/// <summary>
/// 计算指标
/// </summary>
/// <param name="id">指标ID</param>
/// <param name="code">代码</param>
/// <param name="path">路径</param>
/// <param name="type">类型</param>
/// <param name="cycle">周期</param>
/// <param name="subscription">复权方式</param>
/// <param name="date">日期</param>
/// <param name="open">开盘价</param>
/// <param name="high">最高价</param>
/// <param name="low">最低价</param>
/// <param name="close">收盘价</param>
/// <param name="volume">成交量</param>
/// <param name="amount">成交额</param>
/// <returns>返回数据</returns>
public static double[] calculateIndicatorExtern(int id, String code, ref double result)
{
if (m_indicators.ContainsKey(id))
{
FCScript indicator = m_indicators[id];
List <FCScript> indicators = new List <FCScript>();
indicators.Add(indicator);
List <SecurityData> datas = new List <SecurityData>();
if (SecurityService.m_historyDatas.ContainsKey(code))
{
datas = SecurityService.m_historyDatas[code];
SecurityLatestData latestData = null;
if (SecurityService.m_latestDatas.ContainsKey(code))
{
latestData = SecurityService.m_latestDatas[code];
}
if (latestData != null)
{
SecurityData newData = new SecurityData();
getSecurityData(latestData, latestData.m_lastClose, 1440, 0, ref newData);
if (datas.Count == 0)
{
datas.Add(newData);
}
else
{
if (newData.m_date > datas[datas.Count - 1].m_date)
{
datas.Add(newData);
}
else
{
datas[datas.Count - 1] = newData;
}
}
}
FCDataTable dataSource = indicator.DataSource;
int[] fields = new int[] { KeyFields.CLOSE_INDEX, KeyFields.HIGH_INDEX, KeyFields.LOW_INDEX, KeyFields.OPEN_INDEX, KeyFields.VOL_INDEX, KeyFields.AMOUNT_INDEX };
SecurityDataHelper.bindHistoryDatas(m_chart, dataSource, indicators, fields, datas);;
int rowsCount = dataSource.RowsCount;
int variablesSize = indicator.MainVariables.Count;
double[] list = new double[variablesSize];
if (rowsCount > 0)
{
int pos = 0;
foreach (String name in indicator.MainVariables.Keys)
{
int field = indicator.MainVariables[name];
double value = dataSource.get2(rowsCount - 1, field);
list[pos] = value;
pos++;
}
}
result = indicator.m_result;
dataSource.clear();
return(list);
}
}
return(null);
}
/// <summary>
/// 创建指标
/// </summary>
/// <param name="id">编号</param>
/// <param name="script">脚本</param>
/// <param name="xml">XML</param>
/// <returns>指标</returns>
public static FCScript createIndicator(String id, String script, FCUIXml xml)
{
FCScript indicator = new FCScript();
indicator.Name = id;
FCDataTable table = new FCDataTable();
indicator.DataSource = table;
NFunctionBase.addFunctions(indicator);
NFunctionUI.addFunctions(indicator, xml);
NFunctionWin.addFunctions(indicator);
int index = STARTINDEX;
String[] functions = FUNCTIONS.Split(new String[] { "," }, StringSplitOptions.RemoveEmptyEntries);
int functionsSize = functions.Length;
for (int i = 0; i < functionsSize; i++)
{
indicator.addFunction(new NFunctionEx(indicator, index + i, functions[i], xml));
}
indicator.Script = script;
table.addColumn(0);
table.set(0, 0, 0);
indicator.onCalculate(0);
return(indicator);
}
/// <summary>
/// 创建数据源
/// </summary>
/// <param name="chart">股票控件</param>
/// <returns>数据源</returns>
public static FCDataTable createDataSource(FCChart chart)
{
FCDataTable dataSource = new FCDataTable();
dataSource.addColumn(KeyFields.CLOSE_INDEX);
dataSource.addColumn(KeyFields.HIGH_INDEX);
dataSource.addColumn(KeyFields.LOW_INDEX);
dataSource.addColumn(KeyFields.OPEN_INDEX);
dataSource.addColumn(KeyFields.VOL_INDEX);
dataSource.addColumn(KeyFields.AMOUNT_INDEX);
return(dataSource);
}
/// <summary>
/// 添加指标
/// </summary>
/// <param name="chart">股票控件</param>
/// <param name="dataSource">数据源</param>
/// <param name="text">文本</param>
/// <param name="parameters">参数</param>
public static FCScript createIndicator(FCChart chart, FCDataTable dataSource, String text, String parameters)
{
FCScript indicator = new FCScript();
indicator.DataSource = dataSource;
indicator.Name = "";
//indicator.FullName = "";
if (dataSource != null)
{
indicator.setSourceField(KeyFields.CLOSE, KeyFields.CLOSE_INDEX);
indicator.setSourceField(KeyFields.HIGH, KeyFields.HIGH_INDEX);
indicator.setSourceField(KeyFields.LOW, KeyFields.LOW_INDEX);
indicator.setSourceField(KeyFields.OPEN, KeyFields.OPEN_INDEX);
indicator.setSourceField(KeyFields.VOL, KeyFields.VOL_INDEX);
indicator.setSourceField(KeyFields.AMOUNT, KeyFields.AMOUNT_INDEX);
indicator.setSourceField(KeyFields.CLOSE.Substring(0, 1), KeyFields.CLOSE_INDEX);
indicator.setSourceField(KeyFields.HIGH.Substring(0, 1), KeyFields.HIGH_INDEX);
indicator.setSourceField(KeyFields.LOW.Substring(0, 1), KeyFields.LOW_INDEX);
indicator.setSourceField(KeyFields.OPEN.Substring(0, 1), KeyFields.OPEN_INDEX);
indicator.setSourceField(KeyFields.VOL.Substring(0, 1), KeyFields.VOL_INDEX);
indicator.setSourceField(KeyFields.AMOUNT.Substring(0, 1), KeyFields.AMOUNT_INDEX);
}
IndicatorData indicatorData = new IndicatorData();
indicatorData.m_parameters = parameters;
indicatorData.m_script = text;
indicator.Tag = indicatorData;
String constValue = "";
if (parameters != null && parameters.Length > 0)
{
String[] strs = parameters.Split(new String[] { ";" }, StringSplitOptions.RemoveEmptyEntries);
int strsSize = strs.Length;
for (int i = 0; i < strsSize; i++)
{
String str = strs[i];
String[] strs2 = str.Split(new String[] { "," }, StringSplitOptions.RemoveEmptyEntries);
constValue += "const " + strs2[0] + ":" + strs2[3] + ";";
}
}
if (text != null && text.Length > 0)
{
indicator.Script = constValue + text;
}
return(indicator);
}
/// <summary>
/// 插入最新数据
/// </summary>
/// <param name="chart">股票控件</param>
/// <param name="dataSource">数据源</param>
/// <param name="indicators">指标</param>
/// <param name="fields">字段</param>
/// <param name="historyDatas">最近的历史数据</param>
/// <param name="latestData">实时数据</param>
/// <returns>索引</returns>
public static int insertLatestData(FCChart chart, FCDataTable dataSource, List <FCScript> indicators, int[] fields, SecurityData latestData)
{
if (latestData.m_close > 0 && latestData.m_volume > 0)
{
int indicatorsSize = indicators.Count;
int index = insertData(chart, dataSource, fields, latestData);
for (int i = 0; i < indicatorsSize; i++)
{
indicators[i].onCalculate(index);
}
return(index);
}
else
{
return(-1);
}
}
/// <summary>
/// 插入数据
/// </summary>
/// <param name="chart">证券控件</param>
/// <param name="dataSource">数据源</param>
/// <param name="fields">字段</param>
/// <param name="securityData">证券数据</param>
/// <returns>索引</returns>
public static int insertData(FCChart chart, FCDataTable dataSource, int[] fields, SecurityData securityData)
{
double close = securityData.m_close, high = securityData.m_high, low = securityData.m_low, open = securityData.m_open, avgPrice = securityData.m_avgPrice, volume = securityData.m_volume, amount = securityData.m_amount;
if (volume > 0 || close > 0)
{
if (high == 0)
{
high = close;
}
if (low == 0)
{
low = close;
}
if (open == 0)
{
open = close;
}
if (avgPrice == 0)
{
avgPrice = double.NaN;
}
}
else
{
close = double.NaN;
high = double.NaN;
low = double.NaN;
open = double.NaN;
volume = double.NaN;
amount = double.NaN;
avgPrice = double.NaN;
}
double date = securityData.m_date;
dataSource.set(date, fields[4], volume);
int index = dataSource.getRowIndex(date);
dataSource.set2(index, fields[0], close);
dataSource.set2(index, fields[1], high);
dataSource.set2(index, fields[2], low);
dataSource.set2(index, fields[3], open);
dataSource.set2(index, fields[5], volume);
dataSource.set2(index, fields[6], avgPrice);
return(index);
}
/// <summary>
/// 创建指标
/// </summary>
/// <param name="text">脚本</param>
/// <param name="parameters">参数</param>
/// <returns>指标ID</returns>
public static int createIndicatorExtern(String text, String parameters, StringBuilder fields)
{
try {
if (m_native == null)
{
m_native = new FCNative();
}
if (m_chart == null)
{
m_chart = new FCChart();
m_chart.Native = m_native;
}
m_serialNumber++;
FCDataTable dataSource = new FCDataTable();
dataSource.addColumn(KeyFields.CLOSE_INDEX);
dataSource.addColumn(KeyFields.HIGH_INDEX);
dataSource.addColumn(KeyFields.LOW_INDEX);
dataSource.addColumn(KeyFields.OPEN_INDEX);
dataSource.addColumn(KeyFields.VOL_INDEX);
dataSource.addColumn(KeyFields.AMOUNT_INDEX);
FCScript indicator = SecurityDataHelper.createIndicator(m_chart, dataSource, text, parameters);
m_indicators[m_serialNumber] = indicator;
indicator.onCalculate(0);
int pos = 0;
int variablesSize = indicator.MainVariables.Count;
foreach (String field in indicator.MainVariables.Keys)
{
fields.Append(field);
if (pos != variablesSize - 1)
{
fields.Append(",");
}
pos++;
}
} catch (Exception ex) {
Console.WriteLine(ex.Message + "\r\n" + ex.StackTrace);
}
return(m_serialNumber);
}
/// <summary>
/// 绑定历史数据
/// </summary>
/// <param name="chart">股票控件</param>
/// <param name="dataSource">数据源</param>
/// <param name="indicators">指标</param>
/// <param name="fields">字段</param>
/// <param name="historyDatas">历史数据</param>
public static void bindHistoryDatas(FCChart chart, FCDataTable dataSource, List <FCScript> indicators, int[] fields, List <SecurityData> historyDatas)
{
dataSource.clear();
int size = historyDatas.Count;
dataSource.setRowsCapacity(size + 10);
dataSource.setRowsGrowStep(100);
int columnsCount = dataSource.ColumnsCount;
for (int i = 0; i < size; i++)
{
SecurityData securityData = historyDatas[i];
if (dataSource == chart.DataSource)
{
insertData(chart, dataSource, fields, securityData);
}
else
{
double[] ary = new double[columnsCount];
ary[0] = securityData.m_close;
ary[1] = securityData.m_high;
ary[2] = securityData.m_low;
ary[3] = securityData.m_open;
ary[4] = securityData.m_volume;
for (int j = 5; j < columnsCount; j++)
{
ary[j] = double.NaN;
}
dataSource.AddRow(securityData.m_date, ary, columnsCount);
}
}
int indicatorsSize = indicators.Count;
for (int i = 0; i < indicatorsSize; i++)
{
indicators[i].onCalculate(0);
}
}
/// <summary>
/// 创建指标
/// </summary>
/// <param name="native">方法库</param>
/// <param name="script">脚本</param>
/// <returns>指标</returns>
public static FCScript CreateScript(String script, FCNative native)
{
FCScript indicator = new FCScript();
FCDataTable table = new FCDataTable();
indicator.DataSource = table;
CFunctionBase.addFunctions(indicator);
CFunctionHttp.addFunctions(indicator);
int index = STARTINDEX;
string[] functions = FUNCTIONS.Split(new string[] { "," }, StringSplitOptions.RemoveEmptyEntries);
int functionsSize = functions.Length;
for (int i = 0; i < functionsSize; i++)
{
indicator.addFunction(new CFunctionEx(indicator, index + i, functions[i], native));
}
indicator.Script = script;
table.addColumn(0);
table.set(0, 0, 0);
indicator.onCalculate(0);
return(indicator);
}
