- 시뮬레이션의 파라미터를 실제에서 조정할 수 있도록

- 얼마 이하의 매수, 매도 체결은 무시하도록

Config.cs

@@ -22,6 +22,17 @@ namespace AutoSellerNS
 			m_Data.Add("trailing-rate", 1.0f);
 			m_Data.Add("trailing-count", 2);
 
+			m_Data.Add("list-size", 20);
+			m_Data.Add("fast-sd", 0.75);
+			m_Data.Add("fast-up", 0.05);
+			m_Data.Add("fast-down", 0.05);
+			m_Data.Add("slow-sd", 0.2);
+			m_Data.Add("slow-up", 0.4);
+			m_Data.Add("slow-down", 0.4);
+			m_Data.Add("time-limit", 5);
+			m_Data.Add("time-down", 0.02);
+			m_Data.Add("ignore-price", 50000);
+
 			Load();
 		}
 
@@ -103,5 +114,35 @@ namespace AutoSellerNS
 		{
 			return (int)m_Data["trailing-count"];
 		}
+
+		public static void SetVolatility(int iListSize, 
+			double dFastSD, double dFastUp, double dFastDown, 
+			double dSlowSD, double dSlowUp, double dSlowDown, 
+			int iTimeLimit, double dTimeDown,
+			int iIgnorePrice)
+		{
+			m_Data["list-size"] = iListSize;
+			m_Data["fast-sd"] = dFastSD;
+			m_Data["fast-up"] = dFastUp;
+			m_Data["fast-down"] = dFastDown;
+			m_Data["slow-sd"] = dSlowSD;
+			m_Data["slow-up"] = dSlowUp;
+			m_Data["slow-down"] = dSlowDown;
+			m_Data["time-limit"] = iTimeLimit;
+			m_Data["time-down"] = dTimeDown;
+			m_Data["ignore-price"] = iIgnorePrice;
+			Save();
+		}
+
+		public static int GetListSize() { return (int)m_Data["list-size"]; }
+		public static double GetFastSD() { return (double)m_Data["fast-sd"]; }
+		public static double GetFastUp() { return (double)m_Data["fast-up"]; }
+		public static double GetFastDown() { return (double)m_Data["fast-down"]; }
+		public static double GetSlowSD() { return (double)m_Data["slow-sd"]; }
+		public static double GetSlowUp() { return (double)m_Data["slow-up"]; }
+		public static double GetSlowDown() { return (double)m_Data["slow-down"]; }
+		public static int GetTimeLimit() { return (int)m_Data["time-limit"]; }
+		public static double GetTimeDown() { return (double)m_Data["time-down"]; }
+		public static int GetIgnorePrice() { return (int)m_Data["ignore-price"]; }
 	}
 }