private IEnumerable <string> deviations(string code, DateTime date, deviationtype type)
{
var ktypes = new[] { "D", "60", "30", "15", "5" };
foreach (var ktype in ktypes)
{
var k = new kdatadb().kdata(code, ktype);
if (k == null || !k.Any())
{
continue;
}
var deviation = (deviation) new DEVIATION(k.close(), type);
if (deviation != null && deviation.d2.Date == date.Date)
{
yield return(ktype);
}
}
}
public override void exec()
{
log.Info("**********START**********");
var cache = new Dictionary <string, kdata>();
var db = new Db.db();
var codes = db.codes();
var i = 0;
var count = codes.Count();
var ktypes = new[] { "5", "15", "30", "60", "D", "W", "M" };
foreach (var code in codes.AsParallel())
{
Interlocked.Increment(ref i);
log.InfoFormat("{0}/{1} calc {2}", i, count, code);
foreach (var ktype in ktypes)
{
try
{
var kdata = new kdatadb().kdata(code, ktype);
if (kdata != null && kdata.Any())
{
var date = kdata.Last().date;
var close = kdata.close();
var macd = new MACD(close);
var macdvol = new MACD(kdata.volume(100));
var ma5 = new MA(close, 5);
var ma10 = new MA(close, 10);
var ma20 = new MA(close, 20);
var ma30 = new MA(close, 30);
var ma60 = new MA(close, 60);
var ma120 = new MA(close, 120);
var chg = new CHG(close);
var ka = new kanalytic()
{
code = code,
date = date,
ktype = ktype,
close = kdata.Last().close.ZeroNaN(),
open = kdata.Last().open.ZeroNaN(),
high = kdata.Last().high.ZeroNaN(),
low = kdata.Last().low.ZeroNaN(),
volume = kdata.Last().volume.ZeroNaN(),
chg = chg.Last().Value.ZeroNaN(),
ma5 = ma5.Last().Value.ZeroNaN(),
ma10 = ma10.Last().Value.ZeroNaN(),
ma20 = ma20.Last().Value.ZeroNaN(),
ma30 = ma30.Last().Value.ZeroNaN(),
ma60 = ma60.Last().Value.ZeroNaN(),
ma120 = ma120.Last().Value.ZeroNaN(),
dea = macd.Last().DEA.ZeroNaN(),
macd = macd.Last().MACD.ZeroNaN(),
dif = macd.Last().DIF.ZeroNaN(),
deavol = macdvol.Last().DEA.ZeroNaN(),
macdvol = macdvol.Last().MACD.ZeroNaN(),
difvol = macdvol.Last().DIF.ZeroNaN()
};
db.save(new[] { ka });
}
}
catch (Exception e)
{
log.Warn("ex @ calc " + code + " for " + ktype, e);
}
}
}
log.Info("**********DONE**********");
}
public analytic Get(string id, string ktype)
{
var result = new analytic();
var k = new kdatadb().kdata(id, ktype);
var basic = new db().basics(id);
result.istock = basic.assettype == assettypes.stock;
result.sectors = basic.getsectors();
result.indexes = new db().basicnames(basic.getindexes()).ToArray();
result.stocks = basic.assettype == assettypes.sector
? new db().basicnamesinsector(id).ToArray() : new basicname[0];
result.code = basic.code;
result.name = basic.name;
result.PE = basic.pe;
if (k != null && k.Any())
{
var cur = k.Last();
var prev = k.Count > 1 ? k[k.Count - 2] : null;
result.date = cur.date.ToString("yyyy-MM-dd");
result.high = cur.high;
result.low = cur.close;
result.open = cur.open;
result.close = cur.close;
result.change = prev == null ? (double?)null : ((cur.close - prev.close) / prev.close) * 100;
var q = (quotation) new QUOTATION(k);
if (q != null)
{
result.state = q.state.ToString();
result.position = q.position;
result.strategy = q.strategy;
}
var devs_up = deviations(id, cur.date.Date, deviationtype.底背离);
if (devs_up.Any())
{
result.deviation_up = string.Join(",", devs_up);
}
var devs_down = deviations(id, cur.date.Date, deviationtype.顶背离);
if (devs_down.Any())
{
result.deviation_down = string.Join(",", devs_down);
}
var ma = new List <string>();
var close = k.close();
var ma5 = (double?)new MA(close, 5);
var ma30 = (double?)new MA(close, 30);
var ma55 = (double?)new MA(close, 55);
var ma120 = (double?)new MA(close, 120);
if (ma5 >= ma30 && ma30 >= ma55 && ma55 >= ma120)
{
ma.Add("多头");
}
if (cur.close < ma5)
{
ma.Add("↓↓5日线");
}
//if (cur.close < ma30)
// ma.Add("破30日生命线");
//if (cur.close < ma55)
// ma.Add("破55日生命线");
if (cur.close < ma120)
{
ma.Add("↓↓半年线");
}
else
{
ma.Add("半年线↑↑");
}
if (ma.Any())
{
result.ma = string.Join(",", ma);
}
var cross = new MACD(k.volume()).cross();
if (cross.Any())
{
if (cross.Last().type == Interface.Data.crosstype.gold)
{
result.buyorsell = cross.Last().value.Date.Date == DateTime.Today ? "买入" : "持有";
}
else if (cross.Last().type == Interface.Data.crosstype.dead)
{
result.buyorsell = "卖出";
}
}
}
var mainindex = basic.mainindex();
if (!string.IsNullOrEmpty(mainindex))
{
var dindex = new kdatadb().kdata(mainindex, ktype);
result.beta = new BETA(
new kdata(id, k.Where(p => p.date >= Trade.Cfg.Configuration.data.bearcrossbull).ToArray()),
new kdata(id, dindex.Where(p => p.date >= Trade.Cfg.Configuration.data.bearcrossbull).ToArray())).beta;
}
return(result);
}
public static dynamic[] macd60()
{
var kas = new db().kanalytics("60")
.Where(p => { return(p.macd > 0 && p.dif <= 0.01); })
.ToArray();
if (!kas.Any())
{
return(new dynamic[0]);
}
kas = new db().kanalytic(kas.Select(p => p.code).Distinct().ToArray(), "15")
.Where(p => { return(p.macd > 0); })
.ToArray();
if (!kas.Any())
{
return(new dynamic[0]);
}
kas = kas
.AsParallel()
.Where(p =>
{
var k = new kdatadb().kdata(p.code, "15");
if (k == null || !k.Any())
{
return(false);
}
var deviation = (deviation) new DEVIATION(k.close(), deviationtype.底背离);
return(deviation != null && deviation.d2.Date.Date >= p.date.Date);
})
.ToArray();
if (!kas.Any())
{
return(new dynamic[0]);
}
var codes = kas.Select(p => p.code).Distinct().ToArray();
var basics = new db().basics(codes);
var ka = new db().kanalytic(codes, "D");
var q = (from k in ka
join t in basics on k.code equals t.code
where t.assettype == assettypes.stock && !t.terminated && !t.suspended && !t.st
select new { k, t }
)
.Select(_ =>
{
var k = _.k;
var t = _.t;
dynamic d = new ExpandoObject();
d.date = k.date;
d.pe = t.pe;
d.code = t.code;
d.name = t.name;
d.high = k.high;
d.low = k.low;
d.open = k.open;
d.close = k.close;
d.volume = k.volume;
d.chg = k.chg;
d.pb = t.pb;
d.pe = t.pe;
return(d);
});
var r = q
.OrderBy(p => p.code)
.ThenByDescending(p => p.date)
.GroupBy(p => new { p.code })
.Select(p => p.First())
.ToArray();
return(r);
}