public string GetCharMapping(IStockHistory hist)
{
string totalMapping = "";
DateTime startDate = hist.MinDate;
DateTime endDate = hist.MaxDate;
while (startDate < endDate)
{
IStockData todayData = hist.GetStock(startDate);
IStockData pervData = hist.GetPrevDayStock(startDate);
if (todayData == null)
{
startDate = DateFunc.GetNextWorkday(startDate);
continue;
}
string s = ParseChars(pervData, todayData);
if (!string.IsNullOrEmpty(s))
{
totalMapping += s + "|";
}
startDate = DateFunc.GetNextWorkday(startDate);
}
return(totalMapping);
}
public string GetCharMapping(IStockHistory hist)
{
string totalMapping = "";
DateTime startDate = hist.MinDate;
DateTime endDate = hist.MaxDate;
while (startDate < endDate)
{
IStockData todayData = hist.GetStock(startDate);
IStockData pervData = hist.GetPrevDayStock(startDate);
if (todayData == null)
{
startDate = DateFunc.GetNextWorkday(startDate);
continue;
}
string s = ParseChars(pervData, todayData);
if (!string.IsNullOrEmpty(s))
{
totalMapping += s + "|";
}
startDate = DateFunc.GetNextWorkday(startDate);
}
return totalMapping;
}
public void Go(IStockHistory history, IStrategyFactory strategies)
{
History_ = history;
foreach (IFinanceStrategy strategy in strategies.AllStrategies)
{
ExecTask(strategy);
}
}
private const double INITCASH = 100000; // 初始化的账户金额
public void Go(IStockHistory history, IStrategyFactory strategies)
{
History_ = history;
foreach (IFinanceStrategy strategy in strategies.AllStrategies)
{
ExecTask(strategy);
}
}
public void Update(IStockHistory entity)
{
StockHistory dbStock = dbContext.StockHistories.Where(s => s.Id == entity.Id).FirstOrDefault();
dbStock.Price = entity.Price;
dbStock.StockId = entity.StockId;
dbStock.ObservationTime = entity.ObservationTime;
dbStock.IsEod = entity.IsEod;
dbContext.SaveChanges();
}
public void Update(IStockHistory entity)
{
StockHistory dbStock = dbContext.StockHistories.Where(s => s.Id == entity.Id).FirstOrDefault();
dbStock.Price = entity.Price;
dbStock.StockId = entity.StockId;
dbStock.ObservationTime = entity.ObservationTime;
dbStock.IsEod = entity.IsEod;
dbContext.SaveChanges();
}
public void Calc(IStockHistory hist)
{
DateTime startDate = hist.MinDate;
DateTime endDate = hist.MaxDate;
while (startDate < endDate)
{
IStockData stock = hist.GetStock(startDate);
CalculateSignal(startDate, stock);
startDate = DateFunc.GetNextWorkday(startDate);
}
}
public void Calc(IStockHistory hist)
{
DateTime startDate = hist.MinDate;
DateTime endDate = hist.MaxDate;
while (startDate < endDate)
{
IStockData stock = hist.GetStock(startDate);
CalculateSignal(startDate, stock);
startDate = DateFunc.GetNextWorkday(startDate);
}
}
/// <summary>
/// Add stock data from a stock history
/// </summary>
/// <param name="hist">a stock history</param>
public void Calc(IStockHistory hist)
{
DateTime startDate = hist.MinDate;
DateTime endDate = hist.MaxDate;
while (startDate < endDate)
{
IStockData stock = hist.GetStock(startDate);
results_.AddStockData(stock);
startDate = startDate.AddDays(1);
}
}
/// <summary>
/// Add stock data from a stock history
/// </summary>
/// <param name="hist">a stock history</param>
public void Calc(IStockHistory hist)
{
DateTime startDate = hist.MinDate;
DateTime endDate = hist.MaxDate;
while (startDate < endDate)
{
IStockData stock = hist.GetStock(startDate);
results_.AddStockData(stock);
startDate = startDate.AddDays(1);
}
}
/// <summary>
/// Calculate score of each strategy
/// </summary>
/// <param name="history">One stock history</param>
/// <param name="factory">Strategy Factory</param>
/// <param name="reader">Bonus imformation</param>
public void Calc(IStockHistory history, IStrategyFactory factory, IBonusProcessor reader)
{
FinanceRunner runner = new FinanceRunner();
runner.CurrentBonusProcessor = reader;
runner.Go(history, factory);
IStrategyJudger judger = new StrategyJudger();
judger.Judge(runner.Results);
IStrategyJudger judger2 = new ValidationJudger();
judger2.Judge(runner.Results);
AllScores_.AddRange(judger.ScoresArr);
AllScores_.AddRange(judger2.ScoresArr);
}
/// <summary>
/// 查看指定的历史的匹配
/// </summary>
/// <param name="hist">一段时间的股票走势</param>
public void FindMatches(IStockHistory hist)
{
string s = StringMapping_.GetCharMapping(hist);
if (string.IsNullOrEmpty(s))
{
return;
}
var findResult = (from item in StockMappings_ where item.Contains(s) select item);
foreach (var item in findResult)
{
AnalyzeNextDay(item, s);
}
PrintResult();
}
/// <summary>
/// 查看指定的历史的匹配
/// </summary>
/// <param name="hist">一段时间的股票走势</param>
public void FindMatches(IStockHistory hist)
{
string s = StringMapping_.GetCharMapping(hist);
if (string.IsNullOrEmpty(s))
{
return;
}
var findResult = (from item in StockMappings_ where item.Contains(s) select item);
foreach (var item in findResult)
{
AnalyzeNextDay(item, s);
}
PrintResult();
}
/// <summary>
/// Calculate score of each strategy
/// </summary>
/// <param name="history">One stock history</param>
/// <param name="factory">Strategy Factory</param>
/// <param name="reader">Bonus imformation</param>
public void Calc(IStockHistory history, IStrategyFactory factory, IBonusProcessor reader)
{
FinanceRunner runner = new FinanceRunner();
runner.CurrentBonusProcessor = reader;
runner.Go(history, factory);
IStrategyJudger judger = new StrategyJudger();
judger.Judge(runner.Results);
IStrategyJudger judger2 = new ValidationJudger();
judger2.Judge(runner.Results);
AllScores_.AddRange(judger.ScoresArr);
AllScores_.AddRange(judger2.ScoresArr);
}
void AnalyseHistory()
{
// Load from DB
IEnumerable <int> allStockId = new List <int> {
600238, 600239, 600240, 600007,
600008, 600009, 600010, 600019, 600020, 600021, 600022
};
StocksHistory histories = new StocksHistory();
histories.Load(allStockId);
StockCharMappingAnalyzer analyzer = new StockCharMappingAnalyzer();
analyzer.Init(histories);
int firstId = 0;
foreach (int stockId in allStockId)
{
firstId = stockId;
break;
}
IStockHistory history = histories.GetHistory(firstId);
if (history == null)
{
return;
}
IStockHistory oneWeekHistory = history.GetPartStockHistory(history.MaxDate.AddDays(-7),
history.MaxDate);
if (oneWeekHistory == null)
{
return;
}
analyzer.FindMatches(oneWeekHistory);
}
public ICollection <StockVertex> FindVertex(IStockHistory hist)
{
Dictionary <int, StockVertex> datePosToVertex = new Dictionary <int, StockVertex>();
//List<StockVertex> vertexes = new List<StockVertex>();
Vertexes vertexes = new Vertexes();
//FixedSizeLinkedList<IStockData> fixedvertexes = new FixedSizeLinkedList<IStockData>(TIME_WINDOW_MARGIN);
FixedSizeLinkedList <SortStock> fixedvertexes = new FixedSizeLinkedList <SortStock>(TIME_WINDOW_MARGIN);
FixedSizeLinkedList <SortStock> fixedvertexesmin = new FixedSizeLinkedList <SortStock>(TIME_WINDOW_MARGIN);
DateTime startDate = hist.MinDate;
DateTime endDate = hist.MaxDate;
int currentIdx = 0;
while (startDate < endDate)
{
IStockData stock = hist.GetStock(startDate);
if (stock != null)
{
fixedvertexes.AddLast(new SortStock(currentIdx, startDate, stock.MaxPrice));
fixedvertexesmin.AddLast(new SortStock(currentIdx, startDate, stock.MinPrice));
}
if (fixedvertexes.IsEnough())
{
SortStock stockMax = fixedvertexes.FindMax();
SortStock stockMin = fixedvertexesmin.FindMin();
vertexes.Add(CreateVertex(stockMax, VertexType.Max));
vertexes.Add(CreateVertex(stockMin, VertexType.Min));
}
startDate = DateFunc.GetNextWorkday(startDate);
currentIdx++;
}
return(vertexes.GetAll());
}
public ICollection<StockVertex> FindVertex(IStockHistory hist)
{
Dictionary<int, StockVertex> datePosToVertex = new Dictionary<int, StockVertex>();
//List<StockVertex> vertexes = new List<StockVertex>();
Vertexes vertexes = new Vertexes();
//FixedSizeLinkedList<IStockData> fixedvertexes = new FixedSizeLinkedList<IStockData>(TIME_WINDOW_MARGIN);
FixedSizeLinkedList<SortStock> fixedvertexes = new FixedSizeLinkedList<SortStock>(TIME_WINDOW_MARGIN);
FixedSizeLinkedList<SortStock> fixedvertexesmin = new FixedSizeLinkedList<SortStock>(TIME_WINDOW_MARGIN);
DateTime startDate = hist.MinDate;
DateTime endDate = hist.MaxDate;
int currentIdx = 0;
while (startDate < endDate)
{
IStockData stock = hist.GetStock(startDate);
if (stock != null)
{
fixedvertexes.AddLast(new SortStock(currentIdx, startDate, stock.MaxPrice));
fixedvertexesmin.AddLast(new SortStock(currentIdx, startDate, stock.MinPrice));
}
if (fixedvertexes.IsEnough())
{
SortStock stockMax = fixedvertexes.FindMax();
SortStock stockMin = fixedvertexesmin.FindMin();
vertexes.Add(CreateVertex(stockMax, VertexType.Max));
vertexes.Add(CreateVertex(stockMin, VertexType.Min));
}
startDate = DateFunc.GetNextWorkday(startDate);
currentIdx++;
}
return vertexes.GetAll();
}
public void Add(IStockHistory entity)
{
dbContext.StockHistories.Add(Mapper.Map <IStockHistory, Data.StockHistory>(entity));
dbContext.SaveChanges();
}
public void Add(IStockHistory entity)
{
dbContext.StockHistories.Add(Mapper.Map<IStockHistory, Data.StockHistory>(entity));
dbContext.SaveChanges();
}
