public chart Get(string id, string ktype)
{
var kdata = new kdatadb().kdata(id, ktype);
var basic = new Trade.Db.db().basics(id);
var since = Trade.Cfg.Configuration.data.bearcrossbull;
var k = kdata.Where(p => p.date >= since).ToArray();
var macd = new MACD(kdata.close()).Where(p => p.Date >= since).ToArray();
var macdvol = new MACD(kdata.volume(100)).Where(p => p.Date >= since).ToArray();
var ma5 = new MA(kdata.close(), 5).Range(since);
var ma30 = new MA(kdata.close(), 30).Range(since);
var ma60 = new MA(kdata.close(), 60).Range(since);
var ma120 = new MA(kdata.close(), 120).Range(since);
var chg = new CHG(kdata.close()).Range(since);
var bottom = new BOTTOM(kdata).Range(since);
return(new chart {
data = k.Select(p => new object[] { p.date, p.open, p.high, p.low, p.close, chg[p.date] }).ToArray(),
volume = k.Select(p => new object[] { p.date, p.volume / 100 }).ToArray(),
macd = macd.Select(p => new object[] { p.Date, p.MACD }).ToArray(),
dif = macd.Select(p => new object[] { p.Date, p.DIF }).ToArray(),
dea = macd.Select(p => new object[] { p.Date, p.DEA }).ToArray(),
macdvol = macdvol.Select(p => new object[] { p.Date, p.MACD }).ToArray(),
difvol = macdvol.Select(p => new object[] { p.Date, p.DIF }).ToArray(),
deavol = macdvol.Select(p => new object[] { p.Date, p.DEA }).ToArray(),
ma5 = ma5.Select(p => new object[] { p.Date, p.Value }).ToArray(),
ma30 = ma30.Select(p => new object[] { p.Date, p.Value }).ToArray(),
ma60 = ma60.Select(p => new object[] { p.Date, p.Value }).ToArray(),
ma120 = ma120.Select(p => new object[] { p.Date, p.Value }).ToArray(),
code = kdata.Code,
name = basic.name,
bottom = bottom.Select(p => new object[] { p.Date, p.Value }).ToArray(),
keyprices = keyprice(k, id, ktype)
});
}
public void basics()
{
var db = new Db.db();
var stock_basics = db.stock_basics().ToList();
var suspended = code_names(() => db.suspended());
var terminated = code_names(() => db.terminated());
var st_classified = code_names(() => db.st_classified());
var hs300s = code_names(() => db.hs300s());
var sz50s = code_names(() => db.sz50s());
var sme_classified = code_names(() => db.sme_classified());
var gem_classified = code_names(() => db.gem_classified());
var concept_classified = code_cnames(() => db.concept_classified());
var industry_classified = code_cnames(() => db.industry_classified());
var custom_classified = code_cnames(() => db.custom_classified());
var fenjib = db.fenjib_classified();
var privatefunds = db.private_fund_classified();
var basiscs = stock_basics.ToList();
foreach (var stockbasic in stock_basics)
{
if (string.IsNullOrEmpty(stockbasic.code))
{
log.WarnFormat("invalid code={0} | {1}", stockbasic.code, stockbasic.name);
continue;
}
stockbasic.assettype = assettypes.stock;
stockbasic.nameabbr = pinyin(stockbasic.name);
if (suspended.ContainsKey(stockbasic.code))
{
stockbasic.suspended = true;
}
if (terminated.ContainsKey(stockbasic.code))
{
stockbasic.terminated = true;
}
if (st_classified.ContainsKey(stockbasic.code))
{
stockbasic.st = true;
}
if (sme_classified.ContainsKey(stockbasic.code))
{
stockbasic.addindex(index.zxb);
}
if (gem_classified.ContainsKey(stockbasic.code))
{
stockbasic.addindex(index.cyb);
}
if (stockbasic.code.StartsWith("60"))
{
stockbasic.addindex(index.sh);
}
if (stockbasic.code.StartsWith("00") || stockbasic.code.StartsWith("30"))
{
stockbasic.addindex(index.sz);
}
if (hs300s.ContainsKey(stockbasic.code))
{
stockbasic.addindex(index.hs300);
}
if (sz50s.ContainsKey(stockbasic.code))
{
stockbasic.addindex(index.sz50);
}
if (concept_classified.ContainsKey(stockbasic.code))
{
stockbasic.addsector(concept_classified[stockbasic.code]);
}
if (industry_classified.ContainsKey(stockbasic.code))
{
stockbasic.addsector(industry_classified[stockbasic.code]);
}
if (custom_classified.ContainsKey(stockbasic.code))
{
stockbasic.addsector(custom_classified[stockbasic.code]);
}
stockbasic.addsector(fenjib.Where(p => p.stock_code == stockbasic.code).Select(p => p.fund_code).Distinct().ToArray());
//stockbasic.addsector(privatefunds.Where(p => p.stock_code == stockbasic.code).Select(p => p.fund_name).Distinct().ToArray());
}
basiscs.Add(new basics
{
code = index.hs300,
name = "沪深300",
nameabbr = "hs300",
assettype = assettypes.index
});
basiscs.Add(new basics
{
code = index.sz50,
name = "上证50",
nameabbr = "sz50",
assettype = assettypes.index
});
basiscs.Add(new basics
{
code = index.sz,
name = "深圳成指",
nameabbr = "sz",
assettype = assettypes.index
});
basiscs.Add(new basics
{
code = index.sh,
name = "上证综指",
nameabbr = "sh",
assettype = assettypes.index
});
basiscs.Add(new basics
{
code = index.cyb,
name = "创业板指",
nameabbr = "cyb",
assettype = assettypes.index
});
basiscs.Add(new basics
{
code = index.zxb,
name = "中小板指",
nameabbr = "zxb",
assettype = assettypes.index
});
var concepts = concept_classified
.Concat(custom_classified)
.SelectMany(p => p.Value)
.Where(p => !string.IsNullOrEmpty(p))
.Distinct()
.ToArray();
foreach (var i in concepts)
{
basiscs.Add(new basics
{
code = i,
name = i,
nameabbr = pinyin(i),
assettype = assettypes.sector
});
}
var industries = industry_classified
.SelectMany(p => p.Value)
.Where(p => !string.IsNullOrEmpty(p))
.Distinct()
.ToArray();
foreach (var i in industries)
{
basiscs.Add(new basics
{
code = i,
name = i,
nameabbr = pinyin(i),
assettype = assettypes.sector
});
}
foreach (var i in fenjib)
{
basiscs.Add(new basics
{
code = i.fund_code,
name = i.fund_name,
nameabbr = pinyin(i.fund_name),
assettype = assettypes.sector
});
}
//foreach (var i in privatefunds)
//{
// basiscs.Add(new basics
// {
// code = i.fund_name,
// name = i.fund_name,
// nameabbr = pinyin(i.fund_name),
// assettype = assettypes.sector
// });
//}
var indexdict = basiscs
.Where(p => p.assettype == assettypes.index)
.ToDictionary(p => p, p => basiscs
.Where(p1 => p1.assettype == assettypes.stock)
.Where(p1 => p1.belongtoindex(p.code))
.ToArray());
calc(indexdict);
var sectordict = basiscs
.Where(p => p.assettype == assettypes.sector)
.ToDictionary(p => p, p => basiscs
.Where(p1 => p1.assettype == assettypes.stock)
.Where(p1 => p1.belongtosector(p.code))
.ToArray());
calc(sectordict);
db.save(basiscs);
}
public static dynamic[] hitkeyprices()
{
var db = new Db.db();
var keyprices = db.keyprices("D");
var todayquotes = new kdatadb().ktoday();
keyprices = keyprices
.OrderBy(p => p.Code)
.ThenByDescending(p => p.Date)
.Where(p => p.Flag == KeyPrice.Flags.lower)
.GroupBy(p => p.Code)
.Select(p => p.First())
.ToArray();
var q = (from k in keyprices
join t in todayquotes on k.Code equals t.code
where k.Flag == KeyPrice.Flags.lower &&
Math.Abs((t.low / k.Price - 1) * 100d) <= 0.8 &&
t.changepercent >= 0.01 && t.changepercent <= 1.0 &&
Math.Abs((k.Date - DateTime.Today).TotalDays) >= 8
select new { k, t }
)
.ToArray()
.Where(p =>
{
var code = (string)p.t.code;
var k = new kdatadb().kdata(code, "D");
if (k == null)
{
return(false);
}
var low = (double)p.t.low;
var N = 8;
for (var i = k.Count - 1; i > k.Count - N; --i)
{
if (k[i].low < low)
{
return(false);
}
}
return(true);
})
.Select(_ =>
{
var k = _.k;
var t = _.t;
dynamic d = new ExpandoObject();
d.date = k.Date;
d.cross = Math.Abs((k.Date - DateTime.Today).TotalDays);
d.price = k.Price;
d.distpercent = (t.low / k.Price - 1) * 100;
d.pe = t.pe;
d.code = t.code;
d.name = t.name;
d.trade = t.trade;
d.high = t.high;
d.low = t.low;
d.open = t.open;
d.close = t.close;
d.volume = t.volume;
d.changepercent = t.changepercent;
d.turnoverratio = t.turnoverratio;
d.pb = t.pb;
d.amount = t.amount;
d.mktcap = t.mktcap;
d.ts = t.ts;
return(d);
});
var r = q
.OrderBy(p => p.code)
.ThenByDescending(p => p.date)
.GroupBy(p => new { p.code })
.Select(p => p.First())
.OrderBy(p => p.cross)
.ThenByDescending(p => p.changepercent)
.ToArray();
return(r);
}
