public override List <ChanceClass> getChances(BaseCollection sc, ExpectData ed)
{
List <ChanceClass> ret = new List <ChanceClass>();
ExpectList el = sc.orgData;
List <ChanceClass> scs = new List <ChanceClass>();
strag_CommOldClass coc = new strag_CommOldClass();
coc.CommSetting = this.CommSetting;
coc.ChipCount = this.ChipCount;
coc.FixChipCnt = true;
//coc.AllowMaxHoldTimeCnt = this.AllowMaxHoldTimeCnt;
coc.BySer = this.BySer;
//coc.ReviewExpectCnt = ;
coc.InputMinTimes = this.InputMinTimes;
coc.StagSetting = new StagConfigSetting();
if (!this.IsTracing)//未持仓时才计算过往概率
{
double sucrate = double.NaN;
if (this.CommSetting.UseLocalWaveData)//如果使用本地数据，获取该期本地数据
{
sucrate = this.LocalWaveData[el.LastData.Expect];
}
if (double.IsNaN(sucrate)) //如果数据异常，继续去寻找
{
sucrate = getSucRate(el, coc, true); //该类策略全部是一次性机会，可反复下注
}
if (this.RateDic == null)
{
this.RateDic = new Dictionary <string, double>();
}
if (!this.RateDic.ContainsKey(this.LastUseData().LastData.Expect))//加入胜率队列
{
RateDic.Add(this.LastUseData().LastData.Expect, sucrate);
}
if (!this.CheckEnableIn())
{
return(ret);
}
this.IsTracing = true;//满足条件，开始持仓
//this.debug_maxRate = 0;
}
BaseCollection scc = new ExpectListProcess(el).getSerialData(InputMinTimes, BySer) as BaseCollection;
ret = coc.getChances(scc, el.LastData);
for (int i = 0; i < ret.Count; i++)
{
ret[i].NeedConditionEnd = true;
ret[i].OnCheckTheChance += CheckNeedEndTheChance;
}
return(ret);
}
public override bool CheckNeedEndTheChance(ChanceClass cc, bool LastExpectMatched)
{
if (LastExpectMatched)
{
return(true);
}
if (this.IsTracing == false) //如果策略不持仓，无论是否命中，所有后续机会均关闭
{
return(true);
}
strag_CommOldClass coc = new strag_CommOldClass();
coc.CommSetting = this.CommSetting;
coc.ChipCount = this.ChipCount;
coc.FixChipCnt = true;
////coc.AllowMaxHoldTimeCnt = this.AllowMaxHoldTimeCnt;
coc.BySer = this.BySer;
//coc.ReviewExpectCnt = ;
coc.InputMinTimes = this.InputMinTimes;
coc.StagSetting = new StagConfigSetting();
double sucrate = double.NaN;
if (this.CommSetting.UseLocalWaveData)//如果使用本地数据，获取该期本地数据
{
sucrate = this.LocalWaveData[this.LastUseData().LastData.Expect];
}
if (sucrate == double.NaN)//如果数据异常，继续去寻找
{
sucrate = 100 * getSucRate(this.LastUseData(), coc, cc.AllowMaxHoldTimeCnt == 1 ? true : false);
}
if (!this.RateDic.ContainsKey(this.LastUseData().LastData.Expect))
{
RateDic.Add(this.LastUseData().LastData.Expect, sucrate);
}
if (this.CheckEnableOut())
{
return(true);
}
return(false);
}
public override List <ChanceClass> getChances(BaseCollection sc, ExpectData ed)
{
List <ChanceClass> ret = new List <ChanceClass>();
if (sc == null || sc.Table == null || sc.Table.Rows.Count < this.ReviewExpectCnt)
{
return(ret);
}
if (this.getAllStdDev() == null)
{
this.setAllStdDev(new Dictionary <string, List <double> >());
}
double stdval = 0;
List <double> list = sc.getAllDistrStdDev(this.ReviewExpectCnt, this.InputMaxTimes);
if (!this.getAllStdDev().ContainsKey(ed.Expect))
{
stdval = list[10];//最后一位
this.getAllStdDev().Add(ed.Expect, list);
}
if (getAllStdDev().Count < 20)
{
return(ret);
}
MA_del ma20 = new MA_del(getAllStdDev().Values.Select(p => p[10]).ToArray(), 20);
MA_del ma5 = new MA_del(getAllStdDev().Values.Select(p => p[10]).ToArray(), 5);
if (!IsTracing)
{
//if (stdval > 0.2) return ret;
if (ma20.IsDownCross())//下穿均线，开始跟踪
{
IsTracing = true;
}
else
{
return(ret);
}
}
else
{
////if (stdval > 0.2)
////{
//// IsTracing = false;
//// return ret;
////}
if (ma5.IsUpCross())//上穿均线，停止跟踪
{
IsTracing = false;
return(ret);
}
}
strag_CommOldClass strag = new strag_CommOldClass();
strag.BySer = this.BySer;
strag.ChipCount = this.ChipCount;
strag.InputMinTimes = this.InputMinTimes;
List <ChanceClass> tmp = strag.getChances(sc, ed);
Dictionary <string, double> dic = new Dictionary <string, double>();
for (int i = 0; i < 10; i++)
{
if (list[i] < stdval)//小于整体的才有效
{
string strcol = string.Format("{0}", (i + 1) % 10);
dic.Add(strcol, list[i]);
}
}
for (int i = 0; i < tmp.Count; i++)
{
if (dic.ContainsKey(tmp[i].GetCodeKey(this.BySer)))
{
ret.Add(tmp[i]);
}
}
return(ret);
}
double getSucRate(ExpectList el, strag_CommOldClass coc, bool OnlyOnceChance)
{
Dictionary <string, ChanceClass> NoEndChances = new Dictionary <string, ChanceClass>();
Dictionary <string, ChanceClass> TmpChances = new Dictionary <string, ChanceClass>();
int MatchTimes = 0;
int AllTimes = 0;
for (int i = this.InputMaxTimes; i < el.Count; i++)//因为最后一次数据如果下注就不知道结果，所以最后一次排除下注，只做验证上次结果用
{
ExpectList useList = el.getSubArray(i - this.InputMinTimes, this.InputMinTimes);
ExpectData CurrData = useList.LastData;
TmpChances = new Dictionary <string, ChanceClass>();
foreach (string key in NoEndChances.Keys)
{
ChanceClass cc = NoEndChances[key];
int MatchCnt = 0;
bool Matched = cc.Matched(CurrData, out MatchCnt, false);
if (Matched)
{
if (OnlyOnceChance)//如果是一次性机会
{
if (cc.HoldTimeCnt == 1)
{
MatchTimes++;
continue;
}
}
else
{
MatchTimes++;
}
}
else
{
if (!TmpChances.ContainsKey(key))
{
cc.HoldTimeCnt++;
cc.Closed = false;
TmpChances.Add(key, cc);
if (!OnlyOnceChance)//如果不是一次性机会，每次机会都加1
{
AllTimes++;
}
}
}
}
if (i == el.Count - 1)
{
break;//最后一期不找机会
}
NoEndChances = new Dictionary <string, ChanceClass>();
foreach (string key in TmpChances.Keys)//遗留机会
{
NoEndChances.Add(key, TmpChances[key]);
}
BaseCollection scc = new ExpectListProcess(useList).getSerialData(InputMinTimes, BySer) as BaseCollection;
List <ChanceClass> ccs = coc.getChances(scc, CurrData);
for (int j = 0; j < ccs.Count; j++)//新增机会
{
if (!NoEndChances.ContainsKey(ccs[j].ChanceCode))
{
NoEndChances.Add(ccs[j].ChanceCode, ccs[j]);
AllTimes++;
}
}
}
return((double)100 * MatchTimes / AllTimes);
}