public List <DailyBar> GetDailyLine(string symbol, string lastDateString, int n)
{
List <DailyBar> gskDailys;
lock (this._md){
gskDailys = this._md.GetLastNDailyBars(symbol, n, lastDateString);
}
//进行向前复权
int num = gskDailys.Count;
if (num > 1)
{
DailyBar lastDaily = gskDailys[0];
for (int i = 1; i < num; i++)
{
DailyBar curDaily = gskDailys[i];
if (curDaily.adj_factor != lastDaily.adj_factor)
{
curDaily.close = curDaily.close * curDaily.adj_factor / lastDaily.adj_factor;
curDaily.high = curDaily.high * curDaily.adj_factor / lastDaily.adj_factor;
curDaily.low = curDaily.low * curDaily.adj_factor / lastDaily.adj_factor;
curDaily.open = curDaily.open * curDaily.adj_factor / lastDaily.adj_factor;
curDaily.pre_close = curDaily.pre_close * curDaily.adj_factor / lastDaily.adj_factor;
curDaily.volume = (long)(curDaily.volume * lastDaily.adj_factor / curDaily.adj_factor);
curDaily.adj_factor = lastDaily.adj_factor;
}
lastDaily = curDaily;
}
gskDailys.Reverse(); //倒序一下，因为从掘金得到的数据是最新的索引为0
}
return(gskDailys);
}
private void calculateMatch(Security curSecurity)
{
//if (curSecurity.Symbol != "SZSE.002864") return;
curSecurity.Matched = false;
//daliyBars是反序放置的，最新的日线索引最小
List <DailyBar> dailyBars = this._md.GetLastNDailyBars(curSecurity.Symbol, 20, DateTime.Today.AddDays(-1).ToString("yyyy-MM-dd"));
if (dailyBars.Count <= 0)
{
return;
}
this.AdjustDailys(dailyBars);
//判断昨日是否有长上影线
DailyBar lastDaily = dailyBars.First();
//Console.WriteLine(lastDaily.strtime);
float up = lastDaily.close;
if (lastDaily.open > up)
{
up = lastDaily.open;
}
float topShadow = lastDaily.high - up;
float other = up - lastDaily.low;
if (topShadow > other / 3)
{
return;
}
//判断昨日均价是否收阳
double avgPrice = lastDaily.amount / lastDaily.volume;
if (avgPrice < lastDaily.open)
{
return;
}
//判断最近M天上涨次数是否多于下跌次数
int m = 10;
if (dailyBars.Count < m)
{
m = dailyBars.Count;
}
int incCount = 0;
for (int i = 0; i < m; i++)
{
if (dailyBars[i].close > dailyBars[i].pre_close)
{
incCount++;
}
}
if (incCount <= m / 2)
{
return;
}
curSecurity.Matched = true;
}
private void AdjustDailys(List <DailyBar> gmDailys)
{//进行向前复权
int num = gmDailys.Count;
if (num > 1)
{
DailyBar lastDaily = gmDailys[0];
for (int i = 1; i < num; i++)
{
DailyBar curDaily = gmDailys[i];
if (curDaily.adj_factor != lastDaily.adj_factor)
{
curDaily.close = curDaily.close * curDaily.adj_factor / lastDaily.adj_factor;
curDaily.high = curDaily.high * curDaily.adj_factor / lastDaily.adj_factor;
curDaily.low = curDaily.low * curDaily.adj_factor / lastDaily.adj_factor;
curDaily.open = curDaily.open * curDaily.adj_factor / lastDaily.adj_factor;
curDaily.pre_close = curDaily.pre_close * curDaily.adj_factor / lastDaily.adj_factor;
curDaily.volume = (long)(curDaily.volume * lastDaily.adj_factor / curDaily.adj_factor);
curDaily.adj_factor = lastDaily.adj_factor;
}
lastDaily = curDaily;
}
}
}
private void Adj_factor(DailyBar bar)
{
bar.open = bar.open * bar.adj_factor / baseFactor;
bar.close = bar.close * bar.adj_factor / baseFactor;
bar.high = bar.high * bar.adj_factor / baseFactor;
bar.low = bar.low * bar.adj_factor / baseFactor;
}
public void PushDailyBar(DailyBar bar)
{
if (!IsBench)
Adj_factor(bar);
string symbol = string.Format("{0}.{1}", bar.exchange, bar.sec_id);
ta.PushKLine(0, new KLine(symbol, bar.utc_time, bar.open, bar.close, bar.high, bar.low, bar.volume));
}
public KLine GetKLine(DailyBar bar)
{
if (!IsBench)
Adj_factor(bar);
string symbol = string.Format("{0}.{1}", bar.exchange, bar.sec_id);
return new KLine(symbol, bar.utc_time, bar.open, bar.close, bar.high, bar.low, bar.volume);
}
public KLineDaily(DailyBar bar)
{
this.bar = bar;
}