private void GetDataAndPrediction(List <TradeStateRecord> tradeStateRecords, Dictionary <String, Trade> lastTradeDict)
{
Console.WriteLine("共有记录{0}条", tradeStateRecords.Count);
DQNTradeDBAccess.ClearTempRecords();
Console.WriteLine("开始准备数据 ...");
string dealDateString = Utils.FormatDate(this.dealDate);
foreach (TradeStateRecord aStateRecord in tradeStateRecords)
{
Trade lastTrade = lastTradeDict[aStateRecord.Symbol];
if (lastTrade == null)
{
continue;
}
//读取应指数的日线和5分线，证券的日线和分线
string indexSymbol = "";
if (aStateRecord.Symbol.IndexOf("SHSE.") >= 0)
{
indexSymbol = "SHSE.000001";
}
else if (aStateRecord.Symbol.IndexOf("SZSE.3") >= 0)
{
indexSymbol = "SZSE.399006";
}
else
{
indexSymbol = "SZSE.399001";
}
List <Daily> indexDailys = BarFeeder.GetDailys(indexSymbol, Const.IndexDailyPeriod);
List <Bar> indexMin5s = BarFeeder.GetBar5s(indexSymbol, Const.IndexMin5Period);
//***这里多加了当天日线，便于向前复权,以修正价格
List <Daily> stockDailys = BarFeeder.GetDailys(aStateRecord.Symbol, Const.StockDailyPeriod, true, lastTrade);
//日线不足周期数的忽略
if (stockDailys.Count < Const.StockDailyPeriod)
{
continue;
}
List <Bar> stockMin5s = BarFeeder.GetBar5s(aStateRecord.Symbol, Const.StockMin5Period);
//正规化数据
List <NormalBar> indexNormalDailys = BarUtils.NormalBars(indexDailys);
List <NormalBar> indexNormalMin5s = BarUtils.NormalBars(indexMin5s);
List <NormalBar> stockNormalDailys = BarUtils.NormalBars(stockDailys);
List <NormalBar> stockNormalMin5s = BarUtils.NormalBars(stockMin5s);
DQNTradeDBAccess.SaveTempRecord(dealDateString, aStateRecord.Symbol, aStateRecord.HoldingPeriod,
BarUtils.BarsToBsonArray(indexNormalDailys), BarUtils.BarsToBsonArray(indexNormalMin5s),
BarUtils.BarsToBsonArray(stockNormalDailys), BarUtils.BarsToBsonArray(stockNormalMin5s));
}
Console.WriteLine("预测中 ...");
//调用神经网络进行盈利预测
CMDAgent.RunPythonScript(@"E:\pyfiles\trade_dqn_v2.0\trade_prediction.py", dealDateString);
}
