public Deal(Stock _stock = null, int type = 0)
{
analyzData = new AnalyzeData();
stock = _stock;
eType = type;
buy_date = 0;
buy_price = 0;
buy_shares = 0;
buy_money = 0;
buy_poundage = 0;
buy_total_money = 0;
sell_date = 0;
sell_price = 0;
sell_low = 0;
sell_shares = 0;
sell_money = 0;
sell_poundage = 0;
sell_total_money = 0;
shares_available = 0;
bonus = 0;
ESellReason = ESR.EPR_None;
}
public AnalyzeData(AnalyzeData other)
{
count_days = other.count_days;
max_drawdown = other.max_drawdown;
max_climb = other.max_climb;
total_returns = other.total_returns;
count = other.count;
average_days = other.average_days;
average_returns = other.average_returns;
annual_returns = other.annual_returns;
//returns_list = new List<double>();
//volatility = 0;
}
public Deal(Deal other)
{
stock = other.stock;
analyzData = new AnalyzeData(other.analyzData);
buy_date = other.buy_date;
buy_price = other.buy_price;
buy_shares = other.buy_shares;
buy_money = other.buy_money;
buy_poundage = other.buy_poundage;
buy_total_money = other.buy_total_money;
sell_date = other.sell_date;
sell_price = other.sell_price;
sell_low = other.sell_low;
sell_money = other.sell_money;
sell_poundage = other.sell_poundage;
sell_total_money = other.sell_total_money;
bonus = other.bonus;
ESellReason = other.ESellReason;
}
public static int SumData(ref AnalyzeData sumData, ref List <AnalyzeData> analyzData_List)
{
sumData.count = analyzData_List.Count;
for (int i = 0; i < analyzData_List.Count; i++)
{
Debug.Assert(analyzData_List[i].count_days != 0);
sumData.count_days += analyzData_List[i].count_days;
if (sumData.max_drawdown > analyzData_List[i].max_drawdown)
{
sumData.max_drawdown = analyzData_List[i].max_drawdown;
}
if (sumData.max_climb < analyzData_List[i].max_climb)
{
sumData.max_climb = analyzData_List[i].max_climb;
}
sumData.total_returns += analyzData_List[i].total_returns - 100;
}
if (sumData.count == 0)
{
sumData.max_drawdown = 0;
sumData.max_climb = 0;
sumData.total_returns = 0;
}
else
{
sumData.count_days = sumData.count_days / sumData.count;
sumData.total_returns = Utility.Round2(sumData.total_returns);
sumData.average_returns = Utility.Round2(sumData.total_returns / sumData.count + 100);
//sumData.annual_returns = Utility.Round2(sumData.total_returns / sumData.count_days * 250 + 100);
}
//sumData.total_returns += 100;
return(EST.EST_OK);
}
public static void WriteDataMining_StrategyStatistics()
{
int i, year;
Utility.Log("==================== WriteDataMining_StrategyStatistics");
Utility.Log("DmList.Count = " + TDList.Count);
Utility.Log("==================== 1");
Dictionary <int, List <AnalyzeData> > Year_DataList_Dic = new Dictionary <int, List <AnalyzeData> >();
List <AnalyzeData> DmList_analyzData_List = new List <AnalyzeData>();
for (i = 0; i < TDList.Count; i++)
{
Debug.Assert(TDList[i].deal.analyzData.count_days != 0);
year = Utility.GetYear(TDList[i].deal.buy_date);
if (Year_DataList_Dic.ContainsKey(year))
{
List <AnalyzeData> analyzData_List;
Year_DataList_Dic.TryGetValue(year, out analyzData_List);
analyzData_List.Add(TDList[i].deal.analyzData);
}
else
{
List <AnalyzeData> analyzData_List = new List <AnalyzeData>();
analyzData_List.Add(TDList[i].deal.analyzData);
Year_DataList_Dic.Add(year, analyzData_List);
}
DmList_analyzData_List.Add(TDList[i].deal.analyzData);
}
Year_DataList_Dic.Add(0, DmList_analyzData_List);
Utility.Log("==================== 2");
Dictionary <int, AnalyzeData> Year_SumData_Dic = new Dictionary <int, AnalyzeData>();
List <int> ls_yskey = new List <int>(Year_DataList_Dic.Keys);
for (i = 0; i < Year_DataList_Dic.Count; i++)
{
year = ls_yskey[i];
List <AnalyzeData> analyzData_List;
Year_DataList_Dic.TryGetValue(year, out analyzData_List);
if (analyzData_List == null)
{
continue;
}
AnalyzeData sumData = new AnalyzeData();
AnalyzeData.SumData(ref sumData, ref analyzData_List);
Year_SumData_Dic.Add(year, sumData);
}
Utility.Log("==================== 3");
//////////////////// write /////////////////////
string CutTime = DateTime.Now.ToString("yyyy-MM-dd") + " " + Utility.GetClock();
string relativePath = "/Data/DataMining/StrategyStatistics[" + CutTime + "].csv";
string path = System.Environment.CurrentDirectory + relativePath;
Utility.Log("WriteContent " + path);
if (File.Exists(path) && Utility.IsFileNotOpen(path))
{
File.Delete(path);
}
FileStream fs = new FileStream(path, FileMode.CreateNew);
StreamWriter sw = new StreamWriter(fs, Encoding.Default);
string line = "Year,A_Count,A_CntDays,A_TolReturns,A_AvgReturns";
sw.WriteLine(line);
List <int> year_List = new List <int>(Year_SumData_Dic.Keys);
year_List.Sort();
for (i = 0; i < year_List.Count; i++)
{
line = "";
year = year_List[i];
line += year;
line += "," + Year_SumData_Dic[year].count;
line += "," + Year_SumData_Dic[year].count_days;
line += "," + Year_SumData_Dic[year].total_returns;
line += "," + Year_SumData_Dic[year].average_returns;
sw.WriteLine(line);
}
sw.Close();
fs.Close();
Utility.Log("==================== 4");
}
