/// <summary>
/// 新逻辑调用服务的计算类，注入策略运行计划清单和数据
/// </summary>
/// <param name="es"></param>
/// <param name="teststragplans"></param>
/// <returns></returns>
public BackTestReturnClass <T> VirExchange(ServiceSetting <T> sc, ref ExchangeService es, StragRunPlanClass <T>[] teststragplans)
{
//LoopCnt = 0;
testIndex = 0;
//调用计算服务进行计算
if (!teststragplans[0].AssetUnitInfo.Running) //如果资产单元没有启动，启动资产单元
{
teststragplans[0].AssetUnitInfo.Run(false);
}
es = teststragplans[0].AssetUnitInfo.getCurrExchangeServer(); //设置资产单元的模拟交易器
CalcService <T> cs = new CalcService <T>(true, sc, teststragplans.ToDictionary(t => t.GUID, t => t));
cs.DataPoint = dtp;
if (dtp.IsSecurityData == 1)
{
cs.ReadDataTableName = dtp.NewestTable;
cs.Codes = null;
}
cs.IsTestBack = true;
long begNo = BegExpect;
//ExpectReader er = new ExpectReader();
DataReader er = DataReaderBuild.CreateReader(dtp.DataType, dtp.HistoryTable, dtp.RuntimeInfo.SecurityCodes); //支持所有数据
ExpectList <T> el = null;
long cnt = 0;
BackTestReturnClass <T> ret = new BackTestReturnClass <T>();
ret.HoldCntDic = new Dictionary <int, int>();
ret.HoldWinCntDic = new Dictionary <int, int>();
ret.InChipsDic = new Dictionary <int, int>();
ret.WinChipsDic = new Dictionary <int, int>();
ExpectList <T> AllData = new ExpectList <T>();
//long testIndex = teststrag.ReviewExpectCnt - 1;
BaseStragClass <T>[] teststrags = teststragplans.Select(p => p.PlanStrag).ToArray <BaseStragClass <T> >();
testIndex = teststrags.Max <BaseStragClass <T> >(s => s.ReviewExpectCnt);//取所有策略中回览期最大的开始，之前的数据不看
long InitIndex = testIndex;
ExpectList <T> testData = null;
////Dictionary<string, StragChance<T>> NoCloseChances = new Dictionary<string, StragChance<T>>();
////Dictionary<string, StragChance<T>> tmpChances = new Dictionary<string, StragChance<T>>();
////Dictionary<Int64, ExchangeChance> NewExchangeRecord = new Dictionary<Int64, ExchangeChance>();
int AllCnt = 0;
while (el == null || el.Count > 0) //如果取到的数据长度大于0
{
if (dtp.IsSecurityData == 1)
{
el = er.ReadHistory <T>(begNo, LoopCnt);
}
else
{
el = er.ReadHistory <T>(begNo, LoopCnt);
}
if (el == null)
{
ret.LoopCnt = cnt * LoopCnt;
ret.succ = false;
ret.Msg = "读取历史数据错误！";
break;
}
if (el.Count == 0)
{
ret.LoopCnt = testIndex;
ret.succ = true;
//ret.Msg = string.Format("成功遍历{0}条记录！共发现机会{1}次！其中,{2}.", testIndex, ret.ChanceList.Count, ret.HoldInfo);
break;
}
AllData = ExpectList <T> .Concat(AllData, el);
if (dtp.IsSecurityData == 0)
{
//begNo = el.LastData.LExpectNo + 1;//加一期
begNo = long.Parse(DataReader.getNextExpectNo(el.LastData.Expect, dtp));
}
else
{
DateTime dt = new DateTime(el.LastData.LExpectNo);
begNo = dt.AddDays(1).Ticks;//加一个周期,如果要回测其他周期，AddDays许更换为其他时间周期
}
cnt++;
//Todo:
while (testIndex < AllData.Count)
{
int CurrExpectClose = 0;
AllCnt++;
es.UpdateExpectCnt(AllCnt);
if (testData == null)
{
//testData = AllData.getSubArray(0, teststrag.ReviewExpectCnt);
testData = AllData.getSubArray(0, (int)InitIndex + 1);
}
else
{
if (dtp.IsSecurityData == 0)//如果非证券，判断两个期号之间是否连续
{
////if (AllData[(int)testIndex].Expect != testData.LastData.ExpectIndex + 1)
////{
//// if (dtp.DataType == "PK10")
//// {
//// throw new Exception(string.Format("{1}第{0}期后出现数据遗漏，请补充数据后继续测试！", testData.LastData.Expect, testData.LastData.OpenTime));
//// }
////}
}
testData.RemoveAt(0);
testData.Add(AllData[(int)testIndex]);
}
//只是取数据的逻辑一样，以后均调用CalcService
//ToAdd:以下是内容
cs.CurrData = testData;
cs.OnFinishedCalc += OnCalcFinished;
cs.setGlobalClass(Program.gc);
cs.Calc();
while (!cs.CalcFinished)
{
Thread.Sleep(1 * 100);
}
this.SystemStdDevs = cs.getSystemStdDevList();
//testIndex++;
testIndex++;
}
}
FinishedProcess();
return(ret);
}
/// <summary>
/// 新逻辑调用服务的计算类，注入策略运行计划清单和数据
/// </summary>
/// <param name="es"></param>
/// <param name="teststragplans"></param>
/// <returns></returns>
public BackTestReturnClass VirExchange(ServiceSetting sc, ref ExchangeService es, StragRunPlanClass[] teststragplans)
{
LoopCnt = 0;
testIndex = 0;
//调用计算服务进行计算
if (!teststragplans[0].AssetUnitInfo.Running) //如果资产单元没有启动，启动资产单元
{
teststragplans[0].AssetUnitInfo.Run();
}
es = teststragplans[0].AssetUnitInfo.ExchangeServer; //设置资产单元的模拟交易器
CalcService cs = new CalcService(true, sc, teststragplans.ToDictionary(t => t.GUID, t => t));
cs.IsTestBack = true;
long begNo = BegExpect;
ExpectReader er = new ExpectReader();
ExpectList el = null;
long cnt = 0;
BackTestReturnClass ret = new BackTestReturnClass();
ret.HoldCntDic = new Dictionary <int, int>();
ret.HoldWinCntDic = new Dictionary <int, int>();
ret.InChipsDic = new Dictionary <int, int>();
ret.WinChipsDic = new Dictionary <int, int>();
ExpectList AllData = new ExpectList();
//long testIndex = teststrag.ReviewExpectCnt - 1;
StragClass[] teststrags = teststragplans.Select(p => p.PlanStrag).ToArray <StragClass>();
testIndex = teststrags.Max <StragClass>(s => s.ReviewExpectCnt);//取所有策略中回览期最大的开始，之前的数据不看
long InitIndex = testIndex;
ExpectList testData = null;
////Dictionary<string, StragChance> NoCloseChances = new Dictionary<string, StragChance>();
////Dictionary<string, StragChance> tmpChances = new Dictionary<string, StragChance>();
////Dictionary<Int64, ExchangeChance> NewExchangeRecord = new Dictionary<Int64, ExchangeChance>();
int AllCnt = 0;
while (el == null || el.Count > 0) //如果取到的数据长度大于0
{
el = er.ReadHistory(begNo, LoopCnt);
if (el == null)
{
ret.LoopCnt = cnt * LoopCnt;
ret.succ = false;
ret.Msg = "读取历史数据错误！";
break;
}
if (el.Count == 0)
{
ret.LoopCnt = testIndex;
ret.succ = true;
//ret.Msg = string.Format("成功遍历{0}条记录！共发现机会{1}次！其中,{2}.", testIndex, ret.ChanceList.Count, ret.HoldInfo);
break;
}
AllData = ExpectList.Concat(AllData, el);
begNo = el.LastData.LExpectNo + 1;
cnt++;
//Todo:
while (testIndex < AllData.Count)
{
int CurrExpectClose = 0;
AllCnt++;
es.UpdateExpectCnt(AllCnt);
if (testData == null)
{
//testData = AllData.getSubArray(0, teststrag.ReviewExpectCnt);
testData = AllData.getSubArray(0, (int)InitIndex + 1);
}
else
{
if (AllData[(int)testIndex].ExpectIndex != testData.LastData.ExpectIndex + 1)
{
throw new Exception(string.Format("{1}第{0}期后出现数据遗漏，请补充数据后继续测试！", testData.LastData.Expect, testData.LastData.OpenTime));
}
testData.RemoveAt(0);
testData.Add(AllData[(int)testIndex]);
}
//只是取数据的逻辑一样，以后均调用CalcService
//ToAdd:以下是内容
cs.CurrData = testData;
cs.Calc();
while (!cs.CalcFinished)
{
Thread.Sleep(100);
}
this.SystemStdDevs = cs.getSystemStdDevList();
testIndex++;
}
}
FinishedProcess();
return(ret);
}