/// <summary>
/// 月k
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void button13_Click(object sender, EventArgs e)
{
if (repository == null)
{
repository = new IndicatorRepository(textBox2.Text);
repository.Initilization();
}
SecurityPropertiesSet securities = repository.Securities;
List <String> codes = securities.Codes;
int num = 0;
foreach (String code in codes)
{
if (code == null || code == "")
{
continue;
}
TimeSerialsDataSet tsd = repository[code];
if (tsd == null || tsd.DayKLine == null || tsd.DayKLine.Count <= 0)
{
continue;
}
showText(code + "...");
KLine monthKline = (KLine)tsd.Create("kline", TimeUnit.month, checkBox2.Checked);
}
}
/// <summary>
/// 生成指标数据
/// </summary>
/// <returns></returns>
public bool doGenerateIndicator()
{
showBeginMessage("开始生成指标...");
if (repository == null)
{
repository = new IndicatorRepository(FileUtils.GetDirectory(props.Get <String>("repository")));
repository.Initilization();
}
try
{
List <String> codes = repository.Securities.Codes;
foreach (String code in codes)
{
TimeSerialsDataSet ds = repository[code];
if (ds == null)
{
continue;
}
showProgressMessage(code);
KLine kline = ds.DayKLine;
TradingLine tradeLine = ds.DayTradeLine;
ds.Create("kline", TimeUnit.week);
ds.Create("kline", TimeUnit.month);
ds.CubeCreate();
ds.CubeCreate(TimeUnit.week);
ds.CubeCreate(TimeUnit.month);
ds.FundTrendCreate(TimeUnit.day);
ds.FundTrendCreate(TimeUnit.week);
ds.FundTrendCreate(TimeUnit.month);
ds.FundTrendCrossCreate(TimeUnit.day);
ds.FundTrendCrossCreate(TimeUnit.week);
ds.FundTrendCrossCreate(TimeUnit.month);
}
showResultMessage("");
return(true);
}
catch (Exception e)
{
showResultMessage("生成指标失败", -1, e.Message);
return(false);
}
}
/// <summary>
/// 生成MACD
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void button10_Click(object sender, EventArgs e)
{
if (repository == null)
{
repository = new IndicatorRepository(textBox2.Text);
repository.Initilization();
}
SecurityPropertiesSet securities = repository.Securities;
List <String> codes = securities.Codes;
int num = 0;
foreach (String code in codes)
{
if (code == null || code == "")
{
continue;
}
TimeSerialsDataSet tsd = repository[code];
if (tsd == null)
{
continue;
}
KLine dayLine = tsd.DayKLine;
if (dayLine != null)
{
tsd.Create("macd", TimeUnit.day, checkBox1.Checked);
}
KLine weekLine = tsd.WeekKLine;
if (weekLine != null)
{
tsd.Create("macd", TimeUnit.week, checkBox1.Checked);
}
if (tsd == null || tsd.DayKLine == null || tsd.DayKLine.Count <= 0)
{
continue;
}
showText(code + "...");
}
}
private void button11_Click(object sender, EventArgs e)
{
if (repository == null)
{
repository = new IndicatorRepository(textBox2.Text);
repository.Initilization();
}
SecurityPropertiesSet securities = repository.Securities;
List <String> codes = securities.Codes;
int num = 0;
foreach (String code in codes)
{
if (code == null || code == "")
{
continue;
}
TimeSerialsDataSet tsd = repository[code];
if (tsd == null)
{
continue;
}
KLine dayLine = tsd.DayKLine;
if (dayLine == null)
{
continue;
}
MACD macd = (MACD)tsd.Create("macd", TimeUnit.day, false);
if (macd == null)
{
continue;
}
}
}
public override TradeRecords Execute(String code, Properties strategyParam, BacktestParameter backtestParam, ISeller seller = null)
{
IndicatorRepository repository = (IndicatorRepository)backtestParam.Get <Object>("repository");
if (repository == null)
{
return(null);
}
//取得策略参数
double buy_mainlow = strategyParam.Get <double>("buy_mainlow"); //主力线低位买入
int buy_cross = strategyParam.Get <int>("buy_cross");
GetInMode p_getinMode = (GetInMode)strategyParam.Get <GetInMode>("getinMode");
//取得行情数据
TradeRecords tr = new TradeRecords(code);
TimeSerialsDataSet ds = repository[code];
if (ds == null)
{
return(null);
}
KLine kline = ds.DayKLine;
if (kline == null)
{
return(null);
}
MACD macd = (MACD)ds.Create("macd", TimeUnit.day, false);
if (macd == null)
{
return(null);
}
//买入条件判定
for (int i = 0; i < macd.Count; i++)
{
MACDItem macdItem = macd[i];
if (macdItem.Date < backtestParam.BeginDate || macdItem.Date >= backtestParam.EndDate)
{
continue;
}
if (macdItem.CROSS <= 0)
{
continue;
}
if (macdItem.DIF > buy_mainlow)
{
continue;
}
DateTime d = macdItem.Date;
KLineItem klineItem = kline[d];
if (klineItem == null)
{
continue;
}
TradeBout bout = new TradeBout(code);
bout.RecordTrade(1, d, TradeDirection.Buy, klineItem.CLOSE, (int)(p_getinMode.Value / klineItem.CLOSE), backtestParam.Volumecommission, backtestParam.Stampduty, "低位金叉" + macdItem.DIF.ToString("F2"));
tr.Bouts.Add(bout);
}
return(tr);
}