private int Test01_b(int nextDate, int date, CSChart csc)
{
for (int c = 0; c <
4
//10
//20
; c++)
{
{
long dt = date * 1000000L + 90000;
long nextDt = nextDate * 1000000L + 90000;
if (csc.GetPrice(dt).Mid < csc.GetPrice(nextDt).Mid)
{
break;
}
}
do
{
nextDate = DateToDay.ToDate(DateToDay.ToDay(nextDate) + 1);
}while ("土日".Contains(DateTimeUnit.FromDate(nextDate).GetWeekday()));
}
return(nextDate);
}
private SortedList <CSPrice> LoadDayPrices(int day)
{
SortedList <CSPrice> ret = new SortedList <CSPrice>(Comp_CSPrice);
ret.AddRange(StorageLoader.LoadStorage(DateToDay.ToDate(day), CurrencyPair));
return(ret);
}
private void Test01_a(int dateStart, int dateEnd)
{
for (int maDay = 5; maDay <= 30; maDay += 5)
{
List <Info> infos = new List <Info>();
CSChartManager cscm = new CSChartManager();
CSChart csc = cscm.GetCSChart("USDJPY");
TTChart ttc = new TTChart(csc);
MAChart mac = new MAChart(ttSec => ttc.GetPrice(ttSec).Mid, 60 * 24 * maDay, 60);
for (int date = dateStart; date <= dateEnd;)
{
int nextDate = date;
do
{
nextDate = DateToDay.ToDate(DateToDay.ToDay(nextDate) + 1);
}while ("土日".Contains(DateTimeUnit.FromDate(nextDate).GetWeekday()));
int bNextDate = Test01_b(nextDate, date, csc);
long dt = date * 1000000L + 90000;
long bNextDt = bNextDate * 1000000L + 90000;
// ----
infos.Add(new Info()
{
MvAvgPrice = mac.GetPrice(TTCommon.DateTimeToTTSec(dt)),
Price = csc.GetPrice(dt).Mid,
NextDayPrice = csc.GetPrice(bNextDt).Mid,
});
// ----
date = nextDate;
}
using (CsvFileWriter writer = new CsvFileWriter(string.Format(@"C:\temp\maDay={0}.csv", maDay)))
{
foreach (Info info in infos)
{
writer.WriteCell(info.Price.ToString("F9"));
writer.WriteCell(info.MvAvgPrice.ToString("F9"));
writer.WriteCell(info.NextDayPrice.ToString("F9"));
writer.WriteCell((info.MvAvgPrice / info.Price).ToString("F9"));
writer.WriteCell((info.NextDayPrice / info.Price).ToString("F9"));
writer.EndRow();
}
}
}
}
public static void CheckDate(int date)
{
if (date < CSConsts.DATE_TIME_MIN / 1000000 || CSConsts.DATE_TIME_MAX / 1000000 < date)
{
throw new Exception("Out of range date: " + date);
}
if (DateToDay.ToDate(DateToDay.ToDay(date)) != date)
{
throw new Exception("Bad date: " + date);
}
}