/// <summary>
/// 对代码集合进行回测
/// </summary>
/// <param name="codes"></param>
/// <returns></returns>
protected virtual List <TradeRecords> doTestByCodes(List <String> codes)
{
if (codes == null || codes.Count <= 0)
{
return(new List <TradeRecords>());
}
IndicatorRepository repository = (IndicatorRepository)backtestParam.Get <Object>("repository");
if (repository == null)
{
return(null);
}
if (buyer == null || Seller == null)
{
throw new Exception("买卖策略对象无效");
}
List <TradeRecords> allTrades = new List <TradeRecords>();
foreach (String code in codes)
{
TimeSerialsDataSet ds = repository[code];
if (ds == null)
{
continue;
}
TradeRecords tr = buyer.Execute(code, props, backtestParam);
if (tr == null || tr.Bouts.Count <= 0)
{
continue;
}
seller.Execute(tr, props, backtestParam);
//最后删除未完成的回合
tr.RemoveUnCompeletedBouts();
if (tr.Bouts.Count > 0)
{
allTrades.Add(tr);
tr.Print(log, true);
//tr.Print(log,backtestParam.Get<bool>("printdetailed",false));
log.Info("总回合数=" + allTrades.Sum(x => x.Bouts.Count).ToString() + "," +
"总胜率=" + (allTrades.Sum(x => x.WinCount) * 1.0 / allTrades.Sum(x => x.Bouts.Count)).ToString("F3"));
}
}
return(allTrades);
}
