public static List <DateSelectItem> ToDaySelectItemList(List <SelectItem> selItems, List <DateRange> dateRangeList)
{
List <DateSelectItem> retList = new List <DateSelectItem>();
List <int> dateList = Utils.TraverTimeDay(dateRangeList);
dateList.Reverse();
foreach (int date in dateList)
{
if (!Utils.IsTradeDay(date))
{
continue;
}
DateSelectItem item = new DateSelectItem();
item.date_ = date;
var rawitems = SelectResult.OfDate(date, selItems, true);
Dictionary <String, int> uniqueItemDict = new Dictionary <String, int>();
item.selItems_ = new List <SelectItem>();
foreach (var ritem in rawitems)
{
if (!uniqueItemDict.ContainsKey(ritem.code_))
{
item.selItems_.Add(ritem);
uniqueItemDict[ritem.code_] = 0;
}
}
item.goodSampleSelItems_ = GetGoodSampleSelectItems(item.selItems_);
retList.Add(item);
}
return(retList);
}
public List <SelectItem> buyMostBonusPerDay(RegressResult re)
{
App.host_.uiStartProcessBar();
List <SelectItem> buyitems = new List <SelectItem>();
List <int> dateList = Utils.TraverTimeDay(re.dateRangeList_);
dateList.Reverse();
int nFinishCount = 0;
int nTotalCount = dateList.Count;
int nMissCount = 0;
int nTradeCount = 0;
foreach (int date in dateList)
{
nFinishCount++;
List <SelectItem> items = SelectResult.OfDate(date, re.selItems_);
if (items.Count == 0)
{
if (Utils.IsTradeDay(date))
{
++nMissCount;
}
continue;
}
float maxBonusValue = -11;
SelectItem maxBonusItem = null;
foreach (var item in items)
{
var bonus = item.getColumnVal("bonus");
if (bonus == "")
{
continue;
}
var bonusValue = Utils.GetBonusValue(bonus);
if (bonusValue > maxBonusValue)
{
maxBonusValue = bonusValue;
maxBonusItem = item;
}
}
if (maxBonusItem == null)
{
buyitems.Add(items[0]);
}
else
{
buyitems.Add(maxBonusItem);
}
++nTradeCount;
App.host_.uiSetProcessBar(String.Format("{0}:正在回归{1}-{2}，可能最佳购买阶段：完成{3}的购买, 选择总数：{4}，当前MissBuy：{5}，Buy：{6}",
re.solutionName_,
dateList.Last(), dateList.First(), date, re.selItems_.Count, nMissCount, nTradeCount),
nFinishCount * 100 / nTotalCount);
}
App.host_.uiFinishProcessBar();
return(buyitems);
}
public void regress(RegressResult regressRe)
{
DataStoreHelper dsh = new DataStoreHelper();
SelectManager selManager = new SelectManager();
List <int> dateList = Utils.TraverTimeDay(regressRe.dateRangeList_);
dateList.Reverse();
App.host_.uiStartProcessBar();
int nFinishCount = 0;
int nTotalCount = dateList.Count;
SelectHint hint = new SelectHint();
foreach (Stock sk in App.ds_.stockList_)
{
hint.nextWantedIndexHintDict_[sk] = -1;
}
foreach (int date in dateList)
{
SelectResult re = selManager.select(dsh, SelectMode.SM_Regress, date, regressRe.strategyList_, hint);
regressRe.selItems_.AddRange(re.selItems_);
App.host_.uiSetProcessBar(String.Format("{0}:正在回归{1}-{2}，选择阶段：完成{3}的选择，当前选中记录数：{4}",
regressRe.solutionName_,
dateList.Last(), dateList.First(), date, regressRe.selItems_.Count),
nFinishCount * 100 / nTotalCount);
++nFinishCount;
}
regressRe.selItems_.Sort(delegate(SelectItem lhs, SelectItem rhs)
{
var lhsBonus = lhs.getColumnVal("nsl");
var rhsBonus = rhs.getColumnVal("nsl");
if (lhsBonus == "")
{
return(1);
}
if (rhsBonus == "")
{
return(-1);
}
float lhsBonusValue = Utils.GetBonusValue(lhsBonus);
float rhsBonusValue = Utils.GetBonusValue(rhsBonus);
return(lhsBonusValue.CompareTo(rhsBonusValue));
});
foreach (var item in regressRe.selItems_)
{
item.allSelectItems_ = regressRe.selItems_;
}
App.host_.uiFinishProcessBar();
if (regressRe.runMode_ == RunMode.RM_Asset)
{
regressRe.buyItems_ = App.grp_.desideToBuy(regressRe);
}
else
{
regressRe.buyItems_ = App.grp_.buyMostBonusPerDay(regressRe);
}
}
public List <SelectItem> desideToBuy(RegressResult re)
{
App.host_.uiStartProcessBar();
List <SelectItem> buyitems = new List <SelectItem>();
List <int> dateList = Utils.TraverTimeDay(re.dateRangeList_);
dateList.Reverse();
int nFinishCount = 0;
int nTotalCount = dateList.Count;
int nMissCount = 0;
int nTradeCount = 0;
foreach (int date in dateList)
{
nFinishCount++;
List <SelectItem> items = SelectResult.OfDate(date, re.selItems_);
if (items.Count == 0)
{
if (Utils.IsTradeDay(date))
{
++nMissCount;
}
continue;
}
else
{
var buyItem = makeDeside(items, date, RankBuyDesider.buyer_, false);
if (buyItem != null)
{
buyItem.iamBuyItem_ = true;
++nTradeCount;
}
buyitems.Add(buyItem);
}
App.host_.uiSetProcessBar(String.Format("{0}:正在回归{1}-{2}，购买阶段：完成{3}的购买, 选择总数：{4}，当前MissBuy：{5}，Buy：{6}",
re.solutionName_,
dateList.Last(), dateList.First(), date, re.selItems_.Count, nMissCount, nTradeCount),
nFinishCount * 100 / nTotalCount);
}
App.host_.uiFinishProcessBar();
return(re.buyItems_ = buyitems);
}
public SelectResult selectNow()
{
DataStoreHelper dsh = new DataStoreHelper();
// List<IStrategy> strategyList = new List<IStrategy>();
// strategyList.Add(App.grp_.strategy("LStopUp"));
List <IStrategy> strategyList;
SelectMode selectMode = SelectMode.SM_SelectInDay;
DateTime curTime = DateTime.Now;
if (Utils.IsOpenTime(curTime.Hour, curTime.Minute))
{
strategyList = App.Solution("lf_good").straList_;
selectMode = SelectMode.SM_SelectOpen;
}
else if (Utils.IsCloseTime(curTime.Hour, curTime.Minute))
{
strategyList = App.Solution("close_good").straList_;
selectMode = SelectMode.SM_SelectClose;
}
else if (Utils.IsTradeTime(curTime.Hour, curTime.Minute))
{
strategyList = App.Solution("lf_good").straList_;
selectMode = SelectMode.SM_SelectInDay;
}
else
{
strategyList = App.Solution("close_good").straList_;
selectMode = SelectMode.SM_SelectClose;
}
if (strategyList.Count == 0)
{
throw new Exception("No strategy provide!");
}
SelectResult re = select(dsh, selectMode, Utils.NowDate(), strategyList);
foreach (var item in re.selItems_)
{
item.allSelectItems_ = re.selItems_;
}
var buyItem = App.grp_.makeDeside(re.selItems_, Utils.NowDate(), RankBuyDesider.buyer_, true);
if (buyItem != null)
{
buyItem.iamBuyItem_ = true;
}
re.selItems_.Sort(delegate(SelectItem lhs, SelectItem rhs)
{
if (lhs.iamBuyItem_)
{
return(-1);
}
if (rhs.iamBuyItem_)
{
return(1);
}
return(Utils.ToType <int>(lhs.getColumnVal("prirank")).CompareTo(Utils.ToType <int>(rhs.getColumnVal("prirank"))));
});
return(re);
}
public SelectResult select(DataStoreHelper dsh, SelectMode selectMode, int date, List <IStrategy> strategyList, SelectHint hint = null)
{
bool bShowProgress = date == Utils.NowDate();
if (bShowProgress)
{
App.host_.uiStartProcessBar();
}
SelectResult re = new SelectResult();
dsh.iSZIndex_ = App.ds_.index(App.ds_.szListData_, date);
for (int isk = 0; isk < App.ds_.stockList_.Count; ++isk)
{
Stock sk = App.ds_.stockList_[isk];
if (bShowProgress)
{
App.host_.uiSetProcessBar(String.Format("正在检测是否选择{0}", sk.code_), isk * 100 / App.ds_.stockList_.Count);
}
int iDateIndexHint = -1;
if (hint != null)
{
iDateIndexHint = hint.nextWantedIndexHintDict_[sk];
}
dsh.setStock(sk);
for (int i = 0; i < strategyList.Count; ++i)
{
IStrategy stra = strategyList[i];
Dictionary <String, String> rateItemDict = null;
String sigInfo = "";
try {
int iIndex = App.ds_.index(sk, date, iDateIndexHint);
if (iIndex == -1)
{
continue;
}
if (hint != null)
{
hint.nextWantedIndexHintDict_[sk] = iIndex + 1;
}
dsh.iIndex_ = iIndex;
if (dsh.dataList_[iIndex] == Data.NowInvalidData)
{
continue;
}
FocusOn fon = stra.focusOn();
int beforDateCount = sk.dataList_.Count - iIndex;
bool isNewStock = beforDateCount < Setting.MyNewStockLimit;
switch (fon)
{
case FocusOn.FO_Old:
if (isNewStock)
{
continue;
}
break;
case FocusOn.FO_All:
break;
case FocusOn.FO_New:
if (!isNewStock)
{
continue;
}
break;
default:
throw new ArgumentException("Unknown focusOn");
}
if (!isNewStock && dsh.MA(Info.A, 5, 1) < 20000)
{
continue;
}
rateItemDict = stra.select(dsh, selectMode, ref sigInfo);
if (rateItemDict == null)
{
continue;
}
} catch (DataException /*ex*/) {
continue;
}
SelectItem selItem = new SelectItem();
selItem.code_ = sk.code_;
selItem.date_ = date;
selItem.sigInfo_ = sigInfo;
selItem.strategyName_ = stra.name();
selItem.rateItemDict_ = rateItemDict;
re.selItems_.Add(selItem);
}
}
Dictionary <String, int> strategySelCountDict = new Dictionary <String, int>();
foreach (var item in re.selItems_)
{
if (strategySelCountDict.ContainsKey(item.strategyName_))
{
++strategySelCountDict[item.strategyName_];
}
else
{
strategySelCountDict.Add(item.strategyName_, 1);
}
}
foreach (var item in re.selItems_)
{
item.sameDayStrategySelCount_ = strategySelCountDict[item.strategyName_];
item.sameDaySelCount_ = re.selItems_.Count;
}
if (bShowProgress)
{
App.host_.uiFinishProcessBar();
}
return(re);
}
public String getColumnVal(String colName, Stock stock, HistoryData straData, bool bSearchCache = true)
{
if (bSearchCache)
{
String cacheVal;
if (colValCacheDict_.TryGetValue(colName, out cacheVal))
{
return(cacheVal);
}
}
IStrategy stra = App.grp_.strategy(strategyName_);
if (colName == "date")
{
return(date_.ToString());
}
else if (colName == "strategy")
{
return(strategyName_);
}
if (stock == null)
{
return("");
}
if (colName == "code")
{
return(code_);
}
else if (colName == "name")
{
return(stock == null ? "" : stock.name_);
}
else if (colName == "zf")
{
String zf = stock.zfSee(date_);
colValCacheDict_[colName] = zf;
return(zf);
}
else if (colName == "bonus")
{
BuySellInfo info;
String bonus = stra.computeBonus(this, stock, date_, out info);
colValCacheDict_[colName] = bonus;
return(bonus);
}
else if (colName == "nsh")
{
BuySellInfo info;
stra.computeBonus(this, stock, date_, out info);
if (info.sellDate_ == -1)
{
colValCacheDict_[colName] = "";
return("");
}
String bonus = Utils.ToBonus(stock.hf(info.sellDate_));
colValCacheDict_[colName] = bonus;
return(bonus);
}
else if (colName == "nsl")
{
BuySellInfo info;
stra.computeBonus(this, stock, date_, out info);
if (info.sellDate_ == -1)
{
colValCacheDict_[colName] = "";
return("");
}
String bonus = Utils.ToBonus(stock.lf(info.sellDate_));
colValCacheDict_[colName] = bonus;
return(bonus);
}
else if (colName == "nso")
{
BuySellInfo info;
stra.computeBonus(this, stock, date_, out info);
if (info.sellDate_ == -1)
{
colValCacheDict_[colName] = "";
return("");
}
String bonus = Utils.ToBonus(stock.of(info.sellDate_));
colValCacheDict_[colName] = bonus;
return(bonus);
}
else if (colName == "nsc")
{
BuySellInfo info;
stra.computeBonus(this, stock, date_, out info);
if (info.sellDate_ == -1 || !info.bSellWhenMeetMyBounusLimit_)
{
colValCacheDict_[colName] = "";
return("");
}
String bonus = Utils.ToBonus(stock.zf(info.sellDate_));
colValCacheDict_[colName] = bonus;
return(bonus);
}
else if (colName == "hrate")
{
List <SelectItem> daySelectItems = SelectResult.OfDate(date_, allSelectItems_);
int nPlusCount = 0;
int nAllCount = 0;
foreach (var item in daySelectItems)
{
var bonus = item.getColumnVal("bonus");
if (bonus == "")
{
continue;
}
if (Utils.GetBonusValue(bonus) > 0)
{
++nPlusCount;
}
++nAllCount;
}
String ret;
if (nAllCount == 0)
{
ret = "";
}
else
{
ret = (nPlusCount * 1.0f / nAllCount).ToString("F2");
}
colValCacheDict_[colName] = ret;
return(ret);
}
else if (colName == "envbonus")
{
BuySellInfo info;
stra.computeBonus(this, stock, date_, out info);
String ret = info.sellDate_ == -1 ? "" : App.ds_.envBonus(info.sellDate_);
colValCacheDict_[colName] = ret;
return(ret);
}
else if (colName == "sellspan")
{
BuySellInfo info;
stra.computeBonus(this, stock, date_, out info);
String ret;
if (info.sellDate_ == -1)
{
ret = "not yet";
}
else
{
ret = Utils.DateSpan(date_, info.sellDate_);
}
colValCacheDict_[colName] = ret;
return(ret);
}
else if (colName == "tradespan")
{
BuySellInfo info;
stra.computeBonus(this, stock, date_, out info);
String ret;
if (info.tradeSpan_ == -1)
{
ret = "not yet";
}
else
{
ret = info.tradeSpan_.ToString();
}
colValCacheDict_[colName] = ret;
return(ret);
}
else if (colName == "close")
{
String ret = App.ds_.realVal(Info.C, code_, date_).ToString("F3");
colValCacheDict_[colName] = ret;
return(ret);
}
else if (colName == "lastClose")
{
String ret = App.ds_.realVal(Info.C, code_, stock.prevTradeDate(date_)).ToString("F3");
colValCacheDict_[colName] = ret;
return(ret);
}
else if (colName == "pubrank")
{
if (straData == null)
{
return("-1");
}
// float priRank = Utils.ToType<float>(getColumnVal("prirank"));
// float priPercent = priRank / straData.rank_;
// return (priPercent * 55.0f + 45.0f * straData.rank_ / 100.0f).ToString("F0");
return(straData.rank_.ToString());
}
else if (colName == "prirank")
{
String ret;
if (straData == null)
{
ret = "-1";
}
else
{
ret = RateComputer.ComputerRank(strategyName_, rateItemDict_).ToString();
}
colValCacheDict_[colName] = ret;
return(ret);
}
else if (colName == "trcount")
{
return(straData == null ? "0" : straData.nTradeCount_.ToString());
}
else if (colName == "selcount")
{
return(straData == null ? "0" : straData.nGoodSampleSelectCount_.ToString());
}
else if (colName == "siginfo")
{
return(sigInfo_);
}
else if (colName == "a")
{
String ret = App.ds_.Ref(Info.A, stock.dataList_, App.ds_.index(stock, date_), 0).ToString("F0");
colValCacheDict_[colName] = ret;
return(ret);
}
else
{
throw new ArgumentException("想要显示无效的列值: " + colName);
}
}