public void SetData(string str, string scv, byte[] dealsInfo, byte[] dealsData)
{
this.CurrentTestRet = WekaUtils.StringToDoubleArray(str);
this.CurrentClassValue = WekaUtils.StringToDoubleArray(scv);
var deals = Feng.Windows.Utils.SerializeHelper.Deserialize <DealsInfo>(dealsInfo);
if (dealsData != null)
{
System.IO.MemoryStream outStream = new System.IO.MemoryStream();
var inStream = new System.IO.MemoryStream(dealsData);
System.IO.Compression.GZipStream zipStream = new System.IO.Compression.GZipStream(inStream, System.IO.Compression.CompressionMode.Decompress);
zipStream.CopyTo(outStream);
deals.Deals = Feng.Windows.Utils.SerializeHelper.Deserialize <List <DealInfo> >(outStream.ToArray());
}
else
{
deals.Deals = new List <DealInfo>();
}
if (deals != null)
{
this.Deals = deals;
Initialized = true;
}
}
public void CloseAll()
{
m_nowCloseManually = m_deals.Count;
foreach (var i in m_deals)
{
if (i.DealType == 'B')
{
float cost = ((float)m_nowPrice.close - i.OpenPrice - spread) * DealsInfo.GetPointInv(m_nowPrice.close);
m_nowCost -= cost * i.Volume;
}
else if (i.DealType == 'S')
{
float cost = (i.OpenPrice - (float)m_nowPrice.close - spread) * DealsInfo.GetPointInv(m_nowPrice.close);
m_nowCost -= cost * i.Volume;
}
m_nowVolume += i.Volume;
}
m_deals.Clear();
}
private void CalculateCurrent()
{
m_currentProfit = 0;
m_currentCost = 0;
m_currentVolume = 0;
foreach (var i in m_deals)
{
m_currentVolume += i.Volume;
m_currentCost += i.Cost * i.Volume;
if (m_nowPrice.close > 0)
{
if (i.DealType == 'B')
{
float cost = ((float)m_nowPrice.close - i.OpenPrice - spread) * DealsInfo.GetPointInv(m_nowPrice.close);
m_currentProfit -= cost * i.Volume;
}
else if (i.DealType == 'S')
{
float cost = (i.OpenPrice - (float)m_nowPrice.close - spread) * DealsInfo.GetPointInv(m_nowPrice.close);
m_currentProfit -= cost * i.Volume;
}
}
}
}
//private void CalculateDealClose(DealInfo i)
//{
// if (m_nowPrice.low == 0 || m_nowPrice.high == 0)
// {
// throw new AssertException("nowPrice low or high is not set.");
// }
// if (i.DealType == 'B')
// {
// if (m_nowPrice.low <= i.ClosePriceSl + spread)
// {
// m_nowFp++;
// float cost = (i.ClosePriceSl - i.OpenPrice - spread) * GetPointInv(m_nowPrice.close);
// m_nowCost -= cost * i.Volume;
// i.CloseTime = m_nowTime;
// i.Cost = -cost;
// }
// else if (m_nowPrice.high >= i.ClosePriceTp - spread)
// {
// m_nowTp++;
// float cost = (i.ClosePriceTp - i.OpenPrice - spread) * GetPointInv(m_nowPrice.close);
// m_nowCost -= cost * i.Volume;
// i.CloseTime = m_nowTime;
// i.Cost = -cost;
// }
// else
// {
// float cost = (float)(m_nowPrice.close - i.OpenPrice - spread) * GetPointInv(m_nowPrice.close);
// m_currentProfit -= cost * i.Volume;
// }
// }
// else
// {
// if (m_nowPrice.high + spread > i.ClosePriceSl)
// {
// m_nowFp++;
// float cost = ((i.OpenPrice - i.ClosePriceSl) - spread) * GetPointInv(m_nowPrice.close);
// m_nowCost -= cost * i.Volume;
// i.CloseTime = m_nowTime;
// i.Cost = -cost;
// }
// else if (m_nowPrice.low + spread < i.ClosePriceTp)
// {
// m_nowTp++;
// float cost = ((i.OpenPrice - i.ClosePriceTp) - spread) * GetPointInv(m_nowPrice.close);
// m_nowCost -= cost * i.Volume;
// i.CloseTime = m_nowTime;
// i.Cost = -cost;
// }
// else
// {
// float cost = (float)((i.OpenPrice - m_nowPrice.close) - spread) * GetPointInv(m_nowPrice.close);
// m_currentProfit -= cost * i.Volume;
// }
// }
//}
public void CloseAll()
{
m_nowCost = 0;
m_currentProfit = 0;
m_nowTp = 0;
m_nowFp = 0;
m_totalVolume = 0;
m_totalDeal = 0;
foreach (var i in m_deals)
{
if (i.CloseTime.HasValue)
{
if (i.CloseTime <= m_nowTime)
{
if (i.Cost < 0)
{
m_nowTp++;
}
else
{
m_nowFp++;
}
m_nowCost += i.Cost * i.Volume;
}
else
{
if (i.DealType == 'B')
{
float cost = (float)(m_nowPrice.close - i.OpenPrice - spread) * DealsInfo.GetPointInv(m_nowPrice.close);
m_nowCost -= cost * i.Volume;
if (cost < 0)
{
m_nowTp++;
}
else
{
m_nowFp++;
}
}
else if (i.DealType == 'S')
{
float cost = (float)(i.OpenPrice - m_nowPrice.close - spread) * DealsInfo.GetPointInv(m_nowPrice.close);
m_nowCost -= cost * i.Volume;
if (cost < 0)
{
m_nowTp++;
}
else
{
m_nowFp++;
}
}
}
}
}
m_deals.Clear();
}
public RealDealsInfo()
{
spread = 5 * DealsInfo.GetPoint(0);
}
