private void setSelledDayData(TradeResultBean tradeResult, AccesoriesBean accesory) {
tradeResult.setSellDate(accesory.getDate());
tradeResult.setSellValue(accesory.getEndValue());
}
/** シミュレート結果の出力など、後処理。 */
public void after() {
// 全体日数
int dateCount = list.size();
// 取引数
int tradeCount = tradeResults.size();
// 勝利トレード数
double winTradeCount = 0;
// 利益
double profit = 0;
// 購入総額
double buySum = 0;
// 保有日数
double keepTerm = 0.0;
long maxKeepTerm = -1;
long minKeepTerm = 9999;
for (TradeResultBean tradeResult : tradeResults) {
System.out.println(tradeResult.toString());
double tempProfit = tradeResult.getSellValue() - tradeResult.getBuyValue();
buySum += tradeResult.getBuyValue();
// 損益を加算
profit += tempProfit;
// 勝数を加算
if (tempProfit > 0) {
winTradeCount++;
}
long tempKeepTerm =
(tradeResult.getSellDate().getTime() - tradeResult.getBuyDate().getTime())
/ (1000 * 60 * 60 * 24);
keepTerm += tempKeepTerm;
maxKeepTerm = (tempKeepTerm > maxKeepTerm) ? tempKeepTerm : maxKeepTerm;
minKeepTerm = (tempKeepTerm < minKeepTerm) ? tempKeepTerm : minKeepTerm;
System.out.println(keepTerm);
}
// 勝率
double winRate = winTradeCount / tradeCount;
keepTerm /= tradeCount;
// 利益率
double profitRate = profit / buySum;
System.out.println(
"全体日数："
+ dateCount
+ "\t"
+ "取引数："
+ tradeCount
+ "\t"
+ "勝利数："
+ winTradeCount
+ "\t"
+ "勝率："
+ winRate
+ "\t"
+ "利益："
+ String.format("%05g", profit)
+ "\t"
+ "利益率："
+ String.format("%05g", profitRate)
+ "\t"
+ "保有平均期間："
+ keepTerm
+ "\t"
+ "保有最大期間："
+ maxKeepTerm
+ "\t"
+ "保有最小期間："
+ minKeepTerm);
}
private void setBuyedDayData(TradeResultBean tradeResult, AccesoriesBean accesory) {
tradeResult.setBuyDate(accesory.getDate());
tradeResult.setBuyValue(accesory.getStartValue() * gap);
}
