private static void ReportGroupByTradeStartTime(Report report, BestTradeTime bestTradeTime)
{
var dict = new Dictionary <int, List <Tuple <int[], int[]> > >();
foreach (var t in bestTradeTime.Calculate())
{
int tradeStartTime = t.Item1[2];
if (!dict.ContainsKey(tradeStartTime))
{
dict[tradeStartTime] = new List <Tuple <int[], int[]> >();
}
dict[tradeStartTime].Add(t);
}
var list = new List <Tuple <int[], int[]> >();
foreach (var tuples in dict.Values)
{
list.Add(tuples.OrderByDescending(t => bestTradeTime.Comparator(t.Item2)).First());
}
foreach (var t in list.OrderByDescending(t => bestTradeTime.Comparator(t.Item2)))
{
foreach (var time in t.Item1)
{
report.Write(bestTradeTime.HMString(time));
}
foreach (var c in t.Item2)
{
report.Write(c);
}
report.WriteLine();
}
}
private void 日時ベスト夏時間5年_Click(object sender, EventArgs e)
{
RunTask(sender, (Report report) => {
report.Version = 6;
report.IsForceOverride = true;
report.Comment = "冬時間";
report.SetHeader("start", "end", "start", "end", "↑↑", "↑↓", "↓↑", "↓↓");
var bestTradeTime = new BestTradeTime(GetM30Candles(new TimeSpan(365 * 5, 0, 0, 0)))
{
IsSummerTime = true
};
foreach (var t in bestTradeTime.Calculate(100))
{
foreach (var time in t.Item1)
{
report.Write(bestTradeTime.HMString(time));
}
foreach (var c in t.Item2)
{
report.Write(c);
}
report.WriteLine();
}
});
}
private static void ReportGroupByTradeStartAndEndTime(Report report, BestTradeTime bestTradeTime)
{
var dict = new Dictionary <int[], List <Tuple <int[], int[]> > >();
foreach (var t in bestTradeTime.Calculate())
{
if (bestTradeTime.Comparator(t.Item2) < 5500)
{
continue;
}
int tradeStartTime = t.Item1[2];
int tradeEndTime = t.Item1[3];
int[] key = new int[] { tradeStartTime, tradeEndTime };
if (!dict.ContainsKey(key))
{
dict[key] = new List <Tuple <int[], int[]> >();
}
dict[key].Add(t);
}
var list = new List <Tuple <int[], int[]> >();
foreach (var tuples in dict.Values)
{
int[] pre = null;
foreach (var t in tuples.OrderByDescending(t => bestTradeTime.Comparator(t.Item2)))
{
if (pre != null)
{
if (IsIntersect(pre, t.Item1))
{
continue;
}
}
pre = t.Item1;
list.Add(t);
}
}
foreach (var t in list.OrderByDescending(t => bestTradeTime.Comparator(t.Item2)).Take(10000))
{
foreach (var time in t.Item1)
{
report.Write(bestTradeTime.HMString(time));
}
foreach (var c in t.Item2)
{
report.Write(c);
}
report.WriteLine();
}
}
private void 日時上下ベスト(object sender, EventArgs e)
{
RunTask(sender, (Report report) => {
report.Version = 1;
report.IsForceOverride = true;
report.Comment = "";
report.SetHeader("start", "end", "start", "end", "↑↑", "↑↓", "↓↑", "↓↓");
BestTradeTime bestTradeTime = new BestTradeTime(new CandlesticksReader().Read(DATA_PATH + @"\m30-5y.csv"));
bestTradeTime.Comparator = f => f[1] - f[0];
foreach (var t in bestTradeTime.Calculate(100))
{
foreach (var time in t.Item1)
{
report.Write(bestTradeTime.HMString(time));
}
foreach (var c in t.Item2)
{
report.Write(c);
}
report.WriteLine();
}
});
}