private void MeasureSimulationStep()
{
DateTime start = DateTime.Now;
ProcessSimulationStep();
DateTime end = DateTime.Now;
TimeSpan span = new TimeSpan((end.Subtract(start).Ticks));
m_StepTimeSpan.Add(span.TotalMilliseconds);
if (OnStepProcessed != null)
{
OnStepProcessed(this);
}
}
private void CalculateDaily(string code)
{
if (string.IsNullOrEmpty(code))
{
return;
}
var scripts = Config.Instance.INFO.ScriptSetting.Scripts;
var macdsetting = Config.Instance.INFO.MACDSetting;
var rsisetting = Config.Instance.INFO.RSISetting;
// Delete MACD, RSI values
if ((CheckTable <DBStkMACDEntity>() && scripts.ContainsKey("DEL_MACD_BY_CD")) &&
(CheckTable <DBStkRSIEntity>() && scripts.ContainsKey("DEL_RSI_BY_CD")))
{
var lprm_macd = accessor.CreateParameter("CODE", code);
var lcmd_macd = accessor.CreateCommand(scripts["DEL_MACD_BY_CD"], new List <DbParameter>()
{
lprm_macd
});
var lprm_rsi = accessor.CreateParameter("CODE", code);
var lcmd_rsi = accessor.CreateCommand(scripts["DEL_RSI_BY_CD"], new List <DbParameter>()
{
lprm_rsi
});
if (accessor.ExecuteSQLCommand(new List <DbCommand>()
{
lcmd_macd, lcmd_rsi
}) < 0)
{
logger.Write(TYPE.ERROR, string.Format("delete MACD and RSI data failed.({0})", code));
logger.Write(TYPE.ERROR, accessor.LastError);
return;
}
}
else
{
return;
}
// Retrieve Stocks
var page = new EntityPage <DBTStkDailyEntity>(
new Clause("Code = {Code}").AddParam("Code", code),
new Sort().Add("ID", Sort.Orientation.asc), 100, accessor);
List <DBTStkDailyEntity> lst_daily = null; DateTime ldt_date = DateTime.Today;
MACD macd = null; RSI rsi = null; AverageValue daily30 = null;
#region Cache For MACD
SegCache <LinearList <KeyValuePair <DateTime, decimal> >, KeyValuePair <DateTime, decimal> > cache1 = null;
SegCache <LinearList <KeyValuePair <DateTime, decimal> >, KeyValuePair <DateTime, decimal> > cache2 = null;
LinearList <KeyValuePair <DateTime, decimal> > list1 = null;
LinearList <KeyValuePair <DateTime, decimal> > list2 = null;
#endregion
#region Cache For AVG
SegCache <LinearList <KeyValuePair <DateTime, decimal> >, KeyValuePair <DateTime, decimal> > cache3 = null;
SegCache <LinearList <KeyValuePair <DateTime, decimal> >, KeyValuePair <DateTime, decimal> > cache4 = null;
LinearList <KeyValuePair <DateTime, decimal> > list3 = null;
LinearList <KeyValuePair <DateTime, decimal> > list4 = null;
#endregion
Func <KeyValuePair <DateTime, decimal>, decimal> fValue = (pair) => { return(pair.Value); };
Func <KeyValuePair <DateTime, decimal>, KeyValuePair <DateTime, decimal>, LinearList <KeyValuePair <DateTime, decimal> >, bool> fSwitch1 = (v1, v2, segment) => {
switch (segment.Orietion)
{
case 0:
return(false);
case 1:
if (v2.Value >= v1.Value)
{
return(false);
}
break;
case -1:
if (v2.Value <= v1.Value)
{
return(false);
}
break;
}
return(true);
};
Func <LinearList <KeyValuePair <DateTime, decimal> >, LinearList <KeyValuePair <DateTime, decimal> >, bool> fSwitch2 = (values, segment) =>
{
if (segment.Orietion == 0 || segment.Orietion == values.Orietion)
{
return(false);
}
return(values.Count >= 10);
};
int pageno = 0; var count = 0;
while ((lst_daily = page.Retrieve(++pageno)).Count > 0)
{
for (int i = 0; i < lst_daily.Count; i++, count++)
{
try
{
var daily = lst_daily[i];
ldt_date = daily.Date;
if (pageno == 1 && i == 0)
{
macd = new MACD(daily.Close);
rsi = new RSI(rsisetting.N1, rsisetting.N2, rsisetting.N3, daily.Close);
daily30 = new AverageValue(30, 4);
daily30.Add(daily.Close);
cache1 = new SegCache <LinearList <KeyValuePair <DateTime, decimal> >, KeyValuePair <DateTime, decimal> >(
new LinearList <KeyValuePair <DateTime, decimal> >[] { new LinearList <KeyValuePair <DateTime, decimal> >(fValue), new LinearList <KeyValuePair <DateTime, decimal> >(fValue) },
fSwitch1, null);
cache2 = new SegCache <LinearList <KeyValuePair <DateTime, decimal> >, KeyValuePair <DateTime, decimal> >(
new LinearList <KeyValuePair <DateTime, decimal> >[] { new LinearList <KeyValuePair <DateTime, decimal> >(fValue), new LinearList <KeyValuePair <DateTime, decimal> >(fValue) },
null, fSwitch2);
cache3 = new SegCache <LinearList <KeyValuePair <DateTime, decimal> >, KeyValuePair <DateTime, decimal> >(
new LinearList <KeyValuePair <DateTime, decimal> >[] { new LinearList <KeyValuePair <DateTime, decimal> >(fValue), new LinearList <KeyValuePair <DateTime, decimal> >(fValue) },
fSwitch1, null);
cache4 = new SegCache <LinearList <KeyValuePair <DateTime, decimal> >, KeyValuePair <DateTime, decimal> >(
new LinearList <KeyValuePair <DateTime, decimal> >[] { new LinearList <KeyValuePair <DateTime, decimal> >(fValue), new LinearList <KeyValuePair <DateTime, decimal> >(fValue) },
null, fSwitch2);
}
else
{
macd.Add(daily.Close);
rsi.Add(daily.Close);
daily30.Add(daily.Close);
if (cache1.Add(new KeyValuePair <DateTime, decimal>(daily.Date, macd.DEA), out list1))
{
cache2.Add(list1, out list2);
}
if (cache3.Add(new KeyValuePair <DateTime, decimal>(daily.Date, daily30.Average), out list3))
{
cache4.Add(list3, out list4);
}
}
var lent_macd = new DBStkMACDEntity(daily.ID);
lent_macd.EMA12 = macd.EMA12;
lent_macd.EMA26 = macd.EMA26;
lent_macd.DIFF = macd.DIFF;
lent_macd.DEA = macd.DEA;
lent_macd.BAR = macd.BAR;
var lent_rsi = new DBStkRSIEntity(daily.ID);
lent_rsi.RSI1 = rsi.RSI1;
lent_rsi.RSI2 = rsi.RSI2;
lent_rsi.RSI3 = rsi.RSI3;
lent_rsi.RSI1MaxEma = rsi.RSI1MaxEma;
lent_rsi.RSI1ABSEma = rsi.RSI1ABSEma;
lent_rsi.RSI2MaxEma = rsi.RSI2MaxEma;
lent_rsi.RSI2ABSEma = rsi.RSI2ABSEma;
lent_rsi.RSI3MaxEma = rsi.RSI3MaxEma;
lent_rsi.RSI3ABSEma = rsi.RSI3ABSEma;
accessor.SaveEntity(lent_macd, lent_rsi);
accessor.Commit();
}
catch { }
}
}
if (count > 120)
{
cache2.Add(cache1.Segment, out list2);
cache4.Add(cache3.Segment, out list4);
var lent_sum = new DBStkSummaryResultEntity();
lent_sum.Code = code;
lent_sum.Time = DateTime.Now;
lent_sum.PAVG30_ORIENT = cache4.Segment.Orietion;
lent_sum.PAVG30_DAYS = cache4.Segment.Count;
lent_sum.PAVG30_VALUE = cache4.Segment.Slope;
lent_sum.PAVG30_Date1 = cache4.Segment[0].Key;
lent_sum.PAVG30_Date2 = cache4.Segment[cache4.Segment.Count - 1].Key;
lent_sum.DEA_ORIENT = cache2.Segment.Orietion;
lent_sum.DEA_DAYS = cache2.Segment.Count;
lent_sum.DEA_VALUE = cache2.Segment.Slope;
lent_sum.DEA_Date1 = cache2.Segment[0].Key;
lent_sum.DEA_Date2 = cache2.Segment[cache2.Segment.Count - 1].Key;
lent_sum.RSI_Date = ldt_date;
lent_sum.RSI_VALUE1 = rsi.RSI1;
lent_sum.RSI_VALUE2 = rsi.RSI2;
lent_sum.RSI_VALUE3 = rsi.RSI3;
if (CheckTable <DBStkSummaryResultEntity>())
{
accessor.SetDBAccessor2(lent_sum);
lent_sum.GenerateID();
lent_sum.Save();
}
}
if (page != null)
{
page.Dispose();
}
if (cache1 != null)
{
cache1.Dispose();
}
if (cache2 != null)
{
cache2.Dispose();
}
if (cache3 != null)
{
cache3.Dispose();
}
if (cache4 != null)
{
cache4.Dispose();
}
if (daily30 != null)
{
daily30.Dispose();
}
}
