/// <summary>
/// Получение входных данных.
/// </summary>
private async Task <TestResultRepositiry> GetInputData()
{
runTime = String.Empty;
TimeSpan _runTime;
DateTime _startRun = DateTime.Now;
List <Task> _tasks = new List <Task>();
string[] filePathes = StaticService.GetPathFiles(folderInput, patern1);
testResultRepo = new TestResultRepositiry();
// очищаем папки
StaticService.DeleteAllFile(folderOutTestResult, patern1);
StaticService.DeleteAllFile(folderOutTestTradesSimple, patern1);
StaticService.DeleteAllFile(folderOutTestTradesOPT, patern1);
foreach (string _path in filePathes) // проходим по файлам
{
_tasks.Add(TrendAlgoritmTest(_path));
}
await Task.WhenAll(_tasks);
StaticService.Serializes(testResultRepo, folderOutTestResult + "!_actul_result");
_runTime = DateTime.Now - _startRun;
runTime = String.Format("{0:00}:{1:00}:{2:00}.{3:000}", _runTime.Hours, _runTime.Minutes, _runTime.Seconds, _runTime.Milliseconds);
return(testResultRepo);
}
/// <summary>
/// Расчет Болинжера по _countPeriod и _kstd
/// </summary>
private async Task CreateRepositoryBolinger(MarketTradesRepository _mtr, int _countPeriod, double _kstd, string _fileNameInp)
{
double High_line = 0;
double Midl_line = 0;
double Low_line = 0;
double price;
List <double> priceList = new List <double>();
TradesBolingerRepository _trdBReposit = new TradesBolingerRepository();
await Task.Run(() =>
{
foreach (ParametrMarketTrades item in _mtr)
{
price = (double)item.PriceTrades;
priceList.Add(price);
if (priceList.Count == _countPeriod)
{
StaticCalculations.BollingerBands(priceList, _kstd, ref High_line, ref Midl_line, ref Low_line);
priceList.RemoveAt(0);
_trdBReposit.Add(new ParametrTradesBolinger(item.DateTimeTrades, item.NumberTrades, item.PriceTrades, item.SeccodeTrades, High_line, Low_line, Midl_line));
}
}
string _fileName = _fileNameInp + StaticService.GenerateKey(_countPeriod, _kstd);
StaticService.Serializes(_trdBReposit, folderOut + _fileName);
});
}
/// <summary>
/// Task для конвертации в .dat
/// </summary>
private Task TaskConvert(byte[] _result, string _id)
{
StaticService.LogFileWrite(DateTime.Now.ToLongTimeString() + " " + _id, "runtime.txt", true);
return(Task.Run(() =>
{
string _text = Encoding.UTF8.GetString(_result);
string[] _separator = new string[3] {
"\r\n", "\n", "\r"
};
string[] _mapStr = _text.Split(_separator, StringSplitOptions.RemoveEmptyEntries);
string _date = String.Empty;
string _time = String.Empty;
decimal _price = 0;
MarketTradesRepository marketTradRepo = new MarketTradesRepository();
int _iD = 0;
foreach (string _line in _mapStr)
{
string[] _splites = Regex.Split(_line, paternRegEx1);
_iD++;
_date = _splites[0];
_time = _splites[1];
try
{
_price = Convert.ToDecimal(_splites[2]);
}
catch (Exception ex)
{
MessageBox.Show(ex.Message);
}
marketTradRepo.Add(new ParametrMarketTrades(_iD.ToString(), _date, _time, 0, _price, ""));
}
if (marketTradRepo.Count > 0)
{
StaticService.Serializes(marketTradRepo, folder + marketTradRepo[0].DateTimeTrades.ToShortDateString());
}
StaticService.LogFileWrite(DateTime.Now.ToLongTimeString() + " " + _id, "runtime.txt", true);
}));
}
/// <summary>
/// Синхронная конвертация в .dat
/// </summary>
private void ConvertMy()
{
StreamReader file;
string[] filePathes = StaticService.GetPathFiles(folder, patern1);
foreach (string _path in filePathes) // проходим по файлам
{
MarketTradesRepository marketTradRepo;
string _date = String.Empty;
string _time = String.Empty;
decimal _price = 0;
using (file = new StreamReader(_path))
{
string line;
marketTradRepo = new MarketTradesRepository();
int _id = 0;
while ((line = file.ReadLine()) != null) // проходим по стркам
{
string[] _splites = Regex.Split(line, paternRegEx1);
_id++;
_date = _splites[0];
_time = _splites[1];
try
{
_price = Convert.ToDecimal(_splites[2]);
}
catch (Exception ex)
{
MessageBox.Show(ex.Message);
}
marketTradRepo.Add(new ParametrMarketTrades(_id.ToString(), _date, _time, 0, _price, ""));
}
}
if (marketTradRepo.Count > 0)
{
StaticService.Serializes(marketTradRepo, folder + marketTradRepo[0].DateTimeTrades.ToShortDateString());
}
}
}
/// <summary>
/// Открываем лонги, если цена выше самой верхней линии.
/// Открываем шорты, если цена ниже самой нижней линии.
/// Закрытие: переворачиваемся.
/// </summary>
private Task TrendAlgoritmTest(string _path)
{
return(Task.Run(() =>
{
TradesBolingerRepository _trdBRepo = null;
string file_name = "test_result.txt";
try
{
_trdBRepo = (TradesBolingerRepository)StaticService.Deserializes(_path);
}
catch (Exception)
{
StaticService.LogFileWrite(_path, "error_log.txt", true);
}
string _key = Path.GetFileNameWithoutExtension(_path);
string _dateRes = StaticService.GetComment(_key, SettingsClass.PaternDate1);
string _settBB = StaticService.GetComment(_key, SettingsClass.Patern);
TestTradesCollection testTradColl = new TestTradesCollection();
TestTradesCollection testTradCollOPT = new TestTradesCollection();
int tp = 0;
double profitPortfolio = 0; // прибыль портфеля на каждую сделку
int countTrades = 0;
double maxProfit = 0;
double minProfit = 0;
int countProfitTrades = 0;
int countLossTrades = 0;
// OPT
double profitPortfolioOpt = 0;
int countTradesOpt = 0;
double maxProfitOpt = 0;
double minProfitOpt = 0;
int countProfitTradesOpt = 0;
int countLossTradesOpt = 0;
// end opt
StaticService.LogFileWrite("\n ---------" + _key + "---------", file_name, true);
if (_trdBRepo != null)
{
foreach (ParametrTradesBolinger pcT in _trdBRepo)
{
//StaticClassService.LogFileWrite(pcT.DateTimeTrades + "\t" + pcT.NumberTrades + "\t" + pcT.PriceTrades + "\t" + pcT.SeccodeTrades + "\t" + pcT.LineUp + "\t" + pcT.LineDown + "\t" + pcT.LineMidl, file_name, true);
DateTime dateTimeTrade = pcT.DateTimeTrades;
if (dateTimeTrade.TimeOfDay < new TimeSpan(19, 0, 0))
{
double price = (double)pcT.PriceTrades;
//---Здесь вызываем Класс нужного алгоритма---
Algoritms.BollingerCrossing.Algoritm(pcT, testTradColl, testTradCollOPT, file_name, price, dateTimeTrade, ref tp, ref countTrades, ref countTradesOpt, ref profitPortfolio, ref profitPortfolioOpt, ref maxProfit, ref maxProfitOpt, ref minProfit, ref minProfitOpt, ref countProfitTrades, ref countProfitTradesOpt, ref countLossTrades, ref countLossTradesOpt);
//--------------------------------------------
}
}
}
// save result
testResultRepo.Add(new ParametrTestResult(_key, _dateRes, _settBB, profitPortfolio, countTrades, maxProfit, minProfit, countProfitTrades, countLossTrades));
testResultRepo.Add(new ParametrTestResult(_key + "OPT", _dateRes, _settBB, profitPortfolioOpt, countTradesOpt, maxProfitOpt, minProfitOpt, countProfitTradesOpt, countLossTradesOpt)); // Opt
// serialize TestTradesCollection end TestTradesCollection'OPT'
StaticService.Serializes(testTradColl, folderOutTestTradesSimple + _key);
StaticService.Serializes(testTradCollOPT, folderOutTestTradesOPT + _key);
}));
}