/// <summary>
/// Расчет Болинжера по _countPeriod и _kstd
/// </summary>
private async Task CreateRepositoryBolinger(MarketTradesRepository _mtr, int _countPeriod, double _kstd, string _fileNameInp)
{
double High_line = 0;
double Midl_line = 0;
double Low_line = 0;
double price;
List <double> priceList = new List <double>();
TradesBolingerRepository _trdBReposit = new TradesBolingerRepository();
await Task.Run(() =>
{
foreach (ParametrMarketTrades item in _mtr)
{
price = (double)item.PriceTrades;
priceList.Add(price);
if (priceList.Count == _countPeriod)
{
StaticCalculations.BollingerBands(priceList, _kstd, ref High_line, ref Midl_line, ref Low_line);
priceList.RemoveAt(0);
_trdBReposit.Add(new ParametrTradesBolinger(item.DateTimeTrades, item.NumberTrades, item.PriceTrades, item.SeccodeTrades, High_line, Low_line, Midl_line));
}
}
string _fileName = _fileNameInp + StaticService.GenerateKey(_countPeriod, _kstd);
StaticService.Serializes(_trdBReposit, folderOut + _fileName);
});
}
/// <summary>
/// Запуск расчета Болинжера по множеству параметров
/// </summary>
private async Task TaskMultiParametrBB(string _path, SettingsClass _sc)
{
MarketTradesRepository _marketTrad = (MarketTradesRepository)StaticService.Deserializes(_path);
List <Task> tasks = new List <Task>();
int countPeriod = _sc.CountPeriodBB_Start;
double k_stddev;
string _fileNameInp = Path.GetFileNameWithoutExtension(_path) + "_";
for (int i = 0; i < _sc.CountStepPeriod; i++)
{
k_stddev = _sc.CountStdDevBB_Start;
for (int ii = 0; ii < _sc.CountStepStdDev; ii++)
{
Task theTask = CreateRepositoryBolinger(_marketTrad, countPeriod, k_stddev, _fileNameInp);
tasks.Add(theTask);
k_stddev += _sc.StdDevBBStep;
}
countPeriod += _sc.PeriodBBStep;
}
await Task.WhenAll(tasks);
}
/// <summary>
/// Фильтр по SettingsBolinger только для ОПТ
/// </summary>
private TestResultRepositiry FiltrBySettingsBB(TestResultRepositiry _testResRepo, string _setBB, out bool _error)
{
TestResultRepositiry result = new TestResultRepositiry();
_error = false;
try
{
foreach (ParametrTestResult item in _testResRepo)
{
if (item != null)
{
string OPT = StaticService.GetComment(item.Key, Patern3);
string settingsBB = item.SettingsBolinger;
if (settingsBB == _setBB && !String.IsNullOrEmpty(OPT))
{
result.Add(item);
}
}
else
{
_error = true;
}
}
}
catch (Exception ex)
{
MessageBox.Show(ex.InnerException + ex.Message);
return(result);
}
return(result);
}
/// <summary>
/// Через какое количество последовательных прибылей/убытков происходит смена
/// </summary>
private void VariablityCalc(decimal _brutto, string _filename, ref int _variability)
{
if (Math.Sign(_brutto) != Math.Sign(_variability) & _variability != 0)
{
StaticService.LogFileWriteNotDateTime(_variability.ToString(), _filename, true);
if (_brutto > 0)
{
_variability = 1;
return;
}
else
{
_variability = -1;
return;
}
}
if ((_brutto > 0 && _variability > 0) | (_brutto > 0 && _variability == 0))
{
_variability++;
return;
}
if ((_brutto < 0 && _variability < 0) | (_brutto < 0 && _variability == 0))
{
_variability--;
return;
}
}
/// <summary>
/// Получение входных данных.
/// </summary>
private async Task <TestResultRepositiry> GetInputData()
{
runTime = String.Empty;
TimeSpan _runTime;
DateTime _startRun = DateTime.Now;
List <Task> _tasks = new List <Task>();
string[] filePathes = StaticService.GetPathFiles(folderInput, patern1);
testResultRepo = new TestResultRepositiry();
// очищаем папки
StaticService.DeleteAllFile(folderOutTestResult, patern1);
StaticService.DeleteAllFile(folderOutTestTradesSimple, patern1);
StaticService.DeleteAllFile(folderOutTestTradesOPT, patern1);
foreach (string _path in filePathes) // проходим по файлам
{
_tasks.Add(TrendAlgoritmTest(_path));
}
await Task.WhenAll(_tasks);
StaticService.Serializes(testResultRepo, folderOutTestResult + "!_actul_result");
_runTime = DateTime.Now - _startRun;
runTime = String.Format("{0:00}:{1:00}:{2:00}.{3:000}", _runTime.Hours, _runTime.Minutes, _runTime.Seconds, _runTime.Milliseconds);
return(testResultRepo);
}
public void TestTradesToday()
{
//string filename = "today_trades.txt";
string fileSummary = "summary.xls";
string fileVariability = "variability.txt";
string fileBrutto = "brutto.txt";
string fileBruttoFiltr = "brutto_filtr.txt";
string fileBruttoFiltrPro = "brutto_filtr_pro.txt";
string fileTrades = "trades.txt";
MarketTradesRepository mTR = new MarketTradesRepository();
TradesBolingerRepository tBR = new TradesBolingerRepository();
mTR = (MarketTradesRepository)StaticService.Deserializes(mTR.GetType().ToString(), mTR);
tBR = (TradesBolingerRepository)StaticService.Deserializes("09.11.2016_070008", tBR);
//for (int i = 3; i <= 3; i++)
//{
// CalculationExtremumPrice(mTR, i, filename);
//}
StaticService.DeleteFile(fileSummary);
StaticService.DeleteFile(fileVariability);
StaticService.DeleteFile(fileTrades);
StaticService.DeleteFile(fileBruttoFiltr);
StaticService.DeleteFile(fileBruttoFiltrPro);
StaticService.LogFileWriteNotDateTime("Profit sett\tProfit\tCount profit\tCount loss\tCount all", fileSummary, true);
// оптимизация по профиту
for (int i = 5; i <= 5; i++)
{
CalculationExtremumProfit(mTR, tBR, 5, i, fileSummary, fileTrades, fileVariability, fileBrutto, fileBruttoFiltr, fileBruttoFiltrPro);
}
}
/// <summary>
/// Группировка по Дате TestResultRepositiry только для OPT
/// </summary>
private TestResultRepositiry GroupDateTestResult(TestResultRepositiry _testResults, int _countBest = 1)
{
TestResultRepositiry result = new TestResultRepositiry();
int counter;
var _groupRes = from res in _testResults
where res.Profit > 0 & StaticService.GetComment(res.Key, Patern3) == "OPT"
orderby res.Profit descending
group res by res.DateRes into _dateGroup
orderby _dateGroup.Key
select _dateGroup;
foreach (var testresults in _groupRes)
{
counter = 0;
if (testresults != null)
{
foreach (ParametrTestResult res in testresults)
{
result.Add(res);
counter++;
if (counter >= _countBest)
{
break;
}
}
}
}
return(result);
}
public async Task <TestResultRepositiry> TestAsync()
{
TestResultRepositiry _result = await this.GetInputData();
StaticService.LogFileWrite("-- TestAsync = " + runTime, "runtime.txt", true);
return(_result);
}
public async Task <string> CalcBBAsync(SettingsClass _sc)
{
string _result = await this.GetInputData(_sc);
StaticService.LogFileWrite("-- CalculationBBAsync = " + _result, "runtime.txt", true);
return("Расчет закончен.");
}
public void ConvertMyDiagnostics()
{
string _runtime = StaticService.RutimeMethod(() =>
{
this.ConvertMy();
});
StaticService.LogFileWrite("-- ConvertMy = " + _runtime, "runtime.txt", true);
}
/// <summary>
/// Возвращает данные для графика(прибыли по сделкам). Десериализация сохраненного файла
/// </summary>
public TradesProfitCharts GetDataForCharts(string _path)
{
TradesProfitCharts result = new TradesProfitCharts();
TestTradesCollection _testTradCol = (TestTradesCollection)StaticService.Deserializes(Directory.GetCurrentDirectory() + _path);
foreach (ParametrTestTrades _testTrd in _testTradCol)
{
result.AddInDictionary(_testTrd.DateTimeTestTrad, _testTrd.ProfitPortfolio);
}
return(result);
}
public async Task TestTradesTodayAsync()
{
string _result_test = String.Empty;
TimeSpan _runTime;
DateTime _startRun = DateTime.Now;
decimal otkat = 30;
decimal distance = 30;
decimal profit = 30;
List <Task <string> > tasks = new List <Task <string> >();
MarketTradesRepository mTR = new MarketTradesRepository();
mTR = (MarketTradesRepository)StaticService.Deserializes(mTR.GetType().ToString(), mTR);
StaticService.DeleteFile("trade_log.txt");
StaticService.DeleteFile("equ.txt");
StaticService.LogFileWriteNotDateTime("EqCurrent\tCountTrades\tCountProfit\tCountLoss\tDrawdown\t_otkat\t_distance\t_profit", "equ.txt", true);
for (int i = (int)otkat; i <= 200; i += 10)
{
for (int ii = i; ii <= 200; ii += 10)
{
for (int iii = i; iii <= 200; iii += 10)
{
//ExtremumPrice _extPrice2 = new ExtremumPrice();
//CalculationExtremumPrice1(mTR, _extPrice2, i, ii, iii, false);
Task <string> theTask = TaskCalculation(mTR, i, ii, iii);
tasks.Add(theTask);
}
}
}
await Task <string> .WhenAll(tasks);
foreach (Task <string> item in tasks)
{
_result_test += item.Result;
}
_runTime = DateTime.Now - _startRun;
StaticService.LogFileWriteNotDateTime(String.Format("{0:00}:{1:00}:{2:00}.{3:000}", _runTime.Hours, _runTime.Minutes, _runTime.Seconds, _runTime.Milliseconds), "runtime.txt", true);
StaticService.LogFileWriteNotDateTime(_result_test, "equ.txt", true);
}
/// <summary>
/// Прогон по единичным параметрам
/// </summary>
public ExtremumPrice TestTradesToday1()
{
decimal otkat = 80;
decimal distance = 190;
decimal profit = 170;
MarketTradesRepository mTR = new MarketTradesRepository();
mTR = (MarketTradesRepository)StaticService.Deserializes(mTR.GetType().ToString(), mTR);
StaticService.DeleteFile("trade_log.txt");
StaticService.DeleteFile("equ.txt");
return(CalculationExtremumPrice1(mTR, otkat, distance, profit, true));
}
/// <summary>
/// Фильтр по ОРТ
/// </summary>
private TestResultRepositiry FiltrTestResult(TestResultRepositiry _testResRepo, DateTime _fromDate, DateTime _toDate, out bool _error, bool _opt = true)
{
TestResultRepositiry result = new TestResultRepositiry();
_error = false;
try
{
foreach (ParametrTestResult item in _testResRepo)
{
if (item != null)
{
string OPT = StaticService.GetComment(item.Key, Patern3);
DateTime dateRes = Convert.ToDateTime(item.DateRes);
if (dateRes >= _fromDate && dateRes <= _toDate)
{
if (_opt)
{
if (!String.IsNullOrEmpty(OPT))
{
result.Add(item);
}
}
else
{
if (String.IsNullOrEmpty(OPT))
{
result.Add(item);
}
}
}
}
else
{
_error = true;
}
}
}
catch (Exception ex)
{
MessageBox.Show(ex.InnerException + ex.Message);
return(result);
}
return(result);
}
/// <summary>
/// Task для конвертации в .dat
/// </summary>
private Task TaskConvert(byte[] _result, string _id)
{
StaticService.LogFileWrite(DateTime.Now.ToLongTimeString() + " " + _id, "runtime.txt", true);
return(Task.Run(() =>
{
string _text = Encoding.UTF8.GetString(_result);
string[] _separator = new string[3] {
"\r\n", "\n", "\r"
};
string[] _mapStr = _text.Split(_separator, StringSplitOptions.RemoveEmptyEntries);
string _date = String.Empty;
string _time = String.Empty;
decimal _price = 0;
MarketTradesRepository marketTradRepo = new MarketTradesRepository();
int _iD = 0;
foreach (string _line in _mapStr)
{
string[] _splites = Regex.Split(_line, paternRegEx1);
_iD++;
_date = _splites[0];
_time = _splites[1];
try
{
_price = Convert.ToDecimal(_splites[2]);
}
catch (Exception ex)
{
MessageBox.Show(ex.Message);
}
marketTradRepo.Add(new ParametrMarketTrades(_iD.ToString(), _date, _time, 0, _price, ""));
}
if (marketTradRepo.Count > 0)
{
StaticService.Serializes(marketTradRepo, folder + marketTradRepo[0].DateTimeTrades.ToShortDateString());
}
StaticService.LogFileWrite(DateTime.Now.ToLongTimeString() + " " + _id, "runtime.txt", true);
}));
}
/// <summary>
/// Синхронная конвертация в .dat
/// </summary>
private void ConvertMy()
{
StreamReader file;
string[] filePathes = StaticService.GetPathFiles(folder, patern1);
foreach (string _path in filePathes) // проходим по файлам
{
MarketTradesRepository marketTradRepo;
string _date = String.Empty;
string _time = String.Empty;
decimal _price = 0;
using (file = new StreamReader(_path))
{
string line;
marketTradRepo = new MarketTradesRepository();
int _id = 0;
while ((line = file.ReadLine()) != null) // проходим по стркам
{
string[] _splites = Regex.Split(line, paternRegEx1);
_id++;
_date = _splites[0];
_time = _splites[1];
try
{
_price = Convert.ToDecimal(_splites[2]);
}
catch (Exception ex)
{
MessageBox.Show(ex.Message);
}
marketTradRepo.Add(new ParametrMarketTrades(_id.ToString(), _date, _time, 0, _price, ""));
}
}
if (marketTradRepo.Count > 0)
{
StaticService.Serializes(marketTradRepo, folder + marketTradRepo[0].DateTimeTrades.ToShortDateString());
}
}
}
// Просто по экстремумам
private void CalculationExtremumPrice(MarketTradesRepository _mTR, decimal _otkat, string _filename)
{
ExtremumPrice extPrice = new ExtremumPrice();
decimal exchange_fee = 0.47m; // биржевой сбор SBRF 0.47
decimal brokerage_commission = 0.59m; // комиссия брокера 0.59
decimal spred = 3m;
// находим екстремумы
extPrice.CreateExtrem(_mTR, _otkat);
//StaticService.LogFileWrite("----------------Extremums--------------------", _filename, true);
//foreach (var item in extPrice.Extremums)
//{
// StaticService.LogFileWriteNotDateTime(item.Date_Time + "\t" + item.PriceHigh + "\t" + item.PriceLow, _filename, true);
//}
// считаем между ними дельту
//StaticService.LogFileWrite("\n", filename, true);
//StaticService.LogFileWriteNotDateTime("----------------считаем между ними дельту--------------------", _filename, true);
extPrice.DeltaExtr();
foreach (var item in extPrice.DeltaExtremums)
{
StaticService.LogFileWriteNotDateTime(Math.Abs(item).ToString(), "delta_log.txt", true);
}
StaticService.LogFileWriteNotDateTime("****************ОТКАТ <" + _otkat + ">****************", _filename, true);
//&??????????????????
for (decimal i = _otkat * 2; i <= _otkat * 8; i++)
{
decimal criticalSum = 0;
// фильтруeм дельты
StaticService.LogFileWriteNotDateTime("----------------фильтруeм дельты <" + i + ">--------------------", _filename, true);
extPrice.FiltrDelta(i);
foreach (var item in extPrice.FiltrDeltas)
{
StaticService.LogFileWriteNotDateTime(Math.Abs(item).ToString(), _filename, true);
criticalSum += Math.Abs(item) - (_otkat * 2 + TransactionCosts(exchange_fee, brokerage_commission, spred) * 2);
}
StaticService.LogFileWriteNotDateTime(criticalSum.ToString(), _filename, true);
}
}
/// <summary>
/// График по SettingsBolinger(X) и CountProfitIndex(Y)
/// </summary>
public DataUniversalCharts GetSettingsBBForCharts(TestResultRepositiry _testResRepo)
{
DataUniversalCharts result = new DataUniversalCharts();
var _groupRes = from res in _testResRepo
where !String.IsNullOrEmpty(StaticService.GetComment(res.Key, Patern3))
group res by res.SettingsBolinger into _paramRes
orderby _paramRes.Key
select _paramRes;
foreach (var item in _groupRes)
{
string keyX = item.Key;
double avgY = item.Average(x => x.CountProfitIndex);
result.Add(keyX, avgY);
}
return(result);
}
/// <summary>
/// Получение входных данных для расчета Болинжера
/// </summary>
private async Task <string> GetInputData(SettingsClass _sc)
{
TimeSpan _runTime;
DateTime _startRun = DateTime.Now;
List <Task> _tasks = new List <Task>();
string[] filePathes = StaticService.GetPathFiles(folderInput, patern1);
foreach (string _path in filePathes) // проходим по файлам
{
_tasks.Add(TaskMultiParametrBB(_path, _sc));
}
await Task.WhenAll(_tasks);
_runTime = DateTime.Now - _startRun;
return(String.Format("{0:00}:{1:00}:{2:00}.{3:000}", _runTime.Hours, _runTime.Minutes, _runTime.Seconds, _runTime.Milliseconds));
}
/// <summary>
/// Асинхронная конвертация в .dat
/// </summary>
/// <returns></returns>
private async Task <string> ConvertAsync()
{
TimeSpan _runTime;
DateTime _startRun = DateTime.Now;
List <Task> tasks = new List <Task>();
List <FileStream> sourceStreams = new List <FileStream>();
string[] filePathes = StaticService.GetPathFiles(folder, patern1);
int idTask = 0;
foreach (string _path in filePathes) // проходим по файлам
{
int sourceLength;
try
{
FileStream sourceStream = new FileStream(_path, FileMode.Open, FileAccess.Read, FileShare.None, bufferSize: 4096, useAsync: true);
sourceLength = (int)sourceStream.Length;
byte[] _result = new byte[sourceLength];
await sourceStream.ReadAsync(_result, 0, sourceLength); // асинх. чтение
Task theTask = TaskConvert(_result, idTask++.ToString());
sourceStreams.Add(sourceStream);
tasks.Add(theTask);
}
finally
{
foreach (FileStream _fs in sourceStreams)
{
_fs.Close();
}
}
}
await Task.WhenAll(tasks);
_runTime = DateTime.Now - _startRun;
return(String.Format("{0:00}:{1:00}:{2:00}.{3:000}", _runTime.Hours, _runTime.Minutes, _runTime.Seconds, _runTime.Milliseconds));
}
/// <summary>
/// Десериализация сохраненных объектов
/// </summary>
private void DeserializesObject()
{
settingsClass = (SettingsClass)StaticService.Deserializes(settingsClass.GetType().ToString(), settingsClass);
testResultRepository = (TestResultRepositiry)StaticService.Deserializes(StaticService.RelativePatchCreate(SettingsClass.TestResult + SettingsClass.FolderSBRF) + "!_actul_result", new TestResultRepositiry());
}
/// <summary>
/// Открываем лонги, если цена выше самой верхней линии.
/// Открываем шорты, если цена ниже самой нижней линии.
/// Закрытие: переворачиваемся.
/// </summary>
private Task TrendAlgoritmTest(string _path)
{
return(Task.Run(() =>
{
TradesBolingerRepository _trdBRepo = null;
string file_name = "test_result.txt";
try
{
_trdBRepo = (TradesBolingerRepository)StaticService.Deserializes(_path);
}
catch (Exception)
{
StaticService.LogFileWrite(_path, "error_log.txt", true);
}
string _key = Path.GetFileNameWithoutExtension(_path);
string _dateRes = StaticService.GetComment(_key, SettingsClass.PaternDate1);
string _settBB = StaticService.GetComment(_key, SettingsClass.Patern);
TestTradesCollection testTradColl = new TestTradesCollection();
TestTradesCollection testTradCollOPT = new TestTradesCollection();
int tp = 0;
double profitPortfolio = 0; // прибыль портфеля на каждую сделку
int countTrades = 0;
double maxProfit = 0;
double minProfit = 0;
int countProfitTrades = 0;
int countLossTrades = 0;
// OPT
double profitPortfolioOpt = 0;
int countTradesOpt = 0;
double maxProfitOpt = 0;
double minProfitOpt = 0;
int countProfitTradesOpt = 0;
int countLossTradesOpt = 0;
// end opt
StaticService.LogFileWrite("\n ---------" + _key + "---------", file_name, true);
if (_trdBRepo != null)
{
foreach (ParametrTradesBolinger pcT in _trdBRepo)
{
//StaticClassService.LogFileWrite(pcT.DateTimeTrades + "\t" + pcT.NumberTrades + "\t" + pcT.PriceTrades + "\t" + pcT.SeccodeTrades + "\t" + pcT.LineUp + "\t" + pcT.LineDown + "\t" + pcT.LineMidl, file_name, true);
DateTime dateTimeTrade = pcT.DateTimeTrades;
if (dateTimeTrade.TimeOfDay < new TimeSpan(19, 0, 0))
{
double price = (double)pcT.PriceTrades;
//---Здесь вызываем Класс нужного алгоритма---
Algoritms.BollingerCrossing.Algoritm(pcT, testTradColl, testTradCollOPT, file_name, price, dateTimeTrade, ref tp, ref countTrades, ref countTradesOpt, ref profitPortfolio, ref profitPortfolioOpt, ref maxProfit, ref maxProfitOpt, ref minProfit, ref minProfitOpt, ref countProfitTrades, ref countProfitTradesOpt, ref countLossTrades, ref countLossTradesOpt);
//--------------------------------------------
}
}
}
// save result
testResultRepo.Add(new ParametrTestResult(_key, _dateRes, _settBB, profitPortfolio, countTrades, maxProfit, minProfit, countProfitTrades, countLossTrades));
testResultRepo.Add(new ParametrTestResult(_key + "OPT", _dateRes, _settBB, profitPortfolioOpt, countTradesOpt, maxProfitOpt, minProfitOpt, countProfitTradesOpt, countLossTradesOpt)); // Opt
// serialize TestTradesCollection end TestTradesCollection'OPT'
StaticService.Serializes(testTradColl, folderOutTestTradesSimple + _key);
StaticService.Serializes(testTradCollOPT, folderOutTestTradesOPT + _key);
}));
}
//-------------------------------------------
//
private void CalculationExtremumProfit(MarketTradesRepository _mTR, TradesBolingerRepository _tBR, decimal _otkat, decimal _profit, string _fileSummary, string _fileTrades, string _filevariability, string _fileBrutto, string _fileBruttoFiltr, string _fileBruttoFiltrPro)
{
ExtremumProfit extPrice = new ExtremumProfit();
Queue <decimal> BruttoQue = new Queue <decimal>();
decimal exchange_fee = 0.47m; // биржевой сбор SBRF 0.47
decimal brokerage_commission = 0.59m; // комиссия брокера 0.59
decimal spred = 3m;
// --одновременно можно только один
//extPrice.CreateExtrem(_mTR, _otkat, _profit);
extPrice.CreateExtrem(_tBR, _otkat, _profit);
//-------
//----
decimal _buyMany = 0;
decimal _selMany = 0;
decimal _bruttoGlobal = 0;
int _countProfit = 0;
int _countLoss = 0;
int _countAll = 0;
int _variability = 0;
StaticService.LogFileWriteNotDateTime("Profit setting <" + _profit + ">", _fileTrades, true);
StaticService.LogFileWriteNotDateTime("Profit setting <" + _profit + ">", _filevariability, true);
StaticService.LogFileWriteNotDateTime("Profit setting <" + _profit + ">", _fileBrutto, true);
StaticService.LogFileWriteNotDateTime("Profit setting <" + _profit + ">", _fileBruttoFiltr, true);
StaticService.LogFileWriteNotDateTime("Profit setting <" + _profit + ">", _fileBruttoFiltrPro, true);
foreach (var item in extPrice.TradesQueue)
{
StaticService.LogFileWriteNotDateTime(item.ToString(), _fileTrades, true);
double _num = item.NumberTrades;
Operation _oper = item.Operation;
decimal _price = item.PriceTrades;
decimal _brutto = 0;
if (_oper == Operation.Buuy)
{
_buyMany = _price;
}
else
{
_selMany = _price;
}
if (_buyMany != 0 && _selMany != 0)
{
_brutto = _selMany - _buyMany;
_bruttoGlobal += _brutto;
_buyMany = 0;
_selMany = 0;
if (_brutto > 0)
{
_countProfit++;
}
else
{
_countLoss++;
}
_countAll++;
BruttoQue.Enqueue(_brutto);
StaticService.LogFileWriteNotDateTime(_brutto.ToString(), _fileBrutto, true);
//
VariablityCalc(_brutto, _filevariability, ref _variability);
//-----
}
}
// фильтрация pro
for (int i = 1; i <= 10; i++)
{
Queue <decimal> resultPositive = extPrice.FiltrBruttoPro(BruttoQue, i, 0);
Queue <decimal> resultNegative = extPrice.FiltrBruttoPro(BruttoQue, 0, i);
decimal _sum = 0;
foreach (decimal item in resultPositive)
{
_sum += item;
}
StaticService.LogFileWriteNotDateTime("FILTR_PRO + <" + i + "> = " + _sum.ToString(), _fileBruttoFiltrPro, true);
_sum = 0;
foreach (decimal item in resultNegative)
{
_sum += item;
}
StaticService.LogFileWriteNotDateTime("FILTR_PRO - <" + i + "> = " + _sum.ToString(), _fileBruttoFiltrPro, true);
}
// циклическая фильтрация
StaticService.LogFileWriteNotDateTime("SUMMARY_INP = " + _bruttoGlobal.ToString(), _fileBruttoFiltr, true);
Queue <decimal> _filtr_result = extPrice.FiltrBrutto(BruttoQue);
for (int i = 0; i < 5; i++)
{
decimal _sum = 0;
foreach (decimal item in _filtr_result)
{
_sum += item;
}
StaticService.LogFileWriteNotDateTime("SUMMARY_" + i + " = " + _sum.ToString(), _fileBruttoFiltr, true);
_filtr_result = extPrice.FiltrBrutto(_filtr_result);
}
/*
* // фильтруем brutto и выводим в файл
* Queue<decimal> _filtrBrut_I = extPrice.FiltrBrutto(BruttoQue);
* foreach (decimal item in _filtrBrut_I)
* {
* StaticService.LogFileWriteNotDateTime(item.ToString(), _fileBruttoFiltr, true);
* }
*
* // фильтруем _filtrBrut и выводим в файл
* StaticService.LogFileWriteNotDateTime("--------LEVEL II", _fileBruttoFiltr, true);
* Queue<decimal> _filtrBrut_II = extPrice.FiltrBrutto(_filtrBrut_I);
* foreach (decimal item in _filtrBrut_II)
* {
* StaticService.LogFileWriteNotDateTime(item.ToString(), _fileBruttoFiltr, true);
* }
*
* // summary brutto_filtr
* decimal _sum_brut_filtr = 0;
* foreach (decimal item in _filtrBrut_I)
* {
* _sum_brut_filtr += item;
* }
* StaticService.LogFileWriteNotDateTime("SUMMARY_I = " + _sum_brut_filtr.ToString(), _fileBruttoFiltr, true);
*
* _sum_brut_filtr = 0;
* foreach (decimal item in _filtrBrut_II)
* {
* _sum_brut_filtr += item;
* }
* StaticService.LogFileWriteNotDateTime("SUMMARY_II = " + _sum_brut_filtr.ToString(), _fileBruttoFiltr, true);
* //---------------------------
*/
//StaticService.LogFileWriteNotDateTime(_bruttoGlobal + " <" + _profit + ">", _filename, true);
StaticService.LogFileWriteNotDateTime(_profit + "\t" + _bruttoGlobal + "\t" + _countProfit + "\t" + _countLoss + "\t" + _countAll, _fileSummary, true);
}
public async void ConvertAsyncDiagnostic()
{
string _result = await this.ConvertAsync();
StaticService.LogFileWrite("-- ConvertAsync = " + _result, "runtime.txt", true);
}
