- 시뮬레이션의 파라미터를 실제에서 조정할 수 있도록

- 얼마 이하의 매수, 매도 체결은 무시하도록
This commit is contained in:
2017-03-20 11:33:41 +09:00
parent 74e599d6bc
commit 24fe10afd8
5 changed files with 563 additions and 38 deletions

View File

@@ -88,6 +88,17 @@ namespace AutoSellerNS
tbTrailingP.Text = Config.GetTrailingRate().ToString();
tbTrailingCnt.Text = Config.GetTrailingCnt().ToString();
tbCFListSize.Text = Config.GetListSize().ToString();
tbCFFastSD.Text = Config.GetFastSD().ToString();
tbCFFastUp.Text = Config.GetFastUp().ToString();
tbCFFastDown.Text = Config.GetFastDown().ToString();
tbCFSlowSD.Text = Config.GetSlowSD().ToString();
tbCFSlowUp.Text = Config.GetSlowUp().ToString();
tbCFSlowDown.Text = Config.GetSlowDown().ToString();
tbCFTimeLimit.Text = Config.GetTimeLimit().ToString();
tbCFTimeDown.Text = Config.GetTimeDown().ToString();
tbCFIgnorePrice.Text = Config.GetIgnorePrice().ToString();
m_CybosHelper = new CybosHelper(this);
m_iCurPricePanelWith = 240;
@@ -107,6 +118,7 @@ namespace AutoSellerNS
if(m_bSell == false)
return;
string strLog = "";
lock(m_NCItems)
{
foreach(var NCItem in m_NCItems)
@@ -120,10 +132,13 @@ namespace AutoSellerNS
int iAskPrice = CurItem.m_aiAskPrice[0];
m_CybosHelper.CorrectionItem(NCItem.m_strCode, NCItem.m_iOrgOrderNo, NCItem.m_iRemainCnt, iAskPrice);
NCItem.m_Time = DateTime.Now;
Util.Log(Util.LOG_TYPE.SELL, string.Format("[{0}] 정정 주문", NCItem.m_strCodeName));
strLog += (string.Format("[{0}] 정정 주문", NCItem.m_strCodeName) + Environment.NewLine);
}
}
}
if(strLog.Length > 0)
Util.Log(Util.LOG_TYPE.SELL, strLog);
}
public void SetAccountList(string[] aAccountList)
@@ -473,6 +488,29 @@ namespace AutoSellerNS
int iTrailingCnt = 0;
int.TryParse(tbTrailingCnt.Text, out iTrailingCnt);
Config.SetTrailing(fTrailingPercent, iTrailingCnt);
int iListSize;
double dFastSD;
double dFastUp;
double dFastDown;
double dSlowSD;
double dSlowUp;
double dSlowDown;
int iTimeLimit;
double dTimeDown;
int iIgnorePrice;
int.TryParse(tbCFListSize.Text, out iListSize);
double.TryParse(tbCFFastSD.Text, out dFastSD);
double.TryParse(tbCFFastUp.Text, out dFastUp);
double.TryParse(tbCFFastDown.Text, out dFastDown);
double.TryParse(tbCFSlowSD.Text, out dSlowSD);
double.TryParse(tbCFSlowUp.Text, out dSlowUp);
double.TryParse(tbCFSlowDown.Text, out dSlowDown);
int.TryParse(tbCFTimeLimit.Text, out iTimeLimit);
double.TryParse(tbCFTimeDown.Text, out dTimeDown);
int.TryParse(tbCFIgnorePrice.Text, out iIgnorePrice);
Config.SetVolatility(iListSize, dFastSD, dFastUp, dFastDown, dSlowSD, dSlowUp, dSlowDown, iTimeLimit, dTimeDown, iIgnorePrice);
}
#region Simulation