public void CalcDeal_MACD(Stock stock, TickData tickData, Deal deal)
{
TrendData trend = stock.trend_day;
StrategyData strategyData = trend.mStrategyData;
if (times == 0)
{
if (strategyData.ma10.ma == 0)
{
return;
}
if (trend.mPartData.close < strategyData.ma10.ma &&
tickData.price > strategyData.ma10.ma)
{
deal.buy_price = tickData.price;
deal.buy_shares = deal.getBuyShares(StartMoney);
if (!deal.canAfford())
{
return;
}
deal.eType = Deal.EBuy;
}
}
else if (times > 0)
{
double sPrice = stock.position.getCostPrice() * SellPriceRate;
double bPrice = stock.position.getCostPrice() * BuyPriceRate;
if (tickData.price > stock.position.getCostPrice() * SellPriceRate)
{
if (stock.position.shares_available != stock.position.shares)
{
return;
}
if (tickData.price > strategyData.ma10.ma)
{
return;
}
deal.sell_shares = stock.position.shares;
deal.sell_price = tickData.price;
//if (deal.sell_shares > stock.position.shares_available) return;
deal.eType = Deal.ESell;
}
else if (tickData.price < stock.position.getCostPrice() * BuyPriceRate)
{
//if (times == 10) { return; }
deal.buy_price = tickData.price;
deal.buy_shares = deal.getBuyShares(StartMoney);
if (deal.buy_shares == 0)
{
return;
}
if (!deal.canAfford())
{
return;
}
deal.eType = Deal.EBuy;
}
}
}
public void CalcDeal_HighFrequency(Stock stock, TickData tickData, Deal deal)
{
TrendData trend = stock.trend_day;
StrategyData strategyData = trend.mStrategyData;
//sell
if (stock.position.shares_available > 0)
{
if (openPrice == 0)
{
openPrice = tickData.price;
}
if (tickData.price > highPrice)
{
highPrice = tickData.price;
}
double costPrice = stock.position.getCostPrice();
double diff = highPrice - costPrice;
if (diff >= 0.03)
{
double sPrice = openPrice + Math.Floor(diff / 1.6 * 100) / 100;
if (tickData.price < sPrice)
{
deal.sell_shares = stock.position.shares_available;
deal.sell_price = tickData.price;
deal.eType = Deal.ESell;
}
}
//final wall
/*
* DateTime endDt = new DateTime(tickData.dt.Year, tickData.dt.Month, tickData.dt.Day, 14, 50, 0);
* if (tickData.dt.Ticks > endDt.Ticks)
* {
* deal.sell_shares = stock.position.shares_available;
* deal.sell_price = tickData.price;
* deal.eType = Deal.ESell;
* }
*/
}
//buy
if (stock.position.shares == 0)
{
if (tickData.price <= strategyData.ma5.low)
{
deal.buy_price = tickData.price;
deal.buy_shares = deal.getBuyShares(StartMoney * 10);
if (deal.buy_shares == 0)
{
return;
}
if (!deal.canAfford())
{
return;
}
deal.eType = Deal.EBuy;
}
}
}
