public static Storage GiveTotalSoldProduct(ISeller seller, Product product)
{
var res = new Storage(product);
foreach (var deal in seller.AllSellDeals().Where(x => x.Value.Product == product))
{
// Key is a market, Value is a Storage
var market = deal.Key;
var sentToMarket = deal.Value;
if (sentToMarket.get() > 0f)
{
Value DSB = new Value(market.getDemandSupplyBalance(sentToMarket.Product, false));
if (DSB.get() == Options.MarketInfiniteDSB)
{
DSB.SetZero(); // real DSB is unknown
}
else if (DSB.get() > Options.MarketEqualityDSB)
{
DSB.Set(Options.MarketEqualityDSB);
}
var realSold = sentToMarket.Multiply(DSB);
if (realSold.isNotZero())
{
res.Add(realSold);
}
}
}
return(res);
}
protected TradeAction(ICustomer customer, ISeller seller)
{
ThrowNewArgumentNullException(customer, seller);
_customer = customer;
_seller = seller;
}
public BaseInvoice(int code, int discount, int tax, IProduct[] products, ICustomer customer, ISeller seller)
{
Code = code;
Discount = discount;
Tax = tax;
Products = products;
Customer = customer;
Seller = seller;
}
public MajorTradeAction(ICustomer customer, ISeller seller, List<ITradeAction> actions) : base(customer, seller)
{
if (actions == null)
{
throw new NullReferenceException(nameof(actions));
}
_actions = actions;
}
/// <summary>
/// Brings money for sold product
/// </summary>
public static void GiveMoneyForSoldProduct(ISeller seller)
{
foreach (var deal in seller.AllSellDeals())
{
// Key is a market, Value is a Storage
var market = deal.Key;
var sentToMarket = deal.Value;
if (sentToMarket.get() > 0f)
{
Value DSB = new Value(market.getDemandSupplyBalance(sentToMarket.Product, false));
if (DSB.get() == Options.MarketInfiniteDSB)
{
DSB.SetZero(); // real DSB is unknown
}
else if (DSB.get() > Options.MarketEqualityDSB)
{
DSB.Set(Options.MarketEqualityDSB);
}
decimal realSold = (decimal)sentToMarket.get();
realSold *= (decimal)DSB.get();
if (realSold > 0m)
{
MoneyView cost = market.getCost(sentToMarket.Product).Copy().Multiply(realSold);
// adding unsold product
// assuming gainGoodsThisTurn & realSold have same product
//if (storage.isExactlySameProduct(gainGoodsThisTurn))
// storage.add(gainGoodsThisTurn);
//else
// storage = new Storage(gainGoodsThisTurn);
//storage.Subtract((float)realSold);
if (market.CanPay(cost)) //&& Country.market.tmpMarketStorage.has(realSold))
{
market.Pay(seller as Agent, cost, Register.Account.MarketOperations);
}
else
{
if (Game.devMode)// && Country.market.HowMuchLacksMoneyIncludingDeposits(cost).Get() > 10m)
{
Debug.Log("Failed market - lacks " + market.HowMuchLacksMoneyIncludingDeposits(cost)
+ " for " + realSold + " " + sentToMarket.Product + " " + seller + " trade: " + cost); // money in market ended... Only first lucky get money
}
market.PayAllAvailableMoney(seller as Agent, Register.Account.MarketOperations);
}
}
}
}
}
public decimal AdjustWithQuote(Quote quote, ISeller quoteSeller)
{
LastSize = 0;
if (_totalSize >= quote.MinSize)
{
LastSize = quote.MinSize;
var quoteSatoshi = decimal.Floor((quote.QuoteSize - quote.MinSize) / quote.Stepsize);
if (quoteSatoshi > 0)
{
var extraSatoshi = decimal.Floor((_totalSize - quote.MinSize) / quote.Stepsize);
var satoshiSize = Math.Min(extraSatoshi, quoteSatoshi) * quote.Stepsize;
LastSize += satoshiSize;
}
_totalSize -= LastSize;
}
LastPrice = quote.QuotePrice;
LastSeller = quoteSeller;
return(LastSize);
}
public ConsoleApplication(ICustomer customer, ISeller seller)
{
if (customer == null)
throw new ArgumentNullException(nameof(customer));
if (seller == null)
throw new ArgumentNullException(nameof(seller));
customer.BuyFrom(seller);
var actions = new List<ITradeAction>
{
new PayTradeAction(customer, seller),
new ChooseProductTradeAction(customer, seller),
new RequestChangeTradeAction(customer, seller)
};
Main = new MajorTradeAction(customer, seller, actions);
}
public override int GetPrice(ISeller distributor) => Value;
private readonly ISeller sellerrepos;// = new SellerRepositiry();
public SellerController(ISeller se)
{
sellerrepos = se;
}
public override TradeRecords Execute(string code, Properties strategyParam, BacktestParameter backtestParam, ISeller seller = null)
{
//获取行情数据
IndicatorRepository repository = (IndicatorRepository)backtestParam.Get <Object>("repository");
if (repository == null)
{
return(null);
}
TimeSerialsDataSet ds = repository[code];
if (ds == null)
{
return(null);
}
KLine kline = ds.DayKLine;
if (kline == null)
{
return(null);
}
DateTime beginDate = backtestParam.BeginDate;
DateTime endDate = backtestParam.EndDate;
int bIndex = kline.IndexOf(beginDate, false);
if (bIndex < 0)
{
return(null);
}
//获取参数
int maxholddays = strategyParam.Get <int>("maxholddays");
double maxprofilt = strategyParam.Get <double>("maxprofilt");
//遍历K线
List <Object[]> listEarn = new List <object[]>();
List <Object[]> listLoss = new List <object[]>();
TradeRecords tr = new TradeRecords();
for (int index = bIndex; index < kline.Count; index++)
{
KLineItem item = kline[index];
if (item.Date >= endDate)
{
break;
}
double buyPrice = item.CLOSE;
double maxProfiltEffenicePerStock = double.MinValue + 1;
double maxLossEffenicePerStock = double.MaxValue - 1;
int maxProfiltHoldDays = 0;
int maxLossHoldDays = 0;
KLineItem sellEarnItem = null;
KLineItem sellLossItem = null;
for (int i = 1; i < maxholddays; i++)
{
if (index + i >= kline.Count)
{
break;
}
KLineItem item2 = kline[index + i];
if ((item2.Date - item.Date).TotalDays > maxholddays)
{
break;
}
double eraningRates = (item2.CLOSE - buyPrice) / buyPrice;
if (eraningRates > 0 && eraningRates >= maxprofilt && maxProfiltEffenicePerStock < eraningRates)
{
maxProfiltEffenicePerStock = eraningRates / i;
maxProfiltHoldDays = i;
sellEarnItem = item2;
}
if (eraningRates < 0 && maxLossEffenicePerStock > eraningRates)
{
maxLossEffenicePerStock = eraningRates;
maxLossHoldDays = i;
sellLossItem = item2;
}
}
if (maxProfiltHoldDays > 0)
{
Object[] objs = new Object[] { item, sellEarnItem, maxProfiltEffenicePerStock, (sellEarnItem.CLOSE - buyPrice) / buyPrice };
listEarn.Add(objs);
index = kline.IndexOf(sellEarnItem);
}
if (maxLossHoldDays > 0)
{
Object[] objs = new Object[] { item, sellLossItem, maxLossEffenicePerStock, (sellLossItem.CLOSE - buyPrice) / buyPrice };
listLoss.Add(objs);
}
}
if (listEarn.Count <= 0)
{
return(null);
}
Comparison <Object[]> comparsionEran = (x, y) =>
{
return((int)((double)y[2] - (double)x[2]));
};
listEarn.Sort(comparsionEran);
List <String> strs = new List <string>();
foreach (Object[] objs in listEarn)
{
KLineItem buyItem = (KLineItem)objs[0];
KLineItem sellItem = (KLineItem)objs[1];
String str = code + "," + ((double)objs[2]).ToString("F3") + "," + ((double)objs[3]).ToString("F3") + "," + (sellItem.Date - buyItem.Date).TotalDays.ToString() + "," +
buyItem.Date.ToString("yyyyMMdd") + "," + sellItem.Date.ToString("yyyyMMdd") + "," +
buyItem.CLOSE.ToString("F2") + "," + sellItem.CLOSE.ToString("F2");
strs.Add(str);
logger.Info(str);
}
System.IO.File.AppendAllLines(backtestParam.Resultpath + "temp.csv", strs.ToArray(), Encoding.UTF8);
return(null);
}
public override int Insert(string name, ISeller primarySeller)
{
throw new NotImplementedException();
}
public static void PrintSomething(this ISeller seller)
{
Console.WriteLine(seller.GetType());
}
public abstract int GetPrice(ISeller distributor);
public void BuyFrom(ISeller seller)
{
_seller = seller;
}
public SellerController(ISeller repo)
{
_repo = repo;
}
protected void ThrowNewArgumentNullException(ICustomer customer, ISeller seller)
{
if (customer == null)
{
throw new ArgumentNullException(nameof(customer));
}
if (seller == null)
{
throw new ArgumentNullException(nameof(seller));
}
}
public override TradeRecords Execute(string code, Properties strategyParam, BacktestParameter backtestParam, ISeller seller = null)
{
IndicatorRepository repository = (IndicatorRepository)backtestParam.Get <Object>("repository");
if (repository == null)
{
return(null);
}
TimeSerialsDataSet ds = repository[code];
if (ds == null)
{
return(null);
}
TimeSeries <ITimeSeriesItem <char> > ts = ds.DayTradeLine.buysellPoints;
if (ts == null)
{
return(null);
}
TimeSeries <ITimeSeriesItem <List <double> > > fundTrends = ds.DayFundTrend;
KLine kline = ds.DayKLine;
TradeRecords tr = new TradeRecords(code);
GetInMode getin = GetInMode.Parse(strategyParam.Get <String>("getinMode"));
int diffdays = strategyParam.Get <int>("diffdays");
for (int i = 0; i < ts.Count; i++)
{
if (ts[i].Date.Date < backtestParam.BeginDate)
{
continue;
}
if (ts[i].Date.Date >= backtestParam.EndDate)
{
continue;
}
if (ts[i].Value == 'S')
{
continue;
}
TradeBout bout = new TradeBout(code);
//主力线大于散户线，且连续diffdays天与散户线拉大距离
if (diffdays > 0 && fundTrends != null)
{
int fi = fundTrends.IndexOf(ts[i].Date);
if (fi < 0 || fi < diffdays - 1)
{
continue;
}
ITimeSeriesItem <List <double> > ftItem = fundTrends[fi];
if (ftItem.Value[0] >= 30)
{
continue;
}
double diff = ftItem.Value[0] - ftItem.Value[1];
if (diff <= 0)
{
continue;
}
bool continuekuoda = true;
for (int t = 1; t < diffdays; t++)
{
ftItem = fundTrends[fi - i];
double tDiff = ftItem.Value[0] - ftItem.Value[1];
if (diff < tDiff)
{
continuekuoda = false;
break;
}
diff = tDiff;
}
if (!continuekuoda)
{
continue;
}
}
KLineItem item = kline[ts[i].Date];
bout.RecordTrade(1, ts[i].Date, TradeDirection.Buy, item.CLOSE, (int)(getin.Value / item.CLOSE), backtestParam.Volumecommission, backtestParam.Stampduty, "B");
tr.Bouts.Add(bout);
}
return(tr);
}
public DependencyInjection(ISeller iseller)
{
_iseller = iseller;
}
public override TradeRecords Execute(string code, Properties strategyParam, BacktestParameter backtestParam, ISeller seller = null)
{
throw new NotImplementedException();
}
public override TradeRecords Execute(string code, Properties strategyParam, BacktestParameter backtestParam, ISeller seller = null)
{
IndicatorRepository repository = (IndicatorRepository)backtestParam.Get <Object>("repository");
//取得策略参数
double buy_mainlow = strategyParam.Get <double>("buy_mainlow"); //主力线低位买入
int buy_cross = strategyParam.Get <int>("buy_cross");
GetInMode p_getinMode = (GetInMode)strategyParam.Get <GetInMode>("getinMode");
TradeRecords tr = new TradeRecords(code);
TimeSerialsDataSet ds = repository[code];
if (ds == null)
{
return(null);
}
KLine kline = ds.DayKLine;
if (kline == null)
{
return(null);
}
TimeSeries <ITimeSeriesItem <List <double> > > dayFunds = ds.DayFundTrend;
TimeSeries <ITimeSeriesItem <double> > dayFundsCross = ds.DayFundTrendCross;
if (buy_cross == 0 && dayFunds == null)
{
return(null);
}
else if (buy_cross == 1 && (dayFundsCross == null || dayFunds == null))
{
return(null);
}
#region 判断主力线低位决定买入点
if (buy_cross == 0)
{
for (int i = 0; i < dayFunds.Count; i++)
{
if (dayFunds[i].Date.Date <backtestParam.BeginDate || dayFunds[i].Date.Date> backtestParam.EndDate)
{
continue;
}
if (double.IsNaN(dayFunds[i].Value[0]))
{
continue;
}
if (dayFunds[i].Value[0] > buy_mainlow)
{
continue;
}
//主力线开始低于buy_mainlow...
i += 1;
while (i < dayFunds.Count)
{
if (dayFunds[i].Value[0] <= buy_mainlow)
{
i += 1;
continue;
}
//主力线出了buy_mainlow
KLineItem klineItem = kline[dayFunds[i].Date];
if (klineItem == null)
{
break;
}
int tIndex = kline.IndexOf(klineItem);
if (tIndex >= kline.Count - 1)
{
break;
}
KLineItem klineItemNext = kline[tIndex + 1];
TradeBout bout = new TradeBout(code);
double price = klineItem.CLOSE;
if (price > klineItemNext.HIGH || price < klineItemNext.LOW)
{
break;
}
bout.RecordTrade(1, dayFunds[i].Date.Date, TradeDirection.Buy, price, (int)(p_getinMode.Value / price), backtestParam.Volumecommission, backtestParam.Stampduty, "主力线低于" + buy_mainlow.ToString("F2"));
tr.Bouts.Add(bout);
break;
}
}
}
#endregion
#region 判断金叉决定买入点
else if (buy_cross == 1)
{
for (int i = 0; i < dayFundsCross.Count; i++)
{
if (dayFundsCross[i].Date.Date <backtestParam.BeginDate || dayFundsCross[i].Date.Date> backtestParam.EndDate)
{
continue;
}
if (dayFundsCross[i].Value <= 0)
{
continue;
}
ITimeSeriesItem <List <double> > dayFundItem = dayFunds[dayFundsCross[i].Date];
if (dayFundItem == null)
{
continue;
}
if (buy_mainlow != 0 && dayFundItem.Value[0] >= buy_mainlow)
{
continue;
}
KLineItem klineItem = kline[dayFundItem.Date];
if (klineItem == null)
{
continue;
}
int tIndex = kline.IndexOf(klineItem);
if (tIndex >= kline.Count - 1)
{
continue;
}
KLineItem klineItemNext = kline[tIndex + 1];
TradeBout bout = new TradeBout(code);
double price = klineItem.CLOSE;
if (price > klineItemNext.HIGH || price < klineItemNext.LOW)
{
continue;
}
bout.RecordTrade(1, dayFunds[i].Date.Date, TradeDirection.Buy, price, (int)(p_getinMode.Value / price), backtestParam.Volumecommission, backtestParam.Stampduty, "主力线低于" + buy_mainlow.ToString("F2"));
tr.Bouts.Add(bout);
}
}
#endregion
return(tr);
}
public PayTradeAction(ICustomer customer, ISeller seller) : base(customer, seller) { }
public abstract TradeRecords Execute(string code, Properties strategyParam, BacktestParameter backtestParam, ISeller seller = null);
public SellersController(ISeller iSeller)
{
this._ISeller = iSeller;
}
public override TradeRecords Execute(String code, Properties strategyParam, BacktestParameter backtestParam, ISeller seller = null)
{
IndicatorRepository repository = (IndicatorRepository)backtestParam.Get <Object>("repository");
if (repository == null)
{
return(null);
}
//取得策略参数
double buy_mainlow = strategyParam.Get <double>("buy_mainlow"); //主力线低位买入
int buy_cross = strategyParam.Get <int>("buy_cross");
GetInMode p_getinMode = (GetInMode)strategyParam.Get <GetInMode>("getinMode");
//取得行情数据
TradeRecords tr = new TradeRecords(code);
TimeSerialsDataSet ds = repository[code];
if (ds == null)
{
return(null);
}
KLine kline = ds.DayKLine;
if (kline == null)
{
return(null);
}
MACD macd = (MACD)ds.Create("macd", TimeUnit.day, false);
if (macd == null)
{
return(null);
}
//买入条件判定
for (int i = 0; i < macd.Count; i++)
{
MACDItem macdItem = macd[i];
if (macdItem.Date < backtestParam.BeginDate || macdItem.Date >= backtestParam.EndDate)
{
continue;
}
if (macdItem.CROSS <= 0)
{
continue;
}
if (macdItem.DIF > buy_mainlow)
{
continue;
}
DateTime d = macdItem.Date;
KLineItem klineItem = kline[d];
if (klineItem == null)
{
continue;
}
TradeBout bout = new TradeBout(code);
bout.RecordTrade(1, d, TradeDirection.Buy, klineItem.CLOSE, (int)(p_getinMode.Value / klineItem.CLOSE), backtestParam.Volumecommission, backtestParam.Stampduty, "低位金叉" + macdItem.DIF.ToString("F2"));
tr.Bouts.Add(bout);
}
return(tr);
}
public RequestChangeTradeAction(ICustomer customer, ISeller seller) : base(customer, seller) { }
public ChooseProductTradeAction(ICustomer customer, ISeller seller) : base(customer, seller) { }
public abstract int Insert(string name, ISeller primarySeller);
/// <summary>
/// 读取配置文件
/// </summary>
/// <param name="path"></param>
private void readConfigfile(String path = "")
{
String configfilename = "strategy.xml";
String fullfilename = FileUtils.GetDirectory(path) + configfilename;
if (!File.Exists(fullfilename))
{
throw new Exception("找不到策略文件文件");
}
configFile = new FileInfo(fullfilename);
configuration = FileUtils.XmlFileRead <StrategyConfiguration>(fullfilename, Encoding.UTF8, true);
//读取买入算法类配置
if (configuration.buyers == null)
{
configuration.buyers = new List <TypeDescriptorElement>();
}
foreach (TypeDescriptorElement e in configuration.buyers)
{
IBuyer buyer = e.CreateType <IBuyer>();
if (buyer == null)
{
continue;
}
this.buyers.Add(buyer);
}
//读出卖出算法配置
if (configuration.sellers == null)
{
configuration.sellers = new List <TypeDescriptorElement>();
}
foreach (TypeDescriptorElement e in configuration.sellers)
{
ISeller seller = e.CreateType <ISeller>();
if (seller == null)
{
continue;
}
this.sellers.Add(seller);
}
//读出回测参数
backtestParam = new BacktestParameter();
foreach (Property prop in configuration.backtest.properties)
{
backtestParam.Put(prop.Name, prop.Value);
}
//读取策略
foreach (TypePropertyElement e in configuration.strategys)
{
if (e.ClassName == null || e.ClassName == "")
{
e.ClassName = "insp.Security.Strategy.StrategyMeta";
}
IStrategyMeta meta = e.CreateType <StrategyMeta>();
if (meta == null)
{
continue;
}
IBuyer buyer = this.GetBuyer(e.properties.FirstOrDefault(x => x.Name == "buyer").Value);
ISeller seller = this.GetSeller(e.properties.FirstOrDefault(x => x.Name == "seller").Value);
if (buyer != null)
{
meta.Parameters.AddRange(((Buyer)buyer).PDList);
}
if (seller != null)
{
meta.Parameters.AddRange(((Seller)seller).PDList);
}
strategys.Add(meta);
List <Property> ps = meta.Parameters.Check(e.properties);
Properties props = new Properties(ps);
strategyParams.Add(props);
}
}
public override TradeRecords Execute(string code, Properties strategyParam, BacktestParameter backtestParam, ISeller seller = null)
{
IndicatorRepository repository = (IndicatorRepository)backtestParam.Get <Object>("repository");
if (repository == null)
{
return(null);
}
TimeSerialsDataSet ds = repository[code];
if (ds == null)
{
return(null);
}
String modeName = strategyParam.Get <String>("mode");
Mode mode = Mode.Find(modeName);
if (mode == null)
{
return(null);
}
return(mode.DoBuy(ds, strategyParam, backtestParam));
}
public override TradeRecords Execute(string code, Properties strategyParam, BacktestParameter backtestParam, ISeller seller = null)
{
IndicatorRepository repository = (IndicatorRepository)backtestParam.Get <Object>("repository");
if (repository == null)
{
return(null);
}
//创建数据集
TimeSerialsDataSet ds = repository[code];
if (ds == null)
{
return(null);
}
KLine klineDay = ds.DayKLine;
if (klineDay == null || klineDay.Count < 0)
{
return(null);
}
TimeSeries <ITimeSeriesItem <List <double> > > fundDay = ds.DayFundTrend;
if (fundDay == null || fundDay.Count <= 0)
{
return(null);
}
double p_mainforcelow = strategyParam.Get <double>("mainforcelow");
int p_monthbutpt = strategyParam.Get <int>("monthbutpt", 0);
//double p_mainforceclimb = strategyParam.Get<double>("mainforceclimb");
double p_mainforceslope = strategyParam.Get <double>("mainforceslope");
int p_mainforcerough = strategyParam.Get <int>("mainforcerough");
int p_buypointdays = strategyParam.Get <int>("buypointdays");
int p_maxbuynum = strategyParam.Get <int>("maxbuynum");
GetInMode p_fundpergetin = GetInMode.Parse(strategyParam.Get <String>("getinMode"));
TradeRecords tradeRecords = new TradeRecords(code);
//遍历回测中的每一天
DateTime d = backtestParam.BeginDate;
int beginIndex = klineDay.IndexOf(d, true);
if (beginIndex < 0)
{
return(tradeRecords);
}
for (int index = beginIndex; index < klineDay.Count; index++)
{
KLineItem klineItemDay = klineDay[index];
if (klineItemDay == null)
{
continue;
}
d = klineItemDay.Date;
ITimeSeriesItem <List <double> > fundItemDay = fundDay[d];
if (fundItemDay == null)
{
continue;
}
int fIndex = fundDay.IndexOf(fundItemDay);
//是否进入到主力线低位
if (p_mainforcelow != 0 && fundItemDay.Value[0] >= p_mainforcelow)
{
continue;
}
//是否主力线爬升离开低位
if (p_mainforcelow != 0)
{
for (fIndex = fIndex + 1; fIndex < fundDay.Count; fIndex++)
{
fundItemDay = fundDay[fIndex];
if (fundItemDay == null)
{
continue;
}
if (fundItemDay.Value[0] <= p_mainforcelow)
{
continue;
}
if (fundItemDay.Date < backtestParam.BeginDate || fundItemDay.Date > backtestParam.EndDate)//数据错误
{
return(tradeRecords);
}
d = fundItemDay.Date;
index = klineDay.IndexOf(d);
klineItemDay = klineDay[index];
break;
}
if (fIndex >= fundDay.Count)
{
return(tradeRecords);
}
}
//看主力线爬升速度
if (p_mainforceslope != 0 && fIndex > 0)
{
//爬升速度不够快
if ((fundItemDay.Value[0] - fundDay[fIndex - 1].Value[0]) < p_mainforceslope)
{
continue;
}
}
//看主力线是否持续爬升
if (p_mainforcerough > 0)
{
bool cont = true;
for (int temp = 0; temp < p_mainforcerough; temp++)
{
fIndex += temp;
if (fIndex >= fundDay.Count)
{
cont = false;
break;
}
fundItemDay = fundDay[fIndex];
if (fundItemDay.Value[0] < fundDay[fIndex - 1].Value[0])
{
cont = false;
break;
}
}
if (!cont)
{
continue;
}
d = fundItemDay.Date;
index = klineDay.IndexOf(d);
klineItemDay = klineDay[index];
}
//看是否在买点附近
TradingLine tradingLine = ds.DayTradeLine;
if (p_buypointdays >= 0 && tradingLine != null && tradingLine.buysellPoints != null && tradingLine.buysellPoints.Count > 0)
{
int bsptIndex = tradingLine.buysellPoints.IndexOf(d, true);
ITimeSeriesItem <char> bsptItemDay = bsptIndex < 0 ? null : tradingLine.buysellPoints[bsptIndex];
if (bsptItemDay != null && bsptItemDay.Value == 'S')
{
bsptItemDay = bsptIndex >= tradingLine.buysellPoints.Count - 1 ? null : tradingLine.buysellPoints[bsptIndex + 1];
}
if (bsptItemDay == null || (bsptItemDay.Date.Date - d).TotalDays > p_buypointdays)
{
continue;
}
}
//月线买点才能买入
TimeSeries <ITimeSeriesItem <char> > ptMonths = ds.CubePtCreateOrLoad(TimeUnit.month);
if (p_monthbutpt == 1 && ptMonths != null && ptMonths.Count > 0)
{
int t1 = 0;
for (; t1 < ptMonths.Count - 1; t1++)
{
if (d.Date >= ptMonths[t1].Date.Date && d.Date <= ptMonths[t1 + 1].Date.Date)
{
break;
}
}
if (t1 < ptMonths.Count - 1)
{
if (ptMonths[t1].Value != 'B')
{
continue;
}
}
}
//准备执行买入
String reason = "";
double price = klineItemDay.CLOSE;
double fund = p_fundpergetin.Value;// price * p_maxholdnum;
int amount = (int)(fund / price);
TradeBout newBout = new TradeBout(ds.Code);
newBout.RecordTrade(1, d, TradeDirection.Buy, price, amount, backtestParam.Volumecommission, 0, reason);
tradeRecords.Bouts.Add(newBout);
}
return(tradeRecords);
}
