public bool meetBuyChance(DataStoreHelper dsh, SelectMode selectMode)
{
IStrategy_LF stra = (IStrategy_LF)this;
float buyLimit = stra.buyLimit();
switch (selectMode)
{
case SelectMode.SM_Regress:
return(dsh.Ref(Info.LF) < buyLimit);
case SelectMode.SM_SelectOpen:
return(true);
default:
return(dsh.Ref(Info.ZF) < buyLimit + 0.005f);
}
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
IStrategy_LF stra = (IStrategy_LF)this;
if (!meetBuyChance(dsh, selectMode))
{
return(null);
}
if (dsh.Ref(Info.OF) > 0.04 || dsh.Ref(Info.OF) < -0.015 || dsh.Ref(Info.ZF, 1) < -0.02 || dsh.Ref(Info.OF, 1) < -0.03)
{
return(null);
}
if (dsh.Ref(Info.CO, 1) / dsh.Ref(Info.C, 1) < 0.01)
{
return(null);
}
int iSigDateIndex = -1;
int nUpCount = 0;
int nUStopCount = 0;
int nDStopCount = 0;
bool bMeetTradeSigAllready = false;
bool bMeetRealUp = false;
float sigDateVol = 0;
float otherMaxVol = 0;
bool bHasUpShadowTooHight = false;
bool bHasDownShadowTooLow = false;
float otherMaxZF = 0;
float otherMaxC = 0;
float otherMaxH = 0;
float sumOfSigDateZF = 0;
for (int i = 1; i < 8; ++i)
{
var curOf = dsh.Ref(Info.OF, i);
var curHf = dsh.Ref(Info.HF, i);
var curZf = dsh.Ref(Info.ZF, i);
var curPreZf = dsh.Ref(Info.ZF, i + 1);
var vol = dsh.Ref(Info.V, i);
if (curOf < 0.03 && curZf > 0.03 && curZf < 0.095 &&
dsh.Ref(Info.OF, i + 1) < 0.03 && dsh.Ref(Info.ZF, i + 1) > 0.03)
{
for (int j = i + 2; j < i + 5; j++)
{
if (dsh.Ref(Info.ZF, j) < 0)
{
break;
}
if (dsh.Ref(Info.ZF, j) > 0.05)
{
return(null);
}
}
bool bHasDown = false;
for (int j = i + 2; j < i + 7; j++)
{
if (dsh.Ref(Info.ZF, j) < 0)
{
bHasDown = true;
break;
}
}
if (dsh.AccZF(8, i + 2) < -0.15)
{
return(null);
}
float preVol = dsh.Ref(Info.V, i + 1);
float chkVol = Math.Max(vol, preVol);
for (int j = i + 2; j < i + 6; ++j)
{
if (dsh.Ref(Info.V, j) > chkVol * 2)
{
return(null);
}
}
if (!bHasDown)
{
return(null);
}
sumOfSigDateZF = curZf + dsh.Ref(Info.ZF, i + 1);
if (sumOfSigDateZF > 0.1)
{
iSigDateIndex = i;
sigDateVol = Math.Max(dsh.Ref(Info.V, i + 1), vol);
break;
}
}
otherMaxVol = Math.Max(vol, otherMaxVol);
if (curZf > 0 && dsh.IsReal(i))
{
nUpCount++;
}
if (curZf > 0.095)
{
nUStopCount++;
}
else if (curZf < -0.095)
{
nDStopCount++;
}
if (curZf < -0.03)
{
bMeetTradeSigAllready = true;
}
else if (curZf > 0.012)
{
bMeetRealUp = true;
}
if (dsh.UpShadow(i) > 0.03)
{
bHasUpShadowTooHight = true;
}
if (dsh.DownShadow(i) < -0.03)
{
bHasDownShadowTooLow = true;
}
otherMaxZF = Math.Max(otherMaxZF, curZf);
otherMaxC = Math.Max(dsh.Ref(Info.C, i), otherMaxC);
otherMaxH = Math.Max(dsh.Ref(Info.H, i), otherMaxH);
}
if (iSigDateIndex == -1)
{
return(null);
}
sigInfo = dsh.Date(iSigDateIndex).ToString();
int iMaxCOIndex = dsh.HH(Info.CO, 30, 1);
if (dsh.Ref(Info.ZF, iMaxCOIndex) < 0)
{
return(null);
}
if (nUpCount < 2)
{
return(null);
}
if (dsh.Ref(Info.C, 1) * (1 + stra.buyLimit() - 0.01) < dsh.Ref(Info.L, iSigDateIndex))
{
return(null);
}
if (/*nUStopCount > 0 ||*//* nDStopCount > 0 || */ bMeetTradeSigAllready || !bMeetRealUp)
{
return(null);
}
if (sigDateVol > otherMaxVol * 2)
{
return(null);
}
float maxUpF = (otherMaxC - dsh.Ref(Info.C, iSigDateIndex)) / dsh.Ref(Info.C, iSigDateIndex);
if (maxUpF < 0.015 /* || maxUpF > 0.04*/)
{
return(null);
}
if (sigDateVol < otherMaxVol * 1.2)
{
return(null);
}
if (bHasUpShadowTooHight || bHasDownShadowTooLow)
{
return(null);
}
if (
dsh.Ref(Info.ZF, 2) < 0.005 &&
dsh.Ref(Info.ZF, 3) < 0.005)
{
return(null);
}
if (Math.Min(dsh.Ref(Info.ZF, iSigDateIndex), dsh.Ref(Info.ZF, iSigDateIndex + 1)) + dsh.Ref(Info.ZF, iSigDateIndex + 2) < -0.01)
{
return(null);
}
if (dsh.Ref(Info.C, iSigDateIndex) < dsh.Ref(Info.O, iSigDateIndex))
{
return(null);
}
if (dsh.Ref(Info.C, iSigDateIndex + 1) < dsh.Ref(Info.O, iSigDateIndex + 1))
{
return(null);
}
return(EmptyRateItemButSel);
// var delta = (dsh.Ref(Info.C) - dsh.Ref(Info.O, 1)) / dsh.Ref(Info.C, 1);
// if (delta > -0.01)
// {
// return null;
// }
// var ret = new Dictionary<String, String>();
// ret[String.Format("sumSig/{0}", sumOfSigDateZF>0.12 ? "1": "0")] = "";
// ret[String.Format("delta/{0}", delta < -0.02 ? "1" : "0")] = "";
// ret[String.Format("maxUp/{0}", maxUpF > 0.02 ? "1" : "0")] = "";
// ret[String.Format("diffzf/{0}", otherMaxZF + zf > -0.02 ? "1" : "0")] = "";
// return ret;
}
public String computeBonus(SelectItem item, Stock stock, int buyDate, out BuySellInfo info)
{
IStrategy_LF stra = (IStrategy_LF)this;
float firstDayBonusL = firstDayBonusLimit();
float bonusL = bonusLimit();
float buyLimit = stra.buyLimit();
DataStoreHelper dsh = new DataStoreHelper();
dsh.setStock(stock);
dsh.iIndex_ = App.ds_.index(stock, buyDate);
float buyC = dsh.Ref(Info.C, 1) * (1 + buyLimit);
--dsh.iIndex_;
info = new BuySellInfo();
if (dsh.iIndex_ == -1)
{
return("");// 还未遇到交易日，不知道盈亏
}
int nBuySpan = 0;
int nBuySpanLimit = buySpan();
float sellC = 0;
for (; dsh.iIndex_ >= 0; --dsh.iIndex_, ++nBuySpan)
{
float o = dsh.Ref(Info.O);
float h = dsh.Ref(Info.H);
float c = dsh.Ref(Info.C);
float of = dsh.Ref(Info.OF);
float hf = dsh.Ref(Info.HF);
float lf = dsh.Ref(Info.LF);
float zf = dsh.Ref(Info.ZF);
var limit = nBuySpan == 0 ? firstDayBonusL : bonusL;
float wantedC = buyC * (1 + limit);
float wantedMinC = buyC * (1 + bonusL);
//
// if (lf < -0.111 || hf > 0.111)
// {//除权了
// return "";
// }
if (Utils.IsDownStop(hf))//一直跌停
{
info.bSellWhenMeetMyBounusLimit_ = false;
continue;
}
//今天没一直跌停，大概率能卖出
if (info.bSellWhenMeetMyBounusLimit_)
{
if (o > wantedC)//开盘超出盈利顶额
{
sellC = o;
++nBuySpan;
break;
}
if (h > wantedC)//达到盈利顶额
{
sellC = wantedC;
++nBuySpan;
break;
}
if (Utils.IsDownStop(zf))//尾盘跌停，卖不了
{
info.bSellWhenMeetMyBounusLimit_ = false;
continue;
}
sellC = c;
if (zf >= 0.01 || h >= wantedMinC || nBuySpan >= nBuySpanLimit - 1)
{
++nBuySpan;
break;
}
}
else
{ //逃命模式
if (!Utils.IsDownStop(of)) //开盘没跌停
{ //跑了
sellC = o;
++nBuySpan;
break;
}
//开盘跌停但因为没一直跌停，所以肯定可以以跌停价卖出
sellC = dsh.Ref(Info.C, 1) * (1 - 0.095f);
++nBuySpan;
break;
}
}
if (dsh.iIndex_ == -1)
{
return("");
}
info.sellDate_ = dsh.Date();
info.tradeSpan_ = nBuySpan;
float bonus = (sellC - buyC) / buyC;
info.allBonus_ = Utils.ToBonus(bonus - 0.002f);
return(info.allBonus_);
}
Dictionary <String, String> IStrategy.select(DataStoreHelper dsh, SelectMode selectMode, ref String sigInfo)
{
IStrategy_LF stra = (IStrategy_LF)this;
if (!meetBuyChance(dsh, selectMode))
{
return(null);
}
if (dsh.Ref(Info.OF) > 0.04 || dsh.Ref(Info.OF) < -0.015 || dsh.Ref(Info.ZF, 1) < -0.02 || dsh.Ref(Info.OF, 1) < -0.03)
{
return(null);
}
if (dsh.Ref(Info.CO, 1) / dsh.Ref(Info.C, 1) < 0.01)
{
return(null);
}
int iSigDateIndex = -1;
int nUpCount = 0;
int nDownCount = 0;
int nUStopCount = 0;
int nDStopCount = 0;
bool bMeetTradeSigAllready = false;
bool bMeetRealUp = false;
bool bHasUpShadowTooHight = false;
bool bHasDownShadowTooLow = false;
float otherMaxVol = float.MinValue;
float otherMaxC = float.MinValue;
float otherMaxH = float.MinValue;
float otherMaxZF = float.MinValue;
float sigDateVol = 0;
float sigZF = 0;
float minDownShadow = float.MaxValue;
float maxUpShadow = float.MinValue;
float otherMinZF = float.MaxValue;
float totalUp = 0;
float totalDown = 0;
for (int i = 1; i < 8; ++i)
{
var curOf = dsh.Ref(Info.OF, i);
var curHf = dsh.Ref(Info.HF, i);
var curZf = dsh.Ref(Info.ZF, i);
var curPreZf = dsh.Ref(Info.ZF, i + 1);
var vol = dsh.Ref(Info.V, i);
if (curZf > 0.095)
{
return(null);
}
if (curOf < 0.04 && curHf > 0.095 && curZf < 0.095 && curZf > 0)
{
iSigDateIndex = i;
sigDateVol = vol;
sigZF = curZf;
for (int j = i + 1; j < i + 5; ++j)
{
if (dsh.Ref(Info.V, j) > vol * 2)
{
return(null);
}
}
if (dsh.AccZF(8, i + 1) < -0.15)
{
return(null);
}
if (dsh.AccZF(3, i + 1) > 0.095)
{
return(null);
}
break;
}
if (curOf < -0.04)
{
return(null);
}
if (curZf > 0 && dsh.IsReal(i))
{
nUpCount++;
}
if (curZf < 0 && dsh.IsReal(i))
{
nDownCount++;
}
if (curZf > 0.095)
{
nUStopCount++;
}
else if (curZf < -0.095)
{
nDStopCount++;
}
if (curZf < -0.03)
{
bMeetTradeSigAllready = true;
}
else if (curZf > 0.012)
{
bMeetRealUp = true;
}
float upShadow = dsh.UpShadow(i);
float downShadow = dsh.DownShadow(i);
if (upShadow > maxUpShadow)
{
maxUpShadow = upShadow;
}
if (downShadow < minDownShadow)
{
minDownShadow = downShadow;
}
if (curZf > 0)
{
totalUp += curZf;
}
else
{
totalDown += curZf;
}
otherMaxVol = Math.Max(vol, otherMaxVol);
otherMaxC = Math.Max(dsh.Ref(Info.C, i), otherMaxC);
otherMaxH = Math.Max(dsh.Ref(Info.H, i), otherMaxH);
otherMaxZF = Math.Max(otherMaxZF, curZf);
otherMinZF = Math.Min(otherMinZF, curZf);
}
if (iSigDateIndex == -1)
{
return(null);
}
sigInfo = dsh.Date(iSigDateIndex).ToString();
if (dsh.Ref(Info.ZF, iSigDateIndex) + dsh.Ref(Info.ZF, iSigDateIndex + 1) < -0.01)
{
return(null);
}
if (sigDateVol > otherMaxVol * 2)
{
return(null);
}
if (otherMinZF > 0.03)
{
return(null);
}
if (totalDown + totalUp < -0.01)
{
return(null);
}
if (otherMaxH < dsh.Ref(Info.H, iSigDateIndex))
{
return(null);
}
if (dsh.Ref(Info.C, 1) * (1 + stra.buyLimit() - 0.01) < dsh.Ref(Info.L, iSigDateIndex))
{
return(null);
}
if (maxUpShadow > 0.03)
{
bHasUpShadowTooHight = true;
}
if (minDownShadow < -0.03)
{
bHasDownShadowTooLow = true;
}
if (nUpCount < 2)
{
return(null);
}
if (/*nUStopCount > 0 ||*//* nDStopCount > 0 || */ bMeetTradeSigAllready || !bMeetRealUp)
{
return(null);
}
float maxUpF = (otherMaxC - dsh.Ref(Info.C, iSigDateIndex)) / dsh.Ref(Info.C, iSigDateIndex);
if (maxUpF < 0.02 /* || maxUpF > 0.04*/)
{
return(null);
}
// if (sigDateVol < otherMaxVol * 1.2)
// {
// return null;
// }
// if (dsh.Ref(Info.LF) < -0.06)
// {
// return null;
// }
if (bHasUpShadowTooHight || bHasDownShadowTooLow)
{
return(null);
}
// if (dsh.Ref(Info.OF) < -0.02)
// {
// return null;
// }
if (
dsh.Ref(Info.ZF, 2) < 0.005 &&
dsh.Ref(Info.ZF, 3) < 0.005)
{
return(null);
}
if (dsh.Ref(Info.ZF, iSigDateIndex - 1) < 0 && dsh.IsReal(iSigDateIndex - 1) &&
dsh.Ref(Info.H, iSigDateIndex - 1) > dsh.Ref(Info.H, iSigDateIndex))
{
return(null);
}
// if (dsh.Ref(Info.ZF, iSigDateIndex-1) < 0 &&
// dsh.Ref(Info.ZF, iSigDateIndex - 2) < 0)
// {
// return null;
// }
if (dsh.Ref(Info.C, iSigDateIndex) < dsh.Ref(Info.O, iSigDateIndex))
{
return(null);
}
var delta = (dsh.Ref(Info.C, 1) * (1 + stra.buyLimit() + 0.01) - dsh.Ref(Info.O, 1)) / dsh.Ref(Info.C, 1);
if (delta > -0.01)
{
return(null);
}
var ret = new Dictionary <String, String>();
ret[String.Format("vol/{0}", sigDateVol < otherMaxVol * 1.5 ? "1" : "0")] = "";
// ret[String.Format("maxUp/{0}", maxUpF > 0.03 ? "1" : "0")] = "";
return(ret);
}
