strategy.cpp.svn-base

股票软件源码

					SP_ASSERT( NULL != pTech );
					if( NULL == pTech )
						continue;
					pTech->ClearLastIntensity();
					int nIntensity	=	pTech->GetIntensity( nIndexIndex );
					if( !ITS_ISBUY(nIntensity) )
						bBuy	=	FALSE;
				}
			}
		}
	}

	if( bBuy )	// 确定买入了
	{
		if( !opparam.GetNextTradeTime(tmCur, tmOp) )	// 操作日期，下一个交易日
			return FALSE;

		if( opparam.m_nStoreDiv-nOwnedStockCount <= 0 )	// 股票已经够多了，不能再买入新的了
			return FALSE;
		double	dUseCash	=	dCash / (opparam.m_nStoreDiv-nOwnedStockCount);	// 需使用资金

		if( dCash < dUseCash )
			dUseCash	=	dCash;	// 资金不够，则有多少用多少

		dSharePrice		=	opparam.m_dBuyMulti * dPriceNow;
		double	dTemp	=	dSharePrice * ( 1 + rate.GetRate( techstock.m_info ) );
		if( fabs(dTemp) < 1e-4 || dUseCash < 1e-4 )
			return FALSE;

		dwShare		=	(DWORD)( dUseCash / dTemp );	// 买入股数
		dwShare		=	( dwShare / 100 ) * 100;		// 取整
		if( 0 == dwShare )
			return FALSE;

		if( ptmOp )			*ptmOp		=	tmOp;
		if( pdwShare )		*pdwShare	=	dwShare;
		if( pdSharePrice )	*pdSharePrice	=	dSharePrice;
		return TRUE;
	}
	
	return FALSE;
}

// 给定CTechStock，日期tmCur，资金dCash，拥有股票own(含有买入时价格)，操作条件opparam，
// 现在拥有股票数量nOwnedStockCount，计算需要卖出的股票数量和委托价格及委托时间，
// 如果不需要卖出，返回FALSE
BOOL CTechStockContainer::GetShouldSellShare( CTechStock & techstock, CSPTime tmCur, STOCKOWN & own, COpParam &opparam,
									CSPTime *ptmOp, DWORD *pdwShare, double *pdSharePrice )
{
	CSPTime	tmOp = tmCur;
	DWORD	dwShare = 0;
	double	dSharePrice = 0;

	CSPTime	sptimeCur(tmCur.GetTime());
	DWORD	dwDate	=	sptimeCur.ToStockTimeDay();
	int nIndex = techstock.m_kdata.GetIndexByDate( dwDate );	// 得到nIndex，指向techstock.m_kdata数组的当前日期位置
	if( -1 == nIndex )
		return FALSE;
	double	dPriceNow	=	techstock.m_kdata.ElementAt(nIndex).m_fClose;	// 当前价

	// 卖出判断
	BOOL	bSell	=	FALSE;
	if( COpParam::logicAnd == opparam.m_nSellLogic )	// 全部条件还是任一条件
		bSell	=	TRUE;
	for( int i=0; i<techstock.m_techs.GetSize(); i++ )	// 每一个技术指标，分别判断
	{
		CTechnique * pTech	=	(CTechnique *)techstock.m_techs.ElementAt(i);
		SP_ASSERT( NULL != pTech );
		if( NULL == pTech )
			continue;

		int nIntensity	=	pTech->GetSignal( nIndex );		// 当前买卖信号
		if( COpParam::logicAnd == opparam.m_nSellLogic )
		{
			if( nIntensity > opparam.m_nSellLimit )			// 买卖信号是否达到所需条件
				bSell	=	FALSE;
		}
		else
		{
			if( nIntensity <= opparam.m_nSellLimit )
				bSell	=	TRUE;
		}
	}

	// StopLosing and StopProfit 止损和止赢
	if( opparam.m_bStopLosing && dPriceNow < own.dBuyPrice * (1-opparam.m_dStopLosing) )	// 止损
		bSell	=	TRUE;
	if( opparam.m_bStopProfit && dPriceNow > own.dBuyPrice * (1+opparam.m_dStopProfit) )	// 止赢
		bSell	=	TRUE;

	if( bSell )	// 确定卖出了
	{
		if( !opparam.GetNextTradeTime(tmCur, tmOp) )	// 操作日期，下一个交易日
			return FALSE;
		dwShare			=	own.dwShare;
		dSharePrice		=	opparam.m_dSellMulti * dPriceNow;

		if( ptmOp )			*ptmOp		=	tmOp;
		if( pdwShare )		*pdwShare	=	dwShare;
		if( pdSharePrice )	*pdSharePrice	=	dSharePrice;
		return TRUE;
	}
	
	return FALSE;
}

// 得到某只股票szCode在日期tmCur的收盘价
BOOL CTechStockContainer::GetClosePrice( const char * szCode, CSPTime tmCur, double * pdPrice )
{
	if( NULL == szCode || strlen(szCode) <= 0 || GetSize() <= 0 )
		return FALSE;

	for( int j=0; j<GetSize(); j++ )
	{
		CTechStock & techstock	=	ElementAt(j);
		if( techstock.m_info.IsEqualTo( CStock::marketUnknown, szCode ) )
		{
			return techstock.GetClosePrice( tmCur, pdPrice );
		}
	}

	return FALSE;
}

// 得到某日的总资产
BOOL CTechStockContainer::GetSumAsset( CSPTime tmCur, CStockOwnContainer &container, double * pdAsset )
{
	if( GetSize() <= 0 )
		return FALSE;

	double	dAsset	=	0;
	for( int i=0; i<container.GetSize(); i++ )
	{
		STOCKOWN &	own	=	container.ElementAt(i);
		double	dPrice	=	0;
		if( !GetClosePrice( own.szCode, tmCur, &dPrice ) )
			return FALSE;
		dAsset	+=	dPrice * own.dwShare;
	}
	
	if( pdAsset )	*pdAsset	=	dAsset;
	return TRUE;
}

// 得到下一个有成交量的交易日
BOOL CTechStockContainer::GetNextExistTradeTime( CSPTime tmCur, CSPTime & tmNext )
{
	CSPTime	sptime(tmCur.GetTime());
	DWORD	dateCur		=	sptime.ToStockTimeDay( );
	DWORD	dateNext	=	-1;
	for( int i=0; i<GetSize(); i++ )
	{
		CTechStock	&	techstock	=	ElementAt(i);
		int nIndex	=	techstock.m_kdata.GetAboutIndexByDate( dateCur );
		if( -1 != nIndex && nIndex+1 < techstock.m_kdata.GetSize() )
		{
			if( -1 == dateNext )
				dateNext	=	techstock.m_kdata.ElementAt(nIndex+1).m_date;
			else if( dateNext > techstock.m_kdata.ElementAt(nIndex+1).m_date )
				dateNext	=	techstock.m_kdata.ElementAt(nIndex+1).m_date;
		}
	}
	if( -1 != dateNext && sptime.FromStockTimeDay( dateNext ) )
	{
		tmNext	=	sptime.GetTime();
		return TRUE;
	}
	return FALSE;
}

/////////////////////////////////////////////////////////////////////////////
// CStrategy

// 给定策略文件，得到策略名称
CSPString CStrategy::GetName( LPCTSTR lpszPath )
{
	if( NULL == lpszPath || strlen(lpszPath) <= 0 )
		return "";

	CSPString	strName;
	CStrategy		doc;
	CSPFile	file;
	if( file.Open( lpszPath, CSPFile::modeRead) )
	{
		CSPArchive ar(&file, CSPArchive::load | CSPArchive::bNoFlushOnDelete);
		if( file.GetLength() > 0 )
			doc.Serialize( ar, NULL, 0 );

		ar.Close();
		file.Close();
		strName	=	doc.m_strName;
	}

	if( strName.IsEmpty() )
		strName	=	lpszPath;
	return strName;
}

/////////////////////////////////////////////////////////////////////////////
// CStrategy construction/destruction

char szCELFileMagic[]	=	"BALANG CEL FILE.";
DWORD	dwCELFileVersion		=	0x20000000;

CStrategy::CStrategy()
{
	SimuReset( );
	RealReset( );
}

CStrategy::~CStrategy()
{
	ClearCache( );
}

// 打开策略文件
BOOL CStrategy::OpenStrategyFile( LPCTSTR lpszPathName, LPSTR lpErr, UINT nMaxSize )
{
	CSPFile	file;
	if( NULL != lpszPathName && file.Open( lpszPathName, CSPFile::modeRead) )
	{
		if( 0 == file.GetLength() )
		{
			SetPathName(lpszPathName);
			return TRUE;
		}

		CSPArchive ar(&file, CSPArchive::load | CSPArchive::bNoFlushOnDelete);
		BOOL bSuccess = Serialize( ar, lpErr, nMaxSize );
		ar.Close();
		file.Close();
		if( bSuccess )
			SetPathName(lpszPathName);
		return bSuccess;
	}
	
	SetPathName( NULL );
	return FALSE;
}

BOOL CStrategy::SaveStrategyFile( LPCTSTR lpszPathName )
{
	CSPString newName;
	if( lpszPathName )
		newName	=	lpszPathName;
	if (newName.IsEmpty())
		newName = m_strPathName;

	CSPFile	file;
	if( file.Open( newName, CSPFile::modeCreate | CSPFile::modeWrite) )
	{
		CSPArchive ar(&file, CSPArchive::store);
		Serialize( ar, NULL, 0 );
		ar.Close();
		file.Close();
		SetPathName(newName);
		return TRUE;
	}

	return FALSE;
}

/////////////////////////////////////////////////////////////////////////////
// CStrategy serialization

// 文件保存和读取
BOOL CStrategy::Serialize(CSPArchive& ar, LPSTR lpErr, UINT nMaxSize )
{
	if( lpErr && nMaxSize>0 )
		memset(lpErr,0,nMaxSize);

	if (ar.IsStoring())
	{
		ar.Write( szCELFileMagic, sizeof(szCELFileMagic) );
		
		ar << dwCELFileVersion;
		ar << m_strName;
		ar << m_strDescript;
		m_stocks.Serialize( ar );

		m_rate.Serialize( ar );

		m_paramBuy.Serialize( ar );
		m_paramSell.Serialize( ar );
		m_paramLongTrend.Serialize( ar );
		m_paramIndexTrend.Serialize( ar );

		m_anTechsBuy.Serialize( ar );
		m_anTechsSell.Serialize( ar );
		m_anTechsLongTrend.Serialize( ar );
		m_anTechsIndexTrend.Serialize( ar );

		m_opparam.Serialize( ar );

		// Simulation
		ar << m_SimuCurrentStatus;
		ar << m_SimuCurrentTime;
		ar << m_SimuCurrentCash;
		m_SimuStockOwn.Serialize( ar );
		m_SimuOpRecord.Serialize( ar );
		m_SimuNextOp.Serialize( ar );
		m_SimuAssetSerial.Serialize( ar );

		// Real Operation
		ar << m_RealBeginTime;
		ar << m_RealCurrentTime;
		ar << m_RealCurrentCash;
		m_RealStockOwn.Serialize( ar );
		m_RealOpRecord.Serialize( ar );
		m_RealNextOp.Serialize( ar );
		m_RealAssetSerial.Serialize( ar );
	}
	else
	{
		char	buffer[sizeof(szCELFileMagic)+1];
		if( sizeof(szCELFileMagic) != ar.Read( buffer, sizeof(szCELFileMagic) )
			|| 0 != strncmp( buffer, szCELFileMagic, sizeof(szCELFileMagic) ) )
		{
			if( lpErr )
				strncpy(lpErr,strategy_errfile,min(nMaxSize-1,strlen(strategy_errfile)) );
			return FALSE;
		}

		ar >> m_dwFileVersion;
		if( m_dwFileVersion > dwCELFileVersion )
		{
			if( lpErr )
				strncpy(lpErr,strategy_errfilever,min(nMaxSize-1,strlen(strategy_errfilever)) );
			return FALSE;
		}

		ar >> m_strName;
		ar >> m_strDescript;
		m_stocks.Serialize( ar );

		m_rate.Serialize( ar );

		m_paramBuy.Serialize( ar );
		m_paramSell.Serialize( ar );
		m_paramLongTrend.Serialize( ar );
		m_paramIndexTrend.Serialize( ar );

		m_anTechsBuy.Serialize( ar );
		m_anTechsSell.Serialize( ar );
		m_anTechsLongTrend.Serialize( ar );
		m_anTechsIndexTrend.Serialize( ar );

		m_opparam.Serialize( ar );

		// Simulation
		ar >> m_SimuCurrentStatus;
		ar >> m_SimuCurrentTime;
		ar >> m_SimuCurrentCash;
		m_SimuStockOwn.Serialize( ar );
		m_SimuOpRecord.Serialize( ar );
		m_SimuNextOp.Serialize( ar );
		m_SimuAssetSerial.Serialize( ar );

		// Real Operation
		ar >> m_RealBeginTime;
		ar >> m_RealCurrentTime;
		ar >> m_RealCurrentCash;
		m_RealStockOwn.Serialize( ar );
		m_RealOpRecord.Serialize( ar );
		m_RealNextOp.Serialize( ar );
		m_RealAssetSerial.Serialize( ar );
	}
	return TRUE;
}

BOOL CStrategy::DoFileSave( )
{
	return SaveStrategyFile( GetPathName() );
}

BOOL CStrategy::OnClose( )
{
	ClearCache( );
	return TRUE;
}

void CStrategy::OnRealOpViewed( )
{
	for( int i=0; i<m_RealNextOp.GetSize(); i++ )
		m_RealNextOp.ElementAt(i).bViewed	=	TRUE;
}


/////////////////////////////////////////////////////////////////////////////
// CStrategy commands
void CStrategy::SetPathName( LPCTSTR lpszPathName )
{
	m_strPathName	=	lpszPathName;
}

CSPString CStrategy::GetPathName( )
{
	return m_strPathName;
}

// 设定策略名称
void CStrategy::SetName( LPCTSTR lpszName )
{
	m_strName	=	lpszName;
}
// 得到策略名称
CSPString	CStrategy::GetName( )
{
	if( m_strName.IsEmpty() )
		return GetPathName();
	return m_strName;
}
// 设定策略描述
void CStrategy::SetDescript( LPCTSTR lpszDescript )
{
		m_strDescript	=	lpszDescript;
}
// 得到策略描述
CSPString	CStrategy::GetDescript( )
{
	return m_strDescript;
}
// 得到策略被选股票
CSPStringArray & CStrategy::GetStocks( )
{
	return m_stocks;
}
// 设定策略备选股票
void CStrategy::SetStocks( CSPStringArray & astr )
{
	m_stocks.Copy( astr );
}
// 加入策略备选股票
void CStrategy::AddStock( LPCTSTR lpszCode )
{
	m_stocks.AddStock( lpszCode );
}
// 移除策略备选股票
void CStrategy::RemoveStock( LPCTSTR lpszCode )
{
	m_stocks.RemoveStock( lpszCode );
}
// 得到策略的一般性描述文字
CSPString CStrategy::GetStockTechString( )
{
	int	nStockShowCount = 3, nTechShowCount = 10;

	CSPString	strStock;
	for( int i=0; i<m_stocks.GetSize() && i<nStockShowCount; i++ )
	{
		if( strStock.GetLength() > 0 )
			strStock	+=	",";
		CStockInfo	info;