trade/AutoSeller
1
0
Fork 0
Code Issues Pull Requests Releases Activity

- 시간에 따른 감소폭 추가

Browse Source 
- 정정주문 수정
- crash 수정
This commit is contained in:
mjjo
2017-03-07 15:40:25 +09:00
parent f4872096c6
commit 592fc7a365
5 changed files with 601 additions and 450 deletions
Download Patch File Download Diff File Expand all files Collapse all files

121
AutoSeller.Designer.cs generated
View File

@@ -35,6 +35,7 @@
this.btSell = new MaterialSkin.Controls.MaterialRaisedButton();
this.splitContainer2 = new System.Windows.Forms.SplitContainer();
this.splitContainer1 = new System.Windows.Forms.SplitContainer();
this.splitContainer3 = new System.Windows.Forms.SplitContainer();
this.tbLog = new System.Windows.Forms.RichTextBox();
this.btUpdate = new MaterialSkin.Controls.MaterialRaisedButton();
this.btCybos = new MaterialSkin.Controls.MaterialRaisedButton();
@@ -58,13 +59,14 @@
this.cbSMMethod = new System.Windows.Forms.ComboBox();
this.tbSMListSize = new System.Windows.Forms.TextBox();
this.tbSMSlowUpCnt = new System.Windows.Forms.TextBox();
this.tbSMTimeDiffLimit = new System.Windows.Forms.TextBox();
this.tbSMTimeSub = new System.Windows.Forms.TextBox();
this.tbSMSlowSD = new System.Windows.Forms.TextBox();
this.tbSMFastUpCnt = new System.Windows.Forms.TextBox();
this.tbSMFastSD = new System.Windows.Forms.TextBox();
this.tbSimulationLog = new System.Windows.Forms.RichTextBox();
this.btSimulate = new MaterialSkin.Controls.MaterialFlatButton();
this.btLoad = new MaterialSkin.Controls.MaterialFlatButton();
this.splitContainer3 = new System.Windows.Forms.SplitContainer();
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()));
@@ -76,6 +78,7 @@
this.chValuation = ((System.Windows.Forms.ColumnHeader)(new System.Windows.Forms.ColumnHeader()));
this.chYield = ((System.Windows.Forms.ColumnHeader)(new System.Windows.Forms.ColumnHeader()));
this.chMaxPrice = ((System.Windows.Forms.ColumnHeader)(new System.Windows.Forms.ColumnHeader()));
this.chCheckCountLimit = ((System.Windows.Forms.ColumnHeader)(new System.Windows.Forms.ColumnHeader()));
this.chCheckCount = ((System.Windows.Forms.ColumnHeader)(new System.Windows.Forms.ColumnHeader()));
this.lvNCItem = new AutoSellerNS.ListViewNF();
this.chNCCode = ((System.Windows.Forms.ColumnHeader)(new System.Windows.Forms.ColumnHeader()));
@@ -98,12 +101,12 @@
this.splitContainer1.Panel1.SuspendLayout();
this.splitContainer1.Panel2.SuspendLayout();
this.splitContainer1.SuspendLayout();
this.tabPage2.SuspendLayout();
this.tabPage3.SuspendLayout();
((System.ComponentModel.ISupportInitialize)(this.splitContainer3)).BeginInit();
this.splitContainer3.Panel1.SuspendLayout();
this.splitContainer3.Panel2.SuspendLayout();
this.splitContainer3.SuspendLayout();
this.tabPage2.SuspendLayout();
this.tabPage3.SuspendLayout();
this.SuspendLayout();
//
// materialTabSelector1
@@ -115,7 +118,7 @@
this.materialTabSelector1.Location = new System.Drawing.Point(0, 64);
this.materialTabSelector1.MouseState = MaterialSkin.MouseState.HOVER;
this.materialTabSelector1.Name = "materialTabSelector1";
this.materialTabSelector1.Size = new System.Drawing.Size(1074, 49);
this.materialTabSelector1.Size = new System.Drawing.Size(1147, 49);
this.materialTabSelector1.TabIndex = 1;
this.materialTabSelector1.Text = "materialTabSelector1";
//
@@ -132,7 +135,7 @@
this.materialTabControl1.MouseState = MaterialSkin.MouseState.HOVER;
this.materialTabControl1.Name = "materialTabControl1";
this.materialTabControl1.SelectedIndex = 0;
this.materialTabControl1.Size = new System.Drawing.Size(1068, 719);
this.materialTabControl1.Size = new System.Drawing.Size(1141, 719);
this.materialTabControl1.TabIndex = 2;
//
// tabPage1
@@ -144,7 +147,7 @@
this.tabPage1.Location = new System.Drawing.Point(4, 22);
this.tabPage1.Name = "tabPage1";
this.tabPage1.Padding = new System.Windows.Forms.Padding(3);
this.tabPage1.Size = new System.Drawing.Size(1060, 693);
this.tabPage1.Size = new System.Drawing.Size(1133, 693);
this.tabPage1.TabIndex = 0;
this.tabPage1.Text = "Items";
this.tabPage1.UseVisualStyleBackColor = true;
@@ -179,8 +182,8 @@
// splitContainer2.Panel2
//
this.splitContainer2.Panel2.Controls.Add(this.lvCurPrice);
this.splitContainer2.Size = new System.Drawing.Size(1054, 655);
this.splitContainer2.SplitterDistance = 804;
this.splitContainer2.Size = new System.Drawing.Size(1127, 655);
this.splitContainer2.SplitterDistance = 859;
this.splitContainer2.TabIndex = 2;
this.splitContainer2.SizeChanged += new System.EventHandler(this.splitContainer2_SizeChanged);
//
@@ -198,16 +201,34 @@
// splitContainer1.Panel2
//
this.splitContainer1.Panel2.Controls.Add(this.tbLog);
this.splitContainer1.Size = new System.Drawing.Size(804, 655);
this.splitContainer1.Size = new System.Drawing.Size(859, 655);
this.splitContainer1.SplitterDistance = 455;
this.splitContainer1.TabIndex = 1;
//
// splitContainer3
//
this.splitContainer3.Dock = System.Windows.Forms.DockStyle.Fill;
this.splitContainer3.Location = new System.Drawing.Point(0, 0);
this.splitContainer3.Name = "splitContainer3";
this.splitContainer3.Orientation = System.Windows.Forms.Orientation.Horizontal;
//
// splitContainer3.Panel1
//
this.splitContainer3.Panel1.Controls.Add(this.lvItems);
//
// splitContainer3.Panel2
//
this.splitContainer3.Panel2.Controls.Add(this.lvNCItem);
this.splitContainer3.Size = new System.Drawing.Size(859, 455);
this.splitContainer3.SplitterDistance = 300;
this.splitContainer3.TabIndex = 1;
//
// tbLog
//
this.tbLog.Dock = System.Windows.Forms.DockStyle.Fill;
this.tbLog.Location = new System.Drawing.Point(0, 0);
this.tbLog.Name = "tbLog";
this.tbLog.Size = new System.Drawing.Size(804, 196);
this.tbLog.Size = new System.Drawing.Size(859, 196);
this.tbLog.TabIndex = 0;
this.tbLog.Text = "";
//
@@ -258,7 +279,7 @@
this.tabPage2.Location = new System.Drawing.Point(4, 22);
this.tabPage2.Name = "tabPage2";
this.tabPage2.Padding = new System.Windows.Forms.Padding(3);
this.tabPage2.Size = new System.Drawing.Size(1060, 693);
this.tabPage2.Size = new System.Drawing.Size(1133, 693);
this.tabPage2.TabIndex = 1;
this.tabPage2.Text = "Preference";
//
@@ -358,7 +379,7 @@
this.materialLabel3.Name = "materialLabel3";
this.materialLabel3.Size = new System.Drawing.Size(162, 18);
this.materialLabel3.TabIndex = 6;
this.materialLabel3.Text = "Version : 2017.02.22.23";
this.materialLabel3.Text = "Version : 2017.03.07.15";
//
// materialLabel2
//
@@ -451,6 +472,8 @@
this.tabPage3.Controls.Add(this.cbSMMethod);
this.tabPage3.Controls.Add(this.tbSMListSize);
this.tabPage3.Controls.Add(this.tbSMSlowUpCnt);
this.tabPage3.Controls.Add(this.tbSMTimeDiffLimit);
this.tabPage3.Controls.Add(this.tbSMTimeSub);
this.tabPage3.Controls.Add(this.tbSMSlowSD);
this.tabPage3.Controls.Add(this.tbSMFastUpCnt);
this.tabPage3.Controls.Add(this.tbSMFastSD);
@@ -460,7 +483,7 @@
this.tabPage3.Location = new System.Drawing.Point(4, 22);
this.tabPage3.Name = "tabPage3";
this.tabPage3.Padding = new System.Windows.Forms.Padding(3);
this.tabPage3.Size = new System.Drawing.Size(1060, 693);
this.tabPage3.Size = new System.Drawing.Size(1133, 693);
this.tabPage3.TabIndex = 2;
this.tabPage3.Text = "Simulation";
this.tabPage3.UseVisualStyleBackColor = true;
@@ -471,7 +494,7 @@
this.tbSMSlowDownCnt.Name = "tbSMSlowDownCnt";
this.tbSMSlowDownCnt.Size = new System.Drawing.Size(36, 21);
this.tbSMSlowDownCnt.TabIndex = 8;
this.tbSMSlowDownCnt.Text = "0.1";
this.tbSMSlowDownCnt.Text = "0.4";
//
// tbSMFastDownCnt
//
@@ -479,7 +502,7 @@
this.tbSMFastDownCnt.Name = "tbSMFastDownCnt";
this.tbSMFastDownCnt.Size = new System.Drawing.Size(36, 21);
this.tbSMFastDownCnt.TabIndex = 6;
this.tbSMFastDownCnt.Text = "0.3";
this.tbSMFastDownCnt.Text = "0.05";
//
// cbSMMethod
//
@@ -487,7 +510,8 @@
this.cbSMMethod.FormattingEnabled = true;
this.cbSMMethod.Items.AddRange(new object[] {
"평균 비교",
"마지막 비교"});
"마지막 비교",
"호가 비교"});
this.cbSMMethod.Location = new System.Drawing.Point(477, 24);
this.cbSMMethod.Name = "cbSMMethod";
this.cbSMMethod.Size = new System.Drawing.Size(121, 20);
@@ -507,7 +531,23 @@
this.tbSMSlowUpCnt.Name = "tbSMSlowUpCnt";
this.tbSMSlowUpCnt.Size = new System.Drawing.Size(36, 21);
this.tbSMSlowUpCnt.TabIndex = 7;
this.tbSMSlowUpCnt.Text = "0.1";
this.tbSMSlowUpCnt.Text = "0.4";
//
// tbSMTimeDiffLimit
//
this.tbSMTimeDiffLimit.Location = new System.Drawing.Point(375, 101);
this.tbSMTimeDiffLimit.Name = "tbSMTimeDiffLimit";
this.tbSMTimeDiffLimit.Size = new System.Drawing.Size(36, 21);
this.tbSMTimeDiffLimit.TabIndex = 6;
this.tbSMTimeDiffLimit.Text = "5";
//
// tbSMTimeSub
//
this.tbSMTimeSub.Location = new System.Drawing.Point(333, 101);
this.tbSMTimeSub.Name = "tbSMTimeSub";
this.tbSMTimeSub.Size = new System.Drawing.Size(36, 21);
this.tbSMTimeSub.TabIndex = 6;
this.tbSMTimeSub.Text = "0.02";
//
// tbSMSlowSD
//
@@ -523,7 +563,7 @@
this.tbSMFastUpCnt.Name = "tbSMFastUpCnt";
this.tbSMFastUpCnt.Size = new System.Drawing.Size(36, 21);
this.tbSMFastUpCnt.TabIndex = 5;
this.tbSMFastUpCnt.Text = "0.3";
this.tbSMFastUpCnt.Text = "0.05";
//
// tbSMFastSD
//
@@ -538,9 +578,10 @@
this.tbSimulationLog.Anchor = ((System.Windows.Forms.AnchorStyles)((((System.Windows.Forms.AnchorStyles.Top | System.Windows.Forms.AnchorStyles.Bottom)
| System.Windows.Forms.AnchorStyles.Left)
| System.Windows.Forms.AnchorStyles.Right)));
this.tbSimulationLog.HideSelection = false;
this.tbSimulationLog.Location = new System.Drawing.Point(0, 204);
this.tbSimulationLog.Name = "tbSimulationLog";
this.tbSimulationLog.Size = new System.Drawing.Size(1060, 489);
this.tbSimulationLog.Size = new System.Drawing.Size(1133, 489);
this.tbSimulationLog.TabIndex = 2;
this.tbSimulationLog.Text = "";
//
@@ -576,24 +617,6 @@
this.btLoad.UseVisualStyleBackColor = true;
this.btLoad.Click += new System.EventHandler(this.btLoad_Click);
//
// splitContainer3
//
this.splitContainer3.Dock = System.Windows.Forms.DockStyle.Fill;
this.splitContainer3.Location = new System.Drawing.Point(0, 0);
this.splitContainer3.Name = "splitContainer3";
this.splitContainer3.Orientation = System.Windows.Forms.Orientation.Horizontal;
//
// splitContainer3.Panel1
//
this.splitContainer3.Panel1.Controls.Add(this.lvItems);
//
// splitContainer3.Panel2
//
this.splitContainer3.Panel2.Controls.Add(this.lvNCItem);
this.splitContainer3.Size = new System.Drawing.Size(804, 455);
this.splitContainer3.SplitterDistance = 300;
this.splitContainer3.TabIndex = 1;
//
// lvItems
//
this.lvItems.Columns.AddRange(new System.Windows.Forms.ColumnHeader[] {
@@ -607,13 +630,14 @@
this.chValuation,
this.chYield,
this.chMaxPrice,
this.chCheckCountLimit,
this.chCheckCount});
this.lvItems.Dock = System.Windows.Forms.DockStyle.Fill;
this.lvItems.FullRowSelect = true;
this.lvItems.GridLines = true;
this.lvItems.Location = new System.Drawing.Point(0, 0);
this.lvItems.Name = "lvItems";
this.lvItems.Size = new System.Drawing.Size(804, 300);
this.lvItems.Size = new System.Drawing.Size(859, 300);
this.lvItems.TabIndex = 0;
this.lvItems.UseCompatibleStateImageBehavior = false;
this.lvItems.View = System.Windows.Forms.View.Details;
@@ -675,6 +699,10 @@
this.chMaxPrice.Text = "최고가";
this.chMaxPrice.TextAlign = System.Windows.Forms.HorizontalAlignment.Right;
//
// chCheckCountLimit
//
this.chCheckCountLimit.Text = "조건제한";
//
// chCheckCount
//
this.chCheckCount.Text = "조건횟수";
@@ -693,7 +721,7 @@
this.lvNCItem.GridLines = true;
this.lvNCItem.Location = new System.Drawing.Point(0, 0);
this.lvNCItem.Name = "lvNCItem";
this.lvNCItem.Size = new System.Drawing.Size(804, 151);
this.lvNCItem.Size = new System.Drawing.Size(859, 151);
this.lvNCItem.TabIndex = 1;
this.lvNCItem.UseCompatibleStateImageBehavior = false;
this.lvNCItem.View = System.Windows.Forms.View.Details;
@@ -737,7 +765,7 @@
this.lvCurPrice.GridLines = true;
this.lvCurPrice.Location = new System.Drawing.Point(0, 0);
this.lvCurPrice.Name = "lvCurPrice";
this.lvCurPrice.Size = new System.Drawing.Size(246, 655);
this.lvCurPrice.Size = new System.Drawing.Size(264, 655);
this.lvCurPrice.TabIndex = 0;
this.lvCurPrice.UseCompatibleStateImageBehavior = false;
this.lvCurPrice.View = System.Windows.Forms.View.Details;
@@ -767,7 +795,7 @@
//
this.AutoScaleDimensions = new System.Drawing.SizeF(7F, 12F);
this.AutoScaleMode = System.Windows.Forms.AutoScaleMode.Font;
this.ClientSize = new System.Drawing.Size(1074, 837);
this.ClientSize = new System.Drawing.Size(1147, 837);
this.Controls.Add(this.materialTabSelector1);
this.Controls.Add(this.materialTabControl1);
this.Icon = ((System.Drawing.Icon)(resources.GetObject("$this.Icon")));
@@ -784,14 +812,14 @@
this.splitContainer1.Panel2.ResumeLayout(false);
((System.ComponentModel.ISupportInitialize)(this.splitContainer1)).EndInit();
this.splitContainer1.ResumeLayout(false);
this.tabPage2.ResumeLayout(false);
this.tabPage2.PerformLayout();
this.tabPage3.ResumeLayout(false);
this.tabPage3.PerformLayout();
this.splitContainer3.Panel1.ResumeLayout(false);
this.splitContainer3.Panel2.ResumeLayout(false);
((System.ComponentModel.ISupportInitialize)(this.splitContainer3)).EndInit();
this.splitContainer3.ResumeLayout(false);
this.tabPage2.ResumeLayout(false);
this.tabPage2.PerformLayout();
this.tabPage3.ResumeLayout(false);
this.tabPage3.PerformLayout();
this.ResumeLayout(false);
}
@@ -856,5 +884,8 @@
public System.Windows.Forms.ComboBox cbSMMethod;
public System.Windows.Forms.TextBox tbSMSlowDownCnt;
public System.Windows.Forms.TextBox tbSMFastDownCnt;
private System.Windows.Forms.ColumnHeader chCheckCountLimit;
public System.Windows.Forms.TextBox tbSMTimeSub;
public System.Windows.Forms.TextBox tbSMTimeDiffLimit;
}
}

28
AutoSeller.cs
View File

@@ -104,13 +104,25 @@ namespace AutoSellerNS
private void Timer_Elapsed(object sender, System.Timers.ElapsedEventArgs e)
{
foreach(var NCItem in m_NCItems)
if(m_bSell == false)
return;
lock(m_NCItems)
{
if(NCItem.m_bAsk == true && DateTime.Now-NCItem.m_Time >= TimeSpan.FromSeconds(3))
var NCList = m_NCItems;
foreach(var NCItem in NCList)
{
m_CybosHelper.CorrectionItem(NCItem.m_strCode, NCItem.m_iOrgOrderNo, m_CybosHelper.GetItem(NCItem.m_strCode).m_aiAskPrice[0]);
NCItem.m_Time = DateTime.Now;
Util.Log(Util.LOG_TYPE.SELL, string.Format("[{0}] 정정 주문", NCItem.m_strCodeName));
if(NCItem.m_bAsk == true && DateTime.Now-NCItem.m_Time >= TimeSpan.FromSeconds(5))
{
var CurItem = m_CybosHelper.GetItem(NCItem.m_strCode);
if(CurItem == null)
continue;
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));
}
}
}
}
@@ -169,6 +181,7 @@ namespace AutoSellerNS
string.Format("{0:n0}", Item.m_iValuationGains),
string.Format("{0:n2}", Item.m_dYield),
ItemCur != null ? string.Format("{0:n0}", ItemCur.m_iMaxPrice) : "",
ItemCur != null ? string.Format("{0:n2}", ItemCur.m_dCheckCountLimit) : "",
ItemCur != null ? string.Format("{0:n0}", ItemCur.m_iCheckCount) : "",
}));
@@ -196,6 +209,7 @@ namespace AutoSellerNS
string.Format("{0:n0}", Item.m_iValuationGains),
string.Format("{0:n2}", Item.m_dYield),
ItemCur != null ? string.Format("{0:n0}", ItemCur.m_iMaxPrice) : "",
ItemCur != null ? string.Format("{0:n2}", ItemCur.m_dCheckCountLimit) : "",
ItemCur != null ? string.Format("{0:n0}", ItemCur.m_iCheckCount) : "",
}));
@@ -315,7 +329,7 @@ namespace AutoSellerNS
return m_bSell;
}
public void OnReceivedCurPrice(string strCode, int iPrice, int iMaxPrice, int iCheckCount, bool bReal)
public void OnReceivedCurPrice(string strCode, int iPrice, int iMaxPrice, double dCheckCountLimit, int iCheckCount, bool bReal)
{
ITEM Item = m_Items.FirstOrDefault(s => s.m_strCode == strCode);
if (Item == default(ITEM))
@@ -337,6 +351,7 @@ namespace AutoSellerNS
row.SubItems[chAssessedValue.Index].Text = string.Format("{0:n0}", Item.m_iAssessedValue);
row.SubItems[chYield.Index].Text = string.Format("{0:n2}", Item.m_dYield);
row.SubItems[chMaxPrice.Index].Text = string.Format("{0:n0}", iMaxPrice);
row.SubItems[chCheckCountLimit.Index].Text = string.Format("{0:n2}", dCheckCountLimit);
row.SubItems[chCheckCount.Index].Text = string.Format("{0:n0}", iCheckCount);
}));
}
@@ -350,6 +365,7 @@ namespace AutoSellerNS
row.SubItems[chAssessedValue.Index].Text = string.Format("{0:n0}", Item.m_iAssessedValue);
row.SubItems[chYield.Index].Text = string.Format("{0:n2}", Item.m_dYield);
row.SubItems[chMaxPrice.Index].Text = string.Format("{0:n0}", iMaxPrice);
row.SubItems[chCheckCountLimit.Index].Text = string.Format("{0:n2}", dCheckCountLimit);
row.SubItems[chCheckCount.Index].Text = string.Format("{0:n0}", iCheckCount);
}

189
CybosHelper.cs
View File

@@ -2,11 +2,12 @@
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading;
using System.Threading.Tasks;
namespace AutoSellerNS
{
class CybosHelper
public class CybosHelper
{
public class STOCK_CUR_ITEM
{
@@ -28,7 +29,7 @@ namespace AutoSellerNS
public int m_iTrailingCount = 0;
public List<int> m_PriceList = new List<int>();
public double m_dCheckCount = 5;
public double m_dCheckCountLimit = 5;
double m_dFastSD = 0.75;
double m_dFastUpCnt = 0.05;
@@ -36,62 +37,93 @@ namespace AutoSellerNS
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
m_PriceList.Add(m_iCurPrice);
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(m_iCurPrice >= dAverage)
m_dCheckCount += m_dFastUpCnt;
else
m_dCheckCount -= m_dFastDownCnt;
int iTimeDiff = 0;
if(m_iPrevTime > 0)
iTimeDiff = ((iTime/10000)*60*60 + ((iTime%10000)/100)*60 + (iTime%100)) - ((m_iPrevTime/10000)*60*60 + ((m_iPrevTime%10000)/100)*60 + (m_iPrevTime%100));
}
else if(dStdDev <= m_dSlowSD)
{
if(m_iCurPrice >= dAverage)
m_dCheckCount += m_dSlowUpCnt;
else
m_dCheckCount -= m_dSlowDownCnt;
}
if(m_iCurPrice > m_iMaxPrice)
m_iTrailingCount = 0;
m_iMaxPrice = Math.Max(m_iCurPrice, m_iMaxPrice);
int iAskPrice = m_StockCur.GetHeaderValue(7);
int iBidPrice = m_StockCur.GetHeaderValue(8);
if(bReal == true)
{
m_PriceList.Add(m_iCurPrice);
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(m_iCurPrice >= dAverage)
m_dCheckCountLimit += m_dFastUpCnt;
else
m_dCheckCountLimit -= m_dFastDownCnt;
}
else if(dStdDev <= m_dSlowSD)
{
if(m_iCurPrice >= dAverage)
m_dCheckCountLimit += m_dSlowUpCnt;
else
m_dCheckCountLimit -= m_dSlowDownCnt;
}
m_dCheckCountLimit -= iTimeDiff*m_dTimeSub;
if(m_iCurPrice > m_iMaxPrice)
m_iTrailingCount = 0;
m_iMaxPrice = Math.Max(m_iCurPrice, m_iMaxPrice);
int iAskPrice = m_StockCur.GetHeaderValue(7);
int iBidPrice = m_StockCur.GetHeaderValue(8);
if(m_iCurPrice <= iBidPrice)
m_iCheckCount++;
else
m_iCheckCount = 0;
if(m_iCheckCount >= m_dCheckCountLimit && m_Listener.IsSelling() == true)
{
m_CybosHelper.SellItem(m_strCode, m_Listener.GetSellableCount(m_strCode), m_aiAskPrice[0]);
Util.Log(Util.LOG_TYPE.SELL, string.Format("[조건 완료 매도] {0} ({1}회) (현재가 {2:n0}원, 최고가 {3:n0}원)",
m_strCodeName,
Config.GetBidCount(),
m_iCurPrice,
m_iMaxPrice));
}
if(m_iCurPrice < (m_iMaxPrice*(100.0f-Config.GetTrailingRate())/100.0f))
m_iTrailingCount++;
if(m_iTrailingCount >= Config.GetTrailingCnt() && m_Listener.IsSelling() == true)
{
m_CybosHelper.SellItem(m_strCode, m_Listener.GetSellableCount(m_strCode), m_aiAskPrice[0]);
Util.Log(Util.LOG_TYPE.SELL, string.Format("[트레일링 매도] {0} ({1}% {2}회) (현재가 {3:n0}원, 최고가 {4:n0}원)",
m_strCodeName,
Config.GetTrailingRate(),
Config.GetTrailingCnt(),
m_iCurPrice,
m_iMaxPrice));
}
if(iTimeDiff >= m_iTimeLimit)
{
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)",
m_strCodeName,
iTimeDiff,
m_iCurPrice,
m_iMaxPrice));
}
}
if(m_iCheckCount >= m_dCheckCount && m_Listener.IsSelling() == true)
{
m_CybosHelper.SellItem(m_strCode, m_Listener.GetSellableCount(m_strCode), m_aiAskPrice[0]);
Util.Log(Util.LOG_TYPE.SELL, string.Format("[조건 완료 매도] {0} ({1}회) (현재가 {2:n0}원, 최고가 {3:n0}원)", m_strCodeName, Config.GetBidCount(), m_iCurPrice, m_iMaxPrice));
}
if(bReal == true && m_iCurPrice < (m_iMaxPrice*(100.0f-Config.GetTrailingRate())/100.0f))
m_iTrailingCount++;
if(m_iTrailingCount >= Config.GetTrailingCnt() && m_Listener.IsSelling() == true)
{
m_CybosHelper.SellItem(m_strCode, m_Listener.GetSellableCount(m_strCode), m_aiAskPrice[0]);
Util.Log(Util.LOG_TYPE.SELL, string.Format("[트레일링 매도] {0} ({1}% {2}회) (현재가 {2:n0}원, 최고가 {3:n0}원)", m_strCodeName, Config.GetTrailingRate(), Config.GetTrailingCnt(), m_iCurPrice, m_iMaxPrice));
}
m_Listener.OnReceivedCurPrice(m_strCode, m_iCurPrice, m_iMaxPrice, m_iCheckCount, bReal);
m_Listener.OnReceivedCurPrice(m_strCode, m_iCurPrice, m_iMaxPrice, m_dCheckCountLimit, m_iCheckCount, bReal);
m_iPrevTime = iTime;
}
public void OnReceivedCall()
@@ -124,7 +156,9 @@ namespace AutoSellerNS
CPTRADELib.CpTd6033 m_6033 = new CPTRADELib.CpTd6033();
Dictionary<string, STOCK_CUR_ITEM> m_aStockCur = new Dictionary<string, STOCK_CUR_ITEM>();
object m_NCItemLock = new object();
public CybosHelper(AutoSeller Listener)
{
m_Listener = Listener;
@@ -245,34 +279,38 @@ namespace AutoSellerNS
public List<AutoSeller.NCITEM> UpdateNC()
{
List<AutoSeller.NCITEM> NCItems = new List<AutoSeller.NCITEM>();
CPTRADELib.CpTd5339 CP5339 = new CPTRADELib.CpTd5339();
CP5339.SetInputValue(0, Config.GetAccount());
CP5339.SetInputValue(1, Config.GetSubAccount());
CP5339.BlockRequest2(0);
bool bContinue = true;
while(bContinue)
lock(m_NCItemLock)
{
int iCnt = CP5339.GetHeaderValue(5);
for(int i = 0; i<iCnt; i++)
CPTRADELib.CpTd5339 CP5339 = new CPTRADELib.CpTd5339();
CP5339.SetInputValue(0, Config.GetAccount());
CP5339.SetInputValue(1, Config.GetSubAccount());
CP5339.BlockRequest2(0);
bool bContinue = true;
while(bContinue)
{
AutoSeller.NCITEM Item = new AutoSeller.NCITEM();
int iCnt = CP5339.GetHeaderValue(5);
for(int i = 0; i<iCnt; i++)
{
AutoSeller.NCITEM Item = new AutoSeller.NCITEM();
Item.m_strCode = CP5339.GetDataValue(3, i);
Item.m_strCodeName = CP5339.GetDataValue(4, i);
Item.m_strDesc = CP5339.GetDataValue(5, i);
Item.m_iOrderPrice = CP5339.GetDataValue(7, i);
Item.m_iRemainCnt = CP5339.GetDataValue(11, i);
Item.m_bAsk = (CP5339.GetDataValue(13, i) == "1");
Item.m_iOrgOrderNo = CP5339.GetDataValue(2, i);
Item.m_strCode = CP5339.GetDataValue(3, i);
Item.m_strCodeName = CP5339.GetDataValue(4, i);
Item.m_strDesc = CP5339.GetDataValue(5, i);
Item.m_iOrderPrice = CP5339.GetDataValue(7, i);
Item.m_iRemainCnt = CP5339.GetDataValue(11, i);
Item.m_bAsk = (CP5339.GetDataValue(13, i) == "1");
Item.m_iOrgOrderNo = CP5339.GetDataValue(2, i);
if(Item.m_iOrgOrderNo == 0)
Item.m_iOrgOrderNo = CP5339.GetDataValue(1, i);
NCItems.Add(Item);
NCItems.Add(Item);
}
bContinue = (CP5339.Continue != 0);
if(bContinue)
CP5339.BlockRequest2(0);
}
bContinue = (CP5339.Continue != 0);
if(bContinue)
CP5339.BlockRequest2(0);
}
return NCItems;
@@ -421,10 +459,25 @@ namespace AutoSellerNS
Td0311.BlockRequest2(0);
}
public void CorrectionItem(string strCode, int iOrgOrderNo, int iAskPrice)
public void CancelItem(string strCode, int iOrgOrderNo)
{
CPTRADELib.CpTd0314 Td0314 = new CPTRADELib.CpTd0314();
Td0314.SetInputValue(1, iOrgOrderNo);
Td0314.SetInputValue(2, Config.GetAccount());
Td0314.SetInputValue(3, Config.GetSubAccount());
Td0314.SetInputValue(4, strCode);
Td0314.SetInputValue(5, 0);
Td0314.BlockRequest2(0);
}
public void CorrectionItem(string strCode, int iOrgOrderNo, int iCnt, int iAskPrice)
{
int iSellPrice = iAskPrice-GetUnitValue(iAskPrice);
//CancelItem(strCode, iOrgOrderNo);
//Thread.Sleep(1000);
//SellItem(strCode, iCnt, iAskPrice);
CPTRADELib.CpTd0313 Td0313 = new CPTRADELib.CpTd0313();
Td0313.SetInputValue(1, iOrgOrderNo);
Td0313.SetInputValue(2, Config.GetAccount());

709
SimulationHelper.cs
View File

@@ -27,178 +27,178 @@ namespace AutoSellerNS
m_tbLogView = tbLog;
}
public void LoadTxt()
{
List<string> aItems = new List<string>();
StockChart CPStockChart = new StockChart();
//public void LoadTxt()
//{
// List<string> aItems = new List<string>();
// StockChart CPStockChart = new StockChart();
foreach(string strLine in File.ReadLines(Util.GetSimulationPath()+"/0-input.txt", Encoding.UTF8))
{
var tokens = strLine.Split('\t');
// foreach(string strLine in File.ReadLines(Util.GetSimulationPath()+"/0-input.txt", Encoding.UTF8))
// {
// var tokens = strLine.Split('\t');
var strDate = tokens[0];
var strNewTime = tokens[1];
var strSimulationTime = tokens[2];
var strCodeName = tokens[3];
var strCode = tokens[4];
var strStartPrice = tokens[5];
// var strDate = tokens[0];
// var strNewTime = tokens[1];
// var strSimulationTime = tokens[2];
// var strCodeName = tokens[3];
// var strCode = tokens[4];
// var strStartPrice = tokens[5];
DateTime StartDT;
DateTime.TryParse(strDate+" "+strSimulationTime, out StartDT);
uint uiStartDate;
uint.TryParse(StartDT.ToString("yyyyMMdd"), out uiStartDate);
// DateTime StartDT;
// DateTime.TryParse(strDate+" "+strSimulationTime, out StartDT);
// uint uiStartDate;
// uint.TryParse(StartDT.ToString("yyyyMMdd"), out uiStartDate);
string strOutFileName = Util.GetSimulationPath() + "/" + strCodeName + "-" + StartDT.ToString("yyyy-MM-dd") + ".txt";
if(File.Exists(strOutFileName) == true)
continue;
// string strOutFileName = Util.GetSimulationPath() + "/" + strCodeName + "-" + StartDT.ToString("yyyy-MM-dd") + ".txt";
// if(File.Exists(strOutFileName) == true)
// continue;
CPStockChart.SetInputValue(0, "A"+strCode);
CPStockChart.SetInputValue(1, '1');
CPStockChart.SetInputValue(2, uiStartDate);
CPStockChart.SetInputValue(3, uiStartDate);
CPStockChart.SetInputValue(4, 100000);
CPStockChart.SetInputValue(5, new int[] { 0, 1, 5, 8, 9, 10, 11 });
CPStockChart.SetInputValue(6, 'T');
CPStockChart.BlockRequest2(0);
// CPStockChart.SetInputValue(0, "A"+strCode);
// CPStockChart.SetInputValue(1, '1');
// CPStockChart.SetInputValue(2, uiStartDate);
// CPStockChart.SetInputValue(3, uiStartDate);
// CPStockChart.SetInputValue(4, 100000);
// CPStockChart.SetInputValue(5, new int[] { 0, 1, 5, 8, 9, 10, 11 });
// CPStockChart.SetInputValue(6, 'T');
// CPStockChart.BlockRequest2(0);
int iFieldCnt = CPStockChart.GetHeaderValue(1);
string[] astrFieldName = CPStockChart.GetHeaderValue(2);
// int iFieldCnt = CPStockChart.GetHeaderValue(1);
// string[] astrFieldName = CPStockChart.GetHeaderValue(2);
string strOutLine = "";
for(int j = 0; j<iFieldCnt; j++)
{
strOutLine += astrFieldName[j];
strOutLine += '\t';
}
File.AppendAllText(strOutFileName, strOutLine+Environment.NewLine, new UTF8Encoding(true));
strOutLine = "";
// string strOutLine = "";
// for(int j = 0; j<iFieldCnt; j++)
// {
// strOutLine += astrFieldName[j];
// strOutLine += '\t';
// }
// File.AppendAllText(strOutFileName, strOutLine+Environment.NewLine, new UTF8Encoding(true));
// strOutLine = "";
bool bContinue = true;
while(bContinue == true)
{
int iCnt = CPStockChart.GetHeaderValue(3);
for(int i = 0; i<iCnt; i++)
{
for(int j = 0; j<iFieldCnt; j++)
{
strOutLine += CPStockChart.GetDataValue(j, i);
strOutLine += '\t';
}
// bool bContinue = true;
// while(bContinue == true)
// {
// int iCnt = CPStockChart.GetHeaderValue(3);
// for(int i = 0; i<iCnt; i++)
// {
// for(int j = 0; j<iFieldCnt; j++)
// {
// strOutLine += CPStockChart.GetDataValue(j, i);
// strOutLine += '\t';
// }
strOutLine += Environment.NewLine;
// strOutLine += Environment.NewLine;
if(i % 1000 == 999)
{
File.AppendAllText(strOutFileName, strOutLine, new UTF8Encoding(true));
strOutLine = "";
}
}
// if(i % 1000 == 999)
// {
// File.AppendAllText(strOutFileName, strOutLine, new UTF8Encoding(true));
// strOutLine = "";
// }
// }
bContinue = (CPStockChart.Continue==1);
if(bContinue == true)
CPStockChart.BlockRequest2(0);
// bContinue = (CPStockChart.Continue==1);
// if(bContinue == true)
// CPStockChart.BlockRequest2(0);
m_tbLogView.AppendText(string.Format("RequestRQ({0}) ", m_CybosHelper.GetLimitRemainCountRQ()));
}
// m_tbLogView.AppendText(string.Format("RequestRQ({0}) ", m_CybosHelper.GetLimitRemainCountRQ()));
// }
if(strOutLine.Length > 0)
{
File.AppendAllText(strOutFileName, strOutLine, new UTF8Encoding(true));
strOutLine = "";
}
// if(strOutLine.Length > 0)
// {
// File.AppendAllText(strOutFileName, strOutLine, new UTF8Encoding(true));
// strOutLine = "";
// }
m_tbLogView.AppendText(string.Format("[Load] " + strOutFileName + " End"));
}
// m_tbLogView.AppendText(string.Format("[Load] " + strOutFileName + " End"));
// }
m_tbLogView.AppendText(string.Format("[Load] All End"));
}
// m_tbLogView.AppendText(string.Format("[Load] All End"));
//}
public void LoadExcel()
{
List<string> aItems = new List<string>();
StockChart CPStockChart = new StockChart();
ExcelHandler Excel = null;
//public void LoadExcel()
//{
// List<string> aItems = new List<string>();
// StockChart CPStockChart = new StockChart();
// ExcelHandler Excel = null;
foreach(string strLine in File.ReadLines(Util.GetSimulationPath()+"/0-input.txt", Encoding.UTF8))
{
var tokens = strLine.Split('\t');
// foreach(string strLine in File.ReadLines(Util.GetSimulationPath()+"/0-input.txt", Encoding.UTF8))
// {
// var tokens = strLine.Split('\t');
var strDate = tokens[0];
var strNewTime = tokens[1];
var strSimulationTime = tokens[2];
var strCodeName = tokens[3];
strCodeName = strCodeName.Trim();
var strCode = tokens[4];
var strStartPrice = tokens[5];
// var strDate = tokens[0];
// var strNewTime = tokens[1];
// var strSimulationTime = tokens[2];
// var strCodeName = tokens[3];
// strCodeName = strCodeName.Trim();
// var strCode = tokens[4];
// var strStartPrice = tokens[5];
DateTime StartDT;
DateTime.TryParse(strDate+" "+strSimulationTime, out StartDT);
// DateTime StartDT;
// DateTime.TryParse(strDate+" "+strSimulationTime, out StartDT);
string strOutFileName = Util.GetSimulationPath() + "/" + StartDT.ToString("yyyy-MM-dd") + "-StockChart-" + strCodeName + ".xlsx";
if(File.Exists(strOutFileName) == true)
{
if(StartDT.DayOfYear == DateTime.Now.DayOfYear)
File.Delete(strOutFileName);
else
continue;
}
// string strOutFileName = Util.GetSimulationPath() + "/" + StartDT.ToString("yyyy-MM-dd") + "-StockChart-" + strCodeName + ".xlsx";
// if(File.Exists(strOutFileName) == true)
// {
// if(StartDT.DayOfYear == DateTime.Now.DayOfYear)
// File.Delete(strOutFileName);
// else
// continue;
// }
CPStockChart.SetInputValue(0, "A"+strCode);
CPStockChart.SetInputValue(1, '1');
CPStockChart.SetInputValue(2, StartDT.ToString("yyyyMMdd"));
CPStockChart.SetInputValue(3, StartDT.ToString("yyyyMMdd"));
CPStockChart.SetInputValue(5, new int[] { 0, 1, 5, 8, 9, 10, 11 });
CPStockChart.SetInputValue(6, 'T');
CPStockChart.BlockRequest2(0);
// CPStockChart.SetInputValue(0, "A"+strCode);
// CPStockChart.SetInputValue(1, '1');
// CPStockChart.SetInputValue(2, StartDT.ToString("yyyyMMdd"));
// CPStockChart.SetInputValue(3, StartDT.ToString("yyyyMMdd"));
// CPStockChart.SetInputValue(5, new int[] { 0, 1, 5, 8, 9, 10, 11 });
// CPStockChart.SetInputValue(6, 'T');
// CPStockChart.BlockRequest2(0);
int iFieldCnt = CPStockChart.GetHeaderValue(1);
string[] astrFieldName = CPStockChart.GetHeaderValue(2);
List<object> aRow = new List<object>();
List<object[]> aaRows = new List<object[]>();
// int iFieldCnt = CPStockChart.GetHeaderValue(1);
// string[] astrFieldName = CPStockChart.GetHeaderValue(2);
// List<object> aRow = new List<object>();
// List<object[]> aaRows = new List<object[]>();
Excel = new ExcelHandler(strOutFileName, astrFieldName);
// Excel = new ExcelHandler(strOutFileName, astrFieldName);
bool bContinue = true;
while(bContinue == true)
{
int iCnt = CPStockChart.GetHeaderValue(3);
for(int i = 0; i<iCnt; i++)
{
for(int j = 0; j<iFieldCnt; j++)
aRow.Add(CPStockChart.GetDataValue(j, i));
// bool bContinue = true;
// while(bContinue == true)
// {
// int iCnt = CPStockChart.GetHeaderValue(3);
// for(int i = 0; i<iCnt; i++)
// {
// for(int j = 0; j<iFieldCnt; j++)
// aRow.Add(CPStockChart.GetDataValue(j, i));
if(aaRows.Count == 0)
{
aRow.Add(0);
aRow.Add(0);
}
else
{
aRow.Add((uint)aaRows.Last()[5]-(uint)aRow[5]);
aRow.Add((uint)aaRows.Last()[6]-(uint)aRow[6]);
}
// if(aaRows.Count == 0)
// {
// aRow.Add(0);
// aRow.Add(0);
// }
// else
// {
// aRow.Add((uint)aaRows.Last()[5]-(uint)aRow[5]);
// aRow.Add((uint)aaRows.Last()[6]-(uint)aRow[6]);
// }
aaRows.Add(aRow.ToArray());
aRow.Clear();
}
// aaRows.Add(aRow.ToArray());
// aRow.Clear();
// }
bContinue = (CPStockChart.Continue==1);
if(bContinue == true)
CPStockChart.BlockRequest2(0);
// bContinue = (CPStockChart.Continue==1);
// if(bContinue == true)
// CPStockChart.BlockRequest2(0);
m_tbLogView.AppendText(string.Format("RequestRQ({0}) ", m_CybosHelper.GetLimitRemainCountRQ()));
}
// m_tbLogView.AppendText(string.Format("RequestRQ({0}) ", m_CybosHelper.GetLimitRemainCountRQ()));
// }
aaRows.Reverse();
Excel.AddRows(aaRows.ToArray());
// aaRows.Reverse();
// Excel.AddRows(aaRows.ToArray());
m_tbLogView.AppendText(string.Format("[Load] " + strOutFileName + " End\n"));
}
// m_tbLogView.AppendText(string.Format("[Load] " + strOutFileName + " End\n"));
// }
m_tbLogView.AppendText(string.Format("[Load] All End\n\n"));
m_tbLogView.SelectionStart = m_tbLogView.TextLength;
m_tbLogView.ScrollToCaret();
}
// m_tbLogView.AppendText(string.Format("[Load] All End\n\n"));
// m_tbLogView.SelectionStart = m_tbLogView.TextLength;
// m_tbLogView.ScrollToCaret();
//}
public void LoadExcel2()
{
@@ -221,6 +221,8 @@ namespace AutoSellerNS
DateTime StartDT;
DateTime.TryParse(strDate+" "+strSimulationTime, out StartDT);
string strOutFileName = Util.GetSimulationPath() + "/" + StartDT.ToString("yyyy-MM-dd") + "-JpBid-" + strCodeName + ".xlsx";
if(File.Exists(strOutFileName) == true)
{
@@ -279,131 +281,136 @@ namespace AutoSellerNS
m_tbLogView.ScrollToCaret();
}
public void StartSimuation()
{
m_tbLogView.AppendText(string.Format("[시뮬레이션 시작] 조건 : {0}회, 트레일링 : {1}%, {2}회\n", Config.GetBidCount(), Config.GetTrailingRate(), Config.GetTrailingCnt()));
//public void StartSimuation()
//{
// m_tbLogView.AppendText(string.Format("[시뮬레이션 시작] 조건 : {0}회, 트레일링 : {1}%, {2}회\n", Config.GetBidCount(), Config.GetTrailingRate(), Config.GetTrailingCnt()));
int iTotalProfit = 0;
int iTotalBid = 0;
// int iTotalProfit = 0;
// int iTotalBid = 0;
foreach(string strLine in File.ReadLines(Util.GetSimulationPath()+"/0-input.txt", Encoding.UTF8))
{
var tokens = strLine.Split('\t');
// foreach(string strLine in File.ReadLines(Util.GetSimulationPath()+"/0-input.txt", Encoding.UTF8))
// {
// var tokens = strLine.Split('\t');
var strDate = tokens[0];
var strNewTime = tokens[1];
var strSimulationTime = tokens[2];
var strCodeName = tokens[3];
strCodeName = strCodeName.Trim();
var strCode = tokens[4];
var strStartPrice = tokens[5];
// var strDate = tokens[0];
// var strNewTime = tokens[1];
// var strSimulationTime = tokens[2];
// var strCodeName = tokens[3];
// strCodeName = strCodeName.Trim();
// var strCode = tokens[4];
// var strStartPrice = tokens[5];
DateTime StartDT;
DateTime.TryParse(strDate+" "+strSimulationTime, out StartDT);
// DateTime StartDT;
// DateTime.TryParse(strDate+" "+strSimulationTime, out StartDT);
int iStartPrice;
int.TryParse(strStartPrice, NumberStyles.AllowThousands, CultureInfo.CurrentCulture, out iStartPrice);
// int iStartPrice;
// int.TryParse(strStartPrice, NumberStyles.AllowThousands, CultureInfo.CurrentCulture, out iStartPrice);
string strFileName = Util.GetSimulationPath() + "/" + StartDT.ToString("yyyy-MM-dd") + "-StockChart-" + strCodeName + ".xlsx";
// string strFileName = Util.GetSimulationPath() + "/" + StartDT.ToString("yyyy-MM-dd") + "-StockChart-" + strCodeName + ".xlsx";
FileInfo newFile = new FileInfo(strFileName);
ExcelPackage package = new ExcelPackage(newFile);
ExcelWorksheet Sheet = package.Workbook.Worksheets["sheet"];
// FileInfo newFile = new FileInfo(strFileName);
// ExcelPackage package = new ExcelPackage(newFile);
// ExcelWorksheet Sheet = package.Workbook.Worksheets["sheet"];
int iMaxRow = Sheet.Dimension.Rows;
// int iMaxRow = Sheet.Dimension.Rows;
DateTime RowDT;
bool bStart = false;
int iTotalAskCount = 0;
int iTotalBidCount = 0;
int iPrevAskCount = 0;
int iPrevBidCount = 0;
bool bBid = false;
int iAskCount = 0;
int iTrailingCount = 0;
int iMaxPrice = int.MinValue;
int iStockCount = 0;
int iStartRow = 0;
int iPrevPrice = 0;
for(int iRow = 2; iRow<=iMaxRow; iRow++)
{
int iTime = (int)(double)Sheet.Cells[iRow, 2].Value;
int iPrice = (int)(double)Sheet.Cells[iRow, 3].Value;
iTotalAskCount = (int)(double)Sheet.Cells[iRow, 6].Value;
iTotalBidCount = (int)(double)Sheet.Cells[iRow, 7].Value;
// DateTime RowDT;
// bool bStart = false;
// int iTotalAskCount = 0;
// int iTotalBidCount = 0;
// int iPrevAskCount = 0;
// int iPrevBidCount = 0;
// bool bBid = false;
// int iAskCount = 0;
// int iTrailingCount = 0;
// int iMaxPrice = int.MinValue;
// int iStockCount = 0;
// int iStartRow = 0;
// int iPrevPrice = 0;
// for(int iRow = 2; iRow<=iMaxRow; iRow++)
// {
// int iTime = (int)(double)Sheet.Cells[iRow, 2].Value;
// int iPrice = (int)(double)Sheet.Cells[iRow, 3].Value;
// iTotalAskCount = (int)(double)Sheet.Cells[iRow, 6].Value;
// iTotalBidCount = (int)(double)Sheet.Cells[iRow, 7].Value;
bBid = (iTotalAskCount == iPrevAskCount);
DateTime.TryParse(strDate+" "+string.Format("{0}:{1}:{2}", iTime/100, iTime%100, 59), out RowDT);
// bBid = (iTotalAskCount == iPrevAskCount);
// DateTime.TryParse(strDate+" "+string.Format("{0}:{1}:{2}", iTime/100, iTime%100, 59), out RowDT);
iStockCount = 1000000/iStartPrice;
// iStockCount = 1000000/iStartPrice;
if(bStart == false)
{
if(RowDT >= StartDT && iPrice==iStartPrice)
{
bStart = true;
iStartRow = iRow;
}
}
else
{
if(bBid == false)
iAskCount++;
else
iAskCount = 0;
// if(bStart == false)
// {
// if(RowDT >= StartDT && iPrice==iStartPrice)
// {
// bStart = true;
// iStartRow = iRow;
// }
// else if((RowDT-StartDT).Minutes > 10)
// {
// InsertLog(string.Format("[{0,-10}] 매수 가격 찾기 실패", strCodeName));
// break;
// }
// }
// else
// {
// if(bBid == false)
// iAskCount++;
// else
// iAskCount = 0;
if(iAskCount >= Config.GetBidCount())
{
m_tbLogView.AppendText(string.Format("[{0,-10}] 조건 매도 {1} line:{2} {3:n0}원 ({4} : {5:n2}%) (매수 : {6:n0}원, line:{7})\n",
strCodeName,
RowDT.ToString("yyyy-MM-dd HH:mm:00"),
iRow,
iPrice,
iPrice-iStartPrice,
(iPrice-iStartPrice)*100/(float)iStartPrice,
iStartPrice,
iStartRow
));
iTotalProfit += (iPrice-iStartPrice)*iStockCount;
iTotalBid += iStartPrice*iStockCount;
break;
}
// if(iAskCount >= Config.GetBidCount())
// {
// m_tbLogView.AppendText(string.Format("[{0,-10}] 조건 매도 {1} line:{2} {3:n0}원 ({4} : {5:n2}%) (매수 : {6:n0}원, line:{7})\n",
// strCodeName,
// RowDT.ToString("yyyy-MM-dd HH:mm:00"),
// iRow,
// iPrice,
// iPrice-iStartPrice,
// (iPrice-iStartPrice)*100/(float)iStartPrice,
// iStartPrice,
// iStartRow
// ));
// iTotalProfit += (iPrice-iStartPrice)*iStockCount;
// iTotalBid += iStartPrice*iStockCount;
// break;
// }
if(iPrice > iMaxPrice)
iTrailingCount = 0;
else if(iPrice <= iMaxPrice*(100-Config.GetTrailingRate())/100)
iTrailingCount++;
iMaxPrice = Math.Max(iPrice, iMaxPrice);
// if(iPrice > iMaxPrice)
// iTrailingCount = 0;
// else if(iPrice <= iMaxPrice*(100-Config.GetTrailingRate())/100)
// iTrailingCount++;
// iMaxPrice = Math.Max(iPrice, iMaxPrice);
if(iTrailingCount >= Config.GetTrailingCnt())
{
m_tbLogView.AppendText(string.Format("[{0}] 트레일링 매도 {1} line:{2} {3:n0}원 ({4} : {5:n2}%) (매수 : {6:n0}원, line:{7})\n",
strCodeName,
RowDT.ToString("yyyy-MM-dd HH:mm:00"),
iRow,
iPrice,
iPrice-iStartPrice,
(iPrice-iStartPrice)*100/(float)iStartPrice,
iStartPrice,
iStartRow
));
iTotalProfit += (iPrice-iStartPrice)*iStockCount;
iTotalBid += iStartPrice*iStockCount;
break;
}
}
// if(iTrailingCount >= Config.GetTrailingCnt())
// {
// m_tbLogView.AppendText(string.Format("[{0}] 트레일링 매도 {1} line:{2} {3:n0}원 ({4} : {5:n2}%) (매수 : {6:n0}원, line:{7})\n",
// strCodeName,
// RowDT.ToString("yyyy-MM-dd HH:mm:00"),
// iRow,
// iPrice,
// iPrice-iStartPrice,
// (iPrice-iStartPrice)*100/(float)iStartPrice,
// iStartPrice,
// iStartRow
// ));
// iTotalProfit += (iPrice-iStartPrice)*iStockCount;
// iTotalBid += iStartPrice*iStockCount;
// break;
// }
// }
iPrevPrice = iPrice;
iPrevAskCount = iTotalAskCount;
iPrevBidCount = iTotalBidCount;
}
}
// iPrevPrice = iPrice;
// iPrevAskCount = iTotalAskCount;
// iPrevBidCount = iTotalBidCount;
// }
// }
m_tbLogView.AppendText(string.Format("[시뮬레이션 종료] 총수익 : {0:n0}원 : {1:n2}%\n\n", iTotalProfit, iTotalProfit*100/(float)iTotalBid));
m_tbLogView.SelectionStart = m_tbLogView.TextLength;
m_tbLogView.ScrollToCaret();
}
// m_tbLogView.AppendText(string.Format("[시뮬레이션 종료] 총수익 : {0:n0}원 : {1:n2}%\n\n", iTotalProfit, iTotalProfit*100/(float)iTotalBid));
// m_tbLogView.SelectionStart = m_tbLogView.TextLength;
// m_tbLogView.ScrollToCaret();
//}
void InsertLog(string strMsg)
{
@@ -437,10 +444,11 @@ namespace AutoSellerNS
double dSlowSD = (double)aParams[4];
double dSlowUpCnt = (double)aParams[5];
double dSlowDownCnt = (double)aParams[6];
bool bAverageCompare = (bool)aParams[7];
int iCompareType = (int)aParams[7];
string strMethod = (string)aParams[8];
string strLine = (string)aParams[9];
double dTimeSub = (double)aParams[10];
int iTimeDiffLimit = (int)aParams[11];
var tokens = strLine.Split('\t');
@@ -484,28 +492,36 @@ namespace AutoSellerNS
double dCheckCount = 5.0;
List<int> m_PriceList = new List<int>();
//Sheet.Column(7).Style.Font.Color.SetColor(Color.Black);
//Sheet.DeleteColumn(8, 11);
Sheet.Column(7).Style.Font.Color.SetColor(Color.Black);
Sheet.DeleteColumn(8, 11);
//Sheet.Cells[1, 8].Value = "평균";
//Sheet.Cells[1, 9].Value = "표준편차";
//Sheet.Cells[1, 10].Value = "매도 제한";
//Sheet.Cells[1, 11].Value = "매도 수";
//Sheet.View.FreezePanes(2, 1);
Sheet.Cells[1, 8].Value = "평균";
Sheet.Cells[1, 9].Value = "표준편차";
Sheet.Cells[1, 10].Value = "매도 제한";
Sheet.Cells[1, 11].Value = "매도 수";
Sheet.View.FreezePanes(2, 1);
double dPrevStdDev = 0;
string strReturnMsg = "";
int iPrevTime = 0;
for(int iRow = 2; iRow<=iMaxRow; iRow++)
{
if((string)Sheet.Cells[iRow, 2].Value == "*")
continue;
int iTime = (int)(double)Sheet.Cells[iRow, 1].Value;
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 iTimeDiff = 0;
if(iPrevTime > 0)
iTimeDiff = ((iTime/10000)*60*60 + ((iTime%10000)/100)*60 + (iTime%100)) - ((iPrevTime/10000)*60*60 + ((iPrevTime%10000)/100)*60 + (iPrevTime%100));
if((string)Sheet.Cells[iRow, 2].Value == "*")
{
iPrevTime = iTime;
continue;
}
DateTime.TryParse(strDate+" "+string.Format("{0}:{1}:{2}", iTime/10000, (iTime/100)%100, iTime%100), out RowDT);
iStockCount = 1000000/iStartPrice;
@@ -520,6 +536,13 @@ namespace AutoSellerNS
m_PriceList.Clear();
m_PriceList.Add(iPrice);
}
else if((RowDT-StartDT).Minutes > 10)
{
InsertLog(string.Format("[{0}] [{1}] 매수 가격 찾기 실패\n",
StartDT.ToString("yyyy-MM-dd"),
strCodeName));
break;
}
}
else
{
@@ -530,53 +553,68 @@ 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 < dPrevStdDev)
//{
// dCheckCount -= dSlowDownCnt;
//}
//else
if(dStdDev >= dFastSD)
{
if(bAverageCompare == true)
switch(iCompareType)
{
if(iPrice >= dAverage)
dCheckCount += dFastUpCnt;
else// if(dCheckCount > 3)
dCheckCount -= dFastDownCnt;
}
else
{
if(iPrice >= m_PriceList[m_PriceList.Count-2])
dCheckCount += dFastUpCnt;
else// if(dCheckCount > 3)
dCheckCount -= dFastDownCnt;
}
case 1:
if(iPrice >= dAverage)
dCheckCount += dFastUpCnt;
else
dCheckCount -= dFastDownCnt;
break;
case 2:
if(iPrice >= m_PriceList[m_PriceList.Count-2])
dCheckCount += dFastUpCnt;
else
dCheckCount -= dFastDownCnt;
break;
case 3:
if(iPrice <= iBidPrice)
dCheckCount -= dFastDownCnt;
else
dCheckCount += dFastUpCnt;
break;
}
}
else if(dStdDev <= dSlowSD)
{
if(bAverageCompare == true)
switch(iCompareType)
{
if(iPrice >= dAverage)
dCheckCount += dSlowUpCnt;
else// if(dCheckCount > 3)
dCheckCount -= dSlowDownCnt;
}
else
{
if(iPrice >= m_PriceList[m_PriceList.Count-2])
dCheckCount += dSlowUpCnt;
else// if(dCheckCount > 3)
dCheckCount -= dSlowUpCnt;
case 1:
if(iPrice >= dAverage)
dCheckCount += dSlowUpCnt;
else
dCheckCount -= dSlowDownCnt;
break;
case 2:
if(iPrice >= m_PriceList[m_PriceList.Count-2])
dCheckCount += dSlowUpCnt;
else
dCheckCount -= dSlowDownCnt;
break;
case 3:
if(iPrice <= iBidPrice)
dCheckCount -= dSlowDownCnt;
else
dCheckCount += dSlowUpCnt;
break;
}
}
dCheckCount -= iTimeDiff*dTimeSub;
//dCheckCount = Math.Min(Math.Max(dCheckCount, 0), 15);
//Sheet.Cells[iRow, 8].Value = dAverage;
//Sheet.Cells[iRow, 9].Value = dStdDev;
//Sheet.Cells[iRow, 9].Style.Numberformat.Format = "0.00";
//Sheet.Cells[iRow, 10].Value = dCheckCount;
Sheet.Cells[iRow, 8].Value = dAverage;
Sheet.Cells[iRow, 9].Value = dStdDev;
Sheet.Cells[iRow, 9].Style.Numberformat.Format = "0.00";
Sheet.Cells[iRow, 10].Value = dCheckCount;
// 호가 비교 - 매수호가 기준
if(iPrice <= iBidPrice)
@@ -590,7 +628,7 @@ namespace AutoSellerNS
Sheet.Cells[iRow, 7].Style.Font.Color.SetColor(Color.Red);
}
//Sheet.Cells[iRow, 11].Value = iAskCount;
Sheet.Cells[iRow, 11].Value = iAskCount;
if(iAskCount >= Math.Round(dCheckCount))
{
@@ -650,33 +688,32 @@ namespace AutoSellerNS
break;
}
//if(iPrice < iStartPrice)
//{
// iSellPrice = iPrice - m_CybosHelper.GetUnitValue(iPrice);
// strReturnMsg = string.Format("[{0}] 손절 매도 (매수: {1:n0}원, {2}, line:{3}) (매도: {4:n0}원(매도가:{5:n0}원) {6} line:{7}) (손익: {8}, {9:n0} : {10:n2}%) {11} \n",
// strCodeName,
if(iTimeDiff >= iTimeDiffLimit)
{
iSellPrice = iPrice - m_CybosHelper.GetUnitValue(iPrice);
strReturnMsg = string.Format("[{0}] [{1}] 제한시간 매도 (매수: {2:n0}원, {3}, line:{4}) (매도: {5:n0}원(매도가:{6:n0}원) {7} line:{8}) (손익: {9}, {10:n0} : {11:n2}%) {12} \n",
StartDT.ToString("yyyy-MM-dd"),
strCodeName,
// iStartPrice,
// StartDT.ToString("HH:mm:ss"),
// iStartRow,
iStartPrice,
StartDT.ToString("HH:mm:ss"),
iStartRow,
// iPrice,
// iSellPrice,
// RowDT.ToString("HH:mm:ss"),
// iRow,
iPrice,
iSellPrice,
RowDT.ToString("HH:mm:ss"),
iRow,
// iSellPrice-iStartPrice,
// (iSellPrice-iStartPrice)*iStockCount,
// (iSellPrice-iStartPrice)*100/(float)iStartPrice,
iSellPrice-iStartPrice,
(iSellPrice-iStartPrice)*iStockCount,
(iSellPrice-iStartPrice)*100/(float)iStartPrice,
// dCheckCount
dCheckCount
// );
);
// iTotalProfit += (iSellPrice-iStartPrice)*iStockCount;
// iTotalBid += iStartPrice*iStockCount;
// break;
//}
break;
}
dPrevStdDev = dStdDev;
}
@@ -709,12 +746,13 @@ namespace AutoSellerNS
}
iPrevPrice = iPrice;
iPrevTime = iTime;
}
//Sheet.Cells.AutoFitColumns(0);
//Sheet.Select(ExcelAddress.GetAddress(Math.Max(iStartRow, 1), 1), true);
Sheet.Cells.AutoFitColumns(0);
Sheet.Select(ExcelAddress.GetAddress(Math.Max(iStartRow, 1), 1), true);
//package.Save();
package.Save();
return new object[] { strReturnMsg, (iSellPrice-iStartPrice)*iStockCount };
}
@@ -730,12 +768,16 @@ namespace AutoSellerNS
double dSlowSD = (double)aParams[4];
double dSlowUpCnt = (double)aParams[5];
double dSlowDownCnt = (double)aParams[6];
bool bAverageCompare = (bool)aParams[7];
int iCompareType = (int)aParams[7];
string strMethod = (string)aParams[8];
double dTimeSub = (double)aParams[9];
int iTimeDiffLimit = (int)aParams[10];
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}, 비교 방식 : {10}\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} 비교 방식 : {12}\n",
Config.GetBidCount(), Config.GetTrailingRate(), Config.GetTrailingCnt(),
iListCnt, dFastSD, dFastUpCnt, dFastDownCnt, dSlowSD, dSlowUpCnt, dSlowDownCnt, strMethod
iListCnt, dFastSD, dFastUpCnt, dFastDownCnt, dSlowSD, dSlowUpCnt, dSlowDownCnt,
dTimeSub, iTimeDiffLimit,
strMethod
));
@@ -748,8 +790,8 @@ namespace AutoSellerNS
iListCnt,
dFastSD, dFastUpCnt, dFastDownCnt,
dSlowSD, dSlowUpCnt, dSlowDownCnt,
bAverageCompare, strMethod,
strLine }));
iCompareType, strMethod,
strLine, dTimeSub, iTimeDiffLimit }));
aTasks.Add(task);
}
@@ -776,6 +818,8 @@ namespace AutoSellerNS
double dSlowSD;
double dSlowUpCnt;
double dSlowDownCnt;
double dTimeSub;
int iTimeDiffLimit;
int.TryParse(m_AutoSeller.tbSMListSize.Text, out iListCnt);
double.TryParse(m_AutoSeller.tbSMFastSD.Text, out dFastSD);
@@ -784,17 +828,22 @@ namespace AutoSellerNS
double.TryParse(m_AutoSeller.tbSMSlowSD.Text, out dSlowSD);
double.TryParse(m_AutoSeller.tbSMSlowUpCnt.Text, out dSlowUpCnt);
double.TryParse(m_AutoSeller.tbSMSlowDownCnt.Text, out dSlowDownCnt);
double.TryParse(m_AutoSeller.tbSMTimeSub.Text, out dTimeSub);
int.TryParse(m_AutoSeller.tbSMTimeDiffLimit.Text, out iTimeDiffLimit);
string strMethod = "";
m_AutoSeller.cbSMMethod.Invoke(new Action(() => {
strMethod = (string)m_AutoSeller.cbSMMethod.SelectedItem;
}));
bool bAverageCompare;
int iCompareType;
if(strMethod == "평균 비교")
bAverageCompare = true;
iCompareType = 1;
else if(strMethod == "마지막 비교")
iCompareType = 2;
else
bAverageCompare = false;
iCompareType = 3;
Task.Factory.StartNew(() => {
// for(double dFastSD = 0.75; dFastSD<=0.75; dFastSD+=0.05)
@@ -807,9 +856,9 @@ namespace AutoSellerNS
// {
Simulation(new object[] {
iListCnt,
dFastSD, dFastUpCnt, dFastUpCnt,
dSlowSD, dSlowUpCnt, dSlowUpCnt,
bAverageCompare, strMethod
dFastSD, dFastUpCnt, dFastDownCnt,
dSlowSD, dSlowUpCnt, dSlowDownCnt,
iCompareType, strMethod, dTimeSub, iTimeDiffLimit
});
// }
// }

4
Util.cs
View File

@@ -25,6 +25,7 @@ namespace AutoSellerNS
delegate void InsertLogDelegate(RichTextBox LogBox, LOG_TYPE enType, string strLog);
static InsertLogDelegate m_InsertLogDelegate = new InsertLogDelegate(InsertLog);
static object m_LogLock = new object();
public static void SetLogView(RichTextBox logBox)
{
@@ -95,7 +96,8 @@ namespace AutoSellerNS
string strTime = DateTime.Now.ToString("[HH:mm:ss:fff] ");
string strMessage = strTime+strLogLevel+strLog;
File.AppendAllText(m_strLogFile, strMessage+Environment.NewLine, new UTF8Encoding(true));
lock(m_LogLock)
File.AppendAllText(m_strLogFile, strMessage+Environment.NewLine, new UTF8Encoding(true));
if(m_LogBox != null)
InsertLog(m_LogBox, enType, strMessage+Environment.NewLine);