public static bool CheckFunction(string function, out string error, IEnumerable <string> validParamNames)
{
if (string.IsNullOrEmpty(function))
{
error = "Функция не может быть пустой";
return(false);
}
ExpressionResolver resv;
try
{
resv = new ExpressionResolver(function);
}
catch
{
error = "Функция не распознана";
return(false);
}
var lackVars =
resv.GetVariableNames()
.Where(n => !validParamNames.Any(p => p.Equals(n, StringComparison.OrdinalIgnoreCase)));
error = string.Join(", ", lackVars);
if (string.IsNullOrEmpty(error))
{
return(true);
}
error = "Переменные " + error;
return(false);
}
public static ExpressionResolver CheckFunction(string formula, out string error)
{
error = string.Empty;
ExpressionResolver resolver;
try
{
resolver = new ExpressionResolver(formula);
}
catch (Exception ex)
{
error = Resource.ErrorMessageInFunction + " '" + formula + "': " + ex.Message;
return null;
}
var resolverVars = resolver.GetVariableNames();
if (resolverVars.Any(v => !formulaProperties.ContainsKey(v)))
{
error = Resource.ErrorMessageUnknownVariables + ": " +
string.Join(", ", resolverVars.Where(v => !formulaProperties.ContainsKey(v)));
return null;
}
return resolver;
}
public void BracketDisparity()
{
var resolver = new ExpressionResolver("(a + (b) * c");
double result;
var vars = new Dictionary<string, double>();
vars.Add("a", 1);
vars.Add("b", 1);
vars.Add("c", 1);
var ret = resolver.Calculate(vars, out result);
Assert.IsFalse(ret, resolver.Formula);
}
public void Logarithmic()
{
var resolver = new ExpressionResolver("2.71 ^ ln(a) + 10 ^ lg(b)");
double result;
var vars = new Dictionary<string, double>();
vars.Add("a", 2);
vars.Add("b", 3);
var ret = resolver.Calculate(vars, out result);
Assert.IsTrue(ret, resolver.Formula);
Assert.AreEqual(Math.Pow(2.71, Math.Log(vars["a"])) + Math.Pow(10, Math.Log10(vars["b"])), result, resolver.Formula);
}
public void Logical()
{
var resolver = new ExpressionResolver("a & b | c");
double result;
var vars = new Dictionary<string, double>();
vars.Add("a", 1);
vars.Add("b", 0);
vars.Add("c", 1);
var ret = resolver.Calculate(vars, out result);
Assert.IsTrue(ret, resolver.Formula);
Assert.AreEqual(1, result, resolver.Formula);
}
public void Comparison()
{
var resolver = new ExpressionResolver("a > b = c < d");
double result;
var vars = new Dictionary<string, double>();
vars.Add("a", 1);
vars.Add("b", 2);
vars.Add("c", 4);
vars.Add("d", 3);
var ret = resolver.Calculate(vars, out result);
Assert.IsTrue(ret, resolver.Formula);
var expected = vars["a"] > vars["b"] == vars["c"] < vars["d"];
Assert.AreEqual(expected ? 1 : 0, result, resolver.Formula);
}
public IndexCalculator(string indexFormula)
{
try
{
resolver = new ExpressionResolver(indexFormula);
}
catch (Exception ex)
{
Logger.ErrorFormat("Ошибка парсинга формулы \"{0}\" в IndexCalculator: {1}",
indexFormula, ex);
resolver = null;
return;
}
formulaVariableNames = resolver.GetVariableNames();
}
public void AdditionAndVarDisparity()
{
var resolver = new ExpressionResolver("a + b + c");
double result;
var vars = new Dictionary<string, double>();
vars.Add("a", 1);
vars.Add("b", 2);
var ret = resolver.Calculate(vars, out result);
Assert.IsFalse(ret, resolver.Formula + " lack of args");
vars.Add("c", 3);
ret = resolver.Calculate(vars, out result);
Assert.IsTrue(ret, resolver.Formula);
Assert.AreEqual(vars["a"] + vars["b"] + vars["c"], result, resolver.Formula);
vars.Add("d", 4);
ret = resolver.Calculate(vars, out result);
Assert.IsTrue(ret, resolver.Formula + " excess of args");
}
public static double ToExpressionResult(this string expression, double defaultValue)
{
ExpressionResolver resv;
try
{
resv = new ExpressionResolver(expression);
}
catch
{
return(defaultValue);
}
try
{
double rst;
return(resv.Calculate(new Dictionary <string, double>(), out rst) ? rst : defaultValue);
}
catch
{
return(defaultValue);
}
}
private void CheckFormulaParams()
{
formulaParams = resolver.GetVariableNames();
var errorPtrs = new List<string>();
var tickers = DalSpot.Instance.GetTickerNames();
foreach (var ptr in formulaParams)
{
if (ExpressionResolverLiveParams.CheckParamName(ptr)) continue;
if (tickers.Any(t => t.Equals(ptr, StringComparison.OrdinalIgnoreCase)))
continue;
errorPtrs.Add(ptr);
}
if (errorPtrs.Count == 0) return;
FormulaError = "Некорректные параметры: " + string.Join(", ", errorPtrs);
formulaParams = null;
resolver = null;
}
public static string GetFormulaHighlightedHtml(string formula)
{
const string header =
"<html>\n<head>\n" +
"<meta charset=\"utf-8\" />\n" +
"<style type=\"text/css\">\n" +
" div.code { font-family: 'Courier New'; } \n" +
" </style>\n" +
"</head>\n" +
"<body>\n" +
" <div class=\"code\">\n";
const string footer = " </div>\n</body>\n</html>";
if (string.IsNullOrEmpty(formula))
return header + footer;
// для каждой переменной формулы создать гиперссылку вида
// <a href="javascript:void(0);" title="Доход
//Суммарная доходность по счету, %">P</a>+1)*2.5)
// именно так!
var resolver = new ExpressionResolver(formula);
var varNames = resolver.GetVariableNames().OrderByDescending(v => v.Length).ToList();
var tokens = new List<ExpressionToken>();
foreach (var varName in varNames)
{
var pos = -1;
while (true)
{
pos = formula.IndexOf(varName, pos + 1, StringComparison.InvariantCultureIgnoreCase);
if (pos < 0) break;
if (tokens.Any(t => t.pos <= pos && (t.pos + t.len) >= pos)) continue;
tokens.Add(new ExpressionToken
{
pos = pos,
name = varName,
len = varName.Length,
replacement = MakeExpressionParameterHyperlink(varName).Replace("<", "#-").Replace(">", "#+")
});
}
}
foreach (var token in tokens)
{
var tokenPos = token.pos;
var deltaLen = token.replacement.Length - token.len;
formula = formula.Substring(0, token.pos) + token.replacement + formula.Substring(token.pos + token.len);
foreach (var t in tokens.Where(x => x.pos > tokenPos))
t.pos += deltaLen;
}
formula = formula.Replace("#-", "<").Replace("#+", ">");
return formula;
}
public static bool ParseSimpleFormula(string expression,
out List<Cortege3<PerformerStatField, ExpressionOperator, double>> filters,
out PerformerStatField sortField)
{
ExpressionResolver resv;
filters = new List<Cortege3<PerformerStatField, ExpressionOperator, double>>();
sortField = null;
try
{
resv = new ExpressionResolver(expression);
}
catch
{
return false;
}
// одно из поддеревьев должно быть листом - PerformerStatField
if (resv.rootOperand == null) return false;
if (resv.rootOperand.OperandLeft == null &&
resv.rootOperand.OperandRight == null)
{
// частный случай - формула вида "1", "AYP" ...
var sortVal = resv.rootOperand.IsConstant
? resv.rootOperand.ConstantValue.ToStringUniform() : resv.rootOperand.VariableName;
sortField = fields.FirstOrDefault(f => f.ExpressionParamName != null &&
f.ExpressionParamName.Equals(sortVal, StringComparison.OrdinalIgnoreCase));
return sortField != null;
}
if (resv.rootOperand.OperandLeft == null ||
resv.rootOperand.OperandRight == null)
{
filters = null;
return false;
}
var root = resv.rootOperand.OperandRight;
var sorter = resv.rootOperand.OperandLeft;
if (!sorter.IsVariable)
{
sorter = resv.rootOperand.OperandRight;
root = resv.rootOperand.OperandLeft;
}
if (!sorter.IsVariable)
{
filters = null;
return false;
}
sortField = fields.FirstOrDefault(f => f.ExpressionParamName != null &&
f.ExpressionParamName.Equals(sorter.VariableName, StringComparison.OrdinalIgnoreCase));
if (sortField == null)
{
filters = null;
return false;
}
// разобрать другое поддерево (root)
if (root.IsConstant || root.IsVariable)
{
filters = null;
sortField = null;
return false;
}
return ParseSimpleFormulaBranch(root, filters);
}
public void Trigonometrical()
{
var resolver = new ExpressionResolver("sin(a) / cos(a) - tan(a)");
double result;
var vars = new Dictionary<string, double>();
vars.Add("a", 0.3);
var ret = resolver.Calculate(vars, out result);
Assert.IsTrue(ret, resolver.Formula);
Assert.AreEqual(Math.Sin(vars["a"]) / Math.Cos(vars["a"]) - Math.Tan(vars["a"]), result, resolver.Formula);
}
public void TestIndexFunction()
{
var resolver = new ExpressionResolver("(close-close#40)*2");
double result;
var vars = new Dictionary<string, double>
{
{ "close", 1.35 },
{ "close#40", 1.34 }
};
var ret = resolver.Calculate(vars, out result);
Assert.IsTrue(ret, resolver.Formula);
const double resultRight = (1.35 - 1.34)*2;
var delta = Math.Abs(resultRight - result);
Assert.Less(delta, 0.000001, "IndexFunction is calculated right");
}
public void SubtractionNegationAndSpacing()
{
var resolver = new ExpressionResolver("-a - -b - c");
double result;
var vars = new Dictionary<string, double>();
vars.Add("a", 1);
vars.Add("b", 1);
vars.Add("c", 1);
var ret = resolver.Calculate(vars, out result);
Assert.IsTrue(ret, resolver.Formula);
Assert.AreEqual(-vars["a"] - -vars["b"] - vars["c"], result, resolver.Formula);
}
public void SignAndNullReplacing()
{
var resolver = new ExpressionResolver("sign(a ?? 5)");
double result;
var vars = new Dictionary<string, double> {{"a", 0}};
var ret = resolver.Calculate(vars, out result);
Assert.IsTrue(ret, resolver.Formula);
Assert.AreEqual(Math.Sign(vars["a"] == 0 ? 5 : vars["a"]), result, resolver.Formula);
vars["a"] = -1;
ret = resolver.Calculate(vars, out result);
Assert.IsTrue(ret, resolver.Formula);
Assert.AreEqual(Math.Sign(vars["a"] == 0 ? 5 : vars["a"]), result, resolver.Formula);
}
public void MultiplicationAndDivision()
{
var resolver = new ExpressionResolver("a * b / c");
double result;
var vars = new Dictionary<string, double>();
vars.Add("a", 3);
vars.Add("b", 4);
vars.Add("c", 6);
var ret = resolver.Calculate(vars, out result);
Assert.IsTrue(ret, resolver.Formula);
Assert.AreEqual(vars["a"] * vars["b"] / vars["c"], result, resolver.Formula);
}
private bool CheckFormula()
{
Formula = formulaComboBox.Text;
try
{
var resolver = new ExpressionResolver(Formula.ToLower());
//string absentVars = ""
string excessVars = "";
var vars = resolver.GetVariableNames();
var neededArgs = NewsRobot.formulaArguments.Select(argAndComm => argAndComm.Key.ToLower());
/*foreach (var argument in neededArgs)
if (!vars.Contains(argument))
{
if (!string.IsNullOrEmpty(absentVars))
absentVars += ", ";
absentVars += argument;
}*/
foreach (var argument in vars)
{
if(!neededArgs.Contains(argument))
{
if (!string.IsNullOrEmpty(excessVars))
excessVars += ", ";
excessVars += argument;
}
}
if (/*!string.IsNullOrEmpty(absentVars) || */!string.IsNullOrEmpty(excessVars))
{
MessageBox.Show(this,
/*(!string.IsNullOrEmpty(absentVars)
? "В формуле отсутствуют необходимые параметры: " + absentVars + "\n"
: "") +*/
(!string.IsNullOrEmpty(excessVars)
? "В формуле присутствуют лишние параметры: " + excessVars
: ""), "Ошибка", MessageBoxButtons.OK, MessageBoxIcon.Exclamation);
return false;
}
}
catch (Exception)
{
MessageBox.Show(this, "Синтаксическая ошибка в формуле", "Ошибка", MessageBoxButtons.OK, MessageBoxIcon.Exclamation);
return false;
}
return true;
}
private void CalcButtonClick(object sender, EventArgs e)
{
if (!CheckFormula())
{
resultLabel.Text = "Ошибка в формуле";
return;
}
var resolver = new ExpressionResolver(Formula.ToLower());
var values = new Dictionary<string, double>();
foreach (var row in argumentsFastGrid.rows)
{
var arg = (FormulaArgument) row.ValueObject;
values.Add(arg.Name.ToLower(), (double)arg.Value);
}
double result;
var resultFlag = resolver.Calculate(values, out result);
if (!resultFlag)
{
resultLabel.Text = "Ошибка в расчете по формуле";
return;
}
resultLabel.Text = result == 0 ? "Нет входа в рынок" : "Вход в рынок";
}
public override void Initialize(RobotContext context, CurrentProtectedContext protectedContext)
{
var cfgFileName = Assembly.GetAssembly(GetType()).Location + ".xml";
string error;
newsSettings = NewsSettings.LoadNewsSettings(cfgFileName, out error);
if (error != null)
pendingLogMessages.Add(error);
currencySettings = CurrencySettings.LoadCurrencySettings(cfgFileName, out error);
if (error != null)
pendingLogMessages.Add(error);
if(string.IsNullOrEmpty(Formula))
pendingLogMessages.Add("формула не задана");
try
{
expressionResolver = new ExpressionResolver(Formula.ToLower());
}
catch (Exception)
{
pendingLogMessages.Add("ошибка в формуле");
}
base.Initialize(context, protectedContext);
}
public List<PerformerStat> GetAllPerformersWithCriteria(bool managersOnly, string criteria, int count, bool ascending,
float? marginScore, int serviceTypeMask)
{
// данные не готовы к работе
if (!cacheUpdated)
{
Logger.Info("GetAllPerformersWithCriteria - данные не готовы");
return new List<PerformerStat>();
}
ExpressionResolver resv;
try
{
resv = new ExpressionResolver(criteria);
}
catch
{
resv = null;
}
var result = new List<PerformerStat>();
var startTime = DateTime.Now;
foreach (var performer in dicPerformers.ReceiveAllData())
{
if (managersOnly && performer.Value.Statistics.Service == 0) continue;
var performerStat = performer.Value.Statistics;
if (resv != null)
performerStat.UserScore = (float) PerformerCriteriaFunction.Calculate(resv, performerStat);
else
performerStat.UserScore = performerStat.Profit;
// отсеять тех, кто не удовлетворяет условию
if (marginScore.HasValue)
//if (performerStat.UserScore.AreSame(marginScore.Value, 0.0001f)) continue;
if ((performerStat.UserScore <= marginScore.Value && !ascending) ||
(performerStat.UserScore >= marginScore.Value && ascending))
continue;
if (serviceTypeMask != 0)
{
if ((serviceTypeMask & 1) != 0)
if(performerStat.ServiceType != (int) PaidServiceType.Signals)
continue;
if ((serviceTypeMask & 2) != 0)
if (performerStat.ServiceType != (int) PaidServiceType.PAMM)
continue;
}
result.Add(performerStat);
}
// отсортировать и отобрать count результатов
var total = result.Count;
result.Sort(ComparePerformerStats);
if (!ascending)
result.Reverse();
if (result.Count > count)
result = result.GetRange(0, count);
Logger.InfoFormat("GetAllPerformersWithCriteria (managersOnly={0}, criteria={1}, count={2}, margin={3})" +
" - записей: {4}, время вычислений: {5} мс",
managersOnly,
criteria + (ascending ? "[asc]" : "[desc]"),
count,
marginScore,
total,
DateTime.Now.Subtract(startTime).TotalMilliseconds);
return result.ToList();
}
public void LogicalExpression()
{
var expressionResult = new Dictionary<string, Cortege2<Dictionary<string, double>, double>>
{
{
"~a", new Cortege2<Dictionary<string, double>, double>(new Dictionary<string, double>
{
{"a", 1}
}, 0)
},
{
"a&~b", new Cortege2<Dictionary<string, double>, double>(new Dictionary<string, double>
{
{"a", 1},
{"b", 0}
}, 1)
},
{
"~c!=~b", new Cortege2<Dictionary<string, double>, double>(new Dictionary<string, double>
{
{"b", 1},
{"c", 0}
}, 1)
},
{
"(a=~b)&({c!=a}||~c)", new Cortege2<Dictionary<string, double>, double>(new Dictionary<string, double>
{
{"a", 1},
{"b", 0},
{"c", 1} // not 0 therefore true
}, 0)
},
{
"(a = ~b) & ({c != a} || ~c)", new Cortege2<Dictionary<string, double>, double>(new Dictionary<string, double>
{
{"a", 1},
{"b", 0},
{"c", 0} // not 0 therefore true
}, 1)
},
{
"(_pi&1)=(b&b)", new Cortege2<Dictionary<string, double>, double>(new Dictionary<string, double>
{
{"b", 1},
}, 1)
}
};
foreach (var exRst in expressionResult)
{
var expression = exRst.Key;
ExpressionResolver resolver;
try
{
resolver = new ExpressionResolver(expression);
}
catch (Exception ex)
{
Assert.Fail("\"" + expression + "\" не распознано: " + ex);
continue;
}
var vars = exRst.Value.a;
var expected = exRst.Value.b;
try
{
double result;
var rst = resolver.Calculate(vars, out result);
Assert.IsTrue(rst, expression + " is calculated");
Assert.AreEqual(expected, result, expression + " should be equal " + expected);
}
catch (Exception ex)
{
Assert.Fail(expression + ": exception while calculate: " + ex);
}
}
}
public override void Initialize(BacktestServerProxy.RobotContext grobotContext)
{
base.Initialize(grobotContext);
// проверка настроек графиков
if (Graphics.Count == 0)
{
Logger.DebugFormat("OscillatorBasedRobot: настройки графиков не заданы");
return;
}
if (Graphics.Count > 1)
{
Logger.DebugFormat("OscillatorBasedRobot: настройки графиков должны описывать один тикер / один ТФ");
return;
}
ticker = Graphics[0].a;
try
{
formulaResolver = new ExpressionResolver(indexFormula);
formulaVariableNames = formulaResolver.GetVariableNames();
lastBids = new Dictionary<string, float>();
lastIndicies = new RestrictedQueue<float>(CandlesInIndexHistory);
candles = new RestrictedQueue<CandleData>(CandlesInIndexHistory);
packer = new CandlePacker(Graphics[0].b);
indexPeaks = new List<Cortege3<float, int, float>>();
tickerNames = DalSpot.Instance.GetTickerNames();
randomGener = new Random(DateTime.Now.Millisecond);
lastBidLists = new Dictionary<string, RestrictedQueue<float>>();
// по каждой валютной паре найти макс. количество отсчетов (из формулы индекса)
InitLastBidLists();
}
catch (Exception ex)
{
Logger.ErrorFormat("OscillatorBasedRobot: ошибка парсинга выражения \"{0}\": {1}",
indexFormula, ex);
formulaResolver = null;
}
}
public FunctionCheckForm(string function)
: this()
{
lblFormula.Text = function;
resolver = new ExpressionResolver(function);
}
public static bool CheckFunction(string function, out string error, IEnumerable<string> validParamNames)
{
if (string.IsNullOrEmpty(function))
{
error = "Функция не может быть пустой";
return false;
}
ExpressionResolver resv;
try
{
resv = new ExpressionResolver(function);
}
catch
{
error = "Функция не распознана";
return false;
}
var lackVars =
resv.GetVariableNames()
.Where(n => !validParamNames.Any(p => p.Equals(n, StringComparison.OrdinalIgnoreCase)));
error = string.Join(", ", lackVars);
if (string.IsNullOrEmpty(error)) return true;
error = "Переменные " + error;
return false;
}
