Esempio n. 1
0
        public override List <PK10CorePress.ChanceClass> getChances(PK10CorePress.CommCollection sc, PK10CorePress.ExpectData ed)
        {
            List <ChanceClass> ret = new List <ChanceClass>();
            ExpectList         el  = sc.orgData;
            List <ChanceClass> scs = new List <ChanceClass>();
            strag_CommOldClass coc = new strag_CommOldClass();

            coc.CommSetting = this.CommSetting;
            coc.ChipCount   = this.ChipCount;
            coc.FixChipCnt  = true;
            //coc.AllowMaxHoldTimeCnt = this.AllowMaxHoldTimeCnt;
            coc.BySer = this.BySer;
            //coc.ReviewExpectCnt = ;
            coc.InputMinTimes = this.InputMinTimes;
            coc.StagSetting   = new StagConfigSetting();
            if (!this.IsTracing)//未持仓时才计算过往概率
            {
                double sucrate = double.NaN;
                if (this.CommSetting.UseLocalWaveData)//如果使用本地数据,获取该期本地数据
                {
                    sucrate = this.LocalWaveData[el.LastData.Expect];
                }
                if (double.IsNaN(sucrate))               //如果数据异常,继续去寻找
                {
                    sucrate = getSucRate(el, coc, true); //该类策略全部是一次性机会,可反复下注
                }
                if (this.RateDic == null)
                {
                    this.RateDic = new Dictionary <string, double>();
                }
                if (!this.RateDic.ContainsKey(this.LastUseData().LastData.Expect))//加入胜率队列
                {
                    RateDic.Add(this.LastUseData().LastData.Expect, sucrate);
                }
                if (!this.CheckEnableIn())
                {
                    return(ret);
                }

                this.IsTracing = true;//满足条件,开始持仓
                //this.debug_maxRate = 0;
            }
            CommCollection scc = new ExpectListProcess(el).getSerialData(InputMinTimes, BySer);

            ret = coc.getChances(scc, el.LastData);
            for (int i = 0; i < ret.Count; i++)
            {
                ret[i].NeedConditionEnd  = true;
                ret[i].OnCheckTheChance += CheckNeedEndTheChance;
            }
            return(ret);
        }
Esempio n. 2
0
        double getSucRate(ExpectList el, strag_CommOldClass coc, bool OnlyOnceChance)
        {
            Dictionary <string, ChanceClass> NoEndChances = new Dictionary <string, ChanceClass>();
            Dictionary <string, ChanceClass> TmpChances   = new Dictionary <string, ChanceClass>();
            int MatchTimes = 0;
            int AllTimes   = 0;

            for (int i = this.InputMaxTimes; i < el.Count; i++)//因为最后一次数据如果下注就不知道结果,所以最后一次排除下注,只做验证上次结果用
            {
                ExpectList useList  = el.getSubArray(i - this.InputMinTimes, this.InputMinTimes);
                ExpectData CurrData = useList.LastData;
                TmpChances = new Dictionary <string, ChanceClass>();
                foreach (string key in NoEndChances.Keys)
                {
                    ChanceClass cc       = NoEndChances[key];
                    int         MatchCnt = 0;
                    bool        Matched  = cc.Matched(CurrData, out MatchCnt, false);
                    if (Matched)
                    {
                        if (OnlyOnceChance)//如果是一次性机会
                        {
                            if (cc.HoldTimeCnt == 1)
                            {
                                MatchTimes++;
                                continue;
                            }
                        }
                        else
                        {
                            MatchTimes++;
                        }
                    }
                    else
                    {
                        if (!TmpChances.ContainsKey(key))
                        {
                            cc.HoldTimeCnt++;
                            cc.Closed = false;
                            TmpChances.Add(key, cc);
                            if (!OnlyOnceChance)//如果不是一次性机会,每次机会都加1
                            {
                                AllTimes++;
                            }
                        }
                    }
                }
                if (i == el.Count - 1)
                {
                    break;//最后一期不找机会
                }
                NoEndChances = new Dictionary <string, ChanceClass>();
                foreach (string key in TmpChances.Keys)//遗留机会
                {
                    NoEndChances.Add(key, TmpChances[key]);
                }
                CommCollection     scc = new ExpectListProcess(useList).getSerialData(InputMinTimes, BySer);
                List <ChanceClass> ccs = coc.getChances(scc, CurrData);
                for (int j = 0; j < ccs.Count; j++)//新增机会
                {
                    if (!NoEndChances.ContainsKey(ccs[j].ChanceCode))
                    {
                        NoEndChances.Add(ccs[j].ChanceCode, ccs[j]);
                        AllTimes++;
                    }
                }
            }
            return((double)100 * MatchTimes / AllTimes);
        }
        public override List <ChanceClass> getChances(CommCollection sc, ExpectData ed)
        {
            List <ChanceClass> ret = new List <ChanceClass>();

            if (sc == null || sc.Table == null || sc.Table.Rows.Count < this.ReviewExpectCnt)
            {
                return(ret);
            }
            if (this.getAllStdDev() == null)
            {
                this.setAllStdDev(new Dictionary <string, List <double> >());
            }
            double        stdval = 0;
            List <double> list   = sc.getAllDistrStdDev(this.ReviewExpectCnt, this.InputMaxTimes);

            if (!this.getAllStdDev().ContainsKey(ed.Expect))
            {
                stdval = list[10];//最后一位
                this.getAllStdDev().Add(ed.Expect, list);
            }
            if (getAllStdDev().Count < 20)
            {
                return(ret);
            }
            MA ma20 = new MA(getAllStdDev().Values.Select(p => p[10]).ToArray(), 20);
            MA ma5  = new MA(getAllStdDev().Values.Select(p => p[10]).ToArray(), 5);

            if (!IsTracing)
            {
                //if (stdval > 0.2) return ret;
                if (ma20.IsDownCross())//下穿均线,开始跟踪
                {
                    IsTracing = true;
                }
                else
                {
                    return(ret);
                }
            }
            else
            {
                ////if (stdval > 0.2)
                ////{
                ////    IsTracing = false;
                ////    return ret;
                ////}
                if (ma5.IsUpCross())//上穿均线,停止跟踪
                {
                    IsTracing = false;
                    return(ret);
                }
            }
            strag_CommOldClass strag = new strag_CommOldClass();

            strag.BySer         = this.BySer;
            strag.ChipCount     = this.ChipCount;
            strag.InputMinTimes = this.InputMinTimes;
            List <ChanceClass>          tmp = strag.getChances(sc, ed);
            Dictionary <string, double> dic = new Dictionary <string, double>();

            for (int i = 0; i < 10; i++)
            {
                if (list[i] < stdval)//小于整体的才有效
                {
                    string strcol = string.Format("{0}", (i + 1) % 10);
                    dic.Add(strcol, list[i]);
                }
            }
            for (int i = 0; i < tmp.Count; i++)
            {
                if (dic.ContainsKey(tmp[i].GetCodeKey(this.BySer)))
                {
                    ret.Add(tmp[i]);
                }
            }
            return(ret);
        }