void RunVirtual()
{
//try
//{
Dictionary <string, CalcStragGroupClass> rest = null;
Program.AllSettings.AllRunningPlanGrps = InitServerClass.InitCalcStrags(ref rest, Program.AllSettings.AllStrags, SCList.ToDictionary(p => p.GUID, p => p), Program.AllSettings.AllAssetUnits, true, true);//注入plans
btc.FinishedProcess = new SuccEvent(Finished);
ret = btc.VirExchange(Program.AllSettings, ref es, SCList.ToArray());
//}
//catch (Exception ce)
//{
// MessageBox.Show(ce.Message);
//}
//MessageBox.Show(es.summary.ToString());
//DataView moneyLines = new DataView(es.MoneyIncreamLine);
//this.chart1.Series[0].Points.DataBindXY(moneyLines, "id", moneyLines, "val");
//btn_VirExchange.Text = "模拟交易";
//MessageBox.Show("执行完成！");
this.RunVirExchange = false;
}
public void Calc()
{
try
{
////if (!AllowCalc) return;
DateTime currTime = DateTime.Now;
////int MaxViewCnt = Program.AllServiceConfig.AllRunningPlanGrps.Max(t=>t.Value.UseSPlans.ForEach(a=>Program.AllServiceConfig.AllStrags[a.GUID]))));
ExpectList <T> el = CurrData; // Program.AllServiceConfig.LastDataSector;
//Log("数据源", string.Format("数据条数:{0};最后数据:{1}", el.Count, el.LastData.ToString()));
//if (CurrDataList.Count < MaxViewCnt)
//{
// el = new ExpectReader().ReadNewestData(MaxViewCnt);
//}
//Log("计算准备", "获取未关闭的机会");
Dictionary <string, ChanceClass <T> > NoClosedChances = new Dictionary <string, ChanceClass <T> >();
NoClosedChances = CloseTheChances(this.IsTestBack); //关闭机会
this.FinishedThreads = 0; //完成数量置0
RunThreads = 0;
Dictionary <string, CalcStragGroupClass <T> > testGrps = Program.AllServiceConfig.AllRunningPlanGrps as Dictionary <string, CalcStragGroupClass <T> >;
if (!IsTestBack)
{
foreach (string key in testGrps.Keys)
{
///修改：分组不用备份，每次策略都要获取前次的状态
///先剔除状态异常的计划，然后再增加新的计划
///CalcStragGroupClass<T> csc = Program.AllServiceConfig.AllRunningPlanGrps[key].Copy();//只用备份，允许窗体启动曾经停止的计划
CalcStragGroupClass <T> csc = Program.AllServiceConfig.AllRunningPlanGrps[key] as CalcStragGroupClass <T>;
for (int i = csc.UseSPlans.Count - 1; i >= 0; i--)
{
//修改为检查计划的状态，前台程序修改的是计划表的状态
StragRunPlanClass <T> UsePlan = csc.UseSPlans[i];
if (!Program.AllServiceConfig.AllRunPlannings.ContainsKey(UsePlan.GUID))
{
Log("计划表中已注销", UsePlan.Plan_Name);
csc.UseSPlans.RemoveAt(i);
csc.UseStrags.Remove(UsePlan.PlanStrag.GUID);
continue;
}
StragRunPlanClass <T> spc = Program.AllServiceConfig.AllRunPlannings[UsePlan.GUID] as StragRunPlanClass <T>;
if (!spc.Running)
{
Log("计划未启动", csc.UseSPlans[i].Plan_Name);
csc.UseSPlans.RemoveAt(i);
csc.UseStrags.Remove(UsePlan.PlanStrag.GUID);
continue;
}
if (!InitServerClass.JudgeInRunTime(currTime, spc))
{
Log("计划超时", csc.UseSPlans[i].Plan_Name);
csc.UseSPlans.RemoveAt(i);
csc.UseStrags.Remove(UsePlan.PlanStrag.GUID); //只清除计划，不清除策略？？？？？
continue;
}
}
}
Dictionary <string, CalcStragGroupClass <TimeSerialData> > allGrps = Program.AllServiceConfig.AllRunningPlanGrps as Dictionary <string, CalcStragGroupClass <TimeSerialData> >;
//加入后续启动的计划
Program.AllServiceConfig.AllRunningPlanGrps = InitServerClass.InitCalcStrags <TimeSerialData>(DataPoint, ref allGrps, Program.AllServiceConfig.AllStrags as Dictionary <string, BaseStragClass <TimeSerialData> >, Program.AllServiceConfig.AllRunPlannings, Program.AllServiceConfig.AllAssetUnits, false, this.IsTestBack);
}
foreach (string key in Program.AllServiceConfig.AllRunningPlanGrps.Keys)//再次为计划组分配资源，保证策略和计划一直在内存。
{
CalcStragGroupClass <T> csc = Program.AllServiceConfig.AllRunningPlanGrps[key] as CalcStragGroupClass <T>;
//增加新的计划
SettingClass comSetting = new SettingClass();
comSetting.SetGlobalSetting(Program.AllServiceConfig.gc);
List <ChanceClass <T> > NoClsList = NoClosedChances.Values.ToList();
//NoClsList.ForEach(a=>Log(a.ChanceCode,a.ToDetailString()));
//Log("未关闭机会数量", NoClosedChances.Count.ToString());
//NoClsList.ForEach(a => Log("策略：", a.StragId));
if (!csc.initRunningData(comSetting, NoClsList))
{
Log("为计划组分配通用参数", "配置计划组的通用参数失败,该组计划暂时不参与运算！");
continue;
}
RunThreads++;
csc.Finished = new CalcStragGroupDelegate(CheckFinished);
csc.GetNoClosedChances = new ReturnChances <T>(FillNoClosedChances);
csc.GetAllStdDevList = new ReturnStdDevList(FillAllStdDev);
//Program.AllServiceConfig.AllRunningPlanGrps[key] = csc;//要加吗？不知道，应该要加
}
//分配完未关闭的数据后，将全局内存中所有未关闭机会列表清除
Program.AllServiceConfig.AllNoClosedChanceList = new Dictionary <string, ChanceClass <T> >() as Dictionary <string, ChanceClass <TimeSerialData> >;
this.FinishedThreads = 0;
foreach (string key in Program.AllServiceConfig.AllRunningPlanGrps.Keys)//再次为计划组分配资源，保证策略和计划一直在内存。
{
//Log("计算组执行处理", key, Program.gc.NormalNoticeFlag);
CalcStragGroupClass <T> csc = Program.AllServiceConfig.AllRunningPlanGrps[key] as CalcStragGroupClass <T>;
//if (!IsTestBack && !csc.Running)
// continue;
csc.IsBackTest = IsTestBack;
ThreadPool.QueueUserWorkItem(new WaitCallback(csc.Run), el);
}
}
catch (Exception ce)
{
Log(ce.Message, ce.StackTrace, true);
}
}
public Dictionary <string, ChanceClass <T> > CloseTheChances(bool IsTestBack, bool ForceCloseAllData = false)
{
List <ChanceClass <T> > cl = new List <ChanceClass <T> >();
DateTime currTime = DateTime.Now;
Dictionary <string, ChanceClass <T> > CloseList = new Dictionary <string, ChanceClass <T> >();
if (IsTestBack)//如果回测，使用内存数据
{
cl = Program.AllServiceConfig.AllNoClosedChanceList.Values.Select(a => a).ToList() as List <ChanceClass <T> >;
}
else//非回测，使用数据库数据ReadDataTableName
{
//DbChanceList<T> dcl = new PK10ExpectReader().getNoCloseChances<T>(null);
DbChanceList <T> dcl = DataReaderBuild.CreateReader(DataPoint.DataType, ReadDataTableName, Codes).getNoCloseChances <T>(null);
//必须强制按数据库中存储的策略id,获取到策略的机会类型
foreach (var dc in dcl.Values)
{
if (!Program.AllServiceConfig.AllStrags.ContainsKey(dc.StragId))//策略未找到数据库中存储的机会所产生的策略
{
continue;
}
if (DataPoint.DataType == "PK10")
{
cl.Add(dc);
}
else
{
BaseStragClass <TimeSerialData> sc = Program.AllServiceConfig.AllStrags[dc.StragId];
Type ct = sc.getTheChanceType();
object tmp = Activator.CreateInstance(ct);
if (DataPoint.IsXxY == 1)
{
(tmp as iXxYClass).AllNums = DataPoint.AllNums;
(tmp as iXxYClass).SelectNums = DataPoint.SelectNums;
(tmp as iXxYClass).strAllTypeBaseOdds = DataPoint.strAllTypeOdds;
(tmp as iXxYClass).strCombinTypeBaseOdds = DataPoint.strCombinTypeOdds;
(tmp as iXxYClass).strPermutTypeBaseOdds = DataPoint.strPermutTypeOdds;
}
Log("转换前机会类型", string.Format("{0}", tmp.GetType()));
dc.FillTo(ref tmp, true); //获取所有属性
ChanceClass <T> cc = tmp as ChanceClass <T>;
Log("转换后机会类型", string.Format("{0}:{1}:{2}", cc.GetType(), cc.StragId, cc.ChanceCode)); // cc.ToDetailString()));
cl.Add(cc);
}
//cl = dcl.Values.ToList();
}
}
Dictionary <string, ChanceClass <T> > rl = new Dictionary <string, ChanceClass <T> >();
if (cl.Count > 0)
{
Log("未关闭机会列表数量为", string.Format("{0}", cl.Count));
}
//2019/4/22日出现错过732497，732496两期记录错过，但是732498却收到的情况，同时，正好在732498多次重复策略正好开出结束，因错过2期导致一直未归零，
//一直长时间追号开出近60期
//为避免出现这种情况
//判断是否错过了期数，如果错过期数，将所有追踪策略归零，不再追号,也不再执行选号程序，
//是否要连续停几期？执行完后，在接收策略里面发现前10期有不连续的情况，直接跳过，只接收数据不执行选号。
this.CurrData.UseType = this.DataPoint;
if (this.CurrData.MissExpectCount() > 1)
{
if (!IsTestBack) //如果非回测，保存交易记录
{
DbChanceList <T> dbsavelist = new DbChanceList <T>();
cl.ForEach(p => dbsavelist.Add(p.ChanceIndex, p));
CloseChanceInDBAndExchangeService(dbsavelist, true);//强制关闭，就算命中也不算其盈利
}
return(rl);
}
for (int i = 0; i < cl.Count; i++)
{
string sGUId = cl[i].StragId;
if (sGUId == null || !Program.AllServiceConfig.AllStrags.ContainsKey(sGUId)) //如果策略已注销，立即关闭机会
{
if (cl[i].Tracerable) //如果是自我跟踪机会，不理会，让它自己去跟踪
{
}
else
{
CloseList.Add(cl[i].GUID, cl[i]);
//cl.Remove(cl[i].ChanceIndex);
Log("强制结束机会", string.Format("该机会所属策略已经注销，并且该机会是非跟踪机会！{0}", cl[i].ChanceCode));
continue;
}
}
List <string> AllUsePans = Program.AllServiceConfig.AllRunningPlanGrps.SelectMany(a => a.Value.UseSPlans.Select(t => t.PlanStrag.GUID)).ToList <string>();
if (!AllUsePans.Contains(sGUId))//不在执行的计划内
{
if (cl[i].Tracerable)
{
}
else
{
CloseList.Add(cl[i].GUID, cl[i]);
Log("强制结束机会", string.Format("不存在绑定该机会所属策略的计划，并且该机会是非跟踪机会！{0}", cl[i].ChanceCode));
continue;
}
}
//如果策略已经超出时间
List <string> StopedPlans = Program.AllServiceConfig.AllRunningPlanGrps.SelectMany(a => a.Value.UseSPlans.Where(t => (InitServerClass.JudgeInRunTime(currTime, t) == false))).Select(a => a.GUID).ToList <string>();
if (!IsTestBack)
{
if (StopedPlans.Contains(sGUId))//停止的计划产生的机会
{
if (cl[i].Tracerable)
{
}
else
{
Log("强制结束机会", string.Format("该机会所属策略超出计划运行时间！{0}", cl[i].ChanceCode));
CloseList.Add(cl[i].GUID, cl[i]);
continue;
}
}
}
StopedPlans = Program.AllServiceConfig.AllRunningPlanGrps.SelectMany(a => a.Value.UseSPlans.Where(t => (t.Running == false))).Select(a => a.GUID).ToList <string>();
if (StopedPlans.Contains(sGUId))//停止的计划产生的机会
{
if (cl[i].Tracerable)
{
}
else
{
Log("强制结束机会", string.Format("该机会所属策略的计划状态为停止！{0}", cl[i].ChanceCode));
CloseList.Add(cl[i].GUID, cl[i]);
continue;
}
}
//如果策略已经停止
//获得策略
BaseStragClass <T> sc = Program.AllServiceConfig.AllStrags[sGUId] as BaseStragClass <T>;
int mcnt = 0;
bool Matched = cl[i].Matched(CurrData, out mcnt);
cl[i].MatchChips += mcnt;
if (sc is ITraceChance)//优先关闭程序跟踪
{
cl[i].Closed = (sc as ITraceChance).CheckNeedEndTheChance(cl[i], Matched);
}
else
{
cl[i].Closed = Matched;
}
if (cl[i].Tracerable && Matched)//如果是策略自我跟踪，无论其策略是否是跟踪策略，先关了。
{
cl[i].Closed = true;
}
//////if (cl[i].MaxHoldTimeCnt > 0 && cl[i].HoldTimeCnt == cl[i].MaxHoldTimeCnt)
//////{
////// cl[i].Closed = true;
//////}
if (cl[i].Closed)//如果已经关闭
{
CloseList.Add(cl[i].GUID, cl[i]);
continue;
}
rl.Add(cl[i].GUID, cl[i]);
}
//Log("结束机会", "所有非法，以及命中并确认需要结束的机会");
if (!IsTestBack) //如果非回测，保存交易记录
{
DbChanceList <T> dbsavelist = new DbChanceList <T>();
CloseList.Values.ToList <ChanceClass <T> >().ForEach(p =>
{
if (p != null)
{
dbsavelist.Add(p.ChanceIndex, p);
}
});
CloseChanceInDBAndExchangeService(dbsavelist);
}
return(rl);
}
public Dictionary <string, ChanceClass> CloseTheChances(bool IsTestBack)
{
List <ChanceClass> cl = new List <ChanceClass>();
DateTime currTime = DateTime.Now;
Dictionary <string, ChanceClass> CloseList = new Dictionary <string, ChanceClass>();
if (IsTestBack)//如果回测，使用内存数据
{
cl = Program.AllServiceConfig.AllNoClosedChanceList.Values.ToList <ChanceClass>();
}
else//非回测，使用数据库数据
{
DbChanceList dcl = new PK10ExpectReader().getNoCloseChances(null);
cl = dcl.Values.ToList <ChanceClass>();
}
Dictionary <string, ChanceClass> rl = new Dictionary <string, ChanceClass>();
if (cl.Count > 0)
{
Log("未关闭机会列表数量为", string.Format("{0}", cl.Count));
}
for (int i = 0; i < cl.Count; i++)
{
string sGUId = cl[i].StragId;
if (!Program.AllServiceConfig.AllStrags.ContainsKey(sGUId)) //如果策略已注销，立即关闭机会
{
if (cl[i].Tracerable) //如果是自我跟踪机会，不理会，让它自己去跟踪
{
}
else
{
CloseList.Add(cl[i].GUID, cl[i]);
//cl.Remove(cl[i].ChanceIndex);
Log("强制结束机会", string.Format("该机会所属策略已经注销，并且该机会是非跟踪机会！{0}", cl[i].ChanceCode));
continue;
}
}
List <string> AllUsePans = Program.AllServiceConfig.AllRunningPlanGrps.SelectMany(a => a.Value.UseSPlans.Select(t => t.PlanStrag.GUID)).ToList <string>();
if (!AllUsePans.Contains(sGUId))//不在执行的计划内
{
if (cl[i].Tracerable)
{
}
else
{
CloseList.Add(cl[i].GUID, cl[i]);
Log("强制结束机会", string.Format("不存在绑定该机会所属策略的计划，并且该机会是非跟踪机会！{0}", cl[i].ChanceCode));
continue;
}
}
//如果策略已经超出时间
List <string> StopedPlans = Program.AllServiceConfig.AllRunningPlanGrps.SelectMany(a => a.Value.UseSPlans.Where(t => (InitServerClass.JudgeInRunTime(currTime, t) == false))).Select(a => a.GUID).ToList <string>();
if (!IsTestBack)
{
if (StopedPlans.Contains(sGUId))//停止的计划产生的机会
{
if (cl[i].Tracerable)
{
}
else
{
Log("强制结束机会", string.Format("该机会所属策略超出计划运行时间！{0}", cl[i].ChanceCode));
CloseList.Add(cl[i].GUID, cl[i]);
continue;
}
}
}
StopedPlans = Program.AllServiceConfig.AllRunningPlanGrps.SelectMany(a => a.Value.UseSPlans.Where(t => (t.Running == false))).Select(a => a.GUID).ToList <string>();
if (StopedPlans.Contains(sGUId))//停止的计划产生的机会
{
if (cl[i].Tracerable)
{
}
else
{
Log("强制结束机会", string.Format("该机会所属策略的计划状态为停止！{0}", cl[i].ChanceCode));
CloseList.Add(cl[i].GUID, cl[i]);
continue;
}
}
//如果策略已经停止
//获得策略
StragClass sc = Program.AllServiceConfig.AllStrags[sGUId];
int mcnt = 0;
bool Matched = cl[i].Matched(CurrDataList, out mcnt);
cl[i].MatchChips += mcnt;
if (sc is ITraceChance)//优先关闭程序跟踪
{
cl[i].Closed = (sc as ITraceChance).CheckNeedEndTheChance(cl[i], Matched);
}
else
{
cl[i].Closed = Matched;
}
if (cl[i].Tracerable && Matched)//如果是策略自我跟踪，无论其策略是否是跟踪策略，先关了。
{
cl[i].Closed = true;
}
//////if (cl[i].MaxHoldTimeCnt > 0 && cl[i].HoldTimeCnt == cl[i].MaxHoldTimeCnt)
//////{
////// cl[i].Closed = true;
//////}
if (cl[i].Closed)//如果已经关闭
{
CloseList.Add(cl[i].GUID, cl[i]);
continue;
}
rl.Add(cl[i].GUID, cl[i]);
}
//Log("结束机会", "所有非法，以及命中并确认需要结束的机会");
if (!IsTestBack) //如果非回测，保存交易记录
{
DbChanceList dbsavelist = new DbChanceList();
CloseList.Values.ToList <ChanceClass>().ForEach(p => dbsavelist.Add(p.ChanceIndex, p));
CloseChanceInDBAndExchangeService(dbsavelist);
}
return(rl);
}
