static void Main(string[] args)
{
//調べたい銘柄をリストする
string[] stocks = new string[] { "MSFT", "AAPL", "GOOG", "AMZN" };
//最高の勝率とその際の保有期間
double BestRate = 0;
double BestHold = 0;
//保有期間を20日から120日まで５日ステップでチェックする
for (int h = 20; h <= 120; h += 5)
{
Console.WriteLine("保有期間: " + h.ToString() + "日 ============");
double totalRate = 0;
//指定した銘柄をそれぞれカップ分析する
foreach (var stock in stocks)
{
//過去の株価を取得
List <HistoryPrice> history =
YahooFinanceAPI.GetStockPrices(stock, new DateTime(2008, 7, 1), new DateTime(2020, 7, 1));
//カップ分析＋勝率の計算
double rate = GetWinningRate(history, 60, 120, h);
Console.WriteLine(stock + ": " + rate.ToString());
totalRate += rate;
}
Console.WriteLine("勝率: " + (totalRate / stocks.Length).ToString() + "\n");
//最高勝率をチェックする
if (BestRate < totalRate)
{
BestRate = totalRate;
BestHold = h;
}
}
//最高勝率と保有期間の表示
Console.WriteLine();
Console.WriteLine("最適株保有期間: " + BestHold.ToString());
Console.WriteLine("最高勝率: " + (BestRate / stocks.Length).ToString());
Console.ReadLine();
}
/// <summary>
/// 株価取得のメソッド
/// </summary>
/// <param name="symbol">NYSEのTicker Symbol</param>
/// <param name="FromDate">開始日時</param>
/// <param name="ToDate">終了日時</param>
/// <returns></returns>
public static List <HistoryPrice> GetStockPrices(string symbol, DateTime FromDate, DateTime ToDate)
{
//Check local cache
string filepath = @"StockData\" + symbol + "_"
+ FromDate.ToShortDateString().Replace(@"/", "") + "_" +
ToDate.ToShortDateString().Replace(@"/", "") + ".txt";
if (File.Exists(filepath))
{
return(GetStockPricesFromFile(symbol, FromDate, ToDate));
}
else
{
Task <List <HistoryPrice> > historyData = Task.Run(() =>
{
return(YahooFinanceAPI.GetPriceAsync(symbol, FromDate, ToDate));
});
//株価データをローカルに保存
SaveStockPricesInFile(symbol, FromDate, ToDate, historyData.Result);
return(historyData.Result);
}
}