public Operations calcaulate(History history, DateTime date, Holds holds)
{
Operations operations = new Operations();
foreach (Hold hold in holds.holds)
{
var day = history.getDay(hold.stockName, date);
if (day == null)
{
continue;
}
if (hold.buyTime.AddDays(20) > date)
{
continue;
}
operations.operations.Add(sell(hold));
}
foreach (var stockName in history.stocks.Keys)
{
DayResult currentDay = history.getDay(stockName, date);
if (currentDay == null || currentDay.volume == 0 || currentDay.volume * currentDay.adjClose < 100000000)
{
continue;
}
DateTime currentDate = currentDay.date;
operations.operations.Add(buy(stockName, currentDay.adjClose, holds.cash));
}
return(operations);
}
private static KeyValuePair <string, Dictionary <DateTime, DayResult> > getStock(string stockName, string result)
{
string[] lines = result.Split('\n');
KeyValuePair <string, Dictionary <DateTime, DayResult> > dataList = new KeyValuePair <string, Dictionary <DateTime, DayResult> >(stockName, new Dictionary <DateTime, DayResult>());
for (int i = 0; i < lines.Count(); i++)
{
if (i == 0)
{
continue;
}
string line = lines[i];
if (String.IsNullOrEmpty(line))
{
continue;
}
DayResult data = new DayResult();
string[] items = line.Split(',');
if (items.Length < 6)
{
continue;
}
String[] dayTexts = items[0].Split('-');
data.date = new DateTime(Convert.ToInt32(dayTexts[0]), Convert.ToInt32(dayTexts[1]), Convert.ToInt32(dayTexts[2]));
try
{
data.open = Convert.ToDecimal(items[1]);
data.high = Convert.ToDecimal(items[2]);
data.low = Convert.ToDecimal(items[3]);
data.close = Convert.ToDecimal(items[4]);
data.volume = Convert.ToDecimal(items[5]);
data.adjClose = Convert.ToDecimal(items[6]);
}
catch (Exception)
{
continue;
}
dataList.Value.Add(data.date, data);
}
return(dataList);
}
public static void Match(History quickDay, DateTime time, Operations operations, Holds holds)
{
foreach (Operation operation in operations.operations)
{
DayResult day = quickDay.getDay(operation.StockName, time);
if (day == null)
{
continue;
}
decimal price = day.adjClose;
if (operation.Type == OperationType.Buy)
{
buy(time, holds, operation, price);
}
else
{
sell(time, holds, operation, price);
}
}
}
public static async Task run()
{
ResultContainer.Instance.addOutput("开始");
//DateTime startTime = new DateTime(1990, 12, 19);
//DateTime endTime = new DateTime(2016, 8, 1);
DateTime startTime = new DateTime(2006, 1, 1);
DateTime endTime = new DateTime(2016, 1, 1);
History quickDay = new History();
await quickDay.load();
Holds holds = new Holds();
holds.cash = 100000;
DateTime lastDay = startTime.AddDays(-1);
while (startTime < endTime)
{
quickDay.SetLimitDate(startTime);
Operations operations = new ZhihuAlgorithm().calcaulate(quickDay, startTime, holds);
Exchange.ExchangeExecutor.Match(quickDay, startTime, operations, holds);
if (startTime.Year != lastDay.Year || startTime.Month != lastDay.Month)
{
ResultContainer.Instance.addOutput(startTime.ToString());
decimal currentMoney = calculateResult(startTime, quickDay, holds);
DayResult marketResult = quickDay.market.Value.SingleOrDefault(c => c.Key == startTime).Value;
if (currentMoney != -1 && marketResult != null)
{
lastDay = startTime;
ResultContainer.Instance.addMonthResult(new MonthResult {
year = lastDay.Year, month = lastDay.Month, money = currentMoney, market = marketResult.adjClose
});
}
}
startTime = startTime.AddDays(1);
}
//减3是因为截止到7月最后一天，+1就到了8月一日，而7月底的最后两天是假期
calculateResult(endTime, quickDay, holds);
ResultContainer.Instance.addOutput("全部结束");
}
public DayResult Get(DateTime date)
{
if (date == DateTime.MinValue)
{
date = DateTime.UtcNow.Date;
}
var day = _supportSlotRepository.GetSupportDay(date.Date);
if (day == null)
{
if (date.Date.Date < DateTime.UtcNow.Date)
{
return(new DayResult
{
Date = date.Date
});
}
var currentDate = date.Date;
var lastScheduledSupportDay = _supportSlotRepository.GetLastSupportDay();
var slidingSupportCycle = _supportCycleFactory.GetSupportCycle();
while (day == null || day.Date.Date != date.Date)
{
day = slidingSupportCycle.GenerateNewDay();
}
}
var res = new DayResult
{
Date = date.Date,
Engeneers = day.Slots.Select(x => x.Engeneer.Name).ToList()
};
return(res);
}
public Operations calcaulate(History history, DateTime date, Holds holds)
{
Operations operations = new Operations();
foreach (Hold hold in holds.holds)
{
var day = history.getDay(hold.stockName, date);
if (day == null)
{
continue;
}
decimal currentPrice = day.adjClose;
if (currentPrice > hold.buyPrice * (decimal)1.1 || currentPrice < hold.buyPrice * (decimal)0.9)
{
operations.operations.Add(sell(hold));
}
}
foreach (var stockName in history.stocks.Keys)
{
List <DayResult> days = new List <DayResult>();
DayResult currentDay = history.getDay(stockName, date.AddDays(0));
if (currentDay == null || currentDay.volume == 0)
{
continue;
}
for (int i = 1; i < 50; i++)
{
DayResult day = history.getDay(stockName, date.AddDays(-i));
if (day != null && day.volume != 0)
{
days.Add(day);
}
}
if (days.Count < 20)
{
continue;
}
bool isNotMatch = false;
foreach (DayResult day in days)
{
if (day.volume > currentDay.volume / 3)
{
isNotMatch = true;
}
if (day.adjClose > currentDay.adjClose)
{
isNotMatch = true;
}
if (day.adjClose < currentDay.adjClose * (decimal)0.7)
{
isNotMatch = true;
}
}
if (currentDay.adjClose * currentDay.volume < 10000000)
{
isNotMatch = true;
}
if (isNotMatch)
{
continue;
}
operations.operations.Add(buy(stockName, currentDay.adjClose));
}
return(operations);
}
