public static byte[] ToByte(long input, int lenghtbyte, reverse c)
{
byte[] data = new byte[lenghtbyte];
byte[] data2 = BitConverter.GetBytes(input);
for (int i = 0; i < lenghtbyte; i++)
{
data[i] = data2[i];
}
if (c == reverse.no)
{
Array.Reverse(data);
}
return(data);
}
// Use this for initialization
void Awake()
{
gui = GetComponent <PlayerGUI>();
buttons[0] = b1;
buttons[1] = b2;
buttons[2] = b3;
buttons[3] = b4;
Debug.Log("Instantiating Hacks");
PointControl points = player.GetComponent <PointControl>();
PlayerMovement control = player.GetComponent <PlayerMovement>();
hacks[4] = new flip(points);
hacks[5] = new freeze(points);
hacks[6] = new reverse(points);
hacks[0] = new dropPoint(points);
hacks[1] = new slowDown(points);
hacks[2] = new Delay(points);
hacks[7] = new Kill(points, sb, fire);
hacks[3] = new Stuck(points);
reset = new Reset(control);
}
static void Main(string[] args)
{
logger.Info("main method start...");
Initializer.Initialize(ConnectionType.Default);
//获取tick数据
var optionSource = new TypedParameter(typeof(IDataSource), InstanceFactory.Get <DefaultStockOptionTickDataSource>(new TypedParameter(typeof(ConnectionType), ConnectionType.Server170)));
var optionRepo = InstanceFactory.Get <StockOptionTickRepository>(conn_type, optionSource);
var stockSource = new TypedParameter(typeof(IDataSource), InstanceFactory.Get <DefaultStockTickDataSource>(new TypedParameter(typeof(ConnectionType), ConnectionType.Server170)));
var stockTickRepo = InstanceFactory.Get <StockTickRepository>(conn_type, stockSource);
//获取日线数据
var stockDailysource = new TypedParameter(typeof(IDataSource), InstanceFactory.Get <DefaultStockDailyDataSource>());
var stockDailyRepo = InstanceFactory.Get <StockDailyRepository>(conn_type, stockDailysource);
var optionDailySource = new TypedParameter(typeof(IDataSource), InstanceFactory.Get <DefaultStockOptionDailyDataSource>());
var optionDailyRepo = InstanceFactory.Get <StockOptionDailyRepository>(conn_type, optionDailySource);
//获取股票基本信息数据
var infoRepo = InstanceFactory.Get <OptionInfoRepository>(conn_type);
var stockInfoRepo = InstanceFactory.Get <StockInfoRepository>(conn_type);
var stockInfoDailysource = new TypedParameter(typeof(IDataSource), InstanceFactory.Get <DefaultStockInfoDailyDataSource>());
var stockInfoDailyRepo = InstanceFactory.Get <StockInfoDailyRepository>(conn_type, stockInfoDailysource);
//获取分钟线数据(来源万德)
var stockMinutelySource = new TypedParameter(typeof(IDataSource), InstanceFactory.Get <DefaultStockMinuteDataSource>());
var stockMinutelyRepo = InstanceFactory.Get <StockMinuteRepository>(conn_type, stockMinutelySource);
//获取分钟数据(来源tick数据)
var stockMinutelyRepo2 = InstanceFactory.Get <StockMinuteFromTickRepository>(conn_type, stockSource);
//获取日期数据
TransactionDateTimeRepository dateRepo = new TransactionDateTimeRepository(ConnectionType.Default);
DateUtils.setTradeDays(dateRepo.GetStockTransactionDate("2007-01-01".ToDateTime(), "2019-12-31".ToDateTime()));
DateTime lastDay = DateUtils.LatestTradeDay(DateTime.Now.AddDays(-1));
//priceCeilingMoving2 moving = new priceCeilingMoving2(stockMinutelyRepo, stockDailyRepo, stockTickRepo, stockInfoRepo);
//moving.backtest("600000.SH", "2010-01-01".ToDateTime(), "2019-03-10".ToDateTime());
//moving.backtestByIndexCode("000905.SH", "2010-01-01".ToDateTime(), "2019-03-09".ToDateTime());
// moving.backtest("000693.SZ", "2010-01-01".ToDateTime(), "2019-03-09".ToDateTime());
// moving.backtestAllStock("2010-01-01".ToDateTime(), "2019-03-08".ToDateTime());
//var tmp=stockMinutelyRepo.GetStockTransactionFromLocalSqlByCodeWithRedis("000905.SH", "2018-10-18".ToDateTime(), "2018-10-18".ToDateTime());
//priceUnusualMoving moving = new priceUnusualMoving(stockMinutelyRepo, stockDailyRepo, stockTickRepo, stockInfoRepo);
//moving.backtestByIndexCode("000016.SH", "2010-01-01".ToDateTime(), "2019-02-28".ToDateTime());
//priceUnusualMoving2 moving2 = new priceUnusualMoving2(stockMinutelyRepo, stockDailyRepo, stockTickRepo, stockInfoRepo);
//moving2.backtestByIndexCode("000905.SH", "2010-01-01".ToDateTime(), "2019-02-28".ToDateTime());
reverse myReverse = new reverse(stockMinutelyRepo, stockDailyRepo, stockTickRepo, stockInfoRepo);
//myReverse.getStockInfoList("000905.SH", "2010-01-01".ToDateTime(), "2019-02-28".ToDateTime());
myReverse.allStockBackTest("2010-01-01".ToDateTime(), "2019-02-28".ToDateTime());
//可转债回测
#region
//Monitor.Bond.ConvertibleBond.Intraday1 bond = new Monitor.Bond.ConvertibleBond.Intraday1(stockMinutelyRepo, stockDailyRepo, stockTickRepo, dateRepo);
//bond.backtest("2010-01-01".ToDateTime(), "2019-03-28".ToDateTime());
#endregion
//该区域为测试influxdb数据库
#region
//InfluxdbRecord influxdb0 = new InfluxdbRecord(stockMinutelyRepo, stockDailyRepo, dateRepo, stockInfoRepo);
//influxdb0.test();
#endregion
//该区域为跑参数或者数据
#region
//MinuteDataRecord recordMinute = new MinuteDataRecord(stockMinutelyRepo, stockDailyRepo, dateRepo, stockInfoRepo,ConnectionType.Server170);
//recordMinute.deleteOldDataAll("2007-01-01".ToDateTime(), "2019-03-27".ToDateTime());
//recordMinute.getStockMinutelyData("2007-01-01".ToDateTime(), "2019-03-27".ToDateTime());
//recordMinute. BulkLoadStockMinuteOrerByCode("399001.SZ", "2007-01-01".ToDateTime(), "2019-03-12".ToDateTime());
//Monitor.Bond.ConvertibleBond.IntradayMonitor bond = new Monitor.Bond.ConvertibleBond.IntradayMonitor(stockMinutelyRepo, stockDailyRepo, stockTickRepo, dateRepo);
//StockIndexBonus myBonus = new StockIndexBonus(stockInfoRepo, stockDailyRepo, dateRepo, lastDay);
//myBonus.getBonusByIndex("000016.SH");
//myBonus.getBonusByIndex("000300.SH");
//myBonus.getBonusByIndex("000905.SH");
//IndexAnalysis indexAnalysis = new IndexAnalysis(dateRepo, "2019-02-11".ToDateTime());
//indexAnalysis.differ("510180.OF", "000300.SH");
//indexAnalysis.differ("159901.OF", "000300.SH");
//StockTickToMinute myStore = new StockTickToMinute(dateRepo, stockDailyRepo, stockMinutelyRepo2, stockTickRepo, stockInfoRepo);
//myStore.getStockMinuteFromSqlByIndex("000300.SH", "2010-01-01".ToDateTime(), "2019-03-10".ToDateTime());
//DailyDataRecord dailyDataReocrd = new DailyDataRecord(stockMinutelyRepo, stockDailyRepo, stockTickRepo, dateRepo, stockInfoRepo);
//dailyDataReocrd.getStockFromIndexDailyData("000300.SH");
//dailyDataReocrd.getStockDailyData("2010-01-01".ToDateTime(), "2019-03-10".ToDateTime());
#endregion
//OptionMonitor50ETF2019 optionMonitor = new OptionMonitor50ETF2019(infoRepo, dateRepo, stockDailyRepo, stockMinutelyRepo,optionDailyRepo,"2015-02-09".ToDateTime(), "2019-01-14".ToDateTime());
//trendT0 myt0 = new trendT0(stockMinutelyRepo, stockDailyRepo, "000016.SH", "2016-02-01".ToDateTime(), "2019-01-14".ToDateTime());
//DualTrust dt0 = new DualTrust(stockMinutelyRepo, stockDailyRepo, "000300.SH", "IF.CFE");
//dt0.compute("2018-02-01".ToDateTime(), "2019-01-30".ToDateTime());
//DualTrust2 dt2 = new DualTrust2(stockMinutelyRepo, stockDailyRepo);
//dt2.backtest("IF.CFE", "000300.SH", "2018-02-01".ToDateTime(), "2019-02-14".ToDateTime());
//DualTrust3 dt3 = new DualTrust3(stockMinutelyRepo, stockDailyRepo);
//dt3.backtest("IF.CFE", "000300.SH", "2018-02-01".ToDateTime(), "2019-02-14".ToDateTime());
//Monitor.StockIntraday.DualTrust.DualTrust2 stockDt = new Monitor.StockIntraday.DualTrust.DualTrust2(stockMinutelyRepo, stockDailyRepo, stockInfoRepo);
//stockDt.backtest("600519.SH", "2016-03-07".ToDateTime(), "2019-03-04".ToDateTime());
//stockDt.backtestByIndexCode("000016.SH", "2016-03-07".ToDateTime(), "2019-03-04".ToDateTime());
//Monitor.StockIntraday.Volatility.StockWithVolatility2 stockVol = new Monitor.StockIntraday.Volatility.StockWithVolatility2(stockMinutelyRepo, stockDailyRepo,dateRepo);
//stockVol.backtest("510500.SH", "2016-03-01".ToDateTime(), "2019-02-19".ToDateTime());
//StockWithVolatility1 stockVol = new StockWithVolatility1(stockMinutelyRepo, stockDailyRepo);
//stockVol.backtest("IF.CFE", "000300.SH", "2018-02-01".ToDateTime(), "2019-02-19".ToDateTime());
//StockDataStore myStore = new StockDataStore(stockMinutelyRepo, stockDailyRepo, dateRepo, stockInfoRepo);
//myStore.getStockData("000300.SH", "2016-03-01".ToDateTime(), "2019-02-19".ToDateTime());
//MA1 ma1 = new MA1(stockMinutelyRepo, stockDailyRepo);
//ma1.backtest("510050.SH", "2016-03-01".ToDateTime(), "2019-02-19".ToDateTime());
//pairtradingDaily2 mypair = new pairtradingDaily2(stockDailyRepo,"600030.SH", "601688.SH");
//mypair = new pairtradingDaily2(stockDailyRepo, "000333.SZ", "000651.SZ");
//mypair = new pairtradingDaily2(stockDailyRepo, "601398.SH", "601939.SH");
//mypair = new pairtradingDaily2(stockDailyRepo, "601318.SH", "601601.SH");
//mypair.compute("2010-01-01".ToDateTime(), "2018-12-28".ToDateTime());
//RBreakStrategy mybreak = new RBreakStrategy(stockMinutelyRepo, stockDailyRepo, "IC.CFE");
//mybreak.compute("2016-01-01".ToDateTime(), "2018-11-20".ToDateTime());
//DiagonalSpread backtest = new DiagonalSpread(stockMinutelyRepo, stockDailyRepo, "510050.SH");
//backtest.compute("2016-01-01".ToDateTime(), "2018-09-25".ToDateTime());
//VolumeDistribitionStrategy vd = new VolumeDistribitionStrategy(stockMinutelyRepo, stockDailyRepo, "510050.SH");
//vd.compute("2016-01-01".ToDateTime(), "2018-11-20".ToDateTime());
//TDstrategy td = new TDstrategy(stockMinutelyRepo, stockDailyRepo, "RB.SHF");
//td.compute("2016-01-01".ToDateTime(), "2018-11-27".ToDateTime());
//CallDeltaHedge hedgeDemo = new CallDeltaHedge(stockTickRepo, stockDailyRepo, "510050.SH", 60);
//hedgeDemo.compute("2018-01-10".ToDateTime(), "2018-08-10".ToDateTime());
//var twap = new TWAP(stockTickRepo,dateRepo, stockMinutelyRepo,"603939.SH");
//twap.computeTWAP("2018-01-01".ToDateTime(), "2018-06-06".ToDateTime());
//var twap = new STWAP(stockTickRepo, dateRepo, "000544.SZ");
//twap.computeSTWAP("2018-06-20".ToDateTime(), "2018-06-20".ToDateTime());
//twap = new STWAP(stockTickRepo, dateRepo, "300274.SZ");
//twap.computeSTWAP("2015-01-01".ToDateTime(), "2018-06-06".ToDateTime());
//twap = new STWAP(stockTickRepo, dateRepo, "000738.SZ");
//twap.computeSTWAP("2015-01-01".ToDateTime(), "2018-06-06".ToDateTime());
//twap = new STWAP(stockTickRepo, dateRepo, "300230.SZ");
//twap.computeSTWAP("2015-01-01".ToDateTime(), "2018-06-06".ToDateTime());
logger.Info("main method end...");
}
// Less returns the opposite of the embedded implementation's Less method.
private static bool Less(this reverse r, nint i, nint j)
{
return(r.Interface.Less(j, i));
}
// Less returns the opposite of the embedded implementation's Less method.
private static bool Less(this reverse r, long i, long j)
{
return(r.Interface.Less(j, i));
}
