예제 #1
0
        public List <MinuteLine> CreateMinuteLines(string _sym, DayLine ldl, double _minPrice)
        {
            int beginMinute = 0;
            int endMinute   = 1439;

            double            ed        = ldl.close;
            double            st        = ldl.open;
            double            max       = Math.Round((ed - st) * 0.055, 2);
            double            min       = Math.Round((ed - st) * 0.015, 2);
            List <MinuteLine> virList   = new List <MinuteLine>();
            double            openPrice = Math.Round(st, 2);

            int fall = (int)(0.30 * endMinute - beginMinute);

            for (int i = beginMinute; i <= endMinute; i++)
            {
                MinuteLine vk = new MinuteLine();
                vk.symbol = _sym;
                vk.open   = openPrice;
                vk.year   = ldl.year;
                vk.month  = ldl.month;
                vk.day    = ldl.day;
                vk.hour   = i / 60;
                vk.minute = i % 60;
                vk.type   = 获取是阳线还是阴线();
                if (vk.type == LineType.type_FALL)
                {
                    fall--;
                }
                if (fall <= 0)
                {
                    vk.type = LineType.type_RISE;
                }

                OCHL(min, max, ref vk);
                double ocr = mintick[getRandom(0, mintick.Length)] * _minPrice;
                if (getRandom(0, 100) < 50)
                {
                    ocr = ocr * -1;
                }
                openPrice = ocr + vk.close;
                virList.Add(vk);
            }
            return(virList);
        }
예제 #2
0
파일: DayCreate.cs 프로젝트: jutao023/Wes
        public List <DayLine> CreateDayLines(MonthKLine yml, double _minPrice)
        {
            int dayCount = yml.endDay - yml.beginDay + 1;

            double         ed        = yml.close;
            double         st        = yml.open;
            double         max       = Math.Round((ed - st) * 0.11, 2);
            double         min       = Math.Round((ed - st) * 0.03, 2);
            List <DayLine> virList   = new List <DayLine>();
            double         openPrice = Math.Round(st, 2);

            int fall = (int)(0.35 * dayCount);

            for (int i = yml.beginDay; i <= yml.endDay; i++)
            {
                DayLine vk = new DayLine();
                vk.open  = openPrice;
                vk.year  = yml.year;
                vk.month = yml.month;
                vk.day   = i;
                vk.type  = 获取是阳线还是阴线();
                if (vk.type == LineType.type_FALL)
                {
                    fall--;
                }
                if (fall <= 0)
                {
                    vk.type = LineType.type_RISE;
                }

                OCHL(min, max, ref vk);
                double ocr = mintick[getRandom(0, mintick.Length)] * _minPrice;
                if (getRandom(0, 100) < 50)
                {
                    ocr = ocr * -1;
                }
                openPrice = ocr + vk.close;
                virList.Add(vk);
            }
            return(virList);
        }
예제 #3
0
파일: DayCreate.cs 프로젝트: jutao023/Wes
        public void OCHL(double minRang, double maxRang, ref DayLine vk)
        {
            int    int_rangmuti = 1000;
            double dub_rangmuti = 1000.0;

            int max = (int)(maxRang * int_rangmuti);
            int min = (int)(minRang * int_rangmuti);

            int value = min;

            if (min >= 1 && max > min)
            {
                value = getRandom(min, max);
            }

            //获取一个随机数
            int rang = getRandom(0, 100);

            double final = value / dub_rangmuti;

            //满阴 满阳
            if (rang < 10)
            {
                if (vk.type == LineType.type_RISE)
                {
                    vk.close = vk.open + final;
                    vk.high  = vk.close;
                    vk.low   = vk.open;
                }
                else
                {
                    vk.close = vk.open - final;
                    vk.low   = vk.close;
                    vk.high  = vk.open;
                }
            }
            //阴阳适中
            else
            {
                int    vtm = (int)(value * 0.35);
                double l   = 0;
                double h   = 0;
                if (vtm > 0)
                {
                    l = getRandom(0, vtm) / dub_rangmuti;
                    h = getRandom(0, vtm) / dub_rangmuti;
                }

                if (vk.type == LineType.type_RISE)
                {
                    vk.close = vk.open + final - l - h;
                    vk.low   = vk.open - l;
                    vk.high  = vk.close + h;
                }
                else
                {
                    vk.close = vk.open - (final - (l + h));
                    vk.high  = vk.open + h;
                    vk.low   = vk.close - l;
                }
            }
        }
예제 #4
0
파일: DayCreate.cs 프로젝트: jutao023/Wes
        public List <DayLine> CreateDayLines(int _year, int _month, double _beginPrice, double _endPrice, double _minPrice)
        {
            int dayCount = 30;

            switch (_month)
            {
            case 2:
                if (_year == 2018)
                {
                    dayCount = 29;
                }
                else
                {
                    dayCount = 28;
                }
                break;

            case 1:
            case 3:
            case 5:
            case 7:
            case 8:
            case 10:
            case 12:
                dayCount = 31;
                break;

            case 4:
            case 6:
            case 9:
            case 11:
                dayCount = 30;
                break;
            }
            double         ed        = _endPrice;
            double         st        = _beginPrice;
            double         max       = Math.Round((ed - st) * 0.11, 2);
            double         min       = Math.Round((ed - st) * 0.03, 2);
            List <DayLine> virList   = new List <DayLine>();
            double         openPrice = Math.Round(st, 2);

            int fall = (int)(0.35 * dayCount);

            for (int i = 1; i <= dayCount; i++)
            {
                DayLine vk = new DayLine();
                vk.open  = openPrice;
                vk.year  = _year;
                vk.month = _month;
                vk.day   = i;
                vk.type  = 获取是阳线还是阴线();
                if (vk.type == LineType.type_FALL)
                {
                    fall--;
                }
                if (fall <= 0)
                {
                    vk.type = LineType.type_RISE;
                }

                OCHL(min, max, ref vk);
                double ocr = mintick[getRandom(0, mintick.Length)] * _minPrice;
                if (getRandom(0, 100) < 50)
                {
                    ocr = ocr * -1;
                }
                openPrice = ocr + vk.close;
                virList.Add(vk);
            }
            return(virList);
        }