SelectItem priCompete(List <SelectItem> selItems, out float maxRank)
{
SelectItem maxRankItem = null;
maxRank = int.MinValue;
float maxRankC = 0;
foreach (var item in selItems)
{
int rank = Utils.ToType <int>(item.getColumnVal("prirank"));
if (rank > maxRank)
{
maxRank = rank;
maxRankItem = item;
maxRankC = Utils.ToType <float>(item.getColumnVal("close"));
}
else if (rank == maxRank)
{
float curC = Utils.ToType <float>(item.getColumnVal("close"));
if (curC > maxRankC)
{
maxRank = rank;
maxRankItem = item;
maxRankC = curC;
}
}
}
return(maxRankItem);
}
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 static float GetBackBonus(List <SelectItem> allItems)
{
allItems.Sort(delegate(SelectItem lhs, SelectItem rhs)
{
var lhsBonus = lhs.getColumnVal("bonus");
var rhsBonus = rhs.getColumnVal("bonus");
if (lhsBonus == "")
{
return(1);
}
if (rhsBonus == "")
{
return(-1);
}
float lhsBonusValue = Utils.GetBonusValue(lhsBonus);
float rhsBonusValue = Utils.GetBonusValue(rhsBonus);
return(lhsBonusValue.CompareTo(rhsBonusValue));
});
float allBackBonusValue = 0;
Dictionary <int, int> backBonusDataDict = new Dictionary <int, int>();
for (int i = 0; i < allItems.Count; ++i)
{
SelectItem item = allItems[i];
var bonus = item.getColumnVal("bonus");
if (bonus == "")
{
continue;
}
float allbonusValue = Utils.GetBonusValue(bonus);
if (allbonusValue >= 0)
{
break;
}
if (backBonusDataDict.ContainsKey(item.date_))
{
continue;
}
backBonusDataDict[item.date_] = 0;
allBackBonusValue += allbonusValue;
if (backBonusDataDict.Count >= 10)
{
break;
}
}
if (backBonusDataDict.Count > 0)
{
return(allBackBonusValue / backBonusDataDict.Count);
}
else
{
return(0);
}
}
public SelectItem makeDeside(List <SelectItem> selectItems, int date, IBuyDesider desider, bool bIsSelect)
{
if (selectItems.Count == 0)
{
return(null);
}
if (bIsSelect)
{
DateTime curTime = DateTime.Now;
var dt = DB.Global().Select(
String.Format("Select code, buyNormlizePrice From minute_select Where date = '{0}'", Utils.Date(curTime)));
Dictionary <String, int> codeBuyNormlizePriceDict = new Dictionary <String, int>();
foreach (DataRow row in dt.Rows)
{
codeBuyNormlizePriceDict.Add(row["code"].ToString(), Utils.ToType <int>(row["buyNormlizePrice"].ToString()));
}
foreach (var item in selectItems)
{
bool bMinuteStrategy = item.strategyName_.StartsWith("LF_");
if (!bMinuteStrategy)
{
continue;
}
if (codeBuyNormlizePriceDict.TryGetValue(item.code_, out item.buyNormlizePrice_))
{
item.sigInfo_ = Utils.ToPrice(item.buyNormlizePrice_).ToString();
continue;
}
var close = item.getColumnVal("close");
float fclose;
if (!float.TryParse(close, out fclose))
{
continue;
}
item.buyNormlizePrice_ = (int)(fclose * Setting.NormalizeRate);
item.sigInfo_ = Utils.ToPrice(item.buyNormlizePrice_).ToString();
Dictionary <String, Object> selectItem = new Dictionary <String, Object>();
selectItem["code"] = item.code_;
selectItem["date"] = item.date_;
selectItem["name"] = item.getColumnVal("name");
selectItem["zf"] = item.getColumnVal("zf");
selectItem["bonus"] = item.getColumnVal("bonus");
selectItem["close"] = item.getColumnVal("close");
selectItem["straname"] = item.strategyName_;
selectItem["buyNormlizePrice"] = item.buyNormlizePrice_;
selectItem["selecttime"] = Utils.ToTimeDesc(curTime);
DB.Global().Insert("minute_select", selectItem);
}
foreach (var item in selectItems)
{
bool bMinuteStrategy = item.strategyName_.StartsWith("LF_");
if (!bMinuteStrategy)
{
continue;
}
if (!codeBuyNormlizePriceDict.ContainsKey(item.code_))
{
continue;
}
var close = item.getColumnVal("close");
DB.Global().Execute(String.Format("Update minute_select Set close = '{0}' Where code = '{1}'", close, item.code_));
}
}
SelectItem buyItem = desider.makeDeside(selectItems);
return(buyItem);
}
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);
}
public static HistoryData GetHistoryData(List <DateSelectItem> dateItems,
int iStartIndex, int nCount, RunMode runMode)
{
List <SelectItem> allItems = new List <SelectItem>();
for (int i = 0; i < nCount; i++)
{
if (iStartIndex + i >= dateItems.Count)
{
break;
}
DateSelectItem dayData = dateItems[iStartIndex + i];
allItems.AddRange(dayData.selItems_);
}
HistoryData data = new HistoryData();
data.backBonusValue_ = GetBackBonus(allItems);
for (int i = 0; i < allItems.Count; ++i)
{
SelectItem item = allItems[i];
var bonus = item.getColumnVal("bonus");
if (bonus == "")
{
continue;
}
data.nHoldStockDays_ += Utils.ToType <int>(item.getColumnVal("tradespan"));
float bonusValue = Utils.GetBonusValue(bonus);
data.allBonusValue_ += bonusValue;
}
allItems.Clear();
for (int i = 0; i < nCount; i++)
{
if (iStartIndex + i >= dateItems.Count)
{
break;
}
DateSelectItem dayData = dateItems[iStartIndex + i];
allItems.AddRange(dayData.goodSampleSelItems_);
}
data.gbackBonusValue_ = GetBackBonus(allItems);
for (int i = 0; i < allItems.Count; ++i)
{
SelectItem item = allItems[i];
var bonus = item.getColumnVal("bonus");
var strNsh = item.getColumnVal("nsh");
if (bonus == "" || strNsh == "")
{
continue;
}
data.nGoodSampleHoldStockDays_ += Utils.ToType <int>(item.getColumnVal("tradespan"));
float bonusValue = Utils.GetBonusValue(bonus);
data.allGoodSampleBonusValue_ += bonusValue;
float nsh = Utils.GetBonusValue(strNsh);
if (nsh > 0.5)
{
data.nPlusCount_++;
}
else if (nsh < -1.5)
{
data.nMinusCount_++;
if (nsh < -0.095)
{
data.nDeadCount_++;
}
}
else if (bonusValue < 0.2)
{
data.nPartialMinusCount_++;
}
}
data.nDayCount_ = iStartIndex + nCount - 1 >= dateItems.Count ?
dateItems.Count - iStartIndex : nCount;
int date0 = dateItems[iStartIndex].date_;
int date1 = dateItems[iStartIndex + data.nDayCount_ - 1].date_;
data.startDate_ = Math.Min(date0, date1);
data.endDate_ = Math.Max(date0, date1);
for (int i = 0; i < nCount; i++)
{
if (iStartIndex + i >= dateItems.Count)
{
break;
}
DateSelectItem dayData = dateItems[iStartIndex + i];
foreach (var selItem in dayData.selItems_)
{
var bonus = selItem.getColumnVal("bonus");
if (bonus == "")
{
continue;
}
float bounusValue = Utils.GetBonusValue(bonus);
var envBonus = selItem.getColumnVal("envbonus");
if (envBonus != "")
{
float envBonusValue = Utils.GetBonusValue(envBonus);
if (envBonusValue < 0)
{
++data.nAntiEnvCheckCount_;
if (bounusValue > 0)
{
++data.nAntiEnvCount_;
}
}
}
}
data.nGoodSampleSelectCount_ += dayData.goodSampleSelItems_.Count;
data.nAllSampleSelectCount_ += dayData.selItems_.Count;
data.nDayMaxSelectCount_ = Math.Max(data.nDayMaxSelectCount_, dayData.selItems_.Count);
foreach (var selItem in dayData.goodSampleSelItems_)
{
var bonus = selItem.getColumnVal("bonus");
if (bonus == "")
{
continue;
}
float bounusValue = Utils.GetBonusValue(bonus);
if (bounusValue > 0)
{
++data.nSelectSucCount_;
}
}
if (runMode == RunMode.RM_Asset)
{
var buyItem = dayData.getBuyItem();
if (buyItem != null)
{
var bonus = buyItem.getColumnVal("bonus");
if (bonus != "")
{
float bounusValue = Utils.GetBonusValue(bonus);
if (bounusValue > 0)
{
data.nTradeSucCount_++;
}
data.tradeBonusValue_ += bounusValue;
}
++data.nTradeCount_;
}
float dayAllBonusValue = 0;
foreach (var item in dayData.selItems_)
{
var bonus = item.getColumnVal("bonus");
if (bonus != "")
{
float bonusValue = Utils.GetBonusValue(bonus);
dayAllBonusValue += bonusValue;
}
}
if (dayAllBonusValue > 0)
{
data.nTradeAllSucCount_++;
}
}
else
{
if (dayData.selItems_.Count > 0)
{
float dayAllBonusValue = 0;
foreach (var item in dayData.goodSampleSelItems_)
{
var bonus = item.getColumnVal("bonus");
if (bonus != "")
{
float bonusValue = Utils.GetBonusValue(bonus);
dayAllBonusValue += bonusValue;
}
}
if (dayAllBonusValue > 0)
{
data.nTradeSucCount_++;
data.nTradeAllSucCount_++;
}
data.tradeBonusValue_ += dayAllBonusValue / dayData.goodSampleSelItems_.Count;
if (dayData.goodSampleSelItems_.Count > 0)
{
data.nTradeCount_++;
}
}
}
}
data.refrestStatistics();
return(data);
}
