private void TradeTest(decimal buyRate, decimal sellRate)
{
//
StockPriceUtil util = new StockPriceUtil();
// 30日前から今日までの株価情報を取得
List <StockPriceProfile> lst = util.GetListStockPriceProfile(DateTime.Now.AddDays(-90), DateTime.Now);
// 証券コードのDISTINCTを取得 200円以上
var stockCodes = (from q in lst
where q.AdjustmentClosingPrice >= 100 & q.StockDate >= DateTime.Now.AddDays(-14)
select q.StockCode).Distinct();
Boolean isBuy = false;
Boolean isSell = false;
decimal startYen = 1000000m;
decimal shares = 0m;
decimal prevPrice = 0m;
StockPriceProfile prev = null;
decimal totalYen = 0;
decimal upCnt = 0;
decimal downCnt = 0;
decimal nochangeCnt = 0;
StringBuilder sb = new StringBuilder();
StringBuilder sb2 = new StringBuilder();
foreach (decimal code in stockCodes)
{
var price = from p in lst
where p.StockCode == code
select p;
// まずは買い
isBuy = true;
isSell = false;
shares = 0m;
startYen = 1000000m;
prevPrice = 0m;
// 基準日の調整後終値を基準の値にする
decimal basePrice = price.First().AdjustmentClosingPrice;
foreach (StockPriceProfile sp in price)
{
if (isBuy)
{
// 買い
if (sp.AdjustmentClosingPrice <= basePrice * buyRate)
{
startYen -= 500; // 手数料
shares = Math.Floor(startYen / sp.AdjustmentClosingPrice);
startYen = startYen - (sp.AdjustmentClosingPrice * shares);
basePrice = sp.AdjustmentClosingPrice;
isBuy = false;
isSell = true;
sb.AppendLine(sp.StockCode + "@@" + sp.CompanyName + "@@" + sp.StockDate.ToString("yyyy/MM/dd") + "@@" + "買い" + "\t" + sp.AdjustmentClosingPrice + "@@" + shares);
}
}
else if (isSell)
{
// 売り
if (sp.AdjustmentClosingPrice >= basePrice * sellRate)
{
startYen -= 500; // 手数料
sb.AppendLine(sp.StockCode + "@@" + sp.CompanyName + "@@" + sp.StockDate.ToString("yyyy/MM/dd") + "@@" + "売り" + "@@" + sp.AdjustmentClosingPrice + "\t" + shares);
startYen = startYen + (sp.AdjustmentClosingPrice * shares);
shares = 0;
basePrice = sp.AdjustmentClosingPrice;
isBuy = true;
isSell = false;
}
}
prevPrice = sp.AdjustmentClosingPrice;
prev = sp;
}
if (isSell)
{
sb.AppendLine(prev.StockCode + "@@" + prev.CompanyName + "@@" + prev.StockDate.ToString("yyyy/MM/dd") + "@@" + "売り" + "@@" + prev.AdjustmentClosingPrice + "\t" + shares);
startYen = startYen + (prevPrice * shares);
}
//if (startYen > 1100000m)
//{
// Console.WriteLine(code.ToString() + ":" + startYen.ToString());
//}
if (startYen > 1000000)
{
upCnt += 1;
}
if (startYen == 1000000)
{
nochangeCnt += 1;
}
if (startYen < 1000000)
{
downCnt += 1;
}
totalYen += startYen - 1000000;
sb2.AppendLine(prev.StockCode + "@@" + prev.CompanyName + "@@" + (startYen - 1000000));
}
Console.WriteLine(sb2.ToString());
Console.WriteLine("買利率:" + "\t" + buyRate + "\t" + " 売利率:" + "\t" + sellRate + "\t" + " 損益合計:" + "\t" + totalYen + "\t" + " 上昇:" + "\t" + upCnt + "\t" + " 減少:" + "\t" + downCnt + "\t" + " 変更無し:" + "\t" + nochangeCnt);
this.txtTrade.Text += "買利率:" + "\t" + buyRate + "\t" + " 売利率:" + "\t" + sellRate + "\t" + " 損益合計:" + "\t" + totalYen + "\t" + " 上昇:" + "\t" + upCnt + "\t" + " 減少:" + "\t" + downCnt + "\t" + " 変更無し:" + "\t" + nochangeCnt;
//var sellrates = new[] { 1, 2, 3 };
//var buyrates = new[] { 9, 8, 7 };
//var rates = sellrates.SelectMany(
// sellrate => buyrates,
// (sellrate, buyrate) => new { Sellrate = sellrate, Buyrate = buyrate });
//foreach (var rate in rates)
//{
// Console.WriteLine(rate.Sellrate + " " + rate.Buyrate);
//}
}
private void btnTest_Click(object sender, EventArgs e)
{
StockPriceUtil util = new StockPriceUtil();
// 20日前から今日までの株価情報を取得
List <StockPriceProfile> lst = util.GetListStockPriceProfile(DateTime.Now.AddDays(-20), DateTime.Now);
// 証券コードのDISTINCTを取得
var stockCodes = (from q in lst
select q.StockCode).Distinct();
foreach (decimal code in stockCodes)
{
// 証券コードでループ処理
// 11件以上データが無い場合は飛ばす
var cnt = (from t in lst
where t.StockCode == code
select t).Count();
if (cnt < 11)
{
continue;
}
// 1) 日付の降順に並べ3件スキップした10件分のデータの出来高の平均値を取得
var average = (from t in lst
where t.StockCode == code
orderby t.StockDate descending
select t.TradeVolume).Skip(3).Take(10).Average();
// 2) 日付の降順に並べ3件分のデータを取得
var query2 = (from t in lst
where t.StockCode == code
orderby t.StockDate descending
select t).Take(3);
// 3) 3日間の出来高が平均の1.5倍以上であるものを抽出
var query3 = from t in query2
where t.TradeVolume >= (average * 1.5m)
orderby t.StockDate ascending
select t;
if (query3.Count() == 3)
{
int up = 0;
int down = 0;
decimal price = query3.FirstOrDefault().AdjustmentClosingPrice;
decimal volume = query3.FirstOrDefault().TradeVolume;
// 4) 3日間の株価の終値が連続して上昇
foreach (StockPriceProfile q in query3)
{
if (q.AdjustmentClosingPrice > price && q.TradeVolume > volume)
{
// 上昇
up++;
}
if (q.AdjustmentClosingPrice < price && q.TradeVolume < volume)
{
// 下落
down++;
}
price = q.AdjustmentClosingPrice;
volume = q.TradeVolume;
}
if (up == 2)
{
Console.WriteLine(String.Format("【上昇】{0} {1}", query2.FirstOrDefault().StockCode, query2.FirstOrDefault().CompanyName));
}
if (down == 2)
{
Console.WriteLine(String.Format("【下落】{0} {1}", query2.FirstOrDefault().StockCode, query2.FirstOrDefault().CompanyName));
}
//if (up != 2 && down != 2)
//{
// Console.WriteLine(String.Format("【どっちでもない】{0} {1}", query2.FirstOrDefault().StockCode, query2.FirstOrDefault().CompanyName));
//}
}
}
}
