public void Simulate(int startdate, int enddate)
{
int curentdate;
for (curentdate = startdate; curentdate <= enddate; curentdate = Util.nextDay(curentdate))
{
//if (curentdate == 20180301)
//{
// int abc;
// abc = 3;
//}
//如果有卖出则卖出
if (checkSell(curentdate))
{
doSell(curentdate);
}
object list = hsallitems[curentdate.ToString()];
//如果当日没有需要操作的股票,则转入下一日
if (list == null)
{
continue;
}
List <StockOpeItem> newlist = (List <StockOpeItem>)list;
for (int i = 0; i < newlist.Count; i++)
{
StockOpeItem item = newlist[i];
if (checkBuy(item))
{
doBuy(item);
}
}
}
}
//2018-03-18 保存至数据库
public static void SaveToDB_Analysis2(System.Collections.ArrayList list)
{
string sql;
sql = "truncate table Ope_Analysis2;";
db.RunSql(sql);
System.Collections.ArrayList sqllist = new System.Collections.ArrayList();
SQLMassImport rulefile = new SQLMassImport("Analysis2SQL");
for (int i = 0; i < list.Count; i++)
{
StockOpeItem item = (StockOpeItem)list[i];
string[] attristrs = new string[11];
attristrs[0] = item.type.ToString();
attristrs[1] = item.stockcode;
attristrs[2] = item.buyrule;
attristrs[3] = item.sellrule.ToString();
attristrs[4] = item.buydate.ToString();
attristrs[5] = item.buyindex.ToString();
attristrs[6] = item.buyprice.ToString();
attristrs[7] = item.grade.ToString();
attristrs[8] = item.selldate.ToString();
attristrs[9] = item.sellindex.ToString();
attristrs[10] = item.sellprice.ToString();
rulefile.AddRow(attristrs);
}
rulefile.ImportClose(db, StockSQL.TABLE_ANALYZE2);
}
int IComparer <StockOpeItem> .Compare(StockOpeItem x, StockOpeItem y)
{
//排列次序:日期大的在后面
if (x.buydate > y.buydate)
{
return(1);
}
else if (x.buydate < y.buydate)
{
return(-1);
}
//排列次序:分数高大的在前面
else if (x.grade > y.grade)
{
return(-1);
}
else if (x.grade < y.grade)
{
return(1);
}
//排列次序:价格低的在前面
else if (x.buyprice < y.buyprice)
{
return(-1);
}
else if (x.buyprice > y.buyprice)
{
return(1);
}
return(0);
}
public StockSimulateItem(StockOpeItem item)
{
buyrule = item.buyrule;
sellrule = item.sellrule;
stockcode = item.stockcode;
buydate = item.buydate;
buyindex = item.buyindex;
buyprice = item.buyprice;
selldate = item.selldate;
sellindex = item.sellindex;
sellprice = item.sellprice;
}
//2018-03-20
//如果没有卖出数据,会把最后一天的价格强制卖出
public static StockOpeItem[] CalculateSave2Analysis2(int startdate, int enddate, string buyname, string sellname, int buytype)
{
string sql;
//tmp2得到所有的卖出信息以及最后一天的信息
sql = "select * into #tmp2 from ";
sql += " (select rulename, stockcode,[DATE],[INDEX],price from Ope_Analysis where date >= '" + startdate.ToString() + "' and date <= '" + enddate.ToString() + "' and rulename = '" + sellname + "' and type = '" + Rule.STATUS_SELL + "' ";
sql += " union ";
sql += "SELECT '" + sellname + "' as rulename, T7.code as stockcode, T7.[date] as [date],t7.[index] as [index],t7.[end] as price FROM Stock_Item T7 join ";
sql += " (select code, MAX([index]) as [index],MAX([date]) as [date] from Stock_Item where ";
sql += " [DATE] <= '" + enddate.ToString() + "' group by code) T8 on t7.code = t8.code and t7.[index] = t8.[index]";
sql += " ) T2;";
sql += " select * into #tmp1 from (select * from Ope_Analysis where date >= '" + startdate.ToString() + "' and date <= '" + enddate.ToString() + "' and rulename = '" + buyname + "' and type = '" + buytype + "') T1; ";
sql += "SELECT * FROM ( ";
sql += "SELECT T1.stockcode, T1.rulename as buyname, t1.[date] as buydate, t1.[index] as buyindex, t1.price as buyprice, t1.pregrade, t1.grade, t1.kpis, t1.dapan, ";
sql += "T2.rulename as sellname, t2.[date] as selldate, t2.[index] as sellindex, t2.price as sellprice, ";
sql += "RANK() OVER (PARTITION BY t1.stockcode, t1.[date] order by t2.[date]) AS SEQUENCE FROM ";
sql += "#TMP1 AS T1 LEFT OUTER JOIN ";
sql += " #tmp2 as t2 ";
sql += "ON T1.stockcode = T2.stockcode ";
sql += "WHERE T1.date <= T2.date ) T3 ";
sql += "WHERE T3.SEQUENCE = 1 ";
sql += "ORDER BY stockcode, BUYDATE; ";
System.Data.DataTable table = db.GetTable(sql);
System.Collections.ArrayList sqllist = new System.Collections.ArrayList();
int size = table.Rows.Count;
StockOpeItem[] items = new StockOpeItem[size];
for (int i = 0; i < size; i++)
{
System.Data.DataRow row = table.Rows[i];
items[i] = new StockOpeItem();
items[i].type = buytype;
items[i].buyrule = (string)row["buyname"];
items[i].sellrule = (string)row["sellname"];
items[i].stockcode = (string)row["stockcode"];
items[i].buydate = (int)row["buydate"];
items[i].buyindex = (int)row["buyindex"];
items[i].buyprice = (double)row["buyprice"];
//items[i].grade = RuleScore.GetRuleScore(items[i].buyrule, items[i].buydate / 100);
items[i].grade = (double)row["grade"];
items[i].selldate = (int)row["selldate"];
items[i].sellindex = (int)row["sellindex"];
items[i].sellprice = (double)row["sellprice"];
}
return(items);
}
//是否可以买入
private bool checkBuy(StockOpeItem item)
{
//如果当前满仓, 则不能买入
if (holditems.Count >= totalnum)
{
return(false);
}
//如果股票已被买入, 则不能买入
foreach (StockSimulateItem nowitem in holditems)
{
if (nowitem.stockcode == item.stockcode)
{
return(false);
}
}
return(true);
}
//按照日期排序
public void AddOpeItem(StockOpeItem item)
{
string date = item.buydate.ToString();
object obj = hsallitems[date];
if (obj == null)
{
obj = new List <StockOpeItem>();
}
List <StockOpeItem> list = (List <StockOpeItem>)obj;
list.Add(item);
//grade高的在前面
newsCompare comp = new newsCompare();
list.Sort(comp);
hsallitems[date] = list;
}
private void doBuy(StockOpeItem item)
{
StockSimulateItem smitem = new StockSimulateItem(item);
smitem.type = item.type;
//剩余资金需要均分给需要买的股票数量
double buymoney = leftmoney / (totalnum - holditems.Count);
//可以买的手数
int buyvolume = (int)(buymoney / (100 * item.buyprice));
//实际可以买的股票数
smitem.buyvolume = buyvolume * 100;
//剩余资金: 需要计算手续费
leftmoney = leftmoney - smitem.buyvolume * item.buyprice * (1 + StockApp.FEE);
holditems.Add(smitem);
smitem.holdstocknum = holditems.Count;
smitem.totalstockvalue = getHoldStockValue();
smitem.leftmoney = leftmoney;
record_opeitems.Add(smitem);
}
public static StockOpeItem[] GetAnalysis2List(int type, int startdate, int enddate, string buyrule, string sellrule, double goodsccore, bool applyDefaultSell, bool restrict_end_to_sell)
{
string sql;
Buy buy = StockApp.GetBuy(buyrule);
string d_sellindex = buy.defaultSell + StockKPI.default_index;
string d_sellprice = buy.defaultSell + StockKPI.default_price;
string d_selldate = buy.defaultSell + StockKPI.default_date;
sql = " select T1.*, T5.*," + d_sellindex + "," + d_sellprice + "," + d_selldate + " from ( ";
sql += "select * from Ope_Analysis2 where buydate >= '" + startdate + "' ";
//goodgrade如果选项打开, 只有在score>goodscore时才做选择
sql += " and grade >= '" + goodsccore + "' ";
sql += " and buydate <= '" + enddate + "' and buyrule = '" + buyrule + "' and sellrule = '" + sellrule + "' ";
sql += " and type in (" + type + "," + Rule.STATUS_SELL + ")) T1 ";
sql += " join stock_Full T2 on T1.stockcode = T2.code and T1.buyindex = T2.[index] ";
sql += " join ";
sql += " (select t3.code,t3.[index] as maxindex,t3.[date] as maxdate,t3.[end] as maxprice from stock_Full t3 join ";
sql += " (select code, MAX([date]) as intdate from stock_full ";
sql += " where [date]<= " + enddate;
sql += " group by code) t4 on t3.code = t4.code and t3.[date] = t4.intdate) t5 ";
sql += " on t1.stockcode = t5.code ";
sql += " order by T1.stockcode, T1.[buydate];";
System.Data.DataTable table = db.GetTable(sql);
System.Collections.ArrayList sqllist = new System.Collections.ArrayList();
int size = table.Rows.Count;
StockOpeItem[] items = new StockOpeItem[size];
for (int i = 0; i < size; i++)
{
System.Data.DataRow row = table.Rows[i];
items[i] = new StockOpeItem();
items[i].type = (int)row["type"];
items[i].stockcode = (string)row["stockcode"];
items[i].buyrule = (string)row["buyrule"];
items[i].sellrule = (string)row["sellrule"];
items[i].buydate = (int)row["buydate"];
items[i].buyindex = (int)row["buyindex"];
items[i].buyprice = (double)row["buyprice"];
items[i].grade = (double)row["grade"];
if (applyDefaultSell && (int)row["sellindex"] > Convert.ToInt32(row[d_sellindex]))
{
items[i].selldate = Convert.ToInt32(row[d_selldate]);
items[i].sellindex = Convert.ToInt32(row[d_sellindex]);
items[i].sellprice = (double)row[d_sellprice];
}
else
{
items[i].selldate = (int)row["selldate"];
items[i].sellindex = (int)row["sellindex"];
items[i].sellprice = (double)row["sellprice"];
}
if (restrict_end_to_sell && (int)row["maxindex"] < items[i].sellindex)
{
items[i].selldate = (int)row["maxdate"];
items[i].sellindex = (int)row["maxindex"];
items[i].sellprice = (double)row["maxprice"];
}
}
return(items);
}
