Dictionary <String, String> selectForGreen(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
var zf = dsh.Ref(Info.ZF);
if (zf > 0.095 || zf < -0.095)
{
return(null);
}
if (dsh.IsLikeSTStop())
{
return(null);
}
if (dsh.Ref(Info.HF) > 0)
{
return(null);
}
if (dsh.IsRed())
{
return(null);
}
if (dsh.DownShadow() < -0.03)
{
return(null);
}
return(EmptyRateItemButSel);
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
float zf = dsh.Ref(Info.ZF);
bool bIsTwoDownMode = false;
Dictionary <String, String> ret;
if (zf < -0.04 && zf > -0.095)
{
ret = selectFor(dsh, selectMode, ref sigInfo, 1, out bIsTwoDownMode);
if (bIsTwoDownMode)
{
var retDict = new Dictionary <String, String>();
retDict[String.Format("TwoDownMode/1")] = "";
return(retDict);
}
}
ret = selectFor(dsh, selectMode, ref sigInfo, 0, out bIsTwoDownMode);
if (ret == null)
{
return(null);
}
var szZF = dsh.SZRef(Info.ZF);
if (szZF > 0 && szZF < 0.011 && dsh.SZAcc(Info.ZF, 7, 1) > 0.03)
{
return(null);
}
if (!selectBySZ(dsh))
{
return(null);
}
ret[String.Format("TwoDownMode/0")] = "";
return(ret);
}
public void regress(RegressResult regressRe)
{
DataStoreHelper dsh = new DataStoreHelper();
SelectManager selManager = new SelectManager();
List <int> dateList = Utils.TraverTimeDay(regressRe.dateRangeList_);
dateList.Reverse();
App.host_.uiStartProcessBar();
int nFinishCount = 0;
int nTotalCount = dateList.Count;
SelectHint hint = new SelectHint();
foreach (Stock sk in App.ds_.stockList_)
{
hint.nextWantedIndexHintDict_[sk] = -1;
}
foreach (int date in dateList)
{
SelectResult re = selManager.select(dsh, SelectMode.SM_Regress, date, regressRe.strategyList_, hint);
regressRe.selItems_.AddRange(re.selItems_);
App.host_.uiSetProcessBar(String.Format("{0}:正在回归{1}-{2}，选择阶段：完成{3}的选择，当前选中记录数：{4}",
regressRe.solutionName_,
dateList.Last(), dateList.First(), date, regressRe.selItems_.Count),
nFinishCount * 100 / nTotalCount);
++nFinishCount;
}
regressRe.selItems_.Sort(delegate(SelectItem lhs, SelectItem rhs)
{
var lhsBonus = lhs.getColumnVal("nsl");
var rhsBonus = rhs.getColumnVal("nsl");
if (lhsBonus == "")
{
return(1);
}
if (rhsBonus == "")
{
return(-1);
}
float lhsBonusValue = Utils.GetBonusValue(lhsBonus);
float rhsBonusValue = Utils.GetBonusValue(rhsBonus);
return(lhsBonusValue.CompareTo(rhsBonusValue));
});
foreach (var item in regressRe.selItems_)
{
item.allSelectItems_ = regressRe.selItems_;
}
App.host_.uiFinishProcessBar();
if (regressRe.runMode_ == RunMode.RM_Asset)
{
regressRe.buyItems_ = App.grp_.desideToBuy(regressRe);
}
else
{
regressRe.buyItems_ = App.grp_.buyMostBonusPerDay(regressRe);
}
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
if (null == selectForRed(dsh.newDsh(1), selectMode, ref sigInfo))
{
return(null);
}
if (null == selectForGreen(dsh, selectMode, ref sigInfo))
{
return(null);
}
return(EmptyRateItemButSel);
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
IStrategy_LF_M stra = (IStrategy_LF_M)this;
if (dsh.stock_.code_ != "300780")
{
return(null);
}
if (dsh.Ref(Info.ZF) > 0.095)
{
return(null);
}
return(EmptyRateItemButSel);
}
public bool meetBuyChance(DataStoreHelper dsh, SelectMode selectMode)
{
IStrategy_LF stra = (IStrategy_LF)this;
float buyLimit = stra.buyLimit();
switch (selectMode)
{
case SelectMode.SM_Regress:
return(dsh.Ref(Info.LF) < buyLimit);
case SelectMode.SM_SelectOpen:
return(true);
default:
return(dsh.Ref(Info.ZF) < buyLimit + 0.005f);
}
}
public bool selectBySZ(DataStoreHelper dsh)
{
{
var szzf = dsh.SZRef(Info.ZF);
if (dsh.SZRef(Info.ZF, dsh.SZLL(Info.ZF, 3)) < -0.03 &&
szzf < 0.005 && szzf > -0.005 &&
dsh.SZUpShadow() > 0.005 && dsh.SZDownShadow() < -0.005)
{
return(false);
}
}
float minSZZF = float.MaxValue;
float maxSZZF = float.MinValue;
int iSigIndex = -1;
for (int i = 1; i <= 3; ++i)
{
var szzf = dsh.SZRef(Info.ZF, i);
if (minSZZF > szzf)
{
minSZZF = szzf;
if (minSZZF < -0.02)
{
iSigIndex = i;
break;
}
}
maxSZZF = Math.Max(maxSZZF, szzf);
}
if (iSigIndex != -1 && maxSZZF < 0.01)
{
var acc = dsh.SZAcc(Info.ZF, 3, iSigIndex + 1);
if (acc > 0.02)
{
return(false);
}
}
if (dsh.SZAcc(Info.ZF, 6, 1) < -0.06 && dsh.SZRedCount(6, 1) < 3)
{
return(false);
}
return(true);
}
Dictionary <String, String> selectForHStrugle(DataStoreHelper dsh, float topMostC, float maxUpZF)
{
if (dsh.MaxCO(1) > dsh.MaxCO())
{
bool bHasGreen = false;
for (int i = 1; i <= 2; i++)
{
if (dsh.Ref(Info.C, i) < dsh.Ref(Info.O, i))
{
bHasGreen = true;
break;
}
}
if (!bHasGreen)
{
return(null);
}
}
for (int i = 1; i <= 2; i++)
{
if (!dsh.IsReal(i))
{
return(null);
}
}
float upLimitRate = maxUpZF > 0.01f ? 0 : 0.01f;
// if (dsh.Ref(Info.ZF) < 0.005)
// {
// upLimitRate = 0.03f;
// }
var upRate = (dsh.Ref(Info.H) - topMostC) / topMostC;
if ((dsh.Ref(Info.H, 1) - topMostC) / topMostC < 0 &&
upRate > upLimitRate /* && dsh.UpShadow() > 0.02*/ &&
dsh.MaxCO() < topMostC && dsh.Ref(Info.ZF) > 0.005)
{
return(EmptyRateItemButSel);
}
return(null);
}
public SelectResult selectNow()
{
DataStoreHelper dsh = new DataStoreHelper();
// List<IStrategy> strategyList = new List<IStrategy>();
// strategyList.Add(App.grp_.strategy("LStopUp"));
List <IStrategy> strategyList;
SelectMode selectMode = SelectMode.SM_SelectInDay;
DateTime curTime = DateTime.Now;
if (Utils.IsOpenTime(curTime.Hour, curTime.Minute))
{
strategyList = App.Solution("lf_good").straList_;
selectMode = SelectMode.SM_SelectOpen;
}
else if (Utils.IsCloseTime(curTime.Hour, curTime.Minute))
{
strategyList = App.Solution("close_good").straList_;
selectMode = SelectMode.SM_SelectClose;
}
else if (Utils.IsTradeTime(curTime.Hour, curTime.Minute))
{
strategyList = App.Solution("lf_good").straList_;
selectMode = SelectMode.SM_SelectInDay;
}
else
{
strategyList = App.Solution("close_good").straList_;
selectMode = SelectMode.SM_SelectClose;
}
if (strategyList.Count == 0)
{
throw new Exception("No strategy provide!");
}
SelectResult re = select(dsh, selectMode, Utils.NowDate(), strategyList);
foreach (var item in re.selItems_)
{
item.allSelectItems_ = re.selItems_;
}
var buyItem = App.grp_.makeDeside(re.selItems_, Utils.NowDate(), RankBuyDesider.buyer_, true);
if (buyItem != null)
{
buyItem.iamBuyItem_ = true;
}
re.selItems_.Sort(delegate(SelectItem lhs, SelectItem rhs)
{
if (lhs.iamBuyItem_)
{
return(-1);
}
if (rhs.iamBuyItem_)
{
return(1);
}
return(Utils.ToType <int>(lhs.getColumnVal("prirank")).CompareTo(Utils.ToType <int>(rhs.getColumnVal("prirank"))));
});
return(re);
}
public SelectResult select(DataStoreHelper dsh, SelectMode selectMode, int date, List <IStrategy> strategyList, SelectHint hint = null)
{
bool bShowProgress = date == Utils.NowDate();
if (bShowProgress)
{
App.host_.uiStartProcessBar();
}
SelectResult re = new SelectResult();
dsh.iSZIndex_ = App.ds_.index(App.ds_.szListData_, date);
for (int isk = 0; isk < App.ds_.stockList_.Count; ++isk)
{
Stock sk = App.ds_.stockList_[isk];
if (bShowProgress)
{
App.host_.uiSetProcessBar(String.Format("正在检测是否选择{0}", sk.code_), isk * 100 / App.ds_.stockList_.Count);
}
int iDateIndexHint = -1;
if (hint != null)
{
iDateIndexHint = hint.nextWantedIndexHintDict_[sk];
}
dsh.setStock(sk);
for (int i = 0; i < strategyList.Count; ++i)
{
IStrategy stra = strategyList[i];
Dictionary <String, String> rateItemDict = null;
String sigInfo = "";
try {
int iIndex = App.ds_.index(sk, date, iDateIndexHint);
if (iIndex == -1)
{
continue;
}
if (hint != null)
{
hint.nextWantedIndexHintDict_[sk] = iIndex + 1;
}
dsh.iIndex_ = iIndex;
if (dsh.dataList_[iIndex] == Data.NowInvalidData)
{
continue;
}
FocusOn fon = stra.focusOn();
int beforDateCount = sk.dataList_.Count - iIndex;
bool isNewStock = beforDateCount < Setting.MyNewStockLimit;
switch (fon)
{
case FocusOn.FO_Old:
if (isNewStock)
{
continue;
}
break;
case FocusOn.FO_All:
break;
case FocusOn.FO_New:
if (!isNewStock)
{
continue;
}
break;
default:
throw new ArgumentException("Unknown focusOn");
}
if (!isNewStock && dsh.MA(Info.A, 5, 1) < 20000)
{
continue;
}
rateItemDict = stra.select(dsh, selectMode, ref sigInfo);
if (rateItemDict == null)
{
continue;
}
} catch (DataException /*ex*/) {
continue;
}
SelectItem selItem = new SelectItem();
selItem.code_ = sk.code_;
selItem.date_ = date;
selItem.sigInfo_ = sigInfo;
selItem.strategyName_ = stra.name();
selItem.rateItemDict_ = rateItemDict;
re.selItems_.Add(selItem);
}
}
Dictionary <String, int> strategySelCountDict = new Dictionary <String, int>();
foreach (var item in re.selItems_)
{
if (strategySelCountDict.ContainsKey(item.strategyName_))
{
++strategySelCountDict[item.strategyName_];
}
else
{
strategySelCountDict.Add(item.strategyName_, 1);
}
}
foreach (var item in re.selItems_)
{
item.sameDayStrategySelCount_ = strategySelCountDict[item.strategyName_];
item.sameDaySelCount_ = re.selItems_.Count;
}
if (bShowProgress)
{
App.host_.uiFinishProcessBar();
}
return(re);
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
IStrategy stra = (IStrategy)this;
var zf = dsh.Ref(Info.ZF);
if (zf > 0.095 || zf < -0.095)
{
return(null);
}
if (dsh.birthCount() > 50)
{
return(null);
}
int iOpenUpStopIndex = -1;
int nDayCount = 0;
for (int i = dsh.dataList_.Count - 2; i > 0; --i)
{
if (dsh.ds_.Ref(Info.ZF, dsh.dataList_, i) < 0.095)
{
iOpenUpStopIndex = i - dsh.iIndex_;
break;
}
++nDayCount;
}
if (nDayCount < 3)
{
return(null);
}
if (iOpenUpStopIndex == -1)
{
return(null);
}
int iTopMostIndex = -1;
iTopMostIndex = iOpenUpStopIndex + 1;
float topMostSimpleC = Math.Max(dsh.Ref(Info.O, iTopMostIndex), dsh.Ref(Info.C, iTopMostIndex));
int iSerarchBeginIndex = -1;
for (int i = iOpenUpStopIndex; i > 0; --i)
{
float curTop = Math.Max(dsh.Ref(Info.O, i), dsh.Ref(Info.C, i));
if (curTop > topMostSimpleC)
{
topMostSimpleC = curTop;
iTopMostIndex = i;
}
if (
(dsh.Ref(Info.C, i) < dsh.Ref(Info.O, i)) &&
dsh.MaxCO(i) > dsh.MaxCO(i - 1))
{
iSerarchBeginIndex = i;
break;
}
}
if (iTopMostIndex == -1 || iSerarchBeginIndex == -1)
{
return(null);
}
for (int i = 3; i >= 1; --i)
{
bool bContinue = true;
if (dsh.Ref(Info.ZF, iTopMostIndex - i) > 0.095)
{
for (int j = iTopMostIndex - i; j > 0; --j)
{
if (dsh.Ref(Info.ZF, j) < 0)
{
bContinue = false;
break;
}
float curTop = Math.Max(dsh.Ref(Info.O, j), dsh.Ref(Info.C, j));
if (curTop > topMostSimpleC)
{
topMostSimpleC = curTop;
iTopMostIndex = iTopMostIndex - i;
}
}
}
if (!bContinue)
{
break;
}
}
int iSearchIndex2 = iSerarchBeginIndex;
float topMostC = topMostSimpleC;
sigInfo = dsh.Date(iTopMostIndex).ToString();
int iStruggleUpIndex = -1;
float maxUpZF = float.MinValue;
for (int i = iSearchIndex2; i >= 0; --i)
{
if (iStruggleUpIndex == -1)
{
if (dsh.Ref(Info.C, i + 2) < topMostC && (dsh.Ref(Info.C, i + 1) - topMostC) / topMostC > 0)
{
iStruggleUpIndex = i;
}
}
float curZF = (dsh.Ref(Info.C, i) - topMostC) / topMostC;
maxUpZF = Math.Max(curZF, maxUpZF);
}
if (iStruggleUpIndex == -1)
{
return(null);
}
return(selectForHStrugle(dsh, topMostC, maxUpZF));
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
var zf = dsh.Ref(Info.ZF);
if (zf > 0.095 || zf < -0.095)
{
return(null);
}
if (zf < 0.01)
{
return(null);
}
if (dsh.IsLikeSTStop())
{
return(null);
}
if (dsh.DownShadow() < -0.04)
{
return(null);
}
if ((dsh.Ref(Info.C, 1) - dsh.Ref(Info.L, 3)) / dsh.Ref(Info.C, 1) > 0)
{
return(null);
}
if (dsh.Ref(Info.HL, 1) > dsh.Ref(Info.HL, 2) * 2)
{
return(null);
}
if (dsh.Ref(Info.HL, 2) > dsh.Ref(Info.HL, 1) * 2)
{
return(null);
}
if (dsh.Ref(Info.C) < dsh.Ref(Info.O, 1))
{
return(null);
}
if ((dsh.Ref(Info.C, 1) - dsh.Ref(Info.O, 5)) / dsh.Ref(Info.C, 1) > 0.01)
{
return(null);
}
if (dsh.Ref(Info.L) < dsh.Ref(Info.L, 1) && dsh.Ref(Info.H) > dsh.Ref(Info.H, 1))
{
return(null);
}
if (dsh.AccZF(2, 1) < -0.1)
{
return(null);
}
if (dsh.AccZF(3) > 0.02)
{
return(null);
}
if (dsh.AccZF(2) < -0.04)
{
return(null);
}
var accZF6 = dsh.AccZF(6);
if (accZF6 > 0.08)
{
return(null);
}
int nDownCount = 2;
if (dsh.EveryDown(1) != nDownCount)
{
return(null);
}
if (dsh.Ref(Info.ZF, nDownCount + 1) < 0.01)
{
return(null);
}
if (dsh.Ref(Info.ZF, dsh.HH(Info.ZF, 6)) < 0.03)
{
return(null);
}
if (dsh.Ref(Info.ZF, nDownCount + 2) > -0.01)
{
return(null);
}
if (dsh.Ref(Info.ZF, nDownCount + 3) < 0.01)
{
return(null);
}
var upV = dsh.Acc(Info.V, 6, 0, 1);
var downV = dsh.Acc(Info.V, 6, 0, -1);
if (upV > downV * 1.5)
{
return(null);
}
for (int i = 0; i <= 5; ++i)
{
var curOF = dsh.Ref(Info.OF, i);
var curZF = dsh.Ref(Info.ZF, i);
if (!dsh.IsReal(i))
{
return(null);
}
if (curZF > 0.095 || curZF < -0.095)
{
return(null);
}
if (curOF > 0.02 && curZF < 0)
{
return(null);
}
if (curOF < -0.02 && curZF < 0)
{
return(null);
}
if (dsh.Ref(Info.CO, i) / dsh.Ref(Info.C, i + 1) < 0.006)
{
return(null);
}
}
var szZF = dsh.SZRef(Info.ZF);
if (szZF > 0 && szZF < 0.011 && dsh.SZAcc(Info.ZF, 7, 1) > 0.03)
{
return(null);
}
if (!selectBySZ(dsh))
{
return(null);
}
return(EmptyRateItemButSel);
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
IStrategy_LF stra = (IStrategy_LF)this;
if (!meetBuyChance(dsh, selectMode))
{
return(null);
}
if (dsh.Ref(Info.OF) > 0.04 || dsh.Ref(Info.OF) < -0.015 || dsh.Ref(Info.ZF, 1) < -0.02 || dsh.Ref(Info.OF, 1) < -0.03)
{
return(null);
}
if (dsh.Ref(Info.CO, 1) / dsh.Ref(Info.C, 1) < 0.01)
{
return(null);
}
int iSigDateIndex = -1;
int nUpCount = 0;
int nUStopCount = 0;
int nDStopCount = 0;
bool bMeetTradeSigAllready = false;
bool bMeetRealUp = false;
float sigDateVol = 0;
float otherMaxVol = 0;
bool bHasUpShadowTooHight = false;
bool bHasDownShadowTooLow = false;
float otherMaxZF = 0;
float otherMaxC = 0;
float otherMaxH = 0;
float sumOfSigDateZF = 0;
for (int i = 1; i < 8; ++i)
{
var curOf = dsh.Ref(Info.OF, i);
var curHf = dsh.Ref(Info.HF, i);
var curZf = dsh.Ref(Info.ZF, i);
var curPreZf = dsh.Ref(Info.ZF, i + 1);
var vol = dsh.Ref(Info.V, i);
if (curOf < 0.03 && curZf > 0.03 && curZf < 0.095 &&
dsh.Ref(Info.OF, i + 1) < 0.03 && dsh.Ref(Info.ZF, i + 1) > 0.03)
{
for (int j = i + 2; j < i + 5; j++)
{
if (dsh.Ref(Info.ZF, j) < 0)
{
break;
}
if (dsh.Ref(Info.ZF, j) > 0.05)
{
return(null);
}
}
bool bHasDown = false;
for (int j = i + 2; j < i + 7; j++)
{
if (dsh.Ref(Info.ZF, j) < 0)
{
bHasDown = true;
break;
}
}
if (dsh.AccZF(8, i + 2) < -0.15)
{
return(null);
}
float preVol = dsh.Ref(Info.V, i + 1);
float chkVol = Math.Max(vol, preVol);
for (int j = i + 2; j < i + 6; ++j)
{
if (dsh.Ref(Info.V, j) > chkVol * 2)
{
return(null);
}
}
if (!bHasDown)
{
return(null);
}
sumOfSigDateZF = curZf + dsh.Ref(Info.ZF, i + 1);
if (sumOfSigDateZF > 0.1)
{
iSigDateIndex = i;
sigDateVol = Math.Max(dsh.Ref(Info.V, i + 1), vol);
break;
}
}
otherMaxVol = Math.Max(vol, otherMaxVol);
if (curZf > 0 && dsh.IsReal(i))
{
nUpCount++;
}
if (curZf > 0.095)
{
nUStopCount++;
}
else if (curZf < -0.095)
{
nDStopCount++;
}
if (curZf < -0.03)
{
bMeetTradeSigAllready = true;
}
else if (curZf > 0.012)
{
bMeetRealUp = true;
}
if (dsh.UpShadow(i) > 0.03)
{
bHasUpShadowTooHight = true;
}
if (dsh.DownShadow(i) < -0.03)
{
bHasDownShadowTooLow = true;
}
otherMaxZF = Math.Max(otherMaxZF, curZf);
otherMaxC = Math.Max(dsh.Ref(Info.C, i), otherMaxC);
otherMaxH = Math.Max(dsh.Ref(Info.H, i), otherMaxH);
}
if (iSigDateIndex == -1)
{
return(null);
}
sigInfo = dsh.Date(iSigDateIndex).ToString();
int iMaxCOIndex = dsh.HH(Info.CO, 30, 1);
if (dsh.Ref(Info.ZF, iMaxCOIndex) < 0)
{
return(null);
}
if (nUpCount < 2)
{
return(null);
}
if (dsh.Ref(Info.C, 1) * (1 + stra.buyLimit() - 0.01) < dsh.Ref(Info.L, iSigDateIndex))
{
return(null);
}
if (/*nUStopCount > 0 ||*//* nDStopCount > 0 || */ bMeetTradeSigAllready || !bMeetRealUp)
{
return(null);
}
if (sigDateVol > otherMaxVol * 2)
{
return(null);
}
float maxUpF = (otherMaxC - dsh.Ref(Info.C, iSigDateIndex)) / dsh.Ref(Info.C, iSigDateIndex);
if (maxUpF < 0.015 /* || maxUpF > 0.04*/)
{
return(null);
}
if (sigDateVol < otherMaxVol * 1.2)
{
return(null);
}
if (bHasUpShadowTooHight || bHasDownShadowTooLow)
{
return(null);
}
if (
dsh.Ref(Info.ZF, 2) < 0.005 &&
dsh.Ref(Info.ZF, 3) < 0.005)
{
return(null);
}
if (Math.Min(dsh.Ref(Info.ZF, iSigDateIndex), dsh.Ref(Info.ZF, iSigDateIndex + 1)) + dsh.Ref(Info.ZF, iSigDateIndex + 2) < -0.01)
{
return(null);
}
if (dsh.Ref(Info.C, iSigDateIndex) < dsh.Ref(Info.O, iSigDateIndex))
{
return(null);
}
if (dsh.Ref(Info.C, iSigDateIndex + 1) < dsh.Ref(Info.O, iSigDateIndex + 1))
{
return(null);
}
return(EmptyRateItemButSel);
// var delta = (dsh.Ref(Info.C) - dsh.Ref(Info.O, 1)) / dsh.Ref(Info.C, 1);
// if (delta > -0.01)
// {
// return null;
// }
// var ret = new Dictionary<String, String>();
// ret[String.Format("sumSig/{0}", sumOfSigDateZF>0.12 ? "1": "0")] = "";
// ret[String.Format("delta/{0}", delta < -0.02 ? "1" : "0")] = "";
// ret[String.Format("maxUp/{0}", maxUpF > 0.02 ? "1" : "0")] = "";
// ret[String.Format("diffzf/{0}", otherMaxZF + zf > -0.02 ? "1" : "0")] = "";
// return ret;
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
var zf = dsh.Ref(Info.ZF);
if (zf > 0.095 || zf < -0.095)
{
return(null);
}
if (zf > 0.03 || zf < 0.02)
{
return(null);
}
if (!dsh.IsReal())
{
return(null);
}
if (dsh.UpShadow() > 0.04)
{
return(null);
}
var of = dsh.Ref(Info.OF);
if (of > 0.02 || of < -0.04)
{
return(null);
}
if ((dsh.Ref(Info.H) - dsh.Ref(Info.H, 1)) / dsh.Ref(Info.C, 1) < -0.03)
{
return(null);
}
int nOccurCount = 0;
bool bSearchDown = true;
int iMaxSearchIndex = 1;
float maxDownVol = float.MinValue;
float maxUpVol = float.MinValue;
for (int i = 1; i < 100; ++i)
{
var curZF = dsh.Ref(Info.ZF, i);
var curOf = dsh.Ref(Info.OF, i);
if (curOf > 0.04 && curZF < 0)
{
return(null);
}
if (curOf < -0.02 && curZF < 0)
{
return(null);
}
if (curZF < -0.095)
{
break;
}
if (!dsh.IsReal(i))
{
return(null);
}
if (bSearchDown && curZF > 0)
{
break;
}
if (!bSearchDown && curZF < 0)
{
break;
}
if (dsh.Ref(Info.CO, i) / dsh.Ref(Info.C, 1) < 0.01)
{
break;
}
if (dsh.IsReal(i) && curZF < -0.01 &&
dsh.IsReal(i + 1) && dsh.Ref(Info.ZF, i + 1) > 0.01 &&
dsh.IsReal(i + 2) && dsh.Ref(Info.ZF, i + 2) < -0.01)
{
++nOccurCount;
iMaxSearchIndex = i;
}
bSearchDown = !bSearchDown;
if (curZF > 0)
{
maxUpVol = Math.Max(maxUpVol, dsh.Ref(Info.V, i));
}
else
{
maxDownVol = Math.Max(maxDownVol, dsh.Ref(Info.V, i));
}
}
if (nOccurCount != 2)
{
return(null);
}
if (dsh.Ref(Info.V) > Math.Max(maxDownVol, maxUpVol) * 1.5)
{
return(null);
}
if (maxUpVol > maxDownVol * 2)
{
return(null);
}
var szZF = dsh.SZRef(Info.ZF);
if (szZF > 0 && szZF < 0.011 && dsh.SZAcc(Info.ZF, 7, 1) > 0.03)
{
return(null);
}
if (!selectBySZ(dsh))
{
return(null);
}
return(EmptyRateItemButSel);
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
return(selectFor(dsh, selectMode, ref sigInfo));
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
var zf = dsh.Ref(Info.ZF);
if (zf > 0 || zf < -0.06)
{
return(null);
}
if (!dsh.IsReal())
{
return(null);
}
if (dsh.Ref(Info.OF, 1) < -0.03)
{
return(null);
}
int iSigDateIndex = -1;
int nUpCount = 0;
int nUStopCount = 0;
int nDStopCount = 0;
bool bMeetTradeSigAllready = false;
bool bMeetRealUp = false;
float sigDateVol = 0;
float otherMaxVol = 0;
bool bHasUpShadowTooHight = false;
bool bHasDownShadowTooLow = false;
float otherMaxZF = 0;
float otherMaxC = 0;
float otherMaxH = 0;
float sumOfSigDateZF = 0;
float totalUp = 0;
float totalDown = 0;
for (int i = 1; i < 8; ++i)
{
var curOf = dsh.Ref(Info.OF, i);
var curHf = dsh.Ref(Info.HF, i);
var curZf = dsh.Ref(Info.ZF, i);
var curPreZf = dsh.Ref(Info.ZF, i + 1);
var vol = dsh.Ref(Info.V, i);
if (curOf < 0.03 && curZf > 0.03 && curZf < 0.095 &&
dsh.Ref(Info.OF, i + 1) < 0.03 && dsh.Ref(Info.ZF, i + 1) > 0.03)
{
for (int j = i + 2; j < i + 5; j++)
{
if (dsh.Ref(Info.ZF, j) < 0)
{
break;
}
if (dsh.Ref(Info.ZF, j) > 0.05)
{
return(null);
}
}
if (dsh.AccZF(8, i + 2) < -0.15)
{
return(null);
}
float preVol = dsh.Ref(Info.V, i + 1);
float chkVol = Math.Max(vol, preVol);
for (int j = i + 2; j < i + 6; ++j)
{
if (dsh.Ref(Info.V, j) > chkVol * 2)
{
return(null);
}
}
sumOfSigDateZF = curZf + dsh.Ref(Info.ZF, i + 1);
if (sumOfSigDateZF > 0.1)
{
iSigDateIndex = i;
sigDateVol = Math.Max(dsh.Ref(Info.V, i + 1), vol);
break;
}
}
otherMaxVol = Math.Max(vol, otherMaxVol);
if (curZf > 0 && dsh.IsReal(i))
{
nUpCount++;
}
if (curZf > 0.095)
{
nUStopCount++;
}
else if (curZf < -0.095)
{
nDStopCount++;
}
if (curZf < -0.03)
{
bMeetTradeSigAllready = true;
}
else if (curZf > 0.012)
{
bMeetRealUp = true;
}
if (curZf > 0)
{
totalUp += curZf;
}
else
{
totalDown += curZf;
}
if (dsh.UpShadow(i) > 0.03)
{
bHasUpShadowTooHight = true;
}
if (dsh.DownShadow(i) < -0.03)
{
bHasDownShadowTooLow = true;
}
otherMaxZF = Math.Max(otherMaxZF, curZf);
otherMaxC = Math.Max(dsh.Ref(Info.C, i), otherMaxC);
otherMaxH = Math.Max(dsh.Ref(Info.H, i), otherMaxH);
}
if (iSigDateIndex == -1)
{
return(null);
}
// sigInfo = dsh.Date(iSigDateIndex).ToString();
if (dsh.Ref(Info.C) < dsh.Ref(Info.L, iSigDateIndex))
{
return(null);
}
if (dsh.Ref(Info.ZF) + Math.Min(dsh.Ref(Info.ZF, iSigDateIndex), dsh.Ref(Info.ZF, iSigDateIndex + 1)) < -0.01)
{
return(null);
}
if (totalDown + totalUp < -0.01)
{
return(null);
}
if (nUpCount < 2)
{
return(null);
}
if (/*nUStopCount > 0 ||*//* nDStopCount > 0 || */ bMeetTradeSigAllready || !bMeetRealUp)
{
return(null);
}
float maxUpF = (otherMaxC - dsh.Ref(Info.C, iSigDateIndex)) / dsh.Ref(Info.C, iSigDateIndex);
if (maxUpF < 0.015 /* || maxUpF > 0.04*/)
{
return(null);
}
if (sigDateVol < otherMaxVol * 1.2)
{
return(null);
}
if (sigDateVol > otherMaxVol * 2)
{
return(null);
}
if (otherMaxZF + zf > 0)
{
return(null);
}
sigInfo = (otherMaxZF + zf).ToString("F4");
if (dsh.Ref(Info.LF) < -0.06)
{
return(null);
}
if (bHasUpShadowTooHight || bHasDownShadowTooLow)
{
return(null);
}
// if (dsh.Ref(Info.OF) < -0.02)
// {
// return null;
// }
if (
dsh.Ref(Info.ZF, 2) < 0.005 &&
dsh.Ref(Info.ZF, 3) < 0.005)
{
return(null);
}
// if (dsh.Ref(Info.ZF, iSigDateIndex-1) < 0 &&
// dsh.Ref(Info.ZF, iSigDateIndex - 2) < 0)
// {
// return null;
// }
if (dsh.Ref(Info.C, iSigDateIndex) < dsh.Ref(Info.O, iSigDateIndex))
{
return(null);
}
if (dsh.Ref(Info.C, iSigDateIndex + 1) < dsh.Ref(Info.O, iSigDateIndex + 1))
{
return(null);
}
var delta = (dsh.Ref(Info.C) - dsh.Ref(Info.O, 1)) / dsh.Ref(Info.C, 1);
if (delta > -0.01)
{
return(null);
}
var szZF = dsh.SZRef(Info.ZF);
if (szZF > 0 && szZF < 0.011 && dsh.SZAcc(Info.ZF, 7, 1) > 0.03)
{
return(null);
}
if (!selectBySZ(dsh))
{
return(null);
}
var ret = new Dictionary <String, String>();
ret[String.Format("delta/{0}", delta < -0.02 ? "1" : "0")] = "";
ret[String.Format("maxUp/{0}", maxUpF > 0.02 ? "1" : "0")] = "";
ret[String.Format("maxZF/{0}", otherMaxZF + zf > -0.01 ? "1" : "0")] = "";
ret[String.Format("prezf/{0}", dsh.Ref(Info.ZF, 1) > 0 ? "1" : "0")] = "";
return(ret);
}
Dictionary <String, String> selectFor(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo, int iIndex, out bool isTwoDownMode)
{
isTwoDownMode = false;
var zf = dsh.Ref(Info.ZF, iIndex);
if (zf > -0.05 || zf < -0.095)
{
return(null);
}
if (!dsh.IsRealDown())
{
return(null);
}
if (zf < -0.09 && dsh.Ref(Info.ZF, iIndex + 1) < -0.08)
{
return(null);
}
int iSigDateIndex = -1;
int nUStopCount = 0;
int nDStopCount = 0;
float sigDateVol = 0;
float sigZF = 0;
int nMeetMinus5PercentCount = 0;
int iFirstMinus5PercentIndex = -1;
int iTwoMinus5PercentIndex = -1;
int nPlus5PercentCount = 0;
bool bDanger = false;
for (int i = iIndex + 1; i < SearchDayCount; ++i)
{
var curOf = dsh.Ref(Info.OF, i);
var curHf = dsh.Ref(Info.HF, i);
var curZf = dsh.Ref(Info.ZF, i);
var curLf = dsh.Ref(Info.LF, i);
var curPreZf = dsh.Ref(Info.ZF, i + 1);
var vol = dsh.Ref(Info.V, i);
if (dsh.IsUpStopEveryDay(EveryUpCount, i))
{
iSigDateIndex = i;
sigDateVol = vol;
sigZF = curZf;
break;
}
if (curHf > 0.095 && curZf < 0)
{
bDanger = true;
}
}
for (int i = iSigDateIndex + EveryUpCount; i < iSigDateIndex + EveryUpCount + SearchDayCount; i++)
{
if (dsh.IsUpStopEveryDay(EveryUpCount, i))
{
return(null);
}
}
for (int i = iSigDateIndex - 1; i > iIndex; --i)
{
var curOf = dsh.Ref(Info.OF, i);
var curHf = dsh.Ref(Info.HF, i);
var curZf = dsh.Ref(Info.ZF, i);
var curLf = dsh.Ref(Info.LF, i);
var curPreZf = dsh.Ref(Info.ZF, i + 1);
var vol = dsh.Ref(Info.V, i);
if (curZf > 0.095)
{
nUStopCount++;
}
else if (curZf < -0.095)
{
nDStopCount++;
}
if (curZf < -0.05)
{
if (iFirstMinus5PercentIndex == -1)
{
iFirstMinus5PercentIndex = i;
}
++nMeetMinus5PercentCount;
if (nMeetMinus5PercentCount == 2)
{
iTwoMinus5PercentIndex = i;
}
}
if (curZf > 0.06)
{
++nPlus5PercentCount;
}
}
if (iSigDateIndex == -1)
{
return(null);
}
int orgThreshold = 3;
int nThreshold = orgThreshold;
if (iTwoMinus5PercentIndex != -1)
{
bool bHasUp = false;
for (int i = iIndex + 1; i < iTwoMinus5PercentIndex; i++)
{
if (dsh.Ref(Info.ZF, i) > 0.01)
{
bHasUp = true;
break;
}
}
if (!bHasUp)
{
nThreshold++;
}
}
if (nThreshold == orgThreshold)
{
if (dsh.Ref(Info.ZF, 1 + iIndex) < 0 &&
dsh.Ref(Info.ZF, 2 + iIndex) < 0)
{
nThreshold++;
}
}
// if (nDStopCount > 1)
// {
// return null;
// }
nThreshold += nPlus5PercentCount;
nThreshold += nDStopCount;
if (dsh.UpShadow(1) > 0.04 && dsh.Ref(Info.ZF, 1) < 0 && dsh.Ref(Info.ZF) > -0.08)
{
++nThreshold;
}
// nThreshold += (int)Math.Ceiling(nPlus5PercentCount*0.5);
if (nMeetMinus5PercentCount < nThreshold - 1)
{
return(null);
}
if (nMeetMinus5PercentCount > nThreshold - 1)
{
if (dsh.Ref(Info.ZF, iIndex + 1) > 0)
{
return(null);
}
}
var preZF = dsh.Ref(Info.ZF, iIndex + 1);
if (preZF > 0.02)
{
isTwoDownMode = true;
return(null);
}
if (dsh.AccZF(3, iIndex + 1) > 0.02 && dsh.EveryUp(iIndex + 1) >= 3)
{
isTwoDownMode = true;
}
if (bDanger)
{
return(null);
}
// if (dsh.Ref(Info.C, iIndex) > dsh.Ref(Info.O, iIndex))
// {
// return null;
// }
var ret = new Dictionary <String, String>();
ret[String.Format("Threshold/{0}", nThreshold)] = "";
ret[String.Format("Meet/{0}", nMeetMinus5PercentCount == nThreshold - 1 ? "1" : "0")] = "";
return(ret);
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
var zf = dsh.Ref(Info.ZF);
if (zf > 0.095 || zf < -0.095)
{
return(null);
}
if (zf > 0.002 || zf < -0.002)
{
return(null);
}
// if (Math.Abs(dsh.Ref(Info.C) - dsh.Ref(Info.C, 1)) > 0.02*Setting.NormalizeRate)
// {
// return null;
// }
if (dsh.Ref(Info.HF) < 0.012)
{
return(null);
}
if (dsh.Ref(Info.ZF, 2) < 0.04 || dsh.Ref(Info.ZF, 2) > 0.095)
{
return(null);
}
if (dsh.Ref(Info.ZF, 1) < 0.01 || dsh.Ref(Info.ZF, 1) > 0.095)
{
return(null);
}
if (dsh.Ref(Info.ZF, 3) < -0.095)
{
return(null);
}
if (dsh.Ref(Info.V) > dsh.Ref(Info.V, 1) * 1.2 && dsh.Ref(Info.V) > dsh.Ref(Info.V, 2) * 1.2)
{
return(null);
}
if (dsh.Ref(Info.OF) < -0.002 || dsh.Ref(Info.OF) > 0.005)
{
return(null);
}
if (dsh.AccZF(8, 3) < -0.15)
{
return(null);
}
var accZF3 = dsh.AccZF(3, 3);
if (accZF3 > 0.02 && accZF3 < 0.05)
{
return(null);
}
if (accZF3 > 0.1)
{
return(null);
}
if (dsh.Ref(Info.OF, 1) > 0.03)
{
return(null);
}
if (dsh.Ref(Info.OF, 2) > 0.03)
{
return(null);
}
if (dsh.Ref(Info.HF, 1) > 0.095)
{
return(null);
}
int iMaxVolIndex = dsh.HH(Info.V, 20, 3);
if (dsh.Ref(Info.C, iMaxVolIndex) < dsh.Ref(Info.O, iMaxVolIndex))
{
return(null);
}
else
{
if (dsh.Ref(Info.HF, iMaxVolIndex - 1) <= 0 &&
dsh.Ref(Info.L, iMaxVolIndex - 1) <= dsh.Ref(Info.L, iMaxVolIndex))
{
return(null);
}
if (dsh.UpShadow(iMaxVolIndex) > 0.06)
{
return(null);
}
}
for (int i = 0; i < 8; ++i)
{
if (dsh.UpShadow(i) > 0.04)
{
return(null);
}
}
int iMaxCOIndex = dsh.HH(Info.CO, 30, 1);
if (dsh.Ref(Info.C, iMaxCOIndex) > dsh.Ref(Info.O, iMaxCOIndex))
{
return(null);
}
if (!selectBySZ(dsh))
{
return(null);
}
var ret = new Dictionary <String, String>();
ret[String.Format("of/{0}", dsh.Ref(Info.OF) > 0 ? "1" : "-1")] = "";
ret[String.Format("hf/{0}", dsh.Ref(Info.HF) > 0.02 ? "1" : "-1")] = "";
ret[String.Format("zf/{0}", Math.Abs(dsh.Ref(Info.ZF)) > 0.001 ? "1" : "-1")] = "";
return(ret);
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
var zf = dsh.Ref(Info.ZF);
if (zf > 0.095 || zf < -0.095)
{
return(null);
}
if (zf < 0.02 || zf > 0.03)
{
return(null);
}
if (dsh.IsLikeSTStop())
{
return(null);
}
if (dsh.Ref(Info.OF) < -0.015)
{
return(null);
}
if (dsh.EveryDown(1) >= 3)
{
return(null);
}
if (dsh.Ref(Info.ZF, 1) > -0.02 || dsh.Ref(Info.ZF, 1) < -0.05)
{
return(null);
}
if (dsh.UpShadow() > 0.04)
{
return(null);
}
if (dsh.Ref(Info.CO) / dsh.Ref(Info.C, 1) < 0.01)
{
return(null);
}
if (dsh.AccZF(8) > -0.1)
{
return(null);
}
if (dsh.AccZF(2) > 0)
{
return(null);
}
if (dsh.HH(Info.V, 8) == 0)
{
return(null);
}
if (dsh.DownShadow() < -0.04)
{
return(null);
}
if (dsh.Ref(Info.ZF, 2) < -0.01)
{
return(null);
}
if (!dsh.IsReal())
{
return(null);
}
for (int i = 1; i < 8; ++i)
{
var curZF = dsh.Ref(Info.ZF, i);
var curOF = dsh.Ref(Info.OF, i);
if (curZF < -0.095 || curZF > 0.095)
{
return(null);
}
if (curOF > 0.04 && dsh.IsGreen(i))
{
return(null);
}
if (dsh.IsUpStopEveryDay(3, i))
{
return(null);
}
}
if (!selectBySZ(dsh))
{
return(null);
}
return(EmptyRateItemButSel);
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
IStrategy_LF stra = (IStrategy_LF)this;
if (!meetBuyChance(dsh, selectMode))
{
return(null);
}
if (dsh.Ref(Info.OF) > 0.04 || dsh.Ref(Info.OF) < -0.015 || dsh.Ref(Info.ZF, 1) < -0.02 || dsh.Ref(Info.OF, 1) < -0.03)
{
return(null);
}
if (dsh.Ref(Info.CO, 1) / dsh.Ref(Info.C, 1) < 0.01)
{
return(null);
}
int iSigDateIndex = -1;
int nUpCount = 0;
int nDownCount = 0;
int nUStopCount = 0;
int nDStopCount = 0;
bool bMeetTradeSigAllready = false;
bool bMeetRealUp = false;
bool bHasUpShadowTooHight = false;
bool bHasDownShadowTooLow = false;
float otherMaxVol = float.MinValue;
float otherMaxC = float.MinValue;
float otherMaxH = float.MinValue;
float otherMaxZF = float.MinValue;
float sigDateVol = 0;
float sigZF = 0;
float minDownShadow = float.MaxValue;
float maxUpShadow = float.MinValue;
float otherMinZF = float.MaxValue;
float totalUp = 0;
float totalDown = 0;
for (int i = 1; i < 8; ++i)
{
var curOf = dsh.Ref(Info.OF, i);
var curHf = dsh.Ref(Info.HF, i);
var curZf = dsh.Ref(Info.ZF, i);
var curPreZf = dsh.Ref(Info.ZF, i + 1);
var vol = dsh.Ref(Info.V, i);
if (curZf > 0.095)
{
return(null);
}
if (curOf < 0.04 && curHf > 0.095 && curZf < 0.095 && curZf > 0)
{
iSigDateIndex = i;
sigDateVol = vol;
sigZF = curZf;
for (int j = i + 1; j < i + 5; ++j)
{
if (dsh.Ref(Info.V, j) > vol * 2)
{
return(null);
}
}
if (dsh.AccZF(8, i + 1) < -0.15)
{
return(null);
}
if (dsh.AccZF(3, i + 1) > 0.095)
{
return(null);
}
break;
}
if (curOf < -0.04)
{
return(null);
}
if (curZf > 0 && dsh.IsReal(i))
{
nUpCount++;
}
if (curZf < 0 && dsh.IsReal(i))
{
nDownCount++;
}
if (curZf > 0.095)
{
nUStopCount++;
}
else if (curZf < -0.095)
{
nDStopCount++;
}
if (curZf < -0.03)
{
bMeetTradeSigAllready = true;
}
else if (curZf > 0.012)
{
bMeetRealUp = true;
}
float upShadow = dsh.UpShadow(i);
float downShadow = dsh.DownShadow(i);
if (upShadow > maxUpShadow)
{
maxUpShadow = upShadow;
}
if (downShadow < minDownShadow)
{
minDownShadow = downShadow;
}
if (curZf > 0)
{
totalUp += curZf;
}
else
{
totalDown += curZf;
}
otherMaxVol = Math.Max(vol, otherMaxVol);
otherMaxC = Math.Max(dsh.Ref(Info.C, i), otherMaxC);
otherMaxH = Math.Max(dsh.Ref(Info.H, i), otherMaxH);
otherMaxZF = Math.Max(otherMaxZF, curZf);
otherMinZF = Math.Min(otherMinZF, curZf);
}
if (iSigDateIndex == -1)
{
return(null);
}
sigInfo = dsh.Date(iSigDateIndex).ToString();
if (dsh.Ref(Info.ZF, iSigDateIndex) + dsh.Ref(Info.ZF, iSigDateIndex + 1) < -0.01)
{
return(null);
}
if (sigDateVol > otherMaxVol * 2)
{
return(null);
}
if (otherMinZF > 0.03)
{
return(null);
}
if (totalDown + totalUp < -0.01)
{
return(null);
}
if (otherMaxH < dsh.Ref(Info.H, iSigDateIndex))
{
return(null);
}
if (dsh.Ref(Info.C, 1) * (1 + stra.buyLimit() - 0.01) < dsh.Ref(Info.L, iSigDateIndex))
{
return(null);
}
if (maxUpShadow > 0.03)
{
bHasUpShadowTooHight = true;
}
if (minDownShadow < -0.03)
{
bHasDownShadowTooLow = true;
}
if (nUpCount < 2)
{
return(null);
}
if (/*nUStopCount > 0 ||*//* nDStopCount > 0 || */ bMeetTradeSigAllready || !bMeetRealUp)
{
return(null);
}
float maxUpF = (otherMaxC - dsh.Ref(Info.C, iSigDateIndex)) / dsh.Ref(Info.C, iSigDateIndex);
if (maxUpF < 0.02 /* || maxUpF > 0.04*/)
{
return(null);
}
// if (sigDateVol < otherMaxVol * 1.2)
// {
// return null;
// }
// if (dsh.Ref(Info.LF) < -0.06)
// {
// return null;
// }
if (bHasUpShadowTooHight || bHasDownShadowTooLow)
{
return(null);
}
// if (dsh.Ref(Info.OF) < -0.02)
// {
// return null;
// }
if (
dsh.Ref(Info.ZF, 2) < 0.005 &&
dsh.Ref(Info.ZF, 3) < 0.005)
{
return(null);
}
if (dsh.Ref(Info.ZF, iSigDateIndex - 1) < 0 && dsh.IsReal(iSigDateIndex - 1) &&
dsh.Ref(Info.H, iSigDateIndex - 1) > dsh.Ref(Info.H, iSigDateIndex))
{
return(null);
}
// if (dsh.Ref(Info.ZF, iSigDateIndex-1) < 0 &&
// dsh.Ref(Info.ZF, iSigDateIndex - 2) < 0)
// {
// return null;
// }
if (dsh.Ref(Info.C, iSigDateIndex) < dsh.Ref(Info.O, iSigDateIndex))
{
return(null);
}
var delta = (dsh.Ref(Info.C, 1) * (1 + stra.buyLimit() + 0.01) - dsh.Ref(Info.O, 1)) / dsh.Ref(Info.C, 1);
if (delta > -0.01)
{
return(null);
}
var ret = new Dictionary <String, String>();
ret[String.Format("vol/{0}", sigDateVol < otherMaxVol * 1.5 ? "1" : "0")] = "";
// ret[String.Format("maxUp/{0}", maxUpF > 0.03 ? "1" : "0")] = "";
return(ret);
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
var zf = dsh.Ref(Info.ZF);
if (zf > 0.095 || zf < -0.095)
{
return(null);
}
if (zf > 0.03 || zf < 0.02)
{
return(null);
}
if (!dsh.IsReal())
{
return(null);
}
if (dsh.UpShadow() > 0.04)
{
return(null);
}
var of = dsh.Ref(Info.OF);
if (of > 0.02 || of < -0.04)
{
return(null);
}
if (dsh.Ref(Info.ZF, 1) > -0.005)
{
return(null);
}
if (dsh.Ref(Info.ZF, 2) < 0.005 || !dsh.IsReal(2))
{
return(null);
}
if (dsh.Ref(Info.V) > dsh.Ref(Info.V, 1) * 1.5)
{
return(null);
}
if ((dsh.Ref(Info.C) - dsh.Ref(Info.C, 2)) / dsh.Ref(Info.C, 1) > 0.01)
{
return(null);
}
if (dsh.Ref(Info.C) > dsh.Ref(Info.O, 1))
{
return(null);
}
if ((dsh.Ref(Info.L) - dsh.Ref(Info.L, 2)) / dsh.Ref(Info.C, 1) > 0.01)
{
return(null);
}
int nTotalDownDays = dsh.EveryDown(3);
if (nTotalDownDays < 4)
{
return(null);
}
if (dsh.EveryUp(3 + nTotalDownDays) > nTotalDownDays)
{
return(null);
}
float totalZF = dsh.AccZF(nTotalDownDays, 3);
if (totalZF > -0.1)
{
return(null);
}
var szZF = dsh.SZRef(Info.ZF);
if (szZF > 0 && szZF < 0.011 && dsh.SZAcc(Info.ZF, 7, 1) > 0.03)
{
return(null);
}
if (!selectBySZ(dsh))
{
return(null);
}
return(EmptyRateItemButSel);
}
public String computeBonus(SelectItem item, Stock stock, int buyDate, out BuySellInfo info)
{
info = new BuySellInfo();
if (item.buyNormlizePrice_ == 0)
{
return("");
}
IStrategy_LF_M stra = (IStrategy_LF_M)this;
DataStoreHelper dsh = new DataStoreHelper();
dsh.setStock(stock);
dsh.iIndex_ = App.ds_.index(stock, buyDate);
float buyC = item.buyNormlizePrice_;
float firstDayBonusL = firstDayBonusLimit();
float bonusL = bonusLimit();
float bL = dsh.iIndex_ > 1 ? bonusL : firstDayBonusL;
if (dsh.iIndex_ == 0)
{
var bonus = Utils.DeltaF(dsh.Ref(Info.C) - buyC, dsh.Ref(Info.C));
info.sellDate_ = buyDate;
info.tradeSpan_ = 0;
info.allBonus_ = Utils.ToBonus(bonus - 0.002f);
return(info.allBonus_);
}
else
{
--dsh.iIndex_;
int nBuySpan = 0;
int nBuySpanLimit = buySpan();
float sellC = 0;
for (; dsh.iIndex_ >= 0; --dsh.iIndex_, ++nBuySpan)
{
float o = dsh.Ref(Info.O);
float h = dsh.Ref(Info.H);
float c = dsh.Ref(Info.C);
float of = dsh.Ref(Info.OF);
float hf = dsh.Ref(Info.HF);
float lf = dsh.Ref(Info.LF);
float zf = dsh.Ref(Info.ZF);
var limit = nBuySpan == 0 ? firstDayBonusL : bonusL;
float wantedC = buyC * (1 + limit);
float wantedMinC = buyC * (1 + bonusL);
//
// if (lf < -0.111 || hf > 0.111)
// {//除权了
// return "";
// }
if (Utils.IsDownStop(hf))//一直跌停
{
info.bSellWhenMeetMyBounusLimit_ = false;
continue;
}
//今天没一直跌停，大概率能卖出
if (info.bSellWhenMeetMyBounusLimit_)
{
if (o > wantedC)//开盘超出盈利顶额
{
sellC = o;
++nBuySpan;
break;
}
if (h > wantedC)//达到盈利顶额
{
sellC = wantedC;
++nBuySpan;
break;
}
if (Utils.IsDownStop(zf))//尾盘跌停，卖不了
{
info.bSellWhenMeetMyBounusLimit_ = false;
continue;
}
sellC = c;
if (zf >= 0.01 || h >= wantedMinC || nBuySpan >= nBuySpanLimit - 1)
{
++nBuySpan;
break;
}
}
else //逃命模式
{
if (!Utils.IsDownStop(of)) //开盘没跌停
{ //跑了
sellC = o;
++nBuySpan;
break;
}
//开盘跌停但因为没一直跌停，所以肯定可以以跌停价卖出
sellC = dsh.Ref(Info.C, 1) * (1 - 0.095f);
++nBuySpan;
break;
}
}
if (dsh.iIndex_ == -1)
{
return("");
}
info.sellDate_ = dsh.Date();
info.tradeSpan_ = nBuySpan;
var bonus = (sellC - buyC) / buyC;
info.allBonus_ = Utils.ToBonus(bonus - 0.002f);
return(info.allBonus_);
}
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
IStrategy_LF_M stra = (IStrategy_LF_M)this;
int nowMiniute = Utils.NowMinute();
if (nowMiniute < 60)
{
return(null);
}
if (dsh.stock_.name_.ToUpper().IndexOf("ST") != -1)
{
return(null);
}
if (dsh.Ref(Info.ZF, dsh.HH(Info.ZF, 10)) > 0.095)
{
return(null);
}
if (dsh.Ref(Info.ZF, dsh.LL(Info.ZF, 10)) < -0.095)
{
return(null);
}
var hf = dsh.Ref(Info.HF);
if (hf > 0.05 || hf < 0.01)
{
return(null);
}
if (dsh.Ref(Info.LF) < -0.06)
{
return(null);
}
var lastDayC = dsh.Ref(Info.C, 1);
var gllc = dsh.Ref(Info.L);
var ghhc = dsh.Ref(Info.H);
var c = dsh.Ref(Info.C);
var o = dsh.Ref(Info.O);
if (c >= lastDayC)
{
return(null);
}
if (ghhc <= lastDayC)
{
return(null);
}
var rsh = dsh.newRuntimeDsh();
var c5 = rsh.Ref(Info.C, 5);
if ((c - c5) / lastDayC > -0.01)
{
return(null);
}
var c10 = rsh.Ref(Info.C, 10);
if ((c - c10) / lastDayC > -0.015)
{
return(null);
}
var c15 = rsh.Ref(Info.C, 15);
if ((c - c15) / lastDayC > -0.02)
{
return(null);
}
var c20 = rsh.Ref(Info.C, 20);
if ((c - c20) / lastDayC < -0.025)
{
return(null);
}
var c25 = rsh.Ref(Info.C, 25);
if ((c - c25) / lastDayC < -0.03)
{
return(null);
}
var c30 = rsh.Ref(Info.C, 30);
if ((c - c30) / lastDayC > -0.035)
{
return(null);
}
return(EmptyRateItemButSel);
}
public virtual Dictionary <String, String> selectFor(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
var zf = dsh.Ref(Info.ZF);
if (zf > 0.095 || zf < -0.095)
{
return(null);
}
if (zf < 0.02)
{
return(null);
}
if (dsh.IsLikeSTStop())
{
return(null);
}
if (dsh.Ref(Info.ZF, 2) < 0.03)
{
return(null);
}
if (dsh.Ref(Info.ZF, 1) > -0.01)
{
return(null);
}
if (dsh.Ref(Info.ZF, 3) > 0)
{
return(null);
}
if (dsh.AccZF(3) < 0.05)
{
return(null);
}
if (dsh.AccZF(3, 3) > 0)
{
return(null);
}
if (dsh.Ref(Info.V) > dsh.Ref(Info.V, 1) * 2)
{
return(null);
}
for (int i = 0; i < 4; ++i)
{
if (dsh.DownShadow(i) < -0.04)
{
return(null);
}
if ((dsh.Ref(Info.CO, i) / dsh.Ref(Info.C, i + 1)) < 0.005)
{
return(null);
}
if (dsh.Ref(Info.OF, i) > 0.02 && dsh.Ref(Info.ZF, i) < -0.02)
{
return(null);
}
}
var hhCO = dsh.HH(Info.CO, 8);
if (dsh.Ref(Info.ZF, hhCO) > 0)
{
return(null);
}
if (dsh.Ref(Info.ZF, dsh.LL(Info.ZF, 8)) < -0.095)
{
return(null);
}
if (dsh.HH(Info.V, 6) == 0)
{
return(null);
}
return(EmptyRateItemButSel);
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
var zf = dsh.Ref(Info.ZF);
if (zf > 0.095 || zf < -0.095)
{
return(null);
}
if (zf < 0.01)
{
return(null);
}
if (dsh.IsLikeSTStop())
{
return(null);
}
var szZF = dsh.SZRef(Info.ZF);
if (szZF < 0.01)
{
return(null);
}
if (szZF < 0.011 && dsh.SZAcc(Info.ZF, 7, 1) > 0.03)
{
return(null);
}
var recentMaxSZZF = dsh.SZRef(Info.ZF, dsh.SZHH(Info.ZF, 10, 1));
if (recentMaxSZZF < 0.005)
{
return(null);
}
var minSZZFIndex = dsh.SZLL(Info.ZF, 8, 1);
if (dsh.SZRef(Info.ZF, minSZZFIndex) > -0.005)
{
return(null);
}
if (!dsh.IsReal())
{
return(null);
}
if (dsh.UpShadow() > 0.04)
{
return(null);
}
if (dsh.DownShadow() < -0.04)
{
return(null);
}
var of = dsh.Ref(Info.OF);
if (of > 0.02 || of < -0.04)
{
return(null);
}
if (dsh.Ref(Info.ZF, 1) > -0.02 || dsh.Ref(Info.ZF, 1) < -0.095)
{
return(null);
}
if (dsh.Ref(Info.ZF, 2) < -0.02)
{
return(null);
}
if (zf + dsh.Ref(Info.ZF, 1) < 0)
{
return(null);
}
if (dsh.Ref(Info.V) > dsh.Ref(Info.V, 1) * 1.5)
{
return(null);
}
for (int i = 1; i < 8; ++i)
{
var curZF = dsh.Ref(Info.ZF, i);
var curOf = dsh.Ref(Info.OF, i);
if (curOf > 0.04 && curZF < 0)
{
return(null);
}
if (curOf < -0.02 && curZF < 0)
{
return(null);
}
}
if (dsh.AccZF(8, 1) < -0.1)
{
return(null);
}
if (dsh.Ref(Info.ZF, dsh.HH(Info.CO, 10)) > 0)
{
return(null);
}
int iMaxVolIndex = dsh.HH(Info.V, 10);
if (dsh.Ref(Info.C, iMaxVolIndex) > dsh.Ref(Info.O, iMaxVolIndex))
{
return(null);
}
if ((dsh.Ref(Info.H, dsh.HH(Info.H, 8)) - dsh.Ref(Info.L, dsh.LL(Info.L, 8))) / dsh.Ref(Info.C, 1) > 0.2)
{
return(null);
}
return(EmptyRateItemButSel);
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
var zf = dsh.Ref(Info.ZF);
if (zf > 0 || zf < -0.06)
{
return(null);
}
if (dsh.Ref(Info.OF, 1) < -0.03)
{
return(null);
}
if (dsh.Ref(Info.ZF, 1) > 0)
{
return(null);
}
int iSigDateIndex = -1;
int nUpCount = 0;
int nUStopCount = 0;
int nDStopCount = 0;
bool bMeetRealUp = false;
bool bHasUpShadowTooHight = false;
bool bHasDownShadowTooLow = false;
float otherMaxVol = float.MinValue;
float otherMaxZF = float.MinValue;
float otherMaxC = 0;
float otherMaxH = 0;
float sigDateVol = 0;
float sigZF = 0;
float minDownShadow = float.MaxValue;
float maxUpShadow = float.MinValue;
float totalUp = 0;
float totalDown = 0;
float otherMinZF = float.MaxValue;
float otherMaxCO = float.MinValue;
bool bMeetTradeSigAllready = false;
int nNotRealCount = 0;
for (int i = 1; i < 8; ++i)
{
var curOf = dsh.Ref(Info.OF, i);
var curHf = dsh.Ref(Info.HF, i);
var curLf = dsh.Ref(Info.LF, i);
var curZf = dsh.Ref(Info.ZF, i);
var curPreZf = dsh.Ref(Info.ZF, i + 1);
var vol = dsh.Ref(Info.V, i);
var coRate = dsh.Ref(Info.CO, i) / dsh.Ref(Info.C, i + 1);
if (curZf > 0 && curZf < 0.095 && coRate > 0.05 &&
vol > dsh.MA(Info.V, 5, i + 1) && dsh.HH(Info.CO, 30, i) == i)
{
for (int j = i + 1; j < i + 6; ++j)
{
if (dsh.Ref(Info.V, j) > vol && dsh.Ref(Info.C, j) < dsh.Ref(Info.O, j))
{
return(null);
}
}
if (dsh.AccZF(8, i + 1) < -0.1)
{
return(null);
}
if (dsh.AccZF(3, i + 1) > 0.095)
{
return(null);
}
int iMaxVolIndex = dsh.HH(Info.V, 20, i);
if (dsh.Ref(Info.C, iMaxVolIndex) > dsh.Ref(Info.O, iMaxVolIndex))
{
iSigDateIndex = i;
sigDateVol = vol;
sigZF = curZf;
break;
}
}
if (curOf < -0.04)
{
return(null);
}
if (curZf > 0 && dsh.IsReal(i))
{
nUpCount++;
}
if (!dsh.IsReal(i))
{
++nNotRealCount;
}
if (curZf > 0.095)
{
nUStopCount++;
}
else if (curZf < -0.095)
{
nDStopCount++;
}
else if (curZf > 0.012)
{
bMeetRealUp = true;
}
if (curZf < -0.03 && dsh.Ref(Info.ZF, i - 1) > 0)
{
bMeetTradeSigAllready = true;
}
float upShadow = dsh.UpShadow(i);
float downShadow = dsh.DownShadow(i);
if (upShadow > maxUpShadow)
{
maxUpShadow = upShadow;
}
if (downShadow < minDownShadow)
{
minDownShadow = downShadow;
}
if (curZf > 0)
{
totalUp += curZf;
}
else
{
totalDown += curZf;
}
otherMaxVol = Math.Max(vol, otherMaxVol);
otherMaxZF = Math.Max(otherMaxZF, curZf);
otherMaxC = Math.Max(dsh.Ref(Info.C, i), otherMaxC);
otherMaxH = Math.Max(dsh.Ref(Info.H, i), otherMaxH);
otherMinZF = Math.Min(otherMinZF, curZf);
otherMaxCO = Math.Max(otherMaxCO, dsh.Ref(Info.CO, i));
}
if (iSigDateIndex == -1)
{
return(null);
}
sigInfo = dsh.Date(iSigDateIndex).ToString();
if (otherMinZF > 0.02)
{
return(null);
}
if (nNotRealCount > 1)
{
return(null);
}
if (totalDown + totalUp < -0.01)
{
return(null);
}
if (maxUpShadow > 0.03)
{
bHasUpShadowTooHight = true;
}
if (minDownShadow < -0.03)
{
bHasDownShadowTooLow = true;
}
if (nUpCount < 2)
{
return(null);
}
if (otherMaxH < dsh.Ref(Info.H, iSigDateIndex))
{
return(null);
}
if (/*nUStopCount > 0 ||*//* nDStopCount > 0 || */ bMeetTradeSigAllready || !bMeetRealUp)
{
return(null);
}
float maxUpF = (otherMaxC - dsh.Ref(Info.C, iSigDateIndex)) / dsh.Ref(Info.C, iSigDateIndex);
if (maxUpF < 0.015 /* || maxUpF > 0.04*/)
{
return(null);
}
if (dsh.Ref(Info.C) < dsh.Ref(Info.L, iSigDateIndex))
{
return(null);
}
if (bHasUpShadowTooHight || bHasDownShadowTooLow)
{
return(null);
}
if (
dsh.Ref(Info.ZF, 2) < 0.005 &&
dsh.Ref(Info.ZF, 3) < 0.005)
{
return(null);
}
if (sigDateVol < otherMaxVol * 1.2)
{
return(null);
}
if (sigDateVol > otherMaxVol * 2)
{
return(null);
}
if (otherMaxZF + zf > 0)
{
return(null);
}
if (otherMaxZF + zf < -0.02)
{
return(null);
}
if (dsh.Ref(Info.LF) < -0.06)
{
return(null);
}
var delta = (dsh.Ref(Info.C) - dsh.Ref(Info.O, 1)) / dsh.Ref(Info.C, 1);
if (delta > -0.01)
{
return(null);
}
if (!selectBySZ(dsh))
{
return(null);
}
var ret = new Dictionary <String, String>();
ret[String.Format("delta/{0}", delta < -0.02 ? "1" : "0")] = "";
ret[String.Format("maxUp/{0}", maxUpF > 0.02 ? "1" : "0")] = "";
return(ret);
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
var zf = dsh.Ref(Info.ZF);
if (zf > 0 || zf < -0.095)
{
return(null);
}
if (!dsh.IsReal())
{
return(null);
}
if (dsh.Ref(Info.OF, 1) < -0.03)
{
return(null);
}
if (dsh.Ref(Info.LF) < -0.06)
{
return(null);
}
int iSigDateIndex = -1;
int nUpCount = 0;
int nDownCount = 0;
int nUStopCount = 0;
int nDStopCount = 0;
bool bMeetTradeSigAllready = false;
bool bMeetRealUp = false;
float sigDateVol = 0;
float otherMaxVol = 0;
bool bHasUpShadowTooHight = false;
bool bHasDownShadowTooLow = false;
float otherMaxZF = 0;
float otherMinZF = float.MaxValue;
float otherMaxC = 0;
float otherMaxH = 0;
float sumOfSigDateZF = 0;
float otherMaxDownV = 0;
float minSigV = float.MaxValue;
float totalUp = 0;
float totalDown = 0;
for (int i = 1; i < 8; ++i)
{
var curOf = dsh.Ref(Info.OF, i);
var curHf = dsh.Ref(Info.HF, i);
var curZf = dsh.Ref(Info.ZF, i);
var curPreZf = dsh.Ref(Info.ZF, i + 1);
var vol = dsh.Ref(Info.V, i);
var preVol = dsh.Ref(Info.V, i + 1);
if (dsh.Ref(Info.OF, i) > 0.03 && curZf < 0)
{
return(null);
}
float ma5 = dsh.MA(Info.V, 10, i + 2);
float hhv = dsh.Ref(Info.V, dsh.HH(Info.V, 5, i + 2));
if (curZf > 0.01 && curPreZf > 0.01 && vol > 1.3 * hhv && preVol > 1.3 * hhv && (vol < vRate_ * preVol && preVol < vRate_ * vol) && vol / ma5 > vRate_ &&
preVol / ma5 > vRate_ && dsh.Ref(Info.ZF, i + 2) < 0.05 &&
dsh.Ref(Info.V, i + 2) / dsh.MA(Info.V, 5, i + 3) < vRate_)
{
for (int j = i + 2; j < i + 7; j++)
{
if (dsh.Ref(Info.ZF, j) < -0.095)
{
return(null);
}
}
if (dsh.AccZF(2, i) < 0.05)
{
return(null);
}
{
iSigDateIndex = i;
sigDateVol = Math.Max(dsh.Ref(Info.V, i + 1), vol);
minSigV = Math.Min(dsh.Ref(Info.V, i + 1), vol);
break;
}
}
otherMaxVol = Math.Max(vol, otherMaxVol);
if (curZf > 0.005 && dsh.IsReal(i))
{
nUpCount++;
}
else if (curZf < -0.005 && dsh.IsReal(i))
{
nDownCount++;
}
if (curZf > 0.095)
{
nUStopCount++;
}
else if (curZf < -0.095)
{
nDStopCount++;
}
if (curZf < -0.03)
{
bMeetTradeSigAllready = true;
}
if (curZf > 0)
{
totalUp += curZf;
}
else
{
totalDown += curZf;
}
if (curZf > 0.012)
{
bMeetRealUp = true;
}
if (dsh.UpShadow(i) > 0.03)
{
bHasUpShadowTooHight = true;
}
if (dsh.DownShadow(i) < -0.03)
{
bHasDownShadowTooLow = true;
}
otherMaxZF = Math.Max(otherMaxZF, curZf);
otherMinZF = Math.Min(otherMinZF, curZf);
otherMaxC = Math.Max(dsh.Ref(Info.C, i), otherMaxC);
otherMaxH = Math.Max(dsh.Ref(Info.H, i), otherMaxH);
if (curZf < 0)
{
otherMaxDownV = Math.Max(otherMaxDownV, vol);
}
}
if (iSigDateIndex == -1)
{
return(null);
}
// sigInfo = dsh.Date(iSigDateIndex).ToString();
if (totalDown + totalUp < -0.01)
{
return(null);
}
if (nUpCount < 2)
{
return(null);
}
if (/*nUStopCount > 0 ||*//* nDStopCount > 0 || */ bMeetTradeSigAllready || !bMeetRealUp)
{
return(null);
}
float maxUpF = (otherMaxC - dsh.Ref(Info.C, iSigDateIndex)) / dsh.Ref(Info.C, iSigDateIndex);
if (maxUpF < 0.015 /* || maxUpF > 0.04*/)
{
return(null);
}
if (sigDateVol < otherMaxVol * 1.2)
{
return(null);
}
if (otherMaxZF + zf > 0)
{
return(null);
}
sigInfo = (otherMaxZF + zf).ToString("F4");
if (otherMaxZF + zf < -0.02)
{
return(null);
}
if (bHasUpShadowTooHight || bHasDownShadowTooLow)
{
return(null);
}
if (
dsh.Ref(Info.ZF, 2) < 0.005 &&
dsh.Ref(Info.ZF, 3) < 0.005)
{
return(null);
}
if (dsh.Ref(Info.C, iSigDateIndex) < dsh.Ref(Info.O, iSigDateIndex))
{
return(null);
}
if (dsh.Ref(Info.C, iSigDateIndex + 1) < dsh.Ref(Info.O, iSigDateIndex + 1))
{
return(null);
}
if (Math.Min(dsh.Ref(Info.ZF, iSigDateIndex), dsh.Ref(Info.ZF, iSigDateIndex + 1)) + dsh.Ref(Info.ZF, iSigDateIndex + 2) < -0.01)
{
return(null);
}
var delta = (dsh.Ref(Info.C) - dsh.Ref(Info.O, 1)) / dsh.Ref(Info.C, 1);
if (delta > -0.01)
{
return(null);
}
var szZF = dsh.SZRef(Info.ZF);
if (szZF > 0 && szZF < 0.011 && dsh.SZAcc(Info.ZF, 7, 1) > 0.03)
{
return(null);
}
if (!selectBySZ(dsh))
{
return(null);
}
var ret = new Dictionary <String, String>();
ret[String.Format("sumSig/{0}", sumOfSigDateZF > 0.12 ? "1" : "0")] = "";
ret[String.Format("delta/{0}", delta < -0.02 ? "1" : "0")] = "";
ret[String.Format("maxUp/{0}", maxUpF > 0.02 ? "1" : "0")] = "";
ret[String.Format("maxZF/{0}", otherMaxZF + zf > -0.01 ? "1" : "0")] = "";
ret[String.Format("diffzf/{0}", otherMaxZF + zf > -0.02 ? "1" : "0")] = "";
return(ret);
}
