("yyyy-MM-dd"));
Assert.AreEqual("2011-04-22", CalendarUtils.GetGoodFriday(2011).ToString("yyyy-MM-dd"));
Assert.AreEqual("2012-04-06", CalendarUtils.GetGoodFriday(2012).ToString("yyyy-MM-dd"));
Assert.AreEqual("2013-03-29", CalendarUtils.GetGoodFriday(2013).ToString("yyyy-MM-dd"));
Assert.AreEqual("2014-04-18", CalendarUtils.GetGoodFriday(2014).ToString("yyyy-MM-dd"));
Assert.AreEqual("2015-04-03", CalendarUtils.GetGoodFriday(2015).ToString("yyyy-MM-dd"));
Assert.AreEqual("2016-03-25", CalendarUtils.GetGoodFriday(2016).ToString("yyyy-MM-dd"));
Assert.AreEqual("2017-04-14", CalendarUtils.GetGoodFriday(2017).ToString("yyyy-MM-dd"));
Assert.AreEqual("2018-03-30", CalendarUtils.GetGoodFriday(2018).ToString("yyyy-MM-dd"));
Assert.AreEqual("2019-04-19", CalendarUtils.GetGoodFriday(2019).ToString("yyyy-MM-dd"));
Assert.AreEqual("2020-04-10", CalendarUtils.GetGoodFriday(2020).ToString("yyyy-MM-dd"));
Assert.AreEqual("2021-04-02", CalendarUtils.GetGoodFriday(2021).ToString("yyyy-MM-dd"));
Assert.AreEqual("2022-04-15", CalendarUtils.GetGoodFriday(2022).ToString("yyyy-MM-dd"));
Assert.AreEqual("2023-04-07", CalendarUtils.GetGoodFriday(2023).ToString("yyyy-MM-dd"));
Assert.AreEqual("2024-03-29", CalendarUtils.GetGoodFriday(2024).ToString("yyyy-MM-dd"));
Assert.AreEqual("2025-04-18", CalendarUtils.GetGoodFriday(2025).ToString("yyyy-MM-dd"));
}
public void GetWhitSunday()
{
Assert.AreEqual("2000-06-11", CalendarHelper.GetWhitSunday(2000).ToString("yyyy-MM-dd"));
Assert.AreEqual("2001-06-03", CalendarHelper.GetWhitSunday(2001).ToString("yyyy-MM-dd"));
Assert.AreEqual("2002-05-19", CalendarHelper.GetWhitSunday(2002).ToString("yyyy-MM-dd"));
Assert.AreEqual("2003-06-08", CalendarHelper.GetWhitSunday(2003).ToString("yyyy-MM-dd"));
Assert.AreEqual("2004-05-30", CalendarHelper.GetWhitSunday(2004).ToString("yyyy-MM-dd"));
Assert.AreEqual("2005-05-15", CalendarHelper.GetWhitSunday(2005).ToString("yyyy-MM-dd"));
Assert.AreEqual("2006-06-04", CalendarHelper.GetWhitSunday(2006).ToString("yyyy-MM-dd"));
Assert.AreEqual("2007-05-27", CalendarHelper.GetWhitSunday(2007).ToString("yyyy-MM-dd"));
Assert.AreEqual("2008-05-11", CalendarHelper.GetWhitSunday(2008).ToString("yyyy-MM-dd"));
Assert.AreEqual("2009-05-31", CalendarHelper.GetWhitSunday(2009).ToString("yyyy-MM-dd"));
Assert.AreEqual("2010-05-23", CalendarHelper.GetWhitSunday(2010).ToString("yyyy-MM-dd"));
Assert.AreEqual("2011-06-12", CalendarHelper.GetWhitSunday(2011).ToString("yyyy-MM-dd"));
Assert.AreEqual("2012-05-27", CalendarHelper.GetWhitSunday(2012).ToString("yyyy-MM-dd"));
Assert.AreEqual("2013-05-19", CalendarHelper.GetWhitSunday(2013).ToString("yyyy-MM-dd"));
Assert.AreEqual("2014-06-08", CalendarHelper.GetWhitSunday(2014).ToString("yyyy-MM-dd"));
Assert.AreEqual("2015-05-24", CalendarHelper.GetWhitSunday(2015).ToString("yyyy-MM-dd"));
Assert.AreEqual("2016-05-15", CalendarHelper.GetWhitSunday(2016).ToString("yyyy-MM-dd"));
Assert.AreEqual("2017-06-04", CalendarHelper.GetWhitSunday(2017).ToString("yyyy-MM-dd"));
Assert.AreEqual("2018-05-20", CalendarHelper.GetWhitSunday(2018).ToString("yyyy-MM-dd"));
Assert.AreEqual("2019-06-09", CalendarHelper.GetWhitSunday(2019).ToString("yyyy-MM-dd"));
Assert.AreEqual("2020-05-31", CalendarHelper.GetWhitSunday(2020).ToString("yyyy-MM-dd"));
Assert.AreEqual("2021-05-23", CalendarHelper.GetWhitSunday(2021).ToString("yyyy-MM-dd"));
Assert.AreEqual("2022-06-05", CalendarHelper.GetWhitSunday(2022).ToString("yyyy-MM-dd"));
Assert.AreEqual("2023-05-28", CalendarHelper.GetWhitSunday(2023).ToString("yyyy-MM-dd"));
Assert.AreEqual("2024-05-19", CalendarHelper.GetWhitSunday(2024).ToString("yyyy-MM-dd"));
Assert.AreEqual("2025-06-08", CalendarHelper.GetWhitSunday(2025).ToString("yyyy-MM-dd"));
Assert.AreEqual("2000-06-11", CalendarUtils.GetWhitSunday(2000).ToString("yyyy-MM-dd"));
Assert.AreEqual("2001-06-03", CalendarUtils.GetWhitSunday(2001).ToString("yyyy-MM-dd"));
Assert.AreEqual("2002-05-19", CalendarUtils.GetWhitSunday(2002).ToString("yyyy-MM-dd"));
Assert.AreEqual("2003-06-08", CalendarUtils.GetWhitSunday(2003).ToString("yyyy-MM-dd"));
Assert.AreEqual("2004-05-30", CalendarUtils.GetWhitSunday(2004).ToString("yyyy-MM-dd"));
Assert.AreEqual("2005-05-15", CalendarUtils.GetWhitSunday(2005).ToString("yyyy-MM-dd"));
Assert.AreEqual("2006-06-04", CalendarUtils.GetWhitSunday(2006).ToString("yyyy-MM-dd"));
Assert.AreEqual("2007-05-27", CalendarUtils.GetWhitSunday(2007).ToString("yyyy-MM-dd"));
Assert.AreEqual("2008-05-11", CalendarUtils.GetWhitSunday(2008).ToString("yyyy-MM-dd"));
Assert.AreEqual("2009-05-31", CalendarUtils.GetWhitSunday(2009).ToString("yyyy-MM-dd"));
Assert.AreEqual("2010-05-23", CalendarUtils.GetWhitSunday(2010).ToString("yyyy-MM-dd"));
Assert.AreEqual("2011-06-12", CalendarUtils.GetWhitSunday(2011).ToString("yyyy-MM-dd"));
Assert.AreEqual("2012-05-27", CalendarUtils.GetWhitSunday(2012).ToString("yyyy-MM-dd"));
Assert.AreEqual("2013-05-19", CalendarUtils.GetWhitSunday(2013).ToString("yyyy-MM-dd"));
Assert.AreEqual("2014-06-08", CalendarUtils.GetWhitSunday(2014).ToString("yyyy-MM-dd"));
Assert.AreEqual("2015-05-24", CalendarUtils.GetWhitSunday(2015).ToString("yyyy-MM-dd"));
Assert.AreEqual("2016-05-15", CalendarUtils.GetWhitSunday(2016).ToString("yyyy-MM-dd"));
Assert.AreEqual("2017-06-04", CalendarUtils.GetWhitSunday(2017).ToString("yyyy-MM-dd"));
Assert.AreEqual("2018-05-20", CalendarUtils.GetWhitSunday(2018).ToString("yyyy-MM-dd"));
Assert.AreEqual("2019-06-09", CalendarUtils.GetWhitSunday(2019).ToString("yyyy-MM-dd"));
Assert.AreEqual("2020-05-31", CalendarUtils.GetWhitSunday(2020).ToString("yyyy-MM-dd"));
Assert.AreEqual("2021-05-23", CalendarUtils.GetWhitSunday(2021).ToString("yyyy-MM-dd"));
Assert.AreEqual("2022-06-05", CalendarUtils.GetWhitSunday(2022).ToString("yyyy-MM-dd"));
Assert.AreEqual("2023-05-28", CalendarUtils.GetWhitSunday(2023).ToString("yyyy-MM-dd"));
Assert.AreEqual("2024-05-19", CalendarUtils.GetWhitSunday(2024).ToString("yyyy-MM-dd"));
Assert.AreEqual("2025-06-08", CalendarUtils.GetWhitSunday(2025).ToString("yyyy-MM-dd"));
}
private void UpdateCalendar()
{
Debug.WriteLine("Start UpdateCalendar()");
var rowNum = CalendarUtils.CalcRowSize(_year, _month);
var calendarDateRowHeight = (Height * 0.8) / rowNum;
var rowCollections = new RowDefinitionCollection();
rowCollections.Add(calendarGrid.RowDefinitions[0]);
for (var i = 0; i < rowNum; i++)
{
rowCollections.Add(new RowDefinition {
Height = calendarDateRowHeight
});
}
calendarGrid.RowDefinitions = rowCollections;
var prevMonthDay = CalendarUtils.CalcPrevMonthDays(_year, _month);
Debug.WriteLine("既存のカレンダー削除");
calendarGrid.Children.Clear();
Debug.WriteLine("カレンダー作成");
InitCalendarHeader();
for (var i = 0; i < rowNum; i++)
{
for (var j = 1; j <= 7; j++)
{
var idx = (i * 7) + j;
var dateTime = CalendarUtils.CalcDate(_year, _month, prevMonthDay, idx);
var cell = new Cell(dateTime.Year, dateTime.Month, dateTime.Day)
{
Index = idx - 1
};
if (dateTime.Year == _year && dateTime.Month == _month)
{
cell.BackgroundColor = Color.White;
}
else
{
cell.BackgroundColor = Color.Gray;
}
Debug.WriteLine("{0}-{1}-{2}", dateTime.Year, dateTime.Month, dateTime.Day);
calendarGrid.Children.Add(cell, j - 1, i + 1);
}
}
var pickerDateTime = new DateTime(_year, _month, 1);
thisMonth.Text = $"{pickerDateTime.Year}年{pickerDateTime.Month}月";
Debug.WriteLine("End UpdateCalendar()");
}
public void GetPalmSunday()
{
Assert.AreEqual("2000-04-16", CalendarHelper.GetPalmSunday(2000).ToString("yyyy-MM-dd"));
Assert.AreEqual("2001-04-08", CalendarHelper.GetPalmSunday(2001).ToString("yyyy-MM-dd"));
Assert.AreEqual("2002-03-24", CalendarHelper.GetPalmSunday(2002).ToString("yyyy-MM-dd"));
Assert.AreEqual("2003-04-13", CalendarHelper.GetPalmSunday(2003).ToString("yyyy-MM-dd"));
Assert.AreEqual("2004-04-04", CalendarHelper.GetPalmSunday(2004).ToString("yyyy-MM-dd"));
Assert.AreEqual("2005-03-20", CalendarHelper.GetPalmSunday(2005).ToString("yyyy-MM-dd"));
Assert.AreEqual("2006-04-09", CalendarHelper.GetPalmSunday(2006).ToString("yyyy-MM-dd"));
Assert.AreEqual("2007-04-01", CalendarHelper.GetPalmSunday(2007).ToString("yyyy-MM-dd"));
Assert.AreEqual("2008-03-16", CalendarHelper.GetPalmSunday(2008).ToString("yyyy-MM-dd"));
Assert.AreEqual("2009-04-05", CalendarHelper.GetPalmSunday(2009).ToString("yyyy-MM-dd"));
Assert.AreEqual("2010-03-28", CalendarHelper.GetPalmSunday(2010).ToString("yyyy-MM-dd"));
Assert.AreEqual("2011-04-17", CalendarHelper.GetPalmSunday(2011).ToString("yyyy-MM-dd"));
Assert.AreEqual("2012-04-01", CalendarHelper.GetPalmSunday(2012).ToString("yyyy-MM-dd"));
Assert.AreEqual("2013-03-24", CalendarHelper.GetPalmSunday(2013).ToString("yyyy-MM-dd"));
Assert.AreEqual("2014-04-13", CalendarHelper.GetPalmSunday(2014).ToString("yyyy-MM-dd"));
Assert.AreEqual("2015-03-29", CalendarHelper.GetPalmSunday(2015).ToString("yyyy-MM-dd"));
Assert.AreEqual("2016-03-20", CalendarHelper.GetPalmSunday(2016).ToString("yyyy-MM-dd"));
Assert.AreEqual("2017-04-09", CalendarHelper.GetPalmSunday(2017).ToString("yyyy-MM-dd"));
Assert.AreEqual("2018-03-25", CalendarHelper.GetPalmSunday(2018).ToString("yyyy-MM-dd"));
Assert.AreEqual("2019-04-14", CalendarHelper.GetPalmSunday(2019).ToString("yyyy-MM-dd"));
Assert.AreEqual("2020-04-05", CalendarHelper.GetPalmSunday(2020).ToString("yyyy-MM-dd"));
Assert.AreEqual("2021-03-28", CalendarHelper.GetPalmSunday(2021).ToString("yyyy-MM-dd"));
Assert.AreEqual("2022-04-10", CalendarHelper.GetPalmSunday(2022).ToString("yyyy-MM-dd"));
Assert.AreEqual("2023-04-02", CalendarHelper.GetPalmSunday(2023).ToString("yyyy-MM-dd"));
Assert.AreEqual("2024-03-24", CalendarHelper.GetPalmSunday(2024).ToString("yyyy-MM-dd"));
Assert.AreEqual("2025-04-13", CalendarHelper.GetPalmSunday(2025).ToString("yyyy-MM-dd"));
Assert.AreEqual("2000-04-16", CalendarUtils.GetPalmSunday(2000).ToString("yyyy-MM-dd"));
Assert.AreEqual("2001-04-08", CalendarUtils.GetPalmSunday(2001).ToString("yyyy-MM-dd"));
Assert.AreEqual("2002-03-24", CalendarUtils.GetPalmSunday(2002).ToString("yyyy-MM-dd"));
Assert.AreEqual("2003-04-13", CalendarUtils.GetPalmSunday(2003).ToString("yyyy-MM-dd"));
Assert.AreEqual("2004-04-04", CalendarUtils.GetPalmSunday(2004).ToString("yyyy-MM-dd"));
Assert.AreEqual("2005-03-20", CalendarUtils.GetPalmSunday(2005).ToString("yyyy-MM-dd"));
Assert.AreEqual("2006-04-09", CalendarUtils.GetPalmSunday(2006).ToString("yyyy-MM-dd"));
Assert.AreEqual("2007-04-01", CalendarUtils.GetPalmSunday(2007).ToString("yyyy-MM-dd"));
Assert.AreEqual("2008-03-16", CalendarUtils.GetPalmSunday(2008).ToString("yyyy-MM-dd"));
Assert.AreEqual("2009-04-05", CalendarUtils.GetPalmSunday(2009).ToString("yyyy-MM-dd"));
Assert.AreEqual("2010-03-28", CalendarUtils.GetPalmSunday(2010).ToString("yyyy-MM-dd"));
Assert.AreEqual("2011-04-17", CalendarUtils.GetPalmSunday(2011).ToString("yyyy-MM-dd"));
Assert.AreEqual("2012-04-01", CalendarUtils.GetPalmSunday(2012).ToString("yyyy-MM-dd"));
Assert.AreEqual("2013-03-24", CalendarUtils.GetPalmSunday(2013).ToString("yyyy-MM-dd"));
Assert.AreEqual("2014-04-13", CalendarUtils.GetPalmSunday(2014).ToString("yyyy-MM-dd"));
Assert.AreEqual("2015-03-29", CalendarUtils.GetPalmSunday(2015).ToString("yyyy-MM-dd"));
Assert.AreEqual("2016-03-20", CalendarUtils.GetPalmSunday(2016).ToString("yyyy-MM-dd"));
Assert.AreEqual("2017-04-09", CalendarUtils.GetPalmSunday(2017).ToString("yyyy-MM-dd"));
Assert.AreEqual("2018-03-25", CalendarUtils.GetPalmSunday(2018).ToString("yyyy-MM-dd"));
Assert.AreEqual("2019-04-14", CalendarUtils.GetPalmSunday(2019).ToString("yyyy-MM-dd"));
Assert.AreEqual("2020-04-05", CalendarUtils.GetPalmSunday(2020).ToString("yyyy-MM-dd"));
Assert.AreEqual("2021-03-28", CalendarUtils.GetPalmSunday(2021).ToString("yyyy-MM-dd"));
Assert.AreEqual("2022-04-10", CalendarUtils.GetPalmSunday(2022).ToString("yyyy-MM-dd"));
Assert.AreEqual("2023-04-02", CalendarUtils.GetPalmSunday(2023).ToString("yyyy-MM-dd"));
Assert.AreEqual("2024-03-24", CalendarUtils.GetPalmSunday(2024).ToString("yyyy-MM-dd"));
Assert.AreEqual("2025-04-13", CalendarUtils.GetPalmSunday(2025).ToString("yyyy-MM-dd"));
}
static void Main()
{
var calendarUtils = new CalendarUtils();
var startDate = new DateTime(1901, 1, 1);
var endDate = new DateTime(2000, 12, 31);
var sundayOnFirstOfMonth = calendarUtils.GetSundaysThatAreOnTheFirstDayOfMonth(startDate, endDate);
Console.WriteLine($"Number of Sundays on the first of the month during the 20th century: {sundayOnFirstOfMonth.Count}");
Console.ReadKey();
}
/// <summary>
/// 根据日线创建周线
/// </summary>
/// <param name="begin"></param>
/// <param name="end"></param>
/// <returns></returns>
public KLine CreateWeek(DateTime begin, DateTime end)
{
KLine weekKLine = new KLine(this.Code, TimeUnit.week);
DateTime d = CalendarUtils.GetWeek(begin, DayOfWeek.Friday);
while (d <= end)
{
KLineItem weekItem = new KLineItem();
DateTime t = d;
KLineItem t1 = this.GetNearest(t, false);
if (t1 == null)
{
d = d.AddDays(7); continue;
}
weekItem.SetValue <double>("close", t1.CLOSE);
t1 = this.GetNearest(t.AddDays(-4), true, 0);
if (t1 == null)
{
d = d.AddDays(7); continue;
}
weekItem.SetValue <double>("close", t1.OPEN);
int index = this.IndexOf(t1);
double high = 0;
double low = 0;
while (index < this.Count && this[index].Date <= d)
{
if (high == 0 || high < this[index].HIGH)
{
high = this[index].HIGH;
}
if (low > this[index].LOW)
{
low = this[index].LOW;
}
index += 1;
}
if (low == 0 || high == 0)
{
d = d.AddDays(7);
continue;
}
weekItem.SetValue <double>("high", high);
weekItem.SetValue <double>("low", low);
weekItem.SetValue <DateTime>("time", d);
weekItem.SetValue <String>("code", Code);
weekKLine.Add(weekItem);
d = d.AddDays(7);
}
return(weekKLine);
}
static void Main(string[] args)
{
var startDate = new DateTime(Convert.ToInt32(args[1]), Convert.ToInt32(args[0]), 01);
var endDate = startDate.AddDays(DateTime.DaysInMonth(startDate.Year, startDate.Month)).AddDays(-1);
var calendarUtils = new CalendarUtils(_holidayTerms, _ascTerms);
var service = calendarUtils.CreateService(ApplicationName);
var days = calendarUtils.GenerateDays(startDate, endDate, service);
calendarUtils.GenerateCalendar(startDate, days, Color.LimeGreen, Color.BurlyWood);
}
private void button1_Click(object sender, EventArgs e)
{
pictureBox1.Visible = true;
char[] charSeparators = new char[] { ',' };
button1.Enabled = false;
var startDate = new DateTime(Convert.ToInt32(txtYear.Text), Convert.ToInt32(txtMonth.Text), 01);
var endDate = startDate.AddDays(DateTime.DaysInMonth(startDate.Year, startDate.Month)).AddDays(-1);
var holidayTerms = txtHolidayTerms.Text.Split(charSeparators, StringSplitOptions.RemoveEmptyEntries).ToList();
var ascTerms = txtAscTerms.Text.Split(charSeparators, StringSplitOptions.RemoveEmptyEntries).ToList();
var calendarUtils = new CalendarUtils(holidayTerms, ascTerms);
var service = calendarUtils.CreateService(_applicationName);
var days = calendarUtils.GenerateDays(startDate, endDate, service);
calendarUtils.GenerateCalendar(startDate, days, _holidayColour, _ascColour);
button1.Enabled = true;
pictureBox1.Visible = false;
}
public void SetFormat()
{
if (labelDisplay == LabelDisplay.UsFormat)
{
string year = dateTime.Year.ToString();
string day = dateTime.Day.ToString();
day = CalendarUtils.GetDayDigit(day, addZero);
string month = dateTime.ToString("MM"); // 03
// if( addZero && month.Length == 1 ) month = "0" + day;
month = CalendarUtils.GetMonthDigit(month, addZero);
dateLabel.text = month + dateDelim + day + dateDelim + year;
}
if (labelDisplay == LabelDisplay.EuFormat)
{
string year = dateTime.Year.ToString();
string day = dateTime.Day.ToString();
day = CalendarUtils.GetDayDigit(day, addZero);
string month = dateTime.ToString("MM"); // 03
month = CalendarUtils.GetMonthDigit(month, addZero);
// if( addZero && month.Length == 1 ) month = "0" + month;
dateLabel.text = day + dateDelim + month + dateDelim + year;
}
if (labelDisplay == LabelDisplay.UsFormatFull)
{
string year = dateTime.Year.ToString();
string day = dateTime.Day.ToString();
day = CalendarUtils.GetDayDigit(day, addZero);
string month = dateTime.ToString("MMMM"); // 03
dateLabel.text = month + dateDelim + day + dateDelim + year;
}
if (labelDisplay == LabelDisplay.EuFormatFull)
{
string year = dateTime.Year.ToString();
string day = dateTime.Day.ToString();
day = CalendarUtils.GetDayDigit(day, addZero);
string month = dateTime.ToString("MMMM"); // 03
dateLabel.text = day + dateDelim + month + dateDelim + year;
}
}
public void NextMonth()
{
string month = "";
monthNumber++;
if (monthNumber > 12)
{
if (cycleThroughMonth)
{
monthNumber = 1;
}
else
{
monthNumber = 12;
}
}
month = CalendarUtils.GetMonthFull(monthNumber);
monthInput.text = month;
print("NextMonth: " + monthNumber);
}
public string SaveDate(string saveName)
{
string saveDate = "";
day = CalendarUtils.GetDayDigit(day, true);
monthDigit = CalendarUtils.GetMonthDigit(month, true);
monthDigitSaved = monthDigit;
yearSaved = year;
// Standarized for DateTime
saveDate = year + "-" + monthDigit + "-" + day;
// if( usFormat ) {
// saveDate = monthDigit + dateDelim + day + dateDelim + year;
// }
// else {
// saveDate = day + dateDelim + monthDigit + dateDelim + year;
// }
PlayerPrefs.SetString(saveName, saveDate);
// Debug.Log( "SaveDate date saved: " + saveDate );
return(saveDate);
}
/// <summary>
/// 画坐标轴
/// </summary>
/// <param name="g"></param>
private void drawAsix(Graphics g)
{
//画X轴
g.DrawLine(xasixPen, origin.X, origin.Y, this.Width, origin.Y);
//画Y轴
g.DrawLine(xasixPen, origin.X, origin.Y, origin.X, 0);
//找到所有时间单位
List <DateTime> datetimes = null;
if (timeUnit == TimeUnit.day)//如果数据时间单位是日
{
datetimes = CalendarUtils.WorkDayList(this.beginTime, this.endTime);
}
else if (timeUnit == TimeUnit.week)
{
datetimes = CalendarUtils.WorkWeekList(this.beginTime, this.endTime);
}
if (datetimes == null)
{
return;
}
//计算每个时间单位的像素数
int pixelNumPerTimeunit = AxisXLength / datetimes.Count;
}
/// <summary>
/// 执行卖出操作
/// </summary>
/// <param name="tradeRecord"></param>
/// <param name="strategyParam"></param>
/// <param name="backtestParam"></param>
public virtual void Execute(TradeRecords tradeRecord, Properties strategyParam, BacktestParameter backtestParam)
{
#region 1初始化行情库
if (tradeRecord == null)
{
return;
}
IndicatorRepository repository = (IndicatorRepository)backtestParam.Get <Object>("repository");
if (repository == null)
{
return;
}
#endregion
#region 2 取得策略参数
int p_maxbuynum = strategyParam.Get <int>("maxbuynum", 0);
double p_maxprofilt = strategyParam.Get <double>("maxprofilt");
int p_maxholddays = strategyParam.Get <int>("maxholddays");
double p_stoploss = strategyParam.Get <double>("stoploss");
int p_choosedays = strategyParam.Get <int>("choosedays");
double p_chooseprofilt = strategyParam.Get <double>("chooseprofilt");
double p_addholdprofilt = strategyParam.Get <double>("addholdprofilt");
double p_addholdamount = strategyParam.Get <double>("addholdamount");
#endregion
String code = tradeRecord.Code;
List <TradeBout> bouts = tradeRecord.Bouts;
#region 3 遍历每一个买入回合
for (int i = 0; i < bouts.Count; i++)
{
#region 3.1 取得该回合的行情数据
TradeBout bout = bouts[i];
TimeSerialsDataSet ds = repository[bout.Code];
if (ds == null)
{
continue;
}
if (bout.Completed)
{
continue; //跳过已完成的
}
KLine kline = ds.DayKLine;
if (kline == null)
{
continue;
}
bool chooseToSell = false;//择机卖出状态，是指持仓价值较低
int bIndex = kline.IndexOf(bout.BuyInfo.TradeDate);
if (bIndex < 0)
{
continue;
}
KLineItem klineItemDay = kline[bIndex];
DateTime d = klineItemDay.Date;
#endregion
#region 3.2 如果超过了最大持仓数限制，该回合跳过
if (p_maxbuynum > 0)
{
//计算当前回合的买入日期这天有多少持仓
int count = 0;
bouts.ForEach(x => { if (x.Completed && bout.BuyInfo.TradeDate.Date >= x.BuyInfo.TradeDate.Date && bout.BuyInfo.TradeDate.Date < x.SellInfo.TradeDate.Date)
{
count++;
}
});
if (count > p_maxbuynum)
{
continue;
}
}
#endregion
#region 3.3 寻找卖点
String reason = "";
for (int index = bIndex + 1; index < kline.Count; index++)
{
klineItemDay = kline[index];
d = klineItemDay.Date;
#region A 计算以当日最高价和收盘价卖出的盈利
double diff = klineItemDay.HIGH - bout.BuyInfo.TradePrice;
double percentHigh = diff / bout.BuyInfo.TradePrice;
diff = klineItemDay.CLOSE - bout.BuyInfo.TradePrice;
double percentClose = diff / bout.BuyInfo.TradePrice;
#endregion
#region B 盈利超过预定
if (p_maxprofilt > 0 && percentHigh >= p_maxprofilt) //盈利超过预定
{
double price = bout.BuyInfo.TradePrice * (1 + p_maxprofilt);
int amount = bout.BuyInfo.Amount;
bout.RecordTrade(2, klineItemDay.Date, TradeDirection.Sell, price, amount, backtestParam.Volumecommission, backtestParam.Stampduty, "盈利>=" + p_maxprofilt.ToString("F2"));
break;
}
#endregion
#region C 择机卖出状态
if (chooseToSell)
{
for (int t = 0; t < p_choosedays; t++)
{
index += t;
if (index >= kline.Count)
{
break;
}
double percent = (kline[index].HIGH - bout.BuyInfo.TradePrice) / bout.BuyInfo.TradePrice;
if (percent >= p_chooseprofilt)
{
double price = bout.BuyInfo.TradePrice * (1 + p_chooseprofilt);
int amount = bout.BuyInfo.Amount;
bout.RecordTrade(2, kline[index].Date, TradeDirection.Sell, price, amount, backtestParam.Volumecommission, backtestParam.Stampduty, (reason == "" ? "" : reason + ",并") + "在第" + (t + 1).ToString() + "天择机卖出");
break;
}
}
if (!bout.Completed)
{
if (index >= kline.Count)
{
return;
}
double price = kline[index].CLOSE;
int amount = bout.BuyInfo.Amount;
bout.RecordTrade(2, kline[index].Date, TradeDirection.Sell, price, amount, backtestParam.Volumecommission, backtestParam.Stampduty, (reason == "" ? "" : reason + ",并") + "择机强制卖出");
}
break;
}
#endregion
#region D 持仓超过n天进入到择机卖出状态
if (p_maxholddays != 0 && CalendarUtils.WorkDayCount(bout.BuyInfo.TradeDate, klineItemDay.Date) >= p_maxholddays)
{
reason = "持仓超过" + p_maxholddays.ToString() + "天";
chooseToSell = true;
continue;
}
#endregion
#region E 达到止损线,进入到择机卖出状态
double loss = (klineItemDay.LOW - bout.BuyInfo.TradePrice) / bout.BuyInfo.TradePrice;
if (p_stoploss > 0 && loss < 0 && loss < -1 * p_stoploss)
{
reason = "达到止损" + p_stoploss.ToString("F2");
bout.RecordTrade(2, d, TradeDirection.Sell, bout.BuyInfo.TradePrice * (1 - p_stoploss), bout.BuyInfo.Amount, backtestParam.Volumecommission, backtestParam.Stampduty, reason);
break;
}
#endregion
#region F调用子类的算法来寻找卖点
if (!bout.Completed)
{
chooseToSell = DoSell(code, bout, d, strategyParam, backtestParam, out reason);
}
if (bout.Completed)
{
break;
}
#endregion
#region 判断是否加仓或者减仓
if (p_addholdprofilt > 0 && p_addholdamount > 0)
{
if (percentClose > p_addholdprofilt)
{
int addamount = (int)(bout.BuyInfo.Amount * p_addholdamount);
TradeInfo tradeInfo = new TradeInfo();
tradeInfo.Code = bout.Code;
tradeInfo.Amount = addamount;
tradeInfo.Direction = TradeDirection.Buy;
tradeInfo.Reason = "加仓";
tradeInfo.Fee = backtestParam.Volumecommission;
tradeInfo.Stamps = backtestParam.Stampduty;
tradeInfo.TradeDate = klineItemDay.Date;
tradeInfo.TradePrice = klineItemDay.CLOSE;
bout.BuyInfo.TradePrice = (bout.BuyInfo.Amount * bout.BuyInfo.TradePrice + addamount * klineItemDay.CLOSE) / (bout.BuyInfo.Amount + addamount);
bout.BuyInfo.Amount += addamount;
}
}
#endregion
}
#endregion //寻找卖点结束
}
#endregion //遍历每一个买入回合结束
}
public virtual ITimeSeries Zoomout(TimeUnit tu, DateTime begin, DateTime end)
{
Func <List <T>, T> merger = this.getElementMerger();
if (merger == null)
{
return(null);
}
if (this.Count <= 0)
{
return(null);
}
if (begin < this[0].Date)
{
begin = this[0].Date;
}
if (end > this[this.Count - 1].Date)
{
end = this[this.Count - 1].Date;
}
List <T> items = new List <T>();
TimeSeries <T> result = (TimeSeries <T>) this.GetType().GetConstructor(new Type[] { typeof(String), typeof(TimeUnit) }).Invoke(new Object[] { code, tu });
/*
* DateTime d = begin;
* KeyValuePair<int, ITimeSeriesItem> kv = this.GetNearest(d);
* if (kv.Value == null)
* return null;
* int index = kv.Key;
* while(index < this.Count)
* {
* int n = CalendarUtils.TimeUnitGetSerialNo(this[index].Date,tu);
* if (n == 1)
* break;
* index += 1;
* }
*
* DateTime[] dayRange = null;
* for (int i=index;i<this.Count;i++)
* {
* d = this[i].Date;
* if(dayRange == null)
* dayRange = CalendarUtils.TimeUnitRange(d, tu);
* if(d<=dayRange[1])
* {
* items.Add(this[i]);
* continue;
* }
* T newItem = merger(items);
* if (newItem != null)
* result.Add(newItem);
* dayRange = null;
*
* }
*/
DateTime d = begin;
while (d <= end)
{
DateTime[] dayRange = CalendarUtils.TimeUnitRange(d, tu); //找到d所在的周期的第一天
KeyValuePair <int, ITimeSeriesItem> kvBegin = this.GetNearest(dayRange[0]);
KeyValuePair <int, ITimeSeriesItem> kvEnd = this.GetNearest(dayRange[1]);
items.Clear();
for (int i = kvBegin.Key; i <= kvEnd.Key; i++)
{
items.Add(this[i]);
}
T newItem = merger(items);
if (newItem != null)
{
result.Add(newItem);
}
d = CalendarUtils.TimeUnitNextDate(d, tu);
}
return(result);
}
public void SetCalendar(bool loadData)
{
if (targetCalendarPanel != null)
{
// clean it up first
listDayObject.Clear();
// listDays.Clear();
int childIdx = 0;
foreach (Transform t in targetCalendarPanel.transform)
{
if (childIdx > 0)
{
Destroy(t.gameObject);
}
childIdx++;
}
// ClearCalendar ();
if (loadData)
{
LoadDate();
}
monthButton.transform.GetChild(0).GetComponent <Text>().text = month;
dateTimeNow = System.DateTime.Now;
monthDigit = CalendarUtils.GetMonthDigit(month, true);
daysInMonth = GetDaysInMonth(int.Parse(year), int.Parse(monthDigit));
// previous month
int fillPrevMonthDays = 0;
// Debug.Log( "SetCalendar - monthDigit: " + monthDigit + ", year: " + year + " , daysInMonth: " + daysInMonth );
DateTime dateTimeDay1 = DateTime.Parse(year + "/" + monthDigit + "/" + 1);
if (!dateTimeDay1.DayOfWeek.Equals("Monday"))
{
int yearDigitPrev = int.Parse(year);
int monthDigitPrev = int.Parse(monthDigit) - 1;
if (monthDigitPrev < 1)
{
monthDigitPrev = 12;
yearDigitPrev = yearDigitPrev - 1;
}
// Debug.Log ( "fillPrevMonthDays: " + dateTimeDay1.DayOfWeek );
if (dateTimeDay1.DayOfWeek.ToString().Equals("Tuesday"))
{
fillPrevMonthDays = 1;
}
else if (dateTimeDay1.DayOfWeek.ToString().Equals("Wednesday"))
{
fillPrevMonthDays = 2;
}
else if (dateTimeDay1.DayOfWeek.ToString().Equals("Thursday"))
{
fillPrevMonthDays = 3;
}
else if (dateTimeDay1.DayOfWeek.ToString().Equals("Friday"))
{
fillPrevMonthDays = 4;
}
else if (dateTimeDay1.DayOfWeek.ToString().Equals("Saturday"))
{
fillPrevMonthDays = 5;
}
else if (dateTimeDay1.DayOfWeek.ToString().Equals("Sunday"))
{
fillPrevMonthDays = 6;
}
int daysInMonthPrev = GetDaysInMonth(yearDigitPrev, monthDigitPrev);
// int k = 0;
for (int i = daysInMonthPrev - fillPrevMonthDays + 1; i <= daysInMonthPrev; i++)
{
string dayString = i + "";
DateTime dateTime = DateTime.Parse(yearDigitPrev + "/" + monthDigitPrev + "/" + i);
// dayString += " " + dateTime.DayOfWeek; //ToString("MM/dd/yyyy");;
// listDays.Add( dayString );
GameObject g = Instantiate(contentCalDay) as GameObject;
g.SetActive(true);
g.transform.SetParent(targetCalendarPanel.transform);
g.name = dateTime.ToString("MM/dd/yyyy");
g.transform.GetComponent <Image>().color = prevMonthDayColor;
g.transform.localScale = Vector3.one;
g.transform.localPosition = Vector3.zero;
// g.transform.GetComponent<Button>().onClick.AddListener( // if is an external prefab
listDayObject.Add(g);
g.transform.GetChild(0).GetComponent <Text>().text = listDayObject[listDayObject.Count - 1].name.Split('/')[1]; // listDays[listDays.Count-1];
// k++;
}
}
// current month
for (int i = 1; i <= daysInMonth; i++)
{
string dayString = i + "";
DateTime dateTime = DateTime.Parse(year + "/" + monthDigit + "/" + i);
// dayString += " " + dateTime.DayOfWeek; //ToString("MM/dd/yyyy");;
// listDays.Add( dayString );
GameObject g = Instantiate(contentCalDay) as GameObject;
g.SetActive(true);
g.transform.SetParent(targetCalendarPanel.transform);
g.name = dateTime.ToString("MM/dd/yyyy");
g.transform.localScale = Vector3.one;
g.transform.localPosition = Vector3.zero;
SetDayColor(g, dayString);
listDayObject.Add(g);
g.transform.GetChild(0).GetComponent <Text>().text = listDayObject[listDayObject.Count - 1].name.Split('/')[1]; //listDays[listDays.Count-1];
}
// next month
int monthDigitNext = int.Parse(monthDigit) + 1;
int yearDigitNext = int.Parse(year);
if (monthDigitNext > 12)
{
monthDigitNext = 1;
yearDigitNext = yearDigitNext + 1;
}
int gridCount = rows * cols;
int len = gridCount - listDayObject.Count; // listDays.Count;
for (int i = 1; i <= len; i++)
{
string dayString = i + "";
DateTime dateTime = DateTime.Parse(yearDigitNext + "/" + monthDigitNext + "/" + i);
// dayString += " " + dateTime.DayOfWeek; //ToString("MM/dd/yyyy");;
// listDays.Add( dayString );
GameObject g = Instantiate(contentCalDay) as GameObject;
g.SetActive(true);
g.transform.SetParent(targetCalendarPanel.transform);
g.name = dateTime.ToString("MM/dd/yyyy");
// g.transform.GetChild(0).GetComponent<Text>().text = dayString; //listDays[listDays.Count-1];
g.transform.GetComponent <Image>().color = nextMonthDayColor;
g.transform.localScale = Vector3.one;
g.transform.localPosition = Vector3.zero;
listDayObject.Add(g);
g.transform.GetChild(0).GetComponent <Text>().text = listDayObject[listDayObject.Count - 1].name.Split('/')[1]; //listDays[listDays.Count-1];
}
}
}
public override TradeInfo DoSell(HoldRecord holdRecord, DateTime d, Properties strategyParam, StrategyContext context)
{
if (holdRecord == null)
{
return(null);
}
//取得行情库
IndicatorRepository repository = (IndicatorRepository)context.Get <Object>("repository");
if (repository == null)
{
return(null);
}
TimeSerialsDataSet ds = repository[holdRecord.code];
if (ds == null)
{
return(null);
}
KLine klineDay = ds.DayKLine;
KLineItem klineItemDay = klineDay[d];
if (klineItemDay == null)
{
return(null);
}
//取得策略参数
double p_maxprofilt = strategyParam.Get <double>("maxprofilt");
int p_maxholddays = strategyParam.Get <int>("maxholddays");
double p_stoploss = strategyParam.Get <double>("stoploss");
int p_choosedays = strategyParam.Get <int>("choosedays");
double p_chooseprofilt = strategyParam.Get <double>("chooseprofilt");
GrailParameter p_grail = GrailParameter.Parse(strategyParam.Get <String>("grail"));
double stampduty = context.Get <double>("stampduty");
double volumecommission = context.Get <double>("volumecommission");
//大盘要求必须卖
if (p_grail.MustSell(d, holdRecord.code))
{
TradeInfo tradeInfo = new TradeInfo()
{
Direction = TradeDirection.Sell,
Code = holdRecord.code,
Amount = holdRecord.amount,
EntrustPrice = klineItemDay.CLOSE,
EntrustDate = d,
TradeDate = d,
TradePrice = klineItemDay.CLOSE,
Stamps = stampduty,
Fee = volumecommission,
TradeMethod = TradeInfo.TM_AUTO,
Reason = "大盘指数要求卖出"
};
return(tradeInfo);
}
double profilt = (klineItemDay.CLOSE - holdRecord.buyPrice) / holdRecord.buyPrice;
//判断是否到达最大收益
if (p_maxprofilt > 0)
{
if (profilt >= p_maxprofilt)
{
TradeInfo tradeInfo = new TradeInfo()
{
Direction = TradeDirection.Sell,
Code = holdRecord.code,
Amount = holdRecord.amount,
EntrustPrice = klineItemDay.CLOSE,
EntrustDate = d,
TradeDate = d,
TradePrice = klineItemDay.CLOSE,
Stamps = stampduty,
Fee = volumecommission,
TradeMethod = TradeInfo.TM_AUTO,
Reason = "盈利达到" + p_maxprofilt.ToString("F2")
};
return(tradeInfo);
}
}
//盈利超过个股预期
if (holdRecord.expect > 0)
{
if (profilt >= p_maxprofilt)
{
TradeInfo tradeInfo = new TradeInfo()
{
Direction = TradeDirection.Sell,
Code = holdRecord.code,
Amount = holdRecord.amount,
EntrustPrice = klineItemDay.CLOSE,
EntrustDate = d,
TradeDate = d,
TradePrice = klineItemDay.CLOSE,
Stamps = stampduty,
Fee = volumecommission,
TradeMethod = TradeInfo.TM_AUTO,
Reason = "盈利达到个股预期" + holdRecord.expect.ToString("F2")
};
return(tradeInfo);
}
}
//预期要求立即卖出
if (holdRecord.expect == -1)
{
TradeInfo tradeInfo = new TradeInfo()
{
Direction = TradeDirection.Sell,
Code = holdRecord.code,
Amount = holdRecord.amount,
EntrustPrice = klineItemDay.CLOSE,
EntrustDate = d,
TradeDate = d,
TradePrice = klineItemDay.CLOSE,
Stamps = stampduty,
Fee = volumecommission,
TradeMethod = TradeInfo.TM_AUTO,
Reason = "个股预期极低"
};
return(tradeInfo);
}
//个股观望天数超过预期
int holdDays = CalendarUtils.WorkDayCount(holdRecord.buyDate, d);
if (holdRecord.expect < 0)
{
if (holdDays >= holdRecord.expect * -1)
{
TradeInfo tradeInfo = new TradeInfo()
{
Direction = TradeDirection.Sell,
Code = holdRecord.code,
Amount = holdRecord.amount,
EntrustPrice = klineItemDay.CLOSE,
EntrustDate = d,
TradeDate = d,
TradePrice = klineItemDay.CLOSE,
Stamps = stampduty,
Fee = volumecommission,
TradeMethod = TradeInfo.TM_AUTO,
Reason = "个股预期观望超过" + (-1 * holdRecord.expect).ToString() + "天"
};
return(tradeInfo);
}
}
//达到止损线
if (p_stoploss > 0)
{
if (-1 * profilt > p_stoploss)
{
TradeInfo tradeInfo = new TradeInfo()
{
Direction = TradeDirection.Sell,
Code = holdRecord.code,
Amount = holdRecord.amount,
EntrustPrice = klineItemDay.CLOSE,
EntrustDate = d,
TradeDate = d,
TradePrice = klineItemDay.CLOSE,
Stamps = stampduty,
Fee = volumecommission,
TradeMethod = TradeInfo.TM_AUTO,
Reason = "到达止损线" + p_stoploss.ToString("F2")
};
return(tradeInfo);
}
}
//达到最大持仓天数
if (p_maxholddays > 0)
{
if (holdDays > p_maxholddays)
{
TradeInfo tradeInfo = new TradeInfo()
{
Direction = TradeDirection.Sell,
Code = holdRecord.code,
Amount = holdRecord.amount,
EntrustPrice = klineItemDay.CLOSE,
EntrustDate = d,
TradeDate = d,
TradePrice = klineItemDay.CLOSE,
Stamps = stampduty,
Fee = volumecommission,
TradeMethod = TradeInfo.TM_AUTO,
Reason = "到达最大持仓天数" + p_maxholddays.ToString()
};
return(tradeInfo);
}
}
return(null);
}
public override TradeRecords DoBuy(TimeSerialsDataSet ds, Properties strategyParam, BacktestParameter backtestParam)
{
TimeSeries <ITimeSeriesItem <List <double> > > dayFunds = ds.FundTrendCreateOrLoad(TimeUnit.day);
TimeSeries <ITimeSeriesItem <List <double> > > weekFunds = ds.FundTrendCreateOrLoad(TimeUnit.week);
TimeSeries <ITimeSeriesItem <double> > dayCross = ds.FundTrendCrossCreateOrLoad(TimeUnit.day);
TimeSeries <ITimeSeriesItem <double> > weekCross = ds.FundTrendCrossCreateOrLoad(TimeUnit.day);
if (dayFunds == null || dayFunds.Count <= 0 || weekFunds == null || weekFunds.Count <= 0 || dayCross == null || dayCross.Count <= 0 || weekCross == null || weekCross.Count <= 0)
{
return(null);
}
TradeRecords tr = new TradeRecords(ds.Code);
DateTime begin = backtestParam.BeginDate;
DateTime end = backtestParam.EndDate;
double p_day_low = strategyParam.Get <double>("day_low");
double p_day_bias = strategyParam.Get <double>("day_bias");
double p_week_low = strategyParam.Get <double>("week_low");
double p_week_bias = strategyParam.Get <double>("week_bias");
GetInMode p_getinMode = (GetInMode)strategyParam.Get <Object>("getinMode");
for (int i = 0; i < dayFunds.Count; i++)
{
ITimeSeriesItem <List <double> > dayFundItem = dayFunds[i];
if (dayFundItem == null)
{
continue;
}
if (dayFundItem.Date < begin || dayFundItem.Date >= end)
{
continue;
}
if ((dayFundItem.Value[0] - dayFundItem.Value[1]) < p_day_bias)
{
continue;
}
DateTime td = CalendarUtils.GetWeek(dayFundItem.Date, DayOfWeek.Friday);
ITimeSeriesItem <List <double> > weekFundItem = weekFunds[td];
if (weekFundItem == null)
{
continue;
}
if ((weekFundItem.Value[0] - weekFundItem.Value[1]) < p_week_bias)
{
continue;
}
KLine dayLine = ds.DayKLine;
if (dayLine == null)
{
continue;
}
KLineItem dayLineItem = dayLine[dayFundItem.Date];
if (dayLineItem == null)
{
continue;
}
TradeBout bout = new TradeBout(ds.Code);
bout.RecordTrade(1, dayFundItem.Date, TradeDirection.Buy, dayLineItem.CLOSE, (int)(p_getinMode.Value / dayLineItem.CLOSE), 0, 0, Name);
tr.Bouts.Add(bout);
}
return(tr);
}
public void Initialize()
{
_calendarUtils = new CalendarUtils();
}
