public String computeBonus(SelectItem item, Stock stock, int buyDate, out BuySellInfo info)
{
info = new BuySellInfo();
if (item.buyNormlizePrice_ == 0)
{
return("");
}
IStrategy_LF_M stra = (IStrategy_LF_M)this;
DataStoreHelper dsh = new DataStoreHelper();
dsh.setStock(stock);
dsh.iIndex_ = App.ds_.index(stock, buyDate);
float buyC = item.buyNormlizePrice_;
float firstDayBonusL = firstDayBonusLimit();
float bonusL = bonusLimit();
float bL = dsh.iIndex_ > 1 ? bonusL : firstDayBonusL;
if (dsh.iIndex_ == 0)
{
var bonus = Utils.DeltaF(dsh.Ref(Info.C) - buyC, dsh.Ref(Info.C));
info.sellDate_ = buyDate;
info.tradeSpan_ = 0;
info.allBonus_ = Utils.ToBonus(bonus - 0.002f);
return(info.allBonus_);
}
else
{
--dsh.iIndex_;
int nBuySpan = 0;
int nBuySpanLimit = buySpan();
float sellC = 0;
for (; dsh.iIndex_ >= 0; --dsh.iIndex_, ++nBuySpan)
{
float o = dsh.Ref(Info.O);
float h = dsh.Ref(Info.H);
float c = dsh.Ref(Info.C);
float of = dsh.Ref(Info.OF);
float hf = dsh.Ref(Info.HF);
float lf = dsh.Ref(Info.LF);
float zf = dsh.Ref(Info.ZF);
var limit = nBuySpan == 0 ? firstDayBonusL : bonusL;
float wantedC = buyC * (1 + limit);
float wantedMinC = buyC * (1 + bonusL);
//
// if (lf < -0.111 || hf > 0.111)
// {//除权了
// return "";
// }
if (Utils.IsDownStop(hf))//一直跌停
{
info.bSellWhenMeetMyBounusLimit_ = false;
continue;
}
//今天没一直跌停，大概率能卖出
if (info.bSellWhenMeetMyBounusLimit_)
{
if (o > wantedC)//开盘超出盈利顶额
{
sellC = o;
++nBuySpan;
break;
}
if (h > wantedC)//达到盈利顶额
{
sellC = wantedC;
++nBuySpan;
break;
}
if (Utils.IsDownStop(zf))//尾盘跌停，卖不了
{
info.bSellWhenMeetMyBounusLimit_ = false;
continue;
}
sellC = c;
if (zf >= 0.01 || h >= wantedMinC || nBuySpan >= nBuySpanLimit - 1)
{
++nBuySpan;
break;
}
}
else //逃命模式
{
if (!Utils.IsDownStop(of)) //开盘没跌停
{ //跑了
sellC = o;
++nBuySpan;
break;
}
//开盘跌停但因为没一直跌停，所以肯定可以以跌停价卖出
sellC = dsh.Ref(Info.C, 1) * (1 - 0.095f);
++nBuySpan;
break;
}
}
if (dsh.iIndex_ == -1)
{
return("");
}
info.sellDate_ = dsh.Date();
info.tradeSpan_ = nBuySpan;
var bonus = (sellC - buyC) / buyC;
info.allBonus_ = Utils.ToBonus(bonus - 0.002f);
return(info.allBonus_);
}
}
public SelectResult select(DataStoreHelper dsh, SelectMode selectMode, int date, List <IStrategy> strategyList, SelectHint hint = null)
{
bool bShowProgress = date == Utils.NowDate();
if (bShowProgress)
{
App.host_.uiStartProcessBar();
}
SelectResult re = new SelectResult();
dsh.iSZIndex_ = App.ds_.index(App.ds_.szListData_, date);
for (int isk = 0; isk < App.ds_.stockList_.Count; ++isk)
{
Stock sk = App.ds_.stockList_[isk];
if (bShowProgress)
{
App.host_.uiSetProcessBar(String.Format("正在检测是否选择{0}", sk.code_), isk * 100 / App.ds_.stockList_.Count);
}
int iDateIndexHint = -1;
if (hint != null)
{
iDateIndexHint = hint.nextWantedIndexHintDict_[sk];
}
dsh.setStock(sk);
for (int i = 0; i < strategyList.Count; ++i)
{
IStrategy stra = strategyList[i];
Dictionary <String, String> rateItemDict = null;
String sigInfo = "";
try {
int iIndex = App.ds_.index(sk, date, iDateIndexHint);
if (iIndex == -1)
{
continue;
}
if (hint != null)
{
hint.nextWantedIndexHintDict_[sk] = iIndex + 1;
}
dsh.iIndex_ = iIndex;
if (dsh.dataList_[iIndex] == Data.NowInvalidData)
{
continue;
}
FocusOn fon = stra.focusOn();
int beforDateCount = sk.dataList_.Count - iIndex;
bool isNewStock = beforDateCount < Setting.MyNewStockLimit;
switch (fon)
{
case FocusOn.FO_Old:
if (isNewStock)
{
continue;
}
break;
case FocusOn.FO_All:
break;
case FocusOn.FO_New:
if (!isNewStock)
{
continue;
}
break;
default:
throw new ArgumentException("Unknown focusOn");
}
if (!isNewStock && dsh.MA(Info.A, 5, 1) < 20000)
{
continue;
}
rateItemDict = stra.select(dsh, selectMode, ref sigInfo);
if (rateItemDict == null)
{
continue;
}
} catch (DataException /*ex*/) {
continue;
}
SelectItem selItem = new SelectItem();
selItem.code_ = sk.code_;
selItem.date_ = date;
selItem.sigInfo_ = sigInfo;
selItem.strategyName_ = stra.name();
selItem.rateItemDict_ = rateItemDict;
re.selItems_.Add(selItem);
}
}
Dictionary <String, int> strategySelCountDict = new Dictionary <String, int>();
foreach (var item in re.selItems_)
{
if (strategySelCountDict.ContainsKey(item.strategyName_))
{
++strategySelCountDict[item.strategyName_];
}
else
{
strategySelCountDict.Add(item.strategyName_, 1);
}
}
foreach (var item in re.selItems_)
{
item.sameDayStrategySelCount_ = strategySelCountDict[item.strategyName_];
item.sameDaySelCount_ = re.selItems_.Count;
}
if (bShowProgress)
{
App.host_.uiFinishProcessBar();
}
return(re);
}