public static void filterStocksByPriceScaleAndPE(double ratio, double pe, string filepath)
{
List <string> stocks = new List <string>();
PEFilter peFilter = new PEFilter(pe);
PriceScaleFilter priceFilter = new PriceScaleFilter(ratio);
List <string> shStocks = peFilter.filter(priceFilter.filter(StockPool.getInstance().allSHStocks));
List <string> szStocks = peFilter.filter(priceFilter.filter(StockPool.getInstance().allSZStocks));
stocks.AddRange(shStocks);
stocks.AddRange(szStocks);
StockListFileUtil.writeStocksToFile(stocks, filepath);
}
protected IStockFilter generateInIndustryFilter()
{
IStockFilter filter = null;
NumericStockFilter comparer = null;
AppInIndustryFilterSubType indType = (AppInIndustryFilterSubType)m_subType;
string year = GlobalConfig.getInstance().curYear;
string quarter = GlobalConfig.getInstance().curQuarter;
switch (indType)
{
case AppInIndustryFilterSubType.IIFST_CostAnnual:
comparer = new AnnualCostPerfFilter(year, quarter, 0.0);
break;
case AppInIndustryFilterSubType.IIFST_CostDynamic:
comparer = new CostPerfFilter(year, quarter, 0.0);
break;
case AppInIndustryFilterSubType.IIFST_PEDynamic:
comparer = new DynamicPEFilter(0.0);
break;
case AppInIndustryFilterSubType.IIFST_PEStatic:
comparer = new PEFilter(0.0);
break;
case AppInIndustryFilterSubType.IIFST_ROE:
comparer = new ROEFilter(year, quarter, 0.0);
break;
case AppInIndustryFilterSubType.IIFST_NetProfitRatio:
comparer = new NetProfitRatioFilter(year, quarter, 0.0);
break;
default:
break;
}
if (comparer != null)
{
filter = new AvgValInIndustryFilter(comparer, m_param1);
}
return(filter);
}
private List <string> filterStocksByPriceScale_PE_Eps(List <string> src, double ratio, double pe, double epsChg)
{
List <string> lowStocks = null;
if (!m_useIntermediate)
{
PriceScaleFilter psFilter = new PriceScaleFilter(ratio);
lowStocks = psFilter.filter(src);
}
else
{
lowStocks = src;
}
PEFilter peFilter = new PEFilter(pe);
STFilter stFilter = new STFilter();
IndustryExcludeFilter indFilter = new IndustryExcludeFilter();
EPSPerfFilter epsFilter = new EPSPerfFilter(epsChg);
return(epsFilter.filter(peFilter.filter(indFilter.filter(stFilter.filter(lowStocks)))));
}
protected IStockFilter generatePEFilter()
{
IStockFilter filter = null;
AppPEFilterSubType peType = (AppPEFilterSubType)m_subType;
switch (peType)
{
case AppPEFilterSubType.PEFST_Dynamic:
filter = new PEFilter(m_param1);
break;
case AppPEFilterSubType.PEFST_Static:
filter = new DynamicPEFilter(m_param1);
break;
default:
break;
}
return(filter);
}
private List <string> filterStocksByCostPerf_PricePos_PE(List <string> src, string year, string quarter, double costDiffRatio, double priceRatio, double pe)
{
PEFilter peFilter = new PEFilter(pe);
STFilter stFilter = new STFilter();
IndustryExcludeFilter indFilter = new IndustryExcludeFilter();
CostPerfFilter cpFilter = new CostPerfFilter(year, quarter, costDiffRatio);
PriceScaleFilter psFilter = new PriceScaleFilter(priceRatio);
Logger.log("Start filter ....");
List <string> f1Result = indFilter.filter(stFilter.filter(src));
Logger.log("Basic filter, count: " + f1Result.Count.ToString());
List <string> f2Result = peFilter.filter(f1Result);
Logger.log("PE filter, count: " + f2Result.Count.ToString());
List <string> f3Result = cpFilter.filter(f2Result);
Logger.log("Cost filter, count: " + f3Result.Count.ToString());
List <string> f4Result = psFilter.filter(f3Result);
Logger.log("Price Pos filter, count: " + f4Result.Count.ToString());
return(f4Result);
}
