public void RecordAEntryTrade(DateTime date, RecognitionState dailyLineState, RecognitionState minLineState, string symbol)
{
string dateString = date.ToString("yyyy-MM-dd");
int dailyShape = (int)dailyLineState.Shape;
int dailySlope = (int)dailyLineState.Slope;
int dailySpeed = (int)dailyLineState.Speed;
int minShape = (int)minLineState.Shape;
int minSlope = (int)minLineState.Slope;
int minSpeed = (int)minLineState.Speed;
QueryDocument query = new QueryDocument();
query.Add(new BsonElement("Date", dateString));
query.Add(new BsonElement("Symbol", symbol));
this._collection.Remove(query);
BsonElement[] eleArray = new BsonElement[9];
eleArray[0] = new BsonElement("Date", dateString);
eleArray[1] = new BsonElement("DailyShape", dailyShape);
eleArray[2] = new BsonElement("DailySlope", dailySlope);
eleArray[3] = new BsonElement("DailySpeed", dailySpeed);
eleArray[4] = new BsonElement("MinShape", minShape);
eleArray[5] = new BsonElement("MinSlope", minSlope);
eleArray[6] = new BsonElement("MinSpeed", minSpeed);
eleArray[7] = new BsonElement("Symbol", symbol);
eleArray[8] = new BsonElement("Reward", 0.0);
BsonDocument insert = new BsonDocument(eleArray);
this._collection.Insert(insert);
}
public void Loop(LoopObjects loopObjects)
{
PXCMFaceData.Face face = loopObjects.Get <PXCMFaceData.Face>();
PXCMFaceData faceData = loopObjects.Get <PXCMFaceData>();
var rdata = face.QueryRecognition();
var userId = rdata.QueryUserID();
switch (_recognitionState)
{
case RecognitionState.Idle:
break;
case RecognitionState.Requested:
rdata.RegisterUser();
_recognitionState = RecognitionState.Working;
break;
case RecognitionState.Working:
if (userId > 0)
{
_recognitionState = RecognitionState.Done;
}
break;
case RecognitionState.Done:
SaveDatabase(faceData);
_recognitionState = RecognitionState.Idle;
break;
default:
throw new ArgumentOutOfRangeException();
}
_camera.Face.UserId = userId;
}
private void RecognizeFace(PXCMFaceData faceData, PXCMFaceData.Face face) {
var rdata = face.QueryRecognition();
var userId = rdata.QueryUserID();
switch (_recognitionState) {
case RecognitionState.Idle:
break;
case RecognitionState.Requested:
rdata.RegisterUser();
_recognitionState = RecognitionState.Working;
break;
case RecognitionState.Working:
if (userId > 0) {
_recognitionState = RecognitionState.Done;
}
break;
case RecognitionState.Done:
SaveDatabase(faceData);
_recognitionState = RecognitionState.Idle;
break;
default:
throw new ArgumentOutOfRangeException();
}
//_camera.Face.UserId = userId;
}
private void RecognizeFace(PXCMFaceData faceData, PXCMFaceData.Face face)
{
var rdata = face.QueryRecognition();
var userId = rdata.QueryUserID();
switch (_recognitionState)
{
case RecognitionState.Idle:
break;
case RecognitionState.Requested:
rdata.RegisterUser();
_recognitionState = RecognitionState.Working;
break;
case RecognitionState.Working:
if (userId > 0)
{
_recognitionState = RecognitionState.Done;
}
break;
case RecognitionState.Done:
SaveDatabase(faceData);
_recognitionState = RecognitionState.Idle;
break;
default:
throw new ArgumentOutOfRangeException();
}
Face.UserId = userId;
}
public override void OnRecognitionStateChanged(object sender, RecognitionState state)
{
base.OnRecognitionStateChanged(sender, state);
switch (state)
{
case RecognitionState.PAUSED: {
if (currentState == RecognitionState.ACTIVE)
{
DefinitionParser.instance.hotkeyParser.SetKeysActiveState(false);
Console.WriteLine("Pausing Recognition");
}
else
{
Console.WriteLine("Recognition not running!");
return;
}
break;
}
case RecognitionState.STOPPED: {
if (currentState == RecognitionState.PAUSED)
{
Program.mapper.FreeCustomHotkeys();
}
break;
}
}
currentState = state;
}
public bool RecordAEntryTrade(RecognitionState dailyLineState, RecognitionState minLineState, string symbol)
{
int a = (int)dailyLineState.Shape;
int b = (int)dailyLineState.Speed;
int c = (int)minLineState.Shape;
int d = (int)minLineState.Speed;
TradeRecord currentRecord = this.tradeRecords[a, b, c, d];
if (currentRecord.Symbols.Contains(symbol))
{
return(false);
}
currentRecord.Symbols.Add(symbol);
currentRecord.TradeTimes++;
return(true);
}
/// <summary>
/// Handler for changing recognition state,
/// </summary>
public virtual void OnRecognitionStateChanged(object sender, RecognitionState state)
{
switch (state)
{
case RecognitionState.INACTIVE: {
if (Program.debug)
{
Console.WriteLine("Currently inactive");
}
StopRecognition(true);
break;
}
case RecognitionState.ACTIVE: {
if (Program.debug)
{
Console.WriteLine("Currently active");
}
BeginRecognition(true);
break;
}
case RecognitionState.PAUSED: {
if (Program.debug)
{
Console.WriteLine("Currently paused");
}
break;
}
case RecognitionState.STOPPED: {
if (Program.debug)
{
Console.WriteLine("Currently stoped");
}
break;
}
case RecognitionState.SWITCHING: {
if (Program.debug)
{
Console.WriteLine("Currenly switching");
}
break;
}
}
}
private int GetGameExpiration(RecognitionState recognitionState)
{
switch (recognitionState)
{
case RecognitionState.Recognized:
return(_userSettingsProvider.RecognizedGameExpiration);
case RecognitionState.PartiallyRecognized:
return(_userSettingsProvider.PartiallyRecognizedGameExpiration);
case RecognitionState.NotRecognized:
return(_userSettingsProvider.UnrecognizedGameExpiration);
default:
throw new NotSupportedException("Invalid recognition state value: " + recognitionState);
}
}
public void Do(BlockingCollection<Frame> frameBuffer, Action<IEnumerable<Result>> fireNewMotions, CancellationToken token)
{
var data = new Dictionary<JointType, InputVector>();
foreach (var frame in frameBuffer.GetConsumingEnumerable())
{
if (token.IsCancellationRequested)
{
return;
}
var hands = frame.Hands;
if (hands.Count == 0)
{
_state = RecognitionState.Start;
_startFrame = null;
continue;
}
CheckSingleHandGestures(frame, fireNewMotions);
var leftHand = frame.Hands.Find(h => h.IsLeft);
var rightHand = frame.Hands.Find(h => h.IsRight);
if (!BothHandsInFrame(leftHand, rightHand))
{
_state = RecognitionState.Start;
_startFrame = null;
continue;
}
if (_state == RecognitionState.Start && IsStartPose(leftHand, rightHand))
{
_startFrame = frame;
_state = RecognitionState.StartDetected;
continue;
}
if(_state == RecognitionState.StartDetected && CheckTwoHandGestures(leftHand, rightHand, fireNewMotions))
{
_startFrame = frame;
_state = RecognitionState.Start;
}
}
}
public RecognitionState GetMinLineState(Bar[] gmMinBars)
{
RecognitionState ret = new RecognitionState();
int n = gmMinBars.Length;
if (n > 0)
{
double[] inputs = new double[n];
double[] outputs = new double[n];
double[] avgPrices = new double[n];
for (int i = 0; i < n; i++)
{
avgPrices[i] = ((GMBar)gmMinBars[i]).Amount / gmMinBars[i].Volume;
}
double basePrice = avgPrices[0];
for (int i = 0; i < n; i++)
{
inputs[i] = i;
outputs[i] = (avgPrices[i] / basePrice - 1) * 100;
}
ret = this.patternRecognition.Recognition(inputs, outputs);
}
return(ret);
}
public void Update(SimpleGesture gesture)
{
if (gesture != SimpleGesture.None)
{
double closeness;
/* check for a progress in the previous states */
for (int i = 0; i < CurrentStates.Count; i++)
{
var state = CurrentStates[i];
closeness = SimpleGestureClosenessEvaluator.Compare(Descriptor[state.CurrentState], gesture);
if (closeness > 0)
{
/* next state */
if (closeness == 1)
{
/* full transition */
state.CurrentState++;
state.CurrentScore += closeness;
}
else
{
/* full transition + another instance staying in the same state */
state.CurrentState++;
state.CurrentScore += closeness;
CurrentStates.Insert(i, new RecognitionState() { CurrentScore = state.CurrentScore, CurrentState = state.CurrentState - 1 });
/* do not process it now */
i++;
}
}
else
{
/* not recognized */
CurrentStates.RemoveAt(i);
i--;
}
}
/* compare for a new entry in the state machine */
closeness = SimpleGestureClosenessEvaluator.Compare(Descriptor[0], gesture);
if (closeness > 0)
{
var newState = new RecognitionState() { CurrentState = 1, CurrentScore = closeness };
CurrentStates.Add(newState);
}
/* check for validation */
Valid = false;
for (int i = 0; i < CurrentStates.Count; i++)
{
var state = CurrentStates[i];
if (state.CurrentState >= Descriptor.Count)
{
Valid = true;
Score = state.CurrentScore;
CurrentStates.RemoveAt(i);
break;
}
}
if (Valid)
{
/* sequence recognized, clear states */
CurrentStates.Clear();
}
}
}
public StockEntry(Instrument instrument, RecognitionState dailyLineState, RecognitionState minLineState, TradeManager tradeManager, Strategy strategy) : base(instrument, strategy)
{
this.tradeManager = tradeManager;
this.dailyLineState = dailyLineState;
this.minLineState = minLineState;
}
public void RecognizeFace() {
_recognitionState = RecognitionState.Requested;
}
public RecognitionState Recognition(double[] inputs, double[] outputs)
{
RecognitionState ret = new RecognitionState();
if (inputs.Length > 5)
{
/*一次线性回归*/
SimpleLinearRegression regression = this.ols.Learn(inputs, outputs, null);
double k = regression.Slope;
const double TAN45 = 1.0;
const double TAN15 = 0.2679492;
double k1 = Math.Abs(k);
if (k1 > TAN45)
{
ret.Slope = SlopeState.Steep;
}
else if (k1 > TAN15)
{
ret.Slope = SlopeState.moderate;
}
else
{
ret.Slope = SlopeState.gentle;
}
/*二次线性回归*/
PolynomialRegression poly = this.pls.Learn(inputs, outputs, null);
double a = poly.Weights[0];
double b = poly.Weights[1];
if (k > 0 && a > 0)
{
ret.Shape = ShapeState.Rise;
}
else if (k > 0 && a < 0)
{
ret.Shape = ShapeState.FallAfterRise;
}
else if (k < 0 && a < 0)
{
ret.Shape = ShapeState.Fall;
}
else if (k < 0 && a > 0)
{
ret.Shape = ShapeState.RiseAfterFall;
}
double last = inputs[inputs.Length - 1];
double s = 2 * a * last + b;
double s1 = Math.Abs(s);
if (s1 > TAN45)
{
ret.Speed = SpeedState.Rapid;
}
else if (s1 > TAN15)
{
ret.Speed = SpeedState.Steady;
}
else
{
ret.Speed = SpeedState.Slow;
}
/*显示图形*/
if (this.showForm != null)
{
double[] outputs2 = regression.Transform(inputs);
double[] outputs3 = poly.Transform(inputs);
this.showForm.ShowGraph(inputs, outputs, inputs, outputs2, inputs, outputs3);
}
Console.WriteLine("k={0},a={1},b={2}", k, a, b);
}
return(ret);
}
public void RecognizeFace()
{
_recognitionState = RecognitionState.Requested;
}
private int GetGameExpiration(RecognitionState recognitionState)
{
switch (recognitionState)
{
case RecognitionState.Recognized:
return _userSettingsProvider.RecognizedGameExpiration;
case RecognitionState.PartiallyRecognized:
return _userSettingsProvider.PartiallyRecognizedGameExpiration;
case RecognitionState.NotRecognized:
return _userSettingsProvider.UnrecognizedGameExpiration;
default:
throw new NotSupportedException("Invalid recognition state value: " + recognitionState);
}
}
protected override bool doJob()
{
bool ret = false;
List <Plate> topHotPlates = plateMonitor.GetTopNHotPlates(2, 17);
List <Stock> stocks = new List <Stock>();
foreach (Plate curPlate in topHotPlates)
{
Console.WriteLine("版块：{0}", curPlate.Name);
foreach (Stock curStock in curPlate.Stocks)
{
if (curStock.Price <= 0)
{
continue; //没有价格的除掉
}
if (curStock.IncPercent < 1 || curStock.IncPercent >= 5)
{
continue; //去掉不涨的和已经涨得好高的
}
if (!stocks.Contains(curStock))
{
stocks.Add(curStock);
}
}
}
stocks.Sort(delegate(Stock s1, Stock s2){
return(s2.IncPercent.CompareTo(s1.IncPercent));
});
DateTime lastDate = Clock.Now.Date.AddDays(-1);
DateTime beginTime = Clock.Now.Date.Add(new TimeSpan(9, 30, 0));
DateTime endTime = Clock.Now;
string lastDateString = lastDate.ToString("yyyy-MM-dd");
string beginTimeString = beginTime.ToString("yyyy-MM-dd HH:mm:ss");
string endTimeString = endTime.ToString("yyyy-MM-dd HH:mm:ss");
foreach (Stock curStock in stocks)
{
Daily[] gmDailys = this.plateMonitor.GetDailyLine(curStock.Symbol, 20, lastDateString);
RecognitionState dailyLineState = this.plateMonitor.GetDailyLineState(gmDailys);
Bar[] gmMinBars = this.plateMonitor.GetMinLine(curStock.Symbol, beginTimeString, endTimeString);
RecognitionState minLineState = this.plateMonitor.GetMinLineState(gmMinBars);
if (!((dailyLineState.Shape == ShapeState.Rise) ||
(dailyLineState.Shape == ShapeState.RiseAfterFall && dailyLineState.Slope == SlopeState.Steep)))
{
continue;
}
if (minLineState.Shape == ShapeState.Fall || minLineState.Shape == ShapeState.RiseAfterFall)
{
continue;
}
if (minLineState.Shape == ShapeState.FallAfterRise && minLineState.Speed == SpeedState.Rapid)
{
continue;
}
SmartQuant.Instruments.Instrument inst = InstrumentManager.Instruments[curStock.Symbol];
if (inst != null)
{
this.strategy.AddBehavior(inst, new StockEntry(inst, dailyLineState, minLineState, this.tradeManager, this.strategy));
ret = true;
}
}
return(ret);
}
