private void updateFundPrice(DataSet ds, SeriesFundPrice pxs)
{
DataRow[] rows = ds.Tables[0].Select("SYMBOL='" + pxs.Code + "'");
if (rows.Length > 0)
{
//基本信息
pxs.DataSource = this.DataSource;
pxs.OriginalTimeSeries.Clear();
foreach (DataRow row in rows)
{
ExchangeTradingPrice px = new ExchangeTradingPrice();
px.TradeDate = DataManager.ConvertToDate(row[C_ColName_TradeDate]);
px.PreClose = DataManager.ConvertToDouble(row[C_ColName_PreClose]);
px.Close = DataManager.ConvertToDouble(row[C_ColName_Close]);
px.High = DataManager.ConvertToDouble(row[C_ColName_High]);
px.Low = DataManager.ConvertToDouble(row[C_ColName_Low]);
px.Open = DataManager.ConvertToDouble(row[C_ColName_Open]);
px.Volume = DataManager.ConvertToDouble(row[C_ColName_Volume]);
px.Amount = DataManager.ConvertToDouble(row[C_ColName_Amount]);
px.Average = (px.Volume == 0) ? 0 : px.Amount / px.Volume;
//判断停牌
if (px.Close == 0)
{
px.IsTrading = false;
px.Close = px.PreClose;
px.Open = px.PreClose;
px.High = px.PreClose;
px.Low = px.PreClose;
}
//复权系数
double adjustedClose = DataManager.ConvertToDouble(row[C_ColName_AdjustedClose]);
px.AdjustCoefficient = (px.Close == 0 || adjustedClose == 0) ? 1 : adjustedClose / px.Close;
pxs.OriginalTimeSeries.Add(px);
}
//复权并计算涨跌幅
pxs.Adjust();
}
else
{
MessageManager.GetInstance().AddMessage(MessageType.Warning, Message.C_Msg_MF3, pxs.Code);
}
}
public override void Calculate()
{
//====================
//计算涨跌幅: 时间序列全部降序排列
//====================
if (this.AdjustedTimeSeries == null || this.AdjustedTimeSeries.Count == 0)
{
return;
}
double px0 = 1, px1 = 1;
DateTime dt0 = DateTime.Today, dt1 = DateTime.Today;
for (int i = 0; i < this.AdjustedTimeSeries.Count; i++)
{
ExchangeTradingPrice item = (ExchangeTradingPrice)this.AdjustedTimeSeries[i];
if ((i + 1) < this.AdjustedTimeSeries.Count)
{
item.UpAndDown.KLineDay1 = item.Close / ((ExchangeTradingPrice)this.AdjustedTimeSeries[i + 1]).Close - 1;
}
if ((i + 2) < this.AdjustedTimeSeries.Count)
{
item.UpAndDown.KLineDay2 = item.Close / ((ExchangeTradingPrice)this.AdjustedTimeSeries[i + 2]).Close - 1;
}
if ((i + 3) < this.AdjustedTimeSeries.Count)
{
item.UpAndDown.KLineDay3 = item.Close / ((ExchangeTradingPrice)this.AdjustedTimeSeries[i + 3]).Close - 1;
}
if ((i + 4) < this.AdjustedTimeSeries.Count)
{
item.UpAndDown.KLineDay4 = item.Close / ((ExchangeTradingPrice)this.AdjustedTimeSeries[i + 4]).Close - 1;
}
if ((i + 5) < this.AdjustedTimeSeries.Count)
{
item.UpAndDown.KLineDay5 = item.Close / ((ExchangeTradingPrice)this.AdjustedTimeSeries[i + 5]).Close - 1;
}
if ((i + 10) < this.AdjustedTimeSeries.Count)
{
item.UpAndDown.KLineDay10 = item.Close / ((ExchangeTradingPrice)this.AdjustedTimeSeries[i + 10]).Close - 1;
}
if ((i + 20) < this.AdjustedTimeSeries.Count)
{
item.UpAndDown.KLineDay20 = item.Close / ((ExchangeTradingPrice)this.AdjustedTimeSeries[i + 20]).Close - 1;
}
//期末值
if (i == 0)
{
px1 = item.Close;
dt1 = item.TradeDate;
}
//期初值
if (item.TradeDate >= base.TimeSeriesStart)
{
px0 = item.Close;
dt0 = item.TradeDate;
}
}
//持有期收益率
base.HoldingPeriodInfo = px0.ToString("N4") + "[" + dt0.ToString("yyyy-MM-dd") + "]-" + px1.ToString("N4") + "[" + dt1.ToString("yyyy-MM-dd") + "]";
base.HoldingPeriodReturn = px1 / px0 - 1;
}