예제 #1
0
        public override ICollection<StockOper> GetOper(DateTime day, IAccount account)
        {
            IStockData curProp = stockHistory.GetStock(day);
            if (!CheckStock(curProp, day))
            {
                return null;
            }

            _Averager.AddVal(curProp.Amount);
            _SlopeCalc.AddVal(curProp.EndPrice); // 计算收盘价斜率

            if (!_Averager.IsEnough() || !_SlopeCalc.IsEnough())
            {
                return null;
            }

            ICollection<StockOper> opers = new List<StockOper>();
            double avgMinAmount = _Averager.GetValue() * (1 - _BuyMargin);
            double avgMaxAmount = _Averager.GetValue() * (1 + _SellMargin);

            ShapeJudger judger = new ShapeJudger(curProp);
            //if ((curProp.Amount < avgMinAmount) && (judger.IsCross() && _SlopeCalc.IsDownPeriod()))
            if ((curProp.Amount < avgMinAmount) && ShapeJudger.IsCross(curProp))
            {
                // 成交地量,十字星,买入
                int stockCount = Transaction.GetCanBuyStockCount(account.BankRoll,
                    curProp.EndPrice);
                if (stockCount > 0)
                {
                    StockOper oper = new StockOper(curProp.EndPrice, stockCount, OperType.Buy);
                    opers.Add(oper);
                    return opers;
                }
            }
            else if ((curProp.Amount > avgMaxAmount) && _SlopeCalc.IsRisePeriod())
            {
                // 上涨过程,成交天量,卖出
                if (stockHolder.HasStock())
                {
                    StockOper oper = new StockOper(curProp.EndPrice, stockHolder.StockCount(), OperType.Sell);
                    opers.Add(oper);
                    return opers;
                }
            }

            if (judger.IsReverseT())
            {
                // 倒T型,卖出
                if (stockHolder.HasStock())
                {
                    StockOper oper = new StockOper(curProp.EndPrice, stockHolder.StockCount(), OperType.Sell);
                    opers.Add(oper);
                    return opers;
                }
            }

            return null;
        }
예제 #2
0
        public void IsReverseT_Test()
        {
            StockData sd2 = FakeStockDataCreator.Create(DateTime.Now, 10, 10.4, 9.96, 10, 50);

            Assert.IsTrue(ShapeJudger.IsReverseT(sd2));
        }