public static List <double[]> Estimate_Matrix_LastBizWeight(AppTypes.TimeRanges timeRange, AppTypes.TimeScale timeScale,
StringCollection stockCodeList, StringCollection strategyList)
{
List <double[]> retList = new List <double[]>();
for (int rowId = 0; rowId < stockCodeList.Count; rowId++)
{
Data.ClearCache();
AnalysisData analysisData = new AnalysisData(timeRange, timeScale, stockCodeList[rowId], DataAccessMode.Local);
double[] rowRetList = new double[strategyList.Count];
for (int colId = 0; colId < strategyList.Count; colId++)
{
Data.TradePoints tradePoints = Analysis(analysisData, strategyList[colId]);
if (tradePoints != null && tradePoints.Count > 0)
{
rowRetList[colId] = (tradePoints[tradePoints.Count - 1] as TradePointInfo).BusinessInfo.Weight;
}
else
{
rowRetList[colId] = double.NaN;
}
}
retList.Add(rowRetList);
}
return(retList);
}
public static List <decimal[]> Estimate_Matrix_Profit(AppTypes.TimeRanges timeRange, AppTypes.TimeScale timeScale,
StringCollection stockCodeList, StringCollection strategyList, EstimateOptions option)
{
List <decimal[]> retList = new List <decimal[]>();
for (int rowId = 0; rowId < stockCodeList.Count; rowId++)
{
Data.ClearCache();
AnalysisData analysisData = new AnalysisData(timeRange, timeScale, stockCodeList[rowId], DataAccessMode.Local);
decimal[] rowRetList = new decimal[strategyList.Count];
for (int colId = 0; colId < strategyList.Count; colId++)
{
Data.TradePoints advices = Analysis(analysisData, strategyList[colId]);
if (advices != null)
{
rowRetList[colId] = EstimateTrading_Profit(analysisData, ToTradePointInfo(advices), option);
}
else
{
rowRetList[colId] = 0;
}
}
retList.Add(rowRetList);
}
return(retList);
}
/// <summary>
/// Calculated primary strategy data. If an strategy has several output,one is called "primary data"
/// and others are calles "exatra data".
/// </summary>
/// <param name="myData"> Data used to calculate strategy data.</param>
/// <param name="meta">strategy meta data</param>
/// <returns>Null if error</returns>
public static Data.TradePoints Analysis(AnalysisData myData, Meta meta)
{
string cacheName = "data-" + myData.DataStockCode + "-" +
myData.DataTimeRange.ToString() + "-" +
myData.DataTimeScale.Code + "-" +
meta.ClassType.Name;
object[] processParas = new object[2];
processParas[0] = myData;
processParas[1] = meta.Parameters;
//First , find in cache
Data.TradePoints tradePoints = (Data.TradePoints)Data.FindInCache(cacheName);
if (tradePoints != null)
{
return(tradePoints);
}
//Then, Call Execute() method to get trading points.
object strategyInstance = GetStrategyInstance(meta.ClassType);
if (strategyInstance == null)
{
return(null);
}
tradePoints = (Data.TradePoints)meta.ClassType.InvokeMember("Execute",
BindingFlags.InvokeMethod | BindingFlags.Instance | BindingFlags.Public, null, strategyInstance, processParas);
Data.AddToCache(cacheName, tradePoints);
return(tradePoints);
}
public static List <double[]> Estimate_Matrix_LastBizWeight(commonClass.DataParams dataParm, StringCollection stockCodeList, StringCollection strategyList)
{
//System.Diagnostics.Stopwatch stopWatch = new System.Diagnostics.Stopwatch();
//stopWatch.Start();
List <double[]> retList = new List <double[]>();
for (int rowId = 0; rowId < stockCodeList.Count; rowId++)
{
Data.ClearCache();
AnalysisData analysisData = new AnalysisData(stockCodeList[rowId], dataParm);
double[] rowRetList = new double[strategyList.Count];
for (int colId = 0; colId < strategyList.Count; colId++)
{
Data.TradePoints tradePoints = Analysis(analysisData, strategyList[colId]);
if (tradePoints != null && tradePoints.Count > 0)
{
rowRetList[colId] = (tradePoints[tradePoints.Count - 1] as TradePointInfo).BusinessInfo.Weight;
//if (common.Settings.sysDebugMode && (tradePoints[tradePoints.Count - 1] as TradePointInfo).DataIdx != analysisData.Close.Count - 1)
//{
// commonClass.SysLibs.WriteSysLog( AppTypes.SyslogTypes.Others,stockCodeList[rowId], strategyList[colId]);
//}
}
else
{
rowRetList[colId] = double.NaN;
}
}
retList.Add(rowRetList);
}
//stopWatch.Stop();
//string tmp = common.dateTimeLibs.TimeSpan2String(stopWatch.Elapsed);
return(retList);
}
public static TradePointInfo[] ToTradePointInfo(Data.TradePoints tradePoints)
{
TradePointInfo[] tradePointInfos = new TradePointInfo[tradePoints.Count];
for (int idx = 0; idx < tradePoints.Count; idx++)
{
tradePointInfos[idx] = (TradePointInfo)tradePoints[idx];
}
return(tradePointInfos);
}
//Convert
public static Data.TradePoints ToTradePoints(TradePointInfo[] tradePointInfos)
{
Data.TradePoints tradePointList = new Data.TradePoints();
for (int idx = 0; idx < tradePointInfos.Length; idx++)
{
tradePointList.Add(tradePointInfos[idx]);
}
return(tradePointList);
}
