private void btn_select_Click(object sender, EventArgs e) { StragRunPlanClass <TimeSerialData> srp = new StragRunPlanClass <TimeSerialData>(); Dictionary <string, StragRunPlanClass <TimeSerialData> > list = srp.getAllListFromDb <StragRunPlanClass <TimeSerialData> >().ToDictionary(p => p.GUID, p => p); CommSelectOjectDialog <StragRunPlanClass <TimeSerialData> > frm = new CommSelectOjectDialog <StragRunPlanClass <TimeSerialData> >(list, "GUID", true, "策略运行计划"); frm.ShowDialog(this.Parent); _Plans = frm.SelectObjects; if (_Plans == null) { return; } this.textBox1.Text = string.Join("/", _Plans.Select(p => p.Plan_Name).ToArray()); }
public override object EditValue(System.ComponentModel.ITypeDescriptorContext context, IServiceProvider provider, object value) { if (provider != null) { this.editorService = provider.GetService(typeof(IWindowsFormsEditorService)) as IWindowsFormsEditorService; } if (this.editorService != null) { AllList = BaseStragClass <TimeSerialData> .getObjectListByXml <BaseStragClass <TimeSerialData> >(GlobalClass.ReReadStragList()); AllPlans = StragRunPlanClass <TimeSerialData> .getObjectListByXml <StragRunPlanClass <TimeSerialData> >(GlobalClass.getStragRunningPlan(true)).ToDictionary(t => t.GUID, t => t); List <BaseStragClass <TimeSerialData> > list = AllList.Where(t => AllPlans.ContainsKey(t.GUID) == false).ToList <BaseStragClass <TimeSerialData> >(); List <StragClass> list1 = new List <StragClass>(); list.ForEach(a => { //list1.Add(ConvertionExtensions.ConvertTo<StragClass>(a as IConvertible)); StragClass sc = a as StragClass; list1.Add(sc); }); picker = new StragPicker(list1);//支持一组合对多相同策略 editorService.ShowDialog(picker); if (picker.SelectedStrag == null) { value = null; } else { value = picker.SelectedStrag; //picker.Hide(); } ////if (value == null) ////{ //// picker.Show(); //// picker.Visible = true; ////} ////else ////{ ////} } return(value); }
public new void ExecRun(object data) { ExpectList <T> el = data as ExpectList <T>; //2019/4/22日出现错过732497,732496两期记录错过,但是732498却收到的情况,同时,正好在732498多次重复策略正好开出结束,因错过2期导致一直未归零, //一直长时间追号开出近60期 //为避免出现这种情况 //判断是否错过了期数,如果错过期数,将所有追踪策略归零,不再追号,也不再执行选号程序, //是否要连续停几期?执行完后,在接收策略里面发现前10期有不连续的情况,直接跳过,只接收数据不执行选号。 if (el.MissExpectCount() > 1)//期号不连续 { } //Log("计算服务","准备数据", "为每个策略分配数据"); foreach (string key in UseStrags.Keys) { UseStrags[key].SetLastUserData(el); } //准备数据 BaseCollection <T> cc = null; int maxViewCnt = (int)this.UseStrags.Max(t => t.Value.ReviewExpectCnt); //Log("计算服务", "最大回览期数", maxViewCnt.ToString()); cc = new ExpectListProcessBuilder <T>(dtp, el).getProcess().getSerialData(maxViewCnt, this.UseSerial); // cc.orgData = el;//必须指定原始数据? //Log("计算服务", "中间数据长度",cc.Data.Count.ToString()); Dictionary <StragClass, List <ChanceClass> > css = new Dictionary <StragClass, List <ChanceClass> >(); //Log("计算服务", "计算数据", "为每个策略计算最大回顾周期数据"); //遍历每个策略获得机会 DbChanceList <T> OldDbList = new DbChanceList <T>(); Dictionary <string, ChanceClass <T> > OldList = new Dictionary <string, ChanceClass <T> >(); List <ChanceClass <T> > NewList = new List <ChanceClass <T> >(); //Log("计算服务", "遍历所有策略", string.Format("策略数量:{0}",this.UseStrags.Count)); CloseAllExchance(el);//清空所有可视化机会 #region 获取交易机会 for (int i = 0; i < this.UseSPlans.Count; i++) { StragRunPlanClass <T> currPlan = UseSPlans[i]; if (currPlan.PlanStrag == null)//如果计划所执行的策略为空,只在chance上执行tracer { List <ChanceClass <T> > emptycs = CurrExistChanceList.Values.Where(p => p.StragId == null).ToList <ChanceClass <T> >(); for (int c = 0; c < emptycs.Count; c++) { ChanceClass <T> CurrCc = emptycs[c]; TraceChance <T> tcc = CurrCc as TraceChance <T>; CurrCc.UnitCost = tcc.getChipAmount(GlobalClass.DefaultMaxLost, CurrCc, GlobalClass._DefaultHoldAmtSerials.Value); CurrCc.HoldTimeCnt = CurrCc.HoldTimeCnt + 1; CurrCc.Cost += CurrCc.ChipCount * CurrCc.UnitCost; CurrCc.UpdateTime = CurrCc.CreateTime; OldList.Add(CurrCc.GUID, CurrCc); if (!IsBackTest)//非回测需要额外保存数据 { OldDbList.Add(CurrCc.ChanceIndex, CurrCc); } } continue; } BaseStragClass <T> currStrag = UseStrags[currPlan.PlanStrag.GUID]; currStrag.SetLastUserData(el); //必须<T>给策略填充数据 List <ChanceClass <T> > cs = currStrag.getChances(cc, el.LastData); //获取该策略的机会 if (currStrag is TotalStdDevTraceStragClass) //如果是整体标准差类,记录所有的标准差数据 { grpTotolStdDic = (currStrag as TotalStdDevTraceStragClass).getAllStdDev(); } if (cs.Count > 0) { Log("计算服务", string.Format("策略[{0}/{1}]", currStrag.GUID, currStrag.StragScript), string.Format("取得机会数量为:{0}", cs.Count)); } Dictionary <string, ChanceClass <T> > StragChances = CurrExistChanceList.Where(p => p.Value.StragId == currStrag.GUID).ToDictionary(p => p.Value.ChanceCode, p => p.Value); AmoutSerials amts = GlobalClass.getOptSerials(CurrSetting.Odds, currPlan.InitCash, 1); Int64 restAmt = currStrag.CommSetting.GetGlobalSetting().DefMaxLost; //初始资金 #region 遍历各机会 for (int j = 0; j < cs.Count; j++) //对每个机会,检查上期遗留的机会是否包括 { bool NeedUseOldData = false; ChanceClass <T> CurrCc = cs[j]; CurrCc.HoldTimeCnt = 1; CurrCc.AllowMaxHoldTimeCnt = currPlan.AllowMaxHoldTimeCnt; CurrCc.IncrementType = currPlan.IncreamType; if (currPlan.IncreamType == InterestType.CompoundInterest) { CurrCc.FixRate = currPlan.FixRate; } else { CurrCc.FixAmt = currPlan.FixAmt; } //该语句存在机会重复的风险 if (StragChances.ContainsKey(CurrCc.ChanceCode))//未关闭的及机会列表中存在该机会 { ChanceClass <T> OldCc = StragChances[CurrCc.ChanceCode]; //Log("计算服务", "老机会信息", string.Format("idx:{0};holdcnt:{1}", OldCc.ChanceIndex, OldCc.HoldTimeCnt)); //Log("计算服务", "老记录", string.Format("上期相同的机会{0}", CurrCc.ChanceCode)); //Log("计算服务", "判断是否允许重复", currStrag.AllowRepeat.ToString()); if (!currStrag.AllowRepeat)//如果不允许重复 { CurrCc = OldCc; CurrCc.HoldTimeCnt = CurrCc.HoldTimeCnt + 1; NeedUseOldData = true; Log("计算服务", "相同处理", string.Format("出现相同的机会{0},持有次数增1->{1}", CurrCc.ChanceCode, CurrCc.HoldTimeCnt)); } } else { //Log("计算服务", string.Format("上期相同未关闭的机会数{0},{1}", CurrExistChanceList.Count, CurrCc.ChanceCode), "本期未出现"); } if (currPlan.AssetUnitInfo != null) { if (this.UseAssetUnits.ContainsKey(currPlan.AssetUnitInfo.UnitId)) { AssetUnitClass useUnit = UseAssetUnits[currPlan.AssetUnitInfo.UnitId]; if (!useUnit.Running) { useUnit.Run(); } restAmt = (long)useUnit.getCurrExchangeServer().summary; } else { continue; } } //Log("计算服务", "再次检查数据", string.Format("出现相同的机会{0},持有次数增1.->{1}", CurrCc.ChanceCode, CurrCc.HoldTimeCnt)); CurrCc.UnitCost = -1; //先默认为-1 if (currStrag is WolfInv.com.BaseObjectsLib.ISpecAmount) //先从策略级别判断 { WolfInv.com.BaseObjectsLib.ISpecAmount testStrag = (currStrag as WolfInv.com.BaseObjectsLib.ISpecAmount); if (testStrag == null) { //等待下一步按机会级别判断 } else { CurrCc.UnitCost = testStrag.getChipAmount(restAmt, CurrCc, amts); } } if (CurrCc.UnitCost < 0) //如果策略级别未改变值 { if (CurrCc.IsTracer == 1) //如果是自我追踪机会 { Log("计算服务", "自我跟踪机会,当前持有次数", string.Format("HoldTimes:{0}", CurrCc.HoldTimeCnt)); TraceChance <T> useCc = Convert.ChangeType(CurrCc, currStrag.getTheChanceType()) as TraceChance <T>; //Log("计算服务", "使用的机会持有次数", string.Format("HoldTimes:{0}", useCc.HoldTimeCnt)); if (useCc == null) //获得的类型并非跟踪类型 { CurrCc.UnitCost = (currStrag as ChanceTraceStragClass).getChipAmount(restAmt, CurrCc, amts); } else { CurrCc.UnitCost = useCc.getChipAmount <T>(restAmt, CurrCc, amts); } } else//默认为ChanceTraceStragClass,其实是不可能触发的,而且会出错,因为ChanceTraceStragClass本身就是ispaceamount { Log("计算服务", "非跟踪机会,持有次数", string.Format("HoldTimes:{0}", CurrCc.HoldTimeCnt)); CurrCc.UnitCost = (currStrag as ChanceTraceStragClass).getChipAmount(restAmt, CurrCc, amts); } } //Log("计算服务", "再二次检查数据", string.Format("出现相同的机会{0},持有次数增1->{1}", CurrCc.ChanceCode, CurrCc.HoldTimeCnt)); if (NeedUseOldData)//未关闭的及机会列表中存在该机会 { Log("计算服务", "策略不可以出现重复", string.Format("策略编号:{0}", CurrCc.UnitCost)); CurrCc.Cost += CurrCc.UnitCost * CurrCc.ChipCount; CurrCc.UpdateTime = DateTime.Now; OldList.Add(CurrCc.GUID, CurrCc); if (!IsBackTest) { OldDbList.Add(CurrCc.ChanceIndex, CurrCc); } continue; } CurrCc.HoldTimeCnt = 1; CurrCc.Cost = CurrCc.ChipCount * CurrCc.UnitCost; CurrCc.Gained = 0; CurrCc.Profit = 0; CurrCc.ExecDate = DateTime.Today; CurrCc.CreateTime = DateTime.Now; CurrCc.UpdateTime = CurrCc.CreateTime; CurrCc.StragId = currStrag.GUID; CurrCc.ExpectCode = el.LastData.Expect; CurrCc.AllowMaxHoldTimeCnt = currPlan.AllowMaxHoldTimeCnt; CurrCc.ChanceType = currPlan.OutPutType; NewList.Add(CurrCc); } #endregion #region 未关闭的机会需要自我跟踪 foreach (string code in StragChances.Keys) { ChanceClass <T> CurrCc = StragChances[code]; //if (!CurrCc.Tracerable) continue; int cnt = OldList.Values.Where(p => p.ChanceCode.Equals(code)).Count(); if (cnt > 0) { continue; } if (currStrag is WolfInv.com.BaseObjectsLib.ISpecAmount)//先从策略级检查 { WolfInv.com.BaseObjectsLib.ISpecAmount specStrag = currStrag as WolfInv.com.BaseObjectsLib.ISpecAmount; if (specStrag != null)//如果没有方法,再从机会级检查 { CurrCc.HoldTimeCnt++; CurrCc.UnitCost = specStrag.getChipAmount(restAmt, CurrCc, amts); CurrCc.Cost += CurrCc.ChipCount * CurrCc.UnitCost; CurrCc.UpdateTime = DateTime.Now; OldList.Add(CurrCc.GUID, CurrCc); if (!IsBackTest) { OldDbList.Add(CurrCc.ChanceIndex, CurrCc); } continue; } } if (CurrCc.Tracerable)//再检查机会级 { CurrCc.HoldTimeCnt++; TraceChance <T> testCc = (TraceChance <T>)CurrCc; if (testCc == null) { continue; } CurrCc.UnitCost = testCc.getChipAmount <T>(restAmt, CurrCc, amts); CurrCc.Cost += CurrCc.ChipCount * CurrCc.UnitCost; CurrCc.UpdateTime = DateTime.Now; OldList.Add(CurrCc.GUID, CurrCc); if (!IsBackTest) { OldDbList.Add(CurrCc.ChanceIndex, CurrCc); } continue; } else { CurrCc.HoldTimeCnt++; WolfInv.com.BaseObjectsLib.ISpecAmount Strag = (WolfInv.com.BaseObjectsLib.ISpecAmount)currStrag; if (Strag == null) { continue; } CurrCc.UnitCost = Strag.getChipAmount(restAmt, CurrCc, amts); CurrCc.Cost = CurrCc.ChipCount * CurrCc.UnitCost; CurrCc.UpdateTime = DateTime.Now; OldList.Add(CurrCc.GUID, CurrCc); if (!IsBackTest) { OldDbList.Add(CurrCc.ChanceIndex, CurrCc); } } } #endregion } #endregion if (!IsBackTest)//额外保存 { //int savecnt = OldDbList.Save(null); DataReader dr = DataReaderBuild.CreateReader(GlobalClass.DataTypes.First().Key, null, null); //int savecnt = new PK10ExpectReader().SaveChances<T>(OldDbList.Values.ToList<ChanceClass<T>>(), null); int savecnt = dr.SaveChances <T>(OldDbList.Values.ToList <ChanceClass <T> >(), null); if (OldList.Count > 0) { Log("计算服务", "保存已有机会", string.Format("条数:{0};实际条数:{1}", OldList.Count, savecnt)); } savecnt = dr.SaveChances <T>(NewList, null); if (NewList.Count > 0) { Log("计算服务", "保存新增机会", string.Format("条数:{0};实际条数:{1}", NewList.Count, savecnt)); } } //合并到未关闭机会列表中 NewList.ForEach(p => AllNoClosedChances.Add(p.GUID, p)); OldList.Values.ToList <ChanceClass <T> >().ForEach(p => AllNoClosedChances.Add(p.GUID, p)); //就算是老记录未有guid,当ToTable时已经生成了guid ExChange(AllNoClosedChances.Values.ToList <ChanceClass <T> >(), el.LastData.Expect); //执行交易提供可视化 }