public override void OnInit()
{
DateTime curDate = Clock.Now.Date;
ISeriesObject[] dailyBars = Util.GetNDailiesBeforeDate(this.instrument, curDate, 60);
foreach (Daily dBar in dailyBars)
{
this.Bar.Add(dBar);
}
bool overWrite = false;
FileSeries series = (FileSeries)this.instrument.GetDataSeries("RiskLevel");
if (series == null)
{
series = (FileSeries)this.instrument.AddDataSeries("RiskLevel");
}
float prevRiskLevel = 1.0F;
if (series.Count > 0)
{
DateTime lastDate = curDate;
int i;
do
{
lastDate = lastDate.AddDays(-1);
i = series.IndexOf(lastDate);
}while(i < 0 && lastDate > series.FirstDateTime);
if (i >= 0)
{
ISeriesObject[] riskArray = series.GetArray(i, i);
GMData gmData = (GMData)riskArray[0];
prevRiskLevel = gmData.DataValue;
}
}
GMDaily gmLastDaily = (GMDaily)this.DailyBar.Last;
double inc = (gmLastDaily.Close / gmLastDaily.LastClose - 1) * 100;
double abs = Math.Abs(inc);
double riskLevel = prevRiskLevel + inc / abs * (int)(abs / 0.5) * 0.1;
riskLevel = riskLevel < 0.5?0.5:(riskLevel > 1.2?1.2:riskLevel);
GMData gmData1 = new GMData(curDate, (float)riskLevel);
if (overWrite)
{
series.Remove(curDate);
series.Add(gmData1);
}
else if (!series.Contains(curDate))
{
series.Add(gmData1);
}
//this.PositionLevel=(float)riskLevel;
Console.WriteLine("昨日涨跌幅：{0},今日风险水平为：{1}", inc, riskLevel);
}
