protected override double calcRefData(string code)
{
string year = GlobalConfig.getInstance().curYear;
string quarter = GlobalConfig.getInstance().curQuarter;
double histData = CostPerfFilter.calcCostRefValue(code, m_refYear, m_refQuarter);
double curData = CostPerfFilter.calcCurCostRefValue(code, year, quarter);
return(curData / histData);
}
static double calcCostPerfInHistory(string stockID)
{
double curVal = CostPerfFilter.calcCurCostRefValue(stockID, "2018", "1");
int maxYear = 0, maxQuarter = 0, maxYearAnl = 0;
double refValByReport = CostPerfFilter.getMaxCostRefValueBefore(stockID, "2018", "1", out maxYear, out maxQuarter);
double refValByAnnual = AnnualCostPerfFilter.getMaxAnnualCostRefValueBefore(stockID, "2018", out maxYearAnl);
double refVal = Math.Max(refValByReport, refValByAnnual);
double ratio = curVal / refVal;
return(ratio);
}
protected override double calcRefData(string code)
{
string year = GlobalConfig.getInstance().curYear;
string quarter = GlobalConfig.getInstance().curQuarter;
int maxYear = 0, maxQuarter = 0;
double histData = CostPerfFilter.getMaxCostRefValueBefore(code, year, quarter, out maxYear, out maxQuarter);
double curData = CostPerfFilter.calcCurCostRefValue(code, year, quarter);
return(curData / histData);
}
public double getMaxCostRefValueBefore(string stockID, string year, string quarter)
{
string cacheID = makeUpCacheID(stockID, year, quarter);
if (!m_dynamicCostPerfCache.ContainsKey(cacheID))
{
int maxYear = 0, maxQuarter = 0;
double maxCostRefVal = CostPerfFilter.getMaxCostRefValueBefore(stockID, year, quarter, out maxYear, out maxQuarter);
m_dynamicCostPerfCache.Add(cacheID, maxCostRefVal);
m_bestDynamicCostPerfQuarter.Add(stockID, maxYear.ToString() + "q" + maxQuarter.ToString());
}
return(m_dynamicCostPerfCache[cacheID]);
}
protected IStockFilter generateInIndustryFilter()
{
IStockFilter filter = null;
NumericStockFilter comparer = null;
AppInIndustryFilterSubType indType = (AppInIndustryFilterSubType)m_subType;
string year = GlobalConfig.getInstance().curYear;
string quarter = GlobalConfig.getInstance().curQuarter;
switch (indType)
{
case AppInIndustryFilterSubType.IIFST_CostAnnual:
comparer = new AnnualCostPerfFilter(year, quarter, 0.0);
break;
case AppInIndustryFilterSubType.IIFST_CostDynamic:
comparer = new CostPerfFilter(year, quarter, 0.0);
break;
case AppInIndustryFilterSubType.IIFST_PEDynamic:
comparer = new DynamicPEFilter(0.0);
break;
case AppInIndustryFilterSubType.IIFST_PEStatic:
comparer = new PEFilter(0.0);
break;
case AppInIndustryFilterSubType.IIFST_ROE:
comparer = new ROEFilter(year, quarter, 0.0);
break;
case AppInIndustryFilterSubType.IIFST_NetProfitRatio:
comparer = new NetProfitRatioFilter(year, quarter, 0.0);
break;
default:
break;
}
if (comparer != null)
{
filter = new AvgValInIndustryFilter(comparer, m_param1);
}
return(filter);
}
private List <string> filterStocksByCostPerf_PricePos_PE(List <string> src, string year, string quarter, double costDiffRatio, double priceRatio, double pe)
{
PEFilter peFilter = new PEFilter(pe);
STFilter stFilter = new STFilter();
IndustryExcludeFilter indFilter = new IndustryExcludeFilter();
CostPerfFilter cpFilter = new CostPerfFilter(year, quarter, costDiffRatio);
PriceScaleFilter psFilter = new PriceScaleFilter(priceRatio);
Logger.log("Start filter ....");
List <string> f1Result = indFilter.filter(stFilter.filter(src));
Logger.log("Basic filter, count: " + f1Result.Count.ToString());
List <string> f2Result = peFilter.filter(f1Result);
Logger.log("PE filter, count: " + f2Result.Count.ToString());
List <string> f3Result = cpFilter.filter(f2Result);
Logger.log("Cost filter, count: " + f3Result.Count.ToString());
List <string> f4Result = psFilter.filter(f3Result);
Logger.log("Price Pos filter, count: " + f4Result.Count.ToString());
return(f4Result);
}
public override void init(string stockID, string beginDate, string endDate)
{
base.init(stockID, beginDate, endDate);
string year = GlobalConfig.getInstance().curYear;
string curYear = year;
string quarter = GlobalConfig.getInstance().curQuarter;
string curQuarter = quarter;
if (m_basedOnAnnual)
{
if (int.Parse(quarter) < 4)
{
year = (int.Parse(year) - 1).ToString();
quarter = "4";
}
}
AvgValInIndustryFilter peAvgFlt = new AvgValInIndustryFilter(new PEFilter(0.0), 0.0);
peAvgFlt.calcAvgValInIndustry(m_code, out m_peIndustry);
AvgValInIndustryFilter roeAvgFlt = new AvgValInIndustryFilter(new ROEFilter(year, quarter, 0.0), 0.0);
roeAvgFlt.calcAvgValInIndustry(m_code, out m_roeIndustry);
AvgValInIndustryFilter nprAvgFlt = new AvgValInIndustryFilter(new NetProfitRatioFilter(year, quarter, 0.0), 0.0);
nprAvgFlt.calcAvgValInIndustry(m_code, out m_nprIndustry);
m_roe = ROEFilter.getStockROE(m_code, year, quarter);
m_netProfitRatio = NetProfitRatioFilter.getStockNetProfitRatio(m_code, year, quarter);
m_histCost = StockDataCache.getInstance().getMaxAnnualCostRefValueBefore(m_code, curYear);
m_curCost = CostPerfFilter.calcCurCostRefValue(m_code, curYear, curQuarter);
m_costRatio = m_curCost / m_histCost;
DynamicPEFilter.calcDynamicPE(m_code, out m_dynamicPE);
}
protected IStockFilter generateCostFilter()
{
IStockFilter filter = null;
AppCostFilterSubType cfType = (AppCostFilterSubType)m_subType;
string year = GlobalConfig.getInstance().curYear;
string quarter = GlobalConfig.getInstance().curQuarter;
switch (cfType)
{
case AppCostFilterSubType.CFST_Annual:
filter = new AnnualCostPerfFilter(year, quarter, m_param1);
break;
case AppCostFilterSubType.CFST_Dynamic:
filter = new CostPerfFilter(year, quarter, m_param1);
break;
case AppCostFilterSubType.CFST_Quarter:
filter = new QuarterCostPerfFilter(year, quarter, m_param1);
break;
case AppCostFilterSubType.CFST_Spec:
string refYear = GlobalConfig.getInstance().defaultRefYear;
filter = new SpecifiedCostPerfFilter(refYear, quarter, year, quarter, m_param1);
break;
case AppCostFilterSubType.CFST_Yoy:
filter = new CostPerfYoyFilter(year, quarter, m_param1);
break;
default:
break;
}
return(filter);
}
static void Main(string[] args)
{
GlobalConfig.getInstance().init();
StockPool.getInstance().init();
OptionalStocks.getInstance().init();
// #1
//LowLevelCheapPESelector s = new LowLevelCheapPESelector();
//List<string> stocks = s.screen();
// #2
//List<string> src = new List<string>();
//src.Add("sh600097");
//PEFilter peFilter = new PEFilter(40);
//IndustryFilter indFilter = new IndustryFilter();
//EPSPerfFilter epsFilter = new EPSPerfFilter(0.2);
//List<string> r0 = peFilter.filter(src);
//List<string> r1 = indFilter.filter(r0);
//List<string> stocks = epsFilter.filter(r1);
//foreach (string stockCode in stocks)
//{
// Logger.debugOutput(stockCode);
//}
// #3
//string curYear = "2018";
//string curSeason = "1";
////string targetYear = "2013";
////string targetSeason = "1";
//string stc1 = "sh600995";
//string stc2 = "sz000883";
//double curVal1 = CostPerfFilter.calcCostRefValue(stc1, curYear, curSeason);
//double curVal2 = CostPerfFilter.calcCostRefValue(stc2, curYear, curSeason);
////double targVal1 = CostPerfFilter.calcCostRefValue(stc1, targetYear, targetSeason);
////double targVal2 = CostPerfFilter.calcCostRefValue(stc2, targetYear, targetSeason);
////double param = curVal1 / targVal1 - curVal2 / targVal2;
//double histVal1 = CostPerfFilter.getMaxCostRefValueBefore(stc1, curYear, curSeason);
//double histVal2 = CostPerfFilter.getMaxCostRefValueBefore(stc2, curYear, curSeason);
//double param = curVal1 / histVal1 - curVal2 / histVal2;
// #4
//HighCostPerfNotHighPosSelector s = new HighCostPerfNotHighPosSelector();
//List<string> stocks = s.screen();
// #5
//List<string> src = IntermediateImporter.readCheapStocks();
//List<StockSortableMetadata> target = new List<StockSortableMetadata>();
//foreach(string stockID in src)
//{
// if (IndustryFilter.isStockInIndustry(stockID, "银行"))
// {
// continue;
// }
// StockSortableMetadata sd = new SSMDCostPerf(stockID);
// target.Add(sd);
//}
//target.Sort();
//List<string> stocks = new List<string>();
//for(int i = target.Count - 1; i >= 0; i--)
//{
// stocks.Add(target[i].stockID);
//}
//foreach (string stockCode in stocks)
//{
// Logger.debugOutput(stockCode);
//}
// #6
string stockID = "sz000034";
double curVal = CostPerfFilter.calcCurCostRefValue(stockID, "2018", "1");
int maxYearDyn = 0, maxQuarterDyn = 0, maxYearAnl = 0;
double refValByReport = CostPerfFilter.getMaxCostRefValueBefore(stockID, "2018", "1", out maxYearDyn, out maxQuarterDyn);
double refValByAnnual = AnnualCostPerfFilter.getMaxAnnualCostRefValueBefore(stockID, "2018", out maxYearAnl);
double refVal = Math.Max(refValByReport, refValByAnnual);
double ratio = curVal / refVal;
// #7
//List<string> selfSelectedList = OptionalStocks.getInstance().optionalStockList;
//List<StockSortableMetadata> selfSelectSortByQuarter = new List<StockSortableMetadata>();
//List<StockSortableMetadata> selfSelectSortByYoy = new List<StockSortableMetadata>();
//List<StockSortableMetadata> selfSelectSortByNormal = new List<StockSortableMetadata>();
//List<StockSortableMetadata> selfSelectSortByAnnual = new List<StockSortableMetadata>();
//foreach (string stockCode in selfSelectedList)
//{
// StockSortableMetadata sdn = new SSMDCostPerf(stockCode);
// StockSortableMetadata sdq = new SSMDQuarterCostPerf(stockCode);
// StockSortableMetadata sdy = new SSMDCostPerf(stockCode);
// StockSortableMetadata sda = new SSMDAnnualCostPerf(stockCode);
// selfSelectSortByQuarter.Add(sdq);
// selfSelectSortByNormal.Add(sdn);
// selfSelectSortByYoy.Add(sdy);
// selfSelectSortByAnnual.Add(sda);
//}
//selfSelectSortByQuarter.Sort();
//selfSelectSortByQuarter.Reverse();
//selfSelectSortByNormal.Sort();
//selfSelectSortByNormal.Reverse();
//selfSelectSortByYoy.Sort();
//selfSelectSortByYoy.Reverse();
//selfSelectSortByAnnual.Sort();
//selfSelectSortByAnnual.Reverse();
//Logger.log("Normal sort: ");
//outputSortData(selfSelectSortByNormal);
//Logger.log("Quarter sort: ");
//outputSortData(selfSelectSortByQuarter);
//Logger.log("Yoy sort: ");
//outputSortData(selfSelectSortByYoy);
//Logger.log("Annual sort: ");
//outputSortData(selfSelectSortByAnnual);
// #8
//List<string> src = IntermediateImporter.readMidRepGrowthStocks();
//AnnualCostPerfFilter acpFilter = new AnnualCostPerfFilter("2018", "1", 0.0);
//PriceScaleFilter pcFilter = new PriceScaleFilter(0.5);
//List<string> stocks = pcFilter.filter(acpFilter.filter(src));
//List<StockSortableMetadata> arr = new List<StockSortableMetadata>();
//foreach(string code in stocks)
//{
// StockSortableMetadata sda = new SSMDAnnualCostPerf(code);
// arr.Add(sda);
//}
//arr.Sort();
//outputSortData(arr);
// #9
//OversoldSelector s = new OversoldSelector();
//List<string> stocks = s.screen();
//List<StockSortableMetadata> stocksSortByAnnual = new List<StockSortableMetadata>();
//foreach (string stockCode in stocks)
//{
// StockSortableMetadata sda = new SSMDAnnualCostPerf(stockCode);
// stocksSortByAnnual.Add(sda);
//}
//stocksSortByAnnual.Sort();
//outputSortData(stocksSortByAnnual);
// # temp
//string stockID = "sh600703";
//string str = StockDataCollector.queryKLineDataBaidu(stockID);
//List<StockKLineBaidu> arr = StockDataConvertor.parseKLineArrayBaiduAdvanced(str);
//int endIndex = StockDataUtil.getIndexByDate(arr, "20180426");
//List<StockKLineBaidu> subArr = arr.GetRange(0, endIndex + 1);
//Oversold2Day osp = new Oversold2Day();
//bool ret = osp.isMatch(subArr);
while (true)
{
Thread.Sleep(1000);
}
}
