Esempio n. 1
0
        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);
        }