コード例 #1
0
ファイル: CalcDMI.cs プロジェクト: YuanJiaYou/CSharpEE
        /// <summary>
        /// 计算一个股票的 DMI金叉、DMI死叉
        /// </summary>
        /// <param name="lstRet"></param>
        private static void CalcOneStockBool(List <DMIHistory> lstRet)
        {
            for (int i = 2; i < lstRet.Count; i++)
            {
                DMIHistory cur18 = lstRet[i];
                DMIHistory pre17 = lstRet[i - 1];
                DMIHistory pre16 = lstRet[i - 2];

                if (pre17.PDI == pre17.MDI)
                {
                    cur18.GoldX  = (pre16.PDI <pre16.MDI && cur18.PDI> cur18.MDI);
                    cur18.BlackX = (pre16.PDI > pre16.MDI && cur18.PDI < cur18.MDI);
                }
                else
                {
                    cur18.GoldX  = (pre17.PDI <pre17.MDI && cur18.PDI> cur18.MDI);
                    cur18.BlackX = (pre17.PDI > pre17.MDI && cur18.PDI < cur18.MDI);
                }
            }
        }
コード例 #2
0
ファイル: CalcDMI.cs プロジェクト: YuanJiaYou/CSharpEE
        /// <summary>
        /// 计算一个股票的MACD
        /// </summary>
        /// <param name="lstRet">计算数据</param>
        /// <param name="newIndex">需要计算记录的索引号</param>
        /// <param name="N">入参</param>
        /// <param name="M">入参</param>
        public static void CalcOneStock(List <DMIHistory> lstRet, int newIndex, int N = 14, int M = 6)
        {
            if (lstRet == null || lstRet.Count == 0)
            {
                return;
            }

            DMIHistory pre;

            if (newIndex == 0)//相当于全部重算
            {
                pre       = lstRet[0];
                newIndex += 1;
            }

            for (int i = newIndex; i < lstRet.Count; i++)
            {
                pre = lstRet[i - 1];
                DMIHistory cur = lstRet[i];
                cur.TR1 = Math.Max(Math.Max(cur.HIP - cur.LOP, Math.Abs(cur.HIP - pre.CP)), Math.Abs(cur.LOP - pre.CP));
                cur.HD  = cur.HIP - pre.HIP;
                cur.LD  = pre.LOP - cur.LOP;

                if (i < N)
                {
                    continue;
                }

                int skip = i - N + 1;
                if (skip < 0)
                {
                    skip = 0;
                }
                int take    = N > i ? i + 1 : N;
                var lstTemp = lstRet.Skip(skip).Take(take);

                cur.TR  = lstTemp.Sum(m => m.TR1);
                cur.DMP = lstTemp.Where(m => m.HD > 0 && m.HD > m.LD).Sum(m => m.HD);
                cur.DMM = lstTemp.Where(m => m.LD > 0 && m.LD > m.HD).Sum(m => m.LD);
                cur.PDI = cur.DMP * 100 / cur.TR;
                cur.MDI = cur.DMM * 100 / cur.TR;

                //消除非数值问题(把一般是除数是0引起的,把其值设置成其前一天的值)
                if (double.NaN.Equals(cur.PDI))
                {
                    cur.PDI = pre.PDI;
                }
                if (double.NaN.Equals(cur.MDI))
                {
                    cur.MDI = pre.MDI;
                }

                int take2 = M;
                if (i < N + take2 - 1)
                {
                    continue;
                }
                if (cur.PDI == null || cur.MDI == null)
                {
                    continue;
                }

                int skip2    = i - take2 + 1;
                var lstTemp2 = lstRet.Skip(skip2).Take(take2);
                cur.ADX = lstTemp2.Average(m => Math.Abs(m.MDI - m.PDI) / (m.MDI + m.PDI) * 100);

                //消除非数值问题(把一般是除数是0引起的,把其值设置成其前一天的值)
                if (double.NaN.Equals(cur.ADX))
                {
                    cur.ADX = pre.ADX;
                }

                int take3 = M;
                if (i < N + take2 + take3 - 2)
                {
                    continue;
                }
                int        skip3    = i - take3 + 1;
                DMIHistory preSkip3 = lstRet[skip3];
                cur.ADXR = (preSkip3.ADX + cur.ADX) / 2;

                //消除非数值问题(把一般是除数是0引起的,把其值设置成其前一天的值)
                if (double.NaN.Equals(cur.ADXR))
                {
                    cur.ADXR = pre.ADXR;
                }
            }

            CalcOneStockBool(lstRet);
        }