private void button2_Click(object sender, EventArgs e)
{
WindData wd = ConnWindData.fetchSectorConstituent(DateTime.Now, "全部A股");
DataTable dtStock = ConnWindData.convertWindDatatoTable(wd);
String strWindCode = Utilities.UtilityTable.getCodeStringFromDataTableCol(dtStock, 1);
Strategy.EarningPositivePreannouncement.PreannouncementConditionFilter(dtStock, new DateTime(2016, 6, 30));
}
private DataTable fetchPeriodPctChgTable()
{
DateTime dtBegin = dateTimePicker1.Value;
DateTime dtEnd;
DataTable dtIndustryPctChg;
//DataTable dtIndustryVolume;
string strWindCode = UtilityTable.getCodeStringFromDataTableCol(dtIndustryIndex, 1);
if (UtilityCalendar.isAfterTradeHour(dateTimePicker1.Value))
{
dtBegin = dateTimePicker1.Value;
}
else
{
dtBegin = UtilityCalendar.fetchDayOffset(DateTime.Now.AddDays(-1), 0);
}
dtEnd = dtBegin;
WindData wd = ConnWindData.fetchTimeSeriesSecInfo(strWindCode, "pct_chg", dtEnd, dtBegin);
dtIndustryPctChg = ConnWindData.convertWindDatatoTable(wd);
//wd = ConnWindData.fetchTimeSeriesSecInfo(strWindCode, "volume", dtEnd, dtBegin);
//dtIndustryVolume = ConnWindData.convertWindDatatoTable(wd);
dtIndustryPctChg.Columns.Add("Sector Name");
dtIndustryPctChg.Columns.Add("Sector Code");
dtIndustryPctChg.Columns.Add("PCT CHG", typeof(double));
dtIndustryPctChg.Columns.Add("Volume", typeof(double));
for (int i = 0; i < dtIndustryPctChg.Rows.Count; i++)
{
string strIndustryName = dtIndustryIndex.Rows[i][2].ToString();
dtIndustryPctChg.Rows[i]["Sector Name"] = strIndustryName.Substring(0, strIndustryName.Length - 4);
dtIndustryPctChg.Rows[i]["Sector Code"] = dtIndustryIndex.Rows[i][1];
dtIndustryPctChg.Rows[i]["PCT CHG"] = double.Parse(dtIndustryPctChg.Rows[i]["PCT_CHG"].ToString()) / 100;
//dtIndustryPctChg.Rows[i]["Volume"] = double.Parse(dtIndustryVolume.Rows[i]["VOLUME"].ToString()) / 10000;
}
dtIndustryPctChg.Columns["PCT_CHG"].Dispose();
DataView dv = dtIndustryPctChg.DefaultView;
dv.Sort = "PCT CHG Asc";
return(dv.ToTable());
}
private void fetchShenWanIndex(string strIndexName)
{
WindData wd = ConnWindData.fetchSectorConstituent(DateTime.Now, "申银万国一级行业指数");
dtIndustryIndex = ConnWindData.convertWindDatatoTable(wd);
}
private void plotIndexPriceSeries(Chart chartPlot)
{
string strBenchmark = "000300.SH";
WindData wd = ConnWindData.fetchTimeSeriesSecInfo(strSelectedWindCode, "close", dateTimePicker1.Value.AddMonths(-3), dateTimePicker1.Value);
DataTable dtIndex = ConnWindData.convertWindDatatoTable(wd);
DataTable dtBenchmark = ConnWindData.convertWindDatatoTable(
ConnWindData.fetchTimeSeriesSecInfo(strBenchmark, "close", dateTimePicker1.Value.AddMonths(-3), dateTimePicker1.Value));
DataTable dtMixTable = new DataTable("Mix Data Table");
dtMixTable.Columns.Add("DateTime", typeof(DateTime));
dtMixTable.Columns.Add("Index", typeof(Double));
dtMixTable.Columns.Add("Benchmark", typeof(double));
for (int i = 0; i < dtBenchmark.Rows.Count; i++)
{
DataRow dr = dtMixTable.NewRow();
dr["DateTime"] = wd.timeList[i];
dr["Index"] = dtIndex.Rows[i]["CLOSE"];
dr["Benchmark"] = dtBenchmark.Rows[i]["CLOSE"];
dtMixTable.Rows.Add(dr);
}
DataView dv = dtMixTable.DefaultView;
dv.Sort = "Index";
double dMinimal = (double)dtMixTable.Rows[0]["Index"];
dv.Sort = "Benchmark";
double dMinimalBenchmark = (double)dtMixTable.Rows[0]["Benchmark"];
chartPlot.ChartAreas[0].AxisY.Minimum = dMinimal * 0.95;
chartPlot.ChartAreas[0].AxisY2.Minimum = dMinimalBenchmark * 0.95;
chartPlot.ChartAreas[0].AxisY.LabelStyle.Format = "N1";
chartPlot.ChartAreas[0].AxisY2.LabelStyle.Format = "N1";
chartPlot.ChartAreas[0].AxisY.LabelAutoFitStyle = LabelAutoFitStyles.DecreaseFont;
chartPlot.ChartAreas[0].AxisY2.LabelAutoFitStyle = LabelAutoFitStyles.DecreaseFont;
chartPlot.ChartAreas[0].AxisX.LabelAutoFitStyle = LabelAutoFitStyles.DecreaseFont;
chartPlot.ChartAreas[0].AxisY.MajorGrid.Enabled = false;
chartPlot.ChartAreas[0].AxisY2.MajorGrid.Enabled = false;
chartPlot.ChartAreas[0].AxisX.MajorGrid.Enabled = false;
chartPlot.ChartAreas[0].AxisX2.MajorGrid.Enabled = false;
chartPlot.Legends[0].Docking = Docking.Right;
chartPlot.Titles.Clear();
chartPlot.Titles.Add(strSelectIndexName + "vs 沪深300 近三个月走势");
chartPlot.DataSource = dtMixTable;
chartPlot.Series.Clear();
Series SeriesIndex = chartPlot.Series.Add("Industry Close Price");
SeriesIndex.ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
SeriesIndex.MarkerStyle = MarkerStyle.Circle;
SeriesIndex.MarkerSize = 5;
SeriesIndex.XValueMember = "DateTime";
SeriesIndex.YValueMembers = "Index";
SeriesIndex.ToolTip = strSelectedWindCode + "\r\n收盘价: #VAL\r\n日期: #VALX";
Series SeriesBenchmark = chartPlot.Series.Add("BenchMark Close Price");
SeriesBenchmark.ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
SeriesBenchmark.YAxisType = AxisType.Secondary;
SeriesBenchmark.MarkerStyle = MarkerStyle.Circle;
SeriesBenchmark.MarkerSize = 5;
SeriesBenchmark.XValueMember = "DateTime";
SeriesBenchmark.YValueMembers = "Benchmark";
SeriesBenchmark.ToolTip = strBenchmark + "\r\n收盘价: #VAL\r\n日期: #VALX";
}
/// <summary>
/// 单季度净利润下限
/// </summary>
/// <param name="strWindCode"></param>
/// <param name="dtReportDater"></param>
public static void PreannouncementConditionFilter(DataTable dtStock, DateTime dtReportDate)
{
DateTime dtPrevReportDate = UtilityCalendar.getSeasonReportDate(dtReportDate, 1);
string strWindCode = UtilityTable.getCodeStringFromDataTableCol(dtStock, 1);
WindData wd1 = windProfitNoticeNetProfitMin(strWindCode, dtReportDate);
DataTable dtNPM = ConnWindData.convertWindDatatoTable(wd1);
dtEarningPositivePreannouncement.Columns.Add("DATETIME", Type.GetType("System.DateTime"));
dtEarningPositivePreannouncement.Columns.Add("WINDCODE", typeof(String));
dtEarningPositivePreannouncement.Columns.Add("COMNAME", typeof(String));
dtEarningPositivePreannouncement.Columns.Add("PROFITNOTICE_NETPROFITMIN", typeof(Double));
for (int i = 0; i < dtStock.Rows.Count; i++)
{
DataRow dr = dtEarningPositivePreannouncement.NewRow();
dr["DATETIME"] = dtStock.Rows[i][0];
dr["WINDCODE"] = dtStock.Rows[i][1];
dr["COMNAME"] = dtStock.Rows[i][2];
double dPNNPM = double.Parse(dtNPM.Rows[i]["PROFITNOTICE_NETPROFITMIN"].ToString());
if (dPNNPM > 10000000 && !Double.IsNaN(dPNNPM))
{
dr["PROFITNOTICE_NETPROFITMIN"] = dPNNPM / 10000;
dtEarningPositivePreannouncement.Rows.Add(dr);
}
}
String strSelectedWindCode = UtilityTable.getCodeStringFromDataTableCol(dtEarningPositivePreannouncement, 1);
WindData wd2 = windNetProfitBelongToParComSH(strSelectedWindCode, dtPrevReportDate);
DataTable dtNPBTPCSH = ConnWindData.convertWindDatatoTable(wd2);
dtEarningPositivePreannouncement.Columns.Add("SEASON_NETPROFITMIN", typeof(double));
for (int i = dtEarningPositivePreannouncement.Rows.Count - 1; i >= 0; i--)
{
double dProfitNoticeNetProfit = Double.Parse(dtEarningPositivePreannouncement.Rows[i]["PROFITNOTICE_NETPROFITMIN"].ToString());
double dNetPorfitBTParComSH = Double.Parse(dtNPBTPCSH.Rows[i]["NP_BELONGTO_PARCOMSH"].ToString());
if ((dProfitNoticeNetProfit - dNetPorfitBTParComSH) > 10000000)
{
dtEarningPositivePreannouncement.Rows[i]["SEASON_NETPROFITMIN"] = (dProfitNoticeNetProfit - dNetPorfitBTParComSH) / 10000;
}
else
{
dtEarningPositivePreannouncement.Rows[i].Delete();
}
}
strSelectedWindCode = UtilityTable.getCodeStringFromDataTableCol(dtEarningPositivePreannouncement, 1);
WindData wd3 = windProfitNoticeChangeMin(strSelectedWindCode, dtReportDate);
DataTable dtProfitNoticeChangeMin = ConnWindData.convertWindDatatoTable(wd3);
dtEarningPositivePreannouncement.Columns.Add("PN_CHANGEMIN", typeof(double));
for (int i = dtEarningPositivePreannouncement.Rows.Count - 1; i >= 0; i--)
{
double dChangeMin = double.Parse(dtProfitNoticeChangeMin.Rows[i]["PROFITNOTICE_CHANGEMIN"].ToString());
if (dChangeMin > 0.7)
{
dtEarningPositivePreannouncement.Rows[i]["PN_CHANGEMIN"] = dChangeMin;
}
else
{
dtEarningPositivePreannouncement.Rows[i].Delete();
}
}
}