- 현재가 log 저장
- 정정 주문시 주문번호 log
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@@ -129,7 +129,7 @@ namespace AutoSellerNS
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int iAskPrice = CurItem.m_aiAskPrice[0];
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int iAskPrice = CurItem.m_aiAskPrice[0];
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m_CybosHelper.CorrectionItem(NCItem.m_strCode, NCItem.m_iOrgOrderNo, NCItem.m_iRemainCnt, iAskPrice);
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m_CybosHelper.CorrectionItem(NCItem.m_strCode, NCItem.m_iOrgOrderNo, NCItem.m_iRemainCnt, iAskPrice);
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NCItem.m_Time = DateTime.Now;
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NCItem.m_Time = DateTime.Now;
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Util.Log(Util.LOG_TYPE.SELL, string.Format("[{0}] 정정 주문", NCItem.m_strCodeName));
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Util.Log(Util.LOG_TYPE.SELL, string.Format("[{0}] 정정 주문 (주문번호: {1})", NCItem.m_strCodeName, NCItem.m_iOrgOrderNo));
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}
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}
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}
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}
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}
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}
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@@ -1,5 +1,6 @@
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using System;
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using System;
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using System.Collections.Generic;
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using System.Collections.Generic;
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using System.IO;
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using System.Linq;
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using System.Linq;
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using System.Text;
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using System.Text;
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using System.Threading;
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using System.Threading;
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@@ -28,7 +29,8 @@ namespace AutoSellerNS
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public int m_iTrailingCount = 0;
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public int m_iTrailingCount = 0;
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public List<int> m_PriceList = new List<int>();
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// real time, price time, price
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public List<Tuple<int, int, int>> m_PriceList = new List<Tuple<int, int, int>>();
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public double m_dCheckCountLimit = 5;
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public double m_dCheckCountLimit = 5;
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int m_iPrevTime = 0;
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int m_iPrevTime = 0;
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@@ -46,9 +48,11 @@ namespace AutoSellerNS
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if(bReal == true)
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if(bReal == true)
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{
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{
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m_PriceList.Add(m_iCurPrice);
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DateTime RealTime = DateTime.Now;
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double dAverage = (float)m_PriceList.Average();
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int iRealTime = RealTime.Hour * 10000 + RealTime.Minute * 100 + RealTime.Second;
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double sumOfSquaresOfDifferences = m_PriceList.Select(val => Math.Pow((val-dAverage)/m_CybosHelper.GetUnitValue(val), 2)).Sum();
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m_PriceList.Add(new Tuple<int, int, int>(iRealTime, iTime, m_iCurPrice));
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double dAverage = (float)m_PriceList.Average(s => s.Item3);
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double sumOfSquaresOfDifferences = m_PriceList.Select(val => Math.Pow((val.Item3-dAverage)/m_CybosHelper.GetUnitValue(val.Item3), 2)).Sum();
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double dStdDev = Math.Sqrt(sumOfSquaresOfDifferences / m_PriceList.Count);
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double dStdDev = Math.Sqrt(sumOfSquaresOfDifferences / m_PriceList.Count);
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if(dStdDev >= Config.GetFastSD())
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if(dStdDev >= Config.GetFastSD())
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{
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{
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@@ -191,6 +195,21 @@ namespace AutoSellerNS
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m_CpConclusion.Subscribe();
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m_CpConclusion.Subscribe();
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}
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}
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public void SavePrice(STOCK_CUR_ITEM item)
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{
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if (Directory.Exists(Util.GetLogPath()) == false)
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Directory.CreateDirectory(Util.GetLogPath());
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string strToday = DateTime.Now.ToString("yyyy-MM-dd");
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string strFilePath = Util.GetLogPath() + "/price-" + strToday + item.m_strCodeName + ".txt";
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string strMessage = "";
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foreach (var pair in item.m_PriceList)
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{
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strMessage = string.Format("[{0}] {1} ({2})", pair.Item2, pair.Item3, pair.Item1);
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File.AppendAllText(strFilePath, strMessage + Environment.NewLine, new UTF8Encoding(true));
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}
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}
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public List<AutoSeller.ITEM> UpdateItems()
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public List<AutoSeller.ITEM> UpdateItems()
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{
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{
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List<AutoSeller.ITEM> aItems = new List<AutoSeller.ITEM>();
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List<AutoSeller.ITEM> aItems = new List<AutoSeller.ITEM>();
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@@ -265,6 +284,7 @@ namespace AutoSellerNS
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{
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{
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m_aStockCur[Key].m_StockCur.Unsubscribe();
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m_aStockCur[Key].m_StockCur.Unsubscribe();
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m_aStockCur[Key].m_Jpbid.Unsubscribe();
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m_aStockCur[Key].m_Jpbid.Unsubscribe();
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SavePrice(m_aStockCur[Key]);
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m_aStockCur.Remove(Key);
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m_aStockCur.Remove(Key);
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}
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}
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