public void GetCandidateStocksForOpenTest()
{
IBTM target = new IBTM(20,DateTime.Now.AddDays(-1),2,0.01d); // TODO: Initialize to an appropriate value
var actual = target.GetCandidateStocksForOpen();
Assert.IsTrue(actual != null);
}
private static void CalcTodayIBTM(DateTime dateFrom)
{
var s = File.AppendText(@"C:\Users\Administrator\Desktop\IBTM.txt");
TradeSharkContext context = new TradeSharkContext("TradeShark"); // TODO: Initialize to an appropriate value
var strategy = context.Strategies.Where(sg => sg.Id == 1).First();
try
{
IBTM target = new IBTM(20, dateFrom, 2, 0.00d); // TODO: Initialize to an appropriate value
var filtered = new List<StockPrice>();
Func<IEnumerable<StockPrice>, IEnumerable<StockPrice>> customFilter = ps =>
{
var lastest5DayPrice = ps.Reverse().Take(6);
if (lastest5DayPrice == null) return filtered;
var ps2 = lastest5DayPrice.ToArray();
var t = 0;
if (ps2[0].Close < 1) //剔除股价太低股票
{
filtered.Add(ps2[0]);
return filtered;
}
for (int i = 0; i < ps2.Count() - 1; i++) //剔除下跌超过3日股票
{
if (ps2[i].Close - ps2[i + 1].Close < 0)
{
t++;
}
}
if (t >= 3) filtered.Add(lastest5DayPrice.FirstOrDefault());
return filtered;
};
var actual = target.GetCandidateStocksForOpen(customFilter);
if (actual == null || actual.Count == 0)
{
s.WriteLine(dateFrom.ToString("yyyyMMdd") + ": 今日无候选 ");
}
else
{
foreach (var sp in actual)
{
context.StrategyPortfolios.Add(new FinancialEngineering.BackTesting.Model.StrategyPortfolio()
{
InnerCode = sp.InnerCode,
OpenDate = new DateTime(dateFrom.Year, dateFrom.Month, dateFrom.Day),
SecuAbbr = "",
SecuCode = sp.SecuCode,
Strategy = strategy
});
}
context.SaveChanges();
s.WriteLine(dateFrom.ToString("yyyyMMdd") + ": " + actual.Aggregate("", (r, i) =>
{
r += i.SecuCode + ","; return r;
}));
}
Console.WriteLine("计算成功结束");
}
catch (Exception e)
{
s.WriteLine(dateFrom.ToString("yyyyMMdd") + ": 发生错误： " + e.Message);
s.WriteLine(e.StackTrace);
}
finally
{
context.Dispose();
s.Flush();
s.Dispose();
}
}