public OperType Analyse(IStockData prevStock, IStockData stock, IStockData nextStock)
{
if ((stock == null) || (prevStock == null) || (nextStock == null))
{
return(OperType.NoOper);
}
double deltapercent = StockDataCalc.GetRisePercent(stock);
//double prevPercent = StockDataCalc.GetRisePercent(prevStock);
double nextPercent = StockDataCalc.GetRisePercent(nextStock);
if (NumbericHelper.IsSameSign(deltapercent, nextPercent))
{
return(OperType.NoOper);
}
if ((nextPercent > 0.03) && (nextStock.EndPrice > prevStock.StartPrice) &&
(nextStock.EndPrice > stock.StartPrice))
{
return(OperType.Buy);
}
if ((nextPercent < -0.03) && (nextStock.EndPrice < prevStock.StartPrice) &&
(nextStock.EndPrice < stock.StartPrice))
{
return(OperType.Sell);
}
return(OperType.NoOper);
}
public bool AddStock(IStockData sd)
{
if (sd == null)
{
return false;
}
prevStock_ = currentStock_;
currentStock_ = sd;
if ((prevStock_ == null) || (currentStock_ == null))
{
return false;
}
double typicalPrice = CalcTypicalPrice(currentStock_);
bool isUp = StockJudger.IsRise(currentStock_, prevStock_);
AddTodayPrice(typicalPrice * currentStock_.Amount, isUp); // 直接保存Money Flow, 即Typical Price * Volume
if (PriceUpDowns_.Count < MFICALCDAYS)
{
return false;
}
CalculateMFI();
return true;
}
public OperType Analyse(IStockData prevStock, IStockData stock, IStockData nextStock)
{
if ((stock == null) || (prevStock == null) || (nextStock == null))
{
return OperType.NoOper;
}
double deltapercent = StockDataCalc.GetRisePercent(stock);
//double prevPercent = StockDataCalc.GetRisePercent(prevStock);
double nextPercent = StockDataCalc.GetRisePercent(nextStock);
if (NumbericHelper.IsSameSign(deltapercent, nextPercent))
{
return OperType.NoOper;
}
if ((nextPercent > 0.03) && (nextStock.EndPrice > prevStock.StartPrice)
&& (nextStock.EndPrice > stock.StartPrice))
{
return OperType.Buy;
}
if ((nextPercent < -0.03) && (nextStock.EndPrice < prevStock.StartPrice)
&& (nextStock.EndPrice < stock.StartPrice))
{
return OperType.Sell;
}
return OperType.NoOper;
}
public bool AddStock(IStockData sd)
{
if (sd == null)
{
return(false);
}
stocks_.Add(sd);
if (!stocks_.IsEnough())
{
return(false);
}
if (Judger_.FulFil(stocks_.GetAt(0), stocks_.GetAt(1), stocks_.GetAt(2)))
{
TodayOper_ = OperType.Sell;
}
else if (Judger_.ReverseFulFil(stocks_.GetAt(0), stocks_.GetAt(1), stocks_.GetAt(2)))
{
TodayOper_ = OperType.Buy;
}
else
{
TodayOper_ = OperType.NoOper;
}
return(true);
}
public bool AddStock(IStockData sd)
{
if (sd == null)
{
return false;
}
slopeCalc.AddVal(sd.EndPrice);
if (!slopeCalc.IsEnough())
{
return false;
}
if (slopeCalc.IsDownPeriod() && ShapeJudger.IsUpCross(sd))
{
TodayOper_ = OperType.Buy;
}
else if (slopeCalc.IsRisePeriod() && ShapeJudger.IsDownCross(sd))
{
TodayOper_ = OperType.Sell;
}
else
{
TodayOper_ = OperType.NoOper;
}
return true;
}
public bool AddStock(IStockData sd)
{
if (sd == null)
{
return(false);
}
slopeCalc.AddVal(sd.EndPrice);
if (!slopeCalc.IsEnough())
{
return(false);
}
if (slopeCalc.IsDownPeriod() && ShapeJudger.IsUpCross(sd))
{
TodayOper_ = OperType.Buy;
}
else if (slopeCalc.IsRisePeriod() && ShapeJudger.IsDownCross(sd))
{
TodayOper_ = OperType.Sell;
}
else
{
TodayOper_ = OperType.NoOper;
}
return(true);
}
public bool AddStock(IStockData sd)
{
if (sd == null)
{
return(false);
}
prevStock_ = currentStock_;
currentStock_ = sd;
if ((prevStock_ == null) || (currentStock_ == null))
{
return(false);
}
EngulfingType et = JudgeEngulfing(prevStock_, currentStock_);
if (et == EngulfingType.RED_ENGULFING)
{
TodayOper_ = OperType.Buy;
}
else if (et == EngulfingType.GREEN_ENGULFING)
{
TodayOper_ = OperType.Sell;
}
else
{
TodayOper_ = OperType.NoOper;
}
return(true);
}
public string ParseChars(IStockData prevData, IStockData todayData)
{
if (todayData == null)
{
throw new ArgumentNullException();
}
double priseRatio = 0.0;
if (prevData != null)
{
priseRatio = (todayData.StartPrice - prevData.EndPrice) / prevData.EndPrice;
}
if (todayData.AllPriceSame && (priseRatio < MINIMUM_RATIO))
{
// 处理停牌的情况
return("");
}
double upRatio = (todayData.MaxPrice - todayData.StartPrice) / todayData.StartPrice;
double downRatio = (todayData.MinPrice - todayData.StartPrice) / todayData.StartPrice;
double endRatio = (todayData.EndPrice - todayData.StartPrice) / todayData.StartPrice;
string todayMapping = GetRatioString(priseRatio) + GetRatioString(upRatio)
+ GetRatioString(downRatio) + GetRatioString(endRatio);
return(todayMapping);
}
public OperType Analyse(IStockData stock, IStockData prevStock)
{
if ((stock == null) || (prevStock == null))
{
return OperType.NoOper;
}
double deltapercent = StockDataCalc.GetRisePercent(stock);
double prevPercent = StockDataCalc.GetRisePercent(prevStock);
// Only for converse
if (NumbericHelper.IsSameSign(deltapercent, prevPercent))
{
return OperType.NoOper;
}
// ratio should be larger than yesterday
if (Math.Abs(deltapercent) < Math.Abs(prevPercent))
{
return OperType.NoOper;
}
if ((deltapercent > 0.02) && (stock.EndPrice > prevStock.StartPrice))
{
return OperType.Buy;
}
if ((deltapercent < -0.02) && (stock.EndPrice < prevStock.StartPrice))
{
return OperType.Sell;
}
return OperType.NoOper;
}
public bool AddStock(IStockData sd)
{
if (sd == null)
{
return(false);
}
if (!Averager_.IsEnough())
{
Averager_.AddVal(sd.Amount);
return(false);
}
double avgMinAmount = Averager_.GetValue() * (1 - BuyMargin_);
double avgMaxAmount = Averager_.GetValue() * (1 + SellMargin_);
if (sd.Amount < avgMinAmount)
{
// 成交地量，买入
TodayOper_ = OperType.Buy;
}
else if (sd.Amount > avgMaxAmount)
{
// 成交天量，卖出
TodayOper_ = OperType.Sell;
}
else
{
TodayOper_ = OperType.NoOper;
}
Averager_.AddVal(sd.Amount);
return(true);
}
public string GetCharMapping(IStockHistory hist)
{
string totalMapping = "";
DateTime startDate = hist.MinDate;
DateTime endDate = hist.MaxDate;
while (startDate < endDate)
{
IStockData todayData = hist.GetStock(startDate);
IStockData pervData = hist.GetPrevDayStock(startDate);
if (todayData == null)
{
startDate = DateFunc.GetNextWorkday(startDate);
continue;
}
string s = ParseChars(pervData, todayData);
if (!string.IsNullOrEmpty(s))
{
totalMapping += s + "|";
}
startDate = DateFunc.GetNextWorkday(startDate);
}
return(totalMapping);
}
public IEnumerable <IStockData> GetHistoricData(string symbol, DateTime startDate, DateTime endDate)
{
IReadOnlyList <Candle> historicData = _yahooFinanceApiManager.GetSecurityHistoricData(symbol, startDate, endDate);
if (historicData == null)
{
_logger.Error($"No data retrieved from Api manager for symbol: {symbol}");
return(Enumerable.Empty <IStockData>());
}
List <Candle> orderedHistoricData = historicData.OrderBy(x => x.DateTime).ToList();
var historicStockData = new List <IStockData>();
IStockData initialData = _securityDataFactory.GetStockData(symbol, orderedHistoricData[0], null);
historicStockData.Add(initialData);
for (int i = 1; i < orderedHistoricData.Count; i++)
{
//if(!IsValid(orderedHistoricData[i]))
//{
// _logger.Error($"Data point not valid - index: {i} Date: {orderedHistoricData[i].DateTime.ToString("yyyy-MM-dd")}");
// continue;
//}
decimal? previousClose = orderedHistoricData[i - 1].Close == 0 ? null : (decimal?)orderedHistoricData[i - 1].Close;
IStockData stockData = _securityDataFactory.GetStockData(symbol, orderedHistoricData[i], previousClose);
historicStockData.Add(stockData);
}
return(historicStockData);
}
public bool AddStock(IStockData sd)
{
if (sd == null)
{
return false;
}
if (!Averager_.IsEnough())
{
Averager_.AddVal(sd.Amount);
return false;
}
double avgMinAmount = Averager_.GetValue() * (1 - BuyMargin_);
double avgMaxAmount = Averager_.GetValue() * (1 + SellMargin_);
if (sd.Amount < avgMinAmount)
{
// 成交地量，买入
TodayOper_ = OperType.Buy;
}
else if (sd.Amount > avgMaxAmount)
{
// 成交天量，卖出
TodayOper_ = OperType.Sell;
}
else
{
TodayOper_ = OperType.NoOper;
}
Averager_.AddVal(sd.Amount);
return true;
}
// 添加某一天的股票信息
public void AddDayStock(DateTime dt, IStockData stock)
{
StockPoint pt = new StockPoint(dt, stock.MaxPrice, stock.MinPrice,
stock.StartPrice, stock.EndPrice, stock.VolumeHand);
_Stocks.Add(dt, pt);
}
public bool AddStock(IStockData sd)
{
if (sd == null)
{
return(false);
}
prevStock_ = currentStock_;
currentStock_ = sd;
if ((prevStock_ == null) || (currentStock_ == null))
{
return(false);
}
if (ShapeJudger.IsT2(currentStock_, DeltaRatio_) && VolumeHelper.IsLargerThan(currentStock_, prevStock_, 0.3))
{
TodayOper_ = OperType.Buy;
}
else if (ShapeJudger.IsReverseT2(currentStock_, DeltaRatio_))
{
TodayOper_ = OperType.Sell;
}
else
{
TodayOper_ = OperType.NoOper;
}
return(true);
}
public bool AddStock(IStockData sd)
{
if (sd == null)
{
return false;
}
stocks_.Add(sd);
if (!stocks_.IsEnough())
{
return false;
}
if (Judger_.FulFil(stocks_.GetAt(0), stocks_.GetAt(1), stocks_.GetAt(2)))
{
TodayOper_ = OperType.Sell;
}
else if (Judger_.ReverseFulFil(stocks_.GetAt(0), stocks_.GetAt(1), stocks_.GetAt(2)))
{
TodayOper_ = OperType.Buy;
}
else
{
TodayOper_ = OperType.NoOper;
}
return true;
}
public OperType Analyse(IStockData stock, IStockData prevStock)
{
if ((stock == null) || (prevStock == null))
{
return(OperType.NoOper);
}
double deltapercent = StockDataCalc.GetRisePercent(stock);
double prevPercent = StockDataCalc.GetRisePercent(prevStock);
// Only for converse
if (NumbericHelper.IsSameSign(deltapercent, prevPercent))
{
return(OperType.NoOper);
}
// ratio should be larger than yesterday
if (Math.Abs(deltapercent) < Math.Abs(prevPercent))
{
return(OperType.NoOper);
}
if ((deltapercent > 0.02) && (stock.EndPrice > prevStock.StartPrice))
{
return(OperType.Buy);
}
if ((deltapercent < -0.02) && (stock.EndPrice < prevStock.StartPrice))
{
return(OperType.Sell);
}
return(OperType.NoOper);
}
public bool AddStock(IStockData sd)
{
if (sd == null)
{
return(false);
}
prevStock_ = currentStock_;
currentStock_ = sd;
if ((prevStock_ == null) || (currentStock_ == null))
{
return(false);
}
double typicalPrice = CalcTypicalPrice(currentStock_);
bool isUp = StockJudger.IsRise(currentStock_, prevStock_);
AddTodayPrice(typicalPrice * currentStock_.Amount, isUp); // 直接保存Money Flow, 即Typical Price * Volume
if (PriceUpDowns_.Count < MFICALCDAYS)
{
return(false);
}
CalculateMFI();
return(true);
}
public string CalcUpTemplate()
{
if (!IsWholeWeek())
{
return("");
}
string s = "";
IStockData stock1 = dayToStocks_[DayOfWeek.Monday];
s += GetUpDescription(stock1);
IStockData stock2 = dayToStocks_[DayOfWeek.Tuesday];
s += GetUpDescription(stock2);
IStockData stock3 = dayToStocks_[DayOfWeek.Wednesday];
s += GetUpDescription(stock3);
IStockData stock4 = dayToStocks_[DayOfWeek.Thursday];
s += GetUpDescription(stock4);
IStockData stock5 = dayToStocks_[DayOfWeek.Friday];
s += GetUpDescription(stock5);
return(s);
}
/// <summary>
/// Add each stock data of a stock history
/// </summary>
/// <param name="dt">Stock data of one day</param>
public void AddStockData(IStockData dt)
{
if (dt == null)
{
return;
}
DateTime dtFromBinary = DateTime.FromBinary(dt.TradeDateBinary);
DateTime localDate = DateFunc.ConvertToLocal(dtFromBinary);
int week = calendar_.GetWeekOfYear(localDate, CalendarWeekRule.FirstFullWeek, DayOfWeek.Monday);
int weekId = MakeWeekId(localDate.Year, week);
if (Results_.ContainsKey(weekId))
{
Results_[weekId].AddStockData(dt);
}
else
{
WeeklyResult res = new WeeklyResult();
res.AddStockData(dt);
Results_.Add(weekId, res);
}
}
/// <summary>
/// Categorized stock performance by each day of one week
/// </summary>
/// <param name="log">logger for output results</param>
public void AnalyzeEachDayOfOneWeek(ICustomLog log)
{
StockWeekData mondaydata = new StockWeekData();
StockWeekData tuesdaydata = new StockWeekData();
StockWeekData wednesdaydata = new StockWeekData();
StockWeekData thursdaydata = new StockWeekData();
StockWeekData fridaydata = new StockWeekData();
foreach (WeeklyResult res in Results_.Values)
{
IStockData sdMonday = res.GetStockData(DayOfWeek.Monday);
IStockData sdTuesday = res.GetStockData(DayOfWeek.Tuesday);
IStockData sdWednesday = res.GetStockData(DayOfWeek.Wednesday);
IStockData sdThursday = res.GetStockData(DayOfWeek.Thursday);
IStockData sdFriday = res.GetStockData(DayOfWeek.Friday);
mondaydata.AddStockData(sdMonday);
tuesdaydata.AddStockData(sdTuesday);
wednesdaydata.AddStockData(sdWednesday);
thursdaydata.AddStockData(sdThursday);
fridaydata.AddStockData(sdFriday);
}
log.LogInfo("Monday up percent: " + mondaydata.CalcUpPercent().ToString("F03")
+ ", Days = " + mondaydata.TotalDays);
log.LogInfo("Tuesday up percent: " + tuesdaydata.CalcUpPercent().ToString("F03")
+ ", Days = " + tuesdaydata.TotalDays);
log.LogInfo("Wednesday up percent: " + wednesdaydata.CalcUpPercent().ToString("F03")
+ ", Days = " + wednesdaydata.TotalDays);
log.LogInfo("Thursday up percent: " + thursdaydata.CalcUpPercent().ToString("F03")
+ ", Days = " + thursdaydata.TotalDays);
log.LogInfo("Friday up percent: " + fridaydata.CalcUpPercent().ToString("F03")
+ ", Days = " + fridaydata.TotalDays);
}
public override ICollection <StockOper> GetOper(DateTime day, IAccount account)
{
IStockData curProp = stockHistory.GetStock(day);
if (!CheckStock(curProp, day))
{
return(null);
}
_Averager.AddVal(curProp.Amount);
_SlopeCalc.AddVal(curProp.EndPrice); // 计算收盘价斜率
if (!_Averager.IsEnough() || !_SlopeCalc.IsEnough())
{
return(null);
}
ICollection <StockOper> opers = new List <StockOper>();
double avgMinAmount = _Averager.GetValue() * (1 - _BuyMargin);
double avgMaxAmount = _Averager.GetValue() * (1 + _SellMargin);
ShapeJudger judger = new ShapeJudger(curProp);
//if ((curProp.Amount < avgMinAmount) && (judger.IsCross() && _SlopeCalc.IsDownPeriod()))
if ((curProp.Amount < avgMinAmount) && ShapeJudger.IsCross(curProp))
{
// 成交地量，十字星，买入
int stockCount = Transaction.GetCanBuyStockCount(account.BankRoll,
curProp.EndPrice);
if (stockCount > 0)
{
StockOper oper = new StockOper(curProp.EndPrice, stockCount, OperType.Buy);
opers.Add(oper);
return(opers);
}
}
else if ((curProp.Amount > avgMaxAmount) && _SlopeCalc.IsRisePeriod())
{
// 上涨过程，成交天量，卖出
if (stockHolder.HasStock())
{
StockOper oper = new StockOper(curProp.EndPrice, stockHolder.StockCount(), OperType.Sell);
opers.Add(oper);
return(opers);
}
}
if (judger.IsReverseT())
{
// 倒T型，卖出
if (stockHolder.HasStock())
{
StockOper oper = new StockOper(curProp.EndPrice, stockHolder.StockCount(), OperType.Sell);
opers.Add(oper);
return(opers);
}
}
return(null);
}
public void StockChangeTest()
{
// 8 chips were bought, 50 were there at the start
IStockData stock = (IStockData)sut.Stock;
Assert.Equal(42, stock.GetProductQuantity("chips"));
}
static EngulfingType JudgeEngulfing(IStockData prevStock, IStockData todayStock)
{
if ((prevStock == null) || (todayStock == null))
{
return EngulfingType.NOT_ENGULFING;
}
if ((todayStock.MinPrice < prevStock.MinPrice)
&& (todayStock.MaxPrice > prevStock.MaxPrice))
{
if ((StockDataCalculator.GetRiseRatio(todayStock) > 0.01)
&& StockDataCalculator.IsDifferentRiseDown(prevStock, todayStock))
{
return EngulfingType.RED_ENGULFING;
}
else if ((StockDataCalculator.GetRiseRatio(todayStock) < -0.01)
&& StockDataCalculator.IsDifferentRiseDown(prevStock, todayStock))
{
return EngulfingType.GREEN_ENGULFING;
}
else
{
return EngulfingType.NOT_ENGULFING;
}
}
else
{
return EngulfingType.NOT_ENGULFING;
}
}
/// <summary>
/// Add each stock data of a stock history
/// </summary>
/// <param name="dt">Stock data of one day</param>
public void AddStockData(IStockData dt)
{
if (dt == null)
{
return;
}
DateTime dtFromBinary = DateTime.FromBinary(dt.TradeDateBinary);
DateTime localDate = DateFunc.ConvertToLocal(dtFromBinary);
int week = calendar_.GetWeekOfYear(localDate, CalendarWeekRule.FirstFullWeek, DayOfWeek.Monday);
int weekId = MakeWeekId(localDate.Year, week);
if (Results_.ContainsKey(weekId))
{
Results_[weekId].AddStockData(dt);
}
else
{
WeeklyResult res = new WeeklyResult();
res.AddStockData(dt);
Results_.Add(weekId, res);
}
}
static EngulfingType JudgeEngulfing(IStockData prevStock, IStockData todayStock)
{
if ((prevStock == null) || (todayStock == null))
{
return(EngulfingType.NOT_ENGULFING);
}
if ((todayStock.MinPrice < prevStock.MinPrice) &&
(todayStock.MaxPrice > prevStock.MaxPrice))
{
if ((StockDataCalculator.GetRiseRatio(todayStock) > 0.01) &&
StockDataCalculator.IsDifferentRiseDown(prevStock, todayStock))
{
return(EngulfingType.RED_ENGULFING);
}
else if ((StockDataCalculator.GetRiseRatio(todayStock) < -0.01) &&
StockDataCalculator.IsDifferentRiseDown(prevStock, todayStock))
{
return(EngulfingType.GREEN_ENGULFING);
}
else
{
return(EngulfingType.NOT_ENGULFING);
}
}
else
{
return(EngulfingType.NOT_ENGULFING);
}
}
public bool AddStock(IStockData sd)
{
if (sd == null)
{
return false;
}
prevStock_ = currentStock_;
currentStock_ = sd;
if ((prevStock_ == null) || (currentStock_ == null))
{
return false;
}
EngulfingType et = JudgeEngulfing(prevStock_, currentStock_);
if (et == EngulfingType.RED_ENGULFING)
{
TodayOper_ = OperType.Buy;
}
else if (et == EngulfingType.GREEN_ENGULFING)
{
TodayOper_ = OperType.Sell;
}
else
{
TodayOper_ = OperType.NoOper;
}
return true;
}
// 最简单的算法，指令为前一日最低值买入，最高值卖出
public override ICollection <StockOper> GetOper(DateTime day, IAccount account)
{
IStockData prevStock = stockHistory.GetPrevDayStock(day);
if (prevStock == null)
{
Debug.WriteLine("StrategyMinMax -- GetPrevDayStock ERROR: Cur Day: " + day.ToLongDateString());
//Debug.Assert(false);
return(null);
}
ICollection <StockOper> opers = new List <StockOper>();
int stockCount = Transaction.GetCanBuyStockCount(account.BankRoll,
prevStock.MinPrice);
if (stockCount > 0)
{
StockOper oper = new StockOper(prevStock.MinPrice, stockCount, OperType.Buy);
opers.Add(oper);
}
if (stockHolder.HasStock())
{
StockOper oper2 = new StockOper(prevStock.MaxPrice, stockHolder.StockCount(), OperType.Sell);
opers.Add(oper2);
}
return(opers);
}
public void StudentOfficeBalanceChangeTest()
{
// Office balance was 237.5 before the sell
IStockData stock = (IStockData)sut.Stock;
Assert.Equal(251m, stock.CurrentBalance);
}
public string ParseChars(IStockData prevData, IStockData todayData)
{
if (todayData == null)
{
throw new ArgumentNullException();
}
double priseRatio = 0.0;
if (prevData != null)
{
priseRatio = (todayData.StartPrice - prevData.EndPrice) / prevData.EndPrice;
}
if (todayData.AllPriceSame && (priseRatio < MINIMUM_RATIO))
{
// 处理停牌的情况
return "";
}
double upRatio = (todayData.MaxPrice - todayData.StartPrice) / todayData.StartPrice;
double downRatio = (todayData.MinPrice - todayData.StartPrice) / todayData.StartPrice;
double endRatio = (todayData.EndPrice - todayData.StartPrice) / todayData.StartPrice;
string todayMapping = GetRatioString(priseRatio) + GetRatioString(upRatio)
+ GetRatioString(downRatio) + GetRatioString(endRatio);
return todayMapping;
}
// ���ijһ��Ĺ�Ʊ��Ϣ
public void AddDayStock(DateTime dt, IStockData stock)
{
StockPoint pt = new StockPoint(dt, stock.MaxPrice, stock.MinPrice,
stock.StartPrice, stock.EndPrice, stock.VolumeHand);
_Stocks.Add(dt, pt);
}
public bool AddStock(IStockData sd)
{
if (sd == null)
{
return false;
}
prevStock_ = currentStock_;
currentStock_ = sd;
if ((prevStock_ == null) || (currentStock_ == null))
{
return false;
}
AddTodayPrice(sd.EndPrice, StockJudger.IsRise(sd, prevStock_));
if (Prices_.Count < RSICALCDAYS)
{
return false;
}
double rsi = CalculateRSI();
AnalyseOperation(rsi);
return true;
}
public CashRegisterService(IMapper mapper, IStockService stockService, IStockData stockData)
{
this.mapper = mapper;
this.stockService = stockService;
this.stockData = stockData;
result = new ResultVM();
}
public bool AddStock(IStockData sd)
{
if (sd == null)
{
return(false);
}
prevStock_ = currentStock_;
currentStock_ = sd;
if ((prevStock_ == null) || (currentStock_ == null))
{
return(false);
}
AddTodayPrice(sd.EndPrice, StockJudger.IsRise(sd, prevStock_));
if (Prices_.Count < RSICALCDAYS)
{
return(false);
}
double rsi = CalculateRSI();
AnalyseOperation(rsi);
return(true);
}
// 指令为前一日最低值买入，赚x%卖出
public override ICollection <StockOper> GetOper(DateTime day, IAccount account)
{
IStockData prevStockProp = stockHistory.GetPrevDayStock(day);
if (prevStockProp == null)
{
Debug.WriteLine("StrategyPercent -- GetPrevDayStock ERROR: Cur Day: " + day.ToLongDateString());
return(null);
}
ICollection <StockOper> opers = new List <StockOper>();
int stockCount = Transaction.GetCanBuyStockCount(account.BankRoll,
prevStockProp.MinPrice);
if (stockCount > 0)
{
StockOper oper = new StockOper(prevStockProp.MinPrice, stockCount, OperType.Buy);
opers.Add(oper);
}
if (stockHolder.HasStock())
{
double unitCost = stockHolder.UnitPrice;
if (unitCost > 0)
{
StockOper oper2 = new StockOper(unitCost * (1 + winPercent), stockHolder.StockCount(), OperType.Sell);
opers.Add(oper2);
}
}
return(opers);
}
public CpuSimulation(IStockData stockData, int holding = 10, float ann = 5.0990f)
{
_stockData = stockData;
_holding = holding;
_ann = ann;
_returns = new float[stockData.StocksCount, stockData.QuotesPerStock - holding];
}
public StockService(IStockData stockData,
IConnectionService connectionService,
IMarketDataService marketDataService)
{
_stockData = stockData;
_connectionService = connectionService;
_marketDataService = marketDataService;
}
public static bool IsT2(IStockData data, double ratio)
{
double deltaEndMin = (data.EndPrice - data.MinPrice) / data.MinPrice;
double deltaStartMax = (data.MaxPrice - data.StartPrice) / data.StartPrice;
double deltaEndMax = (data.MaxPrice - data.EndPrice) / data.EndPrice;
return ((deltaEndMin >= ratio)
&& (deltaStartMax <= (ratio / 4)) && (deltaEndMax <= (ratio / 4)));
}
public override ICollection <StockOper> GetOper(DateTime day, IAccount account)
{
IStockData curStockProp = stockHistory.GetStock(day);
if (curStockProp == null)
{
return(null);
}
ICollection <StockOper> opers = new List <StockOper>();
if (!stockHolder.HasStock())
{
// 无股票则买入10%
int stockCount = Transaction.GetCanBuyStockCount(account.BankRoll * BAMBOOPERCENT,
curStockProp.StartPrice); // 开盘买入
if (stockCount >= STOCKHAND)
{
StockOper oper = new StockOper(curStockProp.StartPrice, stockCount, OperType.Buy);
opers.Add(oper);
}
}
else
{
double unitCost = stockHolder.UnitPrice; // 持仓成本
if (unitCost > 0)
{
double expectedMinPrice = unitCost * (1 - BAMBOOPERCENT);
double expectedMaxPrice = unitCost * (1 + BAMBOOPERCENT);
if (curStockProp.MinPrice <= expectedMinPrice)
{
// 现金的10%
int stockCount = Transaction.GetCanBuyStockCount(account.BankRoll * BAMBOOPERCENT,
curStockProp.StartPrice);
if (stockCount > 0)
{
StockOper oper2 = new StockOper(expectedMinPrice, stockCount, OperType.Buy);
opers.Add(oper2);
}
}
if (curStockProp.MaxPrice >= expectedMaxPrice)
{
// 卖出持仓股票的10%
double sellCount = stockHolder.StockCount() * BAMBOOPERCENT;
if (sellCount >= STOCKHAND)
{
opers.Add(new StockOper(expectedMaxPrice, Convert.ToInt32(sellCount), OperType.Sell));
}
}
}
}
return(opers);
}
public static bool IsReverseT2(IStockData data, double ratio)
{
double deltaEndMax = (data.MaxPrice - data.EndPrice) / data.EndPrice;
double deltaStartMin = (data.StartPrice - data.MinPrice) / data.MinPrice;
double deltaEndMin = (data.EndPrice - data.MinPrice) / data.MinPrice;
return((deltaEndMax >= ratio) &&
(deltaStartMin <= ratio / 4) && (deltaEndMin <= ratio / 4));
}
public static bool IsDownCross(IStockData data)
{
double deltapercent = StockDataCalc.GetRisePercent(data);
bool isCross = ((Math.Abs(deltapercent) < CROSSDELTAPERCENT)
&& (data.MaxPrice > data.StartPrice)
&& (data.MinPrice < data.EndPrice));
return isCross && (data.EndPrice < data.StartPrice);
}
public static bool IsDownCross(IStockData data)
{
double deltapercent = StockDataCalc.GetRisePercent(data);
bool isCross = ((Math.Abs(deltapercent) < CROSSDELTAPERCENT) &&
(data.MaxPrice > data.StartPrice) &&
(data.MinPrice < data.EndPrice));
return(isCross && (data.EndPrice < data.StartPrice));
}
public void NotifyingTest()
{
// Test of the notifying : stock was at 42, 35 are sold, 40 are ordered
IStockData stock = (IStockData)sut.Stock;
sut.SellProduct(john, new Order(ProductGenerator.chips, 35));
Assert.Equal(47, stock.GetProductQuantity("chips"));
}
public StateOfStudentOffice(
Dictionary <Client, decimal> clients,
IStockData stock,
List <Transaction> transactions)
{
_clientsSnapshot = clients;
_stockSnapshot = stock;
_transactionsSnapshot = transactions;
}
public bool AddStock(IStockData sd)
{
bool totalResult = true;
foreach (ISignalCalculator calc in IndicatorsArr_)
{
totalResult = totalResult && calc.AddStock(sd);
}
return totalResult;
}
private bool IsWin(IStockData daystock)
{
if (HolderManager.Instance().Holder.HasStock())
{
return (daystock.EndPrice >= HolderManager.Instance().Holder.UnitPrice);
}
else
{
return true;
}
}
public bool AddStock(IStockData sd)
{
currentStatus_ = Alg_.AddValue(sd.EndPrice);
if (currentStatus_)
{
macdValues_.AddValue(Alg_.GetMacd());
}
return true;
}
protected static bool CheckStock(IStockData stock, DateTime day)
{
if (stock == null)
{
StrategyLog.DebugFormat("ERROR: Cannot find Stock Property of date: {0}!", day.ToShortDateString());
return false;
}
else
{
return true;
}
}
public static bool IsDifferentRiseDown(IStockData sd1, IStockData sd2)
{
if (IsRise(sd1) && IsDown(sd2))
{
return true;
}
else if (IsDown(sd1) && IsRise(sd2))
{
return true;
}
return false;
}
public static bool IsCross(IStockData data)
{
double deltapercent = StockDataCalc.GetRisePercent(data);
double riseRatio = StockDataCalc.GetRisePercent(data.StartPrice, data.MaxPrice);
double downRatio = StockDataCalc.GetRisePercent(data.StartPrice, data.MinPrice);
double swingRatio = riseRatio + downRatio;
return ((Math.Abs(deltapercent) < CROSSDELTAPERCENT)
&& (data.MaxPrice > data.StartPrice)
&& (data.MinPrice < data.EndPrice)
&& (swingRatio < CROSSDELTAPERCENT)
&& (riseRatio > CROSSSWINGPERCENT));
}
public bool AddStock(IStockData sd)
{
if (sd == null)
{
return false;
}
if (PreviousStock_ == null)
{
PreviousStock_ = sd;
FirstDaySetted = true;
}
return true;
}
public void AddStock(DateTime dt, IStockData stock)
{
if (!DailyStocks_.ContainsKey(dt))
{
DailyStocks_.Add(dt, stock);
}
else
{
// ???
// 2009-08-25
}
MinDate = (MinDate > dt) ? dt : MinDate;
MaxDate = (MaxDate < dt) ? dt : MaxDate;
}
public bool AddStock(IStockData sd)
{
if (sd == null)
{
return false;
}
stocks_.Add(sd);
if (!stocks_.IsEnough())
{
return false;
}
TodayOper_ = Scanner_.Analyse(stocks_.GetAt(0), stocks_.GetAt(1), stocks_.GetAt(2));
return true;
}
public bool AddStock(IStockData sd)
{
if (sd == null)
{
return false;
}
prevStock_ = currentStock_;
currentStock_ = sd;
if ((prevStock_ == null) || (currentStock_ == null))
{
return false;
}
TodayOper_ = Scanner_.Analyse(currentStock_, prevStock_);
return true;
}
public StockPresenter(IStockView stockView, IStockData stockData)
{
if (stockView == null)
{
throw new ArgumentNullException(nameof(stockView));
}
if (stockData == null)
{
throw new ArgumentNullException(nameof(stockData));
}
this.stockView = stockView;
this.stockData = stockData;
this.stockView.BuyClickAction += this.OnBuyClickAction;
this.stockView.FindClickAction += this.OnFindClickAction;
}
public bool AddStock(IStockData sd)
{
if (sd == null)
{
return false;
}
prevStock_ = currentStock_;
currentStock_ = sd;
if (prevStock_ == null)
{
return false;
}
TodayOper_ = Rule_.Execute(currentStock_.EndPrice, prevStock_.EndPrice);
return true;
}
void CalculateSignal(DateTime dt, IStockData stock)
{
if (stock == null)
{
return;
}
if (!signalCalc_.AddStock(stock))
{
return;
}
OperType ot = signalCalc_.GetSignal();
if (ot != OperType.NoOper)
{
DateToOpers_.Add(dt, ot);
}
}
public bool AddStock(IStockData sd)
{
if (sd == null)
{
return false;
}
if (ShapeJudger.IsT2(sd, DeltaRatio_))
{
TodayOper_ = OperType.Buy;
}
else if (ShapeJudger.IsReverseT2(sd, DeltaRatio_))
{
TodayOper_ = OperType.Sell;
}
else
{
TodayOper_ = OperType.NoOper;
}
return true;
}
public bool AddStock(IStockData sd)
{
prediction_.AddPrice(sd.EndPrice);
if (!prediction_.IsCountEnough())
{
return false;
}
// 长周期日线和短周期日线
double longEMA = prediction_.GetLongAverage();
double shortEMA = prediction_.GetShortAverage();
double diff = shortEMA - longEMA; // 短周期均值-长周期均值
if (double.IsNaN(previousMA_))
{
previousMA_ = diff;
return false;
}
TodayOper_ = OperType.NoOper;
if (previousMA_ < 0)
{
if (prediction_.CalcNextPredictionValue() > 0)
{
TodayOper_ = OperType.Buy;
}
}
else if (previousMA_ > 0)
{
if (prediction_.CalcNextPredictionValue() < 0)
{
TodayOper_ = OperType.Sell;
}
}
previousMA_ = diff;
return true;
}
public StockEngine(IStockData data, IClock clock)
{
this.Data = data;
this.Clock = clock;
}