public void setStock(Stock stock)
{
stock_ = stock;
dataList_ = stock_.dataList_;
runtimeDataList_ = stock.runtimeDataList_;
}
public String computeBonus(SelectItem item, Stock stock, int buyDate, out BuySellInfo info)
{
IStrategy_LF stra = (IStrategy_LF)this;
float firstDayBonusL = firstDayBonusLimit();
float bonusL = bonusLimit();
float buyLimit = stra.buyLimit();
DataStoreHelper dsh = new DataStoreHelper();
dsh.setStock(stock);
dsh.iIndex_ = App.ds_.index(stock, buyDate);
float buyC = dsh.Ref(Info.C, 1) * (1 + buyLimit);
--dsh.iIndex_;
info = new BuySellInfo();
if (dsh.iIndex_ == -1)
{
return("");// 还未遇到交易日，不知道盈亏
}
int nBuySpan = 0;
int nBuySpanLimit = buySpan();
float sellC = 0;
for (; dsh.iIndex_ >= 0; --dsh.iIndex_, ++nBuySpan)
{
float o = dsh.Ref(Info.O);
float h = dsh.Ref(Info.H);
float c = dsh.Ref(Info.C);
float of = dsh.Ref(Info.OF);
float hf = dsh.Ref(Info.HF);
float lf = dsh.Ref(Info.LF);
float zf = dsh.Ref(Info.ZF);
var limit = nBuySpan == 0 ? firstDayBonusL : bonusL;
float wantedC = buyC * (1 + limit);
float wantedMinC = buyC * (1 + bonusL);
//
// if (lf < -0.111 || hf > 0.111)
// {//除权了
// return "";
// }
if (Utils.IsDownStop(hf))//一直跌停
{
info.bSellWhenMeetMyBounusLimit_ = false;
continue;
}
//今天没一直跌停，大概率能卖出
if (info.bSellWhenMeetMyBounusLimit_)
{
if (o > wantedC)//开盘超出盈利顶额
{
sellC = o;
++nBuySpan;
break;
}
if (h > wantedC)//达到盈利顶额
{
sellC = wantedC;
++nBuySpan;
break;
}
if (Utils.IsDownStop(zf))//尾盘跌停，卖不了
{
info.bSellWhenMeetMyBounusLimit_ = false;
continue;
}
sellC = c;
if (zf >= 0.01 || h >= wantedMinC || nBuySpan >= nBuySpanLimit - 1)
{
++nBuySpan;
break;
}
}
else
{ //逃命模式
if (!Utils.IsDownStop(of)) //开盘没跌停
{ //跑了
sellC = o;
++nBuySpan;
break;
}
//开盘跌停但因为没一直跌停，所以肯定可以以跌停价卖出
sellC = dsh.Ref(Info.C, 1) * (1 - 0.095f);
++nBuySpan;
break;
}
}
if (dsh.iIndex_ == -1)
{
return("");
}
info.sellDate_ = dsh.Date();
info.tradeSpan_ = nBuySpan;
float bonus = (sellC - buyC) / buyC;
info.allBonus_ = Utils.ToBonus(bonus - 0.002f);
return(info.allBonus_);
}
public int index(Stock stock, int date, int iDateIndexHint = -1)
{
return(index(stock.dataList_, date, iDateIndexHint));
}
