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- 시뮬레이션 작업 중

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This commit is contained in:
mjjo
2017-02-22 02:48:30 +09:00
parent 3611071c18
commit c45f463406
3 changed files with 484 additions and 438 deletions
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78
SimulationHelper.cs
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@@ -132,7 +132,7 @@ namespace AutoSellerNS
DateTime StartDT;
DateTime.TryParse(strDate+" "+strSimulationTime, out StartDT);
string strOutFileName = Util.GetSimulationPath() + "/" + StartDT.ToString("yyyy-MM-dd") + "-" + strCodeName + "StockChart" + ".xlsx";
string strOutFileName = Util.GetSimulationPath() + "/" + StartDT.ToString("yyyy-MM-dd") + "-StockChart-" + strCodeName + ".xlsx";
if(File.Exists(strOutFileName) == true)
{
if(StartDT.DayOfYear == DateTime.Now.DayOfYear)
@@ -218,7 +218,7 @@ namespace AutoSellerNS
DateTime StartDT;
DateTime.TryParse(strDate+" "+strSimulationTime, out StartDT);
string strOutFileName = Util.GetSimulationPath() + "/" + StartDT.ToString("yyyy-MM-dd") + "-" + strCodeName + "StockChart" + ".xlsx";
string strOutFileName = Util.GetSimulationPath() + "/" + StartDT.ToString("yyyy-MM-dd") + "-JpBid-" + strCodeName + ".xlsx";
if(File.Exists(strOutFileName) == true)
{
if(StartDT.DayOfYear == DateTime.Now.DayOfYear)
@@ -300,7 +300,7 @@ namespace AutoSellerNS
int iStartPrice;
int.TryParse(strStartPrice, NumberStyles.AllowThousands, CultureInfo.CurrentCulture, out iStartPrice);
string strFileName = Util.GetSimulationPath() + "/" + StartDT.ToString("yyyy-MM-dd") + "-JpBid-" + strCodeName + ".xlsx";
string strFileName = Util.GetSimulationPath() + "/" + StartDT.ToString("yyyy-MM-dd") + "-StockChart-" + strCodeName + ".xlsx";
FileInfo newFile = new FileInfo(strFileName);
@@ -405,29 +405,35 @@ namespace AutoSellerNS
{
int iListCnt;
double dFastSD;
int iFastCnt;
double dFastUpCnt;
double dFastDownCnt;
double dSlowSD;
int iSlowCnt;
double dSlowUpCnt;
double dSlowDownCnt;
int.TryParse(m_AutoSeller.tbSMListSize.Text, out iListCnt);
double.TryParse(m_AutoSeller.tbSMFastSD.Text, out dFastSD);
int.TryParse(m_AutoSeller.tbSMFastCnt.Text, out iFastCnt);
double.TryParse(m_AutoSeller.tbSMFastUpCnt.Text, out dFastUpCnt);
double.TryParse(m_AutoSeller.tbSMFastDownCnt.Text, out dFastDownCnt);
double.TryParse(m_AutoSeller.tbSMSlowSD.Text, out dSlowSD);
int.TryParse(m_AutoSeller.tbSMSlowCnt.Text, out iSlowCnt);
double.TryParse(m_AutoSeller.tbSMSlowUpCnt.Text, out dSlowUpCnt);
double.TryParse(m_AutoSeller.tbSMSlowDownCnt.Text, out dSlowDownCnt);
bool bAverageCompare;
if(m_AutoSeller.cbSMMethod.SelectedText == "평균 비교")
if((string)m_AutoSeller.cbSMMethod.SelectedItem == "평균 비교")
bAverageCompare = true;
else
bAverageCompare = false;
m_tbLogView.AppendText(string.Format("[시뮬레이션 시작] 조건 : {0}회, 트레일링 : {1}%, {2}회\n \t\t리스트 크기:{3}, Fast : {4}, {5}, Slow : {6}, {7}, 비교 방식 : {8}\n",
Config.GetBidCount(), Config.GetTrailingRate(), Config.GetTrailingCnt(),
iListCnt, dFastSD, iFastCnt, dSlowSD, iSlowCnt, m_AutoSeller.cbSMMethod.SelectedItem
iListCnt, dFastSD, dFastUpCnt, dSlowSD, dSlowUpCnt, m_AutoSeller.cbSMMethod.SelectedItem
));
int iTotalProfit = 0;
int iTotalBid = 0;
DateTime PrevDT;
DateTime.TryParse("0000-00-00 00:00:00", out PrevDT);
foreach(string strLine in File.ReadLines(Util.GetSimulationPath()+"/0-input.txt", Encoding.UTF8))
{
@@ -444,11 +450,25 @@ namespace AutoSellerNS
DateTime StartDT;
DateTime.TryParse(strDate+" "+strSimulationTime, out StartDT);
if(iTotalBid > 0 && StartDT.DayOfYear != PrevDT.DayOfYear)
{
m_tbLogView.AppendText(string.Format("[시뮬레이션 종료] 총수익 : {0:n0}원 : {1:n2}%\n\n", iTotalProfit, iTotalProfit*100/(float)1000000));
iTotalProfit = 0;
iTotalBid = 0;
}
if(iTotalBid == 0)
{
m_tbLogView.AppendText(string.Format("{0}\n", StartDT.ToString("yyyy-MM-dd")));
}
int iStartPrice;
int.TryParse(strStartPrice, NumberStyles.AllowThousands, CultureInfo.CurrentCulture, out iStartPrice);
string strFileName = Util.GetSimulationPath() + "/" + StartDT.ToString("yyyy-MM-dd") + "-JpBid-" + strCodeName + ".xlsx";
if(File.Exists(strFileName) == false)
continue;
FileInfo newFile = new FileInfo(strFileName);
ExcelPackage package = new ExcelPackage(newFile);
@@ -472,14 +492,14 @@ namespace AutoSellerNS
bool bPrevAsk = false;
int iMaxAskPrice = 0;
int iCheckCount = 50;
double dCheckCount = 5.0;
List<int> m_PriceList = new List<int>();
int iPrevAskPrice = 0;
for(int iRow = 2; iRow<=iMaxRow; iRow++)
{
if(Sheet.Cells[iRow, 2].Value == "*")
if((string)Sheet.Cells[iRow, 2].Value == "*")
continue;
int iTime = (int)(double)Sheet.Cells[iRow, 1].Value;
@@ -519,16 +539,16 @@ namespace AutoSellerNS
if(bAverageCompare == true)
{
if(iPrice >= dAverage)
iCheckCount += iFastCnt;
else if(iCheckCount > 30)
iCheckCount -= iFastCnt;
dCheckCount += dFastUpCnt;
else// if(dCheckCount > 3)
dCheckCount -= dFastDownCnt;
}
else
{
if(iPrice >= m_PriceList[m_PriceList.Count-2])
iCheckCount += iFastCnt;
else if(iCheckCount > 30)
iCheckCount -= iFastCnt;
dCheckCount += dFastUpCnt;
else// if(dCheckCount > 3)
dCheckCount -= dFastDownCnt;
}
}
@@ -537,19 +557,19 @@ namespace AutoSellerNS
if(bAverageCompare == true)
{
if(iPrice >= dAverage)
iCheckCount += iSlowCnt;
else if(iCheckCount > 30)
iCheckCount -= iSlowCnt;
dCheckCount += dSlowUpCnt;
else// if(dCheckCount > 3)
dCheckCount -= dSlowDownCnt;
}
else
{
if(iPrice >= m_PriceList[m_PriceList.Count-2])
iCheckCount += iSlowCnt;
else if(iCheckCount > 30)
iCheckCount -= iSlowCnt;
dCheckCount += dSlowUpCnt;
else// if(dCheckCount > 3)
dCheckCount -= dSlowUpCnt;
}
}
//dCheckCount = Math.Min(Math.Max(dCheckCount, 0), 15);
//// 체결가 비교
//if(iPrice > iPrevPrice)
@@ -623,7 +643,7 @@ namespace AutoSellerNS
//else
// iDealCountInSec = 1;
if(iAskCount >= Math.Round(iCheckCount/10.0f))
if(iAskCount >= Math.Round(dCheckCount))
{
int iSellPrice = iPrice - m_CybosHelper.GetUnitValue(iPrice);
m_tbLogView.AppendText(string.Format("[{0}] 조건1 매도 (매수 : {1:n0}원, {2}, line:{3}) (매도 : {4:n0}원(매도가:{5:n0}원) {6} line:{7}) ({8}, {9:n0} : {10:n2}%) {11} \n",
@@ -642,7 +662,7 @@ namespace AutoSellerNS
(iSellPrice-iStartPrice)*iStockCount,
(iSellPrice-iStartPrice)*100/(float)iStartPrice,
iCheckCount
dCheckCount
));
iTotalProfit += (iSellPrice-iStartPrice)*iStockCount;
iTotalBid += iStartPrice*iStockCount;
@@ -693,7 +713,7 @@ namespace AutoSellerNS
(iSellPrice-iStartPrice)*iStockCount,
(iSellPrice-iStartPrice)*100/(float)iStartPrice,
iCheckCount
dCheckCount
));
@@ -708,6 +728,8 @@ namespace AutoSellerNS
aPrevDT.Add(RowDT);
if(aPrevDT.Count > 15)
aPrevDT.RemoveAt(0);
PrevDT = StartDT;
}
}