public void run_tick(Stock stock, TickData tickData)
{
stock.trend_30m.PreProcessData(tickData);
Deal deal = stock.mStrategy.CalcDeal(stock, tickData);
//sell
while (deal.eType == Deal.ESell)
{
if (!isTradeTime(tickData.dt))
{
break;
}
deal.sell_dt = new DateTime(tickData.dt.Ticks);
deal.backtest_sell(deal.sell_price, deal.sell_shares, ESR.EPR_Normal);
stock.position.AddDeal(deal);
stock.mStrategy.ProcessDeal(stock, deal);
deal.copy_position = Utility.Clone(stock.position);
stock.position.Clear();
DataMining.DealList.Add(deal);
TradingStrategy.AddCash(deal.sell_total_money);
break;
}
FinalDateCloseTrading(stock, tickData);
//buy
while (deal.eType == Deal.EBuy)
{
if (!isTradeTime(tickData.dt))
{
break;
}
if (isEndDate())
{
break;
}
deal.buy_dt = new DateTime(tickData.dt.Ticks);
if (!deal.canAfford())
{
return;
}
deal.backtest_buy(deal.buy_price, deal.buy_shares);
stock.position.AddDeal(deal);
stock.mStrategy.ProcessDeal(stock, deal);
deal.copy_position = Utility.Clone(stock.position);
DataMining.DealList.Add(deal);
TradingStrategy.AddCash(deal.buy_total_money * -1);
break;
}
stock.trend_day.AddTickData(tickData);
stock.trend_day.mStrategyData.ProcessData(stock.trend_day);
stock.trend_30m.AddTickData(tickData);
stock.trend_30m.mStrategyData.ProcessData(stock.trend_30m);
}
