Esempio n. 1
0
        public void  Run()
        {
            //LoopCnt = 0;
            testIndex = 0;
            ret       = new BackTestReturnClass <T>();
            long begNo = BegExpect;

            //ExpectReader er = new ExpectReader();
            DataReader     er  = DataReaderBuild.CreateReader(dtp.DataType, "", null);
            ExpectList <T> el  = null;
            long           cnt = 0;

            ret.HoldCntDic    = new Dictionary <int, int>();
            ret.HoldWinCntDic = new Dictionary <int, int>();
            ret.InChipsDic    = new Dictionary <int, int>();
            ret.WinChipsDic   = new Dictionary <int, int>();

            ExpectList <T> AllData = new ExpectList <T>();

            testIndex = teststrag.ReviewExpectCnt - 1;
            ExpectList <T> testData = null;
            Dictionary <string, ChanceClass <T> > NoCloseChances = new Dictionary <string, ChanceClass <T> >();
            Dictionary <string, ChanceClass <T> > tmpChances     = new Dictionary <string, ChanceClass <T> >();

            while (el == null || el.Count > 0) //如果取到的数据长度大于0
            {
                el = er.ReadHistory <T>(begNo, LoopCnt);
                if (el == null)
                {
                    ret.LoopCnt = (cnt + 1) * LoopCnt;
                    ret.succ    = false;
                    ret.Msg     = "读取历史数据错误!";
                    break;
                }
                if (el.Count == 0)
                {
                    ret.LoopCnt = testIndex;
                    ret.succ    = true;
                    ret.Msg     = string.Format("成功遍历{0}条记录!共发现机会{1}次!其中,{2}.", testIndex, ret.ChanceList.Count, ret.HoldInfo);
                    break;
                }

                AllData = ExpectList <T> .Concat(AllData, el);

                begNo = el.LastData.LExpectNo + 1;

                cnt++;
                //Todo:
                int pastCnt = 0;
                while (testIndex < AllData.Count)
                {
                    ret.LoopCnt = pastCnt + testIndex;
                    if (testData == null)
                    {
                        testData = AllData.getSubArray(0, teststrag.ReviewExpectCnt);
                    }
                    else
                    {
                        if (dtp.DataType == "PK10")
                        {
                            if (AllData[(int)testIndex].ExpectIndex != testData.LastData.ExpectIndex + 1)
                            {
                                throw new Exception(string.Format("{1}第{0}期后出现数据遗漏,请补充数据后继续测试!", testData.LastData.Expect, testData.LastData.OpenTime));
                            }
                        }
                        testData.RemoveAt(0);
                        testData.Add(AllData[(int)testIndex]);
                    }
                    tmpChances = new Dictionary <string, ChanceClass <T> >();
                    foreach (string key in NoCloseChances.Keys)
                    {
                        ChanceClass <T> cc = NoCloseChances[key];
                        if (cc.Closed == false)
                        {
                            int matchcnt = 0;
                            if (teststrag.GetRev)                                      //如果求相反组合
                            {
                                if (cc.Matched(testData.LastData, out matchcnt, true)) //不关闭
                                {
                                    if (cc.HoldTimeCnt < 0)
                                    {
                                        cc.HoldTimeCnt = (int)(testData.LastData.ExpectIndex - cc.InputExpect.ExpectIndex);
                                    }
                                }
                            }
                            if (dtp.IsXxY == 1)
                            {
                                (cc as iXxYClass).AllNums               = dtp.AllNums;
                                (cc as iXxYClass).SelectNums            = dtp.SelectNums;
                                (cc as iXxYClass).strAllTypeBaseOdds    = dtp.strAllTypeOdds;
                                (cc as iXxYClass).strCombinTypeBaseOdds = dtp.strCombinTypeOdds;
                                (cc as iXxYClass).strPermutTypeBaseOdds = dtp.strPermutTypeOdds;
                            }
                            bool Matched = cc.Matched(testData.LastData, out matchcnt, false);
                            if (cc.NeedConditionEnd)
                            {
                                cc.MatchChips += matchcnt;
                                if (Matched)
                                {
                                    int LastMatchId = cc.LastMatchTimesId;//最后一次匹配次序号
                                    int maxHoldCnt  = cc.AllowMaxHoldTimeCnt;
                                    if (cc.HoldTimeCnt - cc.LastMatchTimesId > maxHoldCnt)
                                    {
                                        cc.AllowMaxHoldTimeCnt = cc.HoldTimeCnt - cc.LastMatchTimesId;
                                    }
                                    cc.LastMatchTimesId = cc.HoldTimeCnt;
                                }
                                if (teststrag is ITraceChance)
                                {
                                    ITraceChance its = teststrag as ITraceChance;
                                    if (its == null)
                                    {
                                        cc.Closed = cc.OnCheckTheChance(cc, Matched);
                                    }
                                    else
                                    {
                                        cc.Closed = its.CheckNeedEndTheChance(cc, Matched);
                                    }
                                }
                                else
                                {
                                    cc.Closed = cc.OnCheckTheChance(cc, Matched);
                                }
                                if (cc.Closed)
                                {
                                    cc.EndExpectNo = testData.LastData.Expect;
                                    cc.UpdateTime  = testData.LastData.OpenTime;
                                }
                                else
                                {
                                    cc.HoldTimeCnt++;
                                    tmpChances.Add(key, cc);
                                }
                            }
                            else
                            {
                                if (Matched || (!Matched && cc.HoldTimeCnt > 0 && cc.HoldTimeCnt == cc.AllowMaxHoldTimeCnt))//关闭
                                {
                                    cc.Closed      = true;
                                    cc.EndExpectNo = testData.LastData.Expect;
                                    cc.MatchChips  = matchcnt;
                                    if (!teststrag.GetRev)//只有不求相反值的情况下,才赋持有是次数
                                    {
                                        if (dtp.DataType == "PK10")
                                        {
                                            cc.HoldTimeCnt = (int)(testData.LastData.ExpectIndex - cc.InputExpect.ExpectIndex);
                                        }
                                    }
                                    else
                                    {
                                        if (cc.HoldTimeCnt < 0)
                                        {
                                            cc.HoldTimeCnt = 999;
                                        }
                                    }
                                    cc.UpdateTime = testData.LastData.OpenTime;
                                    ret.ChanceList.Add(cc);
                                }
                                else
                                {
                                    cc.HoldTimeCnt++;
                                    tmpChances.Add(key, cc);
                                }
                            }
                            if (cc.Closed && cc.MatchChips > 0)
                            {
                                int HCnt = 1;
                                if (ret.HoldCntDic.ContainsKey(cc.HoldTimeCnt))
                                {
                                    HCnt = ret.HoldCntDic[cc.HoldTimeCnt];
                                    HCnt++;
                                    ret.HoldCntDic[cc.HoldTimeCnt]    = HCnt;
                                    ret.HoldWinCntDic[cc.HoldTimeCnt] = ret.HoldWinCntDic[cc.HoldTimeCnt] + matchcnt;
                                    ret.InChipsDic[cc.HoldTimeCnt]    = ret.InChipsDic[cc.HoldTimeCnt] + cc.ChipCount;
                                    ret.WinChipsDic[cc.HoldTimeCnt]   = ret.WinChipsDic[cc.HoldTimeCnt] + cc.MatchChips;
                                }
                                else
                                {
                                    ret.HoldCntDic.Add(cc.HoldTimeCnt, 1);
                                    ret.HoldWinCntDic.Add(cc.HoldTimeCnt, matchcnt);
                                    ret.InChipsDic.Add(cc.HoldTimeCnt, cc.ChipCount);
                                    ret.WinChipsDic.Add(cc.HoldTimeCnt, cc.MatchChips);
                                }
                            }
                        }
                    }
                    BaseCollection <T> sc = new ExpectListProcessBuilder <T>(dtp, testData).getProcess().getSerialData(teststrag.ReviewExpectCnt, teststrag.BySer);
                    if (testData.Count == 0)
                    {
                        break;
                    }
                    teststrag.SetLastUserData(testData);
                    teststrag.setDataTypePoint(dtp);
                    List <ChanceClass <T> > cs = teststrag.getChances(sc, testData.LastData);//获取所有机会
                    if (ret.ChanceList == null)
                    {
                        ret.ChanceList = new List <ChanceClass <T> >();
                    }
                    //ret.ChanceList.AddRange(cs);
                    NoCloseChances = new Dictionary <string, ChanceClass <T> >();
                    foreach (string key in tmpChances.Keys)
                    {
                        ChanceClass <T> cc = tmpChances[key];
                        cc.AllowMaxHoldTimeCnt = int.MaxValue;
                        NoCloseChances.Add(key, cc);
                    }
                    for (int i = 0; i < cs.Count; i++)
                    {
                        //string key = string.Format("{0}_{1}", cs[i].SignExpectNo, cs[i].ChanceCode);
                        string key = string.Format("{0}", cs[i].ChanceCode);
                        if (NoCloseChances.ContainsKey(key))
                        {
                            if (teststrag.AllowRepeat)
                            {
                                string test = key;
                                //NoCloseChances.Add(key, cs[i]);
                            }
                        }
                        else
                        {
                            cs[i].AllowMaxHoldTimeCnt = int.MaxValue;
                            NoCloseChances.Add(key, cs[i]);
                        }
                    }
                    testIndex++;
                }
                pastCnt += el.Count;
            }
            FinishedProcess();
            //return ret;
        }
Esempio n. 2
0
        void RefreshSerialData(ListView lv, bool byNo, int minRow)
        {
            try
            {
                ExpectList <TimeSerialData> el = ViewDataList;;

                ExpectListProcessBuilder <TimeSerialData> elp = new ExpectListProcessBuilder <TimeSerialData>(dtp, el);
                BaseCollection <TimeSerialData>           sc  = elp.getProcess().getSerialData(180, byNo);
                sc.isByNo = byNo;
                lv.Items.Clear();
                for (int i = minRow - 1; i < sc.Table.Rows.Count; i++)
                {
                    ListViewItem lvi = new ListViewItem();
                    lvi.Text = (i - minRow + 1 + 1).ToString();
                    if (byNo)
                    {
                        for (int j = 0; j < sc.Table.Columns.Count; j++)
                        {
                            lvi.SubItems.Add(sc.Table.Rows[i][j].ToString());
                        }
                    }
                    else
                    {
                        for (int j = 0; j < sc.Table.Columns.Count; j++)
                        {
                            if (dtp.DataType == "PK10" || dtp.DataType == "XYFT")
                            {
                                lvi.SubItems.Add(sc.Table.Rows[i][string.Format("{0}", (j + 1) % 10)].ToString());
                            }
                            else
                            {
                                string colname = (j + 1).ToString().PadLeft(2, '0');
                                if (sc.Table.Columns.Contains(colname))
                                {
                                    lvi.SubItems.Add(sc.Table.Rows[i][colname].ToString());
                                }
                                else
                                {
                                    lvi.SubItems.Add(sc.Table.Rows[i]["0"].ToString());
                                }
                            }
                        }
                    }
                    for (int j = 1; j < sc.Table.Columns.Count; j++)
                    {
                        if (i + 1 == this.gobj.MinTimeForChance(j))
                        {
                            lvi.BackColor = Color.Yellow;
                            break;
                        }
                    }
                    lv.Items.Add(lvi);
                }
                string GR_Path = string.Format("lv_{0}.jpg", byNo ? 0 : 1);
                imageLogClass.SaveImage(lv, GR_Path, ImageFormat.Jpeg);

                /*
                 * Bitmap image = new Bitmap(lv.Width, lv.Height);//初始化一个相同大小的窗口
                 * lv.DrawToBitmap(image, new Rectangle(0, 0, lv.Width, lv.Height));
                 *
                 * string fullFileName = string.Format("{0}\\imgs\\{1}", AppDomain.CurrentDomain.BaseDirectory, GR_Path);// GR_Path + "\\" + fileName + ".png";
                 * image.Save(fullFileName,System.Drawing.Imaging.ImageFormat.Jpeg);
                 *  string filename = string.Format("chartImg");
                 * Program.wxlog.LogImageUrl(string.Format("{0}/chartImgs/{1}", GlobalClass.TypeDataPoints.First().Value.InstHost,GR_Path), string.Format(Program.gc.WXLogUrl, Program.gc.WXSVRHost));
                 */
            }
            catch (Exception ce)
            {
            }
        }
Esempio n. 3
0
        public BackTestReturnClass <T> VirExchange_oldLogic(ExchangeService es, StragRunPlanClass <T>[] teststragplans)
        {
            long                    begNo = BegExpect;
            ExpectReader            er    = new ExpectReader();
            ExpectList <T>          el    = null;
            long                    cnt   = 0;
            BackTestReturnClass <T> ret   = new BackTestReturnClass <T>();

            ret.HoldCntDic    = new Dictionary <int, int>();
            ret.HoldWinCntDic = new Dictionary <int, int>();
            ret.InChipsDic    = new Dictionary <int, int>();
            ret.WinChipsDic   = new Dictionary <int, int>();

            ExpectList <T> AllData = new ExpectList <T>();

            //long testIndex = teststrag.ReviewExpectCnt - 1;
            BaseStragClass <T>[] teststrags = teststragplans.Select(p => p.PlanStrag).ToArray <BaseStragClass <T> >();
            long           testIndex        = teststrags.Max <BaseStragClass <T> >(s => s.ReviewExpectCnt);//取所有策略中回览期最大的开始,之前的数据不看
            long           InitIndex        = testIndex;
            ExpectList <T> testData         = null;
            Dictionary <string, StragChance <T> >   NoCloseChances    = new Dictionary <string, StragChance <T> >();
            Dictionary <string, StragChance <T> >   tmpChances        = new Dictionary <string, StragChance <T> >();
            Dictionary <Int64, ExchangeChance <T> > NewExchangeRecord = new Dictionary <Int64, ExchangeChance <T> >();
            int AllCnt = 0;

            while (el == null || el.Count > 0) //如果取到的数据长度大于0
            {
                el = er.ReadHistory <T>(begNo, LoopCnt);
                if (el == null)
                {
                    ret.LoopCnt = cnt * LoopCnt;
                    ret.succ    = false;
                    ret.Msg     = "读取历史数据错误!";
                    break;
                }
                if (el.Count == 0)
                {
                    ret.LoopCnt = testIndex;
                    ret.succ    = true;
                    ret.Msg     = string.Format("成功遍历{0}条记录!共发现机会{1}次!其中,{2}.", testIndex, ret.ChanceList.Count, ret.HoldInfo);
                    break;
                }
                AllData = ExpectList <T> .Concat(AllData, el);

                begNo = el.LastData.LExpectNo + 1;

                cnt++;
                //Todo:

                while (testIndex < AllData.Count)
                {
                    int CurrExpectClose = 0;
                    AllCnt++;
                    es.UpdateExpectCnt(AllCnt);
                    if (testData == null)
                    {
                        //testData = AllData.getSubArray(0, teststrag.ReviewExpectCnt);
                        testData = AllData.getSubArray(0, (int)InitIndex + 1);
                    }
                    else
                    {
                        if (AllData[(int)testIndex].ExpectIndex != testData.LastData.ExpectIndex + 1)
                        {
                            throw new Exception(string.Format("{1}第{0}期后出现数据遗漏,请补充数据后继续测试!", testData.LastData.Expect, testData.LastData.OpenTime));
                        }
                        testData.RemoveAt(0);
                        testData.Add(AllData[(int)testIndex]);
                    }
                    for (int i = 0; i < teststrags.Length; i++)//专门针对需要程序话关闭机会,且关闭时需要知道当前数据策略使用
                    {
                        teststrags[i].SetLastUserData(testData);
                    }
                    tmpChances = new Dictionary <string, StragChance <T> >();

                    //关闭所有交易
                    foreach (int id in NewExchangeRecord.Keys)
                    {
                        ExchangeChance <T> ec = NewExchangeRecord[id];
                        int matchcnt          = 0;
                        ec.OwnerChance.Matched(testData.LastData, out matchcnt, false);
                        ec.MatchChips = matchcnt;
                        es.Update(ec);
                        ec = null;
                    }
                    NewExchangeRecord = new Dictionary <Int64, ExchangeChance <T> >();

                    foreach (string key in NoCloseChances.Keys)
                    {
                        StragChance <T> scc = NoCloseChances[key];
                        ChanceClass <T> cc  = scc.Chance;
                        if (cc.Closed == false)
                        {
                            int matchcnt = 0;
                            //////if (teststrag.GetRev)//如果求相反组合
                            //////{
                            //////    if (cc.Matched(testData.LastData, out matchcnt, true))//不关闭
                            //////    {
                            //////        if (cc.HoldTimeCnt < 0)
                            //////        {
                            //////            cc.HoldTimeCnt = (int)(testData.LastData.ExpectIndex - cc.InputExpect.ExpectIndex);
                            //////        }
                            //////    }
                            //////}
                            bool Matched = cc.Matched(testData.LastData, out matchcnt, false);
                            if (cc.NeedConditionEnd) //需要策略自定义条件结束
                            {
                                cc.MatchChips += matchcnt;
                                if (Matched)                               //匹配到了
                                {
                                    int LastMatchId = cc.LastMatchTimesId; //最后一次匹配次序号
                                    int maxHoldCnt  = cc.AllowMaxHoldTimeCnt;
                                    if (cc.HoldTimeCnt - cc.LastMatchTimesId > maxHoldCnt)
                                    {
                                        cc.AllowMaxHoldTimeCnt = cc.HoldTimeCnt - cc.LastMatchTimesId;
                                    }
                                    cc.LastMatchTimesId = cc.HoldTimeCnt;
                                }
                                if (CurrExpectClose == 1)//如果当期已关闭,后面所有机会均关闭
                                {
                                    cc.Closed = true;
                                }
                                else if (CurrExpectClose == -1)
                                {
                                    cc.Closed = Matched;
                                }
                                else
                                {
                                    cc.Closed = cc.OnCheckTheChance(cc, Matched);
                                    if (teststrags[0].StagSetting.IsLongTermCalc) //如果是长期计算,设置当期是否关闭
                                    {
                                        if (!Matched && cc.Closed)                //匹配和状态相背,一定是状态已关闭
                                        {
                                            CurrExpectClose = 1;
                                        }
                                        if (!Matched && !cc.Closed)//第一次非匹配状态能判断出当期是否关闭
                                        {
                                            CurrExpectClose = -1;
                                        }
                                    }
                                }
                                if (cc.Closed)
                                {
                                    cc.EndExpectNo = testData.LastData.Expect;
                                    cc.UpdateTime  = testData.LastData.OpenTime;
                                }
                                else
                                {
                                    cc.HoldTimeCnt++;
                                    tmpChances.Add(key, scc);
                                }
                            }
                            else
                            {
                                if (Matched || cc.HoldTimeCnt == cc.AllowMaxHoldTimeCnt)//关闭
                                {
                                    cc.Closed      = true;
                                    cc.EndExpectNo = testData.LastData.Expect;
                                    cc.MatchChips  = matchcnt;
                                    //////if (!teststrag.GetRev)//只有不求相反值的情况下,才赋持有是次数
                                    //////{
                                    cc.HoldTimeCnt = (int)(testData.LastData.ExpectIndex - cc.InputExpect.ExpectIndex);
                                    //////}
                                    //////else
                                    //////{
                                    //////    if (cc.HoldTimeCnt < 0)
                                    //////    {
                                    //////        cc.HoldTimeCnt = 999;
                                    //////    }
                                    //////}
                                    cc.UpdateTime = testData.LastData.OpenTime;
                                    ret.ChanceList.Add(cc);
                                }
                                else
                                {
                                    cc.HoldTimeCnt++;
                                    tmpChances.Add(key, scc);
                                }
                            }
                            #region
                            //////////if (cc.Closed)
                            //////////{
                            //////////    int HCnt = 1;
                            //////////    if (cc.NeedConditionEnd)
                            //////////    {
                            //////////        if (ret.HoldCntDic.ContainsKey(cc.MaxHoldTimeCnt))
                            //////////        {
                            //////////            HCnt = ret.HoldCntDic[cc.MaxHoldTimeCnt];
                            //////////            HCnt++;
                            //////////            ret.HoldCntDic[cc.MaxHoldTimeCnt] = HCnt;
                            //////////            ret.HoldWinCntDic[cc.MaxHoldTimeCnt] = ret.HoldWinCntDic[cc.MaxHoldTimeCnt] + matchcnt;
                            //////////            ret.InChipsDic[cc.MaxHoldTimeCnt] = ret.InChipsDic[cc.MaxHoldTimeCnt] + cc.ChipCount * cc.HoldTimeCnt;
                            //////////            ret.WinChipsDic[cc.MaxHoldTimeCnt] = ret.WinChipsDic[cc.MaxHoldTimeCnt] + cc.MatchChips;
                            //////////        }
                            //////////        else
                            //////////        {
                            //////////            ret.HoldCntDic.Add(cc.MaxHoldTimeCnt, 1);
                            //////////            ret.HoldWinCntDic.Add(cc.MaxHoldTimeCnt, matchcnt);
                            //////////            ret.InChipsDic.Add(cc.MaxHoldTimeCnt, cc.ChipCount * cc.HoldTimeCnt);
                            //////////            ret.WinChipsDic.Add(cc.MaxHoldTimeCnt, cc.MatchChips);
                            //////////        }
                            //////////    }
                            //////////    else
                            //////////    {
                            //////////        if (ret.HoldCntDic.ContainsKey(cc.HoldTimeCnt))
                            //////////        {
                            //////////            HCnt = ret.HoldCntDic[cc.HoldTimeCnt];
                            //////////            HCnt++;
                            //////////            ret.HoldCntDic[cc.HoldTimeCnt] = HCnt;
                            //////////            ret.HoldWinCntDic[cc.HoldTimeCnt] = ret.HoldWinCntDic[cc.HoldTimeCnt] + matchcnt;
                            //////////            ret.InChipsDic[cc.HoldTimeCnt] = ret.InChipsDic[cc.HoldTimeCnt] + cc.ChipCount;
                            //////////            ret.WinChipsDic[cc.HoldTimeCnt] = ret.WinChipsDic[cc.HoldTimeCnt] + cc.MatchChips;
                            //////////        }
                            //////////        else
                            //////////        {
                            //////////            ret.HoldCntDic.Add(cc.HoldTimeCnt, 1);
                            //////////            ret.HoldWinCntDic.Add(cc.HoldTimeCnt, matchcnt);
                            //////////            ret.InChipsDic.Add(cc.HoldTimeCnt, cc.ChipCount);
                            //////////            ret.WinChipsDic.Add(cc.HoldTimeCnt, cc.MatchChips);
                            //////////        }
                            //////////    }
                            //////////}
                            #endregion
                        }
                    }

                    List <StragChance <T> > cs = new List <StragChance <T> >();
                    for (int i = 0; i < teststrags.Length; i++)
                    {
                        BaseCollection <T> sc = new ExpectListProcessBuilder <T>(dtp, testData).getProcess().getSerialData(teststrags[i].ReviewExpectCnt, teststrags[i].BySer);
                        if (testData.Count == 0)
                        {
                            break;
                        }
                        List <ChanceClass <T> > scs = teststrags[i].getChances(sc, testData.LastData);//获取所有机会
                        for (int j = 0; j < scs.Count; j++)
                        {
                            ChanceClass <T> CurrCc = scs[j];
                            ////scs[j].IncrementType = teststragplans[i].IncreamType;
                            ////scs[j].FixAmt = teststragplans[i].FixAmt;
                            ////scs[j].FixRate = teststragplans[i].FixRate;
                            StragRunPlanClass <T> currPlan  = teststragplans[i];
                            BaseStragClass <T>    currStrag = currPlan.PlanStrag;
                            CurrCc.HoldTimeCnt         = 1;
                            CurrCc.Cost                = CurrCc.ChipCount * CurrCc.UnitCost;
                            CurrCc.Gained              = 0;
                            CurrCc.Profit              = 0;
                            CurrCc.ExecDate            = DateTime.Today;
                            CurrCc.CreateTime          = el.LastData.OpenTime;
                            CurrCc.UpdateTime          = CurrCc.CreateTime;
                            CurrCc.StragId             = currStrag.GUID;
                            CurrCc.ExpectCode          = el.LastData.Expect;
                            CurrCc.AllowMaxHoldTimeCnt = currPlan.AllowMaxHoldTimeCnt;
                            CurrCc.FixAmt              = currPlan.FixAmt;
                            CurrCc.FixRate             = currPlan.FixRate;
                            CurrCc.IncrementType       = currPlan.IncreamType;
                            cs.Add(new StragChance <T>(teststrags[i], CurrCc));
                        }
                    }
                    if (ret.ChanceList == null)
                    {
                        ret.ChanceList = new List <ChanceClass <T> >();
                    }
                    //ret.ChanceList.AddRange(cs);
                    NoCloseChances = new Dictionary <string, StragChance <T> >();
                    foreach (string key in tmpChances.Keys)
                    {
                        StragChance <T> scc = tmpChances[key];
                        ChanceClass <T> cc  = scc.Chance;
                        NoCloseChances.Add(key, scc);
                        //////ProbWaveSelectStragClass组合改为统一交易
                        ////if ((scc.Strag is ProbWaveSelectStragClass) == false)
                        ////{
                        ////    ExchangeChance<T>  ec = new ExchangeChance(scc.Strag, testData.LastData.Expect, cc);
                        ////    bool Suc = es.Push(ref ec);
                        ////    if (Suc)
                        ////        NewExchangeRecord.Add(ec.Id, ec);
                        ////}
                    }
                    tmpChances = null;
                    //如果设置了最大持仓,必须按照最大持仓限制下注。
                    for (int i = 0; i < Math.Min(cs.Count, teststrags[0].CommSetting.MaxHoldingCnt - NoCloseChances.Count); i++)
                    {
                        //string key = string.Format("{0}_{1}", cs[i].SignExpectNo, cs[i].ChanceCode);
                        string key = string.Format("{0}", cs[i].Chance.ChanceCode);

                        if (NoCloseChances.ContainsKey(key))
                        {
                            //////if (teststrag.AllowRepeat)
                            //////{
                            //////    string test = key;
                            //////    //NoCloseChances.Add(key, cs[i]);
                            //////}
                        }
                        else
                        {
                            cs[i].Chance.BaseAmount = es.summary < es.InitCash?1:es.summary / es.InitCash;
                            NoCloseChances.Add(key, cs[i]);
                            ////////ProbWaveSelectStragClass组合改为统一交易
                            //////if ((cs[i].Strag is ProbWaveSelectStragClass)==false)
                            //////{
                            //////    ExchangeChance<T>  ec = new ExchangeChance(cs[i].Strag, testData.LastData.Expect, cs[i].Chance);//交易
                            //////    bool Suc = es.Push(ref ec);
                            //////    if (Suc)
                            //////        NewExchangeRecord.Add(ec.Id, ec);
                            //////}
                        }
                    }
                    //if ((cs[0].Strag is ProbWaveSelectStragClass) == false)
                    //{
                    foreach (string key in NoCloseChances.Keys)
                    {
                        ExchangeChance <T> ec = new ExchangeChance <T>(es, NoCloseChances[key].Strag, NoCloseChances[key].Chance.ExpectCode, testData.LastData.Expect, NoCloseChances[key].Chance); //交易
                        if (ec.OccurStrag is ProbWaveSelectStragClass)                                                                                                                              //对于ProbWaveSelectStragClass,一开始就计算好了Amount
                        {
                            ProbWaveSelectStragClass strag = ec.OccurStrag as ProbWaveSelectStragClass;
                            if (!strag.UseAmountList().ContainsKey(testData.LastData.Expect))
                            {
                                Int64 AllAmt  = (ec.OccurStrag as BaseObjectsLib.ISpecAmount).getChipAmount(es.summary, ec.OwnerChance, ec.OccurStrag.CommSetting.GetGlobalSetting().DefaultHoldAmtSerials);
                                Int64 ChipAmt = (Int64)Math.Floor((double)AllAmt / NoCloseChances.Count);
                                ec.ExchangeAmount = ChipAmt;
                                ec.ExchangeRate   = ChipAmt / es.summary;
                                if (!strag.UseAmountList().ContainsKey(testData.LastData.Expect))
                                {
                                    strag.UseAmountList().Add(testData.LastData.Expect, ChipAmt);
                                }
                            }
                            else
                            {
                                ec.ExchangeAmount = strag.UseAmountList()[testData.LastData.Expect];
                            }
                        }
                        bool Suc = es.Push(ref ec);
                        if (Suc)
                        {
                            NewExchangeRecord.Add(ec.Id, ec);
                        }
                    }
                    //}
                    testIndex++;
                }
            }

            return(ret);
        }
Esempio n. 4
0
        public void Run(DataTypePoint dtp, ExpectList <T> testData, BaseStragClass <T> teststrag, ref List <ChanceClass <T> > ChanceList, ref Dictionary <string, ChanceClass <T> > NoCloseChances, ref Dictionary <int, int> HoldCntDic)
        {
            tmpChances = new Dictionary <string, ChanceClass <T> >();
            if (ChanceList == null)
            {
                ChanceList = new List <ChanceClass <T> >();
            }
            BaseCollection <T> sc = new ExpectListProcessBuilder <T>(dtp, testData).getProcess().getSerialData(teststrag.ReviewExpectCnt, teststrag.BySer);

            foreach (string key in NoCloseChances.Keys)
            {
                ChanceClass <T> cc = NoCloseChances[key];
                if (cc.Closed == false)
                {
                    int matchcnt = 0;
                    if (teststrag.GetRev)                                      //如果求相反组合
                    {
                        if (cc.Matched(testData.LastData, out matchcnt, true)) //不关闭
                        {
                            cc.HoldTimeCnt = (int)(testData.LastData.ExpectIndex - cc.InputExpect.ExpectIndex);
                        }
                    }
                    if (cc.Matched(testData.LastData, out matchcnt, false))//如果用相反组合,不改变真正关闭
                    {
                        cc.Closed      = true;
                        cc.EndExpectNo = testData.LastData.Expect;
                        if (!teststrag.GetRev)//只有不求相反值的情况下,才赋持有是次数
                        {
                            cc.HoldTimeCnt = (int)(testData.LastData.ExpectIndex - cc.InputExpect.ExpectIndex);
                        }
                        cc.MatchChips = matchcnt;
                        cc.UpdateTime = testData.LastData.OpenTime;
                        ChanceList.Add(cc);
                        int HCnt = 1;
                        if (HoldCntDic == null)
                        {
                            HoldCntDic = new Dictionary <int, int>();
                        }
                        if (HoldCntDic.ContainsKey(cc.HoldTimeCnt))
                        {
                            HCnt = HoldCntDic[cc.HoldTimeCnt];
                            HCnt++;
                            HoldCntDic[cc.HoldTimeCnt] = HCnt;
                        }
                        else
                        {
                            HoldCntDic.Add(cc.HoldTimeCnt, 1);
                        }
                    }
                    else
                    {
                        tmpChances.Add(key, cc);
                    }
                }
            }
            //List<ChanceClass<T>> cs = teststrag.getChances(testData);

            List <ChanceClass <T> > cs = teststrag.getChances(sc, testData.LastData);

            if (ChanceList == null)
            {
                ChanceList = new List <ChanceClass <T> >();
            }
            //ret.ChanceList.AddRange(cs);
            NoCloseChances = new Dictionary <string, ChanceClass <T> >();
            foreach (string key in tmpChances.Keys)
            {
                ChanceClass <T> cc = tmpChances[key];
                NoCloseChances.Add(key, cc);
            }
            for (int i = 0; i < cs.Count; i++)
            {
                //string key = string.Format("{0}_{1}", cs[i].SignExpectNo, cs[i].ChanceCode);
                string key = string.Format("{0}", cs[i].ChanceCode);
                if (NoCloseChances.ContainsKey(key))
                {
                    if (teststrag.AllowRepeat)
                    {
                        string test = key;
                        //NoCloseChances.Add(key, cs[i]);
                    }
                }
                else
                {
                    NoCloseChances.Add(key, cs[i]);
                }
            }
        }