public List <string> screen()
{
List <string> stocks = StockPool.getInstance().getAllStocks();
return(filterStocksByCostPerf_PricePos_PE(stocks, "2018", "1", 0.05, 0.5, 40.0));
}
public static bool isUninterestedIndustry(string stockID)
{
string industryName = StockPool.getInstance().getStockIndustry(stockID);
if (industryName == null)
{
return(false);
}
return(ms_uninterestIndustries.Contains(industryName));
}
public List <string> screen()
{
List <string> src = StockPool.getInstance().getAllStocks();
STFilter stFlt = new STFilter();
IndustryExcludeFilter indFlt = new IndustryExcludeFilter();
KLinePatternFilter osFlt = new KLinePatternFilter(new Oversold2Day());
PriceScaleFilter psFlt = new PriceScaleFilter(0.5);
List <string> stocks = psFlt.filter(osFlt.filter(indFlt.filter(stFlt.filter(src))));
return(stocks);
}
public static void filterStocksByPriceScaleAndPE(double ratio, double pe, string filepath)
{
List <string> stocks = new List <string>();
PEFilter peFilter = new PEFilter(pe);
PriceScaleFilter priceFilter = new PriceScaleFilter(ratio);
List <string> shStocks = peFilter.filter(priceFilter.filter(StockPool.getInstance().allSHStocks));
List <string> szStocks = peFilter.filter(priceFilter.filter(StockPool.getInstance().allSZStocks));
stocks.AddRange(shStocks);
stocks.AddRange(szStocks);
StockListFileUtil.writeStocksToFile(stocks, filepath);
}
public List <string> screen()
{
List <string> stocks = null;
if (m_useIntermediate)
{
stocks = IntermediateImporter.readLowPriceStocks();
}
else
{
stocks = StockPool.getInstance().getAllStocks();
}
return(filterStocksByPriceScale_PE_Eps(stocks, 0.3, 40.0, 0.2));
}
public IActionResult OnGet(int?id)
{
if (id == null)
{
return(this.NotFound());
}
this.stockPool = this.stockPoolService.GetStockPool(id.Value);
if (this.stockPool == null)
{
return(this.NotFound());
}
return(this.Page());
}
public static bool isSTStock(string stockID)
{
string stockName = StockPool.getInstance().getStockName(stockID);
if (stockName == null)
{
return(false);
}
if (stockName.Contains("ST"))
{
return(true);
}
return(false);
}
public bool calcAvgValInIndustry(string stockID, out double val)
{
val = 0.0;
if (m_comparer == null)
{
return(false);
}
string industryName = StockPool.getInstance().getStockIndustry(stockID);
string comparerName = m_comparer.getFilterDesc();
bool ret = true;
if (!StockDataCache.getInstance().getAvgValInIndustry(comparerName, industryName, out val))
{
double accumVal = 0.0;
int accumCount = 0;
List <string> stocksInIndustry = StockPool.getInstance().getStocksInIndustry(industryName);
foreach (string code in stocksInIndustry)
{
double curVal = 0.0;
if (m_comparer.getNumericValue(code, out curVal))
{
if (m_comparer.needLimitValue() &&
!m_comparer.isValueValid(curVal))
{
curVal = m_comparer.getLimitValue();
}
accumVal += curVal;
accumCount++;
}
}
if (accumCount > 0)
{
val = accumVal / accumCount;
StockDataCache.getInstance().setAvgValInIndustry(comparerName, industryName, val);
}
else
{
ret = false;
}
}
return(ret);
}
static void Main(string[] args)
{
GlobalConfig.getInstance().init();
StockPool.getInstance().init();
OptionalStocks.getInstance().init();
//double ratio = calcCostPerfInHistory("sh603067");
//double r2 = calcCostPerfInHistory("sh600995");
//StockRealTimeData rd = StockDataCenter.getInstance().queryRealTimeData("sz000662");
double pe = 0;
DynamicPEFilter.calcDynamicPE("sz002551", out pe);
while (true)
{
Thread.Sleep(1000);
}
}
public int calcRankInIndustry(string stockID)
{
if (m_comparer == null)
{
return(-1);
}
string industryName = StockPool.getInstance().getStockIndustry(stockID);
List <string> stocksInIndustry = StockPool.getInstance().getStocksInIndustry(industryName);
List <RankMetadata> sortableArr = new List <RankMetadata>();
foreach (string code in stocksInIndustry)
{
double val = 0.0;
if (!m_comparer.getNumericValue(code, out val))
{
continue;
}
RankMetadata md = new RankMetadata(code, val);
sortableArr.Add(md);
}
sortableArr.Sort();
int i = 0;
for (i = 0; i < sortableArr.Count; i++)
{
if (sortableArr[i].stockID.Equals(stockID))
{
break;
}
}
if (i == sortableArr.Count)
{
return(-1);
}
return(i + 1);
}
public void SetUp()
{
this.stockPool1 = new StockPool {
Id = 1, StockPoolCode = "one"
};
this.stockPool2 = new StockPool {
Id = 2, StockPoolCode = "two"
};
this.StockPoolFacadeService.GetAll()
.Returns(new SuccessResult <IEnumerable <StockPool> >(new List <StockPool>
{
this.stockPool1, this.stockPool2
}));
this.Response = this.Browser.Get(
"/inventory/stock-pools",
with =>
{
with.Header("Accept", "application/json");
}).Result;
}
public static bool isInBlackList(string stockID)
{
return(StockPool.getInstance().blackList.Contains(stockID));
}
private void button_src_defaultAll_Click(object sender, EventArgs e)
{
AppStockData.getInstance().m_srcList.copy(StockPool.getInstance().getAllStocks());
refreshSrcList();
}
public override void exec()
{
//var a = analytic.hitkeyprices();
//log.Info(a.ToCsv());
//return;
log.Info("run strategy " + param.name.ToLower());
log.Info("get codes");
universe universe;
if (param.astock)
{
var codes =
param.universe.Split(new[] { ' ', ',' }, StringSplitOptions.RemoveEmptyEntries);
universe = new universe(param.universe, codes);
}
else if (param.asector)
{
universe = new universe(param.universe, new Trade.Db.db().codes(param.universe).ToArray());
}
else
{
universe = getUniverse(param.universe);
}
log.Info("total " + universe.codes.Length);
log.Info("get run");
var pool = new StockPool(universe.codes);
var orders = !param.backtest
? new IOrder[] { new dbOrder(), new smsOrder() }
: new IOrder[] { new dbOrder() };
var portflio = (param.portflio ?? param.name.ToLower()) + (param.backtest ? "-backtest" : "");
var account = new Account(portflio, pool, orders, param.backtest);
switch (param.name.ToLower())
{
case "macd15min":
new strategies.macd15minstrategy().Run(account);
break;
}
if (param.backtest)
{
log.Info("run back test");
var client = new kdatadb();
log.InfoFormat("total {0}", account.universe.Count);
var pnls = new List <pnl>();
foreach (var stock in account.universe.AsParallel())
{
log.InfoFormat("run {0}", stock.Code);
var k = client.kdata(stock.Code, "D");
if (k == null && !k.Any())
{
log.WarnFormat("empty data set for {0}", stock.Code);
continue;
}
var trades = account.Trades
.Where(p => p.code == stock.Code)
//.Where(p=>p.Date >= new DateTime(2016,9,1))
.OrderBy(p => p.date)
.ToArray();
var backtest = new backtesting(stock.Code, k.close(), trades);
if (backtest.pnl != null)
{
pnls.Add(backtest.pnl);
}
}
var format = "{0,-15}{1,-20}{2,10:N0}{3,10:N0}{4,10:N1}";
log.InfoFormat(format, "code", "date", "value", "capital", "ratio%");
foreach (var pnl in pnls)
{
log.InfoFormat(format, pnl.code, pnl.date, pnl.value, pnl.capital, pnl.ratio);
}
}
log.Info("**********DONE**********");
}
public static bool isStockInIndustry(string stockID, string inddustry)
{
string industryName = StockPool.getInstance().getStockIndustry(stockID);
return(inddustry == industryName);
}
public Form1()
{
InitializeComponent();
m_dt = new StockPool();
}
static void Main(string[] args)
{
GlobalConfig.getInstance().init();
StockPool.getInstance().init();
OptionalStocks.getInstance().init();
// #1
//LowLevelCheapPESelector s = new LowLevelCheapPESelector();
//List<string> stocks = s.screen();
// #2
//List<string> src = new List<string>();
//src.Add("sh600097");
//PEFilter peFilter = new PEFilter(40);
//IndustryFilter indFilter = new IndustryFilter();
//EPSPerfFilter epsFilter = new EPSPerfFilter(0.2);
//List<string> r0 = peFilter.filter(src);
//List<string> r1 = indFilter.filter(r0);
//List<string> stocks = epsFilter.filter(r1);
//foreach (string stockCode in stocks)
//{
// Logger.debugOutput(stockCode);
//}
// #3
//string curYear = "2018";
//string curSeason = "1";
////string targetYear = "2013";
////string targetSeason = "1";
//string stc1 = "sh600995";
//string stc2 = "sz000883";
//double curVal1 = CostPerfFilter.calcCostRefValue(stc1, curYear, curSeason);
//double curVal2 = CostPerfFilter.calcCostRefValue(stc2, curYear, curSeason);
////double targVal1 = CostPerfFilter.calcCostRefValue(stc1, targetYear, targetSeason);
////double targVal2 = CostPerfFilter.calcCostRefValue(stc2, targetYear, targetSeason);
////double param = curVal1 / targVal1 - curVal2 / targVal2;
//double histVal1 = CostPerfFilter.getMaxCostRefValueBefore(stc1, curYear, curSeason);
//double histVal2 = CostPerfFilter.getMaxCostRefValueBefore(stc2, curYear, curSeason);
//double param = curVal1 / histVal1 - curVal2 / histVal2;
// #4
//HighCostPerfNotHighPosSelector s = new HighCostPerfNotHighPosSelector();
//List<string> stocks = s.screen();
// #5
//List<string> src = IntermediateImporter.readCheapStocks();
//List<StockSortableMetadata> target = new List<StockSortableMetadata>();
//foreach(string stockID in src)
//{
// if (IndustryFilter.isStockInIndustry(stockID, "银行"))
// {
// continue;
// }
// StockSortableMetadata sd = new SSMDCostPerf(stockID);
// target.Add(sd);
//}
//target.Sort();
//List<string> stocks = new List<string>();
//for(int i = target.Count - 1; i >= 0; i--)
//{
// stocks.Add(target[i].stockID);
//}
//foreach (string stockCode in stocks)
//{
// Logger.debugOutput(stockCode);
//}
// #6
string stockID = "sz000034";
double curVal = CostPerfFilter.calcCurCostRefValue(stockID, "2018", "1");
int maxYearDyn = 0, maxQuarterDyn = 0, maxYearAnl = 0;
double refValByReport = CostPerfFilter.getMaxCostRefValueBefore(stockID, "2018", "1", out maxYearDyn, out maxQuarterDyn);
double refValByAnnual = AnnualCostPerfFilter.getMaxAnnualCostRefValueBefore(stockID, "2018", out maxYearAnl);
double refVal = Math.Max(refValByReport, refValByAnnual);
double ratio = curVal / refVal;
// #7
//List<string> selfSelectedList = OptionalStocks.getInstance().optionalStockList;
//List<StockSortableMetadata> selfSelectSortByQuarter = new List<StockSortableMetadata>();
//List<StockSortableMetadata> selfSelectSortByYoy = new List<StockSortableMetadata>();
//List<StockSortableMetadata> selfSelectSortByNormal = new List<StockSortableMetadata>();
//List<StockSortableMetadata> selfSelectSortByAnnual = new List<StockSortableMetadata>();
//foreach (string stockCode in selfSelectedList)
//{
// StockSortableMetadata sdn = new SSMDCostPerf(stockCode);
// StockSortableMetadata sdq = new SSMDQuarterCostPerf(stockCode);
// StockSortableMetadata sdy = new SSMDCostPerf(stockCode);
// StockSortableMetadata sda = new SSMDAnnualCostPerf(stockCode);
// selfSelectSortByQuarter.Add(sdq);
// selfSelectSortByNormal.Add(sdn);
// selfSelectSortByYoy.Add(sdy);
// selfSelectSortByAnnual.Add(sda);
//}
//selfSelectSortByQuarter.Sort();
//selfSelectSortByQuarter.Reverse();
//selfSelectSortByNormal.Sort();
//selfSelectSortByNormal.Reverse();
//selfSelectSortByYoy.Sort();
//selfSelectSortByYoy.Reverse();
//selfSelectSortByAnnual.Sort();
//selfSelectSortByAnnual.Reverse();
//Logger.log("Normal sort: ");
//outputSortData(selfSelectSortByNormal);
//Logger.log("Quarter sort: ");
//outputSortData(selfSelectSortByQuarter);
//Logger.log("Yoy sort: ");
//outputSortData(selfSelectSortByYoy);
//Logger.log("Annual sort: ");
//outputSortData(selfSelectSortByAnnual);
// #8
//List<string> src = IntermediateImporter.readMidRepGrowthStocks();
//AnnualCostPerfFilter acpFilter = new AnnualCostPerfFilter("2018", "1", 0.0);
//PriceScaleFilter pcFilter = new PriceScaleFilter(0.5);
//List<string> stocks = pcFilter.filter(acpFilter.filter(src));
//List<StockSortableMetadata> arr = new List<StockSortableMetadata>();
//foreach(string code in stocks)
//{
// StockSortableMetadata sda = new SSMDAnnualCostPerf(code);
// arr.Add(sda);
//}
//arr.Sort();
//outputSortData(arr);
// #9
//OversoldSelector s = new OversoldSelector();
//List<string> stocks = s.screen();
//List<StockSortableMetadata> stocksSortByAnnual = new List<StockSortableMetadata>();
//foreach (string stockCode in stocks)
//{
// StockSortableMetadata sda = new SSMDAnnualCostPerf(stockCode);
// stocksSortByAnnual.Add(sda);
//}
//stocksSortByAnnual.Sort();
//outputSortData(stocksSortByAnnual);
// # temp
//string stockID = "sh600703";
//string str = StockDataCollector.queryKLineDataBaidu(stockID);
//List<StockKLineBaidu> arr = StockDataConvertor.parseKLineArrayBaiduAdvanced(str);
//int endIndex = StockDataUtil.getIndexByDate(arr, "20180426");
//List<StockKLineBaidu> subArr = arr.GetRange(0, endIndex + 1);
//Oversold2Day osp = new Oversold2Day();
//bool ret = osp.isMatch(subArr);
while (true)
{
Thread.Sleep(1000);
}
}
static void initCore()
{
GlobalConfig.getInstance().init();
StockPool.getInstance().init();
}
public Form1()
{
InitializeComponent();
m_dt = new StockPool();
}
