public static double AverageCommMembers(CommCollection cc)
{
double sum = 0;
for (int i = 0; i < cc.CommOverlap.Rows; i++)
sum += cc.CommOverlap[i, i];
return (double)sum / (double)cc.CommOverlap.Rows;
}
public static double AverageBlockSize(CommCollection cc)
{
int sum = 0;
for (int i = 0; i < cc.Count; ++i)
sum += cc[i].Size;
return (double)sum / (double)cc.Count;
}
// new code to get GOI for communities
// above function is not correct
/*
public static double ComGOI(Matrix commDensity)
{
double GOI = 0.0;
return GOI;
}
*/
public static Pair<double, double> COC(CommCollection cc)
{
double simple_sum = 0, complex_sum = 0;
Matrix CBCO = cc.CommByCommOverlap;
Vector v = CBCO as Vector;
if (CBCO.Cols == 1)
return new Pair<double, double>(0.0, 0.0);
double denominator = (double)(((double)CBCO.Cols * ((double)CBCO.Cols - 1)) / 2.0);
if (v != null)
{
Vector w = new Vector(v.Size);
w.Clear();
for (int i = 0; i < v.Size; ++i)
{
for (int j = i + 1; j < v.Size; ++j)
w[j] += cc.GetCommByCommOverlap(i, j);
}
for (int j = 1; j < v.Size; ++j)
{
double sum = w[j];
simple_sum += (sum / v[j]);
if (v[j] > 1)
complex_sum += (sum / (v[j] - 1));
}
}
else
{
for (int j = 1; j < CBCO.Rows; ++j)
{
double sum = 0.0;
for (int i = 0; i < j; ++i)
sum += CBCO[i, j];
simple_sum += sum / CBCO[j, j];
if (CBCO[j, j] > 1)
complex_sum += sum / (CBCO[j, j] - 1);
}
}
return new Pair<double, double>(simple_sum / denominator, complex_sum / denominator);
}
public static double CMOI(CommCollection cc)
{
Matrix O = cc.CommOverlap;
double total_sum = 0;
for (int i = 0; i < O.Rows; i++)
for (int j = i + 1; j < O.Rows; j++)
{
if (O[j, j] != 0)
total_sum += (double)(O[i, j]) / O[j, j];
}
double coi = (double)(O.Rows * O.Rows - O.Rows);
if (coi != 0)
coi = (total_sum * 2.0) / coi;
return coi;
}
public override List <ChanceClass> getChances(CommCollection sc, ExpectData ed)
{
List <ChanceClass> ret = new List <ChanceClass>();
if (sc == null || sc.Table == null || sc.Table.Rows.Count < this.ReviewExpectCnt)
{
return(ret);
}
DataTableEx dt = sc.CarTable;
if (dt == null)
{
throw new Exception("无法获得概率分布表！");
}
//Log("最后一期数据", string.Join(",", dt.Rows[0].ItemArray));
//Log("最后二期数据", string.Join(",", dt.Rows[1].ItemArray));
string val = dt.Rows[dt.Rows.Count - 1][string.Format("{0}", InputMinTimes)].ToString();
OnceChance cc = new OnceChance();
cc.SignExpectNo = ed.Expect;
cc.ChanceType = 1;
string code_model = "{0}/{1}";
HoldCnt++;
cc.ChanceCode = BySer ? string.Format(code_model, InputMaxTimes, val) : string.Format(code_model, val, InputMaxTimes);
cc.ChipCount = 1;//码数必须是实际码数，使用的金额队列必须是1码的队列
cc.InputTimes = HoldCnt;
cc.strInputTimes = string.Format("{0}", cc.InputTimes);
cc.AllowMaxHoldTimeCnt = 1;
cc.InputExpect = ed;
cc.StragId = this.GUID;
cc.NeedConditionEnd = true;//这是必须的，才能在整体回测中触发CheckNeedEndTheChance
//cc.MinWinRate = this.CommSetting.GetGlobalSetting().DefaultHoldAmtSerials.MaxRates[cc.ChipCount - 1];
cc.IsTracer = 0;
cc.Odds = this.CommSetting.GetGlobalSetting().Odds;
//cc.UnitCost = this.getChipAmount(0,cc,);
ret.Add(cc);
return(ret);
}
void RefreshSerialData(ListView lv, bool byNo, int minRow)
{
ExpectList el = ViewDataList;;
ExpectListProcess elp = new ExpectListProcess(el);
CommCollection sc = elp.getSerialData(180, byNo);
sc.isByNo = byNo;
lv.Items.Clear();
for (int i = minRow - 1; i < sc.Table.Rows.Count; i++)
{
ListViewItem lvi = new ListViewItem();
lvi.Text = (i - minRow + 1 + 1).ToString();
if (byNo)
{
for (int j = 0; j < 10; j++)
{
lvi.SubItems.Add(sc.Table.Rows[i][j].ToString());
}
}
else
{
for (int j = 0; j < 10; j++)
{
lvi.SubItems.Add(sc.Table.Rows[i][string.Format("{0}", (j + 1) % 10)].ToString());
}
}
for (int j = 1; j < 9; j++)
{
if (i + 1 == this.gobj.MinTimeForChance(j))
{
lvi.BackColor = Color.Yellow;
break;
}
}
lv.Items.Add(lvi);
}
}
public override List <ChanceClass> getChances(CommCollection sc, ExpectData ed)
{
List <ChanceClass> ret = new List <ChanceClass>();
DataTableEx dt = null;
if (this.BySer)
{
dt = sc.SerialDistributionTable;
}
else
{
dt = sc.CarDistributionTable;
}
if (dt == null)
{
throw new Exception("无法获得概率分布表！");
}
string strCodes = "";
int AllChipCnt = 0;
for (int i = 0; i < 10; i++)
{
//获得各项的最小的
List <double> coldata = null;
string strCol = string.Format("{0}", (i + 1) % 10);
dt.getColumnData(strCol, ref coldata);
double avgval = coldata.Average();
double stdval = ProbMath.CalculateStdDev(coldata);
string strSql = string.Format("[{0}]<{1}", strCol, avgval - this.StdvCnt * stdval);
string strSort = string.Format("[{0}] asc", "Id");
DataRow[] drs = dt.Select(strSql, strSort);
if (drs.Length < this.ChipCount)
{
continue;
}
string strCode = "";
StringBuilder sb = new StringBuilder();
bool Matched = false;
for (int j = 0; j < drs.Length; j++)
{
string strId = drs[j]["Id"].ToString();
int RowCnt = sc.FindLastDataExistCount(this.InputMinTimes, strCol, strId);
if (RowCnt > 0)//任何一个不匹配最近5期内出现，不满足条件
{
Matched = false;
break;
}
sb.Append(drs[j]["Id"].ToString());
Matched = true;
}
if (!Matched)
{
continue;
}
AllChipCnt += drs.Length;
if (BySer)
{
strCode = string.Format("{0}/{1}", strCol, sb.ToString());
}
else
{
strCode = string.Format("{0}/{1}", sb.ToString(), strCol);
}
if (strCode.Length > 0)
{
strCodes = string.Format("{0}{1}{2}", strCodes, strCodes.Length > 0?"+":"", strCode);
}
}
if (strCodes.Length < 2 * (this.ChipCount + 2))
{
return(ret);
}
ChanceClass cc = new ChanceClass();
cc.SignExpectNo = ed.Expect;
cc.ChanceType = 3;
cc.InputTimes = 1;
cc.strInputTimes = "1";
cc.AllowMaxHoldTimeCnt = 1;
cc.InputExpect = ed;
cc.ChipCount = AllChipCnt;
cc.ChanceCode = strCodes;
cc.CreateTime = ed.OpenTime;
cc.Closed = false;
ret.Add(cc);
return(ret);
}
public override List <ChanceClass> getChances(CommCollection sc, ExpectData ed)
{
List <ChanceClass> ret = new List <ChanceClass>();
if (sc == null || sc.Table == null || sc.Table.Rows.Count < this.ReviewExpectCnt)
{
return(ret);
}
if (this.getAllStdDev() == null)
{
this.setAllStdDev(new Dictionary <string, List <double> >());
}
double stdval = 0;
List <double> list = sc.getAllDistrStdDev(this.ReviewExpectCnt, this.InputMaxTimes);
if (!this.getAllStdDev().ContainsKey(ed.Expect))
{
stdval = list[10];//最后一位
this.getAllStdDev().Add(ed.Expect, list);
}
if (getAllStdDev().Count < 20)
{
return(ret);
}
MA ma20 = new MA(getAllStdDev().Values.Select(p => p[10]).ToArray(), 20);
MA ma5 = new MA(getAllStdDev().Values.Select(p => p[10]).ToArray(), 5);
if (!IsTracing)
{
//if (stdval > 0.2) return ret;
if (ma20.IsDownCross())//下穿均线，开始跟踪
{
IsTracing = true;
}
else
{
return(ret);
}
}
else
{
////if (stdval > 0.2)
////{
//// IsTracing = false;
//// return ret;
////}
if (ma5.IsUpCross())//上穿均线，停止跟踪
{
IsTracing = false;
return(ret);
}
}
strag_CommOldClass strag = new strag_CommOldClass();
strag.BySer = this.BySer;
strag.ChipCount = this.ChipCount;
strag.InputMinTimes = this.InputMinTimes;
List <ChanceClass> tmp = strag.getChances(sc, ed);
Dictionary <string, double> dic = new Dictionary <string, double>();
for (int i = 0; i < 10; i++)
{
if (list[i] < stdval)//小于整体的才有效
{
string strcol = string.Format("{0}", (i + 1) % 10);
dic.Add(strcol, list[i]);
}
}
for (int i = 0; i < tmp.Count; i++)
{
if (dic.ContainsKey(tmp[i].GetCodeKey(this.BySer)))
{
ret.Add(tmp[i]);
}
}
return(ret);
}
public override List <ChanceClass> getChances(CommCollection sc, ExpectData ed)
{
List <ChanceClass> ret = new List <ChanceClass>();
//ExpectListProcess elp = new ExpectListProcess(Data);
//CommCollection sc = elp.getSerialData(ReviewExpectCnt,BySer);
for (int i = 0; i < 10; i++)
{
Dictionary <int, string> SerStrs = sc.Data[i];
int ishift = sc.Data[0].Count - 1;
while (ishift >= this.InputMinTimes)
{
if (SerStrs.ContainsKey(ishift))
{
if (SerStrs[ishift].Trim().Length == (10 - this.ChipCount))
{
if (this.ExcludeBS && ChanceClass.isBS(SerStrs[ishift].Trim()))
{
break;
}
if (this.ExcludeSD && ChanceClass.isSD(SerStrs[ishift].Trim()))
{
break;
}
if (this.OnlyBS && !ChanceClass.isBS(SerStrs[ishift].Trim()))
{
break;
}
if (this.OnlySD && !ChanceClass.isSD(SerStrs[ishift].Trim()))
{
break;
}
ChanceClass cc = new ChanceClass();
cc.SignExpectNo = ed.Expect;
cc.ChanceType = 2;
cc.InputTimes = ishift;
cc.InputExpect = ed;
string strCode = "";
if (BySer)
{
strCode = string.Format("{0}/{1}", (i + 1) % 10, SerStrs[ishift].Trim());
}
else
{
strCode = string.Format("{0}/{1}", SerStrs[ishift].Trim(), i);
}
cc.ChanceCode = ChanceClass.getRevChance(strCode);
cc.CreateTime = ed.OpenTime;
cc.Closed = false;
ret.Add(cc);
break;
}
else
{
ishift--;
}
}
}
}
return(ret);
}
public override List <ChanceClass> getChances(CommCollection sc, ExpectData ed)
{
List <ChanceClass> ret = new List <ChanceClass>();
return(ret);
}
public override List <ChanceClass> getChances(CommCollection sc, ExpectData ed)
{
List <ChanceClass> ret = new List <ChanceClass>();
CurrChancesCnt = 0;//置零，防止后面留存
if (this.LastUseData().Count < ReviewExpectCnt)
{
Log("基础数据数量不足", string.Format("小于回览期数:{0}", ReviewExpectCnt));
return(ret);
}
ExpectList LastDataList = this.LastUseData();
ExpectData PreData = LastDataList[LastDataList.Count - 2];
//Log(string.Format("前期{0}:{1}", PreData.Expect, PreData.OpenCode), string.Format("当期{0}:{1}", LastDataList.LastData.Expect, LastDataList.LastData.OpenCode));
//Log(string.Format("el数据长度:{0},First:{1};Last{2}", LastDataList.Count,LastDataList.FirstData.Expect,LastDataList.LastData.Expect), string.Format("原始数据长度:{0};First:{1};Last:{2}", sc.orgData.Count,sc.orgData.FirstData.Expect,sc.orgData.LastData.Expect));
DataTableEx dt = sc.getSubTable(sc.orgData.Count - this.ReviewExpectCnt, this.ReviewExpectCnt);
List <string> strCodes = new List <string>();
for (int i = 0; i < 10; i++)//遍历每个车号/名次
{
List <int> coldata = null;
string strCol = string.Format("{0}", (i + 1) % 10);
dt.getColumnData(strCol, ref coldata);
//Log(string.Format("车/次:{0}",strCol), string.Format("取得的数据:{0}",string.Join(",",coldata)));
int RepeatCnt = 0;
for (int j = 1; j < ReviewExpectCnt; j++)
{
if (coldata[j] == coldata[j - 1])
{
RepeatCnt++;
}
}
if (RepeatCnt < this.ReviewExpectCnt - 1)//如果重复次数小于回顾次数减一，表示重复次数不够，跳过
{
continue;
}
string strCode = "";//其实无需比较，对单个车/名次来说，矩阵都一样,策略只需建立一个即可
strCode = string.Format("{0}/{1}", strCol, coldata[0]);
//Log(string.Format("车/次:{0}", strCol), strCode);
strCodes.Add(strCode);
if (HoldCnt >= 0) //当持有次数超过指定次数后，不再增加
{
HoldCnt++; //持有次数加1
}
//Log("获得机会处理", string.Format("当前持有次数：{0}", HoldCnt));
RealCnt++;
}
if (strCodes.Count == 0)//机会数为0
{
return(ret);
}
if (!GetRev)
{
OnceChance cc = new OnceChance();
cc.SignExpectNo = ed.Expect;
cc.ChanceType = 1;
cc.ChanceCode = string.Join("+", strCodes);
cc.ChipCount = strCodes.Count;//码数必须是实际码数，使用的金额队列必须是1码的队列
cc.InputTimes = RealCnt;
cc.strInputTimes = string.Format("{0}", cc.InputTimes);
cc.AllowMaxHoldTimeCnt = 1;
cc.InputExpect = ed;
cc.NeedConditionEnd = true;
cc.StragId = this.GUID;
//cc.MinWinRate = this.CommSetting.GetGlobalSetting().DefaultHoldAmtSerials.MaxRates[cc.ChipCount - 1];
cc.IsTracer = 0;
cc.Odds = this.CommSetting.GetGlobalSetting().Odds;
CurrChancesCnt = strCodes.Count;
//cc.UnitCost = this.getChipAmount(0,cc,);
ret.Add(cc);
//获得所有机会后，统一为本次机会分配资金
return(ret);
}
else
{
for (int i = 0; i < strCodes.Count; i++)
{
NolimitTraceChance cc = new NolimitTraceChance();
cc.SignExpectNo = ed.Expect;
cc.ChanceType = 1;
cc.ChanceCode = ChanceClass.getRevChance(strCodes[i]);
cc.ChipCount = 9;//码数必须是实际码数，使用的金额队列必须是1码的队列
cc.InputTimes = RealCnt;
cc.strInputTimes = string.Format("{0}", cc.InputTimes);
cc.AllowMaxHoldTimeCnt = 1;
cc.InputExpect = ed;
cc.StragId = this.GUID;
//cc.MinWinRate = this.CommSetting.GetGlobalSetting().DefaultHoldAmtSerials.MaxRates[cc.ChipCount - 1];
cc.IsTracer = 1;
cc.Odds = this.CommSetting.GetGlobalSetting().Odds;
CurrChancesCnt = strCodes.Count;
//cc.UnitCost = this.getChipAmount(0,cc,);
ret.Add(cc);
}
return(ret);
}
}
public void ExecRun(object data)
{
ExpectList el = data as ExpectList;
//Log("计算服务","准备数据", "为每个策略分配数据");
foreach (string key in UseStrags.Keys)
{
UseStrags[key].SetLastUserData(el);
}
//准备数据
CommCollection cc = null;
int maxViewCnt = (int)this.UseStrags.Max(t => t.Value.ReviewExpectCnt);
//Log("计算服务", "最大回览期数", maxViewCnt.ToString());
cc = new ExpectListProcess(el).getSerialData(maxViewCnt, this.UseSerial);
// cc.orgData = el;//必须指定原始数据？
//Log("计算服务", "中间数据长度",cc.Data.Count.ToString());
Dictionary <StragClass, List <ChanceClass> > css = new Dictionary <StragClass, List <ChanceClass> >();
//Log("计算服务", "计算数据", "为每个策略计算最大回顾周期数据");
//遍历每个策略获得机会
DbChanceList OldDbList = new DbChanceList();
Dictionary <string, ChanceClass> OldList = new Dictionary <string, ChanceClass>();
List <ChanceClass> NewList = new List <ChanceClass>();
//Log("计算服务", "遍历所有策略", string.Format("策略数量:{0}",this.UseStrags.Count));
CloseAllExchance(el);//清空所有可视化机会
#region 获取交易机会
for (int i = 0; i < this.UseSPlans.Count; i++)
{
StragRunPlanClass currPlan = UseSPlans[i];
if (currPlan.PlanStrag == null)//如果计划所执行的策略为空，只在chance上执行tracer
{
List <ChanceClass> emptycs = CurrExistChanceList.Values.Where(p => p.StragId == null).ToList <ChanceClass>();
for (int c = 0; c < emptycs.Count; c++)
{
ChanceClass CurrCc = emptycs[c];
TraceChance tcc = CurrCc as TraceChance;
CurrCc.UnitCost = tcc.getChipAmount(GlobalClass.DefaultMaxLost, CurrCc, GlobalClass._DefaultHoldAmtSerials.Value);
CurrCc.HoldTimeCnt = CurrCc.HoldTimeCnt + 1;
CurrCc.Cost += CurrCc.ChipCount * CurrCc.UnitCost;
CurrCc.UpdateTime = CurrCc.CreateTime;
OldList.Add(CurrCc.GUID, CurrCc);
if (!IsBackTest)//非回测需要额外保存数据
{
OldDbList.Add(CurrCc.ChanceIndex, CurrCc);
}
}
continue;
}
StragClass currStrag = UseStrags[currPlan.PlanStrag.GUID];
currStrag.SetLastUserData(el); //必须给策略填充数据
List <ChanceClass> cs = currStrag.getChances(cc, el.LastData); //获取该策略的机会
if (currStrag is TotalStdDevTraceStragClass) //如果是整体标准差类，记录所有的标准差数据
{
grpTotolStdDic = (currStrag as TotalStdDevTraceStragClass).getAllStdDev();
}
if (cs.Count > 0)
{
Log("计算服务", string.Format("策略[{0}/{1}]", currStrag.GUID, currStrag.StragScript), string.Format("取得机会数量为:{0}", cs.Count));
}
Dictionary <string, ChanceClass> StragChances = CurrExistChanceList.Where(p => p.Value.StragId == currStrag.GUID).ToDictionary(p => p.Value.ChanceCode, p => p.Value);
AmoutSerials amts = GlobalClass.getOptSerials(CurrSetting.Odds, currPlan.InitCash, 1);
Int64 restAmt = currStrag.CommSetting.GetGlobalSetting().DefMaxLost; //初始资金
#region 遍历各机会
for (int j = 0; j < cs.Count; j++) //对每个机会，检查上期遗留的机会是否包括
{
bool NeedUseOldData = false;
ChanceClass CurrCc = cs[j];
CurrCc.HoldTimeCnt = 1;
CurrCc.AllowMaxHoldTimeCnt = currPlan.AllowMaxHoldTimeCnt;
CurrCc.IncrementType = currPlan.IncreamType;
if (currPlan.IncreamType == InterestType.CompoundInterest)
{
CurrCc.FixRate = currPlan.FixRate;
}
else
{
CurrCc.FixAmt = currPlan.FixAmt;
}
//该语句存在机会重复的风险
if (StragChances.ContainsKey(CurrCc.ChanceCode))//未关闭的及机会列表中存在该机会
{
ChanceClass OldCc = StragChances[CurrCc.ChanceCode];
//Log("计算服务", "老机会信息", string.Format("idx:{0};holdcnt:{1}", OldCc.ChanceIndex, OldCc.HoldTimeCnt));
//Log("计算服务", "老记录", string.Format("上期相同的机会{0}", CurrCc.ChanceCode));
//Log("计算服务", "判断是否允许重复", currStrag.AllowRepeat.ToString());
if (!currStrag.AllowRepeat)//如果不允许重复
{
CurrCc = OldCc;
CurrCc.HoldTimeCnt = CurrCc.HoldTimeCnt + 1;
NeedUseOldData = true;
Log("计算服务", "相同处理", string.Format("出现相同的机会{0},持有次数增1->{1}", CurrCc.ChanceCode, CurrCc.HoldTimeCnt));
}
}
else
{
//Log("计算服务", string.Format("上期相同未关闭的机会数{0},{1}", CurrExistChanceList.Count, CurrCc.ChanceCode), "本期未出现");
}
if (currPlan.AssetUnitInfo != null)
{
if (this.UseAssetUnits.ContainsKey(currPlan.AssetUnitInfo.UnitId))
{
AssetUnitClass useUnit = UseAssetUnits[currPlan.AssetUnitInfo.UnitId];
if (!useUnit.Running)
{
useUnit.Run();
}
restAmt = (long)useUnit.ExchangeServer.summary;
}
else
{
continue;
}
}
//Log("计算服务", "再次检查数据", string.Format("出现相同的机会{0},持有次数增1->{1}", CurrCc.ChanceCode, CurrCc.HoldTimeCnt));
CurrCc.UnitCost = -1; //先默认为-1
if (currStrag is ISpecAmount) //先从策略级别判断
{
ISpecAmount testStrag = (currStrag as ISpecAmount);
if (testStrag == null)
{
//等待下一步按机会级别判断
}
else
{
CurrCc.UnitCost = testStrag.getChipAmount(restAmt, CurrCc, amts);
}
}
if (CurrCc.UnitCost < 0) //如果策略级别未改变值
{
if (CurrCc.IsTracer == 1) //如果是自我追踪机会
{
Log("计算服务", "自我跟踪机会，当前持有次数", string.Format("HoldTimes:{0}", CurrCc.HoldTimeCnt));
TraceChance useCc = Convert.ChangeType(CurrCc, currStrag.getTheChanceType()) as TraceChance;
//Log("计算服务", "使用的机会持有次数", string.Format("HoldTimes:{0}", useCc.HoldTimeCnt));
if (useCc == null) //获得的类型并非跟踪类型
{
CurrCc.UnitCost = (currStrag as ChanceTraceStragClass).getChipAmount(restAmt, CurrCc, amts);
}
else
{
CurrCc.UnitCost = useCc.getChipAmount(restAmt, CurrCc, amts);
}
}
else//默认为ChanceTraceStragClass,其实是不可能触发的，而且会出错，因为ChanceTraceStragClass本身就是ispaceamount
{
Log("计算服务", "非跟踪机会，持有次数", string.Format("HoldTimes:{0}", CurrCc.HoldTimeCnt));
CurrCc.UnitCost = (currStrag as ChanceTraceStragClass).getChipAmount(restAmt, CurrCc, amts);
}
}
//Log("计算服务", "再二次检查数据", string.Format("出现相同的机会{0},持有次数增1->{1}", CurrCc.ChanceCode, CurrCc.HoldTimeCnt));
if (NeedUseOldData)//未关闭的及机会列表中存在该机会
{
Log("计算服务", "策略不可以出现重复", string.Format("策略编号:{0}", CurrCc.UnitCost));
CurrCc.Cost += CurrCc.UnitCost * CurrCc.ChipCount;
CurrCc.UpdateTime = DateTime.Now;
OldList.Add(CurrCc.GUID, CurrCc);
if (!IsBackTest)
{
OldDbList.Add(CurrCc.ChanceIndex, CurrCc);
}
continue;
}
CurrCc.HoldTimeCnt = 1;
CurrCc.Cost = CurrCc.ChipCount * CurrCc.UnitCost;
CurrCc.Gained = 0;
CurrCc.Profit = 0;
CurrCc.ExecDate = DateTime.Today;
CurrCc.CreateTime = DateTime.Now;
CurrCc.UpdateTime = CurrCc.CreateTime;
CurrCc.StragId = currStrag.GUID;
CurrCc.ExpectCode = el.LastData.Expect;
CurrCc.MaxHoldTimeCnt = currPlan.AllowMaxHoldTimeCnt;
CurrCc.ChanceType = currPlan.OutPutType;
NewList.Add(CurrCc);
}
#endregion
#region 未关闭的机会需要自我跟踪
foreach (string code in StragChances.Keys)
{
ChanceClass CurrCc = StragChances[code];
//if (!CurrCc.Tracerable) continue;
int cnt = OldList.Values.Where(p => p.ChanceCode.Equals(code)).Count();
if (cnt > 0)
{
continue;
}
if (currStrag is ISpecAmount)//先从策略级检查
{
ISpecAmount specStrag = currStrag as ISpecAmount;
if (specStrag != null)//如果没有方法，再从机会级检查
{
CurrCc.HoldTimeCnt++;
CurrCc.UnitCost = specStrag.getChipAmount(restAmt, CurrCc, amts);
CurrCc.Cost += CurrCc.ChipCount * CurrCc.UnitCost;
CurrCc.UpdateTime = DateTime.Now;
OldList.Add(CurrCc.GUID, CurrCc);
if (!IsBackTest)
{
OldDbList.Add(CurrCc.ChanceIndex, CurrCc);
}
continue;
}
}
if (CurrCc.Tracerable)//再检查机会级
{
CurrCc.HoldTimeCnt++;
TraceChance testCc = (TraceChance)CurrCc;
if (testCc == null)
{
continue;
}
CurrCc.UnitCost = testCc.getChipAmount(restAmt, CurrCc, amts);
CurrCc.Cost += CurrCc.ChipCount * CurrCc.UnitCost;
CurrCc.UpdateTime = DateTime.Now;
OldList.Add(CurrCc.GUID, CurrCc);
if (!IsBackTest)
{
OldDbList.Add(CurrCc.ChanceIndex, CurrCc);
}
continue;
}
else
{
CurrCc.HoldTimeCnt++;
ISpecAmount Strag = (ISpecAmount)currStrag;
if (Strag == null)
{
continue;
}
CurrCc.UnitCost = Strag.getChipAmount(restAmt, CurrCc, amts);
CurrCc.Cost = CurrCc.ChipCount * CurrCc.UnitCost;
CurrCc.UpdateTime = DateTime.Now;
OldList.Add(CurrCc.GUID, CurrCc);
if (!IsBackTest)
{
OldDbList.Add(CurrCc.ChanceIndex, CurrCc);
}
}
}
#endregion
}
#endregion
if (!IsBackTest)//额外保存
{
int savecnt = OldDbList.Save(null);
if (OldList.Count > 0)
{
Log("计算服务", "保存已有机会", string.Format("条数：{0};实际条数:{1}", OldList.Count, savecnt));
}
savecnt = new PK10ExpectReader().SaveChances(NewList, null);
if (NewList.Count > 0)
{
Log("计算服务", "保存新增机会", string.Format("条数：{0};实际条数:{1}", NewList.Count, savecnt));
}
}
//合并到未关闭机会列表中
NewList.ForEach(p => AllNoClosedChances.Add(p.GUID, p));
OldList.Values.ToList <ChanceClass>().ForEach(p => AllNoClosedChances.Add(p.GUID, p)); //就算是老记录未有guid,当ToTable时已经生成了guid
ExChange(AllNoClosedChances.Values.ToList <ChanceClass>()); //执行交易提供可视化
}
public static double NPOL(CommCollection cc, Matrix data)
{
int total_sum = 0;
for (int i = 0; i < cc.Count; i++)
{
total_sum += cc[i].Size * (data.Rows - cc[i].Size);
}
double first_term = 4.0 / (double)(cc.Count * data.Rows * data.Rows);
return first_term * total_sum;
}
public override List <ChanceClass> getChances(CommCollection sc, ExpectData ed)
{
InitAllPeaks();//初始化峰值列表
List <ChanceClass> ret = new List <ChanceClass>();
if (sc == null || sc.Table == null || sc.Table.Rows.Count < this.ReviewExpectCnt)
{
return(ret);
}
int AllItemCnt = AllBinomPeaks.Count;
Dictionary <string, Dictionary <int, int> > AllList = new Dictionary <string, Dictionary <int, int> >();
for (int i = 0; i < 10; i++)//遍历各车/各名次
{
string strCol = string.Format("{0}", (i + 1) % 10);
//string strVal = ed.ValueList[i];
Dictionary <int, int> ValCntItems = new Dictionary <int, int>();
for (int val = 0; val < 10; val++)//对每个数字出现的次数检查
{
ValCntItems.Add(val, 0);
string strVal = string.Format("{0}", val);
foreach (string key in AllBinomPeaks.Keys) //遍历所有峰值清单
{
int ViewCnt = int.Parse(key.Split('_')[0]); //获得峰值清单对应的实验次数
int ExistCnt = sc.FindLastDataExistCount(ViewCnt, strCol, strVal); //获得前N-1次该车次出现的次数
if (AllBinomPeaks[key].Contains(ExistCnt + 1)) //如果该二项分布检查的峰值是7，8，9，值出现的次数是6，7，8,匹配，+1
{
ValCntItems[val] = ValCntItems[val] + 1;
}
}
}
//满足所有二项分布的才入选
Dictionary <int, int> ValidItems = ValCntItems.Where(c => c.Value == AllItemCnt).ToDictionary(a => a.Key, b => b.Value);
Dictionary <int, int> MatchPoisonItems = new Dictionary <int, int>();
foreach (int key in ValidItems.Keys)
{
int ViewCnt = MinFilterCnt - 1; //找出所有值在前100次里出现的次数
int ExistCnt = sc.FindLastDataExistCount(ViewCnt, strCol, key.ToString()); //满足最泊松分布最顶峰
if (ExistCnt == ViewCnt / 10 - 1)
{
MatchPoisonItems.Add(key, ValidItems[key]);
}
}
AllList.Add(strCol, MatchPoisonItems);
}
//检查所有满足条件的清单
Dictionary <string, int> AllCodes = new Dictionary <string, int>();
List <string> strCnts = new List <string>();
bool RetMutliChances = this.FixChipCnt;
foreach (string strcol in AllList.Keys)
{
if (AllList[strcol].Count == 0)
{
continue;
}
int MaxCnt = AllList[strcol].Values.Max();//选最优
//Dictionary<int,int> strCodeList = AllList[strcol].Where(a => a.Value == MaxCnt).ToDictionary(a => a.Key, b => b.Value);
Dictionary <int, int> strCodeList = AllList[strcol];
string StrCode = "";
string StrVal = string.Join("", strCodeList.Keys.ToArray());
string strCnt = string.Join("_", strCodeList.Values.ToArray());
strCnts.Add(strCnt);
if (BySer)
{
StrCode = string.Format("{0}/{1}", strcol, StrVal);
}
else
{
StrCode = string.Format("{0}/{1}", StrVal, strcol);
}
AllCodes.Add(StrCode, strCodeList.Count);
}
Log("所有选出来的记录", string.Join("+", AllCodes.Keys.ToArray()));
if (AllCodes.Count == 0)
{
return(ret);
}
if (RetMutliChances)
{
foreach (string key in AllCodes.Keys)
{
int Chips = AllCodes[key];
if (Chips == 1)
{
continue;
}
if (Chips < this.ChipCount)
{
continue;
}
ChanceClass cc = new ChanceClass();
cc.ChanceCode = key;
cc.SignExpectNo = ed.Expect;
cc.ChanceType = 2;
cc.ChipCount = AllCodes[key];
cc.InputTimes = 1;
cc.strInputTimes = "";// string.Join("_", strCnts.ToArray());
//cc.AllowMaxHoldTimeCnt = this.AllowMaxHoldTimeCnt;
cc.InputExpect = ed;
cc.StragId = this.GUID;
//cc.MinWinRate = this.CommSetting.GetGlobalSetting().DefaultHoldAmtSerials.MaxRates[cc.ChipCount - 1];
cc.IsTracer = 0;
cc.HoldTimeCnt = 1;
cc.Odds = this.CommSetting.GetGlobalSetting().Odds;
cc.ExpectCode = ed.Expect;
cc.CreateTime = DateTime.Now;
cc.UpdateTime = DateTime.Now;
cc.MaxHoldTimeCnt = 1;
cc.Closed = false;
ret.Add(cc);
}
return(ret);
}
////if (AllCodes.Count == 1 && AllCodes.First().Value == 1)//独此一份
//// return ret;
string strAllCode = string.Join("+", AllCodes.Keys.ToArray());
if (ChanceClass.getChipsByCode(strAllCode) < this.ChipCount)
{
return(ret);
}
if (!RetMutliChances)
{
ChanceClass cc = new ChanceClass();
cc.SignExpectNo = ed.Expect;
cc.ChanceType = 2;
cc.ChipCount = AllCodes.Sum(p => p.Value);
cc.InputTimes = 1;
cc.strInputTimes = string.Join("_", strCnts.ToArray());
//cc.AllowMaxHoldTimeCnt = this.AllowMaxHoldTimeCnt;
cc.InputExpect = ed;
cc.StragId = this.GUID;
//cc.MinWinRate = this.CommSetting.GetGlobalSetting().DefaultHoldAmtSerials.MaxRates[cc.ChipCount - 1];
cc.IsTracer = 0;
cc.HoldTimeCnt = 1;
cc.Odds = this.CommSetting.GetGlobalSetting().Odds;
cc.ExpectCode = ed.Expect;
cc.ChanceCode = string.Join("+", AllCodes.Keys.ToArray());
cc.CreateTime = DateTime.Now;
cc.UpdateTime = DateTime.Now;
cc.MaxHoldTimeCnt = 1;
cc.Closed = false;
ret.Add(cc);
}
return(ret);
}
public override List <ChanceClass> getChances(CommCollection sc, ExpectData ed)
{
List <ChanceClass> ret = new List <ChanceClass>();
//ExpectListProcess elp = new ExpectListProcess(Data);
//CommCollection sc = elp.getSerialData(ReviewExpectCnt,BySer);
// Log("策略关键参数",string.Format("name:{4};ViewCnt:{0};MinInput:{1};DataCnt:{2};Chipcnt:{3}",this.ReviewExpectCnt,this.InputMinTimes,sc.Data[0].Count,this.ChipCount,this.StragScript));
for (int i = 0; i < 10; i++)
{
Dictionary <int, string> SerStrs = sc.Data[i];
if (!SerStrs.ContainsKey(this.InputMinTimes - 1))
{
continue;
}
if (SerStrs[this.InputMinTimes - 1].Length < this.ChipCount)
{
continue;
}
int ishift = this.InputMinTimes - 1;
//Log("起始位置", ishift.ToString());
List <string> strCcs = ChanceClass.getAllSubCode(SerStrs[ishift].Trim(), this.ChipCount);
for (int j = 0; j < strCcs.Count; j++)
{
string strCars = strCcs[j];
if (this.ExcludeBS && ChanceClass.isBS(strCars))
{
continue;
}
if (this.ExcludeSD && ChanceClass.isSD(strCars))
{
continue;
}
if (this.OnlyBS && !ChanceClass.isBS(strCars))
{
continue;
}
if (this.OnlySD && !ChanceClass.isSD(strCars))
{
continue;
}
NolimitTraceChance cc = new NolimitTraceChance();
cc.SignExpectNo = ed.Expect;
cc.ChanceType = 0;
cc.ChipCount = strCars.Length;
cc.InputTimes = ishift + 1;
cc.strInputTimes = cc.InputTimes.ToString();
//cc.AllowMaxHoldTimeCnt = this.AllowMaxHoldTimeCnt;
cc.InputExpect = ed;
cc.StragId = this.GUID;
cc.MinWinRate = this.CommSetting.GetGlobalSetting().DefaultHoldAmtSerials.MaxRates[cc.ChipCount - 1];
cc.IsTracer = 1;
cc.HoldTimeCnt = 1;
cc.Odds = this.CommSetting.GetGlobalSetting().Odds;
cc.ExpectCode = ed.Expect;
string strCode = "";
if (BySer)
{
strCode = string.Format("{0}/{1}", (i + 1) % 10, strCcs[j].Trim());
}
else
{
strCode = string.Format("{0}/{1}", strCcs[j].Trim(), i);
}
cc.ChanceCode = strCode;
cc.CreateTime = DateTime.Now;
cc.UpdateTime = DateTime.Now;
cc.Closed = false;
ret.Add(cc);
}
//}
//}
}
return(ret);
}
public abstract List <ChanceClass> getChances(CommCollection sc, ExpectData ed);
public override List <ChanceClass> getChances(CommCollection sc, ExpectData ed)
{
List <ChanceClass> ret = new List <ChanceClass>();
Dictionary <string, string> MatchCols = new Dictionary <string, string>();
Dictionary <string, int> MatchCnt = new Dictionary <string, int>();
int MutliMinCnt = this.CommSetting.GetGlobalSetting().SingleColMinTimes;
int TwoMinCnt = (this.CommSetting.GetGlobalSetting().MinTimeForChance(1) + this.CommSetting.GetGlobalSetting().MinTimeForChance(2)) / 2;
string colmodel = "{0}_{1}";//列_长度
for (int i = 0; i < 10; i++)
{
int ishift = MutliMinCnt;
if (!sc.Data[i].ContainsKey(ishift) || sc.Data[i][ishift].Trim().Length == 0) //不及最小值，跳过
{
continue;
}
string strCol = string.Format(colmodel, i, sc.Data[i][ishift].Length);
if (!MatchCols.ContainsKey(strCol))
{
MatchCols.Add(strCol, sc.Data[i][ishift]);
MatchCnt.Add(strCol, ishift + 1);//实际数量
}
ishift++;
while (sc.Data[i].ContainsKey(ishift) && sc.Data[i][ishift].Trim().Length > 0) //一直往上找
{
string lastVal = sc.Data[i][ishift]; //可能不止一个数字
strCol = string.Format(colmodel, i, lastVal.Length);
if (!MatchCols.ContainsKey(strCol))
{
MatchCols.Add(strCol, lastVal);
MatchCnt.Add(strCol, ishift + 1);//实际数量
}
else
{
MatchCnt[strCol] = MatchCnt[strCol] + 1;
}
ishift++;
}
//ishift--;
}
//替换列中数据长度大于1的数据，只留最短的
for (int i = 0; i < 10; i++)
{
string keymodel = "{0}_{1}";
string key = string.Format(keymodel, i, 1);
if (!MatchCols.ContainsKey(key))//如果1个都不存在，跳过
{
continue;
}
string strVal = MatchCols[key];
int k = 2;
key = string.Format(keymodel, i, k);
while (MatchCols.ContainsKey(key))//逐级替换
{
string tmp = MatchCols[key];
MatchCols[key] = MatchCols[key].Replace(strVal, "");
strVal = tmp;
k++;
key = string.Format(keymodel, i, k);
}
}
if (MatchCols.Count > 1)
{
Log("50以上的组合", string.Join("+", MatchCols.Select(p => string.Format("{0}/{1}:{2}", p.Key, p.Value, MatchCnt[p.Key])).ToArray()));
}
if (MatchCols.Count < 2)
{
return(ret);
}
List <string> strCodes = new List <string>();
List <string> strCodes2 = new List <string>();
List <int> intCnt2 = new List <int>();
foreach (string key in MatchCnt.Keys)
{
string[] keys = key.Split('_');
string strCode = string.Format("{0}/{1}", (int.Parse(keys[0]) + 1) % 10, MatchCols[key]);
if (MatchCnt[key] > TwoMinCnt)//如果2个数小于58
{
strCodes2.Add(strCode);
intCnt2.Add(MatchCnt[key]);
}
strCodes.Add(strCode);
}
if (strCodes.Count == 2)
{
if (strCodes2.Count < 2)
{
return(ret);
}
}
List <string> strCommCodes = new List <string>();
List <string> strCommCnts = new List <string>();
if (strCodes2.Count >= 2) //合成2个的组合
{
Log("50以上机会：", string.Join("+", strCodes2.ToArray()));
for (int i = 0; i < strCodes2.Count; i++)
{
for (int j = i + 1; j < strCodes2.Count; j++)
{
strCommCodes.Add(string.Format("{0}+{1}", strCodes2[i], strCodes2[j]));
strCommCnts.Add(string.Format("{0}_{1}", intCnt2[i], intCnt2[j]));
}
}
}
for (int i = 0; i < strCommCodes.Count; i++)
{
NolimitTraceChance cc = new NolimitTraceChance();
cc.SignExpectNo = ed.Expect;
cc.ChanceType = 0;
cc.ChipCount = 2;
cc.InputTimes = MatchCnt.Values.Min <int>();
cc.strInputTimes = strCommCnts[i];
//cc.AllowMaxHoldTimeCnt = this.AllowMaxHoldTimeCnt;
cc.InputExpect = ed;
cc.StragId = this.GUID;
cc.MinWinRate = this.CommSetting.GetGlobalSetting().DefaultHoldAmtSerials.MaxRates[cc.ChipCount - 1];
cc.IsTracer = 1;
cc.HoldTimeCnt = 1;
cc.Odds = this.CommSetting.GetGlobalSetting().Odds;
cc.ExpectCode = ed.Expect;
cc.ChanceCode = strCommCodes[i];
cc.CreateTime = DateTime.Now;
cc.UpdateTime = DateTime.Now;
cc.Closed = false;
ret.Add(cc);
}
if (strCodes.Count > 2)
{
string strAllCodes = string.Join("+", strCodes.ToArray());
NolimitTraceChance cc = new NolimitTraceChance();
cc.SignExpectNo = ed.Expect;
cc.ChanceType = 0;
cc.ChipCount = strCodes.Count;
cc.InputTimes = MatchCnt.Values.Min <int>();
cc.strInputTimes = string.Join("_", MatchCnt.Values.ToArray <int>());
//cc.AllowMaxHoldTimeCnt = this.AllowMaxHoldTimeCnt;
cc.InputExpect = ed;
cc.StragId = this.GUID;
cc.MinWinRate = this.CommSetting.GetGlobalSetting().DefaultHoldAmtSerials.MaxRates[cc.ChipCount - 1];
cc.IsTracer = 1;
cc.HoldTimeCnt = 1;
cc.Odds = this.CommSetting.GetGlobalSetting().Odds;
cc.ExpectCode = ed.Expect;
cc.ChanceCode = strAllCodes;
cc.CreateTime = DateTime.Now;
cc.UpdateTime = DateTime.Now;
cc.Closed = false;
ret.Add(cc);
}
return(ret);
}
