public Operations calcaulate(History history, DateTime date, Holds holds)
{
Operations operations = new Operations();
foreach (Hold hold in holds.holds)
{
var day = history.getDay(hold.stockName, date);
if (day == null)
{
continue;
}
if (hold.buyTime.AddDays(20) > date)
{
continue;
}
operations.operations.Add(sell(hold));
}
foreach (var stockName in history.stocks.Keys)
{
DayResult currentDay = history.getDay(stockName, date.AddDays(0));
if (currentDay == null || currentDay.volume == 0)
{
continue;
}
DateTime currentDate = currentDay.date;
operations.operations.Add(buy(stockName, currentDay.adjClose, holds.cash));
}
return(operations);
}
public Operations calcaulate(History history, DateTime date, Holds holds)
{
Operations operations = new Operations();
foreach (Hold hold in holds.holds)
{
var day = history.getDay(hold.stockName, date);
if (day == null)
{
continue;
}
decimal currentPrice = day.adjClose;
if (currentPrice > hold.buyPrice * (decimal)1.1 || currentPrice < hold.buyPrice * (decimal)0.9)
{
operations.operations.Add(sell(hold));
}
}
foreach (var stockName in history.stocks.Keys)
{
List <DayResult> days = new List <DayResult>();
DayResult currentDay = history.getDay(stockName, date.AddDays(0));
if (currentDay == null || currentDay.volume == 0)
{
continue;
}
for (int i = 1; i < 50; i++)
{
DayResult day = history.getDay(stockName, date.AddDays(-i));
if (day != null && day.volume != 0)
{
days.Add(day);
}
}
if (days.Count < 20)
{
continue;
}
bool isNotMatch = false;
foreach (DayResult day in days)
{
if (day.volume > currentDay.volume / 3)
{
isNotMatch = true;
}
if (day.adjClose > currentDay.adjClose)
{
isNotMatch = true;
}
if (day.adjClose < currentDay.adjClose * (decimal)0.7)
{
isNotMatch = true;
}
}
if (currentDay.adjClose * currentDay.volume < 10000000)
{
isNotMatch = true;
}
if (isNotMatch)
{
continue;
}
operations.operations.Add(buy(stockName, currentDay.adjClose));
}
return(operations);
}
