Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
IStrategy_LF_M stra = (IStrategy_LF_M)this;
if (dsh.stock_.code_ != "300780")
{
return(null);
}
if (dsh.Ref(Info.ZF) > 0.095)
{
return(null);
}
return(EmptyRateItemButSel);
}
public String computeBonus(SelectItem item, Stock stock, int buyDate, out BuySellInfo info)
{
info = new BuySellInfo();
if (item.buyNormlizePrice_ == 0)
{
return("");
}
IStrategy_LF_M stra = (IStrategy_LF_M)this;
DataStoreHelper dsh = new DataStoreHelper();
dsh.setStock(stock);
dsh.iIndex_ = App.ds_.index(stock, buyDate);
float buyC = item.buyNormlizePrice_;
float firstDayBonusL = firstDayBonusLimit();
float bonusL = bonusLimit();
float bL = dsh.iIndex_ > 1 ? bonusL : firstDayBonusL;
if (dsh.iIndex_ == 0)
{
var bonus = Utils.DeltaF(dsh.Ref(Info.C) - buyC, dsh.Ref(Info.C));
info.sellDate_ = buyDate;
info.tradeSpan_ = 0;
info.allBonus_ = Utils.ToBonus(bonus - 0.002f);
return(info.allBonus_);
}
else
{
--dsh.iIndex_;
int nBuySpan = 0;
int nBuySpanLimit = buySpan();
float sellC = 0;
for (; dsh.iIndex_ >= 0; --dsh.iIndex_, ++nBuySpan)
{
float o = dsh.Ref(Info.O);
float h = dsh.Ref(Info.H);
float c = dsh.Ref(Info.C);
float of = dsh.Ref(Info.OF);
float hf = dsh.Ref(Info.HF);
float lf = dsh.Ref(Info.LF);
float zf = dsh.Ref(Info.ZF);
var limit = nBuySpan == 0 ? firstDayBonusL : bonusL;
float wantedC = buyC * (1 + limit);
float wantedMinC = buyC * (1 + bonusL);
//
// if (lf < -0.111 || hf > 0.111)
// {//除权了
// return "";
// }
if (Utils.IsDownStop(hf))//一直跌停
{
info.bSellWhenMeetMyBounusLimit_ = false;
continue;
}
//今天没一直跌停，大概率能卖出
if (info.bSellWhenMeetMyBounusLimit_)
{
if (o > wantedC)//开盘超出盈利顶额
{
sellC = o;
++nBuySpan;
break;
}
if (h > wantedC)//达到盈利顶额
{
sellC = wantedC;
++nBuySpan;
break;
}
if (Utils.IsDownStop(zf))//尾盘跌停，卖不了
{
info.bSellWhenMeetMyBounusLimit_ = false;
continue;
}
sellC = c;
if (zf >= 0.01 || h >= wantedMinC || nBuySpan >= nBuySpanLimit - 1)
{
++nBuySpan;
break;
}
}
else //逃命模式
{
if (!Utils.IsDownStop(of)) //开盘没跌停
{ //跑了
sellC = o;
++nBuySpan;
break;
}
//开盘跌停但因为没一直跌停，所以肯定可以以跌停价卖出
sellC = dsh.Ref(Info.C, 1) * (1 - 0.095f);
++nBuySpan;
break;
}
}
if (dsh.iIndex_ == -1)
{
return("");
}
info.sellDate_ = dsh.Date();
info.tradeSpan_ = nBuySpan;
var bonus = (sellC - buyC) / buyC;
info.allBonus_ = Utils.ToBonus(bonus - 0.002f);
return(info.allBonus_);
}
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
IStrategy_LF_M stra = (IStrategy_LF_M)this;
int nowMiniute = Utils.NowMinute();
if (nowMiniute < 60)
{
return(null);
}
if (dsh.stock_.name_.ToUpper().IndexOf("ST") != -1)
{
return(null);
}
if (dsh.Ref(Info.ZF, dsh.HH(Info.ZF, 10)) > 0.095)
{
return(null);
}
if (dsh.Ref(Info.ZF, dsh.LL(Info.ZF, 10)) < -0.095)
{
return(null);
}
var hf = dsh.Ref(Info.HF);
if (hf > 0.05 || hf < 0.01)
{
return(null);
}
if (dsh.Ref(Info.LF) < -0.06)
{
return(null);
}
var lastDayC = dsh.Ref(Info.C, 1);
var gllc = dsh.Ref(Info.L);
var ghhc = dsh.Ref(Info.H);
var c = dsh.Ref(Info.C);
var o = dsh.Ref(Info.O);
if (c >= lastDayC)
{
return(null);
}
if (ghhc <= lastDayC)
{
return(null);
}
var rsh = dsh.newRuntimeDsh();
var c5 = rsh.Ref(Info.C, 5);
if ((c - c5) / lastDayC > -0.01)
{
return(null);
}
var c10 = rsh.Ref(Info.C, 10);
if ((c - c10) / lastDayC > -0.015)
{
return(null);
}
var c15 = rsh.Ref(Info.C, 15);
if ((c - c15) / lastDayC > -0.02)
{
return(null);
}
var c20 = rsh.Ref(Info.C, 20);
if ((c - c20) / lastDayC < -0.025)
{
return(null);
}
var c25 = rsh.Ref(Info.C, 25);
if ((c - c25) / lastDayC < -0.03)
{
return(null);
}
var c30 = rsh.Ref(Info.C, 30);
if ((c - c30) / lastDayC > -0.035)
{
return(null);
}
return(EmptyRateItemButSel);
}
