/// <summary>
/// 查询.
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void btnQuery_Click(object sender, EventArgs e)
{
string code = this.cboItem.Text;
DateTime startDt = this.dtpStart.Value;
DateTime finishDt = this.dtpFinish.Value;
using (MyMiniTradingSystemContext context = new MyMiniTradingSystemContext())
{
var query =
from data in context.DailySummarys
where
data.UserCode == DefaultUserCode &&
data.PositionCommodityCode == code &&
data.DailySummaryDate >= startDt &&
data.DailySummaryDate <= finishDt
orderby
data.DailySummaryDate
select data;
chart1.Series["ClosePrice"].Points.Clear();
chart1.Series["StopLossPrice"].Points.Clear();
foreach (var data in query)
{
chart1.Series["ClosePrice"].Points.AddXY(data.DailySummaryDate.ToShortDateString(), data.ClosePrice);
chart1.Series["StopLossPrice"].Points.AddXY(data.DailySummaryDate.ToShortDateString(), data.StopLossPrice);
}
}
}
/// <summary>
/// 计算 ATR.
/// </summary>
/// <param name="context"></param>
/// <param name="newData"></param>
/// <param name="atrParam"></param>
/// <returns></returns>
private static decimal GetAtrValue(MyMiniTradingSystemContext context, CommodityPrice newData, int atrParam = 14)
{
// 查询前 N 天的交易数据.
var query =
from data in context.CommodityPrices
where
data.CommodityCode == newData.CommodityCode &&
data.TradingStartDate < newData.TradingStartDate
orderby data.TradingStartDate descending
select data.Tr;
// 用于平均的行数（目的： 避免前 N 天， 日期不足， 平均的时候，分母过大.）
int rowCount = 1;
// 前 n-1 天.
decimal resultData = 0;
foreach (decimal oneTr in query.Take(atrParam - 1))
{
resultData += oneTr;
rowCount++;
}
// 加 今天.
resultData += newData.Tr;
// 平均.
resultData = resultData / rowCount;
return(resultData);
}
private void FormDailySummary_Load(object sender, EventArgs e)
{
using (MyMiniTradingSystemContext context = new MyMiniTradingSystemContext())
{
var groupQuery =
from data in context.DailySummarys
where data.UserCode == DefaultUserCode
group data by data.PositionCommodityCode;
foreach (var group in groupQuery)
{
this.cboItem.Items.Add(group.Key);
}
var dateQuery =
from data in context.DailySummarys
where
data.UserCode == DefaultUserCode
orderby
data.DailySummaryDate
select data;
DailySummary firstData = dateQuery.FirstOrDefault();
if (firstData != null)
{
this.dtpStart.Value = firstData.DailySummaryDate;
this.dtpStart.MinDate = firstData.DailySummaryDate;
}
this.dtpFinish.Value = DateTime.Today;
this.dtpFinish.MaxDate = DateTime.Today;
}
}
/// <summary>
/// 计算 TR
/// </summary>
/// <param name="context"></param>
/// <param name="newData"></param>
/// <returns></returns>
private static decimal GetTrValue(MyMiniTradingSystemContext context, CommodityPrice newData)
{
// 查询前一天的交易数据.
var query =
from data in context.CommodityPrices
where
data.CommodityCode == newData.CommodityCode &&
data.TradingStartDate < newData.TradingStartDate
orderby data.TradingStartDate descending
select data;
CommodityPrice prevData = query.FirstOrDefault();
// TR=∣最高价-最低价∣和∣最高价-昨收∣和∣昨收-最低价∣的最大值
List <decimal> tempDataList = new List <decimal>();
// 最高价-最低价
tempDataList.Add(Math.Abs(newData.HighestPrice - newData.LowestPrice));
if (prevData != null)
{
// 最高价-昨收
tempDataList.Add(Math.Abs(newData.HighestPrice - prevData.ClosePrice));
// 昨收-最低价
tempDataList.Add(Math.Abs(prevData.ClosePrice - newData.LowestPrice));
}
return(tempDataList.Max());
}
/// <summary>
/// 创建仓位.
/// </summary>
/// <param name="newData"></param>
/// <returns></returns>
public bool OpenPosition(Position newData)
{
bool result = false;
try
{
using (MyMiniTradingSystemContext context = new MyMiniTradingSystemContext())
{
// 查询数据是否已存在.
var query =
from data in context.Positions
where
data.CommodityCode == newData.CommodityCode &&
data.UserCode == newData.UserCode
select data;
Position oldData = query.FirstOrDefault();
if (oldData != null)
{
// 更新.
oldData.Quantity = oldData.Quantity + newData.Quantity;
oldData.BeforeUpdateOperation();
}
else
{
// 新增.
newData.BeforeInsertOperation();
context.Positions.Add(newData);
}
// 保存.
context.SaveChanges();
result = true;
}
}
catch (Exception ex)
{
logger.Error(ex.Message, ex);
result = false;
ResultMessage = ex.Message;
}
return(result);
}
private void FormDailySummaryValue_Load(object sender, EventArgs e)
{
using (MyMiniTradingSystemContext context = new MyMiniTradingSystemContext())
{
var groupQuery =
from data in context.DailySummarys
where data.UserCode == DefaultUserCode
group data by data.PositionCommodityCode;
foreach (var group in groupQuery)
{
// Create a data series
Series series1 = new Series()
{
// 名称.
Name = group.Key,
// 类型.
ChartType = SeriesChartType.StackedArea,
// 显示数值.
IsValueShownAsLabel = true,
};
// Add series to the chart
this.chart1.Series.Add(series1);
}
var dateQuery =
from data in context.DailySummarys
where
data.UserCode == DefaultUserCode
orderby
data.DailySummaryDate
select data;
DailySummary firstData = dateQuery.FirstOrDefault();
if (firstData != null)
{
this.dtpStart.Value = firstData.DailySummaryDate;
this.dtpStart.MinDate = firstData.DailySummaryDate;
}
this.dtpFinish.Value = DateTime.Today;
this.dtpFinish.MaxDate = DateTime.Today;
}
}
/// <summary>
/// 插入商品信息.
/// </summary>
/// <param name="newData"></param>
/// <returns></returns>
public bool CreateTradableCommodity(TradableCommodity newData)
{
bool result = false;
try
{
using (MyMiniTradingSystemContext context = new MyMiniTradingSystemContext())
{
// 查询数据是否已存在.
var query =
from data in context.TradableCommoditys
where data.CommodityCode == newData.CommodityCode
select data;
if (query.Count() > 0)
{
ResultMessage = String.Format("代码为{0}的商品已存在！", newData.CommodityCode);
return(result);
}
newData.BeforeInsertOperation();
context.TradableCommoditys.Add(newData);
context.SaveChanges();
result = true;
}
}
catch (Exception ex)
{
logger.Error(ex.Message, ex);
result = false;
ResultMessage = ex.Message;
}
return(result);
}
static void Main(string[] args)
{
// 当 Code First 与数据库结构不一致时
// 自动升级到最新的版本.
Database.SetInitializer(new MigrateDatabaseToLatestVersion <MyMiniTradingSystemContext, MyMiniTradingSystem.Migrations.Configuration>());
using (MyMiniTradingSystemContext context = new MyMiniTradingSystemContext())
{
var query =
from data in context.TradableCommoditys
select data;
foreach (var item in query)
{
Console.WriteLine(item.CommodityCode);
}
Console.WriteLine("Finish !!!");
Console.ReadLine();
}
}
/// <summary>
/// 创建某用户的每日总结.
/// </summary>
/// <param name="userCode"></param>
/// <returns></returns>
public bool BuildOneUserDailySummary(string userCode, DateTime date)
{
bool result = false;
try
{
using (MyMiniTradingSystemContext context = new MyMiniTradingSystemContext())
{
// 先查询有没有仓位.
var pQuery =
from data in context.Positions
where
data.UserCode == userCode &&
data.Quantity > 0
select
data;
List <Position> userPositionList = pQuery.ToList();
if (userPositionList.Count == 0)
{
ResultMessage = "用户没有任何持仓！";
return(result);
}
List <DailySummary> newDataList = new List <DailySummary>();
foreach (Position userPosition in userPositionList)
{
CommodityPrice cp =
context.CommodityPrices.FirstOrDefault(p => p.CommodityCode == userPosition.CommodityCode && p.TradingStartDate == date);
if (cp == null)
{
ResultMessage = String.Format("未能检索到{0}的{1:yyyy-MM-dd}的行情数据！", userPosition.CommodityCode, date);
return(result);
}
DailySummary newData = new DailySummary()
{
// 用户.
UserCode = userCode,
// 商品.
PositionCommodityCode = userPosition.CommodityCode,
// 日期.
DailySummaryDate = date,
// 数量.
PositionQuantity = userPosition.Quantity,
// 收盘.
ClosePrice = cp.ClosePrice,
// 市值.
PositionValue = userPosition.Quantity * cp.ClosePrice,
// 有效.
IsActive = true,
};
// 止损 = 收盘 - 3ATR.
newData.StopLossPrice = newData.ClosePrice - 3 * cp.Atr;
// 取得前日数据.
DailySummary prevData =
context.DailySummarys.Where(p => p.UserCode == newData.UserCode &&
p.PositionCommodityCode == newData.PositionCommodityCode &&
p.DailySummaryDate < newData.DailySummaryDate).OrderByDescending(p => p.DailySummaryDate).FirstOrDefault();
if (prevData != null)
{
// 存在前日数据.
if (prevData.StopLossPrice > newData.StopLossPrice)
{
// 浮动止损， 只能上升，不能下降.
newData.StopLossPrice = prevData.StopLossPrice;
}
}
if (newData.ClosePrice <= newData.StopLossPrice)
{
// 当日收盘低于止损.
// 明日应当完成平仓操作.
newData.Todo = "准备平仓";
}
newData.BeforeInsertOperation();
newDataList.Add(newData);
}
// 先删除历史数据（如果有.）
var oldQuery =
from data in context.DailySummarys
where
data.UserCode == userCode &&
data.DailySummaryDate == date
select data;
List <DailySummary> oldDataList = oldQuery.ToList();
if (oldDataList.Count > 0)
{
context.DailySummarys.RemoveRange(oldDataList);
}
// 插入新数据.
context.DailySummarys.AddRange(newDataList);
// 保存.
context.SaveChanges();
result = true;
}
}
catch (Exception ex)
{
logger.Error(ex.Message, ex);
result = false;
ResultMessage = ex.Message;
}
return(result);
}
/// <summary>
/// 更新每日总结.
/// </summary>
/// <param name="newData"></param>
/// <returns></returns>
public bool InsertOrUpdateDailySummary(DailySummary newData)
{
bool result = false;
try
{
using (MyMiniTradingSystemContext context = new MyMiniTradingSystemContext())
{
// 查询数据是否已存在.
var query =
from data in context.DailySummarys
where
data.PositionCommodityCode == newData.PositionCommodityCode &&
data.UserCode == newData.UserCode &&
data.DailySummaryDate == newData.DailySummaryDate
select data;
DailySummary oldData = query.FirstOrDefault();
if (oldData != null)
{
// 更新.
// 数量.
oldData.PositionQuantity = newData.PositionQuantity;
// 收.
oldData.ClosePrice = newData.ClosePrice;
// 市值.
oldData.PositionValue = newData.PositionValue;
// 止损.
oldData.StopLossPrice = newData.StopLossPrice;
oldData.BeforeUpdateOperation();
}
else
{
// 插入.
newData.BeforeInsertOperation();
context.DailySummarys.Add(newData);
}
// 保存.
context.SaveChanges();
result = true;
}
}
catch (Exception ex)
{
logger.Error(ex.Message, ex);
result = false;
ResultMessage = ex.Message;
}
return(result);
}
/// <summary>
/// 平仓.
/// </summary>
/// <param name="newData"></param>
/// <returns></returns>
public bool ClosePosition(Position newData)
{
bool result = false;
try
{
using (MyMiniTradingSystemContext context = new MyMiniTradingSystemContext())
{
// 查询数据是否已存在.
var query =
from data in context.Positions
where
data.CommodityCode == newData.CommodityCode &&
data.UserCode == newData.UserCode
select data;
Position oldData = query.FirstOrDefault();
if (oldData != null)
{
// 更新.
if (oldData.Quantity < newData.Quantity)
{
ResultMessage = String.Format("仓位只有{0}，无法平仓{1}。", oldData.Quantity, newData.Quantity);
return(result);
}
oldData.Quantity = oldData.Quantity - newData.Quantity;
oldData.BeforeUpdateOperation();
}
else
{
// 数据不存在.
ResultMessage = "没有相关的仓位可供平仓。";
return(result);
}
// 保存.
context.SaveChanges();
result = true;
}
}
catch (Exception ex)
{
logger.Error(ex.Message, ex);
result = false;
ResultMessage = ex.Message;
}
return(result);
}
/// <summary>
/// 更新每日行情.
/// </summary>
/// <param name="newData"></param>
/// <returns></returns>
public bool InsertOrUpdateCommodityPrice(CommodityPrice newData)
{
bool result = false;
try
{
using (MyMiniTradingSystemContext context = new MyMiniTradingSystemContext())
{
// 计算 Tr.
newData.Tr = GetTrValue(context, newData);
// 计算 Atr.
newData.Atr = GetAtrValue(context, newData);
// 查询数据是否已存在.
var query =
from data in context.CommodityPrices
where
data.CommodityCode == newData.CommodityCode &&
data.TradingStartDate == newData.TradingStartDate
select data;
CommodityPrice oldData = query.FirstOrDefault();
if (oldData != null)
{
// 更新.
// 开.
oldData.OpenPrice = newData.OpenPrice;
// 收.
oldData.ClosePrice = newData.ClosePrice;
// 高.
oldData.HighestPrice = newData.HighestPrice;
// 低.
oldData.LowestPrice = newData.LowestPrice;
// 量.
oldData.Volume = newData.Volume;
// Tr.
oldData.Tr = newData.Tr;
// ATR.
oldData.Atr = newData.Atr;
oldData.BeforeUpdateOperation();
}
else
{
// 插入.
newData.BeforeInsertOperation();
context.CommodityPrices.Add(newData);
}
// 保存.
context.SaveChanges();
result = true;
}
}
catch (Exception ex)
{
logger.Error(ex.Message, ex);
result = false;
ResultMessage = ex.Message;
}
return(result);
}
