private void FormStrategyDetail_Load(object sender, EventArgs e)
{
AddGridTitle();
ValidationJudger judger = new ValidationJudger();
judger.Judge(Results);
StrategyJudger strategyJudger = new StrategyJudger();
strategyJudger.Judge(Results);
InitScoresMapping(judger, strategyJudger);
foreach (string strategyName in Results.AllStrategyNames)
{
IStockValues val = Results.GetResult(strategyName);
ListViewItem listItem = new ListViewItem(strategyName);
listItem.SubItems.Add(val.GetOperCount(OperType.Buy).ToString());
listItem.SubItems.Add(val.GetOperCount(OperType.Sell).ToString());
listItem.SubItems.Add(FindScore("Buy Signal", strategyName));
listItem.SubItems.Add(FindScore("Sell Signal", strategyName));
listItem.SubItems.Add(FindScore("Buy and Sell Signal", strategyName));
listItem.SubItems.Add(FindScore("Daily Prices Sigma", strategyName));
listViewStrategy.Items.Add(listItem);
}
}
public void Judge(IStrategyResults res)
{
ICollection <string> allStrategies = res.AllStrategyNames;
IStockValues holderValues = res.GetResult("Hold");
List <DateTime> dates = holderValues.GetAllDate().ToList <DateTime>();
dates.Sort();
DateTime minDate = dates.First <DateTime>();
DateTime maxDate = dates.Last <DateTime>();
Debug.Assert(minDate < maxDate);
DateTime curDate = minDate;
while (curDate < maxDate)
{
foreach (string name in allStrategies)
{
IStockValues values = res.GetResult(name);
double holderTotalValue = holderValues.GetTotalValue(curDate);
double strategyTotalValue = values.GetTotalValue(curDate);
Scores_.AddScore(name, CalcSimpleScore(holderTotalValue, strategyTotalValue));
}
curDate = DateFunc.GetNextWorkday(curDate);
}
}
private void DrawResult(string strategyname)
{
chart1.Series.Add(strategyname);
chart1.Series[strategyname].ChartArea = "Result"; // 设置Series绘制区域
chart1.Series[strategyname].ChartType = SeriesChartType.Point;
chart1.Series[strategyname].XValueType = ChartValueType.DateTime;
chart1.Series[strategyname]["PointWidth"] = "1.5";
IStockValues values = StrategyResults_.GetResult(strategyname);
if (values == null)
{
return;
}
ICollection <DateTime> dates = values.GetAllDate();
foreach (DateTime dt in dates)
{
double val = values.GetTotalValue(dt);
Debug.Assert(val > 0);
int curPos = chart1.Series[strategyname].Points.AddXY(dt, val);
if (values.GetOperationSignal(dt) == OperType.Buy)
{
chart1.Series[strategyname].Points[curPos].MarkerImage = ApplicationHelper.GetAppPath() + "\\image\\buysignal.bmp";
}
else if (values.GetOperationSignal(dt) == OperType.Sell)
{
chart1.Series[strategyname].Points[curPos].MarkerImage = ApplicationHelper.GetAppPath() + "\\image\\sellsignal.bmp";
}
}
}
private void Start(IStockValues values, IFinanceStrategy strategy)
{
LogMgr.Logger.LogInfo("==>Start With Strategy: " + strategy.Name + "...");
Account acc = new Account();
acc.BankRoll = INITCASH;
IStockHolder holder = new StockHolder();
holder.History = History_;
acc.Holder = holder;
strategy.Holder = holder;
HolderManager.Instance().Holder = holder;
acc.Processor = CurrentBonusProcessor;
DateTime startDate = History_.MinDate;
DateTime endDate = History_.MaxDate;
LogMgr.Logger.LogInfo("Min Date = {0}, Max Date = {1}", startDate, endDate);
Debug.Assert(endDate > startDate);
while (startDate < endDate)
{
double totalvalue = acc.TotalValue(startDate);
values.SetTotalValue(startDate, totalvalue);
//acc.ProcessBonus(startDate);
ICollection <StockOper> opers = strategy.GetOper(startDate, acc);
if (opers != null)
{
foreach (StockOper oper in opers)
{
if (History_.IsOperSuccess(startDate, oper))
{
acc.DoBusiness(oper);
values.SetOperationSignal(startDate, oper.Type);
}
}
}
startDate = DateFunc.GetNextWorkday(startDate);
}
LogMgr.Logger.LogInfo("Strategy " + strategy.Name + " End Value: "
+ acc.TotalValue(startDate).ToString(CultureInfo.CurrentCulture));
LogMgr.Logger.LogInfo("Strategy " + strategy.Name
+ ": Buys: " + acc.BuyTransactionCount
+ ", Sells: " + acc.SellTransactionCount);
LogMgr.Logger.LogInfo("<== End With Strategy: " + strategy.Name);
}
public void GetResult()
{
StrategyResults res = new StrategyResults();
res.AddResult("Test", new StockValues());
IStockValues val = res.GetResult("Test");
Assert.IsNotNull(val);
val = res.GetResult("NOTEXIST");
Assert.IsNull(val);
}
public void Judge(IStrategyResults res)
{
_HoldValues = res.GetResult("Hold");
FindMaxMinDate();
foreach (string strategyName in res.AllStrategyNames)
{
IStockValues values = res.GetResult(strategyName);
JudgeStrategy(strategyName, values);
}
}
public IStockValues GetResult(string strategyName)
{
IStockValues values = null;
if (!NameToValues_.TryGetValue(strategyName, out values))
{
return(null);
}
else
{
return(values);
}
}
public void Judge(IStrategyResults res)
{
_HoldValues = res.GetResult("Hold");
FindMaxMinDate();
foreach (string strategyName in res.AllStrategyNames)
{
IStockValues values = res.GetResult(strategyName);
JudgeStrategy(strategyName, values);
}
}
private void Start(IStockValues values, IFinanceStrategy strategy)
{
LogMgr.Logger.LogInfo("==>Start With Strategy: " + strategy.Name + "...");
Account acc = new Account();
acc.BankRoll = INITCASH;
IStockHolder holder = new StockHolder();
holder.History = History_;
acc.Holder = holder;
strategy.Holder = holder;
HolderManager.Instance().Holder = holder;
acc.Processor = CurrentBonusProcessor;
DateTime startDate = History_.MinDate;
DateTime endDate = History_.MaxDate;
LogMgr.Logger.LogInfo("Min Date = {0}, Max Date = {1}", startDate, endDate);
Debug.Assert(endDate > startDate);
while (startDate < endDate)
{
double totalvalue = acc.TotalValue(startDate);
values.SetTotalValue(startDate, totalvalue);
//acc.ProcessBonus(startDate);
ICollection<StockOper> opers = strategy.GetOper(startDate, acc);
if (opers != null)
{
foreach (StockOper oper in opers)
{
if (History_.IsOperSuccess(startDate, oper))
{
acc.DoBusiness(oper);
values.SetOperationSignal(startDate, oper.Type);
}
}
}
startDate = DateFunc.GetNextWorkday(startDate);
}
LogMgr.Logger.LogInfo("Strategy " + strategy.Name + " End Value: "
+ acc.TotalValue(startDate).ToString(CultureInfo.CurrentCulture));
LogMgr.Logger.LogInfo("Strategy " + strategy.Name
+ ": Buys: " + acc.BuyTransactionCount
+ ", Sells: " + acc.SellTransactionCount);
LogMgr.Logger.LogInfo("<== End With Strategy: " + strategy.Name);
}
private void JudgeStrategy(string strategyName, IStockValues values)
{
SignalValidationCalc calc = new SignalValidationCalc();
calc.HoldValues = _HoldValues;
DateTime curDate = _MinDate;
while (curDate < _MaxDate)
{
OperType tp = values.GetOperationSignal(curDate);
calc.AddSignal(curDate, tp);
curDate = DateFunc.GetNextWorkday(curDate);
}
_Scores.SetScore(strategyName, calc.TotalScore);
_BuyScores.SetScore(strategyName, calc.BuyScore);
_SellScores.SetScore(strategyName, calc.SellScore);
}
private void JudgeStrategy(string strategyName, IStockValues values)
{
SignalValidationCalc calc = new SignalValidationCalc();
calc.HoldValues = _HoldValues;
DateTime curDate = _MinDate;
while (curDate < _MaxDate)
{
OperType tp = values.GetOperationSignal(curDate);
calc.AddSignal(curDate, tp);
curDate = DateFunc.GetNextWorkday(curDate);
}
_Scores.SetScore(strategyName, calc.TotalScore);
_BuyScores.SetScore(strategyName, calc.BuyScore);
_SellScores.SetScore(strategyName, calc.SellScore);
}
public void AddResult(string strategyName, IStockValues vals)
{
NameToValues_.Add(strategyName, vals);
}
public void AddResult(string strategyName, IStockValues vals)
{
NameToValues_.Add(strategyName, vals);
}
