Пример #1
0
        public virtual List <DailyScanResultItem> DailyScanByWatch(int watchId, int tradingDate)
        {
            List <DailyScanResultItem> resultList = new List <DailyScanResultItem>();
            List <int> ShareIdList = new WatchListDetailBLL(_unit).GetShareIdsByWatchID(watchId);

            this.startDate = tradingDate;

            var loadStart = DateHelper.DateToInt(DateHelper.IntToDate(tradingDate).AddDays(OFFSET_DAY * (-1)));

            foreach (int shareId in ShareIdList)
            {
                try
                {
                    Entity.Indicator[] indList = scanCalculator.LoadIndicators(shareId, loadStart, tradingDate);
                    PopulateExtendedIndicators(indList);

                    int    len        = indList.Length;
                    double entryPrice = -1;

                    if (indList.Length > 0)
                    {
                        if (IsDailyScanMatched(null, indList, indList[len - 1], out entryPrice))
                        {
                            DailyScanResultItem item = new DailyScanResultItem();

                            item.EntryPrice  = entryPrice;
                            item.IsMatch     = true;
                            item.ProcessDT   = DateTime.Now;
                            item.SetRef      = GetSetRef();
                            item.ShareId     = indList[len - 1].ShareId;
                            item.TradingDate = indList[len - 1].TradingDate;

                            resultList.Add(item);
                        }
                    }
                }
                catch (Exception ex)
                {
                    LogHelper.Error(_log, string.Format("Error process daily scan {0}. ", shareId), ex);
                }
            }

            return(resultList);
        }
Пример #2
0
        public List <int> GetShareListByDailyScan(DailyScan dailyScan)
        {
            List <int> shareIDs = new List <int>();

            List <int> watchList = this.GetWtachLists(dailyScan);

            foreach (int w in watchList)
            {
                List <WatchListDetail> wdList = new WatchListDetailBLL(_unit).GetWatchListListByWatchID(w);

                foreach (WatchListDetail wd in wdList)
                {
                    if (shareIDs.IndexOf(wd.ShareId) == -1)
                    {
                        shareIDs.Add(wd.ShareId);
                    }
                }
            }

            return(shareIDs);
        }
Пример #3
0
        public virtual List <StatScanResultItem> ScanWatchShares(int watchId, int startDate, int endDate)
        {
            List <StatScanResultItem> resultList = new List <StatScanResultItem>();
            List <int>     ShareIdList           = new WatchListDetailBLL(_unit).GetShareIdsByWatchID(watchId);
            StatScanSetBLL ssBLL = new StatScanSetBLL(_unit);

            this.startDate = startDate;
            this.endDate   = endDate;

            //RemoveTradeSimulatorOrders();

            LoadIndex(startDate, endDate);

            StatScanSet sst = new StatScanSet()
            {
                WatchId    = watchId,
                StartDate  = startDate,
                EndDate    = endDate,
                SetRef     = GetSetRefName(),
                EntryLogic = GetEntryLogic(),
                Notes      = GetNotes(),
                StartDt    = DateTime.Now,
            };

            ssBLL.Create(sst);

            foreach (int shareId in ShareIdList)
            {
                List <StatScanResultItem> shareResultList = ScanShare(sst, shareId, startDate, endDate);

                resultList.AddRange(shareResultList);
            }

            sst.CompleteDt = DateTime.Now;

            ssBLL.Update(sst);

            return(resultList);
        }