public List <string> doFilter(List <string> stocks)
{
List <string> src = new List <string>();
src.AddRange(stocks);
List <string> target = new List <string>();
target.AddRange(stocks);
for (int i = 0; i < ms_filterSequence.Length; i++)
{
AppFilterType type = ms_filterSequence[i];
if (m_conditionMap.ContainsKey(type))
{
AppFilterItem item = m_conditionMap[type];
IStockFilter flt = item.generateFilter();
if (flt != null)
{
target = flt.filter(src);
outputInfo(item, src.Count, target.Count);
src.Clear();
src.AddRange(target);
}
}
}
return(target);
}
protected IStockFilter generateHolderCountFilter()
{
IStockFilter filter = null;
AppHolderCountFilterSubType hcfType = (AppHolderCountFilterSubType)m_subType;
string year = GlobalConfig.getInstance().curYear;
string quarter = GlobalConfig.getInstance().curQuarter;
int continousQuarter = (int)m_param1;
switch (hcfType)
{
case AppHolderCountFilterSubType.HCFST_AccumRatio:
double ratio = double.Parse(m_param2);
filter = new HolderChangeRatioFilter(year, quarter, ratio, continousQuarter);
break;
case AppHolderCountFilterSubType.HCFST_Decrease:
bool allowInvariant = bool.Parse(m_param2);
filter = new HolderCountTrendFilter(year, quarter, continousQuarter, allowInvariant);
break;
default:
break;
}
return(filter);
}
protected IStockFilter generateInIndustryFilter()
{
IStockFilter filter = null;
NumericStockFilter comparer = null;
AppInIndustryFilterSubType indType = (AppInIndustryFilterSubType)m_subType;
string year = GlobalConfig.getInstance().curYear;
string quarter = GlobalConfig.getInstance().curQuarter;
switch (indType)
{
case AppInIndustryFilterSubType.IIFST_CostAnnual:
comparer = new AnnualCostPerfFilter(year, quarter, 0.0);
break;
case AppInIndustryFilterSubType.IIFST_CostDynamic:
comparer = new CostPerfFilter(year, quarter, 0.0);
break;
case AppInIndustryFilterSubType.IIFST_PEDynamic:
comparer = new DynamicPEFilter(0.0);
break;
case AppInIndustryFilterSubType.IIFST_PEStatic:
comparer = new PEFilter(0.0);
break;
case AppInIndustryFilterSubType.IIFST_ROE:
comparer = new ROEFilter(year, quarter, 0.0);
break;
case AppInIndustryFilterSubType.IIFST_NetProfitRatio:
comparer = new NetProfitRatioFilter(year, quarter, 0.0);
break;
default:
break;
}
if (comparer != null)
{
filter = new AvgValInIndustryFilter(comparer, m_param1);
}
return(filter);
}
public GetBetDecisions(
IStockDataProvider stockDataProvider,
IStockFilter stockFilter,
IInvestDecider investDecider,
ICommandBus commandBus,
IUpdate priceUpdate)
{
Condition.Requires(stockDataProvider).IsNotNull();
Condition.Requires(stockFilter).IsNotNull();
Condition.Requires(investDecider).IsNotNull();
Condition.Requires(commandBus).IsNotNull();
Condition.Requires(priceUpdate).IsNotNull();
this._stockDataProvider = stockDataProvider;
this._stockFilter = stockFilter;
this._investDecider = investDecider;
this._commandBus = commandBus;
this._priceUpdate = priceUpdate;
}
protected IStockFilter generatePEFilter()
{
IStockFilter filter = null;
AppPEFilterSubType peType = (AppPEFilterSubType)m_subType;
switch (peType)
{
case AppPEFilterSubType.PEFST_Dynamic:
filter = new PEFilter(m_param1);
break;
case AppPEFilterSubType.PEFST_Static:
filter = new DynamicPEFilter(m_param1);
break;
default:
break;
}
return(filter);
}
protected IStockFilter generateCostFilter()
{
IStockFilter filter = null;
AppCostFilterSubType cfType = (AppCostFilterSubType)m_subType;
string year = GlobalConfig.getInstance().curYear;
string quarter = GlobalConfig.getInstance().curQuarter;
switch (cfType)
{
case AppCostFilterSubType.CFST_Annual:
filter = new AnnualCostPerfFilter(year, quarter, m_param1);
break;
case AppCostFilterSubType.CFST_Dynamic:
filter = new CostPerfFilter(year, quarter, m_param1);
break;
case AppCostFilterSubType.CFST_Quarter:
filter = new QuarterCostPerfFilter(year, quarter, m_param1);
break;
case AppCostFilterSubType.CFST_Spec:
string refYear = GlobalConfig.getInstance().defaultRefYear;
filter = new SpecifiedCostPerfFilter(refYear, quarter, year, quarter, m_param1);
break;
case AppCostFilterSubType.CFST_Yoy:
filter = new CostPerfYoyFilter(year, quarter, m_param1);
break;
default:
break;
}
return(filter);
}
public IStockFilter generateFilter()
{
IStockFilter filter = null;
string year = GlobalConfig.getInstance().curYear;
string quarter = GlobalConfig.getInstance().curQuarter;
switch (m_type)
{
case AppFilterType.FLTT_Cost:
filter = generateCostFilter();
break;
case AppFilterType.FLTT_PE:
filter = generatePEFilter();
break;
case AppFilterType.FLTT_InIndustry:
filter = generateInIndustryFilter();
break;
case AppFilterType.FLTT_PriceScale:
filter = new PriceScaleFilter(m_param1);
break;
case AppFilterType.FLTT_Distrib:
filter = new DistribBonusFilter(year, quarter, m_param1);
break;
case AppFilterType.FLTT_ExcludeIndustry:
filter = new IndustryExcludeFilter();
break;
case AppFilterType.FLTT_STStocks:
filter = new STFilter();
break;
case AppFilterType.FLTT_ROE:
filter = new ROESustainedFilter(year, quarter, m_param1, int.Parse(m_param2));
break;
case AppFilterType.FLTT_NetProfitRatio:
filter = new NetProfitRatioSustainedFilter(year, quarter, m_param1, int.Parse(m_param2));
break;
case AppFilterType.FLTT_IncludeIndustry:
string[] arr = m_param2.Split(';');
List <string> industries = new List <string>();
industries.AddRange(arr);
filter = new IndustryIncludeFilter(industries);
break;
case AppFilterType.FLTT_HolderCount:
filter = generateHolderCountFilter();
break;
case AppFilterType.FLTT_StableProfit:
int yearsCount = int.Parse(m_param2);
filter = new QuarterNetProfitFilter(year, quarter, yearsCount, 0.1);
// AnnualNetProfitFilter(year, quarter, yearsCount, 0.1);
break;
case AppFilterType.FLTT_Amplitude:
int daysCount = int.Parse(m_param2);
filter = new AvgAmplitudeFilter(m_param1, daysCount);
break;
case AppFilterType.FLTT_SubNew:
filter = new SubNewFilter();
break;
case AppFilterType.FLTT_PBCost:
filter = new AnnualPBCostFilter(year, quarter, m_param1);
break;
case AppFilterType.FLTT_BlackList:
filter = new BlackListFilter();
break;
default:
break;
}
return(filter);
}
