public bool collectRateItemHistory(RegressResult re,
out Dictionary <String, HistoryData> strategyRateItemHistoryData,
out List <HistoryData> dataList,
out List <String> rateItemList
)
{
Dictionary <String, List <SelectItem> > rateItemDict = RegressResult.ToRateItemDict(re.selItems_);
var sortDict = from objDic in rateItemDict orderby objDic.Key select objDic;
dataList = new List <HistoryData>();
rateItemList = new List <string>();
strategyRateItemHistoryData = new Dictionary <string, HistoryData>();
foreach (var kv in sortDict)
{
if (kv.Value.Count < 20)
{
continue;
}
rateItemList.Add(kv.Key);
List <DateSelectItem> items = RegressResult.ToDaySelectItemList(kv.Value, re.dateRangeList_);
HistoryData data = StrategyAsset.GetHistoryData(items, 0, items.Count, RunMode.RM_Raw);
dataList.Add(data);
}
if (dataList.Count == 0)
{
return(false);
}
for (int i = 0; i < rateItemList.Count; ++i)
{
strategyRateItemHistoryData[rateItemList[i]] = dataList[i];
}
return(true);
}
public List <SelectItem> buyMostBonusPerDay(RegressResult re)
{
App.host_.uiStartProcessBar();
List <SelectItem> buyitems = new List <SelectItem>();
List <int> dateList = Utils.TraverTimeDay(re.dateRangeList_);
dateList.Reverse();
int nFinishCount = 0;
int nTotalCount = dateList.Count;
int nMissCount = 0;
int nTradeCount = 0;
foreach (int date in dateList)
{
nFinishCount++;
List <SelectItem> items = SelectResult.OfDate(date, re.selItems_);
if (items.Count == 0)
{
if (Utils.IsTradeDay(date))
{
++nMissCount;
}
continue;
}
float maxBonusValue = -11;
SelectItem maxBonusItem = null;
foreach (var item in items)
{
var bonus = item.getColumnVal("bonus");
if (bonus == "")
{
continue;
}
var bonusValue = Utils.GetBonusValue(bonus);
if (bonusValue > maxBonusValue)
{
maxBonusValue = bonusValue;
maxBonusItem = item;
}
}
if (maxBonusItem == null)
{
buyitems.Add(items[0]);
}
else
{
buyitems.Add(maxBonusItem);
}
++nTradeCount;
App.host_.uiSetProcessBar(String.Format("{0}:正在回归{1}-{2}，可能最佳购买阶段：完成{3}的购买, 选择总数：{4}，当前MissBuy：{5}，Buy：{6}",
re.solutionName_,
dateList.Last(), dateList.First(), date, re.selItems_.Count, nMissCount, nTradeCount),
nFinishCount * 100 / nTotalCount);
}
App.host_.uiFinishProcessBar();
return(buyitems);
}
public void regress(RegressResult regressRe)
{
DataStoreHelper dsh = new DataStoreHelper();
SelectManager selManager = new SelectManager();
List <int> dateList = Utils.TraverTimeDay(regressRe.dateRangeList_);
dateList.Reverse();
App.host_.uiStartProcessBar();
int nFinishCount = 0;
int nTotalCount = dateList.Count;
SelectHint hint = new SelectHint();
foreach (Stock sk in App.ds_.stockList_)
{
hint.nextWantedIndexHintDict_[sk] = -1;
}
foreach (int date in dateList)
{
SelectResult re = selManager.select(dsh, SelectMode.SM_Regress, date, regressRe.strategyList_, hint);
regressRe.selItems_.AddRange(re.selItems_);
App.host_.uiSetProcessBar(String.Format("{0}:正在回归{1}-{2}，选择阶段：完成{3}的选择，当前选中记录数：{4}",
regressRe.solutionName_,
dateList.Last(), dateList.First(), date, regressRe.selItems_.Count),
nFinishCount * 100 / nTotalCount);
++nFinishCount;
}
regressRe.selItems_.Sort(delegate(SelectItem lhs, SelectItem rhs)
{
var lhsBonus = lhs.getColumnVal("nsl");
var rhsBonus = rhs.getColumnVal("nsl");
if (lhsBonus == "")
{
return(1);
}
if (rhsBonus == "")
{
return(-1);
}
float lhsBonusValue = Utils.GetBonusValue(lhsBonus);
float rhsBonusValue = Utils.GetBonusValue(rhsBonus);
return(lhsBonusValue.CompareTo(rhsBonusValue));
});
foreach (var item in regressRe.selItems_)
{
item.allSelectItems_ = regressRe.selItems_;
}
App.host_.uiFinishProcessBar();
if (regressRe.runMode_ == RunMode.RM_Asset)
{
regressRe.buyItems_ = App.grp_.desideToBuy(regressRe);
}
else
{
regressRe.buyItems_ = App.grp_.buyMostBonusPerDay(regressRe);
}
}
public bool writeAssetForAllSingleStrategy(String dateRangeName)
{
DB.Global().Execute(String.Format("Delete From stra_his"));
DB.Global().Execute(String.Format("Delete From stra_opt"));
foreach (var item in App.autoSolutionSettingList_)
{
if (item.name_ == "$All" || item.name_ == "$Tmp")
{
continue;
}
RegressResult re = new RegressResult();
re.runMode_ = RunMode.RM_Raw;
re.name_ = item.name_ + "-" + dateRangeName;
re.solutionName_ = item.name_;
re.dateRangeName_ = dateRangeName;
re.dateRangeList_ = App.DateRange(dateRangeName).rangeList_;
re.strategyList_ = App.Solution(item.name_).straList_;
if (re.EndDate >= Utils.LastTradeDay())
{
if (!App.ds_.prepareForSelect())
{
MessageBox.Show("准备数据工作失败，无法继续执行！");
return(false);
}
}
RegressManager regressManager = new RegressManager();
regressManager.regress(re);
List <DateSelectItem> items = RegressResult.ToDaySelectItemList(re.selItems_, re.dateRangeList_);
re.reHistory_ = StrategyAsset.GetHistoryData(items, 0, items.Count, re.runMode_);
Dictionary <String, HistoryData> strategyRateItemHistoryData;
List <HistoryData> dataList;
List <String> rateItemList;
App.asset_.collectRateItemHistory(re, out strategyRateItemHistoryData, out dataList, out rateItemList);
StrategyAsset.WriteStrategyAsset(re.strategyList_[0], re.reHistory_, strategyRateItemHistoryData);
Dictionary <String, Object> straDataDict = re.reHistory_.toDictionary("");
straDataDict["straname"] = re.solutionName_;
DB.Global().Insert("stra_opt", straDataDict);
}
App.asset_.readAssetFromDB();
App.host_.uiSetMsg("Write asset completed.");
return(true);
}
public List <SelectItem> desideToBuy(RegressResult re)
{
App.host_.uiStartProcessBar();
List <SelectItem> buyitems = new List <SelectItem>();
List <int> dateList = Utils.TraverTimeDay(re.dateRangeList_);
dateList.Reverse();
int nFinishCount = 0;
int nTotalCount = dateList.Count;
int nMissCount = 0;
int nTradeCount = 0;
foreach (int date in dateList)
{
nFinishCount++;
List <SelectItem> items = SelectResult.OfDate(date, re.selItems_);
if (items.Count == 0)
{
if (Utils.IsTradeDay(date))
{
++nMissCount;
}
continue;
}
else
{
var buyItem = makeDeside(items, date, RankBuyDesider.buyer_, false);
if (buyItem != null)
{
buyItem.iamBuyItem_ = true;
++nTradeCount;
}
buyitems.Add(buyItem);
}
App.host_.uiSetProcessBar(String.Format("{0}:正在回归{1}-{2}，购买阶段：完成{3}的购买, 选择总数：{4}，当前MissBuy：{5}，Buy：{6}",
re.solutionName_,
dateList.Last(), dateList.First(), date, re.selItems_.Count, nMissCount, nTradeCount),
nFinishCount * 100 / nTotalCount);
}
App.host_.uiFinishProcessBar();
return(re.buyItems_ = buyitems);
}
public static void RemoveRegress(RegressResult re)
{
App.regressList_.Remove(re);
}
