- 시뮬레이션 수정중 : 표준편차 이용

AutoSeller.Designer.cs

@@ -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();
@@ -53,10 +54,14 @@
 			this.tbSubAccount = new MaterialSkin.Controls.MaterialSingleLineTextField();
 			this.cbAccount = new System.Windows.Forms.ComboBox();
 			this.tabPage3 = new System.Windows.Forms.TabPage();
+			this.tbSMListSize = new System.Windows.Forms.TextBox();
+			this.tbSMSlowCnt = new System.Windows.Forms.TextBox();
+			this.tbSMSlowSD = new System.Windows.Forms.TextBox();
+			this.tbSMFastCnt = 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()));
@@ -90,12 +95,12 @@
 			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
@@ -194,6 +199,24 @@
 			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(804, 455);
+			this.splitContainer3.SplitterDistance = 300;
+			this.splitContainer3.TabIndex = 1;
+			// 
 			// tbLog
 			// 
 			this.tbLog.Dock = System.Windows.Forms.DockStyle.Fill;
@@ -438,6 +461,11 @@
 			// 
 			// tabPage3
 			// 
+			this.tabPage3.Controls.Add(this.tbSMListSize);
+			this.tabPage3.Controls.Add(this.tbSMSlowCnt);
+			this.tabPage3.Controls.Add(this.tbSMSlowSD);
+			this.tabPage3.Controls.Add(this.tbSMFastCnt);
+			this.tabPage3.Controls.Add(this.tbSMFastSD);
 			this.tabPage3.Controls.Add(this.tbSimulationLog);
 			this.tabPage3.Controls.Add(this.btSimulate);
 			this.tabPage3.Controls.Add(this.btLoad);
@@ -449,6 +477,46 @@
 			this.tabPage3.Text = "Simulation";
 			this.tabPage3.UseVisualStyleBackColor = true;
 			// 
+			// tbSMListSize
+			// 
+			this.tbSMListSize.Location = new System.Drawing.Point(333, 20);
+			this.tbSMListSize.Name = "tbSMListSize";
+			this.tbSMListSize.Size = new System.Drawing.Size(36, 21);
+			this.tbSMListSize.TabIndex = 3;
+			this.tbSMListSize.Text = "20";
+			// 
+			// tbSMSlowCnt
+			// 
+			this.tbSMSlowCnt.Location = new System.Drawing.Point(375, 74);
+			this.tbSMSlowCnt.Name = "tbSMSlowCnt";
+			this.tbSMSlowCnt.Size = new System.Drawing.Size(36, 21);
+			this.tbSMSlowCnt.TabIndex = 7;
+			this.tbSMSlowCnt.Text = "1";
+			// 
+			// tbSMSlowSD
+			// 
+			this.tbSMSlowSD.Location = new System.Drawing.Point(333, 74);
+			this.tbSMSlowSD.Name = "tbSMSlowSD";
+			this.tbSMSlowSD.Size = new System.Drawing.Size(36, 21);
+			this.tbSMSlowSD.TabIndex = 6;
+			this.tbSMSlowSD.Text = "0.2";
+			// 
+			// tbSMFastCnt
+			// 
+			this.tbSMFastCnt.Location = new System.Drawing.Point(375, 47);
+			this.tbSMFastCnt.Name = "tbSMFastCnt";
+			this.tbSMFastCnt.Size = new System.Drawing.Size(36, 21);
+			this.tbSMFastCnt.TabIndex = 5;
+			this.tbSMFastCnt.Text = "3";
+			// 
+			// tbSMFastSD
+			// 
+			this.tbSMFastSD.Location = new System.Drawing.Point(333, 47);
+			this.tbSMFastSD.Name = "tbSMFastSD";
+			this.tbSMFastSD.Size = new System.Drawing.Size(36, 21);
+			this.tbSMFastSD.TabIndex = 4;
+			this.tbSMFastSD.Text = "0.75";
+			// 
 			// tbSimulationLog
 			// 
 			this.tbSimulationLog.Anchor = ((System.Windows.Forms.AnchorStyles)((((System.Windows.Forms.AnchorStyles.Top | System.Windows.Forms.AnchorStyles.Bottom) 
@@ -492,24 +560,6 @@
 			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[] {
@@ -700,14 +750,14 @@
 			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);
 
 		}
@@ -764,5 +814,10 @@
 		private System.Windows.Forms.ColumnHeader chNCType;
 		private System.Windows.Forms.ColumnHeader chNCCount;
 		private System.Windows.Forms.ColumnHeader chNCPrice;
+		public System.Windows.Forms.TextBox tbSMSlowSD;
+		public System.Windows.Forms.TextBox tbSMFastCnt;
+		public System.Windows.Forms.TextBox tbSMFastSD;
+		public System.Windows.Forms.TextBox tbSMSlowCnt;
+		public System.Windows.Forms.TextBox tbSMListSize;
 	}
 }

AutoSeller.cs

@@ -197,6 +197,11 @@ namespace AutoSellerNS
 				AddItem(Item);
 
 			// 미체결
+			UpdateNC();
+		}
+
+		void UpdateNC()
+		{
 			var NCItems = m_CybosHelper.UpdateNC();
 			lvNCItem.Items.Clear();
 			if(lvNCItem.InvokeRequired)
@@ -208,8 +213,8 @@ namespace AutoSellerNS
 							NCItem.m_strCode,
 							NCItem.m_strCodeName,
 							NCItem.m_strDesc,
-							string.Format("{0:0n}", NCItem.m_iOrderPrice),
+							string.Format("{0:n0}", NCItem.m_iOrderPrice),
-							string.Format("{0:0n}", NCItem.m_iRemainCnt),
+							string.Format("{0:n0}", NCItem.m_iRemainCnt),
 							}));
 					}
 				}));
@@ -222,8 +227,8 @@ namespace AutoSellerNS
 						NCItem.m_strCode,
 						NCItem.m_strCodeName,
 						NCItem.m_strDesc,
-						string.Format("{0:0n}", NCItem.m_iOrderPrice),
+						string.Format("{0:n0}", NCItem.m_iOrderPrice),
-						string.Format("{0:0n}", NCItem.m_iRemainCnt),
+						string.Format("{0:n0}", NCItem.m_iRemainCnt),
 						}));
 				}
 			}
@@ -252,6 +257,11 @@ namespace AutoSellerNS
 			//}
 		}
 
+		public void OnReceipt()
+		{
+			UpdateNC();
+		}
+
 		private void btSell_Click(object sender, EventArgs e)
 		{
 			btSell.Primary = !btSell.Primary;
@@ -408,13 +418,13 @@ namespace AutoSellerNS
 		#region Simulation
 		private void btLoad_Click(object sender, EventArgs e)
 		{
-			SimulationHelper helper = new SimulationHelper(m_CybosHelper, tbSimulationLog);
+			SimulationHelper helper = new SimulationHelper(this, m_CybosHelper, tbSimulationLog);
 			helper.LoadExcel2();
 		}
 
 		private void btSimulate_Click(object sender, EventArgs e)
 		{
-			SimulationHelper helper = new SimulationHelper(m_CybosHelper, tbSimulationLog);
+			SimulationHelper helper = new SimulationHelper(this, m_CybosHelper, tbSimulationLog);
 			helper.StartSimuation2();
 			return;
 

CybosHelper.cs

@@ -277,6 +277,7 @@ namespace AutoSellerNS
 					break;
 
 				case 4: // 접수
+					m_Listener.OnReceipt();
 					Util.Log(bBid ? Util.LOG_TYPE.BUY : Util.LOG_TYPE.SELL, string.Format("{0}:{1} {2} 접수 ({3:n0}원 {4}주)", strCodeName, strCode, strBidOrAsk, iPrice, iConclusionCnt));
 					break;
 			}
@@ -345,7 +346,7 @@ namespace AutoSellerNS
 			}
 		}
 
-		int GetUnitValue(int iValue)
+		public int GetUnitValue(int iValue)
 		{
 			int iUnit = 1;
 			if(iValue < 1000)

SimulationHelper.cs

@@ -15,11 +15,13 @@ namespace AutoSellerNS
 {
 	class SimulationHelper
 	{
+		AutoSeller m_AutoSeller = null;
 		CybosHelper m_CybosHelper = null;
 		RichTextBox m_tbLogView = null;
 
-		public SimulationHelper(CybosHelper CybosHelper, RichTextBox tbLog)
+		public SimulationHelper(AutoSeller autoSeller, CybosHelper CybosHelper, RichTextBox tbLog)
 		{
+			m_AutoSeller = autoSeller;
 			m_CybosHelper = CybosHelper;
 			m_tbLogView = tbLog;
 		}
@@ -130,7 +132,7 @@ namespace AutoSellerNS
 				DateTime StartDT;
 				DateTime.TryParse(strDate+" "+strSimulationTime, out StartDT);
 
-				string strOutFileName = Util.GetSimulationPath() + "/" + strCodeName + "-" + StartDT.ToString("yyyy-MM-dd") + ".xlsx";
+				string strOutFileName = Util.GetSimulationPath() + "/" + StartDT.ToString("yyyy-MM-dd") + "-" + strCodeName  + "StockChart" + ".xlsx";
 				if(File.Exists(strOutFileName) == true)
 				{
 					if(StartDT.DayOfYear == DateTime.Now.DayOfYear)
@@ -216,7 +218,7 @@ namespace AutoSellerNS
 				DateTime StartDT;
 				DateTime.TryParse(strDate+" "+strSimulationTime, out StartDT);
 
-				string strOutFileName = Util.GetSimulationPath() + "/" + strCodeName + "-" + StartDT.ToString("yyyy-MM-dd") + ".xlsx";
+				string strOutFileName = Util.GetSimulationPath() + "/" + StartDT.ToString("yyyy-MM-dd") + "-" + strCodeName  + "StockChart" + ".xlsx";
 				if(File.Exists(strOutFileName) == true)
 				{
 					if(StartDT.DayOfYear == DateTime.Now.DayOfYear)
@@ -298,7 +300,7 @@ namespace AutoSellerNS
 				int iStartPrice;
 				int.TryParse(strStartPrice, NumberStyles.AllowThousands, CultureInfo.CurrentCulture, out iStartPrice);
 
-				string strFileName = Util.GetSimulationPath() + "/" + strCodeName + "-" + StartDT.ToString("yyyy-MM-dd") + ".xlsx";
+				string strFileName = Util.GetSimulationPath() + "/" + StartDT.ToString("yyyy-MM-dd") + "-JpBid-" + strCodeName + ".xlsx";
 
 
 				FileInfo newFile = new FileInfo(strFileName);
@@ -414,6 +416,7 @@ namespace AutoSellerNS
 				var strNewTime = tokens[1];
 				var strSimulationTime = tokens[2];
 				var strCodeName = tokens[3];
+				strCodeName = strCodeName.Trim();
 				var strCode = tokens[4];
 				var strStartPrice = tokens[5];
 
@@ -423,7 +426,7 @@ namespace AutoSellerNS
 				int iStartPrice;
 				int.TryParse(strStartPrice, NumberStyles.AllowThousands, CultureInfo.CurrentCulture, out iStartPrice);
 
-				string strFileName = Util.GetSimulationPath() + "/" + strCodeName + "-" + StartDT.ToString("yyyy-MM-dd") + ".xlsx";
+				string strFileName = Util.GetSimulationPath() + "/" + StartDT.ToString("yyyy-MM-dd") + "-JpBid-" + strCodeName + ".xlsx";
 
 
 				FileInfo newFile = new FileInfo(strFileName);
@@ -448,10 +451,27 @@ namespace AutoSellerNS
 				bool bPrevAsk = false;
 				int iMaxAskPrice = 0;
 
+				int iCheckCount = 50;
+				List<int> m_PriceList = new List<int>();
+				int iListCnt;
+				double dFastSD;
+				int iFastCnt;
+				double dSlowSD;
+				int iSlowCnt;
+
+				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.tbSMSlowSD.Text, out dSlowSD);
+				int.TryParse(m_AutoSeller.tbSMSlowCnt.Text, out iSlowCnt);
+
 				int iPrevAskPrice = 0;
 
 				for(int iRow = 2; iRow<=iMaxRow; iRow++)
 				{
+					if(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;
@@ -469,10 +489,39 @@ namespace AutoSellerNS
 							iStartRow = iRow;
 							iMaxAskPrice = iAskPrice;
 							iPrevAskPrice = iAskPrice;
+
+							m_PriceList.Clear();
+							m_PriceList.Add(iPrice);
 						}
 					}
 					else
 					{
+						m_PriceList.Add(iPrice);
+						if(m_PriceList.Count > iListCnt)
+							m_PriceList.RemoveAt(0);
+
+						double dAverage = (float)m_PriceList.Average();
+						double sumOfSquaresOfDifferences = m_PriceList.Select(val => Math.Pow((val-dAverage)/m_CybosHelper.GetUnitValue(val), 2)).Sum();
+						double sd = Math.Sqrt(sumOfSquaresOfDifferences / m_PriceList.Count);
+
+						if(sd >= dFastSD)
+						{
+							if(iPrice >= m_PriceList[m_PriceList.Count-2])
+								iCheckCount += iFastCnt;
+							else if(iCheckCount > 30)
+								iCheckCount -= iFastCnt;
+						}
+						else if(sd <= dSlowSD)
+						{
+							if(iPrice >= m_PriceList[m_PriceList.Count-2])
+								iCheckCount += iSlowCnt;
+							else if(iCheckCount > 30)
+								iCheckCount -= iSlowCnt;
+						}
+
+						int k = 0;
+
+
 						//// 체결가 비교
 						//if(iPrice > iPrevPrice)
 						//{
@@ -545,20 +594,28 @@ namespace AutoSellerNS
 						//else
 						//	iDealCountInSec = 1;
 
-						if(iAskCount >= Config.GetBidCount())
+						if(iAskCount >= Math.Round(iCheckCount/10.0f))
 						{
-							m_tbLogView.AppendText(string.Format("[{0,-10}] 조건1 매도 {1} line:{2} {3:n0}원 ({4} : {5:n2}%) (매수 : {6:n0}원, {7}, line:{8})\n",
+							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",
 								strCodeName,
-								RowDT.ToString("yyyy-MM-dd HH:mm:ss"),
+
-								iRow,
-								iPrice,
-								iPrice-iStartPrice,
-								(iPrice-iStartPrice)*100/(float)iStartPrice,
 								iStartPrice,
-								StartDT.ToString("yyyy-MM-dd HH:mm:ss"),
+								StartDT.ToString("HH:mm:ss"),
-								iStartRow
+								iStartRow,
+
+								iPrice,
+								iSellPrice,
+								RowDT.ToString("HH:mm:ss"),
+								iRow,
+
+								iSellPrice-iStartPrice,
+								(iSellPrice-iStartPrice)*iStockCount,
+								(iSellPrice-iStartPrice)*100/(float)iStartPrice,
+
+								iCheckCount
 								));
-							iTotalProfit += (iPrice-iStartPrice)*iStockCount;
+							iTotalProfit += (iSellPrice-iStartPrice)*iStockCount;
 							iTotalBid += iStartPrice*iStockCount;
 							break;
 						}
@@ -566,15 +623,15 @@ namespace AutoSellerNS
 						//if(aPrevDT.Count > 3 && aPrevDT.Last() - aPrevDT[aPrevDT.Count-3] > TimeSpan.FromSeconds(1) && iAskDownCount >= Config.GetBidCount())
 						//if(iAskDownCount >= 5)
 						//{
-						//	m_tbLogView.AppendText(string.Format("[{0,-10}] 조건2 매도 {1} line:{2} {3:n0}원 ({4} : {5:n2}%) (매수 : {6:n0}원, {7}, line:{8})\n",
+						//	m_tbLogView.AppendText(string.Format("[{0}] 조건2 매도 {1} line:{2} {3:n0}원 ({4} : {5:n2}%) (매수 : {6:n0}원, {7}, line:{8})\n",
 						//		strCodeName,
-						//		RowDT.ToString("yyyy-MM-dd HH:mm:ss"),
+						//		RowDT.ToString("HH:mm:ss"),
 						//		iRow,
 						//		iPrice,
 						//		iPrice-iStartPrice,
 						//		(iPrice-iStartPrice)*100/(float)iStartPrice,
 						//		iStartPrice,
-						//		StartDT.ToString("yyyy-MM-dd HH:mm:ss"),
+						//		StartDT.ToString("HH:mm:ss"),
 						//		iStartRow
 						//		));
 						//	iTotalProfit += (iPrice-iStartPrice)*iStockCount;
@@ -590,18 +647,26 @@ namespace AutoSellerNS
 
 						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, {7} line:{8})\n",
+							int iSellPrice = iPrice - m_CybosHelper.GetUnitValue(iPrice);
+							m_tbLogView.AppendText(string.Format("[{0}] 트레일링 매도 (매수 : {1:n0}원, {2}, line:{3}) (매도 : {4:n0}원(매도가:{5:n0}원) {6} line:{7})  ({8}, {9:n0} : {10:n2}%) \n",
 								strCodeName,
-								RowDT.ToString("yyyy-MM-dd HH:mm:ss"),
+
-								iRow,
-								iPrice,
-								iPrice-iStartPrice,
-								(iPrice-iStartPrice)*100/(float)iStartPrice,
 								iStartPrice,
-								StartDT.ToString("yyyy-MM-dd HH:mm:ss"),
+								StartDT.ToString("HH:mm:ss"),
-								iStartRow
+								iStartRow,
+
+								iPrice,
+								iSellPrice,
+								RowDT.ToString("HH:mm:ss"),
+								iRow,
+
+								iSellPrice-iStartPrice,
+								(iSellPrice-iStartPrice)*iStockCount,
+								(iSellPrice-iStartPrice)*100/(float)iStartPrice
+
 								));
-							iTotalProfit += (iPrice-iStartPrice)*iStockCount;
+
+							iTotalProfit += (iSellPrice-iStartPrice)*iStockCount;
 							iTotalBid += iStartPrice*iStockCount;
 							break;
 						}
@@ -615,7 +680,7 @@ namespace AutoSellerNS
 				}
 			}
 
-			m_tbLogView.AppendText(string.Format("[시뮬레이션 종료] 총수익 : {0:n0}원 : {1:n2}%\n\n", iTotalProfit, iTotalProfit*100/(float)iTotalBid));
+			m_tbLogView.AppendText(string.Format("[시뮬레이션 종료] 총수익 : {0:n0}원 : {1:n2}%\n\n", iTotalProfit, iTotalProfit*100/(float)1000000));
 			m_tbLogView.SelectionStart = m_tbLogView.TextLength;
 			m_tbLogView.ScrollToCaret();
 		}