Dictionary <String, String> selectFor(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo, int iIndex, out bool isTwoDownMode)
{
isTwoDownMode = false;
var zf = dsh.Ref(Info.ZF, iIndex);
if (zf > -0.05 || zf < -0.095)
{
return(null);
}
if (!dsh.IsRealDown())
{
return(null);
}
if (zf < -0.09 && dsh.Ref(Info.ZF, iIndex + 1) < -0.08)
{
return(null);
}
int iSigDateIndex = -1;
int nUStopCount = 0;
int nDStopCount = 0;
float sigDateVol = 0;
float sigZF = 0;
int nMeetMinus5PercentCount = 0;
int iFirstMinus5PercentIndex = -1;
int iTwoMinus5PercentIndex = -1;
int nPlus5PercentCount = 0;
bool bDanger = false;
for (int i = iIndex + 1; i < SearchDayCount; ++i)
{
var curOf = dsh.Ref(Info.OF, i);
var curHf = dsh.Ref(Info.HF, i);
var curZf = dsh.Ref(Info.ZF, i);
var curLf = dsh.Ref(Info.LF, i);
var curPreZf = dsh.Ref(Info.ZF, i + 1);
var vol = dsh.Ref(Info.V, i);
if (dsh.IsUpStopEveryDay(EveryUpCount, i))
{
iSigDateIndex = i;
sigDateVol = vol;
sigZF = curZf;
break;
}
if (curHf > 0.095 && curZf < 0)
{
bDanger = true;
}
}
for (int i = iSigDateIndex + EveryUpCount; i < iSigDateIndex + EveryUpCount + SearchDayCount; i++)
{
if (dsh.IsUpStopEveryDay(EveryUpCount, i))
{
return(null);
}
}
for (int i = iSigDateIndex - 1; i > iIndex; --i)
{
var curOf = dsh.Ref(Info.OF, i);
var curHf = dsh.Ref(Info.HF, i);
var curZf = dsh.Ref(Info.ZF, i);
var curLf = dsh.Ref(Info.LF, i);
var curPreZf = dsh.Ref(Info.ZF, i + 1);
var vol = dsh.Ref(Info.V, i);
if (curZf > 0.095)
{
nUStopCount++;
}
else if (curZf < -0.095)
{
nDStopCount++;
}
if (curZf < -0.05)
{
if (iFirstMinus5PercentIndex == -1)
{
iFirstMinus5PercentIndex = i;
}
++nMeetMinus5PercentCount;
if (nMeetMinus5PercentCount == 2)
{
iTwoMinus5PercentIndex = i;
}
}
if (curZf > 0.06)
{
++nPlus5PercentCount;
}
}
if (iSigDateIndex == -1)
{
return(null);
}
int orgThreshold = 3;
int nThreshold = orgThreshold;
if (iTwoMinus5PercentIndex != -1)
{
bool bHasUp = false;
for (int i = iIndex + 1; i < iTwoMinus5PercentIndex; i++)
{
if (dsh.Ref(Info.ZF, i) > 0.01)
{
bHasUp = true;
break;
}
}
if (!bHasUp)
{
nThreshold++;
}
}
if (nThreshold == orgThreshold)
{
if (dsh.Ref(Info.ZF, 1 + iIndex) < 0 &&
dsh.Ref(Info.ZF, 2 + iIndex) < 0)
{
nThreshold++;
}
}
// if (nDStopCount > 1)
// {
// return null;
// }
nThreshold += nPlus5PercentCount;
nThreshold += nDStopCount;
if (dsh.UpShadow(1) > 0.04 && dsh.Ref(Info.ZF, 1) < 0 && dsh.Ref(Info.ZF) > -0.08)
{
++nThreshold;
}
// nThreshold += (int)Math.Ceiling(nPlus5PercentCount*0.5);
if (nMeetMinus5PercentCount < nThreshold - 1)
{
return(null);
}
if (nMeetMinus5PercentCount > nThreshold - 1)
{
if (dsh.Ref(Info.ZF, iIndex + 1) > 0)
{
return(null);
}
}
var preZF = dsh.Ref(Info.ZF, iIndex + 1);
if (preZF > 0.02)
{
isTwoDownMode = true;
return(null);
}
if (dsh.AccZF(3, iIndex + 1) > 0.02 && dsh.EveryUp(iIndex + 1) >= 3)
{
isTwoDownMode = true;
}
if (bDanger)
{
return(null);
}
// if (dsh.Ref(Info.C, iIndex) > dsh.Ref(Info.O, iIndex))
// {
// return null;
// }
var ret = new Dictionary <String, String>();
ret[String.Format("Threshold/{0}", nThreshold)] = "";
ret[String.Format("Meet/{0}", nMeetMinus5PercentCount == nThreshold - 1 ? "1" : "0")] = "";
return(ret);
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
var zf = dsh.Ref(Info.ZF);
if (zf > 0.095 || zf < -0.095)
{
return(null);
}
if (zf > 0.03 || zf < 0.02)
{
return(null);
}
if (!dsh.IsReal())
{
return(null);
}
if (dsh.UpShadow() > 0.04)
{
return(null);
}
var of = dsh.Ref(Info.OF);
if (of > 0.02 || of < -0.04)
{
return(null);
}
if (dsh.Ref(Info.ZF, 1) > -0.005)
{
return(null);
}
if (dsh.Ref(Info.ZF, 2) < 0.005 || !dsh.IsReal(2))
{
return(null);
}
if (dsh.Ref(Info.V) > dsh.Ref(Info.V, 1) * 1.5)
{
return(null);
}
if ((dsh.Ref(Info.C) - dsh.Ref(Info.C, 2)) / dsh.Ref(Info.C, 1) > 0.01)
{
return(null);
}
if (dsh.Ref(Info.C) > dsh.Ref(Info.O, 1))
{
return(null);
}
if ((dsh.Ref(Info.L) - dsh.Ref(Info.L, 2)) / dsh.Ref(Info.C, 1) > 0.01)
{
return(null);
}
int nTotalDownDays = dsh.EveryDown(3);
if (nTotalDownDays < 4)
{
return(null);
}
if (dsh.EveryUp(3 + nTotalDownDays) > nTotalDownDays)
{
return(null);
}
float totalZF = dsh.AccZF(nTotalDownDays, 3);
if (totalZF > -0.1)
{
return(null);
}
var szZF = dsh.SZRef(Info.ZF);
if (szZF > 0 && szZF < 0.011 && dsh.SZAcc(Info.ZF, 7, 1) > 0.03)
{
return(null);
}
if (!selectBySZ(dsh))
{
return(null);
}
return(EmptyRateItemButSel);
}