public bool SellCondition(
ref SimulationVariable simulationVariable,
ref DataList dataList,
ref BasicFinancialReportListModel financialdata, int j)
{
if (simulationVariable.HasBuy && dataList.TechData[j].ReturnOnInvestment > 0)
{
CountRaiseDays++;
}
else if (dataList.TechData[j].ReturnOnInvestment != 0 || simulationVariable.HasBuy)
{
CountRaiseDays = 0;
}
simulationVariable.MoveStopLossPercentage = Acc;
if (
(simulationVariable.Accumulation > 6) ||// && dataList.TechData[j].ReturnOnInvestment < 4)
simulationVariable.Accumulation < -5 ||
CountRaiseDays == 5
)
{
CountRaiseDays = 0;
return(true);
}
return(false);
}
public bool BuyCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (!simulationVariable.HasBuy && dataList.TechData[j].ReturnOnInvestment < 0)
{
CountDropDays++;
}
else if (dataList.TechData[j].ReturnOnInvestment != 0 || simulationVariable.HasBuy)
{
CountDropDays = 0;
}
if (StartBuy)
{
StartBuy = false;
return(true);
}
if (CountDropDays == CountDropDaysParameter
//|| dataList.ReturnValue("CountDropinDays-20", j) > 9
)
{
CountDropDays = 0;
return(true);
StartBuy = true;
ReferencePrice = dataList.TechData[j].ClosePrice;
}
return(false);
}
public bool BuyCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (dataList.CoditionSatified("MoveAverageValue-1", "MoveAverageValue-30", j, Times: 2) &&
dataList.CoditionSatified("MoveAverageValue-1", "MoveAverageValue-30", j, 3, false) &&
dataList.TechData[j].ReturnOnInvestment >= 5 &&
dataList.TechData[j].ReturnOnInvestment <= 6
//&& dataList.TechData[j].ClosePrice >= 20
//&& dataList.TechData[j].Date.Month != 3
//&& dataList.TechData[j].Date.Month != 4
//&& dataList.TechData[j].Date.Month != 6
&& dataList.TechData[j].Date.Month == Acc
//&& (dataList.TechData[j].ClosePrice>=40 || dataList.TechData[j].ClosePrice <= 20)
&& dataList.CoditionSatifiedIsBiggerValue("MoveAverageValue-30", j, 1400) &&
!dataList.CoditionSatifiedIsBiggerValue("MoveAverageValue-30", j, 7400)
)
{
return(true);
}
return(false);
}
public bool SellCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (simulationVariable.HasBuy && dataList.TechData[j].ReturnOnInvestment > 0)
{
CountDropDays++;
}
else if (dataList.TechData[j].ReturnOnInvestment != 0 || simulationVariable.HasBuy)
{
CountDropDays = 0;
}
if (
(simulationVariable.Accumulation > StopLossAndRaise) ||
simulationVariable.Accumulation < -StopLossAndRaise ||
CountDropDays == Acc
)
{
CountDropDays = 0;
return(true);
}
return(false);
}
public bool SellCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
//if ((simulationVariable.Accumulation > Acc)//&& dataList.ReturnValue("MoveAverageValue-20", j) < dataList.ReturnValue("MoveAverageValue-1", j) * 1.1)
// || (simulationVariable.Accumulation < -StopLoss)// //|| simulationVariable.MaxRatio > 5
// //|| (simulationVariable.HaveStockDayContainHoliday > 20 && simulationVariable.Accumulation > 1)
// )
return(true);
return(false);
}
public bool SellCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
simulationVariable.MoveStopLossPercentage = 5;
if (simulationVariable.Accumulation > Acc ||
simulationVariable.Accumulation < -5
)//|| simulationVariable.ConditionSatifiedMoveStopLoss("MoveStopLossPercentage"))//simulationVariable.ConditionSatifiedMoveStopLoss("MoveStopLossPercentage"))// || dataList.CoditionSatified("MinValue-1", "MinValue-10", j))
{
return(true);
}
return(false);
}
public bool BuyCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (
dataList.CoditionSatified("MoveAverageValue-1", "BollingerBandsDown-20", j) &&
dataList.CoditionSatified("BollingerBandsDown-20", "MoveAverageValue-1", j - 1)
)
{
return(true);
}
return(false);
}
public bool SellCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (
simulationVariable.Accumulation > 1 ||
simulationVariable.Accumulation < -1
)
{
return(true);
}
return(false);
}
public bool BuyCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (
dataList.ReturnValue("CountDropinDays-20", j) > 9
)
{
return(true);
}
return(false);
}
public bool SellCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (simulationVariable.Accumulation > 4 ||
simulationVariable.Accumulation < -4 ||
(simulationVariable.HaveStockDayContainHoliday > 20 && simulationVariable.Accumulation > 1)
)
{
return(true);
}
return(false);
}
public bool SellCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
simulationVariable.MoveStopLossPercentage = Acc;
if ((simulationVariable.Accumulation > 7 && dataList.TechData[j].ReturnOnInvestment < 2) ||
simulationVariable.Accumulation < -7 ||
(simulationVariable.HaveStockDay > 16 && simulationVariable.Accumulation < -2) ||
(simulationVariable.HaveStockDay > 15 && simulationVariable.Accumulation > 1 && dataList.TechData[j].ReturnOnInvestment < 2)
)
{
return(true);
}
return(false);
}
public bool SellCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
simulationVariable.MoveStopLossPercentage = 5;
if ((dataList.ReturnValue("CountRaiseinDays-20", j) > 9 && simulationVariable.Accumulation > 1) ||
(dataList.ReturnValue("CountRaiseinDays-20", j) > 9 && simulationVariable.Accumulation < -2) ||
simulationVariable.Accumulation > 4 ||
simulationVariable.Accumulation < -4
)
{
return(true);
}
return(false);
}
public bool SellCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
bool fin = financialdata.ComparerFinancial("QEarningPerShare", 0, 1, false);
if (
(simulationVariable.Accumulation > Acc ||
simulationVariable.Accumulation < -Acc) &&
(dataList.TechData[j].Date.Month == 1 || dataList.TechData[j].Date.Month == 2 || dataList.TechData[j].Date.Month == 3))
{
return(true);
}
return(false);
}
//double IStrategy.Acc { get { return Acc; } set => this.Acc = Acc; }
public bool BuyCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (dataList.CoditionSatified("MoveAverageValue-1", "BollingerBandsDown-20", j) &&
dataList.CoditionSatified("BollingerBandsDown-20", "MoveAverageValue-1", j - 1) &&
dataList.CoditionSatifiedIsBiggerValue("MoveAverageValue-30", j, 200)
//&& double.Parse(dataList.TechData[j].ClosePrice.ToString()) * double.Parse(dataList.TechData[j].Volume.ToString()) > 10000
) //&& dataList.CoditionSatified("BollingerBandsDown-5", "MoveAverageValue-1", j) && financialdata.ComparerFinancial("QCashFlowPerShare",3,4))
// if (dataList.CoditionSatified("MoveAverageValue-1", "MoveAverageValue-20", j)
//&& dataList.CoditionSatified("MoveAverageValue-20", "MoveAverageValue-1", j - 1)
// )
{
return(true);
}
return(false);
}
public bool SellCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
//if (dataList.TechData[j].ReturnOnInvestment > 5)
// return false;
if (simulationVariable.Accumulation > 3 ||
simulationVariable.Accumulation < -3 || simulationVariable.MaxRatio > 4 ||
(simulationVariable.HaveStockDayContainHoliday > 10 && simulationVariable.Accumulation > 1)
)
{
return(true);
}
return(false);
}
public bool SellCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
//return true;
//if (j < 0 || dataList.TechData.Count - j <= 0 || financialdata.RevenueInt - 1 < 0 || financialdata.RevenueInt >= financialdata.RevenueList.Count)
// return false;
if (
//dataList.TechData[j].Date.Month ==6 || dataList.TechData[j].Date.Month==9 || dataList.TechData[j].Date.Month==12 || dataList.TechData[j].Date.Month==4
simulationVariable.Accumulation > 20 || simulationVariable.Accumulation < -20
)
{
return(true);
}
return(false);
}
public bool SellCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
simulationVariable.MoveStopLossPercentage = Acc;
if (
//(dataList.ReturnValue("CountRaiseinDays-20", j) > 9 && simulationVariable.Accumulation > 1)
//|| (dataList.ReturnValue("CountRaiseinDays-20", j) > 9 && simulationVariable.Accumulation < -2)
//|| simulationVariable.Accumulation >4
simulationVariable.Accumulation > 4 ||
simulationVariable.Accumulation < -4 ||
(simulationVariable.HaveStockDayContainHoliday > 10 && simulationVariable.Accumulation > 1)
)
{
return(true);
}
return(false);
}
public static void ProcessDataRecv(object data, SIMVAR_CATEGORY category)
{
switch (category)
{
case SIMVAR_CATEGORY.ENGINE_DATA:
EngineDataStruct engData = (EngineDataStruct)data;
SimulationVariable.SetValue(_monitoredSimVars["GENERAL ENG THROTTLE LEVER POSITION:1"], (float)(Math.Truncate(engData.GENERAL_ENG_THROTTLE_LEVER_POSITION_1 * 1000) / 1000));
SimulationVariable.SetValue(_monitoredSimVars["GENERAL ENG THROTTLE LEVER POSITION:2"], (float)(Math.Truncate(engData.GENERAL_ENG_THROTTLE_LEVER_POSITION_2 * 1000) / 1000));
break;
case SIMVAR_CATEGORY.AIRCRAFT_MISCELANEOUS:
AircraftMiscelaneousDataStruct miscData = (AircraftMiscelaneousDataStruct)data;
SimulationVariable.SetValue(_monitoredSimVars["CABIN NO SMOKING ALERT SWITCH"], miscData.CABIN_NO_SMOKING_ALERT_SWITCH);
SimulationVariable.SetValue(_monitoredSimVars["CABIN SEATBELTS ALERT SWITCH"], miscData.CABIN_SEATBELTS_ALERT_SWITCH);
break;
case SIMVAR_CATEGORY.CONTROLS:
AircraftControlsDataStruct controlsData = (AircraftControlsDataStruct)data;
SimulationVariable.SetValue(_monitoredSimVars["BRAKE PARKING INDICATOR"], controlsData.BRAKE_PARKING_INDICATOR);
SimulationVariable.SetValue(_monitoredSimVars["BRAKE PARKING POSITION"], controlsData.BRAKE_PARKING_POSITION);
SimulationVariable.SetValue(_monitoredSimVars["FLAPS HANDLE PERCENT"], controlsData.FLAPS_HANDLE_PERCENT);
SimulationVariable.SetValue(_monitoredSimVars["FLAPS HANDLE INDEX"], controlsData.FLAPS_HANDLE_INDEX);
break;
case SIMVAR_CATEGORY.FLIGHT_INSTRUMENTATION:
AircraftFlightInstrumentationData instrData = (AircraftFlightInstrumentationData)data;
SimulationVariable.SetValue(_monitoredSimVars["ATTITUDE INDICATOR PITCH DEGREES"], instrData.ATTITUDE_INDICATOR_PITCH_DEGREES);
SimulationVariable.SetValue(_monitoredSimVars["ATTITUDE INDICATOR BANK DEGREES"], instrData.ATTITUDE_INDICATOR_BANK_DEGREES);
SimulationVariable.SetValue(_monitoredSimVars["WISKEY COMPASS INDICATION DEGREES"], instrData.WISKEY_COMPASS_INDICATION_DEGREES);
SimulationVariable.SetValue(_monitoredSimVars["INDICATED ALTITUDE"], instrData.INDICATED_ALTITUDE);
SimulationVariable.SetValue(_monitoredSimVars["AIRSPEED INDICATED"], instrData.AIRSPEED_INDICATED);
SimulationVariable.SetValue(_monitoredSimVars["VERTICAL SPEED"], instrData.VERTICAL_SPEED);
ACInstrData = instrData;
break;
case SIMVAR_CATEGORY.LANDING_GEAR:
AircraftLandingGearDataStruct gearData = (AircraftLandingGearDataStruct)data;
SimulationVariable.SetValue(_monitoredSimVars["GEAR TOTAL PCT EXTENDED"], (float)(Math.Truncate(gearData.GEAR_TOTAL_PCT_EXTENDED * 10000) / 10000));
break;
case SIMVAR_CATEGORY.OTHER:
break;
}
}
public bool BuyCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (!simulationVariable.HasBuy && dataList.TechData[j].ReturnOnInvestment < 0)
{
CountDropDays++;
}
else if (dataList.TechData[j].ReturnOnInvestment != 0 || simulationVariable.HasBuy)
{
CountDropDays = 0;
}
if (CountDropDays == CountDropDaysParameter)
{
CountDropDays = 0;
return(true);
}
return(false);
}
public bool SellCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
//if (j < 0 || dataList.TechData.Count - j <= 0 || financialdata.RevenueInt - 1 < 0 || financialdata.RevenueInt >= financialdata.RevenueList.Count)
// return false;
if (
//dataList.TechData[j].CashYieldRate <= 2.5
//|| financialdata.RevenueList[financialdata.RevenueInt].YoYPercentage_MonthlySale < -20
//|| (financialdata.RevenueList[financialdata.RevenueInt].YoYPercentage_MonthlySale < -10 && financialdata.RevenueList[financialdata.RevenueInt - 1].YoYPercentage_MonthlySale < -10)
simulationVariable.Accumulation > 20 || //|| !ValuationConditionSatisfied(ref financialdata, valuationParameter)
simulationVariable.Accumulation < -20
)
{
return(true);
}
return(false);
}
public bool BuyCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (j - 2 < 0)
{
return(false);
}
if (!simulationVariable.HasBuy && dataList.TechData[j].ReturnOnInvestment < 0)
{
CountDropDays++;
}
else if (dataList.TechData[j].ReturnOnInvestment != 0 || simulationVariable.HasBuy)
{
CountDropDays = 0;
}
if (Company != 0)
{
CheckCompany = true;
}
if (//CountDropDays==3
//dataList.TechData[j-1].ReturnOnInvestment > Var && dataList.TechData[j-1].ReturnOnInvestment<Var+1
dataList.TechData[j - 1].ClosePrice > dataList.TechData[j - 1].OpenPrice
//&& dataList.TechData[j - 2].ClosePrice < dataList.TechData[j - 2].OpenPrice
//&& dataList.TechData[j ].OpenPrice < dataList.TechData[j - 1].HighestPrice
&& dataList.TechData[j].OpenPrice < dataList.TechData[j - 1].LowestPrice
//&& dataList.TechData[j].OpenPrice > dataList.TechData[j-1].ClosePrice
// && dataList.TechData[j-1].OpenPrice < dataList.TechData[j - 2].HighestPrice
//((CheckCompany && Company == dataList.TechData[j].Company ) || !CheckCompany)
//&&dataList.ReturnValue("MoveAverageValue-20", j - 1) < dataList.ReturnValue("MoveAverageValue-1", j - 1) * Var
//&& dataList.ReturnValue("MoveAverageValue-20", j) > dataList.ReturnValue("MoveAverageValue-1", j) * Var
&& dataList.ReturnValue("MinValue-20", j) > 200)//CountDropDays == CountDropDaysParameter )
{
CountDropDays = 0;
return(true);
}
return(false);
}
public bool BuyCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (!simulationVariable.HasBuy && dataList.TechData[j].ReturnOnInvestment < 0)
{
CountDropDays++;
}
else if (dataList.TechData[j].ReturnOnInvestment != 0 || simulationVariable.HasBuy)
{
CountDropDays = 0;
}
if (
dataList.ReturnValue("MinValue-10", j) == double.Parse(dataList.TechData[j].Volume.ToString()) &&
(dataList.TechData[j].Date.Month == 7 || dataList.TechData[j].Date.Month == 8) &&
dataList.CoditionSatified("BollingerBandsDown-20", "MoveAverageValue-1", j)) //&& dataList.CoditionSatified("BollingerBandsDown-5", "MoveAverageValue-1", j) && financialdata.ComparerFinancial("QCashFlowPerShare",3,4))
{
return(true);
}
return(false);
}
public bool BuyCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (!simulationVariable.HasBuy && dataList.TechData[j].ReturnOnInvestment > 0)
{
CountRaiseDays++;
}
else if (dataList.TechData[j].ReturnOnInvestment != 0 || simulationVariable.HasBuy)
{
CountRaiseDays = 0;
}
//if (PreStartBuy && dataList.TechData[j].ReturnOnInvestment < 0)
//{
// StartBuy = true;
//}
//else if (PreStartBuy && dataList.TechData[j].ReturnOnInvestment > 0)
//{
// PreStartBuy = false;
//}
if (CountRaiseDays == CountRaiseDaysParameter)
{
StartBuy = true;
}
if (StartBuy
//|| dataList.ReturnValue("CountRaiseinDays-20", j) > 6
)
{
PreStartBuy = false;
StartBuy = false;
return(true);
}
return(false);
}
public bool BuyCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (!simulationVariable.HasBuy && dataList.TechData[j].ReturnOnInvestment > 0)
{
CountRaiseDays++;
}
else if (dataList.TechData[j].ReturnOnInvestment != 0 || simulationVariable.HasBuy)
{
CountRaiseDays = 0;
}
if (CountRaiseDays == 3
//|| dataList.ReturnValue("CountDropinDays-20", j) > 9
)
{
//CountRaiseDays = 0;
return(true);
}
return(false);
}
public bool BuyCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
//return true;
if (financialdata.FinancialDataList.Count == 0)
{
return(false);
}
if (financialdata.FinancialDataList[financialdata.BasicFinancialInt].EarningPerShare_Consol == null ||
financialdata.FinancialDataList[financialdata.BasicFinancialInt].BPS_A__Consol == null ||
financialdata.FinancialDataList[financialdata.BasicFinancialInt].CashFlow_Operating_Consol == null)
{
return(false);
}
double?EPS = financialdata.FinancialDataList[financialdata.BasicFinancialInt].EarningPerShare_Consol;
double?BPS = financialdata.FinancialDataList[financialdata.BasicFinancialInt].BPS_A__Consol;
double?OperationCashFlow = financialdata.FinancialDataList[financialdata.BasicFinancialInt].CashFlow_Operating_Consol;
double?OperationIncomePercentage = financialdata.FinancialDataList[financialdata.BasicFinancialInt].OperatingIncome0_Consol;
double?NetIncomePercentage = financialdata.FinancialDataList[financialdata.BasicFinancialInt].NetIncome0_Consol;
if (ValuationConditionSatisfied(ref financialdata, valuationParameter) && dataList.TechData[j].Date.Year == 2018// && OperationCashFlow > 0
// && dataList.TechData[j].CashYieldRate >= 4
//&& dataList.CoditionSatified("MoveAverageValue-1", "BollingerBandsDown-20", j)
//&& dataList.CoditionSatified("BollingerBandsDown-20", "MoveAverageValue-1", j - 1))
) //&& OperationIncomePercentage > operationIncomePercentageSet && NetIncomePercentage > netIncomePercentageSet)
{
return(true);
}
return(false);
}
public bool SellCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
if (j < 0 || dataList.TechData.Count - j <= 0 || financialdata.RevenueInt - 1 < 0 || financialdata.RevenueInt >= financialdata.RevenueList.Count)
{
return(false);
}
simulationVariable.MoveStopLossPercentage = Acc;
if (
dataList.TechData[j].CashYieldRate <= 2.5 ||
financialdata.RevenueList[financialdata.RevenueInt].YoYPercentage_MonthlySale < -20
//|| simulationVariable.Accumulation > 50
//|| simulationVariable.Accumulation < -Acc
|| (financialdata.RevenueList[financialdata.RevenueInt].YoYPercentage_MonthlySale < -10 && financialdata.RevenueList[financialdata.RevenueInt - 1].YoYPercentage_MonthlySale < -10)
//|| financialdata.RevenueList[financialdata.RevenueInt ].YoYPercentage_MonthlySale<-10
//|| dataList.CoditionSatified("MoveAverageValue-1", "MoveAverageValue-10", j,false)//&& dataList.CoditionSatified("BollingerBandsDown-5", "MoveAverageValue-1", j - 1,false)
//|| simulationVariable.ConditionSatifiedMoveStopLoss("MoveStopLossPercentage")
//|| ( dataList.CoditionSatified("MoveAverageValue-60", "MoveAverageValue-1", j )
// && dataList.CoditionSatified("MoveAverageValue-1", "MoveAverageValue-60", j -1))
)//simulationVariable.ConditionSatifiedMoveStopLoss("MoveStopLossPercentage"))// || dataList.CoditionSatified("MinValue-1", "MinValue-10", j))
{
return(true);
}
return(false);
}
public bool BuyCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
// if (financialdata.RevenueInt - 2 < 0 || financialdata.BasicFinancialInt <= 0 || financialdata.BasicFinancialInt - 20 <= 0 ||j<30) return false;
// financialdata.InitialDate(dataList.TechData[j].Date);
// double? CFC_Yearly = 0;
// double? CFC_5Year = 0;
// double? QCashFlowFromOperatingAction = 0;
// double? QNetIncome = 0;
// double? LongTermLiability = 0;
// double? TotalLiability = 0;
// double? QCashFlow_QNetIncome = 0;
// int count = 0;
// int countY = 1;
// for (int i = financialdata.BasicFinancialInt; i > financialdata.BasicFinancialInt - 20; i--)
// {
// QCashFlowFromOperatingAction += financialdata.FinancialDataList[i].QCashFlowFromOperatingAction;
// QNetIncome += financialdata.FinancialDataList[i].QNetIncome;
// countY++;
// if(countY%4==0)
// {
// QCashFlow_QNetIncome += (QCashFlowFromOperatingAction/ QNetIncome);
// QCashFlowFromOperatingAction = 0;
// QNetIncome = 0;
// }
// if (count < 4)
// {
// CFC_Yearly += financialdata.FinancialDataList[i].QCashFlowFromOperatingAction - financialdata.FinancialDataList[i].QCashFlowfromInvestmentAction;
// LongTermLiability += financialdata.FinancialDataList[i].QLong_TermLiabilities;
// TotalLiability += financialdata.FinancialDataList[i].QTotalLiabilities;
// count++;
// }
// CFC_5Year += financialdata.FinancialDataList[i].QCashFlowFromOperatingAction - financialdata.FinancialDataList[i].QCashFlowfromInvestmentAction;
// }
// QCashFlow_QNetIncome = QCashFlow_QNetIncome / 5;
// if (dataList.TechData[j].CashYieldRate >= 5 &&
// financialdata.RevenueList[financialdata.RevenueInt].YoYPercentage_MonthlySale > 0 &&
// financialdata.RevenueList[financialdata.RevenueInt - 1].YoYPercentage_MonthlySale > 0 &&
// financialdata.FinancialDataList[financialdata.BasicFinancialInt].QLong_TermLiabilities / financialdata.FinancialDataList[financialdata.BasicFinancialInt].QTotalLiabilities < 0.3 &&
// //LongTermLiability/TotalLiability<0.3&&
// QCashFlowFromOperatingAction / QNetIncome >= 1 &&
// //QCashFlow_QNetIncome>=1&&
// financialdata.ComparerFinancial("QReturnonEquityPercentage_A", 20, 4, false, true) &&
// financialdata.ComparerFinancial("QReturnonEquityPercentage_A", 15, 20, false, true) &&
// CFC_5Year > 0 &&
// CFC_Yearly > 0 &&
// financialdata.ComparerFinancial("QNetIncomePercentage", 10, 20, Yearly: true) && //稅後淨利率
// financialdata.ComparerFinancial("QNetIncomePercentage", 10, 4, Yearly: true)
// //financialdata.ComparerFinancial("QNetIncomePercentage", 20, 4, true, Yearly: true)
// //&& dataList.CoditionSatifiedIsBiggerValue( "MoveAverageValue-30",j ,500)
// //&& dataList.CoditionSatified("BollingerBandsDown-20", "MoveAverageValue-1", j - 1)
// //&& dataList.CoditionSatified("MoveAverageValue-1", "BollingerBandsDown-20", j)
//)// && financialdata.ComparerFinancial("QCashFlowPerShare",3,4))
return(true);
return(false);
}
public bool BuyCondition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel financialdata, int j)
{
InitialData.OutputData = new OutputModel();
if (financialdata.FinancialDataList.Count == 0)
{
return(false);
}
if (financialdata.FinancialDataList[financialdata.BasicFinancialInt].EarningPerShare_Consol == null ||
financialdata.FinancialDataList[financialdata.BasicFinancialInt].BPS_A__Consol == null ||
financialdata.FinancialDataList[financialdata.BasicFinancialInt].CashFlow_Operating_Consol == null)
{
return(false);
}
double?BPS = financialdata.FinancialDataList[financialdata.BasicFinancialInt].BPS_A__Consol;
double?OperationCashFlow = financialdata.FinancialDataList[financialdata.BasicFinancialInt].CashFlow_Operating_Consol;
double?NetIncomePercentageCount = CountKeepingRaise(ref financialdata, "NetIncome0_Consol");
double?OperationIncomePercentageCount = CountKeepingRaise(ref financialdata, "OperatingIncome0_Consol");
double?EPS = financialdata.FinancialDataList[financialdata.BasicFinancialInt].EarningPerShare_Consol;
double?EPSCount = CountKeepingRaise(ref financialdata, "EarningPerShare_Consol");
double?EPSQoQ = QoQ(ref financialdata, "EarningPerShare_Consol");
double?EPSYoY = YoY(ref financialdata, "EarningPerShare_Consol");
double?EPSAccumulationYoY = YoY(ref financialdata, "EarningPerShare_Consol");
if (NetIncomePercentageCount != null)
{
InitialData.OutputData.netIncomePercentageCount = (double)NetIncomePercentageCount;
}
if (OperationIncomePercentageCount != null)
{
InitialData.OutputData.operationIncomePercentageCount = (double)OperationIncomePercentageCount;
}
if (EPSCount != null)
{
InitialData.OutputData.EPSCount = (double)EPSCount;
}
if (EPSQoQ != null)
{
InitialData.OutputData.EPSQoQ = System.Math.Round((double)EPSQoQ, 2);
}
if (EPSYoY != null)
{
InitialData.OutputData.EPSYoY = System.Math.Round((double)EPSYoY, 2);
}
if (EPSAccumulationYoY != null)
{
InitialData.OutputData.EPSAccumulationYoY = System.Math.Round((double)EPSAccumulationYoY, 2);
}
if (EPS != null)
{
InitialData.OutputData.EPS = System.Math.Round((double)EPS, 2);
}
if (ValuationConditionSatisfied(ref financialdata, valuationParameter) && OperationCashFlow > 0 &&
NetIncomePercentageCount >= netIncomePercentageCountSet &&
OperationIncomePercentageCount >= operationIncomePercentageCountSet &&
EPS >= EPSSet &&
EPSCount >= EPSCountSet &&
EPSQoQ >= EPSQoQSet &&
EPSYoY >= EPSYoYSet &&
EPSAccumulationYoY >= EPSAccumulationYoYSet
//&& FinancialPublished(ref dataList , j)
&& j > 240 &&
((OperationCashFlowSet && OperationCashFlow > 0) || !OperationCashFlowSet) &&
(dataList.ReturnValue("MaxValue-240", j - 1)) < (double)dataList.TechData[j].ClosePrice
)
{
return(true);
}
return(false);
}
/// <summary>
/// Register a data struct on simConnect and add its members to the SimConnect Data Definition.
/// </summary>
/// <param name="sc">SimConnect instance</param>
/// <param name="cat">Variable category to register</param>
public async static Task RegisterStruct(SimConnect sc, SIMVAR_CATEGORY cat)
{
// Don't proceed with registration if the struct was already registered
if (_registeredDataStructs.ContainsKey(cat))
{
return;
}
// Register the struct that corresponds to the SIMVAR_CATEGORY and return it's type.
Type structType = SimConnectRegisterDataDefineStruct(sc, cat);
List <FieldInfo> fields = null;
if (structType != null)
{
fields = new List <FieldInfo>(structType.GetFields(BindingFlags.Instance | BindingFlags.NonPublic | BindingFlags.Public));
}
// Return when there is no struct associated with this category.
if (fields == null)
{
return;
}
// Loop struct fields and add the corresponding variables to the Data Definition
for (int i = 0; i < fields.Count; i++)
{
FieldInfo field = fields[i];
string varLookupName = field.Name;
// Reformat the name of variables with index
// Example: GENERAL_ENG_THROTTLE_LEVER_POSITION_0 to GENERAL_ENG_THROTTLE_LEVER_POSITION:0
string pattern = @"_(?<index>[0-9][0-9]*)$";
Match match = Regex.Match(field.Name, pattern);
if (match.Success)
{
varLookupName = Regex.Replace(varLookupName, pattern, m => $":{m.Groups[1]}");
}
// Replace underscores by spaces
varLookupName = varLookupName.Replace('_', ' ');
var filter = Builders <SimulationVariable> .Filter.Eq(simvar => simvar.Name, varLookupName);
List <SimulationVariable> results = await SimulationVariable.Find(filter);
SimulationVariable sv;
if (results.Count > 0)
{
sv = results[0];
SimulationVariable.SetValueType(sv, field.FieldType);
}
else
{
sv = new SimulationVariable(varLookupName, string.Empty, (int)cat, null, (int)GetSimConnectDataType(field.FieldType), field.FieldType, (int)SIMVAR_SOURCE.SIMCONNECT);
await SimulationVariable.AddNewAsync(sv);
}
if (!_monitoredSimVars.ContainsKey(sv.Name))
{
_monitoredSimVars.Add(sv.Name, sv);
}
sc.AddToDataDefinition(cat, sv.Name, sv.Units, (SIMCONNECT_DATATYPE)sv.ScDataType, 0.0f, SimConnect.SIMCONNECT_UNUSED);
}
// Add the added variable category to the dictionary of registered structs
_registeredDataStructs.Add(cat, true);
}
