/// <summary>
/// 模拟回归
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void btn_VirExchange_Click(object sender, EventArgs e)
{
StragRunPlanClass[] plans = this.runPlanPicker1.Plans;
if (plans == null || plans.Length == 0)
{
return;
}
SCList = plans.ToList();
if (!RunVirExchange)
{
if (MessageBox.Show("确定开始模拟成交？", "确认", MessageBoxButtons.YesNo) == DialogResult.No)
{
return;
}
}
if (RunVirExchange)
{
if (MessageBox.Show("确定停止模拟成交？", "确认", MessageBoxButtons.YesNo) == DialogResult.No)
{
return;
}
try
{
if (th.ThreadState == ThreadState.Running)
{
th.Abort();
}
}
catch
{
}
th = null;
this.timer_Tip.Enabled = false;
RunVirExchange = false;
return;
}
this.RunVirExchange = true;
//this.btn_VirExchange.Text = "停止";
//this.Cursor = Cursors.WaitCursor;
//es = new ExchangeService(int.Parse(this.txt_InitCash.Text),double.Parse(this.txt_Odds.Text));
SettingClass setting = new SettingClass();
setting.SetGlobalSetting(this.globalSetting);
setting.GrownMaxVal = int.Parse(this.txt_GrownMaxVal.Text);
setting.GrownMinVal = int.Parse(this.txt_GrownMinVal.Text);
setting.DispRows = int.Parse(this.txt_MinCols.Text);
setting.minColTimes = new int[10];
setting.UseLocalWaveData = this.checkBox_UseBuffRsult.Checked;
AssetUnitClass auc = new AssetUnitClass();
if (Program.AllSettings.AllAssetUnits.Count > 0)//如果存在资产管理单元，所有计划均绑定到第一个上进行测试
{
auc = Program.AllSettings.AllAssetUnits.Values.First();
}
es = auc.ExchangeServer;
if (es != null)
{
es.Reset();
}
//设置所有默认值
SCList.ForEach(p => p.PlanStrag.CommSetting = setting);
SCList.ForEach(p => p.AssetUnitInfo = auc);
SCList.ForEach(p => p.Running = true);
//if (SCList.Count == 1)
//{
// //SCList[0].PlanStrag = sc;
SCList.ForEach(p => p.IncreamType = this.checkBox_CreamModel.Checked ? InterestType.CompoundInterest : InterestType.SimpleInterest);
SCList.ForEach(p => p.AutoRunning = true);
////SCList.ForEach(p=>p.FixAmt = 1);
////SCList.ForEach(p=>p.FixRate = 0.01);
SCList.ForEach(p => p.AllowMaxHoldTimeCnt = int.Parse(txt_AllowMaxHoldTimeCnt.Text));
if (SCList.Count == 1)
{
SCList.ForEach(p => p.PlanStrag.ChipCount = int.Parse(this.txt_ChipCnt.Text));
}
//}
#region 用新的计算进行回测
////////////////for (int i = 0; i < 9; i++)
////////////////{
//////////////// TextBox tb = this.Controls.Find(string.Format("txt_minColTimes{0}", i + 1), true)[0] as TextBox;
//////////////// setting.minColTimes[i] = int.Parse(tb.Text);
////////////////}
////////////////setting.MaxHoldingCnt = int.Parse(this.txt_MaxHoldChanceCnt.Text);
////////////////setting.Odds = double.Parse(this.txt_Odds.Text);
////////////////setting.InitCash = int.Parse(this.txt_InitCash.Text);
////////////////Assembly asmb = typeof(StragClass).Assembly;// Assembly.LoadFrom("EnterpriseServerBase.dll");
////////////////btc = new BackTestClass(long.Parse(txt_begExpNo.Text), long.Parse(txt_LoopCnt.Text), setting);
////////////////////Type sct = asmb.GetType(ddl_StragName.SelectedValue.ToString());
////////////////if (!checkBox_MixAll.Checked)
////////////////{
//////////////// ////sc = Activator.CreateInstance(sct) as StragClass;
//////////////// sc.CommSetting = setting;
//////////////// sc.ChipCount = int.Parse(this.txt_ChipCnt.Text);
//////////////// sc.FixChipCnt = (this.txt_FixChipCnt.Text.Trim() == "0") ? false : true;
//////////////// sc.ReviewExpectCnt = int.Parse(this.txt_reviewExpCnt.Text);
//////////////// sc.InputMinTimes = int.Parse(this.txt_minInputTimes.Text);
//////////////// if (sc.StagSetting.IsLongTermCalc)
//////////////// {
//////////////// sc.ReviewExpectCnt = sc.ReviewExpectCnt + sc.InputMinTimes;
//////////////// }
//////////////// sc.InputMaxTimes = int.Parse(this.txt_maxInputTimes.Text);
//////////////// sc.ExcludeBS = this.chkb_exclueBS.Checked;
//////////////// sc.ExcludeSD = this.chkb_exclueSD.Checked;
//////////////// sc.BySer = this.chkb_bySer.Checked;
//////////////// sc.OnlyBS = this.chkb_onlyBS.Checked;
//////////////// sc.OnlySD = this.chkb_onlySD.Checked;
//////////////// sc.GetRev = this.chkb_getRev.Checked;
//////////////// if (sc is IProbCheckClass)
//////////////// {
//////////////// (sc as IProbCheckClass).StdvCnt = double.Parse(this.txt_StdvCnt.Text);
//////////////// }
//////////////// //sc.AllowMaxHoldTimeCnt = int.Parse(this.txt_AllowMaxHoldTimeCnt.Text);
//////////////// sc.MinWinRate = double.Parse(this.txt_minRate.Text);
//////////////// ////double p = double.Parse(this.txt_ChipCnt.Text) / setting.Odds;
//////////////// ////double Normal_p = double.Parse(this.txt_ChipCnt.Text) / 10;
//////////////// ////double b = double.Parse(this.txt_Odds.Text);
//////////////// ////double q = 1 - p;
//////////////// sc.StagSetting = sc.getInitStagSetting();
//////////////// ////sc.StagSetting.BaseType.ChipRate = (p * b - q) / b;
//////////////// //sc.StagSetting.BaseType.IncrementType = this.checkBox_CreamModel.Checked ? InterestType.CompoundInterest : InterestType.SimpleInterest;
//////////////// if (setting.UseLocalWaveData && sc is ProbWaveSelectStragClass)//是长期概率分布类
//////////////// {
//////////////// DataTable dt = new PK10ProbWaveDataInterface().GetProWaveResult(long.Parse(txt_begExpNo.Text));
//////////////// (sc as ProbWaveSelectStragClass).LocalWaveData = new GuideResult(dt);
//////////////// }
//////////////// StragRunPlanClass sr = new StragRunPlanClass();
//////////////// sr.PlanStrag = sc;
//////////////// sr.IncreamType = this.checkBox_CreamModel.Checked ? InterestType.CompoundInterest : InterestType.SimpleInterest;
//////////////// sr.AutoRunning = true;
//////////////// sr.FixAmt = 1;
//////////////// sr.FixRate = 0.01;
//////////////// SCList.Add(sr);
////////////////}
////////////////else
////////////////{
//////////////// for (int i = 2; i < 9; i++)
//////////////// {
//////////////// for (int j = 0; j < 2; j++)
//////////////// {
//////////////// StragClass sobj = Activator.CreateInstance(sct) as StragClass;
//////////////// sobj.CommSetting = setting;
//////////////// sobj.ChipCount = i;
//////////////// sobj.FixChipCnt = (this.txt_FixChipCnt.Text.Trim() == "0") ? false : true;
//////////////// sobj.ReviewExpectCnt = sobj.CommSetting.minColTimes[i - 1] + 1;
//////////////// sobj.BySer = j==1;
//////////////// sobj.MinWinRate = double.Parse(this.txt_minRate.Text);
//////////////// //sobj.AllowMaxHoldTimeCnt = 100;
//////////////// sobj.StagSetting = sobj.getInitStagSetting();
//////////////// //sobj.StagSetting.BaseType.IncrementType = this.checkBox_CreamModel.Checked ? InterestType.CompoundInterest : InterestType.SimpleInterest;
//////////////// StragRunPlanClass sr = new StragRunPlanClass();
//////////////// sr.PlanStrag = sobj;
//////////////// sr.IncreamType = this.checkBox_CreamModel.Checked ? InterestType.CompoundInterest : InterestType.SimpleInterest;
//////////////// sr.AutoRunning = true;
//////////////// sr.FixAmt = 1;
//////////////// sr.FixRate = 0.01;
//////////////// SCList.Add(sr);
//////////////// }
//////////////// }
////////////////}
//////////////////sc.MinWinRate = double.Parse(this.txt_Odds.Text) *double.Parse(this.txt_minRate.Text);
//////////////////凯利公式 (p*b-q)/b
//////////////////凯利公式 (p*b-q)/b
//////////////////////DialogResult rs = MessageBox.Show(sc.StagSetting.BaseType.ChipRate.ToString(), "胜率", MessageBoxButtons.OKCancel) ;
//////////////////////if (rs == DialogResult.Cancel)
//////////////////////{
////////////////////// return;
//////////////////////}
#endregion
//this.Cursor = Cursors.WaitCursor;
this.chart1.Series.Clear();
//this.chart1.DataSource = null;
this.timer_Tip.Interval = int.Parse(txt_Timer_Interval.Text) * 1000;
timer_Tip.Tick += new EventHandler(timer_Tip_Tick);
//this.timer_Tip.Enabled = true;
this.timer_Tip.Enabled = true;
//this.timer_Tip_Tick(null, null);
//////try
//////{
if (btc == null)
{
btc = btc = new BackTestClass(long.Parse(txt_begExpNo.Text), long.Parse(txt_LoopCnt.Text), setting);
}
th = new Thread(RunVirtual);
th.Start();
return;
//////}
//////catch (Exception ce)
//////{
////// ret = new BackTestReturnClass();
////// ret.ChanceList = new List<ChanceClass>();
////// ret.Msg = ce.Message;
////// ret.succ = false;
//////}
}
public void Calc()
{
try
{
////if (!AllowCalc) return;
DateTime currTime = DateTime.Now;
////int MaxViewCnt = Program.AllServiceConfig.AllRunningPlanGrps.Max(t=>t.Value.UseSPlans.ForEach(a=>Program.AllServiceConfig.AllStrags[a.GUID]))));
ExpectList <T> el = CurrData; // Program.AllServiceConfig.LastDataSector;
//Log("数据源", string.Format("数据条数:{0};最后数据:{1}", el.Count, el.LastData.ToString()));
//if (CurrDataList.Count < MaxViewCnt)
//{
// el = new ExpectReader().ReadNewestData(MaxViewCnt);
//}
//Log("计算准备", "获取未关闭的机会");
Dictionary <string, ChanceClass <T> > NoClosedChances = new Dictionary <string, ChanceClass <T> >();
NoClosedChances = CloseTheChances(this.IsTestBack); //关闭机会
this.FinishedThreads = 0; //完成数量置0
RunThreads = 0;
Dictionary <string, CalcStragGroupClass <T> > testGrps = Program.AllServiceConfig.AllRunningPlanGrps as Dictionary <string, CalcStragGroupClass <T> >;
if (!IsTestBack)
{
foreach (string key in testGrps.Keys)
{
///修改：分组不用备份，每次策略都要获取前次的状态
///先剔除状态异常的计划，然后再增加新的计划
///CalcStragGroupClass<T> csc = Program.AllServiceConfig.AllRunningPlanGrps[key].Copy();//只用备份，允许窗体启动曾经停止的计划
CalcStragGroupClass <T> csc = Program.AllServiceConfig.AllRunningPlanGrps[key] as CalcStragGroupClass <T>;
for (int i = csc.UseSPlans.Count - 1; i >= 0; i--)
{
//修改为检查计划的状态，前台程序修改的是计划表的状态
StragRunPlanClass <T> UsePlan = csc.UseSPlans[i];
if (!Program.AllServiceConfig.AllRunPlannings.ContainsKey(UsePlan.GUID))
{
Log("计划表中已注销", UsePlan.Plan_Name);
csc.UseSPlans.RemoveAt(i);
csc.UseStrags.Remove(UsePlan.PlanStrag.GUID);
continue;
}
StragRunPlanClass <T> spc = Program.AllServiceConfig.AllRunPlannings[UsePlan.GUID] as StragRunPlanClass <T>;
if (!spc.Running)
{
Log("计划未启动", csc.UseSPlans[i].Plan_Name);
csc.UseSPlans.RemoveAt(i);
csc.UseStrags.Remove(UsePlan.PlanStrag.GUID);
continue;
}
if (!InitServerClass.JudgeInRunTime(currTime, spc))
{
Log("计划超时", csc.UseSPlans[i].Plan_Name);
csc.UseSPlans.RemoveAt(i);
csc.UseStrags.Remove(UsePlan.PlanStrag.GUID); //只清除计划，不清除策略？？？？？
continue;
}
}
}
Dictionary <string, CalcStragGroupClass <TimeSerialData> > allGrps = Program.AllServiceConfig.AllRunningPlanGrps as Dictionary <string, CalcStragGroupClass <TimeSerialData> >;
//加入后续启动的计划
Program.AllServiceConfig.AllRunningPlanGrps = InitServerClass.InitCalcStrags <TimeSerialData>(DataPoint, ref allGrps, Program.AllServiceConfig.AllStrags as Dictionary <string, BaseStragClass <TimeSerialData> >, Program.AllServiceConfig.AllRunPlannings, Program.AllServiceConfig.AllAssetUnits, false, this.IsTestBack);
}
foreach (string key in Program.AllServiceConfig.AllRunningPlanGrps.Keys)//再次为计划组分配资源，保证策略和计划一直在内存。
{
CalcStragGroupClass <T> csc = Program.AllServiceConfig.AllRunningPlanGrps[key] as CalcStragGroupClass <T>;
//增加新的计划
SettingClass comSetting = new SettingClass();
comSetting.SetGlobalSetting(Program.AllServiceConfig.gc);
List <ChanceClass <T> > NoClsList = NoClosedChances.Values.ToList();
//NoClsList.ForEach(a=>Log(a.ChanceCode,a.ToDetailString()));
//Log("未关闭机会数量", NoClosedChances.Count.ToString());
//NoClsList.ForEach(a => Log("策略：", a.StragId));
if (!csc.initRunningData(comSetting, NoClsList))
{
Log("为计划组分配通用参数", "配置计划组的通用参数失败,该组计划暂时不参与运算！");
continue;
}
RunThreads++;
csc.Finished = new CalcStragGroupDelegate(CheckFinished);
csc.GetNoClosedChances = new ReturnChances <T>(FillNoClosedChances);
csc.GetAllStdDevList = new ReturnStdDevList(FillAllStdDev);
//Program.AllServiceConfig.AllRunningPlanGrps[key] = csc;//要加吗？不知道，应该要加
}
//分配完未关闭的数据后，将全局内存中所有未关闭机会列表清除
Program.AllServiceConfig.AllNoClosedChanceList = new Dictionary <string, ChanceClass <T> >() as Dictionary <string, ChanceClass <TimeSerialData> >;
this.FinishedThreads = 0;
foreach (string key in Program.AllServiceConfig.AllRunningPlanGrps.Keys)//再次为计划组分配资源，保证策略和计划一直在内存。
{
//Log("计算组执行处理", key, Program.gc.NormalNoticeFlag);
CalcStragGroupClass <T> csc = Program.AllServiceConfig.AllRunningPlanGrps[key] as CalcStragGroupClass <T>;
//if (!IsTestBack && !csc.Running)
// continue;
csc.IsBackTest = IsTestBack;
ThreadPool.QueueUserWorkItem(new WaitCallback(csc.Run), el);
}
}
catch (Exception ce)
{
Log(ce.Message, ce.StackTrace, true);
}
}