private void BuySell_Condition(ref SimulationVariable simulationVariable, ref DataList dataList, ref BasicFinancialReportListModel BasicFinancialData, int j)
{
if (!simulationVariable.HasBuy && _strategy.BuyCondition(ref simulationVariable, ref dataList, ref BasicFinancialData, j))
{
simulationVariable.CanBuy = true;
}
if (simulationVariable.HasBuy && _strategy.SellCondition(ref simulationVariable, ref dataList, ref BasicFinancialData, j))
{
simulationVariable.CanBuy = false;
}
}
public TransactionList Run()
{
//之後平行化處理看看
for (int i = 0; i < Company.Count; i++)
{
SimulationVariable _SimulationVariable = new SimulationVariable();
Transaction transaction = new Transaction();
DataList DataList = new DataList(Company[i]);
BasicFinancialReportListModel BasicFinancialReportData = new BasicFinancialReportListModel();
//////////////////
DataList.LineGraphData(ref DataList.TechData, "ClosePrice");
DataList.LineGraphData(ref DataList.TechData, "Volume");
DataList.LineGraphData(ref DataList.TechData, "ReturnOnInvestment");
DataList.AddLineGraphDictionary("MoveAverageValue", 5);
DataList.AddLineGraphDictionary("MoveAverageValue", 10);
DataList.AddLineGraphDictionary("MoveAverageValue", 20);
DataList.AddLineGraphDictionary("MoveAverageValue", 60);
DataList.AddLineGraphDictionary("MinValue", 1);
DataList.AddLineGraphDictionary("MaxValue", 240);
DataList.AddLineGraphDictionary("MinValue", 20, "Volume");
DataList.AddLineGraphDictionary("BollingerBandsDown", 20, "ClosePrice", 2.1);
DataList.AddLineGraphDictionary("BollingerBandsUp", 20, "ClosePrice", 2.1);
DataList.AddLineGraphDictionary("MoveAverageValue", 1);
DataList.AddLineGraphDictionary("MoveAverageValue", 30, "Volume");
DataList.AddLineGraphDictionary("CountDropinDays", 20, "ReturnOnInvestment");
DataList.AddLineGraphDictionary("CountRaiseinDays", 20, "ReturnOnInvestment");
DataList.AddLineGraphDictionary("CountRaiseinDays", 10, "ReturnOnInvestment");
DataList.AddLineGraphDictionary("CountDropinDays", 5, "ReturnOnInvestment");
DataList.AddLineGraphDictionary("CountRaiseinDays", 5, "ReturnOnInvestment");
DataList.AddLineGraphDictionary("CountDropinDays", 10, "ReturnOnInvestment");
DataList.AddLineGraphDictionary("MoveAverageValue", 6, "Volume");
if (DataList.TechData.Count == 0)
{
continue;
}
BasicFinancialReportData.Initial(DataList.TechData[0].Company);
//////////////////
SortedDictionary <Decimal, int> Data1 = new SortedDictionary <decimal, int>();
SortedDictionary <Decimal, int> Data2 = new SortedDictionary <decimal, int>();
SortedDictionary <Decimal, int> Data3 = new SortedDictionary <decimal, int>();
////Decimal AverageMonthPrice = 0;
////Decimal CountDay = 0;
for (int j = 10; j < DataList.TechData.Count; j++)
{
#region
//////////////////
BasicFinancialReportData.InitialDate(DataList.TechData[j].Date);
//////////////////
if (_SimulationVariable.HasBuy)
{
_SimulationVariable.CountDays(DataList.TechData[j]);// put TechData Return on Investment
}
#region 買賣條件
BuySell_Condition(ref _SimulationVariable, ref DataList, ref BasicFinancialReportData, j);
#endregion
if (_SimulationVariable.CanBuy && !_SimulationVariable.HasBuy)
{
transaction = new Transaction();
transaction.Buy(DataList.TechData[j].Company.ToString(), DataList.TechData[j].CompanyName,
DataList.TechData[j].OpenPrice, DataList.TechData[j].Date);
transaction.DataOutput = InitialData.OutputData;
_SimulationVariable.HasBuy = true;
_SimulationVariable.Buy = DataList.TechData[j];
}
if (_SimulationVariable.HasBuy && !_SimulationVariable.CanBuy)
{
transaction.Sell(DataList.TechData[j].Company.ToString(), DataList.TechData[j].CompanyName,
DataList.TechData[j].ClosePrice, DataList.TechData[j].Date);
Transaction_List._TransactionList.Add(transaction);
_SimulationVariable.HasBuy = false;
_SimulationVariable.Initial();
}
#endregion
}
if (_SimulationVariable.HasBuy) //期末賣出
{
transaction.Sell(DataList.TechData[DataList.TechData.Count - 1].Company.ToString(), DataList.TechData[DataList.TechData.Count - 1].CompanyName,
DataList.TechData[DataList.TechData.Count - 1].HighestPrice, DataList.TechData[DataList.TechData.Count - 1].Date);
//期末賣出的不做計算
//Transaction_List._TransactionList.Add(transaction);
_SimulationVariable.HasBuy = false;
_SimulationVariable.Initial();
}
}
//sw.Close();
return(Transaction_List);
}