void RefrshStragAndPlan()
{
try
{
if (UseSetting == null)
{
return;
}
DataTable dt_strag = StragClass.ToTable <StragClass>(UseSetting.AllStrags.Values.ToList <StragClass>());
if (dt_strag != null)
{
SetDataGridDataTable(dg_StragList, dt_strag);
}
DataTable dt_plans = StragRunPlanClass.ToTable <StragRunPlanClass>(UseSetting.AllRunPlannings.Values.ToList <StragRunPlanClass>());
if (dt_plans != null)
{
SetDataGridDataTable(dg_stragStatus, dt_plans);
}
DataTable dt_grps = CalcStragGroupClass.ToTable <CalcStragGroupClass>(UseSetting.AllRunningPlanGrps.Values.ToList <CalcStragGroupClass>());
if (dt_grps != null)
{
SetDataGridDataTable(dg_PlanGrps, dt_grps);
}
DataTable dt_assetunit = AssetUnitClass.ToTable <AssetUnitClass>(UseSetting.AllAssetUnits.Values.ToList <AssetUnitClass>());
if (dt_assetunit != null)
{
SetDataGridDataTable(dg_AssetUnits, dt_assetunit);
}
refresh_AssetChart();
}
catch (Exception e)
{
}
}
StragRunPlanClass <TimeSerialData> getPlanAfterMouseUp(MouseEventArgs e)
{
if (this.dg_stragStatus.SelectedRows.Count <= 0)
{
return(null);
}
if (this.dg_stragStatus.SelectedRows[0].Index < 0)
{
return(null);
}
int index = this.dg_stragStatus.SelectedRows[0].Index;
DataTable dt = this.dg_stragStatus.Tag as DataTable;
if (dt == null)
{
return(null);
}
if (dt.Rows.Count < index + 1)
{
return(null);
}
DataRow dr = dt.Rows[index];
if (dr["GUID"] == null)
{
return(null);
}
string pguid = dr["GUID"].ToString();
StragRunPlanClass <TimeSerialData> plan = getServicePlan(pguid);
return(plan);
}
void refreshGrid(Dictionary <string, StragRunPlanClass> alllist)
{
List <StragRunPlanClass> list = alllist.Values.ToList <StragRunPlanClass>();
DataTable dt = StragRunPlanClass.ToTable <StragRunPlanClass>(list, true, true);
this.dataGridView1.DataSource = dt;
this.dataGridView1.Refresh();
}
bool SaveData()
{
bool suc = GlobalClass.setStragRunningPlan(StragRunPlanClass.getXmlByObjectList <StragRunPlanClass>(Program.AllGlobalSetting.AllRunPlannings.Values.ToList <StragRunPlanClass>()));
if (!suc)
{
MessageBox.Show("保存数据错误，点击确定后将回复较早前的数据！");
refreshGrid(Program.AllGlobalSetting.AllRunPlannings);
return(suc);
}
return(true);
}
/// <summary>
/// 判断是否超期运行 /// </summary>
/// <param name="CurrTime"></param>
/// <param name="spc"></param>
/// <returns></returns>
public static bool JudgeInRunTime(DateTime CurrTime, StragRunPlanClass spc)
{
string strToday = CurrTime.ToShortDateString();
DateTime setBegTime = DateTime.Parse(string.Format("{0} {1}", strToday, spc.DailyStartTime));
DateTime setEndTime = DateTime.Parse(string.Format("{0} {1}", strToday, spc.DailyEndTime));
if (CurrTime < setBegTime || CurrTime > setEndTime)
{
//ToLog("策略超出执行时间", spc.ToString());
return(false);
}
return(true);
}
private void btn_Add_Click(object sender, EventArgs e)
{
NewAPlan = true;
StragRunPlanClass spc = new StragRunPlanClass();//
//spc.GUID = "请选择需要配置的策略";
spc.AutoRunning = true;
spc.DailyStartTime = "09:07:00";
spc.DailyEndTime = "23:59:58";
spc.ExpiredTime = DateTime.Parse("2049/12/31");
spc.Creator = "群主";
spc.CreateTime = DateTime.Now;
this.propertyGrid1.SelectedObject = spc;
}
private void tmi_Edit_Click(object sender, EventArgs e)
{
try
{
ToolStripMenuItem menu = sender as ToolStripMenuItem;
DataGridView dg = (menu.Owner as ContextMenuStrip).SourceControl as DataGridView;
if (dg == null)
{
return;
}
if (dg.Equals(this.dg_StragList))
{
StragClass strag = getGridAfterMouseUp <StragClass>(dg, null) as StragClass;
if (strag == null)
{
MessageBox.Show("策略为空");
return;
}
if (MessageBox.Show(string.Format("确定要修改策略:{0}", strag.StragScript), "修改策略", MessageBoxButtons.YesNo) == System.Windows.Forms.DialogResult.No)
{
return;
}
frm_StragManager frm = new frm_StragManager();
frm.SpecList = UseSetting.AllStrags as Dictionary <string, BaseStragClass <TimeSerialData> >;
frm.SpecObject = strag;
frm.Show();
}
else if (dg.Equals(this.dg_stragStatus))
{
StragRunPlanClass <T> strag = getGridAfterMouseUp <StragRunPlanClass <T> >(dg, null) as StragRunPlanClass <T>;
if (strag == null)
{
MessageBox.Show("计划为空");
return;
}
if (MessageBox.Show(string.Format("确定要修改计划:{0}", strag.StragName), "修改计划", MessageBoxButtons.YesNo) == System.Windows.Forms.DialogResult.No)
{
return;
}
frm_StragPlanSetting frm = new frm_StragPlanSetting();
frm.SpecList = UseSetting.AllRunPlannings as Dictionary <string, StragRunPlanClass <TimeSerialData> >;
frm.SpecObject = strag as StragRunPlanClass <TimeSerialData>;
frm.Show();
}
}
catch (Exception ce)
{
MessageBox.Show(string.Format("{0}:{1}", ce.Message, ce.StackTrace));
}
}
/// <summary>
/// 判断是否超期运行 /// </summary>
/// <param name="CurrTime"></param>
/// <param name="spc"></param>
/// <returns></returns></T>
public static bool JudgeInRunTime <T>(DateTime CurrTime, StragRunPlanClass <T> spc) where T : TimeSerialData
{
int diffHours = GlobalClass.TypeDataPoints.First().Value.DiffHours;
int diffMinutes = GlobalClass.TypeDataPoints.First().Value.DiffMinutes;
DateTime cprTime = CurrTime.AddHours(diffHours).AddMinutes(diffMinutes);
string strToday = CurrTime.AddHours(diffHours).ToShortDateString();
DateTime setBegTime = DateTime.Parse(string.Format("{0} {1}", strToday, spc.DailyStartTime));
DateTime setEndTime = DateTime.Parse(string.Format("{0} {1}", strToday, spc.DailyEndTime));
if (cprTime < setBegTime || cprTime > setEndTime)
{
//ToLog("策略超出执行时间", spc.ToString());
return(false);
}
return(true);
}
bool SetPlanStatus(bool Start, EventArgs e)
{
StragRunPlanClass <TimeSerialData> plan = getPlanAfterMouseUp(e as MouseEventArgs);
if (plan == null)
{
return(false);
}
if (!Start)
{
if (plan.PlanStrag is ITraceChance)
{
if (MessageBox.Show("该计划执行的策略为策略级跟踪策略，选择出的组合无法自我跟踪，当停止执行该计划后，该计划所选出来的组合在下期将全部关闭，如果跟踪中途产生的浮动亏损将全部实现！确定要继续停止执行该计划？", "继续停止执行计划", MessageBoxButtons.YesNo) == DialogResult.No)
{
return(false);
}
}
else
{
if (MessageBox.Show("该计划执行的策略为组合级跟踪策略，选择出的组合将自我跟踪，直至原有停止逻辑满足，当停止执行该计划后，只会停止寻找新的组合，已选组合将继续运行！确定要继续停止执行该计划？", "继续停止执行计划", MessageBoxButtons.YesNo) == DialogResult.No)
{
return(false);
}
}
}
try
{
bool ret = UseSetting.SetPlanStatus(plan.GUID, Start);
if (ret == true)
{
DataTable dt_plans = StragRunPlanClass <T> .ToTable <StragRunPlanClass <TimeSerialData> >(UseSetting.AllRunPlannings.Values.ToList <StragRunPlanClass <TimeSerialData> >());
if (dt_plans == null)
{
return(ret);
}
SetDataGridDataTable(dg_stragStatus, dt_plans);
}
return(ret);
}
catch (Exception ce)
{
string msg = ce.Message;
}
return(false);
}
private void dg_stragStatus_MouseUp(object sender, MouseEventArgs e)
{
DisableAllMenus();
StragRunPlanClass <T> strag = getGridAfterMouseUp <StragRunPlanClass <T> >(this.dg_stragStatus, e) as StragRunPlanClass <T>;
////this.tmi_StartPlan.Enabled = false;
////this.tmi_StopPlan.Enabled = false;
////this.tmi_Edit.Enabled = false;
tmi_refreshPlans.Enabled = true;
if (strag == null)
{
return;
}
if (e.Button == System.Windows.Forms.MouseButtons.Right)
{
this.tmi_Edit.Enabled = true;
this.tmi_StopPlan.Enabled = strag.Running;
this.tmi_StartPlan.Enabled = !strag.Running;
}
}
public static Dictionary <string, StragRunPlanClass <T> > Init_StragPlans <T>() where T : TimeSerialData
{
string stragList = GlobalClass.getStragRunningPlan(true);
Dictionary <string, StragRunPlanClass <T> > AllRunPlans = new Dictionary <string, StragRunPlanClass <T> >();
if (stragList == null || stragList.Trim().Length == 0)
{
ToLog("策略运行计划列表", "为空！");
return(AllRunPlans);
}
List <StragRunPlanClass <T> > list = StragRunPlanClass <T> .getObjectListByXml <StragRunPlanClass <T> >(stragList);
if (list == null)
{
return(AllRunPlans);
}
AllRunPlans = list.ToDictionary(t => t.GUID, v => v);
ToLog("策略列表", AllRunPlans.Count.ToString());
return(AllRunPlans);
}
private void btn_delete_Click(object sender, EventArgs e)
{
StragRunPlanClass srp = this.propertyGrid1.SelectedObject as StragRunPlanClass;
if (NewAPlan || srp == null)
{
MessageBox.Show("请先双击列表选择需要删除计划！");
return;
}
if (!Program.AllGlobalSetting.AllRunPlannings.ContainsKey(srp.GUID))
{
MessageBox.Show("计划已不存在，点击确定后将更新视图");
refreshGrid(Program.AllGlobalSetting.AllRunPlannings);
return;
}
Program.AllGlobalSetting.AllRunPlannings.Remove(srp.GUID);
if (!SaveData())
{
return;
}
refreshGrid(Program.AllGlobalSetting.AllRunPlannings);
MessageBox.Show("成功删除！");
}
private void btn_Save_Click(object sender, EventArgs e)
{
StragRunPlanClass srp = this.propertyGrid1.SelectedObject as StragRunPlanClass;
if (srp == null)
{
MessageBox.Show("请先双击列表选择需要修改的计划或点击新增按钮新建计划！");
return;
}
if (Program.AllGlobalSetting.AllStrags.ContainsKey(srp.GUID))
{
StragClass sc = Program.AllGlobalSetting.AllStrags[srp.GUID];
////srp.StragName = sc.StragClassName;
////srp.StragDescript = sc.StragScript;
}
if (!Program.AllGlobalSetting.AllRunPlannings.ContainsKey(srp.GUID))
{
Program.AllGlobalSetting.AllRunPlannings.Add(srp.GUID, srp);
}
else
{
if (NewAPlan)
{
MessageBox.Show("该计划已新建，标志错误！");
return;
}
Program.AllGlobalSetting.AllRunPlannings[srp.GUID] = srp;
}
if (!SaveData())
{
return;
}
refreshGrid(Program.AllGlobalSetting.AllRunPlannings);
this.propertyGrid1.SelectedObject = null;
this.propertyGrid1.Refresh();
MessageBox.Show("保存成功！");
}
private void tsmi_refreshPlans_Click(object sender, EventArgs e)
{
ToolStripMenuItem menu = sender as ToolStripMenuItem;
try
{
// menu.Owner
DataGridView dg = (menu.Owner as ContextMenuStrip).SourceControl as DataGridView;
if (dg == null)
{
return;
}
if (UseSetting == null)
{
return;
}
DataTable dt = null;
if (dg.Equals(this.dg_stragStatus))
{
dt = StragRunPlanClass.ToTable <StragRunPlanClass>(UseSetting.AllRunPlannings.Values.ToList <StragRunPlanClass>());
}
else if (dg.Equals(this.dg_StragList))
{
dt = StragClass.ToTable <StragClass>(UseSetting.AllStrags.Values.ToList <StragClass>());
}
if (dt == null)
{
return;
}
SetDataGridDataTable(dg, dt);
}
catch (Exception ce)
{
}
}
/// <summary>
/// 初始化计划，将数据类型和运算类型相同的计划分组
/// </summary>
public static Dictionary <string, CalcStragGroupClass <T> > InitCalcStrags <T>(DataTypePoint dpt, ref Dictionary <string, CalcStragGroupClass <T> > AllStatusStrags, Dictionary <string, BaseStragClass <T> > AllStrags, Dictionary <string, StragRunPlanClass <T> > list, Dictionary <string, AssetUnitClass> AssetUnits, bool StartTheAuto, bool IsBackTest) where T : TimeSerialData
{
if (AllStatusStrags == null)
{
AllStatusStrags = new Dictionary <string, CalcStragGroupClass <T> >();
}
foreach (string key in list.Keys) //按相同类型+视图分类，相同类分在一组
{
StragRunPlanClass <T> spc = list[key];
if (AllStatusStrags.SelectMany(t => t.Value.UseSPlans.Select(a => a.GUID)).Contains(key))//支持后续加入计划，只要状态合适都可以加入
{
continue;
}
if (!AllStrags.ContainsKey(spc.PlanStrag.GUID))
{
ToLog(string.Format("计划{0}非法", spc.PlanStrag.StragScript), "计划所对应策略已注销");
continue;
}
BaseStragClass <T> sc = AllStrags[spc.PlanStrag.GUID];
spc.PlanStrag = sc;
if (spc.AssetUnitInfo != null)//分配资产单元号
{
sc.AssetUnitId = spc.AssetUnitInfo.UnitId;
}
///更新为首先按数据源分类，然后按类和视图分类
//string strModel = "Type_{0}_ViewBySerial_{1}";//按类和数据视图分类
//string strKey = string.Format(strModel, sc.GetType().Name, sc.BySer);
string strModel = "DS_{2}Type_{0}_ViewBySerial_{1}";//更新为首先按数据源分类，然后按类和视图分类
string strKey = string.Format(strModel, sc.GetType().Name, sc.BySer, spc.UseDataSource);
if (!IsBackTest)
{
if (spc.ExpiredTime < DateTime.Now)
{
ToLog("计划时间不匹配", "超过计划过期时间");
continue;
}
if (!JudgeInRunTime(DateTime.Now, spc))//没在指定运行时间内，跳过
{
ToLog("计划时间不匹配", "未在指定时间区间内");
continue;
}
}
if (StartTheAuto)//如果第一次运行，将此标志设为真，将自动启动策略
{
spc.Running = spc.AutoRunning;
}
if (!spc.Running && !IsBackTest)
{
continue;
}
if (spc.UseDataSource != dpt.DataType && !IsBackTest)
{
ToLog("计划不属于使用的数据源", strKey);
continue;
}
CalcStragGroupClass <T> csg = null;
if (!AllStatusStrags.ContainsKey(strKey) || IsBackTest)
{
if (GlobalClass.TypeDataPoints.ContainsKey(spc.UseDataSource) || IsBackTest)//如果计划不属于数据源，不加载
{
csg = new CalcStragGroupClass <T>(GlobalClass.TypeDataPoints[spc.UseDataSource]);
if (!AllStatusStrags.ContainsKey(strKey))
{
AllStatusStrags.Add(strKey, csg);
}
}
}
if (!AllStatusStrags.ContainsKey(strKey))
{
ToLog("计划未登记！", strKey);
continue;
}
csg = AllStatusStrags[strKey];
if (spc.AssetUnitInfo != null)//必须加资产单元信息
{
string uid = spc.AssetUnitInfo.UnitId;
if (AssetUnits.ContainsKey(uid))
{
if (!csg.UseAssetUnits.ContainsKey(uid))
{
csg.UseAssetUnits.Add(uid, AssetUnits[uid]); //注意，一定是要用全局设置的单元资产，才有动态的金额等信息
}
}
else
{
ToLog("计划资产单元不匹配", "计划所属资产单元不存在");
}
}
//csg = AllStatusStrags[strKey];
csg.UseSPlans.Add(spc);
ToLog("加入计划", spc.StragDescript);
csg.UseStrags.Add(sc.GUID, sc);
csg.UseSerial = sc.BySer;
//ToLog("初始化待计算的计划", string.Format("准备运行的计划数为:{0};", AllStatusStrags.Count));
}
return(AllStatusStrags);
}
void RefrshStragAndPlan(bool ForceRefresh = false)
{
try
{
if (UseSetting == null)
{
return;
}
DataTable dt_strag = BaseStragClass <TimeSerialData> .ToTable <BaseStragClass <TimeSerialData> >(UseSetting.AllStrags.Values.ToList <BaseStragClass <TimeSerialData> >());
if (dt_strag != null)
{
SetDataGridDataTable(dg_StragList, dt_strag);
}
DataTable dt_plans = StragRunPlanClass <TimeSerialData> .ToTable <StragRunPlanClass <TimeSerialData> >(UseSetting.AllRunPlannings.Values.ToList <StragRunPlanClass <TimeSerialData> >());
if (dt_plans != null)
{
SetDataGridDataTable(dg_stragStatus, dt_plans);
}
DataTable dt_grps = CalcStragGroupClass <TimeSerialData> .ToTable <CalcStragGroupClass <TimeSerialData> >(UseSetting.AllRunningPlanGrps.Values.ToList <CalcStragGroupClass <TimeSerialData> >());
if (dt_grps != null)
{
SetDataGridDataTable(dg_PlanGrps, dt_grps);
}
DataTable dt_assetunit = AssetUnitClass.ToTable <AssetUnitClass>(UseSetting.AllAssetUnits.Values.ToList <AssetUnitClass>());
if (dt_assetunit != null)
{
SetDataGridDataTable(dg_AssetUnits, dt_assetunit);
}
DataTable dt_exchange = null;
foreach (AssetUnitClass auc in UseSetting.AllAssetUnits.Values)
{
ExchangeService ed = auc.getCurrExchangeServer();
if (ed == null)
{
//MessageBox.Show(string.Format("{0}资产单元交易服务为空！", auc.UnitName));
continue;
}
DataTable assetdt = ed.ExchangeDetail;
if (assetdt == null)
{
//MessageBox.Show(string.Format("{0}资产单元交易记录为空！", auc.UnitName));
continue;
}
//MessageBox.Show(string.Format("{0}有新交易记录{1}条！列数:{2}", auc.UnitName, assetdt.Rows.Count,assetdt.Columns.Count));
if (assetdt != null)
{
if (dt_exchange == null)
{
dt_exchange = assetdt.Clone();
}
for (int i = 0; i < assetdt.Rows.Count; i++)
{
dt_exchange.Rows.Add(assetdt.Rows[i].ItemArray);
}
}
}
//MessageBox.Show(dt_exchange.Rows.Count.ToString());
if (dt_exchange != null)
{
SetDataGridDataTable(dg_ExchangeList, dt_exchange, "createtime desc");
}
if (UseSetting.AllAssetUnits != null)
{
lock (UseSetting.AllAssetUnits)
{
refresh_AssetChart();
}
}
}
catch (Exception e)
{
string msg = string.Format("{0}:{1}", e.Message, e.StackTrace);
if (ForceRefresh)
{
MessageBox.Show(msg);
}
}
}
/// <summary>
/// 初始化计划，将数据类型和运算类型相同的计划分组
/// </summary>
public static Dictionary <string, CalcStragGroupClass> InitCalcStrags(ref Dictionary <string, CalcStragGroupClass> AllStatusStrags, Dictionary <string, StragClass> AllStrags, Dictionary <string, StragRunPlanClass> list, Dictionary <string, AssetUnitClass> AssetUnits, bool StartTheAuto, bool IsBackTest)
{
if (AllStatusStrags == null)
{
AllStatusStrags = new Dictionary <string, CalcStragGroupClass>();
}
foreach (string key in list.Keys) //按相同类型+视图分类，相同类分在一组
{
StragRunPlanClass spc = list[key];
if (AllStatusStrags.SelectMany(t => t.Value.UseSPlans.Select(a => a.GUID)).Contains(key))//支持后续加入计划，只要状态合适都可以加入
{
continue;
}
if (!AllStrags.ContainsKey(spc.PlanStrag.GUID))
{
ToLog("计划非法", "计划所对应策略已注销");
continue;
}
StragClass sc = AllStrags[spc.PlanStrag.GUID];
spc.PlanStrag = sc;
if (spc.AssetUnitInfo != null)//分配资产单元号
{
sc.AssetUnitId = spc.AssetUnitInfo.UnitId;
}
string strModel = "Type_{0}_ViewBySerial_{1}";//按类和数据视图分类
string strKey = string.Format(strModel, sc.GetType().Name, sc.BySer);
if (!IsBackTest)
{
if (spc.ExpiredTime < DateTime.Now)
{
ToLog("计划时间不匹配", "超过计划过期时间");
continue;
}
if (!JudgeInRunTime(DateTime.Now, spc))//没在指定运行时间内，跳过
{
ToLog("计划时间不匹配", "未在指定时间区间内");
continue;
}
}
if (StartTheAuto)//如果第一次运行，将此标志设为真，将自动启动策略
{
spc.Running = spc.AutoRunning;
}
if (!spc.Running)
{
continue;
}
CalcStragGroupClass csg = null;
if (!AllStatusStrags.ContainsKey(strKey))
{
csg = new CalcStragGroupClass();
AllStatusStrags.Add(strKey, csg);
}
csg = AllStatusStrags[strKey];
if (spc.AssetUnitInfo != null)
{
string uid = spc.AssetUnitInfo.UnitId;
if (AssetUnits.ContainsKey(uid))
{
if (!csg.UseAssetUnits.ContainsKey(uid))
{
csg.UseAssetUnits.Add(uid, AssetUnits[uid]); //注意，一定是要用全局设置的单元资产，才有动态的金额等信息
}
}
else
{
ToLog("计划资产单元不匹配", "计划所属资产单元不存在");
}
}
//csg = AllStatusStrags[strKey];
csg.UseSPlans.Add(spc);
ToLog("加入计划", spc.StragDescript);
csg.UseStrags.Add(sc.GUID, sc);
csg.UseSerial = sc.BySer;
//ToLog("初始化待计算的计划", string.Format("准备运行的计划数为:{0};", AllStatusStrags.Count));
}
return(AllStatusStrags);
}
private void tsmi_refreshPlans_Click(object sender, EventArgs e)
{
ToolStripMenuItem menu = sender as ToolStripMenuItem;
string sort = null;
try
{
// menu.Owner
DataGridView dg = (menu.Owner as ContextMenuStrip).SourceControl as DataGridView;
if (dg == null)
{
return;
}
if (UseSetting == null)
{
return;
}
DataTable dt = null;
if (dg.Equals(this.dg_stragStatus))
{
dt = StragRunPlanClass <TimeSerialData> .ToTable <StragRunPlanClass <TimeSerialData> >(UseSetting.AllRunPlannings.Values.ToList <StragRunPlanClass <TimeSerialData> >());
}
else if (dg.Equals(this.dg_NoCloseChances))
{
//DbChanceList<T> dc = new PK10ExpectReader().getNoCloseChances<T>(null);
DbChanceList <T> dc = exread.getNoCloseChances <T>(null);
if (dc == null)
{
return;
}
dt = dc.Table;
}
else if (dg.Equals(this.dg_CloseChances))
{
//DbChanceList<T> dc = new PK10ExpectReader().getNoCloseChances<T>(null);
DbChanceList <T> dc = exread.getClosedChances <T>(null, 2);
if (dc == null)
{
return;
}
dt = dc.Table;
sort = "chanceindex desc";
}
else if (dg.Equals(this.dg_baseData))
{
RefreshPK10Data();
}
else if (dg.Equals(this.dg_ExchangeList))
{
RefrshStragAndPlan(true);
}
else if (dg.Equals(this.dg_LoginList))
{
RefreshLogData(true);
}
else if (dg.Equals(this.dg_StragList))
{
dt = BaseStragClass <TimeSerialData> .ToTable <BaseStragClass <TimeSerialData> >(UseSetting.AllStrags.Values.ToList <BaseStragClass <TimeSerialData> >());
}
if (dt == null)
{
return;
}
SetDataGridDataTable(dg, dt, sort);
}
catch (Exception ce)
{
string msg = ce.Message;
}
}
public BackTestReturnClass <T> VirExchange_oldLogic(ExchangeService es, StragRunPlanClass <T>[] teststragplans)
{
long begNo = BegExpect;
ExpectReader er = new ExpectReader();
ExpectList <T> el = null;
long cnt = 0;
BackTestReturnClass <T> ret = new BackTestReturnClass <T>();
ret.HoldCntDic = new Dictionary <int, int>();
ret.HoldWinCntDic = new Dictionary <int, int>();
ret.InChipsDic = new Dictionary <int, int>();
ret.WinChipsDic = new Dictionary <int, int>();
ExpectList <T> AllData = new ExpectList <T>();
//long testIndex = teststrag.ReviewExpectCnt - 1;
BaseStragClass <T>[] teststrags = teststragplans.Select(p => p.PlanStrag).ToArray <BaseStragClass <T> >();
long testIndex = teststrags.Max <BaseStragClass <T> >(s => s.ReviewExpectCnt);//取所有策略中回览期最大的开始，之前的数据不看
long InitIndex = testIndex;
ExpectList <T> testData = null;
Dictionary <string, StragChance <T> > NoCloseChances = new Dictionary <string, StragChance <T> >();
Dictionary <string, StragChance <T> > tmpChances = new Dictionary <string, StragChance <T> >();
Dictionary <Int64, ExchangeChance <T> > NewExchangeRecord = new Dictionary <Int64, ExchangeChance <T> >();
int AllCnt = 0;
while (el == null || el.Count > 0) //如果取到的数据长度大于0
{
el = er.ReadHistory <T>(begNo, LoopCnt);
if (el == null)
{
ret.LoopCnt = cnt * LoopCnt;
ret.succ = false;
ret.Msg = "读取历史数据错误！";
break;
}
if (el.Count == 0)
{
ret.LoopCnt = testIndex;
ret.succ = true;
ret.Msg = string.Format("成功遍历{0}条记录！共发现机会{1}次！其中,{2}.", testIndex, ret.ChanceList.Count, ret.HoldInfo);
break;
}
AllData = ExpectList <T> .Concat(AllData, el);
begNo = el.LastData.LExpectNo + 1;
cnt++;
//Todo:
while (testIndex < AllData.Count)
{
int CurrExpectClose = 0;
AllCnt++;
es.UpdateExpectCnt(AllCnt);
if (testData == null)
{
//testData = AllData.getSubArray(0, teststrag.ReviewExpectCnt);
testData = AllData.getSubArray(0, (int)InitIndex + 1);
}
else
{
if (AllData[(int)testIndex].ExpectIndex != testData.LastData.ExpectIndex + 1)
{
throw new Exception(string.Format("{1}第{0}期后出现数据遗漏，请补充数据后继续测试！", testData.LastData.Expect, testData.LastData.OpenTime));
}
testData.RemoveAt(0);
testData.Add(AllData[(int)testIndex]);
}
for (int i = 0; i < teststrags.Length; i++)//专门针对需要程序话关闭机会，且关闭时需要知道当前数据策略使用
{
teststrags[i].SetLastUserData(testData);
}
tmpChances = new Dictionary <string, StragChance <T> >();
//关闭所有交易
foreach (int id in NewExchangeRecord.Keys)
{
ExchangeChance <T> ec = NewExchangeRecord[id];
int matchcnt = 0;
ec.OwnerChance.Matched(testData.LastData, out matchcnt, false);
ec.MatchChips = matchcnt;
es.Update(ec);
ec = null;
}
NewExchangeRecord = new Dictionary <Int64, ExchangeChance <T> >();
foreach (string key in NoCloseChances.Keys)
{
StragChance <T> scc = NoCloseChances[key];
ChanceClass <T> cc = scc.Chance;
if (cc.Closed == false)
{
int matchcnt = 0;
//////if (teststrag.GetRev)//如果求相反组合
//////{
////// if (cc.Matched(testData.LastData, out matchcnt, true))//不关闭
////// {
////// if (cc.HoldTimeCnt < 0)
////// {
////// cc.HoldTimeCnt = (int)(testData.LastData.ExpectIndex - cc.InputExpect.ExpectIndex);
////// }
////// }
//////}
bool Matched = cc.Matched(testData.LastData, out matchcnt, false);
if (cc.NeedConditionEnd) //需要策略自定义条件结束
{
cc.MatchChips += matchcnt;
if (Matched) //匹配到了
{
int LastMatchId = cc.LastMatchTimesId; //最后一次匹配次序号
int maxHoldCnt = cc.AllowMaxHoldTimeCnt;
if (cc.HoldTimeCnt - cc.LastMatchTimesId > maxHoldCnt)
{
cc.AllowMaxHoldTimeCnt = cc.HoldTimeCnt - cc.LastMatchTimesId;
}
cc.LastMatchTimesId = cc.HoldTimeCnt;
}
if (CurrExpectClose == 1)//如果当期已关闭，后面所有机会均关闭
{
cc.Closed = true;
}
else if (CurrExpectClose == -1)
{
cc.Closed = Matched;
}
else
{
cc.Closed = cc.OnCheckTheChance(cc, Matched);
if (teststrags[0].StagSetting.IsLongTermCalc) //如果是长期计算，设置当期是否关闭
{
if (!Matched && cc.Closed) //匹配和状态相背，一定是状态已关闭
{
CurrExpectClose = 1;
}
if (!Matched && !cc.Closed)//第一次非匹配状态能判断出当期是否关闭
{
CurrExpectClose = -1;
}
}
}
if (cc.Closed)
{
cc.EndExpectNo = testData.LastData.Expect;
cc.UpdateTime = testData.LastData.OpenTime;
}
else
{
cc.HoldTimeCnt++;
tmpChances.Add(key, scc);
}
}
else
{
if (Matched || cc.HoldTimeCnt == cc.AllowMaxHoldTimeCnt)//关闭
{
cc.Closed = true;
cc.EndExpectNo = testData.LastData.Expect;
cc.MatchChips = matchcnt;
//////if (!teststrag.GetRev)//只有不求相反值的情况下，才赋持有是次数
//////{
cc.HoldTimeCnt = (int)(testData.LastData.ExpectIndex - cc.InputExpect.ExpectIndex);
//////}
//////else
//////{
////// if (cc.HoldTimeCnt < 0)
////// {
////// cc.HoldTimeCnt = 999;
////// }
//////}
cc.UpdateTime = testData.LastData.OpenTime;
ret.ChanceList.Add(cc);
}
else
{
cc.HoldTimeCnt++;
tmpChances.Add(key, scc);
}
}
#region
//////////if (cc.Closed)
//////////{
////////// int HCnt = 1;
////////// if (cc.NeedConditionEnd)
////////// {
////////// if (ret.HoldCntDic.ContainsKey(cc.MaxHoldTimeCnt))
////////// {
////////// HCnt = ret.HoldCntDic[cc.MaxHoldTimeCnt];
////////// HCnt++;
////////// ret.HoldCntDic[cc.MaxHoldTimeCnt] = HCnt;
////////// ret.HoldWinCntDic[cc.MaxHoldTimeCnt] = ret.HoldWinCntDic[cc.MaxHoldTimeCnt] + matchcnt;
////////// ret.InChipsDic[cc.MaxHoldTimeCnt] = ret.InChipsDic[cc.MaxHoldTimeCnt] + cc.ChipCount * cc.HoldTimeCnt;
////////// ret.WinChipsDic[cc.MaxHoldTimeCnt] = ret.WinChipsDic[cc.MaxHoldTimeCnt] + cc.MatchChips;
////////// }
////////// else
////////// {
////////// ret.HoldCntDic.Add(cc.MaxHoldTimeCnt, 1);
////////// ret.HoldWinCntDic.Add(cc.MaxHoldTimeCnt, matchcnt);
////////// ret.InChipsDic.Add(cc.MaxHoldTimeCnt, cc.ChipCount * cc.HoldTimeCnt);
////////// ret.WinChipsDic.Add(cc.MaxHoldTimeCnt, cc.MatchChips);
////////// }
////////// }
////////// else
////////// {
////////// if (ret.HoldCntDic.ContainsKey(cc.HoldTimeCnt))
////////// {
////////// HCnt = ret.HoldCntDic[cc.HoldTimeCnt];
////////// HCnt++;
////////// ret.HoldCntDic[cc.HoldTimeCnt] = HCnt;
////////// ret.HoldWinCntDic[cc.HoldTimeCnt] = ret.HoldWinCntDic[cc.HoldTimeCnt] + matchcnt;
////////// ret.InChipsDic[cc.HoldTimeCnt] = ret.InChipsDic[cc.HoldTimeCnt] + cc.ChipCount;
////////// ret.WinChipsDic[cc.HoldTimeCnt] = ret.WinChipsDic[cc.HoldTimeCnt] + cc.MatchChips;
////////// }
////////// else
////////// {
////////// ret.HoldCntDic.Add(cc.HoldTimeCnt, 1);
////////// ret.HoldWinCntDic.Add(cc.HoldTimeCnt, matchcnt);
////////// ret.InChipsDic.Add(cc.HoldTimeCnt, cc.ChipCount);
////////// ret.WinChipsDic.Add(cc.HoldTimeCnt, cc.MatchChips);
////////// }
////////// }
//////////}
#endregion
}
}
List <StragChance <T> > cs = new List <StragChance <T> >();
for (int i = 0; i < teststrags.Length; i++)
{
BaseCollection <T> sc = new ExpectListProcessBuilder <T>(dtp, testData).getProcess().getSerialData(teststrags[i].ReviewExpectCnt, teststrags[i].BySer);
if (testData.Count == 0)
{
break;
}
List <ChanceClass <T> > scs = teststrags[i].getChances(sc, testData.LastData);//获取所有机会
for (int j = 0; j < scs.Count; j++)
{
ChanceClass <T> CurrCc = scs[j];
////scs[j].IncrementType = teststragplans[i].IncreamType;
////scs[j].FixAmt = teststragplans[i].FixAmt;
////scs[j].FixRate = teststragplans[i].FixRate;
StragRunPlanClass <T> currPlan = teststragplans[i];
BaseStragClass <T> currStrag = currPlan.PlanStrag;
CurrCc.HoldTimeCnt = 1;
CurrCc.Cost = CurrCc.ChipCount * CurrCc.UnitCost;
CurrCc.Gained = 0;
CurrCc.Profit = 0;
CurrCc.ExecDate = DateTime.Today;
CurrCc.CreateTime = el.LastData.OpenTime;
CurrCc.UpdateTime = CurrCc.CreateTime;
CurrCc.StragId = currStrag.GUID;
CurrCc.ExpectCode = el.LastData.Expect;
CurrCc.AllowMaxHoldTimeCnt = currPlan.AllowMaxHoldTimeCnt;
CurrCc.FixAmt = currPlan.FixAmt;
CurrCc.FixRate = currPlan.FixRate;
CurrCc.IncrementType = currPlan.IncreamType;
cs.Add(new StragChance <T>(teststrags[i], CurrCc));
}
}
if (ret.ChanceList == null)
{
ret.ChanceList = new List <ChanceClass <T> >();
}
//ret.ChanceList.AddRange(cs);
NoCloseChances = new Dictionary <string, StragChance <T> >();
foreach (string key in tmpChances.Keys)
{
StragChance <T> scc = tmpChances[key];
ChanceClass <T> cc = scc.Chance;
NoCloseChances.Add(key, scc);
//////ProbWaveSelectStragClass组合改为统一交易
////if ((scc.Strag is ProbWaveSelectStragClass) == false)
////{
//// ExchangeChance<T> ec = new ExchangeChance(scc.Strag, testData.LastData.Expect, cc);
//// bool Suc = es.Push(ref ec);
//// if (Suc)
//// NewExchangeRecord.Add(ec.Id, ec);
////}
}
tmpChances = null;
//如果设置了最大持仓，必须按照最大持仓限制下注。
for (int i = 0; i < Math.Min(cs.Count, teststrags[0].CommSetting.MaxHoldingCnt - NoCloseChances.Count); i++)
{
//string key = string.Format("{0}_{1}", cs[i].SignExpectNo, cs[i].ChanceCode);
string key = string.Format("{0}", cs[i].Chance.ChanceCode);
if (NoCloseChances.ContainsKey(key))
{
//////if (teststrag.AllowRepeat)
//////{
////// string test = key;
////// //NoCloseChances.Add(key, cs[i]);
//////}
}
else
{
cs[i].Chance.BaseAmount = es.summary < es.InitCash?1:es.summary / es.InitCash;
NoCloseChances.Add(key, cs[i]);
////////ProbWaveSelectStragClass组合改为统一交易
//////if ((cs[i].Strag is ProbWaveSelectStragClass)==false)
//////{
////// ExchangeChance<T> ec = new ExchangeChance(cs[i].Strag, testData.LastData.Expect, cs[i].Chance);//交易
////// bool Suc = es.Push(ref ec);
////// if (Suc)
////// NewExchangeRecord.Add(ec.Id, ec);
//////}
}
}
//if ((cs[0].Strag is ProbWaveSelectStragClass) == false)
//{
foreach (string key in NoCloseChances.Keys)
{
ExchangeChance <T> ec = new ExchangeChance <T>(es, NoCloseChances[key].Strag, NoCloseChances[key].Chance.ExpectCode, testData.LastData.Expect, NoCloseChances[key].Chance); //交易
if (ec.OccurStrag is ProbWaveSelectStragClass) //对于ProbWaveSelectStragClass，一开始就计算好了Amount
{
ProbWaveSelectStragClass strag = ec.OccurStrag as ProbWaveSelectStragClass;
if (!strag.UseAmountList().ContainsKey(testData.LastData.Expect))
{
Int64 AllAmt = (ec.OccurStrag as BaseObjectsLib.ISpecAmount).getChipAmount(es.summary, ec.OwnerChance, ec.OccurStrag.CommSetting.GetGlobalSetting().DefaultHoldAmtSerials);
Int64 ChipAmt = (Int64)Math.Floor((double)AllAmt / NoCloseChances.Count);
ec.ExchangeAmount = ChipAmt;
ec.ExchangeRate = ChipAmt / es.summary;
if (!strag.UseAmountList().ContainsKey(testData.LastData.Expect))
{
strag.UseAmountList().Add(testData.LastData.Expect, ChipAmt);
}
}
else
{
ec.ExchangeAmount = strag.UseAmountList()[testData.LastData.Expect];
}
}
bool Suc = es.Push(ref ec);
if (Suc)
{
NewExchangeRecord.Add(ec.Id, ec);
}
}
//}
testIndex++;
}
}
return(ret);
}
public void Calc()
{
try
{
////if (!AllowCalc) return;
DateTime currTime = DateTime.Now;
////int MaxViewCnt = Program.AllServiceConfig.AllRunningPlanGrps.Max(t=>t.Value.UseSPlans.ForEach(a=>Program.AllServiceConfig.AllStrags[a.GUID]))));
ExpectList <T> el = CurrData; // Program.AllServiceConfig.LastDataSector;
//Log("数据源", string.Format("数据条数:{0};最后数据:{1}", el.Count, el.LastData.ToString()));
//if (CurrDataList.Count < MaxViewCnt)
//{
// el = new ExpectReader().ReadNewestData(MaxViewCnt);
//}
//Log("计算准备", "获取未关闭的机会");
Dictionary <string, ChanceClass <T> > NoClosedChances = new Dictionary <string, ChanceClass <T> >();
NoClosedChances = CloseTheChances(this.IsTestBack); //关闭机会
this.FinishedThreads = 0; //完成数量置0
RunThreads = 0;
Dictionary <string, CalcStragGroupClass <T> > testGrps = Program.AllServiceConfig.AllRunningPlanGrps as Dictionary <string, CalcStragGroupClass <T> >;
if (!IsTestBack)
{
foreach (string key in testGrps.Keys)
{
///修改：分组不用备份，每次策略都要获取前次的状态
///先剔除状态异常的计划，然后再增加新的计划
///CalcStragGroupClass<T> csc = Program.AllServiceConfig.AllRunningPlanGrps[key].Copy();//只用备份，允许窗体启动曾经停止的计划
CalcStragGroupClass <T> csc = Program.AllServiceConfig.AllRunningPlanGrps[key] as CalcStragGroupClass <T>;
for (int i = csc.UseSPlans.Count - 1; i >= 0; i--)
{
//修改为检查计划的状态，前台程序修改的是计划表的状态
StragRunPlanClass <T> UsePlan = csc.UseSPlans[i];
if (!Program.AllServiceConfig.AllRunPlannings.ContainsKey(UsePlan.GUID))
{
Log("计划表中已注销", UsePlan.Plan_Name);
csc.UseSPlans.RemoveAt(i);
csc.UseStrags.Remove(UsePlan.PlanStrag.GUID);
continue;
}
StragRunPlanClass <T> spc = Program.AllServiceConfig.AllRunPlannings[UsePlan.GUID] as StragRunPlanClass <T>;
if (!spc.Running)
{
Log("计划未启动", csc.UseSPlans[i].Plan_Name);
csc.UseSPlans.RemoveAt(i);
csc.UseStrags.Remove(UsePlan.PlanStrag.GUID);
continue;
}
if (!InitServerClass.JudgeInRunTime(currTime, spc))
{
Log("计划超时", csc.UseSPlans[i].Plan_Name);
csc.UseSPlans.RemoveAt(i);
csc.UseStrags.Remove(UsePlan.PlanStrag.GUID); //只清除计划，不清除策略？？？？？
continue;
}
}
}
Dictionary <string, CalcStragGroupClass <TimeSerialData> > allGrps = Program.AllServiceConfig.AllRunningPlanGrps as Dictionary <string, CalcStragGroupClass <TimeSerialData> >;
//加入后续启动的计划
Program.AllServiceConfig.AllRunningPlanGrps = InitServerClass.InitCalcStrags <TimeSerialData>(DataPoint, ref allGrps, Program.AllServiceConfig.AllStrags as Dictionary <string, BaseStragClass <TimeSerialData> >, Program.AllServiceConfig.AllRunPlannings, Program.AllServiceConfig.AllAssetUnits, false, this.IsTestBack);
}
foreach (string key in Program.AllServiceConfig.AllRunningPlanGrps.Keys)//再次为计划组分配资源，保证策略和计划一直在内存。
{
CalcStragGroupClass <T> csc = Program.AllServiceConfig.AllRunningPlanGrps[key] as CalcStragGroupClass <T>;
//增加新的计划
SettingClass comSetting = new SettingClass();
comSetting.SetGlobalSetting(Program.AllServiceConfig.gc);
List <ChanceClass <T> > NoClsList = NoClosedChances.Values.ToList();
//NoClsList.ForEach(a=>Log(a.ChanceCode,a.ToDetailString()));
//Log("未关闭机会数量", NoClosedChances.Count.ToString());
//NoClsList.ForEach(a => Log("策略：", a.StragId));
if (!csc.initRunningData(comSetting, NoClsList))
{
Log("为计划组分配通用参数", "配置计划组的通用参数失败,该组计划暂时不参与运算！");
continue;
}
RunThreads++;
csc.Finished = new CalcStragGroupDelegate(CheckFinished);
csc.GetNoClosedChances = new ReturnChances <T>(FillNoClosedChances);
csc.GetAllStdDevList = new ReturnStdDevList(FillAllStdDev);
//Program.AllServiceConfig.AllRunningPlanGrps[key] = csc;//要加吗？不知道，应该要加
}
//分配完未关闭的数据后，将全局内存中所有未关闭机会列表清除
Program.AllServiceConfig.AllNoClosedChanceList = new Dictionary <string, ChanceClass <T> >() as Dictionary <string, ChanceClass <TimeSerialData> >;
this.FinishedThreads = 0;
foreach (string key in Program.AllServiceConfig.AllRunningPlanGrps.Keys)//再次为计划组分配资源，保证策略和计划一直在内存。
{
//Log("计算组执行处理", key, Program.gc.NormalNoticeFlag);
CalcStragGroupClass <T> csc = Program.AllServiceConfig.AllRunningPlanGrps[key] as CalcStragGroupClass <T>;
//if (!IsTestBack && !csc.Running)
// continue;
csc.IsBackTest = IsTestBack;
ThreadPool.QueueUserWorkItem(new WaitCallback(csc.Run), el);
}
}
catch (Exception ce)
{
Log(ce.Message, ce.StackTrace, true);
}
}