コード例 #1
0
 public void run() {
   // 初始化历史交易数据
   StockInstance si = new StockInstance(stockCode);
   si.initializeData();
   System.out.println("股票" + si.getStockCode() + "历史交易数据初始化完成");
   // 生成回归分析文件和结果
   if (GlobalVar.doAnalyze.equals("on")) {
     LRGenerator lrg = new LRGenerator(si);
     lrg.executeLRegression();
   }
 }
コード例 #2
0
  private void generateFile() throws Exception {
    // 准备文件写入
    File stockFolder = new File(GlobalVar.csvDirectory + "/" + si.getStockCode());
    if (!stockFolder.exists()) {
      stockFolder.mkdirs();
    }
    String generatedFilePath =
        GlobalVar.csvDirectory + "/" + si.getStockCode() + "/" + type + "-" + simDays + ".csv";
    File csvFile = new File(generatedFilePath);
    // 清理旧文件,生成新文件
    if (!csvFile.exists()) {
      csvFile.createNewFile();
    } else {
      csvFile.delete();
      csvFile.createNewFile();
    }
    PrintWriter pw = new PrintWriter(new BufferedWriter(new FileWriter(generatedFilePath)));

    // 写入表头
    StringBuffer titleBuffer = new StringBuffer();
    titleBuffer.append("Result").append(",");
    for (int i = 0; i < 8; i++) {
      // 个股数据
      titleBuffer.append("B-Lag").append(i + 1).append(",");
      titleBuffer.append("H-Lag").append(i + 1).append(",");
      titleBuffer.append("L-Lag").append(i + 1).append(",");
      titleBuffer.append("E-Lag").append(i + 1).append(",");
      // 大盘数据
      //			titleBuffer.append("DB-Lag").append(i + 1).append(",");
      //			titleBuffer.append("DH-Lag").append(i + 1).append(",");
      //			titleBuffer.append("DL-Lag").append(i + 1).append(",");
      //			titleBuffer.append("DE-Lag").append(i + 1).append(",");

      if (i < 7) {
        titleBuffer.append("Q-Lag").append(i + 1).append(",");
      } else {
        titleBuffer.append("Q-Lag").append(i + 1);
      }
    }
    pw.println(titleBuffer.toString());

    // 写入数据
    for (int j = 8; j < si.getHistoryDataList().size() - simDays; j++) {
      StringBuffer lineBuffer = new StringBuffer();
      if (type.equals("BEGIN")) {
        lineBuffer.append(si.getHistoryDataList().get(j).get("BEGIN")).append(",");
      } else if (type.equals("HIGH")) {
        lineBuffer.append(si.getHistoryDataList().get(j).get("HIGH")).append(",");
      } else if (type.equals("LOW")) {
        lineBuffer.append(si.getHistoryDataList().get(j).get("LOW")).append(",");
      } else if (type.equals("END")) {
        lineBuffer.append(si.getHistoryDataList().get(j).get("END")).append(",");
      }
      for (int k = 1; k < 9; k++) {
        lineBuffer.append(si.getHistoryDataList().get(j - k).get("BEGIN")).append(",");
        lineBuffer.append(si.getHistoryDataList().get(j - k).get("HIGH")).append(",");
        lineBuffer.append(si.getHistoryDataList().get(j - k).get("LOW")).append(",");
        lineBuffer.append(si.getHistoryDataList().get(j - k).get("END")).append(",");

        //				lineBuffer.append(stockList.get(j - k).getBeginDapan()).append(",");
        //				lineBuffer.append(stockList.get(j - k).getHighestDapan()).append(",");
        //				lineBuffer.append(stockList.get(j - k).getLowestDapan()).append(",");
        //				lineBuffer.append(stockList.get(j - k).getEndDapan()).append(",");

        if (k < 8) {
          lineBuffer
              .append(
                  Math.log(GlobalVar.str2int((si.getHistoryDataList().get(j - k).get("QUANTITY")))))
              .append(",");
        } else {
          lineBuffer.append(
              Math.log(GlobalVar.str2int((si.getHistoryDataList().get(j - k).get("QUANTITY")))));
        }
      }
      pw.println(lineBuffer.toString());
    }
    // 结束
    pw.close();
  }