trade/AutoSeller
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- 시뮬레이션의 파라미터를 실제에서 조정할 수 있도록

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- 얼마 이하의 매수, 매도 체결은 무시하도록
This commit is contained in:
mjjo
2017-03-20 11:33:41 +09:00
parent 74e599d6bc
commit 24fe10afd8
5 changed files with 563 additions and 38 deletions
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381
AutoSeller.Designer.cs generated
View File

@@ -40,6 +40,27 @@
this.btUpdate = new MaterialSkin.Controls.MaterialRaisedButton();
this.btCybos = new MaterialSkin.Controls.MaterialRaisedButton();
this.tabPage2 = new System.Windows.Forms.TabPage();
this.materialLabel18 = new MaterialSkin.Controls.MaterialLabel();
this.tbCFIgnorePrice = new MaterialSkin.Controls.MaterialSingleLineTextField();
this.materialLabel17 = new MaterialSkin.Controls.MaterialLabel();
this.materialLabel14 = new MaterialSkin.Controls.MaterialLabel();
this.materialLabel13 = new MaterialSkin.Controls.MaterialLabel();
this.tbCFSlowDown = new MaterialSkin.Controls.MaterialSingleLineTextField();
this.tbCFSlowUp = new MaterialSkin.Controls.MaterialSingleLineTextField();
this.tbCFSlowSD = new MaterialSkin.Controls.MaterialSingleLineTextField();
this.materialLabel15 = new MaterialSkin.Controls.MaterialLabel();
this.materialLabel11 = new MaterialSkin.Controls.MaterialLabel();
this.materialLabel8 = new MaterialSkin.Controls.MaterialLabel();
this.tbCFFastDown = new MaterialSkin.Controls.MaterialSingleLineTextField();
this.tbCFFastUp = new MaterialSkin.Controls.MaterialSingleLineTextField();
this.tbCFFastSD = new MaterialSkin.Controls.MaterialSingleLineTextField();
this.materialLabel12 = new MaterialSkin.Controls.MaterialLabel();
this.tbCFTimeLimit = new MaterialSkin.Controls.MaterialSingleLineTextField();
this.tbCFTimeDown = new MaterialSkin.Controls.MaterialSingleLineTextField();
this.tbCFListSize = new MaterialSkin.Controls.MaterialSingleLineTextField();
this.materialLabel16 = new MaterialSkin.Controls.MaterialLabel();
this.materialLabel9 = new MaterialSkin.Controls.MaterialLabel();
this.materialLabel10 = new MaterialSkin.Controls.MaterialLabel();
this.materialLabel7 = new MaterialSkin.Controls.MaterialLabel();
this.tbTrailingCnt = new MaterialSkin.Controls.MaterialSingleLineTextField();
this.materialLabel6 = new MaterialSkin.Controls.MaterialLabel();
@@ -67,6 +88,7 @@
this.tbSimulationLog = new System.Windows.Forms.RichTextBox();
this.btSimulate = new MaterialSkin.Controls.MaterialFlatButton();
this.btLoad = new MaterialSkin.Controls.MaterialFlatButton();
this.tbSMIgnorePrice = new System.Windows.Forms.TextBox();
this.lvItems = new AutoSellerNS.ListViewNF();
this.chCode = ((System.Windows.Forms.ColumnHeader)(new System.Windows.Forms.ColumnHeader()));
this.chCodeName = ((System.Windows.Forms.ColumnHeader)(new System.Windows.Forms.ColumnHeader()));
@@ -263,6 +285,27 @@
// tabPage2
//
this.tabPage2.BackColor = System.Drawing.Color.White;
this.tabPage2.Controls.Add(this.materialLabel18);
this.tabPage2.Controls.Add(this.tbCFIgnorePrice);
this.tabPage2.Controls.Add(this.materialLabel17);
this.tabPage2.Controls.Add(this.materialLabel14);
this.tabPage2.Controls.Add(this.materialLabel13);
this.tabPage2.Controls.Add(this.tbCFSlowDown);
this.tabPage2.Controls.Add(this.tbCFSlowUp);
this.tabPage2.Controls.Add(this.tbCFSlowSD);
this.tabPage2.Controls.Add(this.materialLabel15);
this.tabPage2.Controls.Add(this.materialLabel11);
this.tabPage2.Controls.Add(this.materialLabel8);
this.tabPage2.Controls.Add(this.tbCFFastDown);
this.tabPage2.Controls.Add(this.tbCFFastUp);
this.tabPage2.Controls.Add(this.tbCFFastSD);
this.tabPage2.Controls.Add(this.materialLabel12);
this.tabPage2.Controls.Add(this.tbCFTimeLimit);
this.tabPage2.Controls.Add(this.tbCFTimeDown);
this.tabPage2.Controls.Add(this.tbCFListSize);
this.tabPage2.Controls.Add(this.materialLabel16);
this.tabPage2.Controls.Add(this.materialLabel9);
this.tabPage2.Controls.Add(this.materialLabel10);
this.tabPage2.Controls.Add(this.materialLabel7);
this.tabPage2.Controls.Add(this.tbTrailingCnt);
this.tabPage2.Controls.Add(this.materialLabel6);
@@ -283,6 +326,309 @@
this.tabPage2.TabIndex = 1;
this.tabPage2.Text = "Preference";
//
// materialLabel18
//
this.materialLabel18.AutoSize = true;
this.materialLabel18.Depth = 0;
this.materialLabel18.Font = new System.Drawing.Font("Microsoft Sans Serif", 11F);
this.materialLabel18.ForeColor = System.Drawing.Color.FromArgb(((int)(((byte)(222)))), ((int)(((byte)(0)))), ((int)(((byte)(0)))), ((int)(((byte)(0)))));
this.materialLabel18.Location = new System.Drawing.Point(99, 455);
this.materialLabel18.MouseState = MaterialSkin.MouseState.HOVER;
this.materialLabel18.Name = "materialLabel18";
this.materialLabel18.Size = new System.Drawing.Size(111, 18);
this.materialLabel18.TabIndex = 37;
this.materialLabel18.Text = "원 이하 체결 무시";
//
// tbCFIgnorePrice
//
this.tbCFIgnorePrice.Depth = 0;
this.tbCFIgnorePrice.Hint = "";
this.tbCFIgnorePrice.Location = new System.Drawing.Point(30, 455);
this.tbCFIgnorePrice.MouseState = MaterialSkin.MouseState.HOVER;
this.tbCFIgnorePrice.Name = "tbCFIgnorePrice";
this.tbCFIgnorePrice.PasswordChar = '\0';
this.tbCFIgnorePrice.SelectedText = "";
this.tbCFIgnorePrice.SelectionLength = 0;
this.tbCFIgnorePrice.SelectionStart = 0;
this.tbCFIgnorePrice.Size = new System.Drawing.Size(63, 23);
this.tbCFIgnorePrice.TabIndex = 36;
this.tbCFIgnorePrice.Text = "50000";
this.tbCFIgnorePrice.UseSystemPasswordChar = false;
//
// materialLabel17
//
this.materialLabel17.AutoSize = true;
this.materialLabel17.Depth = 0;
this.materialLabel17.Font = new System.Drawing.Font("Microsoft Sans Serif", 11F);
this.materialLabel17.ForeColor = System.Drawing.Color.FromArgb(((int)(((byte)(222)))), ((int)(((byte)(0)))), ((int)(((byte)(0)))), ((int)(((byte)(0)))));
this.materialLabel17.Location = new System.Drawing.Point(187, 424);
this.materialLabel17.MouseState = MaterialSkin.MouseState.HOVER;
this.materialLabel17.Name = "materialLabel17";
this.materialLabel17.Size = new System.Drawing.Size(107, 18);
this.materialLabel17.TabIndex = 35;
this.materialLabel17.Text = "초 이상이면 매도";
//
// materialLabel14
//
this.materialLabel14.AutoSize = true;
this.materialLabel14.Depth = 0;
this.materialLabel14.Font = new System.Drawing.Font("Microsoft Sans Serif", 11F);
this.materialLabel14.ForeColor = System.Drawing.Color.FromArgb(((int)(((byte)(222)))), ((int)(((byte)(0)))), ((int)(((byte)(0)))), ((int)(((byte)(0)))));
this.materialLabel14.Location = new System.Drawing.Point(209, 389);
this.materialLabel14.MouseState = MaterialSkin.MouseState.HOVER;
this.materialLabel14.Name = "materialLabel14";
this.materialLabel14.Size = new System.Drawing.Size(13, 18);
this.materialLabel14.TabIndex = 34;
this.materialLabel14.Text = "-";
//
// materialLabel13
//
this.materialLabel13.AutoSize = true;
this.materialLabel13.Depth = 0;
this.materialLabel13.Font = new System.Drawing.Font("Microsoft Sans Serif", 11F);
this.materialLabel13.ForeColor = System.Drawing.Color.FromArgb(((int)(((byte)(222)))), ((int)(((byte)(0)))), ((int)(((byte)(0)))), ((int)(((byte)(0)))));
this.materialLabel13.Location = new System.Drawing.Point(143, 390);
this.materialLabel13.MouseState = MaterialSkin.MouseState.HOVER;
this.materialLabel13.Name = "materialLabel13";
this.materialLabel13.Size = new System.Drawing.Size(17, 18);
this.materialLabel13.TabIndex = 34;
this.materialLabel13.Text = "+";
//
// tbCFSlowDown
//
this.tbCFSlowDown.Depth = 0;
this.tbCFSlowDown.Hint = "";
this.tbCFSlowDown.Location = new System.Drawing.Point(222, 390);
this.tbCFSlowDown.MouseState = MaterialSkin.MouseState.HOVER;
this.tbCFSlowDown.Name = "tbCFSlowDown";
this.tbCFSlowDown.PasswordChar = '\0';
this.tbCFSlowDown.SelectedText = "";
this.tbCFSlowDown.SelectionLength = 0;
this.tbCFSlowDown.SelectionStart = 0;
this.tbCFSlowDown.Size = new System.Drawing.Size(37, 23);
this.tbCFSlowDown.TabIndex = 33;
this.tbCFSlowDown.Text = "0.4";
this.tbCFSlowDown.UseSystemPasswordChar = false;
//
// tbCFSlowUp
//
this.tbCFSlowUp.Depth = 0;
this.tbCFSlowUp.Hint = "";
this.tbCFSlowUp.Location = new System.Drawing.Point(162, 390);
this.tbCFSlowUp.MouseState = MaterialSkin.MouseState.HOVER;
this.tbCFSlowUp.Name = "tbCFSlowUp";
this.tbCFSlowUp.PasswordChar = '\0';
this.tbCFSlowUp.SelectedText = "";
this.tbCFSlowUp.SelectionLength = 0;
this.tbCFSlowUp.SelectionStart = 0;
this.tbCFSlowUp.Size = new System.Drawing.Size(39, 23);
this.tbCFSlowUp.TabIndex = 33;
this.tbCFSlowUp.Text = "0.4";
this.tbCFSlowUp.UseSystemPasswordChar = false;
//
// tbCFSlowSD
//
this.tbCFSlowSD.Depth = 0;
this.tbCFSlowSD.Hint = "";
this.tbCFSlowSD.Location = new System.Drawing.Point(103, 390);
this.tbCFSlowSD.MouseState = MaterialSkin.MouseState.HOVER;
this.tbCFSlowSD.Name = "tbCFSlowSD";
this.tbCFSlowSD.PasswordChar = '\0';
this.tbCFSlowSD.SelectedText = "";
this.tbCFSlowSD.SelectionLength = 0;
this.tbCFSlowSD.SelectionStart = 0;
this.tbCFSlowSD.Size = new System.Drawing.Size(30, 23);
this.tbCFSlowSD.TabIndex = 31;
this.tbCFSlowSD.Text = "0.2";
this.tbCFSlowSD.UseSystemPasswordChar = false;
//
// materialLabel15
//
this.materialLabel15.AutoSize = true;
this.materialLabel15.Depth = 0;
this.materialLabel15.Font = new System.Drawing.Font("Microsoft Sans Serif", 11F);
this.materialLabel15.ForeColor = System.Drawing.Color.FromArgb(((int)(((byte)(222)))), ((int)(((byte)(0)))), ((int)(((byte)(0)))), ((int)(((byte)(0)))));
this.materialLabel15.Location = new System.Drawing.Point(25, 391);
this.materialLabel15.MouseState = MaterialSkin.MouseState.HOVER;
this.materialLabel15.Name = "materialLabel15";
this.materialLabel15.Size = new System.Drawing.Size(64, 18);
this.materialLabel15.TabIndex = 30;
this.materialLabel15.Text = "저 변동성";
//
// materialLabel11
//
this.materialLabel11.AutoSize = true;
this.materialLabel11.Depth = 0;
this.materialLabel11.Font = new System.Drawing.Font("Microsoft Sans Serif", 11F);
this.materialLabel11.ForeColor = System.Drawing.Color.FromArgb(((int)(((byte)(222)))), ((int)(((byte)(0)))), ((int)(((byte)(0)))), ((int)(((byte)(0)))));
this.materialLabel11.Location = new System.Drawing.Point(209, 355);
this.materialLabel11.MouseState = MaterialSkin.MouseState.HOVER;
this.materialLabel11.Name = "materialLabel11";
this.materialLabel11.Size = new System.Drawing.Size(13, 18);
this.materialLabel11.TabIndex = 29;
this.materialLabel11.Text = "-";
//
// materialLabel8
//
this.materialLabel8.AutoSize = true;
this.materialLabel8.Depth = 0;
this.materialLabel8.Font = new System.Drawing.Font("Microsoft Sans Serif", 11F);
this.materialLabel8.ForeColor = System.Drawing.Color.FromArgb(((int)(((byte)(222)))), ((int)(((byte)(0)))), ((int)(((byte)(0)))), ((int)(((byte)(0)))));
this.materialLabel8.Location = new System.Drawing.Point(143, 355);
this.materialLabel8.MouseState = MaterialSkin.MouseState.HOVER;
this.materialLabel8.Name = "materialLabel8";
this.materialLabel8.Size = new System.Drawing.Size(17, 18);
this.materialLabel8.TabIndex = 29;
this.materialLabel8.Text = "+";
//
// tbCFFastDown
//
this.tbCFFastDown.Depth = 0;
this.tbCFFastDown.Hint = "";
this.tbCFFastDown.Location = new System.Drawing.Point(222, 355);
this.tbCFFastDown.MouseState = MaterialSkin.MouseState.HOVER;
this.tbCFFastDown.Name = "tbCFFastDown";
this.tbCFFastDown.PasswordChar = '\0';
this.tbCFFastDown.SelectedText = "";
this.tbCFFastDown.SelectionLength = 0;
this.tbCFFastDown.SelectionStart = 0;
this.tbCFFastDown.Size = new System.Drawing.Size(37, 23);
this.tbCFFastDown.TabIndex = 28;
this.tbCFFastDown.Text = "0.05";
this.tbCFFastDown.UseSystemPasswordChar = false;
//
// tbCFFastUp
//
this.tbCFFastUp.Depth = 0;
this.tbCFFastUp.Hint = "";
this.tbCFFastUp.Location = new System.Drawing.Point(162, 355);
this.tbCFFastUp.MouseState = MaterialSkin.MouseState.HOVER;
this.tbCFFastUp.Name = "tbCFFastUp";
this.tbCFFastUp.PasswordChar = '\0';
this.tbCFFastUp.SelectedText = "";
this.tbCFFastUp.SelectionLength = 0;
this.tbCFFastUp.SelectionStart = 0;
this.tbCFFastUp.Size = new System.Drawing.Size(39, 23);
this.tbCFFastUp.TabIndex = 28;
this.tbCFFastUp.Text = "0.05";
this.tbCFFastUp.UseSystemPasswordChar = false;
//
// tbCFFastSD
//
this.tbCFFastSD.Depth = 0;
this.tbCFFastSD.Hint = "";
this.tbCFFastSD.Location = new System.Drawing.Point(103, 355);
this.tbCFFastSD.MouseState = MaterialSkin.MouseState.HOVER;
this.tbCFFastSD.Name = "tbCFFastSD";
this.tbCFFastSD.PasswordChar = '\0';
this.tbCFFastSD.SelectedText = "";
this.tbCFFastSD.SelectionLength = 0;
this.tbCFFastSD.SelectionStart = 0;
this.tbCFFastSD.Size = new System.Drawing.Size(30, 23);
this.tbCFFastSD.TabIndex = 26;
this.tbCFFastSD.Text = "0.75";
this.tbCFFastSD.UseSystemPasswordChar = false;
//
// materialLabel12
//
this.materialLabel12.AutoSize = true;
this.materialLabel12.Depth = 0;
this.materialLabel12.Font = new System.Drawing.Font("Microsoft Sans Serif", 11F);
this.materialLabel12.ForeColor = System.Drawing.Color.FromArgb(((int)(((byte)(222)))), ((int)(((byte)(0)))), ((int)(((byte)(0)))), ((int)(((byte)(0)))));
this.materialLabel12.Location = new System.Drawing.Point(25, 356);
this.materialLabel12.MouseState = MaterialSkin.MouseState.HOVER;
this.materialLabel12.Name = "materialLabel12";
this.materialLabel12.Size = new System.Drawing.Size(64, 18);
this.materialLabel12.TabIndex = 25;
this.materialLabel12.Text = "고 변동성";
//
// tbCFTimeLimit
//
this.tbCFTimeLimit.Depth = 0;
this.tbCFTimeLimit.Hint = "";
this.tbCFTimeLimit.Location = new System.Drawing.Point(151, 424);
this.tbCFTimeLimit.MouseState = MaterialSkin.MouseState.HOVER;
this.tbCFTimeLimit.Name = "tbCFTimeLimit";
this.tbCFTimeLimit.PasswordChar = '\0';
this.tbCFTimeLimit.SelectedText = "";
this.tbCFTimeLimit.SelectionLength = 0;
this.tbCFTimeLimit.SelectionStart = 0;
this.tbCFTimeLimit.Size = new System.Drawing.Size(30, 23);
this.tbCFTimeLimit.TabIndex = 23;
this.tbCFTimeLimit.Text = "5";
this.tbCFTimeLimit.UseSystemPasswordChar = false;
//
// tbCFTimeDown
//
this.tbCFTimeDown.Depth = 0;
this.tbCFTimeDown.Hint = "";
this.tbCFTimeDown.Location = new System.Drawing.Point(63, 424);
this.tbCFTimeDown.MouseState = MaterialSkin.MouseState.HOVER;
this.tbCFTimeDown.Name = "tbCFTimeDown";
this.tbCFTimeDown.PasswordChar = '\0';
this.tbCFTimeDown.SelectedText = "";
this.tbCFTimeDown.SelectionLength = 0;
this.tbCFTimeDown.SelectionStart = 0;
this.tbCFTimeDown.Size = new System.Drawing.Size(30, 23);
this.tbCFTimeDown.TabIndex = 23;
this.tbCFTimeDown.Text = "0.02";
this.tbCFTimeDown.UseSystemPasswordChar = false;
//
// tbCFListSize
//
this.tbCFListSize.Depth = 0;
this.tbCFListSize.Hint = "";
this.tbCFListSize.Location = new System.Drawing.Point(88, 323);
this.tbCFListSize.MouseState = MaterialSkin.MouseState.HOVER;
this.tbCFListSize.Name = "tbCFListSize";
this.tbCFListSize.PasswordChar = '\0';
this.tbCFListSize.SelectedText = "";
this.tbCFListSize.SelectionLength = 0;
this.tbCFListSize.SelectionStart = 0;
this.tbCFListSize.Size = new System.Drawing.Size(30, 23);
this.tbCFListSize.TabIndex = 23;
this.tbCFListSize.Text = "20";
this.tbCFListSize.UseSystemPasswordChar = false;
//
// materialLabel16
//
this.materialLabel16.AutoSize = true;
this.materialLabel16.Depth = 0;
this.materialLabel16.Font = new System.Drawing.Font("Microsoft Sans Serif", 11F);
this.materialLabel16.ForeColor = System.Drawing.Color.FromArgb(((int)(((byte)(222)))), ((int)(((byte)(0)))), ((int)(((byte)(0)))), ((int)(((byte)(0)))));
this.materialLabel16.Location = new System.Drawing.Point(99, 424);
this.materialLabel16.MouseState = MaterialSkin.MouseState.HOVER;
this.materialLabel16.Name = "materialLabel16";
this.materialLabel16.Size = new System.Drawing.Size(34, 18);
this.materialLabel16.TabIndex = 22;
this.materialLabel16.Text = "감소";
//
// materialLabel9
//
this.materialLabel9.AutoSize = true;
this.materialLabel9.Depth = 0;
this.materialLabel9.Font = new System.Drawing.Font("Microsoft Sans Serif", 11F);
this.materialLabel9.ForeColor = System.Drawing.Color.FromArgb(((int)(((byte)(222)))), ((int)(((byte)(0)))), ((int)(((byte)(0)))), ((int)(((byte)(0)))));
this.materialLabel9.Location = new System.Drawing.Point(26, 424);
this.materialLabel9.MouseState = MaterialSkin.MouseState.HOVER;
this.materialLabel9.Name = "materialLabel9";
this.materialLabel9.Size = new System.Drawing.Size(34, 18);
this.materialLabel9.TabIndex = 22;
this.materialLabel9.Text = "초당";
//
// materialLabel10
//
this.materialLabel10.AutoSize = true;
this.materialLabel10.Depth = 0;
this.materialLabel10.Font = new System.Drawing.Font("Microsoft Sans Serif", 12F);
this.materialLabel10.ForeColor = System.Drawing.Color.FromArgb(((int)(((byte)(222)))), ((int)(((byte)(0)))), ((int)(((byte)(0)))), ((int)(((byte)(0)))));
this.materialLabel10.Location = new System.Drawing.Point(25, 322);
this.materialLabel10.MouseState = MaterialSkin.MouseState.HOVER;
this.materialLabel10.Name = "materialLabel10";
this.materialLabel10.Size = new System.Drawing.Size(49, 20);
this.materialLabel10.TabIndex = 22;
this.materialLabel10.Text = "체결 수";
//
// materialLabel7
//
this.materialLabel7.AutoSize = true;
@@ -379,7 +725,7 @@
this.materialLabel3.Name = "materialLabel3";
this.materialLabel3.Size = new System.Drawing.Size(162, 18);
this.materialLabel3.TabIndex = 6;
this.materialLabel3.Text = "Version : 2017.03.07.15";
this.materialLabel3.Text = "Version : 2017.03.20.11";
//
// materialLabel2
//
@@ -473,6 +819,7 @@
this.tabPage3.Controls.Add(this.tbSMListSize);
this.tabPage3.Controls.Add(this.tbSMSlowUpCnt);
this.tabPage3.Controls.Add(this.tbSMTimeDiffLimit);
this.tabPage3.Controls.Add(this.tbSMIgnorePrice);
this.tabPage3.Controls.Add(this.tbSMTimeSub);
this.tabPage3.Controls.Add(this.tbSMSlowSD);
this.tabPage3.Controls.Add(this.tbSMFastUpCnt);
@@ -617,6 +964,14 @@
this.btLoad.UseVisualStyleBackColor = true;
this.btLoad.Click += new System.EventHandler(this.btLoad_Click);
//
// tbSMIgnorePrice
//
this.tbSMIgnorePrice.Location = new System.Drawing.Point(333, 128);
this.tbSMIgnorePrice.Name = "tbSMIgnorePrice";
this.tbSMIgnorePrice.Size = new System.Drawing.Size(59, 21);
this.tbSMIgnorePrice.TabIndex = 6;
this.tbSMIgnorePrice.Text = "50000";
//
// lvItems
//
this.lvItems.Columns.AddRange(new System.Windows.Forms.ColumnHeader[] {
@@ -740,7 +1095,7 @@
//
this.chNCType.Text = "매매구분";
this.chNCType.TextAlign = System.Windows.Forms.HorizontalAlignment.Right;
this.chNCType.Width = 71;
this.chNCType.Width = 106;
//
// chNCPrice
//
@@ -887,5 +1242,27 @@
private System.Windows.Forms.ColumnHeader chCheckCountLimit;
public System.Windows.Forms.TextBox tbSMTimeSub;
public System.Windows.Forms.TextBox tbSMTimeDiffLimit;
private MaterialSkin.Controls.MaterialLabel materialLabel18;
private MaterialSkin.Controls.MaterialSingleLineTextField tbCFIgnorePrice;
private MaterialSkin.Controls.MaterialLabel materialLabel17;
private MaterialSkin.Controls.MaterialLabel materialLabel14;
private MaterialSkin.Controls.MaterialLabel materialLabel13;
private MaterialSkin.Controls.MaterialSingleLineTextField tbCFSlowDown;
private MaterialSkin.Controls.MaterialSingleLineTextField tbCFSlowUp;
private MaterialSkin.Controls.MaterialSingleLineTextField tbCFSlowSD;
private MaterialSkin.Controls.MaterialLabel materialLabel15;
private MaterialSkin.Controls.MaterialLabel materialLabel11;
private MaterialSkin.Controls.MaterialLabel materialLabel8;
private MaterialSkin.Controls.MaterialSingleLineTextField tbCFFastDown;
private MaterialSkin.Controls.MaterialSingleLineTextField tbCFFastUp;
private MaterialSkin.Controls.MaterialSingleLineTextField tbCFFastSD;
private MaterialSkin.Controls.MaterialLabel materialLabel12;
private MaterialSkin.Controls.MaterialSingleLineTextField tbCFTimeLimit;
private MaterialSkin.Controls.MaterialSingleLineTextField tbCFTimeDown;
private MaterialSkin.Controls.MaterialSingleLineTextField tbCFListSize;
private MaterialSkin.Controls.MaterialLabel materialLabel16;
private MaterialSkin.Controls.MaterialLabel materialLabel9;
private MaterialSkin.Controls.MaterialLabel materialLabel10;
public System.Windows.Forms.TextBox tbSMIgnorePrice;
}
}

40
AutoSeller.cs
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

41
Config.cs
View File

@@ -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"]; }
}
}

30
CybosHelper.cs
View File

@@ -31,21 +31,14 @@ namespace AutoSellerNS
public List<int> m_PriceList = new List<int>();
public double m_dCheckCountLimit = 5;
double m_dFastSD = 0.75;
double m_dFastUpCnt = 0.05;
double m_dFastDownCnt = 0.05;
double m_dSlowSD = 0.2;
double m_dSlowUpCnt = 0.4;
double m_dSlowDownCnt = 0.4;
int m_iTimeLimit = 5;
int m_iPrevTime = 0;
double m_dTimeSub = 0.02;
public void OnRecievedPrice()
{
bool bReal = (m_StockCur.GetHeaderValue(19) == '2');
m_iCurPrice = m_StockCur.GetHeaderValue(13);
int iTime = m_StockCur.GetHeaderValue(18); // *** 초단위 시간 확인
int iTime = m_StockCur.GetHeaderValue(18);
int iConclusionCnt = m_StockCur.GetHeaderValue(17);
int iTimeDiff = 0;
if(m_iPrevTime > 0)
@@ -57,22 +50,22 @@ namespace AutoSellerNS
double dAverage = (float)m_PriceList.Average();
double sumOfSquaresOfDifferences = m_PriceList.Select(val => Math.Pow((val-dAverage)/m_CybosHelper.GetUnitValue(val), 2)).Sum();
double dStdDev = Math.Sqrt(sumOfSquaresOfDifferences / m_PriceList.Count);
if(dStdDev >= m_dFastSD)
if(dStdDev >= Config.GetFastSD())
{
if(m_iCurPrice >= dAverage)
m_dCheckCountLimit += m_dFastUpCnt;
m_dCheckCountLimit += Config.GetFastUp();
else
m_dCheckCountLimit -= m_dFastDownCnt;
m_dCheckCountLimit -= Config.GetFastDown();
}
else if(dStdDev <= m_dSlowSD)
else if(dStdDev <= Config.GetSlowSD())
{
if(m_iCurPrice >= dAverage)
m_dCheckCountLimit += m_dSlowUpCnt;
m_dCheckCountLimit += Config.GetSlowUp();
else
m_dCheckCountLimit -= m_dSlowDownCnt;
m_dCheckCountLimit -= Config.GetSlowDown();
}
m_dCheckCountLimit -= iTimeDiff*m_dTimeSub;
m_dCheckCountLimit -= iTimeDiff*Config.GetTimeDown();
if(m_iCurPrice > m_iMaxPrice)
@@ -83,10 +76,13 @@ namespace AutoSellerNS
int iAskPrice = m_StockCur.GetHeaderValue(7);
int iBidPrice = m_StockCur.GetHeaderValue(8);
if(m_iCurPrice*iConclusionCnt > Config.GetIgnorePrice())
{
if(m_iCurPrice <= iBidPrice)
m_iCheckCount++;
else
m_iCheckCount = 0;
}
if(m_iCheckCount >= m_dCheckCountLimit && m_Listener.IsSelling() == true)
{
@@ -111,7 +107,7 @@ namespace AutoSellerNS
m_iMaxPrice));
}
if(iTimeDiff >= m_iTimeLimit)
if(iTimeDiff >= Config.GetTimeLimit())
{
m_CybosHelper.SellItem(m_strCode, m_Listener.GetSellableCount(m_strCode), m_aiAskPrice[0]);
Util.Log(Util.LOG_TYPE.SELL, string.Format("[시간제한 매도] {0} ({1}초) (현재가 {2:n0}원, 최고가 {3:n0}원)",

87
SimulationHelper.cs
View File

@@ -449,6 +449,7 @@ namespace AutoSellerNS
string strLine = (string)aParams[9];
double dTimeSub = (double)aParams[10];
int iTimeDiffLimit = (int)aParams[11];
int iIgnorePrice = (int)aParams[12];
var tokens = strLine.Split('\t');
@@ -485,6 +486,7 @@ namespace AutoSellerNS
int iTrailingCount = 0;
int iMaxPrice = int.MinValue;
int iMaxPriceRow = 0;
int iStockCount = 0;
int iStartRow = 0;
int iPrevPrice = 0;
@@ -499,8 +501,16 @@ namespace AutoSellerNS
Sheet.Cells[1, 9].Value = "표준편차";
Sheet.Cells[1, 10].Value = "매도 제한";
Sheet.Cells[1, 11].Value = "매도 수";
Sheet.Cells[1, 12].Value = "시가 대비";
int iFillColumns = 12;
Sheet.View.FreezePanes(2, 1);
Color BidFontColor = Color.FromArgb(235, 0, 0);
Color BidBackColor = Color.FromArgb(249, 150, 150);
Color AskFontColor = Color.FromArgb(0, 91, 240);
Color AskBackColor = Color.FromArgb(127, 179, 243);
Color MaxBackColor = Color.FromArgb(91, 205, 102);
double dPrevStdDev = 0;
string strReturnMsg = "";
int iPrevTime = 0;
@@ -511,6 +521,7 @@ namespace AutoSellerNS
int iPrice = (int)(double)Sheet.Cells[iRow, 3].Value;
int iAskPrice = (int)(double)Sheet.Cells[iRow, 4].Value;
int iBidPrice = (int)(double)Sheet.Cells[iRow, 5].Value;
int iConclusionCnt = (int)(double)Sheet.Cells[iRow, 8].Value;
int iTimeDiff = 0;
if(iPrevTime > 0)
@@ -532,6 +543,15 @@ namespace AutoSellerNS
{
bStart = true;
iStartRow = iRow;
iMaxPriceRow = iRow;
iMaxPrice = iStartPrice;
for(int i = 1; i<=iFillColumns; i++)
{
Sheet.Cells[iRow, i].Style.Fill.PatternType = OfficeOpenXml.Style.ExcelFillStyle.Solid;
Sheet.Cells[iRow, i].Style.Fill.BackgroundColor.SetColor(BidBackColor);
}
m_PriceList.Clear();
m_PriceList.Add(iPrice);
@@ -615,18 +635,26 @@ namespace AutoSellerNS
Sheet.Cells[iRow, 9].Value = dStdDev;
Sheet.Cells[iRow, 9].Style.Numberformat.Format = "0.00";
Sheet.Cells[iRow, 10].Value = dCheckCount;
float fProfitRate = (iPrice/(float)iStartPrice - 1.0f)*100;
Sheet.Cells[iRow, 12].Value = fProfitRate;
Sheet.Cells[iRow, 12].Style.Numberformat.Format = "0.00";
Sheet.Cells[iRow, 12].Style.Font.Color.SetColor(fProfitRate > 0 ? BidFontColor : fProfitRate < 0 ? AskFontColor : Color.Black);
// 호가 비교 - 매수호가 기준
if(iPrice*iConclusionCnt > iIgnorePrice)
{
if(iPrice <= iBidPrice)
{
iAskCount++;
Sheet.Cells[iRow, 7].Style.Font.Color.SetColor(Color.Blue);
Sheet.Cells[iRow, 7].Style.Font.Color.SetColor(AskFontColor);
}
else
{
iAskCount = 0;
Sheet.Cells[iRow, 7].Style.Font.Color.SetColor(Color.Red);
Sheet.Cells[iRow, 7].Style.Font.Color.SetColor(BidFontColor);
}
}
Sheet.Cells[iRow, 11].Value = iAskCount;
@@ -652,6 +680,14 @@ namespace AutoSellerNS
dCheckCount
);
for(int i = 1; i<=iFillColumns; i++)
{
Sheet.Cells[iRow, i].Style.Fill.PatternType = OfficeOpenXml.Style.ExcelFillStyle.Solid;
Sheet.Cells[iRow, i].Style.Fill.BackgroundColor.SetColor(AskBackColor);
}
break;
}
@@ -659,7 +695,12 @@ namespace AutoSellerNS
iTrailingCount = 0;
else if(iPrice <= iMaxPrice*(100-Config.GetTrailingRate())/100)
iTrailingCount++;
iMaxPrice = Math.Max(iPrice, iMaxPrice);
if(iPrice > iMaxPrice)
{
iMaxPrice = iPrice;
iMaxPriceRow = iRow;
}
if(iTrailingCount >= Config.GetTrailingCnt())
{
@@ -685,6 +726,12 @@ namespace AutoSellerNS
);
for(int i = 1; i<=iFillColumns; i++)
{
Sheet.Cells[iRow, i].Style.Fill.PatternType = OfficeOpenXml.Style.ExcelFillStyle.Solid;
Sheet.Cells[iRow, i].Style.Fill.BackgroundColor.SetColor(AskBackColor);
}
break;
}
@@ -712,6 +759,12 @@ namespace AutoSellerNS
);
for(int i = 1; i<=iFillColumns; i++)
{
Sheet.Cells[iRow, i].Style.Fill.PatternType = OfficeOpenXml.Style.ExcelFillStyle.Solid;
Sheet.Cells[iRow, i].Style.Fill.BackgroundColor.SetColor(AskBackColor);
}
break;
}
@@ -742,6 +795,12 @@ namespace AutoSellerNS
);
for(int i = 1; i<=iFillColumns; i++)
{
Sheet.Cells[iRow, i].Style.Fill.PatternType = OfficeOpenXml.Style.ExcelFillStyle.Solid;
Sheet.Cells[iRow, i].Style.Fill.BackgroundColor.SetColor(AskBackColor);
}
break;
}
@@ -749,6 +808,15 @@ namespace AutoSellerNS
iPrevTime = iTime;
}
if(iStartRow > 0)
{
for(int i = 1; i<=iFillColumns; i++)
{
Sheet.Cells[iMaxPriceRow, i].Style.Fill.PatternType = OfficeOpenXml.Style.ExcelFillStyle.Solid;
Sheet.Cells[iMaxPriceRow, i].Style.Fill.BackgroundColor.SetColor(MaxBackColor);
}
}
Sheet.Cells.AutoFitColumns(0);
Sheet.Select(ExcelAddress.GetAddress(Math.Max(iStartRow, 1), 1), true);
@@ -772,11 +840,12 @@ namespace AutoSellerNS
string strMethod = (string)aParams[8];
double dTimeSub = (double)aParams[9];
int iTimeDiffLimit = (int)aParams[10];
int iIgnorePrice = (int)aParams[11];
InsertLog(string.Format("[시뮬레이션 시작] 조건 : {0}회, 트레일링 : {1}%, {2}회\n \t\t리스트 크기:{3}, Fast : {4}, {5}, {6}, Slow : {7}, {8}, {9}, 초당 {10} 감소, 제한 시간: {11} 비교 방식 : {12}\n",
InsertLog(string.Format("[시뮬레이션 시작] 조건 : {0}회, 트레일링 : {1}%, {2}회\n \t\t리스트 크기:{3}, Fast : {4}, {5}, {6}, Slow : {7}, {8}, {9}, 초당 {10} 감소, 제한 시간: {11}, {12}원 이하 무시, 비교 방식 : {13}\n",
Config.GetBidCount(), Config.GetTrailingRate(), Config.GetTrailingCnt(),
iListCnt, dFastSD, dFastUpCnt, dFastDownCnt, dSlowSD, dSlowUpCnt, dSlowDownCnt,
dTimeSub, iTimeDiffLimit,
dTimeSub, iTimeDiffLimit, iIgnorePrice,
strMethod
));
@@ -791,7 +860,8 @@ namespace AutoSellerNS
dFastSD, dFastUpCnt, dFastDownCnt,
dSlowSD, dSlowUpCnt, dSlowDownCnt,
iCompareType, strMethod,
strLine, dTimeSub, iTimeDiffLimit }));
strLine, dTimeSub, iTimeDiffLimit,
iIgnorePrice }));
aTasks.Add(task);
}
@@ -820,6 +890,7 @@ namespace AutoSellerNS
double dSlowDownCnt;
double dTimeSub;
int iTimeDiffLimit;
int iIgnorePrice;
int.TryParse(m_AutoSeller.tbSMListSize.Text, out iListCnt);
double.TryParse(m_AutoSeller.tbSMFastSD.Text, out dFastSD);
@@ -830,6 +901,7 @@ namespace AutoSellerNS
double.TryParse(m_AutoSeller.tbSMSlowDownCnt.Text, out dSlowDownCnt);
double.TryParse(m_AutoSeller.tbSMTimeSub.Text, out dTimeSub);
int.TryParse(m_AutoSeller.tbSMTimeDiffLimit.Text, out iTimeDiffLimit);
int.TryParse(m_AutoSeller.tbSMIgnorePrice.Text, out iIgnorePrice);
string strMethod = "";
m_AutoSeller.cbSMMethod.Invoke(new Action(() => {
@@ -858,7 +930,8 @@ namespace AutoSellerNS
iListCnt,
dFastSD, dFastUpCnt, dFastDownCnt,
dSlowSD, dSlowUpCnt, dSlowDownCnt,
iCompareType, strMethod, dTimeSub, iTimeDiffLimit
iCompareType, strMethod, dTimeSub, iTimeDiffLimit,
iIgnorePrice
});
// }
// }