public bool AddStock(IStockData sd)
{
if (sd == null)
{
return(false);
}
prevStock_ = currentStock_;
currentStock_ = sd;
if ((prevStock_ == null) || (currentStock_ == null))
{
return(false);
}
if (ShapeJudger.IsT2(currentStock_, DeltaRatio_) && VolumeHelper.IsLargerThan(currentStock_, prevStock_, 0.3))
{
TodayOper_ = OperType.Buy;
}
else if (ShapeJudger.IsReverseT2(currentStock_, DeltaRatio_))
{
TodayOper_ = OperType.Sell;
}
else
{
TodayOper_ = OperType.NoOper;
}
return(true);
}
public void JudgeShape(ICustomLog log)
{
int tTypeCount = 0;
int revTTypeCount = 0;
int crossTypeCount = 0;
foreach (KeyValuePair <DateTime, IStockData> entry in DailyStocks_)
{
if (ShapeJudger.IsCross(entry.Value))
{
crossTypeCount++;
}
if (ShapeJudger.IsT(entry.Value))
{
tTypeCount++;
}
if (ShapeJudger.IsReverseT(entry.Value))
{
revTTypeCount++;
}
}
log.LogInfo("Total Count = " + DailyStocks_.Count
+ ", Cross = " + crossTypeCount
+ ", T = " + tTypeCount
+ ", Rev T = " + revTTypeCount);
}
public override ICollection <StockOper> GetOper(DateTime day, IAccount account)
{
IStockData curProp = stockHistory.GetStock(day);
if (!CheckStock(curProp, day))
{
return(null);
}
_Averager.AddVal(curProp.Amount);
_SlopeCalc.AddVal(curProp.EndPrice); // 计算收盘价斜率
if (!_Averager.IsEnough() || !_SlopeCalc.IsEnough())
{
return(null);
}
ICollection <StockOper> opers = new List <StockOper>();
double avgMinAmount = _Averager.GetValue() * (1 - _BuyMargin);
double avgMaxAmount = _Averager.GetValue() * (1 + _SellMargin);
ShapeJudger judger = new ShapeJudger(curProp);
//if ((curProp.Amount < avgMinAmount) && (judger.IsCross() && _SlopeCalc.IsDownPeriod()))
if ((curProp.Amount < avgMinAmount) && ShapeJudger.IsCross(curProp))
{
// 成交地量，十字星，买入
int stockCount = Transaction.GetCanBuyStockCount(account.BankRoll,
curProp.EndPrice);
if (stockCount > 0)
{
StockOper oper = new StockOper(curProp.EndPrice, stockCount, OperType.Buy);
opers.Add(oper);
return(opers);
}
}
else if ((curProp.Amount > avgMaxAmount) && _SlopeCalc.IsRisePeriod())
{
// 上涨过程，成交天量，卖出
if (stockHolder.HasStock())
{
StockOper oper = new StockOper(curProp.EndPrice, stockHolder.StockCount(), OperType.Sell);
opers.Add(oper);
return(opers);
}
}
if (judger.IsReverseT())
{
// 倒T型，卖出
if (stockHolder.HasStock())
{
StockOper oper = new StockOper(curProp.EndPrice, stockHolder.StockCount(), OperType.Sell);
opers.Add(oper);
return(opers);
}
}
return(null);
}
public bool AddStock(IStockData sd)
{
if (sd == null)
{
return(false);
}
slopeCalc.AddVal(sd.EndPrice);
if (!slopeCalc.IsEnough())
{
return(false);
}
if (slopeCalc.IsDownPeriod() && ShapeJudger.IsUpCross(sd))
{
TodayOper_ = OperType.Buy;
}
else if (slopeCalc.IsRisePeriod() && ShapeJudger.IsDownCross(sd))
{
TodayOper_ = OperType.Sell;
}
else
{
TodayOper_ = OperType.NoOper;
}
return(true);
}
public bool AddStock(IStockData sd)
{
if (sd == null)
{
return(false);
}
if (ShapeJudger.IsT2(sd, DeltaRatio_))
{
TodayOper_ = OperType.Buy;
}
else if (ShapeJudger.IsReverseT2(sd, DeltaRatio_))
{
TodayOper_ = OperType.Sell;
}
else
{
TodayOper_ = OperType.NoOper;
}
return(true);
}
