public static List <double[]> Estimate_Matrix_LastBizWeight(commonClass.DataParams dataParm, StringCollection stockCodeList, StringCollection strategyList)
{
//System.Diagnostics.Stopwatch stopWatch = new System.Diagnostics.Stopwatch();
//stopWatch.Start();
List <double[]> retList = new List <double[]>();
for (int rowId = 0; rowId < stockCodeList.Count; rowId++)
{
Data.ClearCache();
AnalysisData analysisData = new AnalysisData(stockCodeList[rowId], dataParm);
double[] rowRetList = new double[strategyList.Count];
for (int colId = 0; colId < strategyList.Count; colId++)
{
Data.TradePoints tradePoints = Analysis(analysisData, strategyList[colId]);
if (tradePoints != null && tradePoints.Count > 0)
{
rowRetList[colId] = (tradePoints[tradePoints.Count - 1] as TradePointInfo).BusinessInfo.Weight;
//if (common.Settings.sysDebugMode && (tradePoints[tradePoints.Count - 1] as TradePointInfo).DataIdx != analysisData.Close.Count - 1)
//{
// commonClass.SysLibs.WriteSysLog( AppTypes.SyslogTypes.Others,stockCodeList[rowId], strategyList[colId]);
//}
}
else
{
rowRetList[colId] = double.NaN;
}
}
retList.Add(rowRetList);
}
//stopWatch.Stop();
//string tmp = common.dateTimeLibs.TimeSpan2String(stopWatch.Elapsed);
return(retList);
}
public DataParams Clone(DataParams dataParam)
{
DataParams newDataParam = new DataParams();
newDataParam.TimeRange = dataParam.TimeRange;
newDataParam.MaxDataCount = dataParam.MaxDataCount;
newDataParam.TimeScale = dataParam.TimeScale;
return newDataParam;
}
public DataParams Clone(DataParams dataParam)
{
DataParams newDataParam = new DataParams();
newDataParam.TimeRange = dataParam.TimeRange;
newDataParam.MaxDataCount = dataParam.MaxDataCount;
newDataParam.TimeScale = dataParam.TimeScale;
return(newDataParam);
}
protected void ShowTradeTransactions(databases.tmpDS.stockCodeRow stockCodeRow, string strategyCode, DataParams dataParam)
{
string formName = stockCodeRow.code.Trim() + "," + dataParam.TimeRange.ToString() + "," + application.Strategy.StrategyLibs.GetMetaName(strategyCode) + "," + dataParam.TimeScale;
profitEstimate myForm = profitEstimate.GetForm(formName);
myForm.myDataParam = dataParam;
myForm.myStockCode = stockCodeRow.code;
myForm.myStrategyCode = strategyCode;
myForm.myOptions = new EstimateOptions();
myForm.ReLoad();
myForm.Text = "(" + formName + ")";
if (this.myDockedPane != null) myForm.Show(this.myDockedPane);
else myForm.ShowDialog();
}
private void profitDetailMenu_Click(object sender, EventArgs e)
{
try
{
common.controls.baseDataGridView resultDataGrid = this.CurrentDataGridView;
if (resultDataGrid == null || resultDataGrid.CurrentRow == null || resultDataGrid.CurrentCell == null) return;
//TUAN - 29 Sept 2012 fix bug profit detail and all profit details
if (resultDataGrid.CurrentCell.ColumnIndex<0) return;
//TUAN - 29 Sept 2012 fix bug profit detail and all profit details
string stockCode = resultTab.SelectedTab.Name;
databases.tmpDS.stockCodeRow stockCodeRow = DataAccess.Libs.myStockCodeTbl.FindBycode(stockCode);
if (stockCodeRow == null) return;
application.Strategy.Meta meta = application.Strategy.Libs.FindMetaByName(resultDataGrid.CurrentRow.Cells[0].Value.ToString());
//TUAN - 29 Sept 2012 fix bug profit detail and all profit details
int colId = resultDataGrid.CurrentCell.ColumnIndex == 0 ? 1 : resultDataGrid.CurrentCell.ColumnIndex;
//TUAN - 29 Sept 2012 fix bug profit detail and all profit details
DataParams dataParam = new DataParams(timeScaleCb.myValue.Code, AppTypes.TimeRangeFromCode(resultDataGrid.Columns[colId].DataPropertyName),0);
ShowTradeTransactions(stockCodeRow, meta.Code, dataParam);
}
catch (Exception er)
{
this.ShowError(er);
}
}
private void allProfitDetailMenu_Click(object sender, EventArgs e)
{
try
{
using (new DataAccess.PleaseWait())
{
common.controls.baseDataGridView resultDataGrid = this.CurrentDataGridView;
if (resultDataGrid == null) return;
string stockCode = resultTab.SelectedTab.Name;
databases.tmpDS.stockCodeRow stockCodeRow = DataAccess.Libs.myStockCodeTbl.FindBycode(stockCode);
if (stockCodeRow == null) return;
DataParams dataParam = new DataParams(timeScaleCb.myValue.Code, AppTypes.TimeRanges.None,0);
//TUAN - 29 Sept 2012 fix bug profit detail and all profit details
int min = int.MaxValue;
int max = -1;
for (int i = 0; i < resultDataGrid.SelectedCells.Count; i++)
{
if (resultDataGrid.SelectedCells[i].RowIndex > max)
max = resultDataGrid.SelectedCells[i].RowIndex;
if (resultDataGrid.SelectedCells[i].RowIndex < min)
min = resultDataGrid.SelectedCells[i].RowIndex;
}
//if (resultDataGrid.SelectedRows.Count > 0)
if (min<max)
{
for (int rowId = min; rowId <= max; rowId++)
{
application.Strategy.Meta meta = application.Strategy.Libs.FindMetaByName(resultDataGrid.Rows[rowId].Cells[0].Value.ToString());
for (int idx = 1; idx < resultDataGrid.ColumnCount; idx++)
{
dataParam.TimeRange = AppTypes.TimeRangeFromCode(resultDataGrid.Columns[idx].DataPropertyName);
ShowTradeTransactions(stockCodeRow, meta.Code, dataParam);
}
}
//for (int rowId = 0; rowId < resultDataGrid.SelectedRows.Count; rowId++)
//{
// application.Strategy.Meta meta = application.Strategy.Libs.FindMetaByName(resultDataGrid.SelectedRows[rowId].Cells[0].Value.ToString());
// for (int idx = 1; idx < resultDataGrid.ColumnCount; idx++)
// {
// dataParam.TimeRange = AppTypes.TimeRangeFromCode(resultDataGrid.Columns[idx].DataPropertyName);
// ShowTradeTransactions(stockCodeRow, meta.Code, dataParam);
// }
//}
}
//TUAN - 29 Sept 2012 fix bug profit detail and all profit details
else
{
if (resultDataGrid.CurrentRow != null)
{
application.Strategy.Meta meta = application.Strategy.Libs.FindMetaByName(resultDataGrid.CurrentRow.Cells[0].Value.ToString());
for (int idx = 1; idx < resultDataGrid.ColumnCount; idx++)
{
dataParam.TimeRange = AppTypes.TimeRangeFromCode(resultDataGrid.Columns[idx].DataPropertyName);
ShowTradeTransactions(stockCodeRow, meta.Code, dataParam);
}
}
}
}
}
catch (Exception er)
{
this.ShowError(er);
}
}
private void dataGrid_CellContentDoubleClick(object sender, DataGridViewCellEventArgs e)
{
try
{
common.controls.baseDataGridView resultDataGrid = this.CurrentDataGridView;
if (resultDataGrid == null) return;
string stockCode = resultTab.SelectedTab.Name;
if (resultDataGrid.CurrentRow == null) return;
AppTypes.TimeRanges timeRange = AppTypes.TimeRangeFromCode(resultDataGrid.Columns[e.ColumnIndex].DataPropertyName);
databases.tmpDS.stockCodeRow stockCodeRow = DataAccess.Libs.myStockCodeTbl.FindBycode(stockCode);
if (stockCodeRow == null) return;
string strategyCode = resultDataGrid.CurrentRow.Cells[0].Value.ToString();
DataParams dataParam = new DataParams(timeScaleCb.myValue.Code, timeRange,0);
ShowTradeTransactions(stockCodeRow, strategyCode, dataParam);
}
catch (Exception er)
{
this.ShowError(er);
}
}
private void DoScreening()
{
decimal weight = 0;
StringCollection stockCodeList = stockCodeLb.myValues;
StringCollection strategyList = new StringCollection();
for (int idx = 0; idx < tmpDS.screeningCriteria.Count; idx++)
{
if (tmpDS.screeningCriteria[idx].code != "" && tmpDS.screeningCriteria[idx].selected)
{
if (strategyList.Contains(tmpDS.screeningCriteria[idx].code)) continue;
strategyList.Add(tmpDS.screeningCriteria[idx].code);
}
}
DataTable retsultTbl = CreateDataTable(strategyList);
SetDataGrid(resultDataGrid, retsultTbl);
//Analysis cached data so we MUST clear cache to ensure the system run correctly
DataAccess.Libs.ClearCache();
progressBar.Value = 0; progressBar.Minimum = 0; progressBar.Maximum = stockCodeList.Count;
this.ShowReccount(progressBar.Value.ToString() + "/" + progressBar.Maximum.ToString());
string[] strategy = common.system.Collection2List(strategyList);
this.ShowReccount(progressBar.Value.ToString() + "/" + progressBar.Maximum.ToString());
int codeStartIdx=0, codeEndIdx=0;
DataParams dataParam = new DataParams(timeScaleCb.myValue.Code, AppTypes.TimeRanges.None, (int)dataCounEd.Value);
while (codeStartIdx < stockCodeList.Count)
{
codeEndIdx += Settings.sysNumberOfItemsInBatchProcess;
if (codeEndIdx >= stockCodeList.Count) codeEndIdx = stockCodeList.Count - 1;
string[] stocks = common.system.Collection2List(stockCodeList, codeStartIdx, codeEndIdx);
double[][] weightList = DataAccess.Libs.Estimate_Matrix_LastBizWeight(dataParam, stocks, strategy);
for (int idx1 = 0, rowId = codeStartIdx; idx1 < weightList.Length; idx1++, rowId++)
{
bool fMatched = false;
DataRow row = retsultTbl.NewRow();
row[0] = stockCodeList[rowId];
for (int colId = 0; colId < weightList[idx1].Length; colId++)
{
if (double.IsNaN(weightList[idx1][colId])) continue;
weight = (decimal)weightList[idx1][colId];
DataView criteriaView = new DataView(tmpDS.screeningCriteria);
criteriaView.RowFilter = tmpDS.screeningCriteria.codeColumn + "='" + strategyList[colId] + "' AND " +
tmpDS.screeningCriteria.selectedColumn + "=1";
Data.tmpDataSet.screeningCriteriaRow criteriaRow;
// If there is more than one criteria for the same code,
// matching one criteria is viewed as MATCHED , as OR operaror.
for (int idx = 0; idx < criteriaView.Count; idx++)
{
criteriaRow = (Data.tmpDataSet.screeningCriteriaRow)criteriaView[idx].Row;
if (weight < criteriaRow.min || weight > criteriaRow.max) continue;
row[colId + 1] = weight;
fMatched = true;
break;
}
}
if (fMatched) retsultTbl.Rows.Add(row);
Application.DoEvents();
}
codeStartIdx = codeEndIdx + 1;
progressBar.Value = codeEndIdx + 1;
this.ShowReccount(progressBar.Value.ToString() + "/" + progressBar.Maximum.ToString());
Application.DoEvents();
}
common.system.RemoveEmptyItems(retsultTbl);
SetDataGrid(resultDataGrid, retsultTbl);
this.ShowReccount(resultDataGrid.Rows.Count);
}
public static TradePointInfo[] GetTradePointWithEstimationDetail(DataParams dataParam,string stockCode, string strategyCode,
EstimateOptions options,out databases.tmpDS.tradeEstimateDataTable toTbl)
{
try
{
lock (myClient)
{
return myClient.GetTradePointWithEstimationDetail(out toTbl, dataParam, stockCode, strategyCode, options);
}
}
catch (Exception er)
{
toTbl = null;
if (OnError != null) OnError(er);
}
return null;
}
public static bool LoadAnalysisData(commonClass.BaseAnalysisData dataObj)
{
try
{
AnalysisDataCache data;
string cacheKey = MakeAnalysisDataCacheKey(dataObj);
object obj = GetCache(cacheKey);
if (obj != null)
{
data = (AnalysisDataCache)obj;
dataObj.priceDataTbl = (databases.baseDS.priceDataDataTable)data.dataTbl.Copy();
return true;
}
using (new PleaseWait())
{
lock (myClient)
{
data = new AnalysisDataCache();
int firstData = 0;
DataParams dataParam = new DataParams(dataObj.DataTimeScale.Code, dataObj.DataTimeRange, dataObj.DataMaxCount);
data.dataTbl = myClient.GetAnalysis_Data(out firstData, dataObj.DataStockCode, dataParam);
data.firstData = firstData;
AddCache(cacheKey, data);
dataObj.priceDataTbl = (databases.baseDS.priceDataDataTable)data.dataTbl.Copy();
dataObj.FirstDataStartAt = firstData;
}
}
return true;
}
catch (Exception er)
{
if (OnError != null) OnError(er);
}
return false;
}
public static double[][] Estimate_Matrix_LastBizWeight(DataParams dataParam,string[] stockCodeList, string[] strategyList)
{
try
{
lock (myClient)
{
return myClient.Estimate_Matrix_LastBizWeight(dataParam, stockCodeList, strategyList);
}
}
catch (Exception er)
{
if (OnError != null) OnError(er);
}
return null;
}
public List<double[]> Estimate_Matrix_LastBizWeight(DataParams dataParam,string[] stockCodeList, string[] strategyList)
{
try
{
WriteLog(1, "InvestorCode", "Estimate_Matrix_LastBizWeight", stockCodeList.ToString(), strategyList.ToString());
return application.Strategy.StrategyLibs.Estimate_Matrix_LastBizWeight(dataParam, common.system.List2Collection(stockCodeList),
common.system.List2Collection(strategyList));
}
catch (Exception ex)
{
WriteSysLogLocal("WS006", ex);
}
return null;
}
public TradePointInfo[] GetTradePointWithEstimationDetail(DataParams dataParam,string stockCode, string strategyCode, EstimateOptions options,
out databases.tmpDS.tradeEstimateDataTable toTbl, out application.StrategyStatistics statistics)
{
toTbl = null;
statistics = null;
try
{
string dataKey = LoadAnalysisData(stockCode, dataParam, false);
TradePointInfo[] tradePoints = Analysis(dataKey, strategyCode);
statistics = new application.StrategyStatistics();
toTbl = application.Strategy.StrategyLibs.EstimateTrading_Details(sysDataCache.Find(dataKey) as application.AnalysisData, tradePoints, options,out statistics);
return tradePoints;
}
catch (Exception ex)
{
WriteSysLogLocal("WS083", ex);
}
return null;
}
public AnalysisData(string code, DataParams dataParam) :
base(code,AppTypes.TimeScaleFromCode(dataParam.TimeScale), dataParam.TimeRange, dataParam.MaxDataCount) { }
