public List <string> screen()
{
List <string> src = StockPool.getInstance().getAllStocks();
STFilter stFlt = new STFilter();
IndustryExcludeFilter indFlt = new IndustryExcludeFilter();
KLinePatternFilter osFlt = new KLinePatternFilter(new Oversold2Day());
PriceScaleFilter psFlt = new PriceScaleFilter(0.5);
List <string> stocks = psFlt.filter(osFlt.filter(indFlt.filter(stFlt.filter(src))));
return(stocks);
}
private List <string> filterStocksByPriceScale_PE_Eps(List <string> src, double ratio, double pe, double epsChg)
{
List <string> lowStocks = null;
if (!m_useIntermediate)
{
PriceScaleFilter psFilter = new PriceScaleFilter(ratio);
lowStocks = psFilter.filter(src);
}
else
{
lowStocks = src;
}
PEFilter peFilter = new PEFilter(pe);
STFilter stFilter = new STFilter();
IndustryExcludeFilter indFilter = new IndustryExcludeFilter();
EPSPerfFilter epsFilter = new EPSPerfFilter(epsChg);
return(epsFilter.filter(peFilter.filter(indFilter.filter(stFilter.filter(lowStocks)))));
}
private List <string> filterStocksByCostPerf_PricePos_PE(List <string> src, string year, string quarter, double costDiffRatio, double priceRatio, double pe)
{
PEFilter peFilter = new PEFilter(pe);
STFilter stFilter = new STFilter();
IndustryExcludeFilter indFilter = new IndustryExcludeFilter();
CostPerfFilter cpFilter = new CostPerfFilter(year, quarter, costDiffRatio);
PriceScaleFilter psFilter = new PriceScaleFilter(priceRatio);
Logger.log("Start filter ....");
List <string> f1Result = indFilter.filter(stFilter.filter(src));
Logger.log("Basic filter, count: " + f1Result.Count.ToString());
List <string> f2Result = peFilter.filter(f1Result);
Logger.log("PE filter, count: " + f2Result.Count.ToString());
List <string> f3Result = cpFilter.filter(f2Result);
Logger.log("Cost filter, count: " + f3Result.Count.ToString());
List <string> f4Result = psFilter.filter(f3Result);
Logger.log("Price Pos filter, count: " + f4Result.Count.ToString());
return(f4Result);
}
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);
}
