public new void ExecRun(object data)
{
ExpectList <T> el = data as ExpectList <T>;
//2019/4/22日出现错过732497，732496两期记录错过，但是732498却收到的情况，同时，正好在732498多次重复策略正好开出结束，因错过2期导致一直未归零，
//一直长时间追号开出近60期
//为避免出现这种情况
//判断是否错过了期数，如果错过期数，将所有追踪策略归零，不再追号,也不再执行选号程序，
//是否要连续停几期？执行完后，在接收策略里面发现前10期有不连续的情况，直接跳过，只接收数据不执行选号。
if (el.MissExpectCount() > 1)//期号不连续
{
}
//Log("计算服务","准备数据", "为每个策略分配数据");
foreach (string key in UseStrags.Keys)
{
UseStrags[key].SetLastUserData(el);
}
//准备数据
BaseCollection <T> cc = null;
int maxViewCnt = (int)this.UseStrags.Max(t => t.Value.ReviewExpectCnt);
//Log("计算服务", "最大回览期数", maxViewCnt.ToString());
cc = new ExpectListProcessBuilder <T>(dtp, el).getProcess().getSerialData(maxViewCnt, this.UseSerial);
// cc.orgData = el;//必须指定原始数据？
//Log("计算服务", "中间数据长度",cc.Data.Count.ToString());
Dictionary <StragClass, List <ChanceClass> > css = new Dictionary <StragClass, List <ChanceClass> >();
//Log("计算服务", "计算数据", "为每个策略计算最大回顾周期数据");
//遍历每个策略获得机会
DbChanceList <T> OldDbList = new DbChanceList <T>();
Dictionary <string, ChanceClass <T> > OldList = new Dictionary <string, ChanceClass <T> >();
List <ChanceClass <T> > NewList = new List <ChanceClass <T> >();
//Log("计算服务", "遍历所有策略", string.Format("策略数量:{0}",this.UseStrags.Count));
CloseAllExchance(el);//清空所有可视化机会
#region 获取交易机会
for (int i = 0; i < this.UseSPlans.Count; i++)
{
StragRunPlanClass <T> currPlan = UseSPlans[i];
if (currPlan.PlanStrag == null)//如果计划所执行的策略为空，只在chance上执行tracer
{
List <ChanceClass <T> > emptycs = CurrExistChanceList.Values.Where(p => p.StragId == null).ToList <ChanceClass <T> >();
for (int c = 0; c < emptycs.Count; c++)
{
ChanceClass <T> CurrCc = emptycs[c];
TraceChance <T> tcc = CurrCc as TraceChance <T>;
CurrCc.UnitCost = tcc.getChipAmount(GlobalClass.DefaultMaxLost, CurrCc, GlobalClass._DefaultHoldAmtSerials.Value);
CurrCc.HoldTimeCnt = CurrCc.HoldTimeCnt + 1;
CurrCc.Cost += CurrCc.ChipCount * CurrCc.UnitCost;
CurrCc.UpdateTime = CurrCc.CreateTime;
OldList.Add(CurrCc.GUID, CurrCc);
if (!IsBackTest)//非回测需要额外保存数据
{
OldDbList.Add(CurrCc.ChanceIndex, CurrCc);
}
}
continue;
}
BaseStragClass <T> currStrag = UseStrags[currPlan.PlanStrag.GUID];
currStrag.SetLastUserData(el); //必须<T>给策略填充数据
List <ChanceClass <T> > cs = currStrag.getChances(cc, el.LastData); //获取该策略的机会
if (currStrag is TotalStdDevTraceStragClass) //如果是整体标准差类，记录所有的标准差数据
{
grpTotolStdDic = (currStrag as TotalStdDevTraceStragClass).getAllStdDev();
}
if (cs.Count > 0)
{
Log("计算服务", string.Format("策略[{0}/{1}]", currStrag.GUID, currStrag.StragScript), string.Format("取得机会数量为:{0}", cs.Count));
}
Dictionary <string, ChanceClass <T> > StragChances = CurrExistChanceList.Where(p => p.Value.StragId == currStrag.GUID).ToDictionary(p => p.Value.ChanceCode, p => p.Value);
AmoutSerials amts = GlobalClass.getOptSerials(CurrSetting.Odds, currPlan.InitCash, 1);
Int64 restAmt = currStrag.CommSetting.GetGlobalSetting().DefMaxLost; //初始资金
#region 遍历各机会
for (int j = 0; j < cs.Count; j++) //对每个机会，检查上期遗留的机会是否包括
{
bool NeedUseOldData = false;
ChanceClass <T> CurrCc = cs[j];
CurrCc.HoldTimeCnt = 1;
CurrCc.AllowMaxHoldTimeCnt = currPlan.AllowMaxHoldTimeCnt;
CurrCc.IncrementType = currPlan.IncreamType;
if (currPlan.IncreamType == InterestType.CompoundInterest)
{
CurrCc.FixRate = currPlan.FixRate;
}
else
{
CurrCc.FixAmt = currPlan.FixAmt;
}
//该语句存在机会重复的风险
if (StragChances.ContainsKey(CurrCc.ChanceCode))//未关闭的及机会列表中存在该机会
{
ChanceClass <T> OldCc = StragChances[CurrCc.ChanceCode];
//Log("计算服务", "老机会信息", string.Format("idx:{0};holdcnt:{1}", OldCc.ChanceIndex, OldCc.HoldTimeCnt));
//Log("计算服务", "老记录", string.Format("上期相同的机会{0}", CurrCc.ChanceCode));
//Log("计算服务", "判断是否允许重复", currStrag.AllowRepeat.ToString());
if (!currStrag.AllowRepeat)//如果不允许重复
{
CurrCc = OldCc;
CurrCc.HoldTimeCnt = CurrCc.HoldTimeCnt + 1;
NeedUseOldData = true;
Log("计算服务", "相同处理", string.Format("出现相同的机会{0},持有次数增1->{1}", CurrCc.ChanceCode, CurrCc.HoldTimeCnt));
}
}
else
{
//Log("计算服务", string.Format("上期相同未关闭的机会数{0},{1}", CurrExistChanceList.Count, CurrCc.ChanceCode), "本期未出现");
}
if (currPlan.AssetUnitInfo != null)
{
if (this.UseAssetUnits.ContainsKey(currPlan.AssetUnitInfo.UnitId))
{
AssetUnitClass useUnit = UseAssetUnits[currPlan.AssetUnitInfo.UnitId];
if (!useUnit.Running)
{
useUnit.Run();
}
restAmt = (long)useUnit.getCurrExchangeServer().summary;
}
else
{
continue;
}
}
//Log("计算服务", "再次检查数据", string.Format("出现相同的机会{0},持有次数增1.->{1}", CurrCc.ChanceCode, CurrCc.HoldTimeCnt));
CurrCc.UnitCost = -1; //先默认为-1
if (currStrag is WolfInv.com.BaseObjectsLib.ISpecAmount) //先从策略级别判断
{
WolfInv.com.BaseObjectsLib.ISpecAmount testStrag = (currStrag as WolfInv.com.BaseObjectsLib.ISpecAmount);
if (testStrag == null)
{
//等待下一步按机会级别判断
}
else
{
CurrCc.UnitCost = testStrag.getChipAmount(restAmt, CurrCc, amts);
}
}
if (CurrCc.UnitCost < 0) //如果策略级别未改变值
{
if (CurrCc.IsTracer == 1) //如果是自我追踪机会
{
Log("计算服务", "自我跟踪机会，当前持有次数", string.Format("HoldTimes:{0}", CurrCc.HoldTimeCnt));
TraceChance <T> useCc = Convert.ChangeType(CurrCc, currStrag.getTheChanceType()) as TraceChance <T>;
//Log("计算服务", "使用的机会持有次数", string.Format("HoldTimes:{0}", useCc.HoldTimeCnt));
if (useCc == null) //获得的类型并非跟踪类型
{
CurrCc.UnitCost = (currStrag as ChanceTraceStragClass).getChipAmount(restAmt, CurrCc, amts);
}
else
{
CurrCc.UnitCost = useCc.getChipAmount <T>(restAmt, CurrCc, amts);
}
}
else//默认为ChanceTraceStragClass,其实是不可能触发的，而且会出错，因为ChanceTraceStragClass本身就是ispaceamount
{
Log("计算服务", "非跟踪机会，持有次数", string.Format("HoldTimes:{0}", CurrCc.HoldTimeCnt));
CurrCc.UnitCost = (currStrag as ChanceTraceStragClass).getChipAmount(restAmt, CurrCc, amts);
}
}
//Log("计算服务", "再二次检查数据", string.Format("出现相同的机会{0},持有次数增1->{1}", CurrCc.ChanceCode, CurrCc.HoldTimeCnt));
if (NeedUseOldData)//未关闭的及机会列表中存在该机会
{
Log("计算服务", "策略不可以出现重复", string.Format("策略编号:{0}", CurrCc.UnitCost));
CurrCc.Cost += CurrCc.UnitCost * CurrCc.ChipCount;
CurrCc.UpdateTime = DateTime.Now;
OldList.Add(CurrCc.GUID, CurrCc);
if (!IsBackTest)
{
OldDbList.Add(CurrCc.ChanceIndex, CurrCc);
}
continue;
}
CurrCc.HoldTimeCnt = 1;
CurrCc.Cost = CurrCc.ChipCount * CurrCc.UnitCost;
CurrCc.Gained = 0;
CurrCc.Profit = 0;
CurrCc.ExecDate = DateTime.Today;
CurrCc.CreateTime = DateTime.Now;
CurrCc.UpdateTime = CurrCc.CreateTime;
CurrCc.StragId = currStrag.GUID;
CurrCc.ExpectCode = el.LastData.Expect;
CurrCc.AllowMaxHoldTimeCnt = currPlan.AllowMaxHoldTimeCnt;
CurrCc.ChanceType = currPlan.OutPutType;
NewList.Add(CurrCc);
}
#endregion
#region 未关闭的机会需要自我跟踪
foreach (string code in StragChances.Keys)
{
ChanceClass <T> CurrCc = StragChances[code];
//if (!CurrCc.Tracerable) continue;
int cnt = OldList.Values.Where(p => p.ChanceCode.Equals(code)).Count();
if (cnt > 0)
{
continue;
}
if (currStrag is WolfInv.com.BaseObjectsLib.ISpecAmount)//先从策略级检查
{
WolfInv.com.BaseObjectsLib.ISpecAmount specStrag = currStrag as WolfInv.com.BaseObjectsLib.ISpecAmount;
if (specStrag != null)//如果没有方法，再从机会级检查
{
CurrCc.HoldTimeCnt++;
CurrCc.UnitCost = specStrag.getChipAmount(restAmt, CurrCc, amts);
CurrCc.Cost += CurrCc.ChipCount * CurrCc.UnitCost;
CurrCc.UpdateTime = DateTime.Now;
OldList.Add(CurrCc.GUID, CurrCc);
if (!IsBackTest)
{
OldDbList.Add(CurrCc.ChanceIndex, CurrCc);
}
continue;
}
}
if (CurrCc.Tracerable)//再检查机会级
{
CurrCc.HoldTimeCnt++;
TraceChance <T> testCc = (TraceChance <T>)CurrCc;
if (testCc == null)
{
continue;
}
CurrCc.UnitCost = testCc.getChipAmount <T>(restAmt, CurrCc, amts);
CurrCc.Cost += CurrCc.ChipCount * CurrCc.UnitCost;
CurrCc.UpdateTime = DateTime.Now;
OldList.Add(CurrCc.GUID, CurrCc);
if (!IsBackTest)
{
OldDbList.Add(CurrCc.ChanceIndex, CurrCc);
}
continue;
}
else
{
CurrCc.HoldTimeCnt++;
WolfInv.com.BaseObjectsLib.ISpecAmount Strag = (WolfInv.com.BaseObjectsLib.ISpecAmount)currStrag;
if (Strag == null)
{
continue;
}
CurrCc.UnitCost = Strag.getChipAmount(restAmt, CurrCc, amts);
CurrCc.Cost = CurrCc.ChipCount * CurrCc.UnitCost;
CurrCc.UpdateTime = DateTime.Now;
OldList.Add(CurrCc.GUID, CurrCc);
if (!IsBackTest)
{
OldDbList.Add(CurrCc.ChanceIndex, CurrCc);
}
}
}
#endregion
}
#endregion
if (!IsBackTest)//额外保存
{
//int savecnt = OldDbList.Save(null);
DataReader dr = DataReaderBuild.CreateReader(GlobalClass.DataTypes.First().Key, null, null);
//int savecnt = new PK10ExpectReader().SaveChances<T>(OldDbList.Values.ToList<ChanceClass<T>>(), null);
int savecnt = dr.SaveChances <T>(OldDbList.Values.ToList <ChanceClass <T> >(), null);
if (OldList.Count > 0)
{
Log("计算服务", "保存已有机会", string.Format("条数：{0};实际条数:{1}", OldList.Count, savecnt));
}
savecnt = dr.SaveChances <T>(NewList, null);
if (NewList.Count > 0)
{
Log("计算服务", "保存新增机会", string.Format("条数：{0};实际条数:{1}", NewList.Count, savecnt));
}
}
//合并到未关闭机会列表中
NewList.ForEach(p => AllNoClosedChances.Add(p.GUID, p));
OldList.Values.ToList <ChanceClass <T> >().ForEach(p => AllNoClosedChances.Add(p.GUID, p)); //就算是老记录未有guid,当ToTable时已经生成了guid
ExChange(AllNoClosedChances.Values.ToList <ChanceClass <T> >(), el.LastData.Expect); //执行交易提供可视化
}
public Dictionary <string, ChanceClass <T> > CloseTheChances(bool IsTestBack, bool ForceCloseAllData = false)
{
List <ChanceClass <T> > cl = new List <ChanceClass <T> >();
DateTime currTime = DateTime.Now;
Dictionary <string, ChanceClass <T> > CloseList = new Dictionary <string, ChanceClass <T> >();
if (IsTestBack)//如果回测，使用内存数据
{
cl = Program.AllServiceConfig.AllNoClosedChanceList.Values.Select(a => a).ToList() as List <ChanceClass <T> >;
}
else//非回测，使用数据库数据ReadDataTableName
{
//DbChanceList<T> dcl = new PK10ExpectReader().getNoCloseChances<T>(null);
DbChanceList <T> dcl = DataReaderBuild.CreateReader(DataPoint.DataType, ReadDataTableName, Codes).getNoCloseChances <T>(null);
//必须强制按数据库中存储的策略id,获取到策略的机会类型
foreach (var dc in dcl.Values)
{
if (!Program.AllServiceConfig.AllStrags.ContainsKey(dc.StragId))//策略未找到数据库中存储的机会所产生的策略
{
continue;
}
if (DataPoint.DataType == "PK10")
{
cl.Add(dc);
}
else
{
BaseStragClass <TimeSerialData> sc = Program.AllServiceConfig.AllStrags[dc.StragId];
Type ct = sc.getTheChanceType();
object tmp = Activator.CreateInstance(ct);
if (DataPoint.IsXxY == 1)
{
(tmp as iXxYClass).AllNums = DataPoint.AllNums;
(tmp as iXxYClass).SelectNums = DataPoint.SelectNums;
(tmp as iXxYClass).strAllTypeBaseOdds = DataPoint.strAllTypeOdds;
(tmp as iXxYClass).strCombinTypeBaseOdds = DataPoint.strCombinTypeOdds;
(tmp as iXxYClass).strPermutTypeBaseOdds = DataPoint.strPermutTypeOdds;
}
Log("转换前机会类型", string.Format("{0}", tmp.GetType()));
dc.FillTo(ref tmp, true); //获取所有属性
ChanceClass <T> cc = tmp as ChanceClass <T>;
Log("转换后机会类型", string.Format("{0}:{1}:{2}", cc.GetType(), cc.StragId, cc.ChanceCode)); // cc.ToDetailString()));
cl.Add(cc);
}
//cl = dcl.Values.ToList();
}
}
Dictionary <string, ChanceClass <T> > rl = new Dictionary <string, ChanceClass <T> >();
if (cl.Count > 0)
{
Log("未关闭机会列表数量为", string.Format("{0}", cl.Count));
}
//2019/4/22日出现错过732497，732496两期记录错过，但是732498却收到的情况，同时，正好在732498多次重复策略正好开出结束，因错过2期导致一直未归零，
//一直长时间追号开出近60期
//为避免出现这种情况
//判断是否错过了期数，如果错过期数，将所有追踪策略归零，不再追号,也不再执行选号程序，
//是否要连续停几期？执行完后，在接收策略里面发现前10期有不连续的情况，直接跳过，只接收数据不执行选号。
this.CurrData.UseType = this.DataPoint;
if (this.CurrData.MissExpectCount() > 1)
{
if (!IsTestBack) //如果非回测，保存交易记录
{
DbChanceList <T> dbsavelist = new DbChanceList <T>();
cl.ForEach(p => dbsavelist.Add(p.ChanceIndex, p));
CloseChanceInDBAndExchangeService(dbsavelist, true);//强制关闭，就算命中也不算其盈利
}
return(rl);
}
for (int i = 0; i < cl.Count; i++)
{
string sGUId = cl[i].StragId;
if (sGUId == null || !Program.AllServiceConfig.AllStrags.ContainsKey(sGUId)) //如果策略已注销，立即关闭机会
{
if (cl[i].Tracerable) //如果是自我跟踪机会，不理会，让它自己去跟踪
{
}
else
{
CloseList.Add(cl[i].GUID, cl[i]);
//cl.Remove(cl[i].ChanceIndex);
Log("强制结束机会", string.Format("该机会所属策略已经注销，并且该机会是非跟踪机会！{0}", cl[i].ChanceCode));
continue;
}
}
List <string> AllUsePans = Program.AllServiceConfig.AllRunningPlanGrps.SelectMany(a => a.Value.UseSPlans.Select(t => t.PlanStrag.GUID)).ToList <string>();
if (!AllUsePans.Contains(sGUId))//不在执行的计划内
{
if (cl[i].Tracerable)
{
}
else
{
CloseList.Add(cl[i].GUID, cl[i]);
Log("强制结束机会", string.Format("不存在绑定该机会所属策略的计划，并且该机会是非跟踪机会！{0}", cl[i].ChanceCode));
continue;
}
}
//如果策略已经超出时间
List <string> StopedPlans = Program.AllServiceConfig.AllRunningPlanGrps.SelectMany(a => a.Value.UseSPlans.Where(t => (InitServerClass.JudgeInRunTime(currTime, t) == false))).Select(a => a.GUID).ToList <string>();
if (!IsTestBack)
{
if (StopedPlans.Contains(sGUId))//停止的计划产生的机会
{
if (cl[i].Tracerable)
{
}
else
{
Log("强制结束机会", string.Format("该机会所属策略超出计划运行时间！{0}", cl[i].ChanceCode));
CloseList.Add(cl[i].GUID, cl[i]);
continue;
}
}
}
StopedPlans = Program.AllServiceConfig.AllRunningPlanGrps.SelectMany(a => a.Value.UseSPlans.Where(t => (t.Running == false))).Select(a => a.GUID).ToList <string>();
if (StopedPlans.Contains(sGUId))//停止的计划产生的机会
{
if (cl[i].Tracerable)
{
}
else
{
Log("强制结束机会", string.Format("该机会所属策略的计划状态为停止！{0}", cl[i].ChanceCode));
CloseList.Add(cl[i].GUID, cl[i]);
continue;
}
}
//如果策略已经停止
//获得策略
BaseStragClass <T> sc = Program.AllServiceConfig.AllStrags[sGUId] as BaseStragClass <T>;
int mcnt = 0;
bool Matched = cl[i].Matched(CurrData, out mcnt);
cl[i].MatchChips += mcnt;
if (sc is ITraceChance)//优先关闭程序跟踪
{
cl[i].Closed = (sc as ITraceChance).CheckNeedEndTheChance(cl[i], Matched);
}
else
{
cl[i].Closed = Matched;
}
if (cl[i].Tracerable && Matched)//如果是策略自我跟踪，无论其策略是否是跟踪策略，先关了。
{
cl[i].Closed = true;
}
//////if (cl[i].MaxHoldTimeCnt > 0 && cl[i].HoldTimeCnt == cl[i].MaxHoldTimeCnt)
//////{
////// cl[i].Closed = true;
//////}
if (cl[i].Closed)//如果已经关闭
{
CloseList.Add(cl[i].GUID, cl[i]);
continue;
}
rl.Add(cl[i].GUID, cl[i]);
}
//Log("结束机会", "所有非法，以及命中并确认需要结束的机会");
if (!IsTestBack) //如果非回测，保存交易记录
{
DbChanceList <T> dbsavelist = new DbChanceList <T>();
CloseList.Values.ToList <ChanceClass <T> >().ForEach(p =>
{
if (p != null)
{
dbsavelist.Add(p.ChanceIndex, p);
}
});
CloseChanceInDBAndExchangeService(dbsavelist);
}
return(rl);
}