void Analysize(Chart ch)
{
if (GetCheckOnTime(ch.Date))
{
Short.Pop();
Long.Pop();
}
Short.Push(Short.Count > 0 ? EMA.Make(specify.Short, Short.Count, ch.Price, Short.Peek()) : EMA.Make(ch.Price));
Long.Push(Long.Count > 0 ? EMA.Make(specify.Long, Long.Count, ch.Price, Long.Peek()) : EMA.Make(ch.Price));
double popShort = Short.Pop(), popLong = Long.Pop();
int i, quantity = Short.Count > 1 && Long.Count > 1 ? popShort - popLong - (Short.Peek() - Long.Peek()) > 0 ? 1 : -1 : 0;
var max = specify.Assets / (specify.Code.Length == 8 ? ch.Price * Const.TransactionMultiplier * Const.MarginRate200402 : ch.Price);
Short.Push(popShort);
Long.Push(popLong);
if (ch.Date > 99999999 && ch.Date.ToString().Substring(6, 4).Equals("1545"))
{
info.Save(ch, specify);
return;
}
if (ch.Date > 99999999 && info.Quantity != 0 && GetRemainingDate(specify.Code, ch.Date))
{
for (i = Math.Abs(info.Quantity); i > 0; i--)
{
info.Operate(ch, info.Quantity > 0 ? -1 : 1);
}
return;
}
if (ch.Date > 99999999 && Math.Abs(info.Quantity + quantity) < max)
{
info.Operate(ch, quantity);
}
else if (ch.Date > 99999999 && Math.Abs(info.Quantity) > max)
{
info.Operate(ch, info.Quantity > 0 ? -1 : 1);
}
}
internal void SetStatisticalStorage(string date, double price, bool over)
{
if (over || Array.Exists(Information.RemainingDay, o => o.Equals(date)))
{
while (Quantity != 0)
{
if (verify)
{
statement.Enqueue(new Conclusion
{
Time = ConvertDateTime(date),
Division = string.Concat(Quantity > 0 ? sell : buy, conclusion),
Price = price.ToString("F2"),
OrderNumber = Count.ToString("N0")
});
}
Quantity += Quantity > 0 ? -1 : 1;
SetConclusion(price);
}
}
Revenue = CumulativeRevenue - Commission;
long revenue = Revenue - TodayRevenue, unrealized = (long)(Quantity == 0 ? 0 : (Quantity > 0 ? price - PurchasePrice : PurchasePrice - price) * Const.TransactionMultiplier * Math.Abs(Quantity));
var avg = EMA.Make(++Accumulative, SetWeight(revenue + unrealized - UnRealize), Before);
games.Enqueue(new Models.Strategics
{
Primary = Convert.ToString(GetPrimary(game.Assets, game.Code, game.Commission, game.MarginRate, game.RollOver), 0x10),
Assets = game.Assets,
Code = game.Code,
Commission = game.Commission,
MarginRate = game.MarginRate,
Strategy = game.Strategy,
RollOver = game.RollOver,
BaseTime = game.BaseTime,
BaseShort = game.BaseShort,
BaseLong = game.BaseLong,
NonaTime = game.NonaTime,
NonaShort = game.NonaShort,
NonaLong = game.NonaLong,
OctaTime = game.OctaTime,
OctaShort = game.OctaShort,
OctaLong = game.OctaLong,
HeptaTime = game.HeptaTime,
HeptaShort = game.HeptaShort,
HeptaLong = game.HeptaLong,
HexaTime = game.HexaTime,
HexaShort = game.HexaShort,
HexaLong = game.HexaLong,
PentaTime = game.PentaTime,
PentaShort = game.PentaShort,
PentaLong = game.PentaLong,
QuadTime = game.QuadTime,
QuadShort = game.QuadShort,
QuadLong = game.QuadLong,
TriTime = game.TriTime,
TriShort = game.TriShort,
TriLong = game.TriLong,
DuoTime = game.DuoTime,
DuoShort = game.DuoShort,
DuoLong = game.DuoLong,
MonoTime = game.MonoTime,
MonoShort = game.MonoShort,
MonoLong = game.MonoLong,
Date = date,
Unrealized = unrealized,
Revenue = revenue,
Cumulative = CumulativeRevenue - Commission,
Fees = (int)(Commission - TodayCommission),
Statistic = (int)avg
});
if (Count > 5000)
{
new ExceptionMessage(game.Strategy, string.Concat(date, '_', Count));
}
Before = avg;
TodayCommission = (int)Commission;
TodayRevenue = Revenue;
UnRealize = unrealized;
SellOrder.Clear();
BuyOrder.Clear();
Residue.Clear();
Count = 0;
}
protected internal void Analysize(Chart chart)
{
if (GetCheckOnTime(chart.Date))
{
Short.Pop();
Long.Pop();
}
Short.Push(Short.Count > 0 ? EMA.Make(specify.Short, Short.Count, chart.Price, Short.Peek()) : EMA.Make(chart.Price));
Long.Push(Long.Count > 0 ? EMA.Make(specify.Long, Long.Count, chart.Price, Long.Peek()) : EMA.Make(chart.Price));
}
