public override universe Pass(IEnumerable <string> stocks)
{
var client = new kdatadb();
log.Info("query D");
var D = stocks
.AsParallel()
.Select(code => client.kdata(code, "D"))
.Where(p => p != null && p.Any())
.ToArray();
log.InfoFormat("D total {0}", D.Count());
var codes = D
.Where(p =>
{
if (!p.Any())
{
return(false);
}
var close = p.close();
var cross = new MACD(p.volume()).cross();
return(cross.Any() &&
cross.Last().type == Interface.Data.crosstype.gold &&
cross.Last().value.Date.Date == DateTime.Today);
})
.Select(p => p.Code)
.Distinct()
.ToArray();
log.InfoFormat("selected {0}", codes.Count());
return(new universe("volume", codes));
}
public analytic Get(string id, string ktype)
{
var result = new analytic();
var k = new kdatadb().kdata(id, ktype);
var basic = new db().basics(id);
result.istock = basic.assettype == assettypes.stock;
result.sectors = basic.getsectors();
result.indexes = new db().basicnames(basic.getindexes()).ToArray();
result.stocks = basic.assettype == assettypes.sector
? new db().basicnamesinsector(id).ToArray() : new basicname[0];
result.code = basic.code;
result.name = basic.name;
result.PE = basic.pe;
if (k != null && k.Any())
{
var cur = k.Last();
var prev = k.Count > 1 ? k[k.Count - 2] : null;
result.date = cur.date.ToString("yyyy-MM-dd");
result.high = cur.high;
result.low = cur.close;
result.open = cur.open;
result.close = cur.close;
result.change = prev == null ? (double?)null : ((cur.close - prev.close) / prev.close) * 100;
var q = (quotation) new QUOTATION(k);
if (q != null)
{
result.state = q.state.ToString();
result.position = q.position;
result.strategy = q.strategy;
}
var devs_up = deviations(id, cur.date.Date, deviationtype.底背离);
if (devs_up.Any())
{
result.deviation_up = string.Join(",", devs_up);
}
var devs_down = deviations(id, cur.date.Date, deviationtype.顶背离);
if (devs_down.Any())
{
result.deviation_down = string.Join(",", devs_down);
}
var ma = new List <string>();
var close = k.close();
var ma5 = (double?)new MA(close, 5);
var ma30 = (double?)new MA(close, 30);
var ma55 = (double?)new MA(close, 55);
var ma120 = (double?)new MA(close, 120);
if (ma5 >= ma30 && ma30 >= ma55 && ma55 >= ma120)
{
ma.Add("多头");
}
if (cur.close < ma5)
{
ma.Add("↓↓5日线");
}
//if (cur.close < ma30)
// ma.Add("破30日生命线");
//if (cur.close < ma55)
// ma.Add("破55日生命线");
if (cur.close < ma120)
{
ma.Add("↓↓半年线");
}
else
{
ma.Add("半年线↑↑");
}
if (ma.Any())
{
result.ma = string.Join(",", ma);
}
var cross = new MACD(k.volume()).cross();
if (cross.Any())
{
if (cross.Last().type == Interface.Data.crosstype.gold)
{
result.buyorsell = cross.Last().value.Date.Date == DateTime.Today ? "买入" : "持有";
}
else if (cross.Last().type == Interface.Data.crosstype.dead)
{
result.buyorsell = "卖出";
}
}
}
var mainindex = basic.mainindex();
if (!string.IsNullOrEmpty(mainindex))
{
var dindex = new kdatadb().kdata(mainindex, ktype);
result.beta = new BETA(
new kdata(id, k.Where(p => p.date >= Trade.Cfg.Configuration.data.bearcrossbull).ToArray()),
new kdata(id, dindex.Where(p => p.date >= Trade.Cfg.Configuration.data.bearcrossbull).ToArray())).beta;
}
return(result);
}
