public override void OnInit()
{
//读取日线，计算持仓周期
if (HasPosition)
{
DateTime curDate = Clock.Now.Date;
List <Daily> dailyBars = BarUtils.GetLastNDailys(this.instrument, curDate.AddDays(-1), 40);
BarUtils.AdjustDailys(dailyBars); //向前复权
int n = dailyBars.Count;
if (n > 0)
{
int i;
for (i = n - 1; i >= 0; i--)
{
if (dailyBars[i].DateTime <= Position.EntryDate.Date)
{
break;
}
}
if (dailyBars[i].DateTime < Position.EntryDate.Date)
{
i++;
}
if (i < 0)
{
i = 0;
}
this.holdingPeriod = n - i + 1;
}
this.stopLossPrice = Position.EntryPrice * (1 - stopLossRate);
}
Console.WriteLine("投资组合中的证券 {0} 的持仓周期是 {1} ", this.instrument.Symbol, this.holdingPeriod);
}
private static void ReviseDailys(List <Daily> dailys, string symbol, Trade lastTrade)
{
GMTrade gmTrade = (GMTrade)lastTrade;
//去掉当天日线后
int m = dailys.Count;
if (dailys[m - 1].DateTime == dealDate)
{
BarUtils.CoverDailyFormTrade(dailys[m - 1], gmTrade);
}
else
{
dailys.RemoveAt(0);
GMDaily newDaily = new GMDaily(dailys[m - 2] as GMDaily);
BarUtils.CoverDailyFormTrade(newDaily, gmTrade);
dailys.Add(newDaily);
}
//向前复权
BarUtils.AdjustDailys(dailys);
}
